Accelerated leap methods for simulating discrete stochastic chemical kinetics

Biologists are increasingly conscious of the critical role that noise plays in cellular functions such as genetic regulation, often in connection with fluctuations in small numbers of key regulatory molecules. This has inspired the development of models that capture this fundamentally discrete and stochastic nature of cellular biology - most notably the Gillespie stochastic simulation algorithm (SSA). The SSA simulates a temporally homogeneous, discrete-state, continuous-time Markov process, and of course the corresponding probabilities and numbers of each molecular species must all remain positive. While accurately serving this purpose, the SSA can be computationally inefficient due to very small time stepping so faster approximations such as the Poisson and Binomial τ-leap methods have been suggested. This work places these leap methods in the context of numerical methods for the solution of stochastic differential equations (SDEs) driven by Poisson noise. This allows analogues of Euler-Maruyuma, Milstein and even higher order methods to be developed through the Itô-Taylor expansions as well as similar derivative-free Runge-Kutta approaches. Numerical results demonstrate that these novel methods compare favourably with existing techniques for simulating biochemical reactions by more accurately capturing crucial properties such as the mean and variance than existing methods.

Sequential Monte Carlo for Bayesian sequentially designed experiments for discrete data

In this paper we present a sequential Monte Carlo algorithm for Bayesian sequential experimental design applied to generalised non-linear models for discrete data. The approach is computationally convenient in that the information of newly observed data can be incorporated through a simple re-weighting step. We also consider a flexible parametric model for the stimulus-response relationship together with a newly developed hybrid design utility that can produce more robust estimates of the target stimulus in the presence of substantial model and parameter uncertainty. The algorithm is applied to hypothetical clinical trial or bioassay scenarios. In the discussion, potential generalisations of the algorithm are suggested to possibly extend its applicability to a wide variety of scenarios

Solder joint defects classification using the Log-Gabor Filter, the Discrete Wavelet Transform and the Discrete Cosine Transform

Inspection of solder joints has been a critical process in the electronic manufacturing industry to reduce manufacturing cost, improve yield, and ensure project quality and reliability. This paper proposes the use of the Log-Gabor filter bank, Discrete Wavelet Transform and Discrete Cosine Transform for feature extraction of solder joint images on Printed Circuit Boards (PCBs). A distance based on the Mahalanobis Cosine metric is also presented for classification of five different types of solder joints. From the experimental results, this methodology achieved high accuracy and a well generalised performance. This can be an effective method to reduce cost and improve quality in the production of PCBs in the manufacturing industry.

Practical stability of approximating discrete-time filters with respect to model mismatch

This paper establishes practical stability results for an important range of approximate discrete-time filtering problems involving mismatch between the true system and the approximating filter model. Practical stability is established in the sense of an asymptotic bound on the amount of bias introduced by the model approximation. Our analysis applies to a wide range of estimation problems and justifies the common practice of approximating intractable infinite dimensional nonlinear filters by simpler computationally tractable filters.

Synthesis of discrete allyl-functional polyethylene glycol for efficient hydrophilization of dihydr (polydimethylsiloxane)

Amphiphilic poly(ethylene glycol)-block-pol (dimethylsiloxane)-block-poly(ethylene glycol)(PEG-block-PDMS block-PEG) triblock copolymers have been successfully prepared via hydrosilylation using discrete and polydisperse PEG of various chain lengths. Facile synthesis of discrete PEG (dPEG) is achieved via systematic tosylation and etherification of lower glycols. Amphiphilicity of the dPEG block-PDMS-block-dPEG triblock copolymer is illustrated by dynamic light scattering (DLS) and measurement of the critical micelle concentration (CMC).

Discrete loading of the foot during hurdle drills: A pilot investigation

Introduction: Lower limb function in hurdling is patently asymmetrical. The lead limb undertakes the preparatory and landing steps while the trail limb contends with the hurdle and recovery steps. Discrete loading profiles of these steps will reflect the asymmetrical function and may provide useful insight into injury mechanisms. A pilot study was undertaken to determine the loading profiles of the hurdle, landing and recovery steps of elite male hurdlers. Equivalent data for steps between hurdles, where the running action is more symmetrical, were used for the purpose of comparison, simultaneously minimising the confounding effect of speed. Methodology: In-shoe pressures were recorded (FScan, 200 Hz) for four elite male hurdlers while they completed a routine hurdle drill at a self-selected fast but sub-race speed. The drill comprised of three consecutive hurdles. Data for the hurdle, landing and recovery steps of the first and second hurdles, along with data for the running steps between hurdles 1 and 2, and 2 and 3, were used for the purpose of analysis. Peak pressures within 1cm2 masks were determined for the hallux, first, central and fifth metatarsals (T1, M1, M2–4 and M5 respectively). Peak pressure (kPa) and loading duration (ms) for the hurdle, landing and recovery steps are reported as a percentage of the respective limb-matched values for between-hurdle steps. Results/discussion: For between-hurdle steps, T1, M1 and M2–4 peak pressures were 312/357, 356/306 and 362/368 kPa, lead/trail limbs respectively. For the hurdle, landing and recovery steps, pressures at T1 and M1 increased. For T1 the increases were in the order of 17%, 36% and 8% (hurdle, landing and recovery steps, respectively) while the corresponding increases at M1 were 7%, 54% and 20%. Pressures at M2–4 were similar for all steps, while M5 loaded erratically. For the between-hurdle steps, the loading durations at T1, M1 and M2–4, were 160/162, 170/142 and 190/191 ms, respectively. For the landing step, loading duration decreased for T1, M1and M2–4 (−8%, −19% and −18%, respectively). In the hurdle step, loading duration decreased for the metatarsals but not for T1. Conclusions: The hurdling action leads to regional pressure increases that act for shorter durations in comparison to the between-hurdle running steps. These changes are most notable at the first metatarsal, a common site of foot injury.

Lattice-free models of cell invasion : discrete simulations and travelling waves

Invasion waves of cells play an important role in development, disease and repair. Standard discrete models of such processes typically involve simulating cell motility, cell proliferation and cell-to-cell crowding effects in a lattice-based framework. The continuum-limit description is often given by a reaction–diffusion equation that is related to the Fisher–Kolmogorov equation. One of the limitations of a standard lattice-based approach is that real cells move and proliferate in continuous space and are not restricted to a predefined lattice structure. We present a lattice-free model of cell motility and proliferation, with cell-to-cell crowding effects, and we use the model to replicate invasion wave-type behaviour. The continuum-limit description of the discrete model is a reaction–diffusion equation with a proliferation term that is different from lattice-based models. Comparing lattice based and lattice-free simulations indicates that both models lead to invasion fronts that are similar at the leading edge, where the cell density is low. Conversely, the two models make different predictions in the high density region of the domain, well behind the leading edge. We analyse the continuum-limit description of the lattice based and lattice-free models to show that both give rise to invasion wave type solutions that move with the same speed but have very different shapes. We explore the significance of these differences by calibrating the parameters in the standard Fisher–Kolmogorov equation using data from the lattice-free model. We conclude that estimating parameters using this kind of standard procedure can produce misleading results.

Separable and non-separable discrete wavelet transform based texture features and image classification of breast thermograms

Highly sensitive infrared cameras can produce high-resolution diagnostic images of the temperature and vascular changes of breasts. Wavelet transform based features are suitable in extracting the texture difference information of these images due to their scale-space decomposition. The objective of this study is to investigate the potential of extracted features in differentiating between breast lesions by comparing the two corresponding pectoral regions of two breast thermograms. The pectoral regions of breastsare important because near 50% of all breast cancer is located in this region. In this study, the pectoral region of the left breast is selected. Then the corresponding pectoral region of the right breast is identified. Texture features based on the first and the second sets of statistics are extracted from wavelet decomposed images of the pectoral regions of two breast thermograms. Principal component analysis is used to reduce dimension and an Adaboost classifier to evaluate classification performance. A number of different wavelet features are compared and it is shown that complex non-separable 2D discrete wavelet transform features perform better than their real separable counterparts.

The velocity synchronous discrete Fourier transform for order tracking in the field of rotating machinery

Diagnostics of rotating machinery has developed significantly in the last decades, and industrial applications are spreading in different sectors. Most applications are characterized by varying velocities of the shaft and in many cases transients are the most critical to monitor. In these variable speed conditions, fault symptoms are clearer in the angular/order domains than in the common time/frequency ones. In the past, this issue was often solved by synchronously sampling data by means of phase locked circuits governing the acquisition; however, thanks to the spread of cheap and powerful microprocessors, this procedure is nowadays rarer; sampling is usually performed at constant time intervals, and the conversion to the order domain is made by means of digital signal processing techniques. In the last decades different algorithms have been proposed for the extraction of an order spectrum from a signal sampled asynchronously with respect to the shaft rotational velocity; many of them (the so called computed order tracking family) use interpolation techniques to resample the signal at constant angular increments, followed by a common discrete Fourier transform to shift from the angular domain to the order domain. A less exploited family of techniques shifts directly from the time domain to the order spectrum, by means of modified Fourier transforms. This paper proposes a new transform, named velocity synchronous discrete Fourier transform, which takes advantage of the instantaneous velocity to improve the quality of its result, reaching performances that can challenge the computed order tracking.

Order tracking for discrete-random separation in variable speed conditions

The transmission path from the excitation to the measured vibration on the surface of a mechanical system introduces a distortion both in amplitude and in phase. Moreover, in variable speed conditions, the amplification/attenuation and the phase shift, due to the transfer function of the mechanical system, varies in time. This phenomenon reduces the effectiveness of the traditionally tachometer based order tracking, compromising the results of a discrete-random separation performed by a synchronous averaging. In this paper, for the first time, the extent of the distortion is identified both in the time domain and in the order spectrum of the signal, highlighting the consequences for the diagnostics of rotating machinery. A particular focus is given to gears, providing some indications on how to take advantage of the quantification of the disturbance to better tune the techniques developed for the compensation of the distortion. The full theoretical analysis is presented and the results are applied to an experimental case.

Visualization of predictive distributions for discrete spatial-temporal log Cox processes approximated with MCMC

An important aspect of decision support systems involves applying sophisticated and flexible statistical models to real datasets and communicating these results to decision makers in interpretable ways. An important class of problem is the modelling of incidence such as fire, disease etc. Models of incidence known as point processes or Cox processes are particularly challenging as they are ‘doubly stochastic’ i.e. obtaining the probability mass function of incidents requires two integrals to be evaluated. Existing approaches to the problem either use simple models that obtain predictions using plug-in point estimates and do not distinguish between Cox processes and density estimation but do use sophisticated 3D visualization for interpretation. Alternatively other work employs sophisticated non-parametric Bayesian Cox process models, but do not use visualization to render interpretable complex spatial temporal forecasts. The contribution here is to fill this gap by inferring predictive distributions of Gaussian-log Cox processes and rendering them using state of the art 3D visualization techniques. This requires performing inference on an approximation of the model on a discretized grid of large scale and adapting an existing spatial-diurnal kernel to the log Gaussian Cox process context.

Shrinking the keys of discrete-log-type lossy trapdoor functions

To this day, realizations in the standard-model of (lossy) trapdoor functions from discrete-log-type assumptions require large public key sizes, e.g., about Θ(λ 2) group elements for a reduction from the decisional Diffie-Hellman assumption (where λ is a security parameter). We propose two realizations of lossy trapdoor functions that achieve public key size of only Θ(λ) group elements in bilinear groups, with a reduction from the decisional Bilinear Diffie-Hellman assumption. Our first construction achieves this result at the expense of a long common reference string of Θ(λ 2) elements, albeit reusable in multiple LTDF instantiations. Our second scheme also achieves public keys of size Θ(λ), entirely in the standard model and in particular without any reference string, at the cost of a slightly more involved construction. The main technical novelty, developed for the second scheme, is a compact encoding technique for generating compressed representations of certain sequences of group elements for the public parameters.

A disaggregate discrete choice model of transportation demand by elderly and disabled people in rural Virginia

This paper uses a correlated multinomial logit model and a Poisson regression model to measure the factors affecting demand for different types of transportation by elderly and disabled people in rural Virginia. The major results are: (a) A paratransit system providing door-to-door service is highly valued by transportation-handicapped people; (b) Taxis are probably a potential but inferior alternative even when subsidized; (c) Buses are a poor alternative, especially in rural areas where distances to bus stops may be long; (d) Making buses handicap-accessible would have a statistically significant but small effect on mode choice; (e) Demand is price inelastic; and (f) The total number of trips taken is insensitive to mode availability and characteristics. These results suggest that transportation-handicapped people take a limited number of trips. Those they do take are in some sense necessary (given the low elasticity with respect to mode price or availability). People will substitute away from relying upon others when appropriate transportation is available, at least to some degree. But such transportation needs to be flexible enough to meet the needs of the people involved.

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.