Random regression models using Legendre polynomials or linear splines for test-day milk yield of dairy Gyr (Bos indicus) cattle

Studies investigating the use of random regression models for genetic evaluation of milk production in Zebu cattle are scarce. In this study, 59,744 test-day milk yield records from 7,810 first lactations of purebred dairy Gyr (Bos indicus) and crossbred (dairy Gyr × Holstein) cows were used to compare random regression models in which additive genetic and permanent environmental effects were modeled using orthogonal Legendre polynomials or linear spline functions. Residual variances were modeled considering 1, 5, or 10 classes of days in milk. Five classes fitted the changes in residual variances over the lactation adequately and were used for model comparison. The model that fitted linear spline functions with 6 knots provided the lowest sum of residual variances across lactation. On the other hand, according to the deviance information criterion (DIC) and Bayesian information criterion (BIC), a model using third-order and fourth-order Legendre polynomials for additive genetic and permanent environmental effects, respectively, provided the best fit. However, the high rank correlation (0.998) between this model and that applying third-order Legendre polynomials for additive genetic and permanent environmental effects, indicates that, in practice, the same bulls would be selected by both models. The last model, which is less parameterized, is a parsimonious option for fitting dairy Gyr breed test-day milk yield records. © 2013 American Dairy Science Association.

Classification of masses in mammographic image using wavelet domain features and polynomial classifier

Breast cancer is the most common cancer among women. In CAD systems, several studies have investigated the use of wavelet transform as a multiresolution analysis tool for texture analysis and could be interpreted as inputs to a classifier. In classification, polynomial classifier has been used due to the advantages of providing only one model for optimal separation of classes and to consider this as the solution of the problem. In this paper, a system is proposed for texture analysis and classification of lesions in mammographic images. Multiresolution analysis features were extracted from the region of interest of a given image. These features were computed based on three different wavelet functions, Daubechies 8, Symlet 8 and bi-orthogonal 3.7. For classification, we used the polynomial classification algorithm to define the mammogram images as normal or abnormal. We also made a comparison with other artificial intelligence algorithms (Decision Tree, SVM, K-NN). A Receiver Operating Characteristics (ROC) curve is used to evaluate the performance of the proposed system. Our system is evaluated using 360 digitized mammograms from DDSM database and the result shows that the algorithm has an area under the ROC curve Az of 0.98 ± 0.03. The performance of the polynomial classifier has proved to be better in comparison to other classification algorithms. © 2013 Elsevier Ltd. All rights reserved.

APPROXIMATE CALCULATION OF SUMS I: BOUNDS FOR THE ZEROS OF GRAM POLYNOMIALS

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Model updating of the non-linear vibrating structures through Volterra series and proper orthogonal decomposition

Classical procedures for model updating in non-linear mechanical systems based on vibration data can fail because the common linear metrics are not sensitive for non-linear behavior caused by gaps, backlash, bolts, joints, materials, etc. Several strategies were proposed in the literature in order to allow a correct representative model of non-linear structures. The present paper evaluates the performance of two approaches based on different objective functions. The first one is a time domain methodology based on the proper orthogonal decomposition constructed from the output time histories. The second approach uses objective functions with multiples convolutions described by the first and second order discrete-time Volterra kernels. In order to discuss the results, a benchmark of a clamped-clamped beam with an pre-applied static load is simulated and updated using proper orthogonal decomposition and Volterra Series. The comparisons and discussions of the results show the practical applicability and drawbacks of both approaches.

Orthogonal gamma-based expansions for volatility option prices under jump-diffusion dynamics

In my work I derive closed-form pricing formulas for volatility based options by suitably approximating the volatility process risk-neutral density function. I exploit and adapt the idea, which stands behind popular techniques already employed in the context of equity options such as Edgeworth and Gram-Charlier expansions, of approximating the underlying process as a sum of some particular polynomials weighted by a kernel, which is typically a Gaussian distribution. I propose instead a Gamma kernel to adapt the methodology to the context of volatility options. VIX vanilla options closed-form pricing formulas are derived and their accuracy is tested for the Heston model (1993) as well as for the jump-diffusion SVJJ model proposed by Duffie et al. (2000).

Parallel-recusive filter structures for the computation of discrete transforms

A general approach is presented for implementing discrete transforms as a set of first-order or second-order recursive digital filters. Clenshaw's recurrence formulae are used to formulate the second-order filters. The resulting structure is suitable for efficient implementation of discrete transforms in VLSI or FPGA circuits. The general approach is applied to the discrete Legendre transform as an illustration.

Parallel vector processing of multidimensional orthogonal transforms for digital signal processing applications

The performance of the parallel vector implementation of the one- and two-dimensional orthogonal transforms is evaluated. The orthogonal transforms are computed using actual or modified fast Fourier transform (FFT) kernels. The factors considered in comparing the speed-up of these vectorized digital signal processing algorithms are discussed and it is shown that the traditional way of comparing th execution speed of digital signal processing algorithms by the ratios of the number of multiplications and additions is no longer effective for vector implementation; the structure of the algorithm must also be considered as a factor when comparing the execution speed of vectorized digital signal processing algorithms. Simulation results on the Cray X/MP with the following orthogonal transforms are presented: discrete Fourier transform (DFT), discrete cosine transform (DCT), discrete sine transform (DST), discrete Hartley transform (DHT), discrete Walsh transform (DWHT), and discrete Hadamard transform (DHDT). A comparison between the DHT and the fast Hartley transform is also included.(34 refs)

Decision boundary for discrete Bayesian network classifiers

Bayesian network classifiers are a powerful machine learning tool. In order to evaluate the expressive power of these models, we compute families of polynomials that sign-represent decision functions induced by Bayesian network classifiers. We prove that those families are linear combinations of products of Lagrange basis polynomials. In absence of V-structures in the predictor sub-graph, we are also able to prove that this family of polynomials does in- deed characterize the specific classifier considered. We then use this representation to bound the number of decision functions representable by Bayesian network classifiers with a given structure and we compare these bounds to the ones obtained using Vapnik-Chervonenkis dimension.

Decision boundary for discrete Bayesian network classifiers

Bayesian network classifiers are a powerful machine learning tool. In order to evaluate the expressive power of these models, we compute families of polynomials that sign-represent decision functions induced by Bayesian network classifiers. We prove that those families are linear combinations of products of Lagrange basis polynomials. In absence of V-structures in the predictor sub-graph, we are also able to prove that this family of polynomials does in- deed characterize the specific classifier considered. We then use this representation to bound the number of decision functions representable by Bayesian network classifiers with a given structure and we compare these bounds to the ones obtained using Vapnik-Chervonenkis dimension.

Learning Bayesian networks from data by the incremental compilation of new network polynomials

Probabilistic graphical models are a huge research field in artificial intelligence nowadays. The scope of this work is the study of directed graphical models for the representation of discrete distributions. Two of the main research topics related to this area focus on performing inference over graphical models and on learning graphical models from data. Traditionally, the inference process and the learning process have been treated separately, but given that the learned models structure marks the inference complexity, this kind of strategies will sometimes produce very inefficient models. With the purpose of learning thinner models, in this master thesis we propose a new model for the representation of network polynomials, which we call polynomial trees. Polynomial trees are a complementary representation for Bayesian networks that allows an efficient evaluation of the inference complexity and provides a framework for exact inference. We also propose a set of methods for the incremental compilation of polynomial trees and an algorithm for learning polynomial trees from data using a greedy score+search method that includes the inference complexity as a penalization in the scoring function.

Conditional density approximations with mixtures of polynomials

Mixtures of polynomials (MoPs) are a non-parametric density estimation technique especially designed for hybrid Bayesian networks with continuous and discrete variables. Algorithms to learn one- and multi-dimensional (marginal) MoPs from data have recently been proposed. In this paper we introduce two methods for learning MoP approximations of conditional densities from data. Both approaches are based on learning MoP approximations of the joint density and the marginal density of the conditioning variables, but they differ as to how the MoP approximation of the quotient of the two densities is found. We illustrate and study the methods using data sampled from known parametric distributions, and we demonstrate their applicability by learning models based on real neuroscience data. Finally, we compare the performance of the proposed methods with an approach for learning mixtures of truncated basis functions (MoTBFs). The empirical results show that the proposed methods generally yield models that are comparable to or significantly better than those found using the MoTBF-based method.

Decision boundary for discrete Bayesian network classifiers

Bayesian network classifiers are a powerful machine learning tool. In order to evaluate the expressive power of these models, we compute families of polynomials that sign-represent decision functions induced by Bayesian network classifiers. We prove that those families are linear combinations of products of Lagrange basis polynomials. In absence of V -structures in the predictor sub-graph, we are also able to prove that this family of polynomials does indeed characterize the specific classifier considered. We then use this representation to bound the number of decision functions representable by Bayesian network classifiers with a given structure.

Logic-Based Outer Approximation for the Design of Discrete-Continuous Dynamic Systems with Implicit Discontinuities

We address the optimization of discrete-continuous dynamic optimization problems using a disjunctive multistage modeling framework, with implicit discontinuities, which increases the problem complexity since the number of continuous phases and discrete events is not known a-priori. After setting a fixed alternative sequence of modes, we convert the infinite-dimensional continuous mixed-logic dynamic (MLDO) problem into a finite dimensional discretized GDP problem by orthogonal collocation on finite elements. We use the Logic-based Outer Approximation algorithm to fully exploit the structure of the GDP representation of the problem. This modelling framework is illustrated with an optimization problem with implicit discontinuities (diver problem).

Orthogonality relations for Chebyshev polynomials,

"C00-1469-0154."

On decomposition of sub-linearised polynomials

We give a detailed exposition of the theory of decompositions of linearised polynomials, using a well-known connection with skew-polynomial rings with zero derivative. It is known that there is a one-to-one correspondence between decompositions of linearised polynomials and sub-linearised polynomials. This correspondence leads to a formula for the number of indecomposable sub-linearised polynomials of given degree over a finite field. We also show how to extend existing factorisation algorithms over skew-polynomial rings to decompose sub-linearised polynomials without asymptotic cost.