A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design

A computationally efficient sequential Monte Carlo algorithm is proposed for the sequential design of experiments for the collection of block data described by mixed effects models. The difficulty in applying a sequential Monte Carlo algorithm in such settings is the need to evaluate the observed data likelihood, which is typically intractable for all but linear Gaussian models. To overcome this difficulty, we propose to unbiasedly estimate the likelihood, and perform inference and make decisions based on an exact-approximate algorithm. Two estimates are proposed: using Quasi Monte Carlo methods and using the Laplace approximation with importance sampling. Both of these approaches can be computationally expensive, so we propose exploiting parallel computational architectures to ensure designs can be derived in a timely manner. We also extend our approach to allow for model uncertainty. This research is motivated by important pharmacological studies related to the treatment of critically ill patients.

Building energy simulation and parallel computing : opportunities and challenges

Increased focus on energy cost savings and carbon footprint reduction efforts improved the visibility of building energy simulation, which became a mandatory requirement of several building rating systems. Despite developments in building energy simulation algorithms and user interfaces, there are some major challenges associated with building energy simulation; an important one is the computational demands and processing time. In this paper, we analyze the opportunities and challenges associated with this topic while executing a set of 275 parametric energy models simultaneously in EnergyPlus using a High Performance Computing (HPC) cluster. Successful parallel computing implementation of building energy simulations will not only improve the time necessary to get the results and enable scenario development for different design considerations, but also might enable Dynamic-Building Information Modeling (BIM) integration and near real-time decision-making. This paper concludes with the discussions on future directions and opportunities associated with building energy modeling simulations.

Large Scale Simulations of Hippocampal-Neocortical Interactions in a Parallel Version of Genesis

A hippocampal-CA3 memory model was constructed with PGENESIS, a recently developed version of GENESIS that allows for distributed processing of a neural network simulation. A number of neural models of the human memory system have identified the CA3 region of the hippocampus as storing the declarative memory trace. However, computational models designed to assess the viability of the putative mechanisms of storage and retrieval have generally been too abstract to allow comparison with empirical data. Recent experimental evidence has shown that selective knock-out of NMDA receptors in the CA1 of mice leads to reduced stability of firing specificity in place cells. Here a similar reduction of stability of input specificity is demonstrated in a biologically plausible neural network model of the CA3 region, under conditions of Hebbian synaptic plasticity versus an absence of plasticity. The CA3 region is also commonly associated with seizure activity. Further simulations of the same model tested the response to continuously repeating versus randomized nonrepeating input patterns. Each paradigm delivered input of equal intensity and duration. Non-repeating input patterns elicited a greater pyramidal cell spike count. This suggests that repetitive versus non-repeating neocortical inpus has a quantitatively different effect on the hippocampus. This may be relevant to the production of independent epileptogenic zones and the process of encoding new memories.

Synthesis of novel interlocked architectures in solution and solid phase

Mechanically interlocked molecules, such as catenanes and rotaxanes, are fascinating due to their unique sensing and catalytic properties and their potential to act as molecular motors or switches. Traditionally their synthesis has been laborious and expensive, however this research project endeavoured to overcome this challenge by exploring novel ways of preparing mechanically interlocked molecules both in solution and on surfaces. A series of disulfide-linked macrocycles, [2]catenanes and [2]rotaxanes were synthesised in solution using reversible dynamic covalent chemistry. Subsequently, the interlocked architectures were adapted into solid-tethered systems via attachment to swelling polystyrene resins.

In silico biology : making the most of parallel computing

Biological systems are typically complex and adaptive, involving large numbers of entities, or organisms, and many-layered interactions between these. System behaviour evolves over time, and typically benefits from previous experience by retaining memory of previous events. Given the dynamic nature of these phenomena, it is non-trivial to provide a comprehensive description of complex adaptive systems and, in particular, to define the importance and contribution of low-level unsupervised interactions to the overall evolution process. In this chapter, the authors focus on the application of the agent-based paradigm in the context of the immune response to HIV. Explicit implementation of lymph nodes and the associated lymph network, including lymphatic chain structure, is a key objective, and requires parallelisation of the model. Steps taken towards an optimal communication strategy are detailed.

A parallel approach to social network generation and agent-based epidemic simulation

Understanding the dynamics of disease spread is essential in contexts such as estimating load on medical services, as well as risk assessment and interven- tion policies against large-scale epidemic outbreaks. However, most of the information is available after the outbreak itself, and preemptive assessment is far from trivial. Here, we report on an agent-based model developed to investigate such epidemic events in a stylised urban environment. For most diseases, infection of a new individual may occur from casual contact in crowds as well as from repeated interactions with social partners such as work colleagues or family members. Our model therefore accounts for these two phenomena. Given the scale of the system, efficient parallel computing is required. In this presentation, we focus on aspects related to paralllelisation for large networks generation and massively multi-agent simulations.

Performance evaluation of cloud-based parallel computing

As computational models in fields such as medicine and engineering get more refined, resource requirements are increased. In a first instance, these needs have been satisfied using parallel computing and HPC clusters. However, such systems are often costly and lack flexibility. HPC users are therefore tempted to move to elastic HPC using cloud services. One difficulty in making this transition is that HPC and cloud systems are different, and performance may vary. The purpose of this study is to evaluate cloud services as a means to minimise both cost and computation time for large-scale simulations, and to identify which system properties have the most significant impact on performance. Our simulation results show that, while the performance of Virtual CPU (VCPU) is satisfactory, network throughput may lead to difficulties.

Parallel attentive visual tracking

The research reported here addresses the problem of detecting and tracking independently moving objects from a moving observer in real-time, using corners as object tokens. Corners are detected using the Harris corner detector, and local image-plane constraints are employed to solve the correspondence problem. The approach relaxes the restrictive static-world assumption conventionally made, and is therefore capable of tracking independently moving and deformable objects. Tracking is performed without the use of any 3-dimensional motion model. The technique is novel in that, unlike traditional feature-tracking algorithms where feature detection and tracking is carried out over the entire image-plane, here it is restricted to those areas most likely to contain-meaningful image structure. Two distinct types of instantiation regions are identified, these being the “focus-of-expansion” region and “border” regions of the image-plane. The size and location of these regions are defined from a combination of odometry information and a limited knowledge of the operating scenario. The algorithms developed have been tested on real image sequences taken from typical driving scenarios. Implementation of the algorithm using T800 Transputers has shown that near-linear speedups are achievable, and that real-time operation is possible (half-video rate has been achieved using 30 processing elements).

Sectionalizing strategies for minimizing outage durations of critical loads in parallel power system restoration with bi-level programming

Fast restoration of critical loads and non-black-start generators can significantly reduce the economic losses caused by power system blackouts. In a parallel power system restoration scenario, the sectionalization of restoration subsystems plays a very important role in determining the pickup of critical loads before synchronization. Most existing research mainly focuses on the startup of non-black-start generators. The restoration of critical loads, especially the loads with cold load characteristics, has not yet been addressed in optimizing the subsystem divisions. As a result, sectionalized restoration subsystems cannot achieve the best coordination between the pickup of loads and the ramping of generators. In order to generate sectionalizing strategies considering the pickup of critical loads in parallel power system restoration scenarios, an optimization model considering power system constraints, the characteristics of the cold load pickup and the features of generator startup is proposed in this paper. A bi-level programming approach is employed to solve the proposed sectionalizing model. In the upper level the optimal sectionalizing problem for the restoration subsystems is addressed, while in the lower level the objective is to minimize the outage durations of critical loads. The proposed sectionalizing model has been validated by the New-England 39-bus system and the IEEE 118-bus system. Further comparisons with some existing methods are carried out as well.

Parallel streaming signature EM-tree: A clustering algorithm for web scale applications

The proliferation of the web presents an unsolved problem of automatically analyzing billions of pages of natural language. We introduce a scalable algorithm that clusters hundreds of millions of web pages into hundreds of thousands of clusters. It does this on a single mid-range machine using efficient algorithms and compressed document representations. It is applied to two web-scale crawls covering tens of terabytes. ClueWeb09 and ClueWeb12 contain 500 and 733 million web pages and were clustered into 500,000 to 700,000 clusters. To the best of our knowledge, such fine grained clustering has not been previously demonstrated. Previous approaches clustered a sample that limits the maximum number of discoverable clusters. The proposed EM-tree algorithm uses the entire collection in clustering and produces several orders of magnitude more clusters than the existing algorithms. Fine grained clustering is necessary for meaningful clustering in massive collections where the number of distinct topics grows linearly with collection size. These fine-grained clusters show an improved cluster quality when assessed with two novel evaluations using ad hoc search relevance judgments and spam classifications for external validation. These evaluations solve the problem of assessing the quality of clusters where categorical labeling is unavailable and unfeasible.