Stopping rules in Bayesian adaptive threshold estimation

Threshold estimation with sequential procedures is justifiable on the surmise that the index used in the so-called dynamic stopping rule has diagnostic value for identifying when an accurate estimate has been obtained. The performance of five types of Bayesian sequential procedure was compared here to that of an analogous fixed-length procedure. Indices for use in sequential procedures were: (1) the width of the Bayesian probability interval, (2) the posterior standard deviation, (3) the absolute change, (4) the average change, and (5) the number of sign fluctuations. A simulation study was carried out to evaluate which index renders estimates with less bias and smaller standard error at lower cost (i.e. lower average number of trials to completion), in both yes–no and two-alternative forced-choice (2AFC) tasks. We also considered the effect of the form and parameters of the psychometric function and its similarity with themodel function assumed in the procedure. Our results show that sequential procedures do not outperform fixed-length procedures in yes–no tasks. However, in 2AFC tasks, sequential procedures not based on sign fluctuations all yield minimally better estimates than fixed-length procedures, although most of the improvement occurs with short runs that render undependable estimates and the differences vanish when the procedures run for a number of trials (around 70) that ensures dependability. Thus, none of the indices considered here (some of which are widespread) has the diagnostic value that would justify its use. In addition, difficulties of implementation make sequential procedures unfit as alternatives to fixed-length procedures.

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.

Bayesian Learning with Dependency Structures via Latent Factors, Mixtures, and Copulas

Bayesian methods offer a flexible and convenient probabilistic learning framework to extract interpretable knowledge from complex and structured data. Such methods can characterize dependencies among multiple levels of hidden variables and share statistical strength across heterogeneous sources. In the first part of this dissertation, we develop two dependent variational inference methods for full posterior approximation in non-conjugate Bayesian models through hierarchical mixture- and copula-based variational proposals, respectively. The proposed methods move beyond the widely used factorized approximation to the posterior and provide generic applicability to a broad class of probabilistic models with minimal model-specific derivations. In the second part of this dissertation, we design probabilistic graphical models to accommodate multimodal data, describe dynamical behaviors and account for task heterogeneity. In particular, the sparse latent factor model is able to reveal common low-dimensional structures from high-dimensional data. We demonstrate the effectiveness of the proposed statistical learning methods on both synthetic and real-world data.

Sensor Planning for Bayesian Nonparametric Target Modeling

Bayesian nonparametric models, such as the Gaussian process and the Dirichlet process, have been extensively applied for target kinematics modeling in various applications including environmental monitoring, traffic planning, endangered species tracking, dynamic scene analysis, autonomous robot navigation, and human motion modeling. As shown by these successful applications, Bayesian nonparametric models are able to adjust their complexities adaptively from data as necessary, and are resistant to overfitting or underfitting. However, most existing works assume that the sensor measurements used to learn the Bayesian nonparametric target kinematics models are obtained a priori or that the target kinematics can be measured by the sensor at any given time throughout the task. Little work has been done for controlling the sensor with bounded field of view to obtain measurements of mobile targets that are most informative for reducing the uncertainty of the Bayesian nonparametric models. To present the systematic sensor planning approach to leaning Bayesian nonparametric models, the Gaussian process target kinematics model is introduced at first, which is capable of describing time-invariant spatial phenomena, such as ocean currents, temperature distributions and wind velocity fields. The Dirichlet process-Gaussian process target kinematics model is subsequently discussed for modeling mixture of mobile targets, such as pedestrian motion patterns.

Novel information theoretic functions are developed for these introduced Bayesian nonparametric target kinematics models to represent the expected utility of measurements as a function of sensor control inputs and random environmental variables. A Gaussian process expected Kullback Leibler divergence is developed as the expectation of the KL divergence between the current (prior) and posterior Gaussian process target kinematics models with respect to the future measurements. Then, this approach is extended to develop a new information value function that can be used to estimate target kinematics described by a Dirichlet process-Gaussian process mixture model. A theorem is proposed that shows the novel information theoretic functions are bounded. Based on this theorem, efficient estimators of the new information theoretic functions are designed, which are proved to be unbiased with the variance of the resultant approximation error decreasing linearly as the number of samples increases. Computational complexities for optimizing the novel information theoretic functions under sensor dynamics constraints are studied, and are proved to be NP-hard. A cumulative lower bound is then proposed to reduce the computational complexity to polynomial time.

Three sensor planning algorithms are developed according to the assumptions on the target kinematics and the sensor dynamics. For problems where the control space of the sensor is discrete, a greedy algorithm is proposed. The efficiency of the greedy algorithm is demonstrated by a numerical experiment with data of ocean currents obtained by moored buoys. A sweep line algorithm is developed for applications where the sensor control space is continuous and unconstrained. Synthetic simulations as well as physical experiments with ground robots and a surveillance camera are conducted to evaluate the performance of the sweep line algorithm. Moreover, a lexicographic algorithm is designed based on the cumulative lower bound of the novel information theoretic functions, for the scenario where the sensor dynamics are constrained. Numerical experiments with real data collected from indoor pedestrians by a commercial pan-tilt camera are performed to examine the lexicographic algorithm. Results from both the numerical simulations and the physical experiments show that the three sensor planning algorithms proposed in this dissertation based on the novel information theoretic functions are superior at learning the target kinematics with

little or no prior knowledge

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.

IF-MANET: Interoperable framework for heterogeneous mobile ad hoc networks

The advances in low power micro-processors, wireless networks and embedded systems have raised the need to utilize the significant resources of mobile devices. These devices for example, smart phones, tablets, laptops, wearables, and sensors are gaining enormous processing power, storage capacity and wireless bandwidth. In addition, the advancement in wireless mobile technology has created a new communication paradigm via which a wireless network can be created without any priori infrastructure called mobile ad hoc network (MANET). While progress is being made towards improving the efficiencies of mobile devices and reliability of wireless mobile networks, the mobile technology is continuously facing the challenges of un-predictable disconnections, dynamic mobility and the heterogeneity of routing protocols. Hence, the traditional wired, wireless routing protocols are not suitable for MANET due to its unique dynamic ad hoc nature. Due to the reason, the research community has developed and is busy developing protocols for routing in MANET to cope with the challenges of MANET. However, there are no single generic ad hoc routing protocols available so far, which can address all the basic challenges of MANET as mentioned before. Thus this diverse range of ever growing routing protocols has created barriers for mobile nodes of different MANET taxonomies to intercommunicate and hence wasting a huge amount of valuable resources. To provide interaction between heterogeneous MANETs, the routing protocols require conversion of packets, meta-model and their behavioural capabilities. Here, the fundamental challenge is to understand the packet level message format, meta-model and behaviour of different routing protocols, which are significantly different for different MANET Taxonomies. To overcome the above mentioned issues, this thesis proposes an Interoperable Framework for heterogeneous MANETs called IF-MANET. The framework hides the complexities of heterogeneous routing protocols and provides a homogeneous layer for seamless communication between these routing protocols. The framework creates a unique Ontology for MANET routing protocols and a Message Translator to semantically compare the packets and generates the missing fields using the rules defined in the Ontology. Hence, the translation between an existing as well as newly arriving routing protocols will be achieved dynamically and on-the-fly. To discover a route for the delivery of packets across heterogeneous MANET taxonomies, the IF-MANET creates a special Gateway node to provide cluster based inter-domain routing. The IF-MANET framework can be used to develop different middleware applications. For example: Mobile grid computing that could potentially utilise huge amounts of aggregated data collected from heterogeneous mobile devices. Disaster & crises management applications can be created to provide on-the-fly infrastructure-less emergency communication across organisations by utilising different MANET taxonomies.

Acceleration and visualization of Dynamic Network Optimization

With the emerging prevalence of smart phones and 4G LTE networks, the demand for faster-better-cheaper mobile services anytime and anywhere is ever growing. The Dynamic Network Optimization (DNO) concept emerged as a solution that optimally and continuously tunes the network settings, in response to varying network conditions and subscriber needs. Yet, the DNO realization is still at infancy, largely hindered by the bottleneck of the lengthy optimization runtime. This paper presents the design and prototype of a novel cloud based parallel solution that further enhances the scalability of our prior work on various parallel solutions that accelerate network optimization algorithms. The solution aims to satisfy the high performance required by DNO, preliminarily on a sub-hourly basis. The paper subsequently visualizes a design and a full cycle of a DNO system. A set of potential solutions to large network and real-time DNO are also proposed. Overall, this work creates a breakthrough towards the realization of DNO.

Statistical modelling of the rheological and mucoadhesive properties of aqueous poly(methylvinylether-co-maleic acid) networks: Redefining biomedical applications and the relationship between viscoelasticity and mucoadhesion

Poly(methylvinylether-co-maleic acid) (PMVE/MA) is commonly used as a component of pharmaceutical platforms, principally to enhance interactions with biological substrates (mucoadhesion). However, the limited knowledge on the rheological properties of this polymer and their relationships with mucoadhesion has negated the biomedical use of this polymer as a mono-component platform. This study presents a comprehensive study of the rheological properties of aqueous PMVE/MA platforms and defines their relationships with mucoadhesion using multiple regression analysis. Using dilute solution viscometry the intrinsic viscosities of un-neutralised PMVE/MA and PMVE/MA neutralised using NaOH or TEA were 22.32 ± 0.89 dL g-1, 274.80 ± 1.94 dL g-1 and 416.49 ± 2.21 dL g-1 illustrating greater polymer chain expansion following neutralisation using Triethylamine (TEA). PMVE/MA platforms exhibited shear-thinning properties. Increasing polymer concentration increased the consistencies, zero shear rate (ZSR) viscosities (determined from flow rheometry), storage and loss moduli, dynamic viscosities (defined using oscillatory analysis) and mucoadhesive properties, yet decreased the loss tangents of the neutralised polymer platforms. TEA neutralised systems possessed significantly and substantially greater consistencies, ZSR and dynamic viscosities, storage and loss moduli, mucoadhesion and lower loss tangents than their NaOH counterparts. Multiple regression analysis enabled identification of the dominant role of polymer viscoelasticity on mucoadhesion (r > 0.98). The mucoadhesive properties of PMVE/MA platforms were considerable and were greater than those of other platforms that have successfully been shown to enhance in vivo retention when applied to the oral cavity, indicating a positive role for PMVE/MA mono-component platforms for pharmaceutical and biomedical applications.

Characterisation of Large Disturbance Rotor Angle and Voltage Stability in Interconnected Power Networks with Distributed Wind Generation

Wind generation in highly interconnected power networks creates local and centralised stability issues based on their proximity to conventional synchronous generators and load centres. This paper examines the large disturbance stability issues (i.e. rotor angle and voltage stability) in power networks with geographically distributed wind resources in the context of a number of dispatch scenarios based on profiles of historical wind generation for a real power network. Stability issues have been analysed using novel stability indices developed from dynamic characteristics of wind generation. The results of this study show that localised stability issues worsen when significant penetration of both conventional and wind generation is present due to their non-complementary characteristics. In contrast, network stability improves when either high penetration of wind and synchronous generation is present in the network. Therefore, network regions can be clustered into two distinct stability groups (i.e. superior stability and inferior stability regions). Network stability improves when a voltage control strategy is implemented at wind farms, however both stability clusters remain unchanged irrespective of change in the control strategy. Moreover, this study has shown that the enhanced fault ride-through (FRT) strategy for wind farms can improve both voltage and rotor angle stability locally, but only a marginal improvement is evident in neighbouring regions.

Detecting stealthy attacks: Efficient monitoring of suspicious activities on computer networks

Stealthy attackers move patiently through computer networks - taking days, weeks or months to accomplish their objectives in order to avoid detection. As networks scale up in size and speed, monitoring for such attack attempts is increasingly a challenge. This paper presents an efficient monitoring technique for stealthy attacks. It investigates the feasibility of proposed method under number of different test cases and examines how design of the network affects the detection. A methodological way for tracing anonymous stealthy activities to their approximate sources is also presented. The Bayesian fusion along with traffic sampling is employed as a data reduction method. The proposed method has the ability to monitor stealthy activities using 10-20% size sampling rates without degrading the quality of detection.

The use of binary polymeric networks in stabilising polyethylene oxide solid dispersions

The objective of this study was to determine if a high Tg polymer (Eudragit® S100) could be used to stabilize amorphous domains of polyethylene oxide (PEO) and hence improve the stability of binary polymer systems containing celecoxib (CX). We propose a novel method of stabilizing the amorphous PEO solid dispersion through inclusion of a miscible, high Tg polymer, namely, that can form strong inter-polymer interactions. The effects of inter-polymer interactions and miscibility between PEO and Eudragit S100 are considered. Polymer blends were first manufactured via hot-melt extrusion at different PEO/S100 ratios (70/30, 50/50, and 30/70 wt/wt). Differential scanning calorimetry and dynamic mechanical thermal analysis data suggested a good miscibility between PEO and S100 polymer blends, particularly at the 50/50 ratio. To further evaluate the system, CX/PEO/S100 ternary mixtures were extruded. Immediately after hot-melt extrusion, a single Tg that increased with increasing S100 content (anti-plasticization) was observed in all ternary systems. The absence of powder X-ray diffractometry crystalline Bragg’s peaks also suggested amorphization of CX. Upon storage (40°C/75% relative humidity), the formulation containing PEO/S100 at a ratio of 50:50 was shown to be most stable. Fourier transform infrared studies confirmed the presence of hydrogen bonding between Eudragit S100 and PEO suggesting this was the principle reason for stabilization of the amorphous CX/PEO solid dispersion system.

A comparison of sound localisation techniques using cross-correlation and spiking neural networks for mobile robotics

This paper outlines the development of a crosscorrelation algorithm and a spiking neural network (SNN) for sound localisation based on real sound recorded in a noisy and dynamic environment by a mobile robot. The SNN architecture aims to simulate the sound localisation ability of the mammalian auditory pathways by exploiting the binaural cue of interaural time difference (ITD). The medial superior olive was the inspiration for the SNN architecture which required the integration of an encoding layer which produced biologically realistic spike trains, a model of the bushy cells found in the cochlear nucleus and a supervised learning algorithm. The experimental results demonstrate that biologically inspired sound localisation achieved using a SNN can compare favourably to the more classical technique of cross-correlation.

Real-time analytics on large dynamic graphs

In today's fast-paced and interconnected digital world, the data generated by an increasing number of applications is being modeled as dynamic graphs. The graph structure encodes relationships among data items, while the structural changes to the graphs as well as the continuous stream of information produced by the entities in these graphs make them dynamic in nature. Examples include social networks where users post status updates, images, videos, etc.; phone call networks where nodes may send text messages or place phone calls; road traffic networks where the traffic behavior of the road segments changes constantly, and so on. There is a tremendous value in storing, managing, and analyzing such dynamic graphs and deriving meaningful insights in real-time. However, a majority of the work in graph analytics assumes a static setting, and there is a lack of systematic study of the various dynamic scenarios, the complexity they impose on the analysis tasks, and the challenges in building efficient systems that can support such tasks at a large scale. In this dissertation, I design a unified streaming graph data management framework, and develop prototype systems to support increasingly complex tasks on dynamic graphs. In the first part, I focus on the management and querying of distributed graph data. I develop a hybrid replication policy that monitors the read-write frequencies of the nodes to decide dynamically what data to replicate, and whether to do eager or lazy replication in order to minimize network communication and support low-latency querying. In the second part, I study parallel execution of continuous neighborhood-driven aggregates, where each node aggregates the information generated in its neighborhoods. I build my system around the notion of an aggregation overlay graph, a pre-compiled data structure that enables sharing of partial aggregates across different queries, and also allows partial pre-computation of the aggregates to minimize the query latencies and increase throughput. Finally, I extend the framework to support continuous detection and analysis of activity-based subgraphs, where subgraphs could be specified using both graph structure as well as activity conditions on the nodes. The query specification tasks in my system are expressed using a set of active structural primitives, which allows the query evaluator to use a set of novel optimization techniques, thereby achieving high throughput. Overall, in this dissertation, I define and investigate a set of novel tasks on dynamic graphs, design scalable optimization techniques, build prototype systems, and show the effectiveness of the proposed techniques through extensive evaluation using large-scale real and synthetic datasets.

Dynamic fator Models for bivariate Count Data: an application to fire activity

The study of forest re activity, in its several aspects, is essencial to understand the phenomenon and to prevent environmental public catastrophes. In this context the analysis of monthly number of res along several years is one aspect to have into account in order to better comprehend this tematic. The goal of this work is to analyze the monthly number of forest res in the neighboring districts of Aveiro and Coimbra, Portugal, through dynamic factor models for bivariate count series. We use a bayesian approach, through MCMC methods, to estimate the model parameters as well as to estimate the common latent factor to both series.

An IP capable data link layer protocol for narrow band half-duplex packet data radio networks

The wide adaptation of Internet Protocol (IP) as de facto protocol for most communication networks has established a need for developing IP capable data link layer protocol solutions for Machine to machine (M2M) and Internet of Things (IoT) networks. However, the wireless networks used for M2M and IoT applications usually lack the resources commonly associated with modern wireless communication networks. The existing IP capable data link layer solutions for wireless IoT networks provide the necessary overhead minimising and frame optimising features, but are often built to be compatible only with IPv6 and specific radio platforms. The objective of this thesis is to design IPv4 compatible data link layer for Netcontrol Oy's narrow band half-duplex packet data radio system. Based on extensive literature research, system modelling and solution concept testing, this thesis proposes the usage of tunslip protocol as the basis for the system data link layer protocol development. In addition to the functionality of tunslip, this thesis discusses the additional network, routing, compression, security and collision avoidance changes required to be made to the radio platform in order for it to be IP compatible while still being able to maintain the point-to-multipoint and multi-hop network characteristics. The data link layer design consists of the radio application, dynamic Maximum Transmission Unit (MTU) optimisation daemon and the tunslip interface. The proposed design uses tunslip for creating an IP capable data link protocol interface. The radio application receives data from tunslip and compresses the packets and uses the IP addressing information for radio network addressing and routing before forwarding the message to radio network. The dynamic MTU size optimisation daemon controls the tunslip interface maximum MTU size according to the link quality assessment calculated from the radio network diagnostic data received from the radio application. For determining the usability of tunslip as the basis for data link layer protocol, testing of the tunslip interface is conducted with both IEEE 802.15.4 radios and packet data radios. The test cases measure the radio network usability for User Datagram Protocol (UDP) based applications without applying any header or content compression. The test results for the packet data radios reveal that the typical success rate for packet reception through a single-hop link is above 99% with a round-trip-delay of 0.315s for 63B packets.