Sequential Monte Carlo for Bayesian sequentially designed experiments for discrete data

In this paper we present a sequential Monte Carlo algorithm for Bayesian sequential experimental design applied to generalised non-linear models for discrete data. The approach is computationally convenient in that the information of newly observed data can be incorporated through a simple re-weighting step. We also consider a flexible parametric model for the stimulus-response relationship together with a newly developed hybrid design utility that can produce more robust estimates of the target stimulus in the presence of substantial model and parameter uncertainty. The algorithm is applied to hypothetical clinical trial or bioassay scenarios. In the discussion, potential generalisations of the algorithm are suggested to possibly extend its applicability to a wide variety of scenarios

Multifractal characterisation and analysis of complex networks

Complex networks have been studied extensively due to their relevance to many real-world systems such as the world-wide web, the internet, biological and social systems. During the past two decades, studies of such networks in different fields have produced many significant results concerning their structures, topological properties, and dynamics. Three well-known properties of complex networks are scale-free degree distribution, small-world effect and self-similarity. The search for additional meaningful properties and the relationships among these properties is an active area of current research. This thesis investigates a newer aspect of complex networks, namely their multifractality, which is an extension of the concept of selfsimilarity. The first part of the thesis aims to confirm that the study of properties of complex networks can be expanded to a wider field including more complex weighted networks. Those real networks that have been shown to possess the self-similarity property in the existing literature are all unweighted networks. We use the proteinprotein interaction (PPI) networks as a key example to show that their weighted networks inherit the self-similarity from the original unweighted networks. Firstly, we confirm that the random sequential box-covering algorithm is an effective tool to compute the fractal dimension of complex networks. This is demonstrated on the Homo sapiens and E. coli PPI networks as well as their skeletons. Our results verify that the fractal dimension of the skeleton is smaller than that of the original network due to the shortest distance between nodes is larger in the skeleton, hence for a fixed box-size more boxes will be needed to cover the skeleton. Then we adopt the iterative scoring method to generate weighted PPI networks of five species, namely Homo sapiens, E. coli, yeast, C. elegans and Arabidopsis Thaliana. By using the random sequential box-covering algorithm, we calculate the fractal dimensions for both the original unweighted PPI networks and the generated weighted networks. The results show that self-similarity is still present in generated weighted PPI networks. This implication will be useful for our treatment of the networks in the third part of the thesis. The second part of the thesis aims to explore the multifractal behavior of different complex networks. Fractals such as the Cantor set, the Koch curve and the Sierspinski gasket are homogeneous since these fractals consist of a geometrical figure which repeats on an ever-reduced scale. Fractal analysis is a useful method for their study. However, real-world fractals are not homogeneous; there is rarely an identical motif repeated on all scales. Their singularity may vary on different subsets; implying that these objects are multifractal. Multifractal analysis is a useful way to systematically characterize the spatial heterogeneity of both theoretical and experimental fractal patterns. However, the tools for multifractal analysis of objects in Euclidean space are not suitable for complex networks. In this thesis, we propose a new box covering algorithm for multifractal analysis of complex networks. This algorithm is demonstrated in the computation of the generalized fractal dimensions of some theoretical networks, namely scale-free networks, small-world networks, random networks, and a kind of real networks, namely PPI networks of different species. Our main finding is the existence of multifractality in scale-free networks and PPI networks, while the multifractal behaviour is not confirmed for small-world networks and random networks. As another application, we generate gene interactions networks for patients and healthy people using the correlation coefficients between microarrays of different genes. Our results confirm the existence of multifractality in gene interactions networks. This multifractal analysis then provides a potentially useful tool for gene clustering and identification. The third part of the thesis aims to investigate the topological properties of networks constructed from time series. Characterizing complicated dynamics from time series is a fundamental problem of continuing interest in a wide variety of fields. Recent works indicate that complex network theory can be a powerful tool to analyse time series. Many existing methods for transforming time series into complex networks share a common feature: they define the connectivity of a complex network by the mutual proximity of different parts (e.g., individual states, state vectors, or cycles) of a single trajectory. In this thesis, we propose a new method to construct networks of time series: we define nodes by vectors of a certain length in the time series, and weight of edges between any two nodes by the Euclidean distance between the corresponding two vectors. We apply this method to build networks for fractional Brownian motions, whose long-range dependence is characterised by their Hurst exponent. We verify the validity of this method by showing that time series with stronger correlation, hence larger Hurst exponent, tend to have smaller fractal dimension, hence smoother sample paths. We then construct networks via the technique of horizontal visibility graph (HVG), which has been widely used recently. We confirm a known linear relationship between the Hurst exponent of fractional Brownian motion and the fractal dimension of the corresponding HVG network. In the first application, we apply our newly developed box-covering algorithm to calculate the generalized fractal dimensions of the HVG networks of fractional Brownian motions as well as those for binomial cascades and five bacterial genomes. The results confirm the monoscaling of fractional Brownian motion and the multifractality of the rest. As an additional application, we discuss the resilience of networks constructed from time series via two different approaches: visibility graph and horizontal visibility graph. Our finding is that the degree distribution of VG networks of fractional Brownian motions is scale-free (i.e., having a power law) meaning that one needs to destroy a large percentage of nodes before the network collapses into isolated parts; while for HVG networks of fractional Brownian motions, the degree distribution has exponential tails, implying that HVG networks would not survive the same kind of attack.

On-line film distribution : Its history and global complexion

‘Nobody knows anything’, said William Goldman of studio filmmaking. The rule is ever more apt as we survey the radical changes that digital distribution, along with the digitisation of production and exhibition, is wreaking on global film circulation. Digital Disruption: Cinema Moves On-line helps to make sense of what has happened in the short but turbulent history of on-line distribution. It provides a realistic assessment of the genuine and not-so-promising methods that have been tried to address the disruptions that moving from ‘analogue dollars’ to ‘digital cents’ has provoked in the film industry. Paying close attention to how the Majors have dealt with the challenges – often unsuccessfully – it focuses as much attention on innovations and practices outside the mainstream. Throughout, it is alive to, and showcases, important entrepreneurial innovations such as Mubi, Jaman, Withoutabox and IMDb. Written by leading academic commentators that have followed the fortunes of world cinema closely and passionately, as well as experienced hands close to the fluctuating fortunes of the industry, Digital Disruption: Cinema Moves On-line is an indispensable guide to great changes in film and its audiences.

Optimal coordination of overcurrent relays in distribution systems with distributed generators based on differential evolution algorithm

Distributed generators (DGs) are defined as generators that are connected to a distribution network. The direction of the power flow and short-circuit current in a network could be changed compared with one without DGs. The conventional protective relay scheme does not meet the requirement in this emerging situation. As the number and capacity of DGs in the distribution network increase, the problem of coordinating protective relays becomes more challenging. Given this background, the protective relay coordination problem in distribution systems is investigated, with directional overcurrent relays taken as an example, and formulated as a mixed integer nonlinear programming problem. A mathematical model describing this problem is first developed, and the well-developed differential evolution algorithm is then used to solve it. Finally, a sample system is used to demonstrate the feasiblity and efficiency of the developed method.

A sequential Monte Carlo algorithm to incorporate model uncertainty in Bayesian sequential design

Here we present a sequential Monte Carlo (SMC) algorithm that can be used for any one-at-a-time Bayesian sequential design problem in the presence of model uncertainty where discrete data are encountered. Our focus is on adaptive design for model discrimination but the methodology is applicable if one has a different design objective such as parameter estimation or prediction. An SMC algorithm is run in parallel for each model and the algorithm relies on a convenient estimator of the evidence of each model which is essentially a function of importance sampling weights. Other methods for this task such as quadrature, often used in design, suffer from the curse of dimensionality. Approximating posterior model probabilities in this way allows us to use model discrimination utility functions derived from information theory that were previously difficult to compute except for conjugate models. A major benefit of the algorithm is that it requires very little problem specific tuning. We demonstrate the methodology on three applications, including discriminating between models for decline in motor neuron numbers in patients suffering from neurological diseases such as Motor Neuron disease.

Incidence and geographic distribution of endemic Burkitt lymphoma in northern Uganda revisited

Endemic Burkitt lymphoma (BL) is etiologically associated with Epstein-Barr virus (EBV) and ecologically linked to Plasmodium falciparum malaria. However, these infections imperfectly correlate with BL epidemiology. To obtain recent epidemiological data, we studied district- and county-specific BL incidence and standardized incidence ratios using data collected from 1997 through 2006 at Lacor Hospital in northern Uganda, where studies were last done more than 30 years ago. Among 500 patients, median age was 6 years (inter-quartile range 5-8) and male-to-female ratio was 1.8:1. Among those known, most presented with abdominal (56%, M: F 1.4:1) vs. only facial tumors (35%, M: F 3.0:1). Abdominal tumors occurred in older (mean age: 7.0 vs. 6.0 years; p<0.001) and more frequently in female children (68% vs. 50%; OR 2.2, 95% CI 1.5-3.5). The age-standardized incidence was 2.4 per 100,000, being 0.6 in 1-4 year olds, 4.1 in 5-9 year olds and 2.8 in 10-14 year olds and varied 3-4-fold across districts. The incidence was lower in districts that were far from Lacor and higher in districts that were close to Lacor. While districts close to Lacor were also more urbanized, the incidence was higher in the nearby perirural areas. We highlight high BL incidence and geographic variation in neighboring districts in northern Uganda. While distance from Lacor clearly influenced the patterns, the incidence was lower in municipal than in surrounding rural areas. Jaw tumors were characterized by young age and male gender, but presentation has shifted away from facial to mostly abdominal. Keywords: Africa, cancer, malaria, Epstein-Barr virus, clustering, epidemiology

CAT-SLAM : probabilistic localisation and mapping using a continuous appearance-based trajectory

This paper describes a new system, dubbed Continuous Appearance-based Trajectory Simultaneous Localisation and Mapping (CAT-SLAM), which augments sequential appearance-based place recognition with local metric pose filtering to improve the frequency and reliability of appearance-based loop closure. As in other approaches to appearance-based mapping, loop closure is performed without calculating global feature geometry or performing 3D map construction. Loop-closure filtering uses a probabilistic distribution of possible loop closures along the robot’s previous trajectory, which is represented by a linked list of previously visited locations linked by odometric information. Sequential appearance-based place recognition and local metric pose filtering are evaluated simultaneously using a Rao–Blackwellised particle filter, which weights particles based on appearance matching over sequential frames and the similarity of robot motion along the trajectory. The particle filter explicitly models both the likelihood of revisiting previous locations and exploring new locations. A modified resampling scheme counters particle deprivation and allows loop-closure updates to be performed in constant time for a given environment. We compare the performance of CAT-SLAM with FAB-MAP (a state-of-the-art appearance-only SLAM algorithm) using multiple real-world datasets, demonstrating an increase in the number of correct loop closures detected by CAT-SLAM.

Sequential Fusion Using Correlated Decisions for Controlled Verification Errors

Fusion techniques have received considerable attention for achieving lower error rates with biometrics. A fused classifier architecture based on sequential integration of multi-instance and multi-sample fusion schemes allows controlled trade-off between false alarms and false rejects. Expressions for each type of error for the fused system have previously been derived for the case of statistically independent classifier decisions. It is shown in this paper that the performance of this architecture can be improved by modelling the correlation between classifier decisions. Correlation modelling also enables better tuning of fusion model parameters, ‘N’, the number of classifiers and ‘M’, the number of attempts/samples, and facilitates the determination of error bounds for false rejects and false accepts for each specific user. Error trade-off performance of the architecture is evaluated using HMM based speaker verification on utterances of individual digits. Results show that performance is improved for the case of favourable correlated decisions. The architecture investigated here is directly applicable to speaker verification from spoken digit strings such as credit card numbers in telephone or voice over internet protocol based applications. It is also applicable to other biometric modalities such as finger prints and handwriting samples.

Sequential fusion of decisions from adaptive and random samples for controlled verification of errors

Fusion techniques have received considerable attention for achieving performance improvement with biometrics. While a multi-sample fusion architecture reduces false rejects, it also increases false accepts. This impact on performance also depends on the nature of subsequent attempts, i.e., random or adaptive. Expressions for error rates are presented and experimentally evaluated in this work by considering the multi-sample fusion architecture for text-dependent speaker verification using HMM based digit dependent speaker models. Analysis incorporating correlation modeling demonstrates that the use of adaptive samples improves overall fusion performance compared to randomly repeated samples. For a text dependent speaker verification system using digit strings, sequential decision fusion of seven instances with three random samples is shown to reduce the overall error of the verification system by 26% which can be further reduced by 6% for adaptive samples. This analysis novel in its treatment of random and adaptive multiple presentations within a sequential fused decision architecture, is also applicable to other biometric modalities such as finger prints and handwriting samples.

Sequential fusion of decisions with favorable dependence for controlled verification errors

Statistical dependence between classifier decisions is often shown to improve performance over statistically independent decisions. Though the solution for favourable dependence between two classifier decisions has been derived, the theoretical analysis for the general case of 'n' client and impostor decision fusion has not been presented before. This paper presents the expressions developed for favourable dependence of multi-instance and multi-sample fusion schemes that employ 'AND' and 'OR' rules. The expressions are experimentally evaluated by considering the proposed architecture for text-dependent speaker verification using HMM based digit dependent speaker models. The improvement in fusion performance is found to be higher when digit combinations with favourable client and impostor decisions are used for speaker verification. The total error rate of 20% for fusion of independent decisions is reduced to 2.1% for fusion of decisions that are favourable for both client and impostors. The expressions developed here are also applicable to other biometric modalities, such as finger prints and handwriting samples, for reliable identity verification.

Analysis and correction of voltage profile in low voltage distribution networks containing photovoltaic cells and electric vehicles

Voltage drop and rise at network peak and off–peak periods along with voltage unbalance are the major power quality problems in low voltage distribution networks. Usually, the utilities try to use adjusting the transformer tap changers as a solution for the voltage drop. They also try to distribute the loads equally as a solution for network voltage unbalance problem. On the other hand, the ever increasing energy demand, along with the necessity of cost reduction and higher reliability requirements, are driving the modern power systems towards Distributed Generation (DG) units. This can be in the form of small rooftop photovoltaic cells (PV), Plug–in Electric Vehicles (PEVs) or Micro Grids (MGs). Rooftop PVs, typically with power levels ranging from 1–5 kW installed by the householders are gaining popularity due to their financial benefits for the householders. Also PEVs will be soon emerged in residential distribution networks which behave as a huge residential load when they are being charged while in their later generation, they are also expected to support the network as small DG units which transfer the energy stored in their battery into grid. Furthermore, the MG which is a cluster of loads and several DG units such as diesel generators, PVs, fuel cells and batteries are recently introduced to distribution networks. The voltage unbalance in the network can be increased due to the uncertainties in the random connection point of the PVs and PEVs to the network, their nominal capacity and time of operation. Therefore, it is of high interest to investigate the voltage unbalance in these networks as the result of MGs, PVs and PEVs integration to low voltage networks. In addition, the network might experience non–standard voltage drop due to high penetration of PEVs, being charged at night periods, or non–standard voltage rise due to high penetration of PVs and PEVs generating electricity back into the grid in the network off–peak periods. In this thesis, a voltage unbalance sensitivity analysis and stochastic evaluation is carried out for PVs installed by the householders versus their installation point, their nominal capacity and penetration level as different uncertainties. A similar analysis is carried out for PEVs penetration in the network working in two different modes: Grid to vehicle and Vehicle to grid. Furthermore, the conventional methods are discussed for improving the voltage unbalance within these networks. This is later continued by proposing new and efficient improvement methods for voltage profile improvement at network peak and off–peak periods and voltage unbalance reduction. In addition, voltage unbalance reduction is investigated for MGs and new improvement methods are proposed and applied for the MG test bed, planned to be established at Queensland University of Technology (QUT). MATLAB and PSCAD/EMTDC simulation softwares are used for verification of the analyses and the proposals.

Aromatic l-amino acid decarboxylase : histochemical localization in rat kidney and lack of effect of dietary potassium or sodium loading on enzyme distribution

Utilizing a mono-specific antiserum produced in rabbits to hog kidney aromatic L-amino acid decarboxylase (AADC), the enzyme was localized in rat kidney by immunoperoxidase staining. AADC was located predominantly in the proximal convoluted tubules; there was also weak staining in the distal convoluted tubules and collecting ducts. An increase in dietary potassium or sodium intake produced no change in density or distribution of AADC staining in kidney. An assay of AADC enzyme activity showed no difference in cortex or medulla with chronic potassium loading. A change in distribution or activity of renal AADC does not explain the postulated dopaminergic modulation of renal function that occurs with potassium or sodium loading.

HMM triangle relative entropy concepts in sequential change detection applied to vision-based dim target manoeuvre detection

The quick detection of abrupt (unknown) parameter changes in an observed hidden Markov model (HMM) is important in several applications. Motivated by the recent application of relative entropy concepts in the robust sequential change detection problem (and the related model selection problem), this paper proposes a sequential unknown change detection algorithm based on a relative entropy based HMM parameter estimator. Our proposed approach is able to overcome the lack of knowledge of post-change parameters, and is illustrated to have similar performance to the popular cumulative sum (CUSUM) algorithm (which requires knowledge of the post-change parameter values) when examined, on both simulated and real data, in a vision-based aircraft manoeuvre detection problem.

Multiple distribution static synchronous compensators for distribution feeder voltage support

The potential of multiple distribution static synchronous compensators (DSTATCOMs) to improve the voltage profile of radial distribution networks has been reported in the literature by few authors. However, the operation of multiple DSTATCOMs across a distribution feeder may introduce control interactions and/or voltage instability. This study proposes a control scheme that alleviates interactions among controllers and enhances proper reactive power sharing among DSTATCOMs. A generalised mathematical model is presented to analyse the interactions among any number of DSTATCOMs in the network. The criterion for controller design is developed by conducting eigenvalue analysis on this mathematical model. The proposed control scheme is tested in time domain on a sample radial distribution feeder installed with multiple DSTATCOMs and test results are presented.

Quantum key distribution in the classical authenticated key exchange framework

Key establishment is a crucial primitive for building secure channels in a multi-party setting. Without quantum mechanics, key establishment can only be done under the assumption that some computational problem is hard. Since digital communication can be easily eavesdropped and recorded, it is important to consider the secrecy of information anticipating future algorithmic and computational discoveries which could break the secrecy of past keys, violating the secrecy of the confidential channel. Quantum key distribution (QKD) can be used generate secret keys that are secure against any future algorithmic or computational improvements. QKD protocols still require authentication of classical communication, although existing security proofs of QKD typically assume idealized authentication. It is generally considered folklore that QKD when used with computationally secure authentication is still secure against an unbounded adversary, provided the adversary did not break the authentication during the run of the protocol. We describe a security model for quantum key distribution extending classical authenticated key exchange (AKE) security models. Using our model, we characterize the long-term security of the BB84 QKD protocol with computationally secure authentication against an eventually unbounded adversary. By basing our model on traditional AKE models, we can more readily compare the relative merits of various forms of QKD and existing classical AKE protocols. This comparison illustrates in which types of adversarial environments different quantum and classical key agreement protocols can be secure.