Sequential anomaly detection in the presence of noise and limited feedback

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: 1) filtering, or assigning a belief or likelihood to each successive measurement based upon our ability to predict it from previous noisy observations and 2) hedging, or flagging potential anomalies by comparing the current belief against a time-varying and data-adaptive threshold. The threshold is adjusted based on the available feedback from an end user. Our algorithms, which combine universal prediction with recent work on online convex programming, do not require computing posterior distributions given all current observations and involve simple primal-dual parameter updates. At the heart of the proposed approach lie exponential-family models which can be used in a wide variety of contexts and applications, and which yield methods that achieve sublinear per-round regret against both static and slowly varying product distributions with marginals drawn from the same exponential family. Moreover, the regret against static distributions coincides with the minimax value of the corresponding online strongly convex game. We also prove bounds on the number of mistakes made during the hedging step relative to the best offline choice of the threshold with access to all estimated beliefs and feedback signals. We validate the theory on synthetic data drawn from a time-varying distribution over binary vectors of high dimensionality, as well as on the Enron email dataset. © 1963-2012 IEEE.

Identification of fluorescent beads using a coded aperture snapshot spectral imager.

We apply a coded aperture snapshot spectral imager (CASSI) to fluorescence microscopy. CASSI records a two-dimensional (2D) spectrally filtered projection of a three-dimensional (3D) spectral data cube. We minimize a convex quadratic function with total variation (TV) constraints for data cube estimation from the 2D snapshot. We adapt the TV minimization algorithm for direct fluorescent bead identification from CASSI measurements by combining a priori knowledge of the spectra associated with each bead type. Our proposed method creates a 2D bead identity image. Simulated fluorescence CASSI measurements are used to evaluate the behavior of the algorithm. We also record real CASSI measurements of a ten bead type fluorescence scene and create a 2D bead identity map. A baseline image from filtered-array imaging system verifies CASSI's 2D bead identity map.

Millimeter-wave compressive holography.

We describe an active millimeter-wave holographic imaging system that uses compressive measurements for three-dimensional (3D) tomographic object estimation. Our system records a two-dimensional (2D) digitized Gabor hologram by translating a single pixel incoherent receiver. Two approaches for compressive measurement are undertaken: nonlinear inversion of a 2D Gabor hologram for 3D object estimation and nonlinear inversion of a randomly subsampled Gabor hologram for 3D object estimation. The object estimation algorithm minimizes a convex quadratic problem using total variation (TV) regularization for 3D object estimation. We compare object reconstructions using linear backpropagation and TV minimization, and we present simulated and experimental reconstructions from both compressive measurement strategies. In contrast with backpropagation, which estimates the 3D electromagnetic field, TV minimization estimates the 3D object that produces the field. Despite undersampling, range resolution is consistent with the extent of the 3D object band volume.

A soft robust model for optimization under ambiguity

In this paper, we propose a framework for robust optimization that relaxes the standard notion of robustness by allowing the decision maker to vary the protection level in a smooth way across the uncertainty set. We apply our approach to the problem of maximizing the expected value of a payoff function when the underlying distribution is ambiguous and therefore robustness is relevant. Our primary objective is to develop this framework and relate it to the standard notion of robustness, which deals with only a single guarantee across one uncertainty set. First, we show that our approach connects closely to the theory of convex risk measures. We show that the complexity of this approach is equivalent to that of solving a small number of standard robust problems. We then investigate the conservatism benefits and downside probability guarantees implied by this approach and compare to the standard robust approach. Finally, we illustrate theme thodology on an asset allocation example consisting of historical market data over a 25-year investment horizon and find in every case we explore that relaxing standard robustness with soft robustness yields a seemingly favorable risk-return trade-off: each case results in a higher out-of-sample expected return for a relatively minor degradation of out-of-sample downside performance. © 2010 INFORMS.

Characterization of Image Quality for 3D Scatter Corrected Breast CT Images.

The goal of this study was to characterize the image quality of our dedicated, quasi-monochromatic spectrum, cone beam breast imaging system under scatter corrected and non-scatter corrected conditions for a variety of breast compositions. CT projections were acquired of a breast phantom containing two concentric sets of acrylic spheres that varied in size (1-8mm) based on their polar position. The breast phantom was filled with 3 different concentrations of methanol and water, simulating a range of breast densities (0.79-1.0g/cc); acrylic yarn was sometimes included to simulate connective tissue of a breast. For each phantom condition, 2D scatter was measured for all projection angles. Scatter-corrected and uncorrected projections were then reconstructed with an iterative ordered subsets convex algorithm. Reconstructed image quality was characterized using SNR and contrast analysis, and followed by a human observer detection task for the spheres in the different concentric rings. Results show that scatter correction effectively reduces the cupping artifact and improves image contrast and SNR. Results from the observer study indicate that there was no statistical difference in the number or sizes of lesions observed in the scatter versus non-scatter corrected images for all densities. Nonetheless, applying scatter correction for differing breast conditions improves overall image quality.

POCS-based reconstruction of multiplexed sensitivity encoded MRI (POCSMUSE): A general algorithm for reducing motion-related artifacts.

PURPOSE: A projection onto convex sets reconstruction of multiplexed sensitivity encoded MRI (POCSMUSE) is developed to reduce motion-related artifacts, including respiration artifacts in abdominal imaging and aliasing artifacts in interleaved diffusion-weighted imaging. THEORY: Images with reduced artifacts are reconstructed with an iterative projection onto convex sets (POCS) procedure that uses the coil sensitivity profile as a constraint. This method can be applied to data obtained with different pulse sequences and k-space trajectories. In addition, various constraints can be incorporated to stabilize the reconstruction of ill-conditioned matrices. METHODS: The POCSMUSE technique was applied to abdominal fast spin-echo imaging data, and its effectiveness in respiratory-triggered scans was evaluated. The POCSMUSE method was also applied to reduce aliasing artifacts due to shot-to-shot phase variations in interleaved diffusion-weighted imaging data corresponding to different k-space trajectories and matrix condition numbers. RESULTS: Experimental results show that the POCSMUSE technique can effectively reduce motion-related artifacts in data obtained with different pulse sequences, k-space trajectories and contrasts. CONCLUSION: POCSMUSE is a general post-processing algorithm for reduction of motion-related artifacts. It is compatible with different pulse sequences, and can also be used to further reduce residual artifacts in data produced by existing motion artifact reduction methods.

Stochastic comparability and dual q-functions

In this paper we discuss the relationship and characterization of stochastic comparability, duality, and Feller–Reuter–Riley transition functions which are closely linked with each other for continuous time Markov chains. A necessary and sufficient condition for two Feller minimal transition functions to be stochastically comparable is given in terms of their density q-matrices only. Moreover, a necessary and sufficient condition under which a transition function is a dual for some stochastically monotone q-function is given in terms of, again, its density q-matrix. Finally, for a class of q-matrices, the necessary and sufficient condition for a transition function to be a Feller–Reuter–Riley transition function is also given.

Existence, uniqueness and constructions for stochastically monotone Q-processes

The key problems in discussing duality and monotonicity for continuous-time Markov chains are to find conditions for existence and uniqueness and then to construct corresponding processes in terms of infinitesimal characteristics, i.e., q-matrices. Such problems are solved in this paper under the assumption that the given q-matrix is conservative. Some general properties of stochastically monotone Q-process ( Q is not necessarily conservative) are also discussed.

Statistical Techniques In Stereology

Stereology typically concerns estimation of properties of a geometric structure from plane section information. This paperprovides a brief review of some statistical aspects of this rapidly developing field, with some reference to applications in the earth sciences. After an introductory discussion of the scope of stereology, section 2 briefly mentions results applicable when no assumptions can be made about the stochastic nature of the sampled matrix, statistical considerations then arising solelyfrom the ‘randomness’ of the plane section. The next two sections postulate embedded particles of specific shapes, the particular case of spheres being discussed in some detail. References are made to results for ‘thin slices’ and other prob-ing mechanisms. Randomly located convex particles, of otherwise arbitrary shape, are discussed in section 5 and the review concludes with a specific application of stereological ideas to some data on neolithic mining.

Evaluation of the new ESR network software for the retrieval of direct sun products from cimel ce318 and prede pom01 sun-sky radiometers.

The European Skynet Radiometers network (EuroSkyRad or ESR) has been recently established as a research network of European PREDE sun-sky radiometers. Moreover, ESR is federated with SKYNET, an international network of PREDE sun-sky radiometers mostly present in East Asia. In contrast to SKYNET, the European network also integrates users of the CIMEL CE318 sky–sun photometer. Keeping instrumental duality in mind, a set of open source algorithms has been developed consisting of two modules for (1) the retrieval of direct sun products (aerosol optical depth, wavelength exponent and water vapor) from the sun extinction measurements; and (2) the inversion of the sky radiance to derive other aerosol optical properties such as size distribution, single scattering albedo or refractive index. In this study we evaluate the ESR direct sun products in comparison with the AERosol RObotic NETwork (AERONET) products. Specifically, we have applied the ESR algorithm to a CIMEL CE318 and PREDE POM simultaneously for a 4-yr database measured at the Burjassot site (Valencia, Spain), and compared the resultant products with the AERONET direct sun measurements obtained with the same CIMEL CE318 sky–sun photometer. The comparison shows that aerosol optical depth differences are mostly within the nominal uncertainty of 0.003 for a standard calibration instrument, and fall within the nominal AERONET uncertainty of 0.01–0.02 for a field instrument in the spectral range 340 to 1020 nm. In the cases of the Ångström exponent and the columnar water vapor, the differences are lower than 0.02 and 0.15 cm, respectively. Therefore, we present an open source code program that can be used with both CIMEL and PREDE sky radiometers and whose results are equivalent to AERONET and SKYNET retrievals.

The Effect of Illuminant Position on Perceived Curvature

In shaded scenes surface features can appear either concave or convex, depending upon the viewers judment about the direction of the prevailing illuminant. If other curvature cues are added to the image this ambiguity can be removed. However, it is not clear to what extent, if any, illuminant positin exerts an influence on the perceived magnitude of surface curvature. Subjects were presented with pairs of spherical surface patches in a curavture matching task. The patches were defined by shading and texture cues. The percevied curvature of a standard patch was measured as a function of light source position. We found a clear effect of light source position on apparent curvature. Perceived curvature decreased as light source tilt increased and as light source slant decreased. We also found that the strength of this effect is determined partly by a surface's reflectance function and partly by the relative weight of the texture cue. When a specular component was added to the stimuli, the effect of light source orientation was weakened. The weight of the texture cue was manipulated by disrupting the regular distribution of texture elements. We found an inverse relationship between the strength of the effecct and the weight of the texture cue: lowering the texture cue weight resulted in an enhancement of the illuminant position effect.

Is the General Public Licence a Rational Choice?

Open source projects are networks of developers, distributors and end-users of non-proprietary created knowledge goods. It has been argued that this form of organization has some advantages over the firm or market coordination. I show that for sufficiently convex and modular projects proprietary licences are not able to sustain sequential knowledge production which, however, can be carried out if the project is run on the open source basis.

Orientación al mercado y tipología de las cooperativas agroalimentarias en base a la competitividad. Caso-estudio de las citrícolas españolas

La globalización ha recrudecido más si cabe la competencia en los mercados y las empresas deben afianzar y mejorar su posición competitiva para asegurar la supervivencia. Para ello resulta vital, entre otras cuestiones, velar por los intereses de los inversores al tiempo que cuidan de sus clientes. Las cooperativas sufren una coyuntura semejante respecto a sus socios y el mercado, es decir respecto a sus clientes internos (socios) y externos (mercado). El enfoque de las actividades y la estrategia de la cooperativa frente a esta dualidad determina su grado de orientación al mercado.Los estudios relacionados con la orientación al mercado en cooperativas son escasos en comparación con otras formas empresariales y han estado normalmente centrados en la figura de las cooperativas de segundo grado y circunscritos a sectores muy específicos.El sector citrícola español es uno de los más dinámicos y desarrollados del panorama productivo agrario. Su extensa experiencia comercial tanto a nivel doméstico como internacional confiere un carácter diferenciador a las entidades que operan en este subsector. Este trabajo analiza la posición de las cooperativas citrícolas españolas en relación a la orientación al mercado así como los factores de gestión y estrategia que están relacionadoscon ella. Para ello se utiliza una escala MARKOR, validada en estudios anteriores, sobre una muestra de 45 cooperativas.Se establece además una tipología de cooperativas citrícolas en base a los factores de competitividad que permiten ahondar en el conocimiento que existe sobre esta cuestión en entidades de economía social. Los resultados ponen de manifiesto un elevado grado de relación entre la innovación, el perfil del empresario y el conocimiento del entorno en relación con el grado de orientación al mercado.

Geometry in preduals of spaces of 2-homogeneous polynomials on Hilbert spaces

Let H be a (real or complex) Hilbert space. Using spectral theory and properties of the Schatten–Von Neumann operators, we prove that every symmetric tensor of unit norm in HoH is an infinite absolute convex combination of points of the form xox with x in the unit sphere of the Hilbert space. We use this to obtain explicit characterizations of the smooth points of the unit ball of HoH .

Completeness of certain function spaces

We give an example of a complete locally convex m-topology on the algebra of infinite differentiable functions on [0, 1] which is strictly coarser than the natural Frechet-topology but finer than the topology of pointwise convergence. A similar construction works on the algebra of continuous functions on [0, 1]. Using this examples we can separate different notions of diffotopy and homotopy.