Long memory and multifractality:a joint test

The properties of statistical tests for hypotheses concerning the parameters of the multifractal model of asset returns (MMAR) are investigated, using Monte Carlo techniques. We show that, in the presence of multifractality, conventional tests of long memory tend to over-reject the null hypothesis of no long memory. Our test addresses this issue by jointly estimating long memory and multifractality. The estimation and test procedures are applied to exchange rate data for 12 currencies. Among the nested model specifications that are investigated, in 11 out of 12 cases, daily returns are most appropriately characterized by a variant of the MMAR that applies a multifractal time-deformation process to NIID returns. There is no evidence of long memory.

Quasi-pilot aided phase noise estimation for coherent optical OFDM systems

In this letter, a novel phase noise estimation scheme has been proposed for coherent optical orthogonal frequency division multiplexing systems, the quasi-pilot-aided method. In this method, the phases of transmitted pilot subcarriers are deliberately correlated to the phases of data subcarriers. Accounting for this correlation in the receiver allows the required number of pilots needed for a sufficient estimation and compensation of phase noise to be reduced by a factor of 2 in comparison with the traditional pilot-aided phase noise estimation method. We carried out numerical simulation of a 40 Gb/s single polarization transmission system, and the outcome of the investigation indicates that by applying quasi-pilot-aided phase estimation, only four pilot subcarriers are needed for effective phase noise compensation. © 2014 IEEE.

Online-questionnaire design:establishing guidelines and evaluating existing eupport

As a new medium for questionnaire delivery, the internet has the potential to revolutionise the survey process. Online (web-based) questionnaires provide several advantages over traditional survey methods in terms of cost, speed, appearance, flexibility, functionality, and usability [1, 2]. For instance, delivery is faster, responses are received more quickly, and data collection can be automated or accelerated [1- 3]. Online-questionnaires can also provide many capabilities not found in traditional paper-based questionnaires: they can include pop-up instructions and error messages; they can incorporate links; and it is possible to encode difficult skip patterns making such patterns virtually invisible to respondents. Like many new technologies, however, online-questionnaires face criticism despite their advantages. Typically, such criticisms focus on the vulnerability of online-questionnaires to the four standard survey error types: namely, coverage, non-response, sampling, and measurement errors. Although, like all survey errors, coverage error (“the result of not allowing all members of the survey population to have an equal or nonzero chance of being sampled for participation in a survey” [2, pg. 9]) also affects traditional survey methods, it is currently exacerbated in online-questionnaires as a result of the digital divide. That said, many developed countries have reported substantial increases in computer and internet access and/or are targeting this as part of their immediate infrastructural development [4, 5]. Indicating that familiarity with information technologies is increasing, these trends suggest that coverage error will rapidly diminish to an acceptable level (for the developed world at least) in the near future, and in so doing, positively reinforce the advantages of online-questionnaire delivery. The second error type – the non-response error – occurs when individuals fail to respond to the invitation to participate in a survey or abandon a questionnaire before it is completed. Given today’s societal trend towards self-administration [2] the former is inevitable, irrespective of delivery mechanism. Conversely, non-response as a consequence of questionnaire abandonment can be relatively easily addressed. Unlike traditional questionnaires, the delivery mechanism for online-questionnaires makes estimation of questionnaire length and time required for completion difficult1, thus increasing the likelihood of abandonment. By incorporating a range of features into the design of an online questionnaire, it is possible to facilitate such estimation – and indeed, to provide respondents with context sensitive assistance during the response process – and thereby reduce abandonment while eliciting feelings of accomplishment [6]. For online-questionnaires, sampling error (“the result of attempting to survey only some, and not all, of the units in the survey population” [2, pg. 9]) can arise when all but a small portion of the anticipated respondent set is alienated (and so fails to respond) as a result of, for example, disregard for varying connection speeds, bandwidth limitations, browser configurations, monitors, hardware, and user requirements during the questionnaire design process. Similarly, measurement errors (“the result of poor question wording or questions being presented in such a way that inaccurate or uninterpretable answers are obtained” [2, pg. 11]) will lead to respondents becoming confused and frustrated. Sampling, measurement, and non-response errors are likely to occur when an online-questionnaire is poorly designed. Individuals will answer questions incorrectly, abandon questionnaires, and may ultimately refuse to participate in future surveys; thus, the benefit of online questionnaire delivery will not be fully realized. To prevent errors of this kind2, and their consequences, it is extremely important that practical, comprehensive guidelines exist for the design of online questionnaires. Many design guidelines exist for paper-based questionnaire design (e.g. [7-14]); the same is not true for the design of online questionnaires [2, 15, 16]. The research presented in this paper is a first attempt to address this discrepancy. Section 2 describes the derivation of a comprehensive set of guidelines for the design of online-questionnaires and briefly (given space restrictions) outlines the essence of the guidelines themselves. Although online-questionnaires reduce traditional delivery costs (e.g. paper, mail out, and data entry), set up costs can be high given the need to either adopt and acquire training in questionnaire development software or secure the services of a web developer. Neither approach, however, guarantees a good questionnaire (often because the person designing the questionnaire lacks relevant knowledge in questionnaire design). Drawing on existing software evaluation techniques [17, 18], we assessed the extent to which current questionnaire development applications support our guidelines; Section 3 describes the framework used for the evaluation, and Section 4 discusses our findings. Finally, Section 5 concludes with a discussion of further work.

Lack of Answer Estimation by Fuzzy Control

The problem of the lack of answer in questions of survey is usually dealt with different estimation and classification procedures from the answers to other questions. In this document, the results of applying fuzzy control methods for the vote -one of the variables with bigger lack of answer in opinion polls- are presented.

Applied Aspects of Mathematical Modeling and Optimization of Dynamics of Charged Beams

The complex of questions connected with the analysis, estimation and structural-parametrical optimization of dynamic system is considered in this article. Connection of such problems with tasks of control by beams of trajectories is emphasized. The special attention is concentrated on the review and analysis of spent scientific researches, the attention is stressed to their constructability and applied directedness. Efficiency of the developed algorithmic and software is demonstrated on the tasks of modeling and optimization of output beam characteristics in linear resonance accelerators.

Long memory and multifractality:a joint test

The properties of statistical tests for hypotheses concerning the parameters of the multifractal model of asset returns (MMAR) are investigated, using Monte Carlo techniques. We show that, in the presence of multifractality, conventional tests of long memory tend to over-reject the null hypothesis of no long memory. Our test addresses this issue by jointly estimating long memory and multifractality. The estimation and test procedures are applied to exchange rate data for 12 currencies. In 11 cases, the exchange rate returns are accurately described by compounding a NIID series with a multifractal time-deformation process. There is no evidence of long memory.

Positron emission tomography (PET) tumor segmentation and quantification: Development of new algorithms

Tumor functional volume (FV) and its mean activity concentration (mAC) are the quantities derived from positron emission tomography (PET). These quantities are used for estimating radiation dose for a therapy, evaluating the progression of a disease and also use it as a prognostic indicator for predicting outcome. PET images have low resolution, high noise and affected by partial volume effect (PVE). Manually segmenting each tumor is very cumbersome and very hard to reproduce. To solve the above problem I developed an algorithm, called iterative deconvolution thresholding segmentation (IDTS) algorithm; the algorithm segment the tumor, measures the FV, correct for the PVE and calculates mAC. The algorithm corrects for the PVE without the need to estimate camera's point spread function (PSF); also does not require optimizing for a specific camera. My algorithm was tested in physical phantom studies, where hollow spheres (0.5-16 ml) were used to represent tumors with a homogeneous activity distribution. It was also tested on irregular shaped tumors with a heterogeneous activity profile which were acquired using physical and simulated phantom. The physical phantom studies were performed with different signal to background ratios (SBR) and with different acquisition times (1-5 min). The algorithm was applied on ten clinical data where the results were compared with manual segmentation and fixed percentage thresholding method called T50 and T60 in which 50% and 60% of the maximum intensity respectively is used as threshold. The average error in FV and mAC calculation was 30% and -35% for 0.5 ml tumor. The average error FV and mAC calculation were ~5% for 16 ml tumor. The overall FV error was ∼10% for heterogeneous tumors in physical and simulated phantom data. The FV and mAC error for clinical image compared to manual segmentation was around -17% and 15% respectively. In summary my algorithm has potential to be applied on data acquired from different cameras as its not dependent on knowing the camera's PSF. The algorithm can also improve dose estimation and treatment planning.^

Semi-parametric geolocation estimation in NLOS environments

The position of a stationary target can be determined using triangulation in combination with time of arrival measurements at several sensors. In urban environments, none-line-of-sight (NLOS) propagation leads to biased time estimation and thus to inaccurate position estimates. Here, a semi-parametric approach is proposed to mitigate the effects of NLOS propagation. The degree of contamination by NLOS components in the observations, which result in asymmetric noise statistics, is determined and incorporated into the estimator. The proposed method is adequate for environments where the NLOS error plays a dominant role and outperforms previous approaches that assume a symmetric noise statistic.

Coding Strategies and Implementations of Compressive Sensing

This dissertation studies the coding strategies of computational imaging to overcome the limitation of conventional sensing techniques. The information capacity of conventional sensing is limited by the physical properties of optics, such as aperture size, detector pixels, quantum efficiency, and sampling rate. These parameters determine the spatial, depth, spectral, temporal, and polarization sensitivity of each imager. To increase sensitivity in any dimension can significantly compromise the others.

This research implements various coding strategies subject to optical multidimensional imaging and acoustic sensing in order to extend their sensing abilities. The proposed coding strategies combine hardware modification and signal processing to exploiting bandwidth and sensitivity from conventional sensors. We discuss the hardware architecture, compression strategies, sensing process modeling, and reconstruction algorithm of each sensing system.

Optical multidimensional imaging measures three or more dimensional information of the optical signal. Traditional multidimensional imagers acquire extra dimensional information at the cost of degrading temporal or spatial resolution. Compressive multidimensional imaging multiplexes the transverse spatial, spectral, temporal, and polarization information on a two-dimensional (2D) detector. The corresponding spectral, temporal and polarization coding strategies adapt optics, electronic devices, and designed modulation techniques for multiplex measurement. This computational imaging technique provides multispectral, temporal super-resolution, and polarization imaging abilities with minimal loss in spatial resolution and noise level while maintaining or gaining higher temporal resolution. The experimental results prove that the appropriate coding strategies may improve hundreds times more sensing capacity.

Human auditory system has the astonishing ability in localizing, tracking, and filtering the selected sound sources or information from a noisy environment. Using engineering efforts to accomplish the same task usually requires multiple detectors, advanced computational algorithms, or artificial intelligence systems. Compressive acoustic sensing incorporates acoustic metamaterials in compressive sensing theory to emulate the abilities of sound localization and selective attention. This research investigates and optimizes the sensing capacity and the spatial sensitivity of the acoustic sensor. The well-modeled acoustic sensor allows localizing multiple speakers in both stationary and dynamic auditory scene; and distinguishing mixed conversations from independent sources with high audio recognition rate.

Dynamic Programming Approaches for Estimating and Applying Large-scale Discrete Choice Models

People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.

Deep Head Pose: Gaze-Direction Estimation in Multimodal Video

In this paper we present a convolutional neuralnetwork (CNN)-based model for human head pose estimation inlow-resolution multi-modal RGB-D data. We pose the problemas one of classification of human gazing direction. We furtherfine-tune a regressor based on the learned deep classifier. Next wecombine the two models (classification and regression) to estimateapproximate regression confidence. We present state-of-the-artresults in datasets that span the range of high-resolution humanrobot interaction (close up faces plus depth information) data tochallenging low resolution outdoor surveillance data. We buildupon our robust head-pose estimation and further introduce anew visual attention model to recover interaction with theenvironment. Using this probabilistic model, we show thatmany higher level scene understanding like human-human/sceneinteraction detection can be achieved. Our solution runs inreal-time on commercial hardware

Massive MIMO with I/Q imbalance: Performance analysis and compensation

In this paper, we consider the uplink of a single-cell massive multiple-input multiple-output (MIMO) system with inphase and quadrature-phase imbalance (IQI). This scenario is of particular importance in massive MIMO systems, where the deployment of lower-cost, lower-quality components is desirable to make massive MIMO a viable technology. Particularly, we investigate the effect of IQI on the performance of massive MIMO employing maximum-ratio combining (MRC) receivers. In order to study how IQI affects channel estimation, we derive a new channel estimator for the IQI-impaired model and show that IQI can substantially downgrade the performance of MRC receivers. Moreover, a low-complexity IQI compensation scheme, suitable for massive MIMO, is proposed which is based on the IQI coefficients' estimation and it is independent of the channel gain. The performance of the proposed compensation scheme is analytically evaluated by deriving a tractable approximation of the ergodic achievable rate and providing the asymptotic power scaling laws assuming transmission over Rayleigh fading channels with log-normal large-scale fading. Finally, we show that massive MIMO effectively suppresses the residual IQI effects, as long as, the compensation scheme is applied.

Estimates of global, regional, and national incidence, prevalence, and mortality of HIV, 1980-2015 : the Global Burden of Disease Study 2015

Background Timely assessment of the burden of HIV/AIDS is essential for policy setting and programme evaluation. In this report from the Global Burden of Disease Study 2015 (GBD 2015), we provide national estimates of levels and trends of HIV/AIDS incidence, prevalence, coverage of antiretroviral therapy (ART), and mortality for 195 countries and territories from 1980 to 2015. Methods For countries without high-quality vital registration data, we estimated prevalence and incidence with data from antenatal care clinics and population-based seroprevalence surveys, and with assumptions by age and sex on initial CD4 distribution at infection, CD4 progression rates (probability of progression from higher to lower CD4 cell-count category), on and off antiretroviral therapy (ART) mortality, and mortality from all other causes. Our estimation strategy links the GBD 2015 assessment of all-cause mortality and estimation of incidence and prevalence so that for each draw from the uncertainty distribution all assumptions used in each step are internally consistent. We estimated incidence, prevalence, and death with GBD versions of the Estimation and Projection Package (EPP) and Spectrum software originally developed by the Joint United Nations Programme on HIV/AIDS (UNAIDS). We used an open-source version of EPP and recoded Spectrum for speed, and used updated assumptions from systematic reviews of the literature and GBD demographic data. For countries with high-quality vital registration data, we developed the cohort incidence bias adjustment model to estimate HIV incidence and prevalence largely from the number of deaths caused by HIV recorded in cause-of-death statistics. We corrected these statistics for garbage coding and HIV misclassifi cation. Findings Global HIV incidence reached its peak in 1997, at 3·3 million new infections (95% uncertainty interval [UI] 3·1–3·4 million). Annual incidence has stayed relatively constant at about 2·6 million per year (range 2·5–2·8 million) since 2005, after a period of fast decline between 1997 and 2005. The number of people living with HIV/AIDS has been steadily increasing and reached 38·8 million (95% UI 37·6–40·4 million) in 2015. At the same time, HIV/AIDS mortality has been declining at a steady pace, from a peak of 1·8 million deaths (95% UI 1·7–1·9 million) in 2005, to 1·2 million deaths (1·1–1·3 million) in 2015. We recorded substantial heterogeneity in the levels and trends of HIV/AIDS across countries. Although many countries have experienced decreases in HIV/AIDS mortality and in annual new infections, other countries have had slowdowns or increases in rates of change in annual new infections. Interpretation Scale-up of ART and prevention of mother-to-child transmission has been one of the great successes of global health in the past two decades. However, in the past decade, progress in reducing new infections has been slow, development assistance for health devoted to HIV has stagnated, and resources for health in low-income countries have grown slowly. Achievement of the new ambitious goals for HIV enshrined in Sustainable Development Goal 3 and the 90-90-90 UNAIDS targets will be challenging, and will need continued eff orts from governments and international agencies in the next 15 years to end AIDS by 2030.

Applications of Microwave Antenna Array for Wireless Power Transmission and Radar Imaging in Complex Environment

Thesis (Ph.D.)--University of Washington, 2016-08

Dynamic Programming Approaches for Estimating and Applying Large-scale Discrete Choice Models

People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.