Advances in Dynamic Modeling and Computation for Count Data

A class of multi-process models is developed for collections of time indexed count data. Autocorrelation in counts is achieved with dynamic models for the natural parameter of the binomial distribution. In addition to modeling binomial time series, the framework includes dynamic models for multinomial and Poisson time series. Markov chain Monte Carlo (MCMC) and Po ́lya-Gamma data augmentation (Polson et al., 2013) are critical for fitting multi-process models of counts. To facilitate computation when the counts are high, a Gaussian approximation to the P ́olya- Gamma random variable is developed.

Three applied analyses are presented to explore the utility and versatility of the framework. The first analysis develops a model for complex dynamic behavior of themes in collections of text documents. Documents are modeled as a “bag of words”, and the multinomial distribution is used to characterize uncertainty in the vocabulary terms appearing in each document. State-space models for the natural parameters of the multinomial distribution induce autocorrelation in themes and their proportional representation in the corpus over time.

The second analysis develops a dynamic mixed membership model for Poisson counts. The model is applied to a collection of time series which record neuron level firing patterns in rhesus monkeys. The monkey is exposed to two sounds simultaneously, and Gaussian processes are used to smoothly model the time-varying rate at which the neuron’s firing pattern fluctuates between features associated with each sound in isolation.

The third analysis presents a switching dynamic generalized linear model for the time-varying home run totals of professional baseball players. The model endows each player with an age specific latent natural ability class and a performance enhancing drug (PED) use indicator. As players age, they randomly transition through a sequence of ability classes in a manner consistent with traditional aging patterns. When the performance of the player significantly deviates from the expected aging pattern, he is identified as a player whose performance is consistent with PED use.

All three models provide a mechanism for sharing information across related series locally in time. The models are fit with variations on the P ́olya-Gamma Gibbs sampler, MCMC convergence diagnostics are developed, and reproducible inference is emphasized throughout the dissertation.

Robust Uncertainty Quantification and Scalable Computation for Computer Models with Massive Output

Uncertainty quantification (UQ) is both an old and new concept. The current novelty lies in the interactions and synthesis of mathematical models, computer experiments, statistics, field/real experiments, and probability theory, with a particular emphasize on the large-scale simulations by computer models. The challenges not only come from the complication of scientific questions, but also from the size of the information. It is the focus in this thesis to provide statistical models that are scalable to massive data produced in computer experiments and real experiments, through fast and robust statistical inference.

Chapter 2 provides a practical approach for simultaneously emulating/approximating massive number of functions, with the application on hazard quantification of Soufri\`{e}re Hills volcano in Montserrate island. Chapter 3 discusses another problem with massive data, in which the number of observations of a function is large. An exact algorithm that is linear in time is developed for the problem of interpolation of Methylation levels. Chapter 4 and Chapter 5 are both about the robust inference of the models. Chapter 4 provides a new criteria robustness parameter estimation criteria and several ways of inference have been shown to satisfy such criteria. Chapter 5 develops a new prior that satisfies some more criteria and is thus proposed to use in practice.

Multi-Party Trust Computation in Decentralized Environments

In this paper, we describe a decentralized privacy-preserving protocol for securely casting trust ratings in distributed reputation systems. Our protocol allows n participants to cast their votes in a way that preserves the privacy of individual values against both internal and external attacks. The protocol is coupled with an extensive theoretical analysis in which we formally prove that our protocol is resistant to collusion against as many as n-1 corrupted nodes in the semi-honest model. The behavior of our protocol is tested in a real P2P network by measuring its communication delay and processing overhead. The experimental results uncover the advantages of our protocol over previous works in the area; without sacrificing security, our decentralized protocol is shown to be almost one order of magnitude faster than the previous best protocol for providing anonymous feedback.

Secure and Scalable Statistical Computation of Questionnaire Data in R

Collecting data via a questionnaire and analyzing them while preserving respondents’ privacy may increase the number of respondents and the truthfulness of their responses. It may also reduce the systematic differences between respondents and non-respondents. In this paper, we propose a privacy-preserving method for collecting and analyzing survey responses using secure multi-party computation (SMC). The method is secure under the semi-honest adversarial model. The proposed method computes a wide variety of statistics. Total and stratified statistical counts are computed using the secure protocols developed in this paper. Then, additional statistics, such as a contingency table, a chi-square test, an odds ratio, and logistic regression, are computed within the R statistical environment using the statistical counts as building blocks. The method was evaluated on a questionnaire dataset of 3,158 respondents sampled for a medical study and simulated questionnaire datasets of up to 50,000 respondents. The computation time for the statistical analyses linearly scales as the number of respondents increases. The results show that the method is efficient and scalable for practical use. It can also be used for other applications in which categorical data are collected.

Deterministic Genericity and the Computation of homological Invariants

The main goal of this thesis is to discuss the determination of homological invariants of polynomial ideals. Thereby we consider different coordinate systems and analyze their meaning for the computation of certain invariants. In particular, we provide an algorithm that transforms any ideal into strongly stable position if char k = 0. With a slight modification, this algorithm can also be used to achieve a stable or quasi-stable position. If our field has positive characteristic, the Borel-fixed position is the maximum we can obtain with our method. Further, we present some applications of Pommaret bases, where we focus on how to directly read off invariants from this basis. In the second half of this dissertation we take a closer look at another homological invariant, namely the (absolute) reduction number. It is a known fact that one immediately receives the reduction number from the basis of the generic initial ideal. However, we show that it is not possible to formulate an algorithm – based on analyzing only the leading ideal – that transforms an ideal into a position, which allows us to directly receive this invariant from the leading ideal. So in general we can not read off the reduction number of a Pommaret basis. This result motivates a deeper investigation of which properties a coordinate system must possess so that we can determine the reduction number easily, i.e. by analyzing the leading ideal. This approach leads to the introduction of some generalized versions of the mentioned stable positions, such as the weakly D-stable or weakly D-minimal stable position. The latter represents a coordinate system that allows to determine the reduction number without any further computations. Finally, we introduce the notion of β-maximal position, which provides lots of interesting algebraic properties. In particular, this position is in combination with weakly D-stable sufficient for the weakly D-minimal stable position and so possesses a connection to the reduction number.

Particle Trajectory Computation for Accelerators and Related Technologies

This work reports an alternative method for single non-relativistic charged particle trajectory computation in 2D electrostatic or magnetostatic fields. This task is approached by analytical computation of particle trajectory, by parts, considering the constant fields within each finite element. This method has some advantages over numerical integration ones: numerical miscomputation of trajectories, and stability problems can be avoided. Among the examples presented in this paper, an interesting alternative approach for positive ion extraction from cyclotrons is shown, using strip-foils. Other particle optics devices can benefit of a method such the one proposed in this paper, as beam bending devices, spectrometers, among others. This method can be extended for particle trajectory computation in 3D domains.

Dithen: A Computation-as-a-Service Cloud Platform For Large-Scale Multimedia Processing

We present Dithen, a novel computation-as-a-service (CaaS) cloud platform specifically tailored to the parallel ex-ecution of large-scale multimedia tasks. Dithen handles the upload/download of both multimedia data and executable items, the assignment of compute units to multimedia workloads, and the reactive control of the available compute units to minimize the cloud infrastructure cost under deadline-abiding execution. Dithen combines three key properties: (i) the reactive assignment of individual multimedia tasks to available computing units according to availability and predetermined time-to-completion constraints; (ii) optimal resource estimation based on Kalman-filter estimates; (iii) the use of additive increase multiplicative decrease (AIMD) algorithms (famous for being the resource management in the transport control protocol) for the control of the number of units servicing workloads. The deployment of Dithen over Amazon EC2 spot instances is shown to be capable of processing more than 80,000 video transcoding, face detection and image processing tasks (equivalent to the processing of more than 116 GB of compressed data) for less than $1 in billing cost from EC2. Moreover, the proposed AIMD-based control mechanism, in conjunction with the Kalman estimates, is shown to provide for more than 27% reduction in EC2 spot instance cost against methods based on reactive resource estimation. Finally, Dithen is shown to offer a 38% to 500% reduction of the billing cost against the current state-of-the-art in CaaS platforms on Amazon EC2 (Amazon Lambda and Amazon Autoscale). A baseline version of Dithen is currently available at dithen.com.

Security and Trust in Distributed Computation

We propose three research problems to explore the relations between trust and security in the setting of distributed computation. In the first problem, we study trust-based adversary detection in distributed consensus computation. The adversaries we consider behave arbitrarily disobeying the consensus protocol. We propose a trust-based consensus algorithm with local and global trust evaluations. The algorithm can be abstracted using a two-layer structure with the top layer running a trust-based consensus algorithm and the bottom layer as a subroutine executing a global trust update scheme. We utilize a set of pre-trusted nodes, headers, to propagate local trust opinions throughout the network. This two-layer framework is flexible in that it can be easily extensible to contain more complicated decision rules, and global trust schemes. The first problem assumes that normal nodes are homogeneous, i.e. it is guaranteed that a normal node always behaves as it is programmed. In the second and third problems however, we assume that nodes are heterogeneous, i.e, given a task, the probability that a node generates a correct answer varies from node to node. The adversaries considered in these two problems are workers from the open crowd who are either investing little efforts in the tasks assigned to them or intentionally give wrong answers to questions. In the second part of the thesis, we consider a typical crowdsourcing task that aggregates input from multiple workers as a problem in information fusion. To cope with the issue of noisy and sometimes malicious input from workers, trust is used to model workers' expertise. In a multi-domain knowledge learning task, however, using scalar-valued trust to model a worker's performance is not sufficient to reflect the worker's trustworthiness in each of the domains. To address this issue, we propose a probabilistic model to jointly infer multi-dimensional trust of workers, multi-domain properties of questions, and true labels of questions. Our model is very flexible and extensible to incorporate metadata associated with questions. To show that, we further propose two extended models, one of which handles input tasks with real-valued features and the other handles tasks with text features by incorporating topic models. Our models can effectively recover trust vectors of workers, which can be very useful in task assignment adaptive to workers' trust in the future. These results can be applied for fusion of information from multiple data sources like sensors, human input, machine learning results, or a hybrid of them. In the second subproblem, we address crowdsourcing with adversaries under logical constraints. We observe that questions are often not independent in real life applications. Instead, there are logical relations between them. Similarly, workers that provide answers are not independent of each other either. Answers given by workers with similar attributes tend to be correlated. Therefore, we propose a novel unified graphical model consisting of two layers. The top layer encodes domain knowledge which allows users to express logical relations using first-order logic rules and the bottom layer encodes a traditional crowdsourcing graphical model. Our model can be seen as a generalized probabilistic soft logic framework that encodes both logical relations and probabilistic dependencies. To solve the collective inference problem efficiently, we have devised a scalable joint inference algorithm based on the alternating direction method of multipliers. The third part of the thesis considers the problem of optimal assignment under budget constraints when workers are unreliable and sometimes malicious. In a real crowdsourcing market, each answer obtained from a worker incurs cost. The cost is associated with both the level of trustworthiness of workers and the difficulty of tasks. Typically, access to expert-level (more trustworthy) workers is more expensive than to average crowd and completion of a challenging task is more costly than a click-away question. In this problem, we address the problem of optimal assignment of heterogeneous tasks to workers of varying trust levels with budget constraints. Specifically, we design a trust-aware task allocation algorithm that takes as inputs the estimated trust of workers and pre-set budget, and outputs the optimal assignment of tasks to workers. We derive the bound of total error probability that relates to budget, trustworthiness of crowds, and costs of obtaining labels from crowds naturally. Higher budget, more trustworthy crowds, and less costly jobs result in a lower theoretical bound. Our allocation scheme does not depend on the specific design of the trust evaluation component. Therefore, it can be combined with generic trust evaluation algorithms.

Discontinuous Galerkin Computation of the Maxwell Eigenvalues on Simplicial Meshes

This paper is concerned with the discontinuous Galerkin approximation of the Maxwell eigenproblem. After reviewing the theory developed in [5], we present a set of numerical experiments which both validate the theory, and provide further insight regarding the practical performance of discontinuous Galerkin methods, particularly in the case when non-conforming meshes, characterized by the presence of hanging nodes, are employed.

The MUSE Machine -- an Architecture for Structured Data Flow Computation

Computers employing some degree of data flow organisation are now well established as providing a possible vehicle for concurrent computation. Although data-driven computation frees the architecture from the constraints of the single program counter, processor and global memory, inherent in the classic von Neumann computer, there can still be problems with the unconstrained generation of fresh result tokens if a pure data flow approach is adopted. The advantages of allowing serial processing for those parts of a program which are inherently serial, and of permitting a demand-driven, as well as data-driven, mode of operation are identified and described. The MUSE machine described here is a structured architecture supporting both serial and parallel processing which allows the abstract structure of a program to be mapped onto the machine in a logical way.

Efficient Secure Computation for Real-world Settings and Security Models

Secure computation involves multiple parties computing a common function while keeping their inputs private, and is a growing field of cryptography due to its potential for maintaining privacy guarantees in real-world applications. However, current secure computation protocols are not yet efficient enough to be used in practice. We argue that this is due to much of the research effort being focused on generality rather than specificity. Namely, current research tends to focus on constructing and improving protocols for the strongest notions of security or for an arbitrary number of parties. However, in real-world deployments, these security notions are often too strong, or the number of parties running a protocol would be smaller. In this thesis we make several steps towards bridging the efficiency gap of secure computation by focusing on constructing efficient protocols for specific real-world settings and security models. In particular, we make the following four contributions: - We show an efficient (when amortized over multiple runs) maliciously secure two-party secure computation (2PC) protocol in the multiple-execution setting, where the same function is computed multiple times by the same pair of parties. - We improve the efficiency of 2PC protocols in the publicly verifiable covert security model, where a party can cheat with some probability but if it gets caught then the honest party obtains a certificate proving that the given party cheated. - We show how to optimize existing 2PC protocols when the function to be computed includes predicate checks on its inputs. - We demonstrate an efficient maliciously secure protocol in the three-party setting.

Processing of laser Doppler flowmetry signals from healthy subjects and patients with varicose veins: information categorization approach based on intrinsic mode functions and entropy computation

International audience

A MATLAB program for the computation of the confluent hypergeometric function Φ2

We here present a sample MATLAB program for the numerical evaluation of the confluent hypergeometric function Φ2. This program is based on the calculation of the inverse Laplace transform using the algorithm suggested by Simon and Alouini in their reference textbook [1].

Towards a logical foundation of randomized computation

This dissertation investigates the relations between logic and TCS in the probabilistic setting. It is motivated by two main considerations. On the one hand, since their appearance in the 1960s-1970s, probabilistic models have become increasingly pervasive in several fast-growing areas of CS. On the other, the study and development of (deterministic) computational models has considerably benefitted from the mutual interchanges between logic and CS. Nevertheless, probabilistic computation was only marginally touched by such fruitful interactions. The goal of this thesis is precisely to (start) bring(ing) this gap, by developing logical systems corresponding to specific aspects of randomized computation and, therefore, by generalizing standard achievements to the probabilistic realm. To do so, our key ingredient is the introduction of new, measure-sensitive quantifiers associated with quantitative interpretations. The dissertation is tripartite. In the first part, we focus on the relation between logic and counting complexity classes. We show that, due to our classical counting propositional logic, it is possible to generalize to counting classes, the standard results by Cook and Meyer and Stockmeyer linking propositional logic and the polynomial hierarchy. Indeed, we show that the validity problem for counting-quantified formulae captures the corresponding level in Wagner's hierarchy. In the second part, we consider programming language theory. Type systems for randomized \lambda-calculi, also guaranteeing various forms of termination properties, were introduced in the last decades, but these are not "logically oriented" and no Curry-Howard correspondence is known for them. Following intuitions coming from counting logics, we define the first probabilistic version of the correspondence. Finally, we consider the relationship between arithmetic and computation. We present a quantitative extension of the language of arithmetic able to formalize basic results from probability theory. This language is also our starting point to define randomized bounded theories and, so, to generalize canonical results by Buss.