Gaussian process models for sensor-centric robot localisation

This paper presents an approach to building an observation likelihood function from a set of sparse, noisy training observations taken from known locations by a sensor with no obvious geometric model. The basic approach is to fit an interpolant to the training data, representing the expected observation, and to assume additive sensor noise. This paper takes a Bayesian view of the problem, maintaining a posterior over interpolants rather than simply the maximum-likelihood interpolant, giving a measure of uncertainty in the map at any point. This is done using a Gaussian process framework. To validate the approach experimentally, a model of an environment is built using observations from an omni-directional camera. After a model has been built from the training data, a particle filter is used to localise while traversing this environment

Bayesian hierarchical analysis on crash prediction models

Traditional crash prediction models, such as generalized linear regression models, are incapable of taking into account the multilevel data structure, which extensively exists in crash data. Disregarding the possible within-group correlations can lead to the production of models giving unreliable and biased estimates of unknowns. This study innovatively proposes a -level hierarchy, viz. (Geographic region level – Traffic site level – Traffic crash level – Driver-vehicle unit level – Vehicle-occupant level) Time level, to establish a general form of multilevel data structure in traffic safety analysis. To properly model the potential cross-group heterogeneity due to the multilevel data structure, a framework of Bayesian hierarchical models that explicitly specify multilevel structure and correctly yield parameter estimates is introduced and recommended. The proposed method is illustrated in an individual-severity analysis of intersection crashes using the Singapore crash records. This study proved the importance of accounting for the within-group correlations and demonstrated the flexibilities and effectiveness of the Bayesian hierarchical method in modeling multilevel structure of traffic crash data.

Generalized aggregate Quality of Service computation for composite services

This article addresses the problem of estimating the Quality of Service (QoS) of a composite service given the QoS of the services participating in the composition. Previous solutions to this problem impose restrictions on the topology of the orchestration models, limiting their applicability to well-structured orchestration models for example. This article lifts these restrictions by proposing a method for aggregate QoS computation that deals with more general types of unstructured orchestration models. The applicability and scalability of the proposed method are validated using a collection of models from industrial practice.

Semiparametric estimation of count regression models

This paper develops a semiparametric estimation approach for mixed count regression models based on series expansion for the unknown density of the unobserved heterogeneity. We use the generalized Laguerre series expansion around a gamma baseline density to model unobserved heterogeneity in a Poisson mixture model. We establish the consistency of the estimator and present a computational strategy to implement the proposed estimation techniques in the standard count model as well as in truncated, censored, and zero-inflated count regression models. Monte Carlo evidence shows that the finite sample behavior of the estimator is quite good. The paper applies the method to a model of individual shopping behavior. © 1999 Elsevier Science S.A. All rights reserved.

Working covariance model selection for generalized estimating equations

We investigate methods for data-based selection of working covariance models in the analysis of correlated data with generalized estimating equations. We study two selection criteria: Gaussian pseudolikelihood and a geodesic distance based on discrepancy between model-sensitive and model-robust regression parameter covariance estimators. The Gaussian pseudolikelihood is found in simulation to be reasonably sensitive for several response distributions and noncanonical mean-variance relations for longitudinal data. Application is also made to a clinical dataset. Assessment of adequacy of both correlation and variance models for longitudinal data should be routine in applications, and we describe open-source software supporting this practice.

Working-correlation-structure identification in generalized estimating equations

Selecting an appropriate working correlation structure is pertinent to clustered data analysis using generalized estimating equations (GEE) because an inappropriate choice will lead to inefficient parameter estimation. We investigate the well-known criterion of QIC for selecting a working correlation Structure. and have found that performance of the QIC is deteriorated by a term that is theoretically independent of the correlation structures but has to be estimated with an error. This leads LIS to propose a correlation information criterion (CIC) that substantially improves the QIC performance. Extensive simulation studies indicate that the CIC has remarkable improvement in selecting the correct correlation structures. We also illustrate our findings using a data set from the Madras Longitudinal Schizophrenia Study.

Unbiased estimating equations from working correlation models for irregularly timed repeated measures

The method of generalized estimating equation-, (GEEs) has been criticized recently for a failure to protect against misspecification of working correlation models, which in some cases leads to loss of efficiency or infeasibility of solutions. However, the feasibility and efficiency of GEE methods can be enhanced considerably by using flexible families of working correlation models. We propose two ways of constructing unbiased estimating equations from general correlation models for irregularly timed repeated measures to supplement and enhance GEE. The supplementary estimating equations are obtained by differentiation of the Cholesky decomposition of the working correlation, or as score equations for decoupled Gaussian pseudolikelihood. The estimating equations are solved with computational effort equivalent to that required for a first-order GEE. Full details and analytic expressions are developed for a generalized Markovian model that was evaluated through simulation. Large-sample ".sandwich" standard errors for working correlation parameter estimates are derived and shown to have good performance. The proposed estimating functions are further illustrated in an analysis of repeated measures of pulmonary function in children.

A generalized estimating equations approach for analysis of the impact of new technology on a trawl fishery

The article describes a generalized estimating equations approach that was used to investigate the impact of technology on vessel performance in a trawl fishery during 1988-96, while accounting for spatial and temporal correlations in the catch-effort data. Robust estimation of parameters in the presence of several levels of clustering depended more on the choice of cluster definition than on the choice of correlation structure within the cluster. Models with smaller cluster sizes produced stable results, while models with larger cluster sizes, that may have had complex within-cluster correlation structures and that had within-cluster covariates, produced estimates sensitive to the correlation structure. The preferred model arising from this dataset assumed that catches from a vessel were correlated in the same years and the same areas, but independent in different years and areas. The model that assumed catches from a vessel were correlated in all years and areas, equivalent to a random effects term for vessel, produced spurious results. This was an unexpected finding that highlighted the need to adopt a systematic strategy for modelling. The article proposes a modelling strategy of selecting the best cluster definition first, and the working correlation structure (within clusters) second. The article discusses the selection and interpretation of the model in the light of background knowledge of the data and utility of the model, and the potential for this modelling approach to apply in similar statistical situations.

Identification of dynamical systems with fractional derivative damping models using inverse sensitivity analysis

The problem of identifying parameters of time invariant linear dynamical systems with fractional derivative damping models, based on a spatially incomplete set of measured frequency response functions and experimentally determined eigensolutions, is considered. Methods based on inverse sensitivity analysis of damped eigensolutions and frequency response functions are developed. It is shown that the eigensensitivity method requires the development of derivatives of solutions of an asymmetric generalized eigenvalue problem. Both the first and second order inverse sensitivity analyses are considered. The study demonstrates the successful performance of the identification algorithms developed based on synthetic data on one, two and a 33 degrees of freedom vibrating systems with fractional dampers. Limited studies have also been conducted by combining finite element modeling with experimental data on accelerances measured in laboratory conditions on a system consisting of two steel beams rigidly joined together by a rubber hose. The method based on sensitivity of frequency response functions is shown to be more efficient than the eigensensitivity based method in identifying system parameters, especially for large scale systems.

Parameter estimation and sensitivity analysis of fat deposition models in beef steers using acslXtreme.

The Davis Growth Model (a dynamic steer growth model encompassing 4 fat deposition models) is currently being used by the phenotypic prediction program of the Cooperative Research Centre (CRC) for Beef Genetic Technologies to predict P8 fat (mm) in beef cattle to assist beef producers meet market specifications. The concepts of cellular hyperplasia and hypertrophy are integral components of the Davis Growth Model. The net synthesis of total body fat (kg) is calculated from the net energy available after accounting tor energy needs for maintenance and protein synthesis. Total body fat (kg) is then partitioned into 4 fat depots (intermuscular, intramuscular, subcutaneous, and visceral). This paper reports on the parameter estimation and sensitivity analysis of the DNA (deoxyribonucleic acid) logistic growth equations and the fat deposition first-order differential equations in the Davis Growth Model using acslXtreme (Hunstville, AL, USA, Xcellon). The DNA and fat deposition parameter coefficients were found to be important determinants of model function; the DNA parameter coefficients with days on feed >100 days and the fat deposition parameter coefficients for all days on feed. The generalized NL2SOL optimization algorithm had the fastest processing time and the minimum number of objective function evaluations when estimating the 4 fat deposition parameter coefficients with 2 observed values (initial and final fat). The subcutaneous fat parameter coefficient did indicate a metabolic difference for frame sizes. The results look promising and the prototype Davis Growth Model has the potential to assist the beef industry meet market specifications.

Regularized numerical integration of multibody dynamics with the generalized alpha method*

This paper discusses the consistent regularization property of the generalized α method when applied as an integrator to an initial value high index and singular differential-algebraic equation model of a multibody system. The regularization comes from within the discretization itself and the discretization remains consistent over the range of values the regularization parameter may take. The regularization involves increase of the smallest singular values of the ill-conditioned Jacobian of the discretization and is different from Baumgarte and similar techniques which tend to be inconsistent for poor choice of regularization parameter. This regularization also helps where pre-conditioning the Jacobian by scaling is of limited effect, for example, when the scleronomic constraints contain multiple closed loops or singular configuration or when high index path constraints are present. The feed-forward control in Kane's equation models is additionally considered in the numerical examples to illustrate the effect of regularization. The discretization presented in this work is adopted to the first order DAE system (unlike the original method which is intended for second order systems) for its A-stability and same order of accuracy for positions and velocities.

Modeling Asymmetries in Financial Data with Multiplicative Error Models

This thesis addresses modeling of financial time series, especially stock market returns and daily price ranges. Modeling data of this kind can be approached with so-called multiplicative error models (MEM). These models nest several well known time series models such as GARCH, ACD and CARR models. They are able to capture many well established features of financial time series including volatility clustering and leptokurtosis. In contrast to these phenomena, different kinds of asymmetries have received relatively little attention in the existing literature. In this thesis asymmetries arise from various sources. They are observed in both conditional and unconditional distributions, for variables with non-negative values and for variables that have values on the real line. In the multivariate context asymmetries can be observed in the marginal distributions as well as in the relationships of the variables modeled. New methods for all these cases are proposed. Chapter 2 considers GARCH models and modeling of returns of two stock market indices. The chapter introduces the so-called generalized hyperbolic (GH) GARCH model to account for asymmetries in both conditional and unconditional distribution. In particular, two special cases of the GARCH-GH model which describe the data most accurately are proposed. They are found to improve the fit of the model when compared to symmetric GARCH models. The advantages of accounting for asymmetries are also observed through Value-at-Risk applications. Both theoretical and empirical contributions are provided in Chapter 3 of the thesis. In this chapter the so-called mixture conditional autoregressive range (MCARR) model is introduced, examined and applied to daily price ranges of the Hang Seng Index. The conditions for the strict and weak stationarity of the model as well as an expression for the autocorrelation function are obtained by writing the MCARR model as a first order autoregressive process with random coefficients. The chapter also introduces inverse gamma (IG) distribution to CARR models. The advantages of CARR-IG and MCARR-IG specifications over conventional CARR models are found in the empirical application both in- and out-of-sample. Chapter 4 discusses the simultaneous modeling of absolute returns and daily price ranges. In this part of the thesis a vector multiplicative error model (VMEM) with asymmetric Gumbel copula is found to provide substantial benefits over the existing VMEM models based on elliptical copulas. The proposed specification is able to capture the highly asymmetric dependence of the modeled variables thereby improving the performance of the model considerably. The economic significance of the results obtained is established when the information content of the volatility forecasts derived is examined.

Assessment of functional forms of crop yield loss models of invasive plant species applied in decision support tools and bioeconomic modelling

AbstractObjectives Decision support tools (DSTs) for invasive species management have had limited success in producing convincing results and meeting users' expectations. The problems could be linked to the functional form of model which represents the dynamic relationship between the invasive species and crop yield loss in the DSTs. The objectives of this study were: a) to compile and review the models tested on field experiments and applied to DSTs; and b) to do an empirical evaluation of some popular models and alternatives. Design and methods This study surveyed the literature and documented strengths and weaknesses of the functional forms of yield loss models. Some widely used models (linear, relative yield and hyperbolic models) and two potentially useful models (the double-scaled and density-scaled models) were evaluated for a wide range of weed densities, maximum potential yield loss and maximum yield loss per weed. Results Popular functional forms include hyperbolic, sigmoid, linear, quadratic and inverse models. Many basic models were modified to account for the effect of important factors (weather, tillage and growth stage of crop at weed emergence) influencing weed–crop interaction and to improve prediction accuracy. This limited their applicability for use in DSTs as they became less generalized in nature and often were applicable to a much narrower range of conditions than would be encountered in the use of DSTs. These factors' effects could be better accounted by using other techniques. Among the model empirically assessed, the linear model is a very simple model which appears to work well at sparse weed densities, but it produces unrealistic behaviour at high densities. The relative-yield model exhibits expected behaviour at high densities and high levels of maximum yield loss per weed but probably underestimates yield loss at low to intermediate densities. The hyperbolic model demonstrated reasonable behaviour at lower weed densities, but produced biologically unreasonable behaviour at low rates of loss per weed and high yield loss at the maximum weed density. The density-scaled model is not sensitive to the yield loss at maximum weed density in terms of the number of weeds that will produce a certain proportion of that maximum yield loss. The double-scaled model appeared to produce more robust estimates of the impact of weeds under a wide range of conditions. Conclusions Previously tested functional forms exhibit problems for use in DSTs for crop yield loss modelling. Of the models evaluated, the double-scaled model exhibits desirable qualitative behaviour under most circumstances.

On a generalized dynamic model of bi-state social interaction processes

A non-linear model, construed as a generalized version of the models put forth earlier for the study of bi-state social interaction processes, is proposed in this study. The feasibility of deriving the dynamics of such processes is demonstrated by establishing equivalence between the non-linear model and a higher order linear model.

Genetic analysis of structural brain connectivity using DICCCOL models of diffusion MRI in 522 twins

Genetic and environmental factors affect white matter connectivity in the normal brain, and they also influence diseases in which brain connectivity is altered. Little is known about genetic influences on brain connectivity, despite wide variations in the brain's neural pathways. Here we applied the 'DICCCOL' framework to analyze structural connectivity, in 261 twin pairs (522 participants, mean age: 21.8 y ± 2.7SD). We encoded connectivity patterns by projecting the white matter (WM) bundles of all 'DICCCOLs' as a tracemap (TM). Next we fitted an A/C/E structural equation model to estimate additive genetic (A), common environmental (C), and unique environmental/error (E) components of the observed variations in brain connectivity. We found 44 'heritable DICCCOLs' whose connectivity was genetically influenced (α2>1%); half of them showed significant heritability (α2>20%). Our analysis of genetic influences on WM structural connectivity suggests high heritability for some WM projection patterns, yielding new targets for genome-wide association studies.