Fixed failure rate ambiguity validation methods for GPS and compass

Ambiguity resolution plays a crucial role in real time kinematic GNSS positioning which gives centimetre precision positioning results if all the ambiguities in each epoch are correctly fixed to integers. However, the incorrectly fixed ambiguities can result in large positioning offset up to several meters without notice. Hence, ambiguity validation is essential to control the ambiguity resolution quality. Currently, the most popular ambiguity validation is ratio test. The criterion of ratio test is often empirically determined. Empirically determined criterion can be dangerous, because a fixed criterion cannot fit all scenarios and does not directly control the ambiguity resolution risk. In practice, depending on the underlying model strength, the ratio test criterion can be too conservative for some model and becomes too risky for others. A more rational test method is to determine the criterion according to the underlying model and user requirement. Miss-detected incorrect integers will lead to a hazardous result, which should be strictly controlled. In ambiguity resolution miss-detected rate is often known as failure rate. In this paper, a fixed failure rate ratio test method is presented and applied in analysis of GPS and Compass positioning scenarios. A fixed failure rate approach is derived from the integer aperture estimation theory, which is theoretically rigorous. The criteria table for ratio test is computed based on extensive data simulations in the approach. The real-time users can determine the ratio test criterion by looking up the criteria table. This method has been applied in medium distance GPS ambiguity resolution but multi-constellation and high dimensional scenarios haven't been discussed so far. In this paper, a general ambiguity validation model is derived based on hypothesis test theory, and fixed failure rate approach is introduced, especially the relationship between ratio test threshold and failure rate is examined. In the last, Factors that influence fixed failure rate approach ratio test threshold is discussed according to extensive data simulation. The result shows that fixed failure rate approach is a more reasonable ambiguity validation method with proper stochastic model.

How much is that data in the window? Advertising your research data with QUT Library

Queensland University of Technology (QUT) Library offers a range of resources and services to researchers as part of their research support portfolio. This poster will present key features of two of the data management services offered by research support staff at QUT Library. The first service is QUT Research Data Finder (RDF), a product of the Australian National Data Service (ANDS) funded Metadata Stores project. RDF is a data registry (metadata repository) that aims to publicise datasets that are research outputs arising from completed QUT research projects. The second is a software and code registry, which is currently under development with the sole purpose of improving discovery of source code and software as QUT research outputs. RESEARCH DATA FINDER As an integrated metadata repository, Research Data Finder aligns with institutional sources of truth, such as QUT’s research administration system, ResearchMaster, as well as QUT’s Academic Profiles system to provide high quality data descriptions that increase awareness of, and access to, shareable research data. The repository and its workflows are designed to foster better data management practices, enhance opportunities for collaboration and research, promote cross-disciplinary research and maximise the impact of existing research data sets. SOFTWARE AND CODE REGISTRY The QUT Library software and code registry project stems from concerns amongst researchers with regards to development activities, storage, accessibility, discoverability and impact, sharing, copyright and IP ownership of software and code. As a result, the Library is developing a registry for code and software research outputs, which will use existing Research Data Finder architecture. The underpinning software for both registries is VIVO, open source software developed by Cornell University. The registry will use the Research Data Finder service instance of VIVO and will include a searchable interface, links to code/software locations and metadata feeds to Research Data Australia. Key benefits of the project include:improving the discoverability and reuse of QUT researchers’ code and software amongst QUT and the QUT research community; increasing the profile of QUT research outputs on a national level by providing a metadata feed to Research Data Australia, and; improving the metrics for access and reuse of code and software in the repository.

Fully Bayesian experimental design for pharmacokinetic studies

Utility functions in Bayesian experimental design are usually based on the posterior distribution. When the posterior is found by simulation, it must be sampled from for each future data set drawn from the prior predictive distribution. Many thousands of posterior distributions are often required. A popular technique in the Bayesian experimental design literature to rapidly obtain samples from the posterior is importance sampling, using the prior as the importance distribution. However, importance sampling will tend to break down if there is a reasonable number of experimental observations and/or the model parameter is high dimensional. In this paper we explore the use of Laplace approximations in the design setting to overcome this drawback. Furthermore, we consider using the Laplace approximation to form the importance distribution to obtain a more efficient importance distribution than the prior. The methodology is motivated by a pharmacokinetic study which investigates the effect of extracorporeal membrane oxygenation on the pharmacokinetics of antibiotics in sheep. The design problem is to find 10 near optimal plasma sampling times which produce precise estimates of pharmacokinetic model parameters/measures of interest. We consider several different utility functions of interest in these studies, which involve the posterior distribution of parameter functions.

Predicting shot locations in tennis using spatiotemporal data

Over the past decade, vision-based tracking systems have been successfully deployed in professional sports such as tennis and cricket for enhanced broadcast visualizations as well as aiding umpiring decisions. Despite the high-level of accuracy of the tracking systems and the sheer volume of spatiotemporal data they generate, the use of this high quality data for quantitative player performance and prediction has been lacking. In this paper, we present a method which predicts the location of a future shot based on the spatiotemporal parameters of the incoming shots (i.e. shot speed, location, angle and feet location) from such a vision system. Having the ability to accurately predict future short-term events has enormous implications in the area of automatic sports broadcasting in addition to coaching and commentary domains. Using Hawk-Eye data from the 2012 Australian Open Men's draw, we utilize a Dynamic Bayesian Network to model player behaviors and use an online model adaptation method to match the player's behavior to enhance shot predictability. To show the utility of our approach, we analyze the shot predictability of the top 3 players seeds in the tournament (Djokovic, Federer and Nadal) as they played the most amounts of games.

Visualization of long-duration acoustic recordings of the environment

Acoustic recordings of the environment are an important aid to ecologists monitoring biodiversity and environmental health. However, rapid advances in recording technology, storage and computing make it possible to accumulate thousands of hours of recordings, of which, ecologists can only listen to a small fraction. The big-data challenge addressed in this paper is to visualize the content of long-duration audio recordings on multiple scales, from hours, days, months to years. The visualization should facilitate navigation and yield ecologically meaningful information. Our approach is to extract (at one minute resolution) acoustic indices which reflect content of ecological interest. An acoustic index is a statistic that summarizes some aspect of the distribution of acoustic energy in a recording. We combine indices to produce false-color images that reveal acoustic content and facilitate navigation through recordings that are months or even years in duration.

Injury narrative text classification : a preliminary study

Description of a patient's injuries is recorded in narrative text form by hospital emergency departments. For statistical reporting, this text data needs to be mapped to pre-defined codes. Existing research in this field uses the Naïve Bayes probabilistic method to build classifiers for mapping. In this paper, we focus on providing guidance on the selection of a classification method. We build a number of classifiers belonging to different classification families such as decision tree, probabilistic, neural networks, and instance-based, ensemble-based and kernel-based linear classifiers. An extensive pre-processing is carried out to ensure the quality of data and, in hence, the quality classification outcome. The records with a null entry in injury description are removed. The misspelling correction process is carried out by finding and replacing the misspelt word with a soundlike word. Meaningful phrases have been identified and kept, instead of removing the part of phrase as a stop word. The abbreviations appearing in many forms of entry are manually identified and only one form of abbreviations is used. Clustering is utilised to discriminate between non-frequent and frequent terms. This process reduced the number of text features dramatically from about 28,000 to 5000. The medical narrative text injury dataset, under consideration, is composed of many short documents. The data can be characterized as high-dimensional and sparse, i.e., few features are irrelevant but features are correlated with one another. Therefore, Matrix factorization techniques such as Singular Value Decomposition (SVD) and Non Negative Matrix Factorization (NNMF) have been used to map the processed feature space to a lower-dimensional feature space. Classifiers with these reduced feature space have been built. In experiments, a set of tests are conducted to reflect which classification method is best for the medical text classification. The Non Negative Matrix Factorization with Support Vector Machine method can achieve 93% precision which is higher than all the tested traditional classifiers. We also found that TF/IDF weighting which works well for long text classification is inferior to binary weighting in short document classification. Another finding is that the Top-n terms should be removed in consultation with medical experts, as it affects the classification performance.

Refining user and item profiles based on multidimensional data for top-n item recommendation

In recommender systems based on multidimensional data, additional metadata provides algorithms with more information for better understanding the interaction between users and items. However, most of the profiling approaches in neighbourhood-based recommendation approaches for multidimensional data merely split or project the dimensional data and lack the consideration of latent interaction between the dimensions of the data. In this paper, we propose a novel user/item profiling approach for Collaborative Filtering (CF) item recommendation on multidimensional data. We further present incremental profiling method for updating the profiles. For item recommendation, we seek to delve into different types of relations in data to understand the interaction between users and items more fully, and propose three multidimensional CF recommendation approaches for top-N item recommendations based on the proposed user/item profiles. The proposed multidimensional CF approaches are capable of incorporating not only localized relations of user-user and/or item-item neighbourhoods but also latent interaction between all dimensions of the data. Experimental results show significant improvements in terms of recommendation accuracy.

Extending genetic linkage analysis to diffusion tensor images to map single gene effects on brain fiber architecture

We extended genetic linkage analysis - an analysis widely used in quantitative genetics - to 3D images to analyze single gene effects on brain fiber architecture. We collected 4 Tesla diffusion tensor images (DTI) and genotype data from 258 healthy adult twins and their non-twin siblings. After high-dimensional fluid registration, at each voxel we estimated the genetic linkage between the single nucleotide polymorphism (SNP), Val66Met (dbSNP number rs6265), of the BDNF gene (brain-derived neurotrophic factor) with fractional anisotropy (FA) derived from each subject's DTI scan, by fitting structural equation models (SEM) from quantitative genetics. We also examined how image filtering affects the effect sizes for genetic linkage by examining how the overall significance of voxelwise effects varied with respect to full width at half maximum (FWHM) of the Gaussian smoothing applied to the FA images. Raw FA maps with no smoothing yielded the greatest sensitivity to detect gene effects, when corrected for multiple comparisons using the false discovery rate (FDR) procedure. The BDNF polymorphism significantly contributed to the variation in FA in the posterior cingulate gyrus, where it accounted for around 90-95% of the total variance in FA. Our study generated the first maps to visualize the effect of the BDNF gene on brain fiber integrity, suggesting that common genetic variants may strongly determine white matter integrity.

Semi-supervised document clustering via loci

Document clustering is one of the prominent methods for mining important information from the vast amount of data available on the web. However, document clustering generally suffers from the curse of dimensionality. Providentially in high dimensional space, data points tend to be more concentrated in some areas of clusters. We take advantage of this phenomenon by introducing a novel concept of dynamic cluster representation named as loci. Clusters’ loci are efficiently calculated using documents’ ranking scores generated from a search engine. We propose a fast loci-based semi-supervised document clustering algorithm that uses clusters’ loci instead of conventional centroids for assigning documents to clusters. Empirical analysis on real-world datasets shows that the proposed method produces cluster solutions with promising quality and is substantially faster than several benchmarked centroid-based semi-supervised document clustering methods.

Speeding up AdaBoost Classifier with Random Projection

The development of techniques for scaling up classifiers so that they can be applied to problems with large datasets of training examples is one of the objectives of data mining. Recently, AdaBoost has become popular among machine learning community thanks to its promising results across a variety of applications. However, training AdaBoost on large datasets is a major problem, especially when the dimensionality of the data is very high. This paper discusses the effect of high dimensionality on the training process of AdaBoost. Two preprocessing options to reduce dimensionality, namely the principal component analysis and random projection are briefly examined. Random projection subject to a probabilistic length preserving transformation is explored further as a computationally light preprocessing step. The experimental results obtained demonstrate the effectiveness of the proposed training process for handling high dimensional large datasets.

Sampling Methods for Exploring Between Subject Variability in Cardiac Electrophysiology Experiments

Between-subject and within-subject variability is ubiquitous in biology and physiology and understanding and dealing with this is one of the biggest challenges in medicine. At the same time it is difficult to investigate this variability by experiments alone. A recent modelling and simulation approach, known as population of models (POM), allows this exploration to take place by building a mathematical model consisting of multiple parameter sets calibrated against experimental data. However, finding such sets within a high-dimensional parameter space of complex electrophysiological models is computationally challenging. By placing the POM approach within a statistical framework, we develop a novel and efficient algorithm based on sequential Monte Carlo (SMC). We compare the SMC approach with Latin hypercube sampling (LHS), a method commonly adopted in the literature for obtaining the POM, in terms of efficiency and output variability in the presence of a drug block through an in-depth investigation via the Beeler-Reuter cardiac electrophysiological model. We show improved efficiency via SMC and that it produces similar responses to LHS when making out-of-sample predictions in the presence of a simulated drug block.

The effect of data sources and quality on the predictive capacity of CLIMEX models: an assessment of Teleonemia scrupulosa and Octotoma scabripennis for the biocontrol of Lantana camara in Australia

Understanding the effects of different types and quality of data on bioclimatic modeling predictions is vital to ascertaining the value of existing models, and to improving future models. Bioclimatic models were constructed using the CLIMEX program, using different data types – seasonal dynamics, geographic (overseas) distribution, and a combination of the two – for two biological control agents for the major weed Lantana camara L. in Australia. The models for one agent, Teleonemia scrupulosa Stål (Hemiptera:Tingidae) were based on a higher quality and quantity of data than the models for the other agent, Octotoma scabripennis Guérin-Méneville (Coleoptera: Chrysomelidae). Predictions of the geographic distribution for Australia showed that T. scrupulosa models exhibited greater accuracy with a progressive improvement from seasonal dynamics data, to the model based on overseas distribution, and finally the model combining the two data types. In contrast, O. scabripennis models were of low accuracy, and showed no clear trends across the various model types. These case studies demonstrate the importance of high quality data for developing models, and of supplementing distributional data with species seasonal dynamics data wherever possible. Seasonal dynamics data allows the modeller to focus on the species response to climatic trends, while distributional data enables easier fitting of stress parameters by restricting the species envelope to the described distribution. It is apparent that CLIMEX models based on low quality seasonal dynamics data, together with a small quantity of distributional data, are of minimal value in predicting the spatial extent of species distribution.

Computationally Efficient Methods for MDL-Optimal Density Estimation and Data Clustering

The Minimum Description Length (MDL) principle is a general, well-founded theoretical formalization of statistical modeling. The most important notion of MDL is the stochastic complexity, which can be interpreted as the shortest description length of a given sample of data relative to a model class. The exact definition of the stochastic complexity has gone through several evolutionary steps. The latest instantation is based on the so-called Normalized Maximum Likelihood (NML) distribution which has been shown to possess several important theoretical properties. However, the applications of this modern version of the MDL have been quite rare because of computational complexity problems, i.e., for discrete data, the definition of NML involves an exponential sum, and in the case of continuous data, a multi-dimensional integral usually infeasible to evaluate or even approximate accurately. In this doctoral dissertation, we present mathematical techniques for computing NML efficiently for some model families involving discrete data. We also show how these techniques can be used to apply MDL in two practical applications: histogram density estimation and clustering of multi-dimensional data.

Elements of Volatility at High Frequency

Volatility is central in options pricing and risk management. It reflects the uncertainty of investors and the inherent instability of the economy. Time series methods are among the most widely applied scientific methods to analyze and predict volatility. Very frequently sampled data contain much valuable information about the different elements of volatility and may ultimately reveal the reasons for time varying volatility. The use of such ultra-high-frequency data is common to all three essays of the dissertation. The dissertation belongs to the field of financial econometrics. The first essay uses wavelet methods to study the time-varying behavior of scaling laws and long-memory in the five-minute volatility series of Nokia on the Helsinki Stock Exchange around the burst of the IT-bubble. The essay is motivated by earlier findings which suggest that different scaling laws may apply to intraday time-scales and to larger time-scales, implying that the so-called annualized volatility depends on the data sampling frequency. The empirical results confirm the appearance of time varying long-memory and different scaling laws that, for a significant part, can be attributed to investor irrationality and to an intraday volatility periodicity called the New York effect. The findings have potentially important consequences for options pricing and risk management that commonly assume constant memory and scaling. The second essay investigates modelling the duration between trades in stock markets. Durations convoy information about investor intentions and provide an alternative view at volatility. Generalizations of standard autoregressive conditional duration (ACD) models are developed to meet needs observed in previous applications of the standard models. According to the empirical results based on data of actively traded stocks on the New York Stock Exchange and the Helsinki Stock Exchange the proposed generalization clearly outperforms the standard models and also performs well in comparison to another recently proposed alternative to the standard models. The distribution used to derive the generalization may also prove valuable in other areas of risk management. The third essay studies empirically the effect of decimalization on volatility and market microstructure noise. Decimalization refers to the change from fractional pricing to decimal pricing and it was carried out on the New York Stock Exchange in January, 2001. The methods used here are more accurate than in the earlier studies and put more weight on market microstructure. The main result is that decimalization decreased observed volatility by reducing noise variance especially for the highly active stocks. The results help risk management and market mechanism designing.

R1STM: One-class support tensor machine with randomised kernel

Identifying unusual or anomalous patterns in an underlying dataset is an important but challenging task in many applications. The focus of the unsupervised anomaly detection literature has mostly been on vectorised data. However, many applications are more naturally described using higher-order tensor representations. Approaches that vectorise tensorial data can destroy the structural information encoded in the high-dimensional space, and lead to the problem of the curse of dimensionality. In this paper we present the first unsupervised tensorial anomaly detection method, along with a randomised version of our method. Our anomaly detection method, the One-class Support Tensor Machine (1STM), is a generalisation of conventional one-class Support Vector Machines to higher-order spaces. 1STM preserves the multiway structure of tensor data, while achieving significant improvement in accuracy and efficiency over conventional vectorised methods. We then leverage the theory of nonlinear random projections to propose the Randomised 1STM (R1STM). Our empirical analysis on several real and synthetic datasets shows that our R1STM algorithm delivers comparable or better accuracy to a state-of-the-art deep learning method and traditional kernelised approaches for anomaly detection, while being approximately 100 times faster in training and testing.