Online Learning of Non-stationary Sequences

We consider an online learning scenario in which the learner can make predictions on the basis of a fixed set of experts. The performance of each expert may change over time in a manner unknown to the learner. We formulate a class of universal learning algorithms for this problem by expressing them as simple Bayesian algorithms operating on models analogous to Hidden Markov Models (HMMs). We derive a new performance bound for such algorithms which is considerably simpler than existing bounds. The bound provides the basis for learning the rate at which the identity of the optimal expert switches over time. We find an analytic expression for the a priori resolution at which we need to learn the rate parameter. We extend our scalar switching-rate result to models of the switching-rate that are governed by a matrix of parameters, i.e. arbitrary homogeneous HMMs. We apply and examine our algorithm in the context of the problem of energy management in wireless networks. We analyze the new results in the framework of Information Theory.

Study on Granular Dynamics in Vertically Vibrated Beds using Tracking Technique

The study of granular material is of great interest to many researchers in both engineering and science communities. The importance of such a study derives from its complex rheological character and also its significant role in a wide range of industrial applications, such as coal, food, plastics, pharmaceutical, powder metallurgy and mineral processing. A number of recent reports have been focused on the physics of non-cohesive granular material submitted to vertical vibration in either experimental or theoretical approaches. Such a kind of system can be used to separate, mix and dry granular materials in industries. It exhibits different instability behaviour on its surface when under vertical vibration, for example, avalanching, surface fluidization and surface wave, and these phenomena have attracted particular interest of many researchers. However, its fundamental understanding of the instability mechanism is not yet well-understood. This paper is therefore to study the dynamics of granular motion in such a kind of system using Positron Emission Particle Tracking (PEPT), which allows the motion of a single tracer particle to be followed in a non-invasive way. Features of the solids motion such as cycle frequency and dispersion index were investigated via means of authors’ specially-written programmes. Regardless of the surface behaviour, particles are found to travel in rotational movement in horizontal plane. Particle cycle frequency is found to increase strongly with increasing vibration amplitude. Particle dispersion also increased strongly with vibration amplitude. Horizontal dispersion is observed to always exceed vertical dispersion.

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach

We examine the long-run relationship between the parallel and the official exchange rate in Colombia over two regimes; a crawling peg period and a more flexible crawling band one. The short-run adjustment process of the parallel rate is examined both in a linear and a nonlinear context. We find that the change from the crawling peg to the crawling band regime did not affect the long-run relationship between the official and parallel exchange rates, but altered the short-run dynamics. Non-linear adjustment seems appropriate for the first period, mainly due to strict foreign controls that cause distortions in the transition back to equilibrium once disequilibrium occurs

Auge minero-energético, enfermedad holandesa e informalidad en Colombia: un análisis a partir de un modelo DSGE

El presente trabajo desarrolla un modelo macroeconómico de equilibrio general dinámico y estocástico (DSGE), con el fin de analizar los efectos macroeconómicos que se derivan de simular un choque positivo al componente estocástico de la productividad del sector minero-energético. Este hecho genera un aumento generalizado de los salarios en el sector formal y en el recaudo tributario, incrementando el consumo total de los miembros del hogar. Esto genera un incremento del precio de los bienes no transables relativo al precio de los bienes transables, disminuyendo la tasa de cambio real (apreciación) y provocando un desplazamiento de los recursos productivos, desde el sector transable (manufacturero) al no-transable, seguido de un aumento en el PIB y empleo formal de la economía. Esto hace que el sector formal agregado absorba trabajadores desde el sector informal a través del subsector formal no-transable, lo que disminuye el PIB informal. En consecuencia, el consumo neto de los miembros informales disminuye, lo que incentiva a que algunos miembros del hogar no se empleen en el sector informal y prefieran quedarse desempleados. Por lo tanto, el resultado final sobre el mercado laboral es una disminución de los trabajadores informales, de los cuales una parte se encuentra en el sector formal, y la parte restante está en condición de desempleo.

Racial and spatial interaction for neighborhood dynamics in Chicago

We look at at the empirical validity of Schelling’s models for racial residential segregation applied to the case of Chicago. Most of the empirical literature has focused exclusively the single neighborhood model, also known as the tipping point model and neglected a multineighborhood approach or a unified approach. The multi-neighborhood approach introduced spatial interaction across the neighborhoods, in particular we look at spatial interaction across neighborhoods sharing a border. An initial exploration of the data indicates that spatial contiguity might be relevant to properly analyse the so call tipping phenomena of predominately non-Hispanic white neighborhoods to predominantly minority neighborhoods within a decade. We introduce an econometric model that combines an approach to estimate tipping point using threshold effects and a spatial autoregressive model. The estimation results from the model disputes the existence of a tipping point, that is a discontinuous change in the rate of growth of the non-Hispanic white population due to a small increase in the minority share of the neighborhood. In addition we find that racial distance between the neighborhood of interest and it surrounding neighborhoods has an important effect on the dynamics of racial segregation in Chicago.

Population Assessment of an Endangered Shorebird: the Piping Plover (Charadrius melodus melodus) in Eastern Canada

Small, at-risk populations are those for which accurate demographic information is most crucial to conservation and recovery, but also where data collection is constrained by logistical challenges and small sample sizes. Migratory animals in particular may experience a wide range of threats to survival and reproduction throughout each annual cycle, and identification of life stages most critical to persistence may be especially difficult for these populations. The endangered eastern Canadian breeding population of Piping Plover (Charadrius melodus melodus) was estimated at only 444 adults in 2005, and extensive effort has been invested in conservation activities, reproductive monitoring, and marking of individual birds, providing a comprehensive data set on population dynamics since 1998. We used these data to build a matrix projection model for two Piping Plover population segments that nest in eastern Canada in order to estimate both deterministic and stochastic rates of population growth (λd and λs, respectively). Annual population censuses suggested moderate growth in abundance between 1998–2003, but vital rate estimates indicated that this temporary growth may be replaced by declines in the long term, both in southern Nova Scotia (λd = 1.0043, λs = 0.9263) and in the Gulf of St. Lawrence (λd = 0.9651, λs = 0.8214). Nonetheless, confidence intervals on λ estimates were relatively wide, highlighting remaining uncertainty in future population trajectories. Differences in projected growth between regions appear to be driven by low estimated juvenile post-fledging survival in the Gulf, but threats to juveniles of both population segments following departure from nesting beaches remain unidentified. Similarly, λ in both population segments was particularly sensitive to changes in adult survival as expected for most migratory birds, but very little is understood about the threats to Piping Plover survival during migration and overwintering. Consequently, we suggest that future recovery efforts for these and other vulnerable migrants should quantify and manage the largely unknown sources of both adult and juvenile mortality during non-breeding seasons while maintaining current levels of nesting habitat protection.

Lesser Scaup Population Dynamics: What Can Be Learned from Available Data?

Populations of Lesser Scaup (Aythya affinis) have declined markedly in North America since the early 1980s. When considering alternatives for achieving population recovery, it would be useful to understand how the rate of population growth is functionally related to the underlying vital rates and which vital rates affect population growth rate the most if changed (which need not be those that influenced historical population declines). To establish a more quantitative basis for learning about life history and population dynamics of Lesser Scaup, we summarized published and unpublished estimates of vital rates recorded between 1934 and 2005, and developed matrix life-cycle models with these data for females breeding in the boreal forest, prairie-parklands, and both regions combined. We then used perturbation analysis to evaluate the effect of changes in a variety of vital-rate statistics on finite population growth rate and abundance. Similar to Greater Scaup (Aythya marila), our modeled population growth rate for Lesser Scaup was most sensitive to unit and proportional change in adult female survival during the breeding and non-breeding seasons, but much less so to changes in fecundity parameters. Interestingly, population growth rate was also highly sensitive to unit and proportional changes in the mean of nesting success, duckling survival, and juvenile survival. Given the small samples of data for key aspects of the Lesser Scaup life cycle, we recommend additional research on vital rates that demonstrate a strong effect on population growth and size (e.g., adult survival probabilities). Our life-cycle models should be tested and regularly updated in the future to simultaneously guide science and management of Lesser Scaup populations in an adaptive context.

Nonbreeding-Season Drivers of Population Dynamics in Seasonal Migrants: Conservation Parallels Across Taxa

For seasonal migrants, logistical constraints have often limited conservation efforts to improving survival and reproduction during the breeding season only. Yet, mounting empirical evidence suggests that events occurring throughout the migratory life cycle can critically alter the demography of many migrant species. Herein, we build upon recent syntheses of avian migration research to review the role of non-breeding seasons in determining the population dynamics and fitness of diverse migratory taxa, including salmonid fishes, marine mammals, ungulates, sea turtles, butterflies, and numerous bird groups. We discuss several similarities across these varied migrants: (i) non-breeding survivorship tends to be a strong driver of population growth; (ii) non-breeding events can affect fitness in subsequent seasons through seasonal interactions at individual- and population-levels; (iii) broad-scale climatic influences often alter non-breeding resources and migration timing, and may amplify population impacts through covariation among seasonal vital rates; and (iv) changes to both stationary and migratory non-breeding habitats can have important consequences for abundance and population trends. Finally, we draw on these patterns to recommend that future conservation research for seasonal migrants will benefit from: (1) more explicit recognition of the important parallels among taxonomically diverse migratory animals; (2) an expanded research perspective focused on quantification of all seasonal vital rates and their interactions; and (3) the development of detailed population projection models that account for complexity and uncertainty in migrant population dynamics.

Stochastic modelling of rainfall from satellite data

Satellite-based rainfall monitoring is widely used for climatological studies because of its full global coverage but it is also of great importance for operational purposes especially in areas such as Africa where there is a lack of ground-based rainfall data. Satellite rainfall estimates have enormous potential benefits as input to hydrological and agricultural models because of their real time availability, low cost and full spatial coverage. One issue that needs to be addressed is the uncertainty on these estimates. This is particularly important in assessing the likely errors on the output from non-linear models (rainfall-runoff or crop yield) which make use of the rainfall estimates, aggregated over an area, as input. Correct assessment of the uncertainty on the rainfall is non-trivial as it must take account of • the difference in spatial support of the satellite information and independent data used for calibration • uncertainties on the independent calibration data • the non-Gaussian distribution of rainfall amount • the spatial intermittency of rainfall • the spatial correlation of the rainfall field This paper describes a method for estimating the uncertainty on satellite-based rainfall values taking account of these factors. The method involves firstly a stochastic calibration which completely describes the probability of rainfall occurrence and the pdf of rainfall amount for a given satellite value, and secondly the generation of ensemble of rainfall fields based on the stochastic calibration but with the correct spatial correlation structure within each ensemble member. This is achieved by the use of geostatistical sequential simulation. The ensemble generated in this way may be used to estimate uncertainty at larger spatial scales. A case study of daily rainfall monitoring in the Gambia, west Africa for the purpose of crop yield forecasting is presented to illustrate the method.

The representation of conditional expectations of non-Gaussian noise

For Wiener spaces conditional expectations and $L^{2}$-martingales w.r.t. the natural filtration have a natural representation in terms of chaos expansion. In this note an extension to larger classes of processes is discussed. In particular, it is pointed out that orthogonality of the chaos expansion is not required.

A calibrated, non-invasive method for measuring the internal interface height field at high resolution in the rotating, two-layer annulus

We describe a remote sensing method for measuring the internal interface height field in a rotating, two-layer annulus laboratory experiment. The method is non-invasive, avoiding the possibility of an interaction between the flow and the measurement device. The height fields retrieved are accurate and highly resolved in both space and time. The technique is based on a flow visualization method developed by previous workers, and relies upon the optical rotation properties of the working liquids. The previous methods returned only qualitative interface maps, however. In the present study, a technique is developed for deriving quantitative maps by calibrating height against the colour fields registered by a camera which views the flow from above. We use a layer-wise torque balance analysis to determine the equilibrium interface height field analytically, in order to derive the calibration curves. With the current system, viewing an annulus of outer radius 125 mm and depth 250 mm from a distance of 2 m, the inferred height fields have horizontal, vertical and temporal resolutions of up to 0.2 mm, 1 mm and 0.04 s, respectively.

Voices from the aid 'chain': The personal dynamics of care

This paper uses a simplified model of the aid 'chain' to explore some causes and consequences of breakdown in communication. Although the rhetoric of Northern-based donors is awash with words such as 'partnership' and 'inclusion' when dealing with their Southern-based partners, the situation in practice is different. Unequal power relationships sometimes result in donor imposition of Perspectives and values. It is our contention, based on a collective experience of fifty-four years in a Nigerian-based non-governmental development organization (NGDO), the Diocesan Development Services (DDS), that much of the driving force behind the successes and problems faced by the institution was founded on relationships that evolved between individuals. In order to understand why things happened the way they did it is necessary to begin with the human element that cannot be condensed into objects or categories. While injudicious donor interference bad damaging repercussions, our experience suggests that care and consideration flow throughout the aid chain and actions are not malevolent. Breakdowns can be attributed to a number of factors, with the over-riding one being pressures operating at the personal level that emanate from within the institution itself and the larger community. The paper analyses three experiences using institutional ethnography theory and methodologies as a basis. Examples taken address the influence key donor personnel had in the function of DDS, and how these changed with time. The mission, policies and even procedures of the donor did not change markedly over thirty-two years, but each changing desk officer had their own philosophy and approach and a different interpretation of their own institutional policies. Hence while the 'macro' has an influence it is mediated via individual interpretation. In our view, the importance of people-people relationships is particularly understated in development literature where emphasis gravitates towards the aggregate and global.