Online bayesian inference in some time-frequency representations of non-stationary processes

The use of Bayesian inference in the inference of time-frequency representations has, thus far, been limited to offline analysis of signals, using a smoothing spline based model of the time-frequency plane. In this paper we introduce a new framework that allows the routine use of Bayesian inference for online estimation of the time-varying spectral density of a locally stationary Gaussian process. The core of our approach is the use of a likelihood inspired by a local Whittle approximation. This choice, along with the use of a recursive algorithm for non-parametric estimation of the local spectral density, permits the use of a particle filter for estimating the time-varying spectral density online. We provide demonstrations of the algorithm through tracking chirps and the analysis of musical data.

A fast algorithm for sparse probability density function construction

A new sparse kernel density estimator is introduced. Our main contribution is to develop a recursive algorithm for the selection of significant kernels one at time using the minimum integrated square error (MISE) criterion for both kernel selection. The proposed approach is simple to implement and the associated computational cost is very low. Numerical examples are employed to demonstrate that the proposed approach is effective in constructing sparse kernel density estimators with competitive accuracy to existing kernel density estimators.

Sparse polynomial approximation in positive order Sobolev spaces with bounded mixed derivatives and applications to elliptic problems with random loading

In the present paper we study the approximation of functions with bounded mixed derivatives by sparse tensor product polynomials in positive order tensor product Sobolev spaces. We introduce a new sparse polynomial approximation operator which exhibits optimal convergence properties in L2 and tensorized View the MathML source simultaneously on a standard k-dimensional cube. In the special case k=2 the suggested approximation operator is also optimal in L2 and tensorized H1 (without essential boundary conditions). This allows to construct an optimal sparse p-version FEM with sparse piecewise continuous polynomial splines, reducing the number of unknowns from O(p2), needed for the full tensor product computation, to View the MathML source, required for the suggested sparse technique, preserving the same optimal convergence rate in terms of p. We apply this result to an elliptic differential equation and an elliptic integral equation with random loading and compute the covariances of the solutions with View the MathML source unknowns. Several numerical examples support the theoretical estimates.

FAMOUS, faster: using parallel computing techniques to accelerate the FAMOUS/HadCM3 climate model with a focus on the radiative transfer algorithm

We have optimised the atmospheric radiation algorithm of the FAMOUS climate model on several hardware platforms. The optimisation involved translating the Fortran code to C and restructuring the algorithm around the computation of a single air column. Instead of the existing MPI-based domain decomposition, we used a task queue and a thread pool to schedule the computation of individual columns on the available processors. Finally, four air columns are packed together in a single data structure and computed simultaneously using Single Instruction Multiple Data operations. The modified algorithm runs more than 50 times faster on the CELL’s Synergistic Processing Elements than on its main PowerPC processing element. On Intel-compatible processors, the new radiation code runs 4 times faster. On the tested graphics processor, using OpenCL, we find a speed-up of more than 2.5 times as compared to the original code on the main CPU. Because the radiation code takes more than 60% of the total CPU time, FAMOUS executes more than twice as fast. Our version of the algorithm returns bit-wise identical results, which demonstrates the robustness of our approach. We estimate that this project required around two and a half man-years of work.

Dynamic group communication for large-scale parallel data mining

Exascale systems are the next frontier in high-performance computing and are expected to deliver a performance of the order of 10^18 operations per second using massive multicore processors. Very large- and extreme-scale parallel systems pose critical algorithmic challenges, especially related to concurrency, locality and the need to avoid global communication patterns. This work investigates a novel protocol for dynamic group communication that can be used to remove the global communication requirement and to reduce the communication cost in parallel formulations of iterative data mining algorithms. The protocol is used to provide a communication-efficient parallel formulation of the k-means algorithm for cluster analysis. The approach is based on a collective communication operation for dynamic groups of processes and exploits non-uniform data distributions. Non-uniform data distributions can be either found in real-world distributed applications or induced by means of multidimensional binary search trees. The analysis of the proposed dynamic group communication protocol has shown that it does not introduce significant communication overhead. The parallel clustering algorithm has also been extended to accommodate an approximation error, which allows a further reduction of the communication costs. The effectiveness of the exact and approximate methods has been tested in a parallel computing system with 64 processors and in simulations with 1024 processing elements.

Approximation by harmonic polynomials in star-shaped domains and exponential convergence of Trefftz hp-dGFEM

We study the approximation of harmonic functions by means of harmonic polynomials in two-dimensional, bounded, star-shaped domains. Assuming that the functions possess analytic extensions to a delta-neighbourhood of the domain, we prove exponential convergence of the approximation error with respect to the degree of the approximating harmonic polynomial. All the constants appearing in the bounds are explicit and depend only on the shape-regularity of the domain and on delta. We apply the obtained estimates to show exponential convergence with rate O(exp(−b square root N)), N being the number of degrees of freedom and b>0, of a hp-dGFEM discretisation of the Laplace equation based on piecewise harmonic polynomials. This result is an improvement over the classical rate O(exp(−b cubic root N )), and is due to the use of harmonic polynomial spaces, as opposed to complete polynomial spaces.

Efficient group communication for large-scale parallel clustering

Global communication requirements and load imbalance of some parallel data mining algorithms are the major obstacles to exploit the computational power of large-scale systems. This work investigates how non-uniform data distributions can be exploited to remove the global communication requirement and to reduce the communication cost in iterative parallel data mining algorithms. In particular, the analysis focuses on one of the most influential and popular data mining methods, the k-means algorithm for cluster analysis. The straightforward parallel formulation of the k-means algorithm requires a global reduction operation at each iteration step, which hinders its scalability. This work studies a different parallel formulation of the algorithm where the requirement of global communication can be relaxed while still providing the exact solution of the centralised k-means algorithm. The proposed approach exploits a non-uniform data distribution which can be either found in real world distributed applications or can be induced by means of multi-dimensional binary search trees. The approach can also be extended to accommodate an approximation error which allows a further reduction of the communication costs.

Reduced-order modeling of light transport in tissue for real-time monitoring of brain hemodynamics using diffuse optical tomography

This paper proposes a new reconstruction method for diffuse optical tomography using reduced-order models of light transport in tissue. The models, which directly map optical tissue parameters to optical flux measurements at the detector locations, are derived based on data generated by numerical simulation of a reference model. The reconstruction algorithm based on the reduced-order models is a few orders of magnitude faster than the one based on a finite element approximation on a fine mesh incorporating a priori anatomical information acquired by magnetic resonance imaging. We demonstrate the accuracy and speed of the approach using a phantom experiment and through numerical simulation of brain activation in a rat's head. The applicability of the approach for real-time monitoring of brain hemodynamics is demonstrated through a hypercapnic experiment. We show that our results agree with the expected physiological changes and with results of a similar experimental study. However, by using our approach, a three-dimensional tomographic reconstruction can be performed in ∼3  s per time point instead of the 1 to 2 h it takes when using the conventional finite element modeling approach

Automated algorithms for multilayer thin film filter design using metamaterials

Currently, infrared filters for astronomical telescopes and satellite radiometers are based on multilayer thin film stacks of alternating high and low refractive index materials. However, the choice of suitable layer materials is limited and this places limitations on the filter performance that can be achieved. The ability to design materials with arbitrary refractive index allows for filter performance to be greatly increased but also increases the complexity of design. Here a differential algorithm was used as a method for optimised design of filters with arbitrary refractive indices, and then materials are designed to these specifications as mono-materials with sub wavelength structures using Bruggeman’s effective material approximation (EMA).

A peak reduction scheduling algorithm for storage devices on the low voltage network

Reinforcing the Low Voltage (LV) distribution network will become essential to ensure it remains within its operating constraints as demand on the network increases. The deployment of energy storage in the distribution network provides an alternative to conventional reinforcement. This paper presents a control methodology for energy storage to reduce peak demand in a distribution network based on day-ahead demand forecasts and historical demand data. The control methodology pre-processes the forecast data prior to a planning phase to build in resilience to the inevitable errors between the forecasted and actual demand. The algorithm uses no real time adjustment so has an economical advantage over traditional storage control algorithms. Results show that peak demand on a single phase of a feeder can be reduced even when there are differences between the forecasted and the actual demand. In particular, results are presented that demonstrate when the algorithm is applied to a large number of single phase demand aggregations that it is possible to identify which of these aggregations are the most suitable candidates for the control methodology.

Weighted alpha-rate dominating sets in social networks

We are looking into variants of a domination set problem in social networks. While randomised algorithms for solving the minimum weighted domination set problem and the minimum alpha and alpha-rate domination problem on simple graphs are already present in the literature, we propose here a randomised algorithm for the minimum weighted alpha-rate domination set problem which is, to the best of our knowledge, the first such algorithm. A theoretical approximation bound based on a simple randomised rounding technique is given. The algorithm is implemented in Python and applied to a UK Twitter mentions networks using a measure of individuals’ influence (klout) as weights. We argue that the weights of vertices could be interpreted as the costs of getting those individuals on board for a campaign or a behaviour change intervention. The minimum weighted alpha-rate dominating set problem can therefore be seen as finding a set that minimises the total cost and each individual in a network has at least alpha percentage of its neighbours in the chosen set. We also test our algorithm on generated graphs with several thousand vertices and edges. Our results on this real-life Twitter networks and generated graphs show that the implementation is reasonably efficient and thus can be used for real-life applications when creating social network based interventions, designing social media campaigns and potentially improving users’ social media experience.

Simple M-factor algorithm for improved estimation of the basic maximum usable frequency of radio waves reflected from the ionospheric F-region

The equations of Milsom are evaluated, giving the ground range and group delay of radio waves propagated via the horizontally stratified model ionosphere proposed by Bradley and Dudeney. Expressions for the ground range which allow for the effects of the underlying E- and F1-regions are used to evaluate the basic maximum usable frequency or M-factors for single F-layer hops. An algorithm for the rapid calculation of the M-factor at a given range is developed, and shown to be accurate to within 5%. The results reveal that the M(3000)F2-factor scaled from vertical-incidence ionograms using the standard URSI procedure can be up to 7.5% in error. A simple addition to the algorithm effects a correction to ionogram values to make these accurate to 0.5%.

Bit-index sort: a fast non-comparison integer sorting algorithm for permutations

This paper describes a fast integer sorting algorithm, herein referred as Bit-index sort, which is a non-comparison sorting algorithm for partial per-mutations, with linear complexity order in execution time. Bit-index sort uses a bit-array to classify input sequences of distinct integers, and exploits built-in bit functions in C compilers supported by machine hardware to retrieve the ordered output sequence. Results show that Bit-index sort outperforms in execution time to quicksort and counting sort algorithms. A parallel approach for Bit-index sort using two simultaneous threads is included, which obtains speedups up to 1.6.