Distributed static linear Gaussian models using consensus

Algorithms for distributed agreement are a powerful means for formulating distributed versions of existing centralized algorithms. We present a toolkit for this task and show how it can be used systematically to design fully distributed algorithms for static linear Gaussian models, including principal component analysis, factor analysis, and probabilistic principal component analysis. These algorithms do not rely on a fusion center, require only low-volume local (1-hop neighborhood) communications, and are thus efficient, scalable, and robust. We show how they are also guaranteed to asymptotically converge to the same solution as the corresponding existing centralized algorithms. Finally, we illustrate the functioning of our algorithms on two examples, and examine the inherent cost-performance tradeoff.

Comparing linear and non linear wind flow models

Assessing wind conditions on complex terrain has become a hard task as terrain complexity increases. That is why there is a need to extrapolate in a reliable manner some wind parameters that determine wind farms viability such as annual average wind speed at all hub heights as well as turbulence intensities. The development of these tasks began in the early 90´s with the widely used linear model WAsP and WAsP Engineering especially designed for simple terrain with remarkable results on them but not so good on complex orographies. Simultaneously non-linearized Navier Stokes solvers have been rapidly developed in the last decade through CFD (Computational Fluid Dynamics) codes allowing simulating atmospheric boundary layer flows over steep complex terrain more accurately reducing uncertainties. This paper describes the features of these models by validating them through meteorological masts installed in a highly complex terrain. The study compares the results of the mentioned models in terms of wind speed and turbulence intensity.

Linear latent force models using Gaussian Processes

Purely data-driven approaches for machine learning present difficulties when data are scarce relative to the complexity of the model or when the model is forced to extrapolate. On the other hand, purely mechanistic approaches need to identify and specify all the interactions in the problem at hand (which may not be feasible) and still leave the issue of how to parameterize the system. In this paper, we present a hybrid approach using Gaussian processes and differential equations to combine data-driven modeling with a physical model of the system. We show how different, physically inspired, kernel functions can be developed through sensible, simple, mechanistic assumptions about the underlying system. The versatility of our approach is illustrated with three case studies from motion capture, computational biology, and geostatistics.

A study of the mechanical behaviour of the human aortic artery by means of non-linear finite element models

En la presente tesis desarrollamos una estrategia para la simulación numérica del comportamiento mecánico de la aorta humana usando modelos de elementos finitos no lineales. Prestamos especial atención a tres aspectos claves relacionados con la biomecánica de los tejidos blandos. Primero, el análisis del comportamiento anisótropo característico de los tejidos blandos debido a las familias de fibras de colágeno. Segundo, el análisis del ablandamiento presentado por los vasos sanguíneos cuando estos soportan cargas fuera del rango de funcionamiento fisiológico. Y finalmente, la inclusión de las tensiones residuales en las simulaciones en concordancia con el experimento de apertura de ángulo. El análisis del daño se aborda mediante dos aproximaciones diferentes. En la primera aproximación se presenta una formulación de daño local con regularización. Esta formulación tiene dos ingredientes principales. Por una parte, usa los principios de la teoría de la fisura difusa para garantizar la objetividad de los resultados con diferentes mallas. Por otra parte, usa el modelo bidimensional de Hodge-Petruska para describir el comportamiento mesoscópico de los fibriles. Partiendo de este modelo mesoscópico, las propiedades macroscópicas de las fibras de colágeno son obtenidas a través de un proceso de homogenización. En la segunda aproximación se presenta un modelo de daño no-local enriquecido con el gradiente de la variable de daño. El modelo se construye a partir del enriquecimiento de la función de energía con un término que contiene el gradiente material de la variable de daño no-local. La inclusión de este término asegura una regularización implícita de la implementación por elementos finitos, dando lugar a resultados de las simulaciones que no dependen de la malla. La aplicabilidad de este último modelo a problemas de biomecánica se estudia por medio de una simulación de un procedimiento quirúrgico típico conocido como angioplastia de balón. In the present thesis we develop a framework for the numerical simulation of the mechanical behaviour of the human aorta using non-linear finite element models. Special attention is paid to three key aspects related to the biomechanics of soft tissues. First, the modelling of the characteristic anisotropic behaviour of the softue due to the collagen fibre families. Secondly, the modelling of damage-related softening that blood vessels exhibit when subjected to loads beyond their physiological range. And finally, the inclusion of the residual stresses in the simulations in accordance with the opening-angle experiment The modelling of damage is addressed with two major and different approaches. In the first approach a continuum local damage formulation with regularisation is presented. This formulation has two principal ingredients. On the one hand, it makes use of the principles of the smeared crack theory to avoid the mesh size dependence of the structural response in softening. On the other hand, it uses a Hodge-Petruska bidimensional model to describe the fibrils as staggered arrays of tropocollagen molecules, and from this mesoscopic model the macroscopic material properties of the collagen fibres are obtained using an homogenisation process. In the second approach a non-local gradient-enhanced damage formulation is introduced. The model is built around the enhancement of the free energy function by means of a term that contains the referential gradient of the non-local damage variable. The inclusion of this term ensures an implicit regularisation of the finite element implementation, yielding mesh-objective results of the simulations. The applicability of the later model to biomechanically-related problems is studied by means of the simulation of a typical surgical procedure, namely, the balloon angioplasty.

Transferability of Regional Permafrost Disturbance Susceptibility Modelling Using Generalized Linear and Generalized Additive Models

To effectively assess and mitigate risk of permafrost disturbance, disturbance-p rone areas can be predicted through the application of susceptibility models. In this study we developed regional susceptibility models for permafrost disturbances using a field disturbance inventory to test the transferability of the model to a broader region in the Canadian High Arctic. Resulting maps of susceptibility were then used to explore the effect of terrain variables on the occurrence of disturbances within this region. To account for a large range of landscape charac- teristics, the model was calibrated using two locations: Sabine Peninsula, Melville Island, NU, and Fosheim Pen- insula, Ellesmere Island, NU. Spatial patterns of disturbance were predicted with a generalized linear model (GLM) and generalized additive model (GAM), each calibrated using disturbed and randomized undisturbed lo- cations from both locations and GIS-derived terrain predictor variables including slope, potential incoming solar radiation, wetness index, topographic position index, elevation, and distance to water. Each model was validated for the Sabine and Fosheim Peninsulas using independent data sets while the transferability of the model to an independent site was assessed at Cape Bounty, Melville Island, NU. The regional GLM and GAM validated well for both calibration sites (Sabine and Fosheim) with the area under the receiver operating curves (AUROC) N 0.79. Both models were applied directly to Cape Bounty without calibration and validated equally with AUROC's of 0.76; however, each model predicted disturbed and undisturbed samples differently. Addition- ally, the sensitivity of the transferred model was assessed using data sets with different sample sizes. Results in- dicated that models based on larger sample sizes transferred more consistently and captured the variability within the terrain attributes in the respective study areas. Terrain attributes associated with the initiation of dis- turbances were similar regardless of the location. Disturbances commonly occurred on slopes between 4 and 15°, below Holocene marine limit, and in areas with low potential incoming solar radiation

Regional adjustments in grain production : a linear programming analysis : mathematical models, proofs, methods of data collection and estimation, and supplementary tables /

Cover title.

Impact of potential models on adsorption of linear molecules on carbon black

In this paper, we investigate the effects of potential models on the description of equilibria of linear molecules (ethylene and ethane) adsorption on graphitized thermal carbon black. GCMC simulation is used as a tool to give adsorption isotherms, isosteric heat of adsorption and the microscopic configurations of these molecules. At the heart of the GCMC are the potential models, describing fluid-fluid interaction and solid-fluid interaction. Here we studied the two potential models recently proposed in the literature, the UA-TraPPE and AUA4. Their impact in the description of adsorption behavior of pure components will be discussed. Mixtures of these components with nitrogen and argon are also studied. Nitrogen is modeled a two-site plus discrete charges while argon as a spherical particle. GCMC simulation is also used for generating simulation mixture isotherms. It is found that co-operation between species occurs when the surface is fractionally covered while competition is important when surface is fully loaded.

On the estimation and comparison of short-rate models using the generalised method of moments

Subsequent to the influential paper of [Chan, K.C., Karolyi, G.A., Longstaff, F.A., Sanders, A.B., 1992. An empirical comparison of alternative models of the short-term interest rate. Journal of Finance 47, 1209-1227], the generalised method of moments (GMM) has been a popular technique for estimation and inference relating to continuous-time models of the short-term interest rate. GMM has been widely employed to estimate model parameters and to assess the goodness-of-fit of competing short-rate specifications. The current paper conducts a series of simulation experiments to document the bias and precision of GMM estimates of short-rate parameters, as well as the size and power of [Hansen, L.P., 1982. Large sample properties of generalised method of moments estimators. Econometrica 50, 1029-1054], J-test of over-identifying restrictions. While the J-test appears to have appropriate size and good power in sample sizes commonly encountered in the short-rate literature, GMM estimates of the speed of mean reversion are shown to be severely biased. Consequently, it is dangerous to draw strong conclusions about the strength of mean reversion using GMM. In contrast, the parameter capturing the levels effect, which is important in differentiating between competing short-rate specifications, is estimated with little bias. (c) 2006 Elsevier B.V. All rights reserved.

Error models for mode mismatch in linear optics quantum computing

One of the most significant challenges facing the development of linear optics quantum computing (LOQC) is mode mismatch, whereby photon distinguishability is introduced within circuits, undermining quantum interference effects. We examine the effects of mode mismatch on the parity (or fusion) gate, the fundamental building block in several recent LOQC schemes. We derive simple error models for the effects of mode mismatch on its operation, and relate these error models to current fault-tolerant-threshold estimates.

Forecasting exchange rates with linear and nonlinear models

In this paper the exchange rate forecasting performance of neural network models are evaluated against random walk and a range of time series models. There are no guidelines available that can be used to choose the parameters of neural network models and therefore the parameters are chosen according to what the researcher considers to be the best. Such an approach, however, implies that the risk of making bad decisions is extremely high which could explain why in many studies neural network models do not consistently perform better than their time series counterparts. In this paper through extensive experimentation the level of subjectivity in building neural network models is considerably reduced and therefore giving them a better chance of performing well. Our results show that in general neural network models perform better than traditionally used time series models in forecasting exchange rates.

Neural network enhanced self tuning adaptive control application for non-linear control of dynamic systems

The main theme of research of this project concerns the study of neutral networks to control uncertain and non-linear control systems. This involves the control of continuous time, discrete time, hybrid and stochastic systems with input, state or output constraints by ensuring good performances. A great part of this project is devoted to the opening of frontiers between several mathematical and engineering approaches in order to tackle complex but very common non-linear control problems. The objectives are: 1. Design and develop procedures for neutral network enhanced self-tuning adaptive non-linear control systems; 2. To design, as a general procedure, neural network generalised minimum variance self-tuning controller for non-linear dynamic plants (Integration of neural network mapping with generalised minimum variance self-tuning controller strategies); 3. To develop a software package to evaluate control system performances using Matlab, Simulink and Neural Network toolbox. An adaptive control algorithm utilising a recurrent network as a model of a partial unknown non-linear plant with unmeasurable state is proposed. Appropriately, it appears that structured recurrent neural networks can provide conveniently parameterised dynamic models for many non-linear systems for use in adaptive control. Properties of static neural networks, which enabled successful design of stable adaptive control in the state feedback case, are also identified. A survey of the existing results is presented which puts them in a systematic framework showing their relation to classical self-tuning adaptive control application of neural control to a SISO/MIMO control. Simulation results demonstrate that the self-tuning design methods may be practically applicable to a reasonably large class of unknown linear and non-linear dynamic control systems.

Parameterized Link Functions in Generalized Linear Random Effect Models: a Case Study on Breast Cancer Treatment

In non-linear random effects some attention has been very recently devoted to the analysis ofsuitable transformation of the response variables separately (Taylor 1996) or not (Oberg and Davidian 2000) from the transformations of the covariates and, as far as we know, no investigation has been carried out on the choice of link function in such models. In our study we consider the use of a random effect model when a parameterized family of links (Aranda-Ordaz 1981, Prentice 1996, Pregibon 1980, Stukel 1988 and Czado 1997) is introduced. We point out the advantages and the drawbacks associated with the choice of this data-driven kind of modeling. Difficulties in the interpretation of regression parameters, and therefore in understanding the influence of covariates, as well as problems related to loss of efficiency of estimates and overfitting, are discussed. A case study on radiotherapy usage in breast cancer treatment is discussed.

Transferability of Regional Permafrost Disturbance Susceptibility Modelling Using Generalized Linear and Generalized Additive Models

To effectively assess and mitigate risk of permafrost disturbance, disturbance-p rone areas can be predicted through the application of susceptibility models. In this study we developed regional susceptibility models for permafrost disturbances using a field disturbance inventory to test the transferability of the model to a broader region in the Canadian High Arctic. Resulting maps of susceptibility were then used to explore the effect of terrain variables on the occurrence of disturbances within this region. To account for a large range of landscape charac- teristics, the model was calibrated using two locations: Sabine Peninsula, Melville Island, NU, and Fosheim Pen- insula, Ellesmere Island, NU. Spatial patterns of disturbance were predicted with a generalized linear model (GLM) and generalized additive model (GAM), each calibrated using disturbed and randomized undisturbed lo- cations from both locations and GIS-derived terrain predictor variables including slope, potential incoming solar radiation, wetness index, topographic position index, elevation, and distance to water. Each model was validated for the Sabine and Fosheim Peninsulas using independent data sets while the transferability of the model to an independent site was assessed at Cape Bounty, Melville Island, NU. The regional GLM and GAM validated well for both calibration sites (Sabine and Fosheim) with the area under the receiver operating curves (AUROC) N 0.79. Both models were applied directly to Cape Bounty without calibration and validated equally with AUROC's of 0.76; however, each model predicted disturbed and undisturbed samples differently. Addition- ally, the sensitivity of the transferred model was assessed using data sets with different sample sizes. Results in- dicated that models based on larger sample sizes transferred more consistently and captured the variability within the terrain attributes in the respective study areas. Terrain attributes associated with the initiation of dis- turbances were similar regardless of the location. Disturbances commonly occurred on slopes between 4 and 15°, below Holocene marine limit, and in areas with low potential incoming solar radiation

Applying Least Absolute Shrinkage Selection Operator and Akaike Information Criterion Analysis to Find the Best Multiple Linear Regression Models between Climate Indices and Components of Cow’s Milk

This study focuses on multiple linear regression models relating six climate indices (temperature humidity THI, environmental stress ESI, equivalent temperature index ETI, heat load HLI, modified HLI (HLI new), and respiratory rate predictor RRP) with three main components of cow’s milk (yield, fat, and protein) for cows in Iran. The least absolute shrinkage selection operator (LASSO) and the Akaike information criterion (AIC) techniques are applied to select the best model for milk predictands with the smallest number of climate predictors. Uncertainty estimation is employed by applying bootstrapping through resampling. Cross validation is used to avoid over-fitting. Climatic parameters are calculated from the NASA-MERRA global atmospheric reanalysis. Milk data for the months from April to September, 2002 to 2010 are used. The best linear regression models are found in spring between milk yield as the predictand and THI, ESI, ETI, HLI, and RRP as predictors with p-value < 0.001 and R2 (0.50, 0.49) respectively. In summer, milk yield with independent variables of THI, ETI, and ESI show the highest relation (p-value < 0.001) with R2 (0.69). For fat and protein the results are only marginal. This method is suggested for the impact studies of climate variability/change on agriculture and food science fields when short-time series or data with large uncertainty are available.