On parameter estimation in population models

We describe methods for estimating the parameters of Markovian population processes in continuous time, thus increasing their utility in modelling real biological systems. A general approach, applicable to any finite-state continuous-time Markovian model, is presented, and this is specialised to a computationally more efficient method applicable to a class of models called density-dependent Markov population processes. We illustrate the versatility of both approaches by estimating the parameters of the stochastic SIS logistic model from simulated data. This model is also fitted to data from a population of Bay checkerspot butterfly (Euphydryas editha bayensis), allowing us to assess the viability of this population. (c) 2006 Elsevier Inc. All rights reserved.

EM optimization of latent-variable density models

There is currently considerable interest in developing general non-linear density models based on latent, or hidden, variables. Such models have the ability to discover the presence of a relatively small number of underlying `causes' which, acting in combination, give rise to the apparent complexity of the observed data set. Unfortunately, to train such models generally requires large computational effort. In this paper we introduce a novel latent variable algorithm which retains the general non-linear capabilities of previous models but which uses a training procedure based on the EM algorithm. We demonstrate the performance of the model on a toy problem and on data from flow diagnostics for a multi-phase oil pipeline.

Subthalamic nucleus neurones in slices from 1-methyl-4-phenyl-1,2,3,6-tetrahydropyridine-lesioned mice show irregular, dopamine-reversible firing pattern changes, but without synchronous activity

The loss of dopamine in idiopathic or animal models of Parkinson's disease induces synchronized low-frequency oscillatory burst-firing in subthalamic nucleus neurones. We sought to establish whether these firing patterns observed in vivo were preserved in slices taken from dopamine-depleted animals, thus establishing a role for the isolated subthalamic-globus pallidus complex in generating the pathological activity. Mice treated with 1-methyl-4-phenyl-1,2,3,6-tetrahydropyridine (MPTP) showed significant reductions of over 90% in levels of dopamine as measured in striatum by high pressure liquid chromatography. Likewise, significant reductions in tyrosine hydroxylase immunostaining within the striatum (>90%) and tyrosine hydroxylase positive cell numbers (65%) in substantia nigra were observed. Compared with slices from intact mice, neurones in slices from MPTP-lesioned mice fired significantly more slowly (mean rate of 4.2 Hz, cf. 7.2 Hz in control) and more irregularly (mean coefficient of variation of inter-spike interval of 94.4%, cf. 37.9% in control). Application of ionotropic glutamate receptor antagonists 6-cyano-7-nitroquinoxaline-2,3-dione (CNQX) and 2-amino-5-phosphonopentanoic acid (AP5) and the GABAA receptor antagonist picrotoxin caused no change in firing pattern. Bath application of dopamine significantly increased cell firing rate and regularized the pattern of activity in cells from slices from both MPTP-treated and control animals. Although the absolute change was more modest in control slices, the maximum dopamine effect in the two groups was comparable. Indeed, when taking into account the basal firing rate, no differences in the sensitivity to dopamine were observed between these two cohorts. Furthermore, pairs of subthalamic nucleus cells showed no correlated activity in slices from either control (21 pairs) or MPTP-treated animals (20 pairs). These results indicate that the isolated but interconnected subthalamic-globus pallidus network is not itself sufficient to generate the aberrant firing patterns in dopamine-depleted animals. More likely, inputs from other regions, such as the cortex, are needed to generate pathological oscillatory activity. © 2006 IBRO.

An accurate Markov model for slotted CSMA/CA algorithm in IEEE 802.15.4 networks

In this letter we propose an Markov model for slotted CSMA/CA algorithm working in a non-acknowledgement mode, specified in IEEE 802.15.4 standard. Both saturation throughput and energy consumption are modeled as functions of backoff window size, number of contending devices and frame length. Simulations show that the proposed model can achieve a very high accuracy (less than 1% mismatch) if compared to all existing models (bigger than 10% mismatch).

Automatic labelling of topic models learned from Twitter by summarisation

Latent topics derived by topic models such as Latent Dirichlet Allocation (LDA) are the result of hidden thematic structures which provide further insights into the data. The automatic labelling of such topics derived from social media poses however new challenges since topics may characterise novel events happening in the real world. Existing automatic topic labelling approaches which depend on external knowledge sources become less applicable here since relevant articles/concepts of the extracted topics may not exist in external sources. In this paper we propose to address the problem of automatic labelling of latent topics learned from Twitter as a summarisation problem. We introduce a framework which apply summarisation algorithms to generate topic labels. These algorithms are independent of external sources and only rely on the identification of dominant terms in documents related to the latent topic. We compare the efficiency of existing state of the art summarisation algorithms. Our results suggest that summarisation algorithms generate better topic labels which capture event-related context compared to the top-n terms returned by LDA. © 2014 Association for Computational Linguistics.

Performance modelling and analysis of multiple coexisting IEEE 802.15.4 wireless sensor networks

With the features of low-power and flexible networking capabilities IEEE 802.15.4 has been widely regarded as one strong candidate of communication technologies for wireless sensor networks (WSNs). It is expected that with an increasing number of deployments of 802.15.4 based WSNs, multiple WSNs could coexist with full or partial overlap in residential or enterprise areas. As WSNs are usually deployed without coordination, the communication could meet significant degradation with the 802.15.4 channel access scheme, which has a large impact on system performance. In this thesis we are motivated to investigate the effectiveness of 802.15.4 networks supporting WSN applications with various environments, especially when hidden terminals are presented due to the uncoordinated coexistence problem. Both analytical models and system level simulators are developed to analyse the performance of the random access scheme specified by IEEE 802.15.4 medium access control (MAC) standard for several network scenarios. The first part of the thesis investigates the effectiveness of single 802.15.4 network supporting WSN applications. A Markov chain based analytic model is applied to model the MAC behaviour of IEEE 802.15.4 standard and a discrete event simulator is also developed to analyse the performance and verify the proposed analytical model. It is observed that 802.15.4 networks could sufficiently support most WSN applications with its various functionalities. After the investigation of single network, the uncoordinated coexistence problem of multiple 802.15.4 networks deployed with communication range fully or partially overlapped are investigated in the next part of the thesis. Both nonsleep and sleep modes are investigated with different channel conditions by analytic and simulation methods to obtain the comprehensive performance evaluation. It is found that the uncoordinated coexistence problem can significantly degrade the performance of 802.15.4 networks, which is unlikely to satisfy the QoS requirements for many WSN applications. The proposed analytic model is validated by simulations which could be used to obtain the optimal parameter setting before WSNs deployments to eliminate the interference risks.

Optical regeneration at 40 Gb/s in dispersion-managed transmission lines with in-line synchronous modulators

Numerical optimization is performed of the 40-Gb/s dispersion-managed (DM) soliton transmission system with in-line synchronous intensity modulation. Stability of DM soliton transmission results from a combined action of dispersion, nonlinearity, in-line filtering, and modulation through effective periodic bandwidth management of carrier pulses. Therefore, analysis of the multiparametric problem is typically required. A two-stage time-saving numerical optimization procedure is applied. At the first step, the regions of the stable carrier propagation are determined using theoretical models available for DM solitons, and system parameters are optimized. At the second stage, full numerical simulations are undertaken in order to verify the tolerance of optimal transmission regimes. An approach developed demonstrates feasibility of error-free transmission over 20 000 km in a transmission line composed of standard fiber and dispersion compensation fiber at 40 Gb/s.

Single-Server Queueing System with Markov-Modulated Arrivals and Service Times

Key words: Markov-modulated queues, waiting time, heavy traffic.

On the Lp-Norm Regression Models for Estimating Value-at-Risk

Analysis of risk measures associated with price series data movements and its predictions are of strategic importance in the financial markets as well as to policy makers in particular for short- and longterm planning for setting up economic growth targets. For example, oilprice risk-management focuses primarily on when and how an organization can best prevent the costly exposure to price risk. Value-at-Risk (VaR) is the commonly practised instrument to measure risk and is evaluated by analysing the negative/positive tail of the probability distributions of the returns (profit or loss). In modelling applications, least-squares estimation (LSE)-based linear regression models are often employed for modeling and analyzing correlated data. These linear models are optimal and perform relatively well under conditions such as errors following normal or approximately normal distributions, being free of large size outliers and satisfying the Gauss-Markov assumptions. However, often in practical situations, the LSE-based linear regression models fail to provide optimal results, for instance, in non-Gaussian situations especially when the errors follow distributions with fat tails and error terms possess a finite variance. This is the situation in case of risk analysis which involves analyzing tail distributions. Thus, applications of the LSE-based regression models may be questioned for appropriateness and may have limited applicability. We have carried out the risk analysis of Iranian crude oil price data based on the Lp-norm regression models and have noted that the LSE-based models do not always perform the best. We discuss results from the L1, L2 and L∞-norm based linear regression models. ACM Computing Classification System (1998): B.1.2, F.1.3, F.2.3, G.3, J.2.

Lp Microlocal Supercritical Markov Branching Processes with Non-Homogeneous Poisson Immigration

2010 Mathematics Subject Classification: 60J80.

Design and flux-weakening control of an interior permanent magnet synchronous motor for electric vehicles

Permanent magnet synchronous motors (PMSMs) provide a competitive technology for EV traction drives owing to their high power density and high efficiency. In this paper, three types of interior PMSMs with different PM arrangements are modeled by the finite element method (FEM). For a given amount of permanent magnet materials, the V shape interior PMSM is found better than the U-shape and the conventional rotor topologies for EV traction drives. Then the V shape interior PMSM is further analyzed with the effects of stator slot opening and the permanent magnet pole chamfering on cogging torque and output torque performance. A vector-controlled flux-weakening method is developed and simulated in matlab to expand the motor speed range for EV drive system. The results show good dynamic and steady-state performance with a capability of expanding speed up to 4 times of the rated. A prototype of the V shape interior PMSM is also manufactured and tested to validate the numerical models built by the finite element method.

A rejtett gazdaság és az ellene való fellépés tényezői = The hidden economy and the factors involved in combating it

A szerzők közgazdasági modellek áttekintése segítségével elemzik a rejtett gazdaságban való részvétel tényezőit. Bemutatják, hogy a haszonmaximáló cselekvők a rejtett gazdaság egyes megjelenési formáival kapcsolatos döntésük meghozatala során (például adócsalás esetében) számot vetnek a rejtett gazdaságban való részvétel, illetve az attól való tartózkodás költségeivel és hasznaival. A tanulmány az adócsalás társadalmilag optimális szintjének meghatározásával foglalkozik a rejtett gazdasággal szembeni kormányzati lépések egyes típusaival, ezek hatásaival és a rejtett gazdasággal szembeni optimális kormányzati politika lehetőségeivel. _______ The authors analyse the factors behind participation in the hidden economy, through a review of the models of economic theory. They show that those seeking to maximize profits weigh various forms of the hidden economy (tax evasion, for instance), in the search for the optimum solution, calculate the costs and benefits of participating in the hidden economy or refraining from doing so. Taking the ‘socially optimum level’ of tax evasion, the study covers the various types of government measures that can be taken against the hidden economy, the effects of them, and the scope for an optimum government policy to combat the hidden economy.

A Markov chain location-allocation meta-model for hurricane relief

An emergency is a deviation from a planned course of events that endangers people, properties, or the environment. It can be described as an unexpected event that causes economic damage, destruction, and human suffering. When a disaster happens, Emergency Managers are expected to have a response plan to most likely disaster scenarios. Unlike earthquakes and terrorist attacks, a hurricane response plan can be activated ahead of time, since a hurricane is predicted at least five days before it makes landfall. This research looked into the logistics aspects of the problem, in an attempt to develop a hurricane relief distribution network model. We addressed the problem of how to efficiently and effectively deliver basic relief goods to victims of a hurricane disaster. Specifically, where to preposition State Staging Areas (SSA), which Points of Distributions (PODs) to activate, and the allocation of commodities to each POD. Previous research has addressed several of these issues, but not with the incorporation of the random behavior of the hurricane's intensity and path. This research presents a stochastic meta-model that deals with the location of SSAs and the allocation of commodities. The novelty of the model is that it treats the strength and path of the hurricane as stochastic processes, and models them as Discrete Markov Chains. The demand is also treated as stochastic parameter because it depends on the stochastic behavior of the hurricane. However, for the meta-model, the demand is an input that is determined using Hazards United States (HAZUS), a software developed by the Federal Emergency Management Agency (FEMA) that estimates losses due to hurricanes and floods. A solution heuristic has been developed based on simulated annealing. Since the meta-model is a multi-objective problem, the heuristic is a multi-objective simulated annealing (MOSA), in which the initial solution and the cooling rate were determined via a Design of Experiments. The experiment showed that the initial temperature (T0) is irrelevant, but temperature reduction (δ) must be very gradual. Assessment of the meta-model indicates that the Markov Chains performed as well or better than forecasts made by the National Hurricane Center (NHC). Tests of the MOSA showed that it provides solutions in an efficient manner. Thus, an illustrative example shows that the meta-model is practical.

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.

Design and Flux-Weakening Control of an Interior Permanent Magnet Synchronous Motor for Electric Vehicles

Permanent magnet synchronous motors (PMSMs) provide a competitive technology for EV traction drives owing to their high power density and high efficiency. In this paper, three types of interior PMSMs with different PM arrangements are modeled by the finite element method (FEM). For a given amount of permanent magnet materials, the V-shape interior PMSM is found better than the U-shape and the conventional rotor topologies for EV traction drives. Then the V-shape interior PMSM is further analyzed with the effects of stator slot opening and the permanent magnet pole chamfering on cogging torque and output torque performance. A vector-controlled flux-weakening method is developed and simulated in Matlab to expand the motor speed range for EV drive system. The results show good dynamic and steady-state performance with a capability of expanding speed up to four times of the rated. A prototype of the V-shape interior PMSM is also manufactured and tested to validate the numerical models built by the FEM.