Full and Model-Reduced Structure-Preserving Simulation of Incompressible Fluids

This thesis outlines the construction of several types of structured integrators for incompressible fluids. We first present a vorticity integrator, which is the Hamiltonian counterpart of the existing Lagrangian-based fluid integrator. We next present a model-reduced variational Eulerian integrator for incompressible fluids, which combines the efficiency gains of dimension reduction, the qualitative robustness to coarse spatial and temporal resolutions of geometric integrators, and the simplicity of homogenized boundary conditions on regular grids to deal with arbitrarily-shaped domains with sub-grid accuracy.

Both these numerical methods involve approximating the Lie group of volume-preserving diffeomorphisms by a finite-dimensional Lie-group and then restricting the resulting variational principle by means of a non-holonomic constraint. Advantages and limitations of this discretization method will be outlined. It will be seen that these derivation techniques are unable to yield symplectic integrators, but that energy conservation is easily obtained, as is a discretized version of Kelvin's circulation theorem.

Finally, we outline the basis of a spectral discrete exterior calculus, which may be a useful element in producing structured numerical methods for fluids in the future.

改进的统计不相关最优鉴别矢量集

该文对统计不相关最优鉴别矢量集算法进行研究,在分析统计不相关最优鉴别矢量集算法的基础上提出了一种改进的方法。该方法在类内散布矩阵的特征空间中求解统计不相关最优鉴别矢量集。为了加快特征抽取速度,利用基于图像鉴别分析的维数压缩方法,对图像数据进行了压缩。在ORL和Yale人脸数据库的数值实验,验证本文所提出的方法的有效性。

Mapping the structure of perceptual and visual-motor abilities in healthy young adults.

The ability to quickly detect and respond to visual stimuli in the environment is critical to many human activities. While such perceptual and visual-motor skills are important in a myriad of contexts, considerable variability exists between individuals in these abilities. To better understand the sources of this variability, we assessed perceptual and visual-motor skills in a large sample of 230 healthy individuals via the Nike SPARQ Sensory Station, and compared variability in their behavioral performance to demographic, state, sleep and consumption characteristics. Dimension reduction and regression analyses indicated three underlying factors: Visual-Motor Control, Visual Sensitivity, and Eye Quickness, which accounted for roughly half of the overall population variance in performance on this battery. Inter-individual variability in Visual-Motor Control was correlated with gender and circadian patters such that performance on this factor was better for males and for those who had been awake for a longer period of time before assessment. The current findings indicate that abilities involving coordinated hand movements in response to stimuli are subject to greater individual variability, while visual sensitivity and occulomotor control are largely stable across individuals.

Latent Variable Models for Stochastic Discount Factors.

Latent variable models in finance originate both from asset pricing theory and time series analysis. These two strands of literature appeal to two different concepts of latent structures, which are both useful to reduce the dimension of a statistical model specified for a multivariate time series of asset prices. In the CAPM or APT beta pricing models, the dimension reduction is cross-sectional in nature, while in time-series state-space models, dimension is reduced longitudinally by assuming conditional independence between consecutive returns, given a small number of state variables. In this paper, we use the concept of Stochastic Discount Factor (SDF) or pricing kernel as a unifying principle to integrate these two concepts of latent variables. Beta pricing relations amount to characterize the factors as a basis of a vectorial space for the SDF. The coefficients of the SDF with respect to the factors are specified as deterministic functions of some state variables which summarize their dynamics. In beta pricing models, it is often said that only the factorial risk is compensated since the remaining idiosyncratic risk is diversifiable. Implicitly, this argument can be interpreted as a conditional cross-sectional factor structure, that is, a conditional independence between contemporaneous returns of a large number of assets, given a small number of factors, like in standard Factor Analysis. We provide this unifying analysis in the context of conditional equilibrium beta pricing as well as asset pricing with stochastic volatility, stochastic interest rates and other state variables. We address the general issue of econometric specifications of dynamic asset pricing models, which cover the modern literature on conditionally heteroskedastic factor models as well as equilibrium-based asset pricing models with an intertemporal specification of preferences and market fundamentals. We interpret various instantaneous causality relationships between state variables and market fundamentals as leverage effects and discuss their central role relative to the validity of standard CAPM-like stock pricing and preference-free option pricing.

A hybrid method for sag source location in power network

The work presented in this paper belongs to the power quality knowledge area and deals with the voltage sags in power transmission and distribution systems. Propagating throughout the power network, voltage sags can cause plenty of problems for domestic and industrial loads that can financially cost a lot. To impose penalties to responsible party and to improve monitoring and mitigation strategies, sags must be located in the power network. With such a worthwhile objective, this paper comes up with a new method for associating a sag waveform with its origin in transmission and distribution networks. It solves this problem through developing hybrid methods which hire multiway principal component analysis (MPCA) as a dimension reduction tool. MPCA reexpresses sag waveforms in a new subspace just in a few scores. We train some well-known classifiers with these scores and exploit them for classification of future sags. The capabilities of the proposed method for dimension reduction and classification are examined using the real data gathered from three substations in Catalonia, Spain. The obtained classification rates certify the goodness and powerfulness of the developed hybrid methods as brand-new tools for sag classification

abctools: an R package for tuning approximate Bayesian computation analyses

Approximate Bayesian computation (ABC) is a popular family of algorithms which perform approximate parameter inference when numerical evaluation of the likelihood function is not possible but data can be simulated from the model. They return a sample of parameter values which produce simulations close to the observed dataset. A standard approach is to reduce the simulated and observed datasets to vectors of summary statistics and accept when the difference between these is below a specified threshold. ABC can also be adapted to perform model choice. In this article, we present a new software package for R, abctools which provides methods for tuning ABC algorithms. This includes recent dimension reduction algorithms to tune the choice of summary statistics, and coverage methods to tune the choice of threshold. We provide several illustrations of these routines on applications taken from the ABC literature.

Aplicação de superfícies seletivas em frequência para melhoria de resposta de arranjos de antenas planares

This work aims to show how the application of frequency selective surfaces (FSS) in planar antenna arrays become an alternative to obtain desired radiation characteristics from changes in radiation parameters of the arrays, such as bandwidth, gain and directivity. In addition to analyzing these parameters is also made a study of the mutual coupling between the elements of the array. To accomplish this study, were designed a microstrip antenna array with two patch elements, fed by a network feed. Another change made in the array was the use of the truncated ground plane, with the objective of increasing the bandwidth and miniaturize the elements of the array. In order to study the behavior of frequency selective surfaces applied in antenna arrays, three different layouts were proposed. The first layout uses the FSS as a superstrate (above the array). The second layout uses the FSS as reflector element (below the array). The third layout is placed between two FSS. Numerical and experimental results for each of the proposed configurations are presented in order to validate the research

Mexico: Combining monthly inflation predictions from surveys

We examine the problem of combining Mexican inflation predictions or projections provided by a biweekly survey of professional forecasters. Consumer price inflation in Mexico is measured twice a month. We consider several combining methods and advocate the use of dimension reduction techniques whose performance is compared with different benchmark methods, including the simplest average prediction. Missing values in the database are imputed by two different databased methods. The results obtained are basically robust to the choice of the imputation method. A preliminary analysis of the data was based on its panel data structure and showed the potential usefulness of using dimension reduction techniques to combine the experts' predictions. The main findings are: the first monthly predictions are best combined by way of the first principal component of the predictions available; the best second monthly prediction is obtained by calculating the median prediction and is more accurate than the first one.

Modeling gene expression regulatory networks with the sparse vector autoregressive model

Abstract Background To understand the molecular mechanisms underlying important biological processes, a detailed description of the gene products networks involved is required. In order to define and understand such molecular networks, some statistical methods are proposed in the literature to estimate gene regulatory networks from time-series microarray data. However, several problems still need to be overcome. Firstly, information flow need to be inferred, in addition to the correlation between genes. Secondly, we usually try to identify large networks from a large number of genes (parameters) originating from a smaller number of microarray experiments (samples). Due to this situation, which is rather frequent in Bioinformatics, it is difficult to perform statistical tests using methods that model large gene-gene networks. In addition, most of the models are based on dimension reduction using clustering techniques, therefore, the resulting network is not a gene-gene network but a module-module network. Here, we present the Sparse Vector Autoregressive model as a solution to these problems. Results We have applied the Sparse Vector Autoregressive model to estimate gene regulatory networks based on gene expression profiles obtained from time-series microarray experiments. Through extensive simulations, by applying the SVAR method to artificial regulatory networks, we show that SVAR can infer true positive edges even under conditions in which the number of samples is smaller than the number of genes. Moreover, it is possible to control for false positives, a significant advantage when compared to other methods described in the literature, which are based on ranks or score functions. By applying SVAR to actual HeLa cell cycle gene expression data, we were able to identify well known transcription factor targets. Conclusion The proposed SVAR method is able to model gene regulatory networks in frequent situations in which the number of samples is lower than the number of genes, making it possible to naturally infer partial Granger causalities without any a priori information. In addition, we present a statistical test to control the false discovery rate, which was not previously possible using other gene regulatory network models.

Extensions to Gene Set Enrichment

Motivation: Gene Set Enrichment Analysis (GSEA) has been developed recently to capture moderate but coordinated changes in the expression of sets of functionally related genes. We propose number of extensions to GSEA, which uses different statistics to describe the association between genes and phenotype of interest. We make use of dimension reduction procedures, such as principle component analysis to identify gene sets containing coordinated genes. We also address the problem of overlapping among gene sets in this paper. Results: We applied our methods to the data come from a clinical trial in acute lymphoblastic leukemia (ALL) [1]. We identified interesting gene sets using different statistics. We find that gender may have effects on the gene expression in addition to the phenotype effects. Investigating overlap among interesting gene sets indicate that overlapping could alter the interpretation of the significant results.

Classification Using Generalized Partial Least Squares

The advances in computational biology have made simultaneous monitoring of thousands of features possible. The high throughput technologies not only bring about a much richer information context in which to study various aspects of gene functions but they also present challenge of analyzing data with large number of covariates and few samples. As an integral part of machine learning, classification of samples into two or more categories is almost always of interest to scientists. In this paper, we address the question of classification in this setting by extending partial least squares (PLS), a popular dimension reduction tool in chemometrics, in the context of generalized linear regression based on a previous approach, Iteratively ReWeighted Partial Least Squares, i.e. IRWPLS (Marx, 1996). We compare our results with two-stage PLS (Nguyen and Rocke, 2002A; Nguyen and Rocke, 2002B) and other classifiers. We show that by phrasing the problem in a generalized linear model setting and by applying bias correction to the likelihood to avoid (quasi)separation, we often get lower classification error rates.

Ordenaciones de material genético a partir de información multidimensional

Nuevas biotecnologías permiten obtener información para caracterizar materiales genéticos a partir de múltiples marcadores, ya sean éstos moleculares y/o morfológicos. La ordenación del material genético a través de la exploración de patrones de variabilidad multidimensionales se aborda mediante diversas técnicas de análisis multivariado. Las técnicas multivariadas de reducción de dimensión (TRD) y la representación gráfica de las mismas cobran sustancial importancia en la visualización de datos multivariados en espacios de baja dimensión ya que facilitan la interpretación de interrelaciones entre las variables (marcadores) y entre los casos u observaciones bajo análisis. Tanto el Análisis de Componentes Principales, como el Análisis de Coordenadas Principales y el Análisis de Procrustes Generalizado son TRD aplicables a datos provenientes de marcadores moleculares y/o morfológicos. Los Árboles de Mínimo Recorrido y los biplots constituyen técnicas para lograr representaciones geométricas de resultados provenientes de TRD. En este trabajo se describen estas técnicas multivariadas y se ilustran sus aplicaciones sobre dos conjuntos de datos, moleculares y morfológicos, usados para caracterizar material genético fúngico.

Modeling the shape hierarchy for visually guided grasping

The monkey anterior intraparietal area (AIP) encodes visual information about three-dimensional object shape that is used to shape the hand for grasping. We modeled shape tuning in visual AIP neurons and its relationship with curvature and gradient information from the caudal intraparietal area (CIP). The main goal was to gain insight into the kinds of shape parameterizations that can account for AIP tuning and that are consistent with both the inputs to AIP and the role of AIP in grasping. We first experimented with superquadric shape parameters. We considered superquadrics because they occupy a role in robotics that is similar to AIP , in that superquadric fits are derived from visual input and used for grasp planning. We also experimented with an alternative shape parameterization that was based on an Isomap dimension reduction of spatial derivatives of depth (i.e., distance from the observer to the object surface). We considered an Isomap-based model because its parameters lacked discontinuities between similar shapes. When we matched the dimension of the Isomap to the number of superquadric parameters, the superquadric model fit the AIP data somewhat more closely. However, higher-dimensional Isomaps provided excellent fits. Also, we found that the Isomap parameters could be approximated much more accurately than superquadric parameters by feedforward neural networks with CIP-like inputs. We conclude that Isomaps, or perhaps alternative dimension reductions of visual inputs to AIP, provide a promising model of AIP electrophysiology data. Further work is needed to test whether such shape parameterizations actually provide an effective basis for grasp control.

A computational model of the anterior intraparietal area

The monkey anterior intraparietal area (AIP) encodes visual information about three-dimensional object shape that is used to shape the hand for grasping. In robotics a similar role has been played by modules that fit point cloud data to the superquadric family of shapes and its various extensions. We developed a model of shape tuning in AIP based on cosine tuning to superquadric parameters. However, the model did not fit the data well, and we also found that it was difficult to accurately reproduce these parameters using neural networks with the appropriate inputs (modelled on the caudal intraparietal area, CIP). The latter difficulty was related to the fact that there are large discontinuities in the superquadric parameters between very similar shapes. To address these limitations we adopted an alternative shape parameterization based on an Isomap nonlinear dimension reduction. The Isomap was built using gradients and curvatures of object surface depth. This alternative parameterization was low-dimensional (like superquadrics), but data-driven (similar to an alternative clustering approach that is also sometimes used in robotics) and lacked large discontinuities. Isomaps with 16 or more dimensions reproduced the AIP data fairly well. Moreover, we found that the Isomap parameters could be approximated from CIP-like input much more accurately than the superquadric parameters. We conclude that Isomaps, or perhaps alternative dimension reductions of CIP signals, provide a promising model of AIP tuning. We have now started to integrate our model with a robot hand, to explore the efficacy of Isomap shape reductions in grasp planning. Future work will consider dynamics of spike responses and integration with related visual and motor area models.

Differential Priors for Elastic Nets

The elastic net and related algorithms, such as generative topographic mapping, are key methods for discretized dimension-reduction problems. At their heart are priors that specify the expected topological and geometric properties of the maps. However, up to now, only a very small subset of possible priors has been considered. Here we study a much more general family originating from discrete, high-order derivative operators. We show theoretically that the form of the discrete approximation to the derivative used has a crucial influence on the resulting map. Using a new and more powerful iterative elastic net algorithm, we confirm these results empirically, and illustrate how different priors affect the form of simulated ocular dominance columns.