An advanced regularization methodology for use in watershed model calibration

A calibration methodology based on an efficient and stable mathematical regularization scheme is described. This scheme is a variant of so-called Tikhonov regularization in which the parameter estimation process is formulated as a constrained minimization problem. Use of the methodology eliminates the need for a modeler to formulate a parsimonious inverse problem in which a handful of parameters are designated for estimation prior to initiating the calibration process. Instead, the level of parameter parsimony required to achieve a stable solution to the inverse problem is determined by the inversion algorithm itself. Where parameters, or combinations of parameters, cannot be uniquely estimated, they are provided with values, or assigned relationships with other parameters, that are decreed to be realistic by the modeler. Conversely, where the information content of a calibration dataset is sufficient to allow estimates to be made of the values of many parameters, the making of such estimates is not precluded by preemptive parsimonizing ahead of the calibration process. White Tikhonov schemes are very attractive and hence widely used, problems with numerical stability can sometimes arise because the strength with which regularization constraints are applied throughout the regularized inversion process cannot be guaranteed to exactly complement inadequacies in the information content of a given calibration dataset. A new technique overcomes this problem by allowing relative regularization weights to be estimated as parameters through the calibration process itself. The technique is applied to the simultaneous calibration of five subwatershed models, and it is demonstrated that the new scheme results in a more efficient inversion, and better enforcement of regularization constraints than traditional Tikhonov regularization methodologies. Moreover, it is argued that a joint calibration exercise of this type results in a more meaningful set of parameters than can be achieved by individual subwatershed model calibration. (c) 2005 Elsevier B.V. All rights reserved.

Efficient accommodation of local minima in watershed model calibration

The Gauss-Marquardt-Levenberg (GML) method of computer-based parameter estimation, in common with other gradient-based approaches, suffers from the drawback that it may become trapped in local objective function minima, and thus report optimized parameter values that are not, in fact, optimized at all. This can seriously degrade its utility in the calibration of watershed models where local optima abound. Nevertheless, the method also has advantages, chief among these being its model-run efficiency, and its ability to report useful information on parameter sensitivities and covariances as a by-product of its use. It is also easily adapted to maintain this efficiency in the face of potential numerical problems (that adversely affect all parameter estimation methodologies) caused by parameter insensitivity and/or parameter correlation. The present paper presents two algorithmic enhancements to the GML method that retain its strengths, but which overcome its weaknesses in the face of local optima. Using the first of these methods an intelligent search for better parameter sets is conducted in parameter subspaces of decreasing dimensionality when progress of the parameter estimation process is slowed either by numerical instability incurred through problem ill-posedness, or when a local objective function minimum is encountered. The second methodology minimizes the chance of successive GML parameter estimation runs finding the same objective function minimum by starting successive runs at points that are maximally removed from previous parameter trajectories. As well as enhancing the ability of a GML-based method to find the global objective function minimum, the latter technique can also be used to find the locations of many non-global optima (should they exist) in parameter space. This can provide a useful means of inquiring into the well-posedness of a parameter estimation problem, and for detecting the presence of bimodal parameter and predictive probability distributions. The new methodologies are demonstrated by calibrating a Hydrological Simulation Program-FORTRAN (HSPF) model against a time series of daily flows. Comparison with the SCE-UA method in this calibration context demonstrates a high level of comparative model run efficiency for the new method. (c) 2006 Elsevier B.V. All rights reserved.

The cost of uniqueness in groundwater model calibration

Calibration of a groundwater model requires that hydraulic properties be estimated throughout a model domain. This generally constitutes an underdetermined inverse problem, for which a Solution can only be found when some kind of regularization device is included in the inversion process. Inclusion of regularization in the calibration process can be implicit, for example through the use of zones of constant parameter value, or explicit, for example through solution of a constrained minimization problem in which parameters are made to respect preferred values, or preferred relationships, to the degree necessary for a unique solution to be obtained. The cost of uniqueness is this: no matter which regularization methodology is employed, the inevitable consequence of its use is a loss of detail in the calibrated field. This, ill turn, can lead to erroneous predictions made by a model that is ostensibly well calibrated. Information made available as a by-product of the regularized inversion process allows the reasons for this loss of detail to be better understood. In particular, it is easily demonstrated that the estimated value for an hydraulic property at any point within a model domain is, in fact, a weighted average of the true hydraulic property over a much larger area. This averaging process causes loss of resolution in the estimated field. Where hydraulic conductivity is the hydraulic property being estimated, high averaging weights exist in areas that are strategically disposed with respect to measurement wells, while other areas may contribute very little to the estimated hydraulic conductivity at any point within the model domain, this possibly making the detection of hydraulic conductivity anomalies in these latter areas almost impossible. A study of the post-calibration parameter field covariance matrix allows further insights into the loss of system detail incurred through the calibration process to be gained. A comparison of pre- and post-calibration parameter covariance matrices shows that the latter often possess a much smaller spectral bandwidth than the former. It is also demonstrated that, as all inevitable consequence of the fact that a calibrated model cannot replicate every detail of the true system, model-to-measurement residuals can show a high degree of spatial correlation, a fact which must be taken into account when assessing these residuals either qualitatively, or quantitatively in the exploration of model predictive uncertainty. These principles are demonstrated using a synthetic case in which spatial parameter definition is based oil pilot points, and calibration is Implemented using both zones of piecewise constancy and constrained minimization regularization. (C) 2005 Elsevier Ltd. All rights reserved.

Adding constrained discontinuities to Gaussian process models of wind fields

Gaussian Processes provide good prior models for spatial data, but can be too smooth. In many physical situations there are discontinuities along bounding surfaces, for example fronts in near-surface wind fields. We describe a modelling method for such a constrained discontinuity and demonstrate how to infer the model parameters in wind fields with MCMC sampling.

Adding constrained discontinuities to Gaussian process models of wind fields

Gaussian Processes provide good prior models for spatial data, but can be too smooth. In many physical situations there are discontinuities along bounding surfaces, for example fronts in near-surface wind fields. We describe a modelling method for such a constrained discontinuity and demonstrate how to infer the model parameters in wind fields with MCMC sampling.

Evolution of competing strategies in a threshold model for task allocation

A nature inspired decentralised multi-agent algorithm is proposed to solve a problem of distributed task allocation in which cities produce and store batches of different mail types. Agents must collect and process the mail batches, without global knowledge of their environment or communication between agents. The problem is constrained so that agents are penalised for switching mail types. When an agent process a mail batch of different type to the previous one, it must undergo a change-over, with repeated change-overs rendering the agent inactive. The efficiency (average amount of mail retrieved), and the flexibility (ability of the agents to react to changes in the environment) are investigated both in static and dynamic environments and with respect to sudden changes. New rules for mail selection and specialisation are proposed and are shown to exhibit improved efficiency and flexibility compared to existing ones. We employ a evolutionary algorithm which allows the various rules to evolve and compete. Apart from obtaining optimised parameters for the various rules for any environment, we also observe extinction and speciation.

Ontology-based protein-protein interactions extraction from literature using the hidden vector state model

This paper proposes a novel framework of incorporating protein-protein interactions (PPI) ontology knowledge into PPI extraction from biomedical literature in order to address the emerging challenges of deep natural language understanding. It is built upon the existing work on relation extraction using the Hidden Vector State (HVS) model. The HVS model belongs to the category of statistical learning methods. It can be trained directly from un-annotated data in a constrained way whilst at the same time being able to capture the underlying named entity relationships. However, it is difficult to incorporate background knowledge or non-local information into the HVS model. This paper proposes to represent the HVS model as a conditionally trained undirected graphical model in which non-local features derived from PPI ontology through inference would be easily incorporated. The seamless fusion of ontology inference with statistical learning produces a new paradigm to information extraction.

Model evaluation and case series data

We discuss aggregation of data from neuropsychological patients and the process of evaluating models using data from a series of patients. We argue that aggregation can be misleading but not aggregating can also result in information loss. The basis for combining data needs to be theoretically defined, and the particular method of aggregation depends on the theoretical question and characteristics of the data. We present examples, often drawn from our own research, to illustrate these points. We also argue that statistical models and formal methods of model selection are a useful way to test theoretical accounts using data from several patients in multiple-case studies or case series. Statistical models can often measure fit in a way that explicitly captures what a theory allows; the parameter values that result from model fitting often measure theoretically important dimensions and can lead to more constrained theories or new predictions; and model selection allows the strength of evidence for models to be quantified without forcing this into the artificial binary choice that characterizes hypothesis testing methods. Methods that aggregate and then formally model patient data, however, are not automatically preferred to other methods. Which method is preferred depends on the question to be addressed, characteristics of the data, and practical issues like availability of suitable patients, but case series, multiple-case studies, single-case studies, statistical models, and process models should be complementary methods when guided by theory development.

Form follows function:model-driven engineering for clinical trials

We argue that, for certain constrained domains, elaborate model transformation technologies-implemented from scratch in general-purpose programming languages-are unnecessary for model-driven engineering; instead, lightweight configuration of commercial off-the-shelf productivity tools suffices. In particular, in the CancerGrid project, we have been developing model-driven techniques for the generation of software tools to support clinical trials. A domain metamodel captures the community's best practice in trial design. A scientist authors a trial protocol, modelling their trial by instantiating the metamodel; customized software artifacts to support trial execution are generated automatically from the scientist's model. The metamodel is expressed as an XML Schema, in such a way that it can be instantiated by completing a form to generate a conformant XML document. The same process works at a second level for trial execution: among the artifacts generated from the protocol are models of the data to be collected, and the clinician conducting the trial instantiates such models in reporting observations-again by completing a form to create a conformant XML document, representing the data gathered during that observation. Simple standard form management tools are all that is needed. Our approach is applicable to a wide variety of information-modelling domains: not just clinical trials, but also electronic public sector computing, customer relationship management, document workflow, and so on. © 2012 Springer-Verlag.

Systematic financial resources allocation processes:a model for critical resources mobilization and deployment for nigerian universities

Purpose – The purpose of this research is to study the perceived impact of some factors on the resources allocation processes of the Nigerian universities and to suggest a framework that will help practitioners and academics to understand and improve such processes. Design/methodology/approach – The study adopted the interpretive qualitative approach aimed at an ‘in-depth’ understanding of the resource allocation experiences of key university personnel and their perceived impact of the contextual factors affecting such processes. The analysis of individual narratives from each university established the conditions and factors impacting the resources allocation processes within each institution. Findings – The resources allocation process issues in the Nigerian universities may be categorised into people (core and peripheral units’ challenge, and politics and power); process (resources allocation processes); and resources (critical financial shortage and resources dependence response). The study also provides insight that resourcing efficiency in Nigerian universities appears strongly constrained by the rivalry among the resource managers. The efficient resources allocation process (ERAP) model is proposed to resolve the identified resourcing deficiencies. Research limitations/implications – The research is not focused to provide generalizable observations but ‘in-depth’ perceived factors and their impact on the resources allocation processes in Nigerian universities. The study is limited to the internal resources allocation issues within the universities and excludes the external funding factors. The resource managers’ responses to the identified factors may affect their internal resourcing efficiency. Further research using more empirical samples is required to obtain more widespread results and the implications for all universities. Originality/value – This study contributes a fresh literature framework to resources allocation processes focusing at ‘people’, ‘process’ and ‘resources’. Also a middle range theory triangulation is developed in relation to better understanding of resourcing process management. The study will be of interest to university managers and policy makers.

A low mortality, high morbidity Reduced Intensity Status Epilepticus (RISE) model of epilepsy and epileptogenesis in the rat

Animal models of acquired epilepsies aim to provide researchers with tools for use in understanding the processes underlying the acquisition, development and establishment of the disorder. Typically, following a systemic or local insult, vulnerable brain regions undergo a process leading to the development, over time, of spontaneous recurrent seizures. Many such models make use of a period of intense seizure activity or status epilepticus, and this may be associated with high mortality and/or global damage to large areas of the brain. These undesirable elements have driven improvements in the design of chronic epilepsy models, for example the lithium-pilocarpine epileptogenesis model. Here, we present an optimised model of chronic epilepsy that reduces mortality to 1% whilst retaining features of high epileptogenicity and development of spontaneous seizures. Using local field potential recordings from hippocampus in vitro as a probe, we show that the model does not result in significant loss of neuronal network function in area CA3 and, instead, subtle alterations in network dynamics appear during a process of epileptogenesis, which eventually leads to a chronic seizure state. The model’s features of very low mortality and high morbidity in the absence of global neuronal damage offer the chance to explore the processes underlying epileptogenesis in detail, in a population of animals not defined by their resistance to seizures, whilst acknowledging and being driven by the 3Rs (Replacement, Refinement and Reduction of animal use in scientific procedures) principles.

Semi-supervised Gaussian process latent variable model with pairwise constraints

In machine learning, Gaussian process latent variable model (GP-LVM) has been extensively applied in the field of unsupervised dimensionality reduction. When some supervised information, e.g., pairwise constraints or labels of the data, is available, the traditional GP-LVM cannot directly utilize such supervised information to improve the performance of dimensionality reduction. In this case, it is necessary to modify the traditional GP-LVM to make it capable of handing the supervised or semi-supervised learning tasks. For this purpose, we propose a new semi-supervised GP-LVM framework under the pairwise constraints. Through transferring the pairwise constraints in the observed space to the latent space, the constrained priori information on the latent variables can be obtained. Under this constrained priori, the latent variables are optimized by the maximum a posteriori (MAP) algorithm. The effectiveness of the proposed algorithm is demonstrated with experiments on a variety of data sets. © 2010 Elsevier B.V.

Weakly-constrained codes for suppression of patterning effects in digital communications

We propose weakly-constrained stream and block codes with tunable pattern-dependent statistics and demonstrate that the block code capacity at large block sizes is close to the the prediction obtained from a simple Markov model published earlier. We demonstrate the feasibility of the code by presenting original encoding and decoding algorithms with a complexity log-linear in the block size and with modest table memory requirements. We also show that when such codes are used for mitigation of patterning effects in optical fibre communications, a gain of about 0.5dB is possible under realistic conditions, at the expense of small redundancy 10%). © 2006 IEEE.

Valószínűség, esély, relatív súlyok. Opciók és reálopciók (Probability, chance, relative weights)

There is a long debate (going back to Keynes) how to interpret the concept of probability in economics, in business decisions, in finance. Iván Bélyácz suggested that the Black–Scholes– Merton analysis of fi nancial derivatives has a contribution to this risk vs. uncertainty debate. This article tries to interpret this suggestion, from the viewpoint of traded options, real options, Arrow–Debreu model, Heath–Jarrow–Morton model, insurance business. The article suggests making clear distinction and using different naming ● when the frequents approach and the statistics is relevant, ● when we just use consequent relative weights during the no-arbitrage pricing, and these weight are just interpreted as probabilities, ● when we just lack the necessary information, and there is a basic uncertainty in the business decision making process. The paper suggests making a sharp distinction between fi nancial derivatives used for market risk management and credit risk type derivatives (CDO, CDS, etc) in the reregulation process of the fi nancial markets.

A generic model of execution for synthesizing domain-specific models

Software engineering researchers are challenged to provide increasingly more powerful levels of abstractions to address the rising complexity inherent in software solutions. One new development paradigm that places models as abstraction at the forefront of the development process is Model-Driven Software Development (MDSD). MDSD considers models as first class artifacts, extending the capability for engineers to use concepts from the problem domain of discourse to specify apropos solutions. A key component in MDSD is domain-specific modeling languages (DSMLs) which are languages with focused expressiveness, targeting a specific taxonomy of problems. The de facto approach used is to first transform DSML models to an intermediate artifact in a HLL e.g., Java or C++, then execute that resulting code.^ Our research group has developed a class of DSMLs, referred to as interpreted DSMLs (i-DSMLs), where models are directly interpreted by a specialized execution engine with semantics based on model changes at runtime. This execution engine uses a layered architecture and is referred to as a domain-specific virtual machine (DSVM). As the domain-specific model being executed descends the layers of the DSVM the semantic gap between the user-defined model and the services being provided by the underlying infrastructure is closed. The focus of this research is the synthesis engine, the layer in the DSVM which transforms i-DSML models into executable scripts for the next lower layer to process.^ The appeal of an i-DSML is constrained as it possesses unique semantics contained within the DSVM. Existing DSVMs for i-DSMLs exhibit tight coupling between the implicit model of execution and the semantics of the domain, making it difficult to develop DSVMs for new i-DSMLs without a significant investment in resources.^ At the onset of this research only one i-DSML had been created for the user- centric communication domain using the aforementioned approach. This i-DSML is the Communication Modeling Language (CML) and its DSVM is the Communication Virtual machine (CVM). A major problem with the CVM's synthesis engine is that the domain-specific knowledge (DSK) and the model of execution (MoE) are tightly interwoven consequently subsequent DSVMs would need to be developed from inception with no reuse of expertise.^ This dissertation investigates how to decouple the DSK from the MoE and subsequently producing a generic model of execution (GMoE) from the remaining application logic. This GMoE can be reused to instantiate synthesis engines for DSVMs in other domains. The generalized approach to developing the model synthesis component of i-DSML interpreters utilizes a reusable framework loosely coupled to DSK as swappable framework extensions.^ This approach involves first creating an i-DSML and its DSVM for a second do- main, demand-side smartgrid, or microgrid energy management, and designing the synthesis engine so that the DSK and MoE are easily decoupled. To validate the utility of the approach, the SEs are instantiated using the GMoE and DSKs of the two aforementioned domains and an empirical study to support our claim of reduced developmental effort is performed.^