On the tractability of the piecewise-linear approximation for general discrete-choice network revenue management

The choice network revenue management (RM) model incorporates customer purchase behavioras customers purchasing products with certain probabilities that are a function of the offeredassortment of products, and is the appropriate model for airline and hotel network revenuemanagement, dynamic sales of bundles, and dynamic assortment optimization. The underlyingstochastic dynamic program is intractable and even its certainty-equivalence approximation, inthe form of a linear program called Choice Deterministic Linear Program (CDLP) is difficultto solve in most cases. The separation problem for CDLP is NP-complete for MNL with justtwo segments when their consideration sets overlap; the affine approximation of the dynamicprogram is NP-complete for even a single-segment MNL. This is in contrast to the independentclass(perfect-segmentation) case where even the piecewise-linear approximation has been shownto be tractable. In this paper we investigate the piecewise-linear approximation for network RMunder a general discrete-choice model of demand. We show that the gap between the CDLP andthe piecewise-linear bounds is within a factor of at most 2. We then show that the piecewiselinearapproximation is polynomially-time solvable for a fixed consideration set size, bringing itinto the realm of tractability for small consideration sets; small consideration sets are a reasonablemodeling tradeoff in many practical applications. Our solution relies on showing that forany discrete-choice model the separation problem for the linear program of the piecewise-linearapproximation can be solved exactly by a Lagrangian relaxation. We give modeling extensionsand show by numerical experiments the improvements from using piecewise-linear approximationfunctions.

SAT Modulo Linear Arithmetic for Solving Polynomial

Polynomial constraint solving plays a prominent role in several areas of hardware and software analysis and verification, e.g., termination proving, program invariant generation and hybrid system verification, to name a few. In this paper we propose a new method for solving non-linear constraints based on encoding the problem into an SMT problem considering only linear arithmetic. Unlike other existing methods, our method focuses on proving satisfiability of the constraints rather than on proving unsatisfiability, which is more relevant in several applications as we illustrate with several examples. Nevertheless, we also present new techniques based on the analysis of unsatisfiable cores that allow one to efficiently prove unsatisfiability too for a broad class of problems. The power of our approach is demonstrated by means of extensive experiments comparing our prototype with state-of-the-art tools on benchmarks taken both from the academic and the industrial world.

Maximum likelihood Linear Programming Data Fusion for Speaker Recognition

Biometric system performance can be improved by means of data fusion. Several kinds of information can be fused in order to obtain a more accurate classification (identification or verification) of an input sample. In this paper we present a method for computing the weights in a weighted sum fusion for score combinations, by means of a likelihood model. The maximum likelihood estimation is set as a linear programming problem. The scores are derived from a GMM classifier working on a different feature extractor. Our experimental results assesed the robustness of the system in front a changes on time (different sessions) and robustness in front a change of microphone. The improvements obtained were significantly better (error bars of two standard deviations) than a uniform weighted sum or a uniform weighted product or the best single classifier. The proposed method scales computationaly with the number of scores to be fussioned as the simplex method for linear programming.

A non-linear VAD for noisy environments

This paper deals with non-linear transformations for improving the performance of an entropy-based voice activity detector (VAD). The idea to use a non-linear transformation has already been applied in the field of speech linear prediction, or linear predictive coding (LPC), based on source separation techniques, where a score function is added to classical equations in order to take into account the true distribution of the signal. We explore the possibility of estimating the entropy of frames after calculating its score function, instead of using original frames. We observe that if the signal is clean, the estimated entropy is essentially the same; if the signal is noisy, however, the frames transformed using the score function may give entropy that is different in voiced frames as compared to nonvoiced ones. Experimental evidence is given to show that this fact enables voice activity detection under high noise, where the simple entropy method fails.

Non-Linear and Non-Conventional Speech Processing: Alternative Techniques

This special issue aims to cover some problems related to non-linear and nonconventional speech processing. The origin of this volume is in the ISCA Tutorial and Research Workshop on Non-Linear Speech Processing, NOLISP’09, held at the Universitat de Vic (Catalonia, Spain) on June 25–27, 2009. The series of NOLISP workshops started in 2003 has become a biannual event whose aim is to discuss alternative techniques for speech processing that, in a sense, do not fit into mainstream approaches. A selected choice of papers based on the presentations delivered at NOLISP’09 has given rise to this issue of Cognitive Computation.

A Canonical Genetic Algorithm for Blind Inversion of Linear Channels

It is well known the relationship between source separation and blind deconvolution: If a filtered version of an unknown i.i.d. signal is observed, temporal independence between samples can be used to retrieve the original signal, in the same manner as spatial independence is used for source separation. In this paper we propose the use of a Genetic Algorithm (GA) to blindly invert linear channels. The use of GA is justified in the case of small number of samples, where other gradient-like methods fails because of poor estimation of statistics.

A non-linear Bayesian approach for upscaling local-scale hydraulic conductivity measurements based on local- and regional-scale geophysical data

Significant progress has been made with regard to the quantitative integration of geophysical and hydrological data at the local scale. However, extending the corresponding approaches to the regional scale represents a major, and as-of-yet largely unresolved, challenge. To address this problem, we have developed an upscaling procedure based on a Bayesian sequential simulation approach. This method is then applied to the stochastic integration of low-resolution, regional-scale electrical resistivity tomography (ERT) data in combination with high-resolution, local-scale downhole measurements of the hydraulic and electrical conductivities. Finally, the overall viability of this upscaling approach is tested and verified by performing and comparing flow and transport simulation through the original and the upscaled hydraulic conductivity fields. Our results indicate that the proposed procedure does indeed allow for obtaining remarkably faithful estimates of the regional-scale hydraulic conductivity structure and correspondingly reliable predictions of the transport characteristics over relatively long distances.

Short-term stability of testosterone and epitestosterone conjugates in urine samples: quantification by liquid chromatography-linear ion trap mass spectrometry.

A simple method using liquid chromatography-linear ion trap mass spectrometry for simultaneous determination of testosterone glucuronide (TG), testosterone sulfate (TS), epitestosterone glucuronide (EG) and epitestosterone sulfate (ES) in urine samples was developed. For validation purposes, a urine containing no detectable amount of TG, TS and EG was selected and fortified with steroid conjugate standards. Quantification was performed using deuterated testosterone conjugates to correct for ion suppression/enhancement during ESI. Assay validation was performed in terms of lower limit of detection (1-3ng/mL), recovery (89-101%), intraday precision (2.0-6.8%), interday precision (3.4-9.6%) and accuracy (101-103%). Application of the method to short-term stability testing of urine samples at temperature ranging from 4 to 37 degrees C during a time-storage of a week lead to the conclusion that addition of sodium azide (10mg/mL) is required for preservation of the analytes.

Simulating maize phenology as a function of air temperature with a linear and a nonlinear model

The objective of this study was to adapt a nonlinear model (Wang and Engel - WE) for simulating the phenology of maize (Zea mays L.), and to evaluate this model and a linear one (thermal time), in order to predict developmental stages of a field-grown maize variety. A field experiment, during 2005/2006 and 2006/2007 was conducted in Santa Maria, RS, Brazil, in two growing seasons, with seven sowing dates each. Dates of emergence, silking, and physiological maturity of the maize variety BRS Missões were recorded in six replications in each sowing date. Data collected in 2005/2006 growing season were used to estimate the coefficients of the two models, and data collected in the 2006/2007 growing season were used as independent data set for model evaluations. The nonlinear WE model accurately predicted the date of silking and physiological maturity, and had a lower root mean square error (RMSE) than the linear (thermal time) model. The overall RMSE for silking and physiological maturity was 2.7 and 4.8 days with WE model, and 5.6 and 8.3 days with thermal time model, respectively.

Análise genética de escores de avaliação visual de bovinos com modelos bayesianos de limiar e linear

O objetivo deste trabalho foi comparar as estimativas de parâmetros genéticos obtidas em análises bayesianas uni-característica e bi-característica, em modelo animal linear e de limiar, considerando-se as características categóricas morfológicas de bovinos da raça Nelore. Os dados de musculosidade, estrutura física e conformação foram obtidos entre 2000 e 2005, em 3.864 animais de 13 fazendas participantes do Programa Nelore Brasil. Foram realizadas análises bayesianas uni e bi-características, em modelos de limiar e linear. De modo geral, os modelos de limiar e linear foram eficientes na estimação dos parâmetros genéticos para escores visuais em análises bayesianas uni-características. Nas análises bi-características, observou-se que: com utilização de dados contínuos e categóricos, o modelo de limiar proporcionou estimativas de correlação genética de maior magnitude do que aquelas do modelo linear; e com o uso de dados categóricos, as estimativas de herdabilidade foram semelhantes. A vantagem do modelo linear foi o menor tempo gasto no processamento das análises. Na avaliação genética de animais para escores visuais, o uso do modelo de limiar ou linear não influenciou a classificação dos animais, quanto aos valores genéticos preditos, o que indica que ambos os modelos podem ser utilizados em programas de melhoramento genético.

GPS to LRM: Integration of Spatial Point Features with Linear Referencing Methods, 2001

Global positioning systems (GPS) offer a cost-effective and efficient method to input and update transportation data. The spatial location of objects provided by GPS is easily integrated into geographic information systems (GIS). The storage, manipulation, and analysis of spatial data are also relatively simple in a GIS. However, many data storage and reporting methods at transportation agencies rely on linear referencing methods (LRMs); consequently, GPS data must be able to link with linear referencing. Unfortunately, the two systems are fundamentally incompatible in the way data are collected, integrated, and manipulated. In order for the spatial data collected using GPS to be integrated into a linear referencing system or shared among LRMs, a number of issues need to be addressed. This report documents and evaluates several of those issues and offers recommendations. In order to evaluate the issues associated with integrating GPS data with a LRM, a pilot study was created. To perform the pilot study, point features, a linear datum, and a spatial representation of a LRM were created for six test roadway segments that were located within the boundaries of the pilot study conducted by the Iowa Department of Transportation linear referencing system project team. Various issues in integrating point features with a LRM or between LRMs are discussed and recommendations provided. The accuracy of the GPS is discussed, including issues such as point features mapping to the wrong segment. Another topic is the loss of spatial information that occurs when a three-dimensional or two-dimensional spatial point feature is converted to a one-dimensional representation on a LRM. Recommendations such as storing point features as spatial objects if necessary or preserving information such as coordinates and elevation are suggested. The lack of spatial accuracy characteristic of most cartography, on which LRM are often based, is another topic discussed. The associated issues include linear and horizontal offset error. The final topic discussed is some of the issues in transferring point feature data between LRMs.

Use of Remote Sensing for Collection of Data Elements for Linear Referencing Systems, 2001

This report evaluates the use of remotely sensed images in implementing the Iowa DOT LRS that is currently in the stages of system architecture. The Iowa Department of Transportation is investing a significant amount of time and resources into creation of a linear referencing system (LRS). A significant portion of the effort in implementing the system will be creation of a datum, which includes geographically locating anchor points and then measuring anchor section distances between those anchor points. Currently, system architecture and evaluation of different data collection methods to establish the LRS datum is being performed for the DOT by an outside consulting team.

Bayes linear spaces

Linear spaces consisting of σ-finite probability measures and infinite measures (improper priors and likelihood functions) are defined. The commutative group operation, called perturbation, is the updating given by Bayes theorem; the inverse operation is the Radon-Nikodym derivative. Bayes spaces of measures are sets of classes of proportional measures. In this framework, basic notions of mathematical statistics get a simple algebraic interpretation. For example, exponential families appear as affine subspaces with their sufficient statistics as a basis. Bayesian statistics, in particular some well-known properties of conjugated priors and likelihood functions, are revisited and slightly extended

Tamanho de amostra para estimação do coeficiente de correlação linear de Pearson entre caracteres de milho

O objetivo deste trabalho foi determinar o tamanho de amostra para a estimação do coeficiente de correlação linear de Pearson entre caracteres de três híbridos de milho. Para as análises, foram tomadas aleatoriamente 361, 373 e 416 plantas, respectivamente, de híbridos simples, triplo e duplo. Para cada planta, os seguintes caracteres foram mensurados: diâmetro maior e menor do colmo, altura da planta e altura, peso, comprimento e diâmetro da espiga, número de fileiras por espiga, peso e diâmetro de sabugo, massa de cem grãos, número de grãos por espiga, comprimento e produtividade de grãos. Para cada um dos 91 pares de caracteres e híbridos, foi determinado o tamanho de amostra a partir de "bootstrap", com reposição de 1.000 amostras, de cada tamanho de amostra simulado. Na estimação do coeficiente de correlação linear de Pearson com a mesma precisão, o tamanho de amostra (número de plantas) aumenta na direção de pares de caracteres com menor intensidade de relação linear, independentemente do tipo de híbrido. Para os 91 pares de caracteres estudados, 252 plantas são suficientes para a estimação do coeficiente de correlação linear de Pearson, no intervalo de confiança de "bootstrap" de 95%, igual a 0,30