Two dynamic discrete choice estimation problems and simulation method solutions

This paper considers two problems that frequently arise in dynamic discrete choice problems but have not received much attention with regard to simulation methods. The first problem is how to simulate unbiased simulators of probabilities conditional on past history. The second is simulating a discrete transition probability model when the underlying dependent variable is really continuous. Both methods work well relative to reasonable alternatives in the application discussed. However, in both cases, for this application, simpler methods also provide reasonably good results.

Discrete phase-locked loop systems and spreadsheets

This paper demonstrates the use of a spreadsheet in exploring non-linear difference equations that describe digital control systems used in radio engineering, communication and computer architecture. These systems, being the focus of intensive studies of mathematicians and engineers over the last 40 years, may exhibit extremely complicated behaviour interpreted in contemporary terms as transition from global asymptotic stability to chaos through period-doubling bifurcations. The authors argue that embedding advanced mathematical ideas in the technological tool enables one to introduce fundamentals of discrete control systems in tertiary curricula without learners having to deal with complex machinery that rigorous mathematical methods of investigation require. In particular, in the appropriately designed spreadsheet environment, one can effectively visualize a qualitative difference in the behviour of systems with different types of non-linear characteristic.

Decision support system for age-related macular degeneration using discrete wavelet transform

Age-related macular degeneration (AMD) affects the central vision and subsequently may lead to visual loss in people over 60 years of age. There is no permanent cure for AMD, but early detection and successive treatment may improve the visual acuity. AMD is mainly classified into dry and wet type; however, dry AMD is more common in aging population. AMD is characterized by drusen, yellow pigmentation, and neovascularization. These lesions are examined through visual inspection of retinal fundus images by ophthalmologists. It is laborious, time-consuming, and resource-intensive. Hence, in this study, we have proposed an automated AMD detection system using discrete wavelet transform (DWT) and feature ranking strategies. The first four-order statistical moments (mean, variance, skewness, and kurtosis), energy, entropy, and Gini index-based features are extracted from DWT coefficients. We have used five (t test, Kullback–Lieber Divergence (KLD), Chernoff Bound and Bhattacharyya Distance, receiver operating characteristics curve-based, and Wilcoxon) feature ranking strategies to identify optimal feature set. A set of supervised classifiers namely support vector machine (SVM), decision tree, k -nearest neighbor ( k -NN), Naive Bayes, and probabilistic neural network were used to evaluate the highest performance measure using minimum number of features in classifying normal and dry AMD classes. The proposed framework obtained an average accuracy of 93.70 %, sensitivity of 91.11 %, and specificity of 96.30 % using KLD ranking and SVM classifier. We have also formulated an AMD Risk Index using selected features to classify the normal and dry AMD classes using one number. The proposed system can be used to assist the clinicians and also for mass AMD screening programs.

Real-time decision making by driverless city vehicles : a discrete event driven approach

This thesis addresses the topic of real-time decision making by driverless (autonomous) city vehicles, i.e. their ability to make appropriate driving decisions in non-simplified urban traffic conditions. After addressing the state of research, and explaining the research question, the thesis presents solutions for the subcomponents which are relevant for decision making with respect to information input (World Model), information output (Driving Maneuvers), and the real-time decision making process. TheWorld Model is a software component developed to fulfill the purpose of collecting information from perception and communication subsystems, maintaining an up-to-date view of the vehicle’s environment, and providing the required input information to the Real-Time Decision Making subsystem in a well-defined, and structured way. The real-time decision making process consists of two consecutive stages. While the first decision making stage uses a Petri net to model the safetycritical selection of feasible driving maneuvers, the second stage uses Multiple Criteria Decision Making (MCDM) methods to select the most appropriate driving maneuver, focusing on fulfilling objectives related to efficiency and comfort. The complex task of autonomous driving is subdivided into subtasks, called driving maneuvers, which represent the output (i.e. decision alternatives) of the real-time decision making process. Driving maneuvers are considered as implementations of closed-loop control algorithms, each capable of maneuvering the autonomous vehicle in a specific traffic situation. Experimental tests in both a 3D simulation and real-world experiments attest that the developed approach is suitable to deal with the complexity of real-world urban traffic situations.

Using upper bounds on attainable discrimination to select discrete valued features

Selection of features that will permit accurate pattern classification is a difficult task. However, if a particular data set is represented by discrete valued features, it becomes possible to determine empirically the contribution that each feature makes to the discrimination between classes. This paper extends the discrimination bound method so that both the maximum and average discrimination expected on unseen test data can be estimated. These estimation techniques are the basis of a backwards elimination algorithm that can be use to rank features in order of their discriminative power. Two problems are used to demonstrate this feature selection process: classification of the Mushroom Database, and a real-world, pregnancy related medical risk prediction task - assessment of risk of perinatal death.

Further development of discrete computational techniques for calculation of restricted diffusion propagators in porous media

Magnetic resonance is a well-established tool for structural characterisation of porous media. Features of pore-space morphology can be inferred from NMR diffusion-diffraction plots or the time-dependence of the apparent diffusion coefficient. Diffusion NMR signal attenuation can be computed from the restricted diffusion propagator, which describes the distribution of diffusing particles for a given starting position and diffusion time. We present two techniques for efficient evaluation of restricted diffusion propagators for use in NMR porous-media characterisation. The first is the Lattice Path Count (LPC). Its physical essence is that the restricted diffusion propagator connecting points A and B in time t is proportional to the number of distinct length-t paths from A to B. By using a discrete lattice, the number of such paths can be counted exactly. The second technique is the Markov transition matrix (MTM). The matrix represents the probabilities of jumps between every pair of lattice nodes within a single timestep. The propagator for an arbitrary diffusion time can be calculated as the appropriate matrix power. For periodic geometries, the transition matrix needs to be defined only for a single unit cell. This makes MTM ideally suited for periodic systems. Both LPC and MTM are closely related to existing computational techniques: LPC, to combinatorial techniques; and MTM, to the Fokker-Planck master equation. The relationship between LPC, MTM and other computational techniques is briefly discussed in the paper. Both LPC and MTM perform favourably compared to Monte Carlo sampling, yielding highly accurate and almost noiseless restricted diffusion propagators. Initial tests indicate that their computational performance is comparable to that of finite element methods. Both LPC and MTM can be applied to complicated pore-space geometries with no analytic solution. We discuss the new methods in the context of diffusion propagator calculation in porous materials and model biological tissues.

Retrieving trip information from a discrete detectors network : The case of Brisbane Bluetooth detectors

Automatic Vehicle Identification Systems are being increasingly used as a new source of travel information. As in the last decades these systems relied on expensive new technologies, few of them were scattered along a networks making thus Travel-Time and Average Speed estimation their main objectives. However, as their price dropped, the opportunity of building dense AVI networks arose, as in Brisbane where more than 250 Bluetooth detectors are now installed. As a consequence this technology represents an effective means to acquire accurate time dependant Origin Destination information. In order to obtain reliable estimations, however, a number of issues need to be addressed. Some of these problems stem from the structure of a network made out of isolated detectors itself while others are inherent of Bluetooth technology (overlapping detection area, missing detections,\...). The aim of this paper is threefold: First, after having presented the level of details that can be reached with a network of isolated detectors we present how we modelled Brisbane's network, keeping only the information valuable for the retrieval of trip information. Second, we give an overview of the issues inherent to the Bluetooth technology and we propose a method for retrieving the itineraries of the individual Bluetooth vehicles. Last, through a comparison with Brisbane Transport Strategic Model results, we highlight the opportunities and the limits of Bluetooth detectors networks. The aim of this paper is twofold. We first give a comprehensive overview of the aforementioned issues. Further, we propose a methodology that can be followed, in order to cleanse, correct and aggregate Bluetooth data. We postulate that the methods introduced by this paper are the first crucial steps that need to be followed in order to compute accurate Origin-Destination matrices in urban road networks.

Discrete families of Saffman–Taylor fingers with exotic shapes

The mathematical problem of determining the shape of a steadily propagating Saffman–Taylor finger in a rectangular Hele-Shaw cell is known to have a countably infinite number of solutions for each fixed surface tension value. For sufficiently large surface tension values, we find that fingers on higher solution branches are non-convex. The tips of the fingers have increasingly exotic shapes as the branch number increases.

Evolution of self-reporting methods for identifying discrete emotions in science classrooms

Emotion researchers have grappled with challenging methodological issues in capturing emotions of participants in naturalistic settings such as school or university classrooms. Self-reporting methods have been used frequently, yet these methods are inadequate when used alone. We argue that the self-reporting methods of emotion diaries and cogenerative dialogues can be helpful in identifying in-the-moment emotions when used in conjunction with the microanalysis of video recordings of classroom events. We trace the evolution of our use of innovative self-reporting methods through three cases from our research projects, and propose new directions for our ongoing development and application of these methods in both school and university classrooms.

Identification of a discrete intermediate in the assembly disassembly of physalis mottle tymovirus through mutational analysis

Assembly intermediates of icosahedral viruses are usually transient and are difficult to identify. In the present investigation, site-specific and deletion mutants of the coat protein gene of physalis mottle tymovirus (PhMV) were used to delineate the role of specific amino acid residues in the assembly of the virus and to identify intermediates in this process. N-terminal 30, 34, 35 and 39 amino acid deletion and single C-terminal (N188) deletion mutant proteins of PhMV were expressed in Escherichia coli. Site-specific mutants H69A, C75A, W96A, D144N, D144N-T151A, K143E and N188A were also constructed and expressed. The mutant protein lacking 30 amino acid residues from the N terminus self-assembled to T = 3 particles in vivo while deletions of 34, 35 and 39 amino acid residues resulted in the mutant proteins that were insoluble. Interestingly, the coat protein (pR PhCP) expressed using pRSET B vector with an additional 41 amino acid residues at the N terminus also assembled into T = 3 particles that were more compact and had a smaller diameter. These results demonstrate that the amino-terminal segment is flexible and either the deletion or addition of amino acid residues at the N terminus does not affect T = 3 capsid assembly, in contrast, the deletion of even a single residue from the C terminus (PhN188 Delta 1) resulted in capsids that were unstable. These capsids disassembled to a discrete intermediate with a sedimentation coefficent of 19.4 S. However, the replacement of C-terminal asparagine 188 by alanine led to the formation of stable capsids. The C75A and D144N mutant proteins also assembled into capsids that were as stable as the pR PhCP, suggesting that C75A and D144 are not crucial for the T = 3 capsid assembly. pR PhW96A and pR PhD144N-T151A mutant proteins failed to form capsids and were present as heterogeneous aggregates. Interestingly, the pR PhK143E mutant protein behaved in a manner similar to the C-terminal deletion protein in forming unstable capsids. The intermediate with an s value of 19.4 S was the major assembly product of pR PhH69A mutant protein and could correspond to a 30mer. It is possible that the assembly or disassembly is arrested at a similar stage in pR PhN188 Delta 1, pR PhH69A and pR PhK143E mutant proteins.

A global convergence criterion for discrete-time multivariable adaptive systems

The paper deals with the basic problem of adjusting a matrix gain in a discrete-time linear multivariable system. The object is to obtain a global convergence criterion, i.e. conditions under which a specified error signal asymptotically approaches zero and other signals in the system remain bounded for arbitrary initial conditions and for any bounded input to the system. It is shown that for a class of up-dating algorithms for the adjustable gain matrix, global convergence is crucially dependent on a transfer matrix G(z) which has a simple block diagram interpretation. When w(z)G(z) is strictly discrete positive real for a scalar w(z) such that w-1(z) is strictly proper with poles and zeros within the unit circle, an augmented error scheme is suggested and is proved to result in global convergence. The solution avoids feeding back a quadratic term as recommended in other schemes for single-input single-output systems.

Inverse Problem for Fractional Brownian Motion with Discrete Data

The problem of recovering information from measurement data has already been studied for a long time. In the beginning, the methods were mostly empirical, but already towards the end of the sixties Backus and Gilbert started the development of mathematical methods for the interpretation of geophysical data. The problem of recovering information about a physical phenomenon from measurement data is an inverse problem. Throughout this work, the statistical inversion method is used to obtain a solution. Assuming that the measurement vector is a realization of fractional Brownian motion, the goal is to retrieve the amplitude and the Hurst parameter. We prove that under some conditions, the solution of the discretized problem coincides with the solution of the corresponding continuous problem as the number of observations tends to infinity. The measurement data is usually noisy, and we assume the data to be the sum of two vectors: the trend and the noise. Both vectors are supposed to be realizations of fractional Brownian motions, and the goal is to retrieve their parameters using the statistical inversion method. We prove a partial uniqueness of the solution. Moreover, with the support of numerical simulations, we show that in certain cases the solution is reliable and the reconstruction of the trend vector is quite accurate.

New light on the optical equivalence theorem and a new type of discrete diagonal coherent state representation

In many instances we find it advantageous to display a quantum optical density matrix as a generalized statistical ensemble of coherent wave fields. The weight functions involved in these constructions turn out to belong to a family of distributions, not always smooth functions. In this paper we investigate this question anew and show how it is related to the problem of expanding an arbitrary state in terms of an overcomplete subfamily of the overcomplete set of coherent states. This provides a relatively transparent derivation of the optical equivalence theorem. An interesting by-product is the discovery of a new class of discrete diagonal representations.

Scattering theory and the discrete linear optimal control problem

This paper deals with the interpretation of the discrete-time optimal control problem as a scattering process in a discrete medium. We treat the discrete optimal linear regulator, constrained end-point and servo and tracking problems, providing a unified approach to these problems. This approach results in an easy derivation of the desired results as well as several new ones.