Generalized loopy 2U: A new algorithm for approximate inference in credal networks

Credal networks generalize Bayesian networks by relaxing the requirement of precision of probabilities. Credal networks are considerably more expressive than Bayesian networks, but this makes belief updating NP-hard even on polytrees. We develop a new efficient algorithm for approximate belief updating in credal networks. The algorithm is based on an important representation result we prove for general credal networks: that any credal network can be equivalently reformulated as a credal network with binary variables; moreover, the transformation, which is considerably more complex than in the Bayesian case, can be implemented in polynomial time. The equivalent binary credal network is then updated by L2U, a loopy approximate algorithm for binary credal networks. Overall, we generalize L2U to non-binary credal networks, obtaining a scalable algorithm for the general case, which is approximate only because of its loopy nature. The accuracy of the inferences with respect to other state-of-the-art algorithms is evaluated by extensive numerical tests.

Generalized Loopy 2U: A New Algorithm for Approximate Inference in Credal Networks

Credal nets generalize Bayesian nets by relaxing the requirement of precision of probabilities. Credal nets are considerably more expressive than Bayesian nets, but this makes belief updating NP-hard even on polytrees. We develop a new efficient algorithm for approximate belief updating in credal nets. The algorithm is based on an important representation result we prove for general credal nets: that any credal net can be equivalently reformulated as a credal net with binary variables; moreover, the transformation, which is considerably more complex than in the Bayesian case, can be implemented in polynomial time. The equivalent binary credal net is updated by L2U, a loopy approximate algorithm for binary credal nets. Thus, we generalize L2U to non-binary credal nets, obtaining an accurate and scalable algorithm for the general case, which is approximate only because of its loopy nature. The accuracy of the inferences is evaluated by empirical tests.

Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias

An investigation into exchange-traded fund (ETF) outperforrnance during the period 2008-2012 is undertaken utilizing a data set of 288 U.S. traded securities. ETFs are tested for net asset value (NAV) premium, underlying index and market benchmark outperformance, with Sharpe, Treynor, and Sortino ratios employed as risk-adjusted performance measures. A key contribution is the application of an innovative generalized stepdown procedure in controlling for data snooping bias. We find that a large proportion of optimized replication and debt asset class ETFs display risk-adjusted premiums with energy and precious metals focused funds outperforming the S&P 500 market benchmark. 

Practical Spectrum Aggregation for Secondary Networks with Imperfect Sensing

We investigate a collision-sensitive secondary network that intends to opportunistically aggregate and utilize spectrum of a primary network to achieve higher data rates. In opportunistic spectrum access with imperfect sensing of idle primary spectrum, secondary transmission can collide with primary transmission. When the secondary network aggregates more channels in the presence of the imperfect sensing, collisions could occur more often, limiting the performance obtained by spectrum aggregation. In this context, we aim to address a fundamental query, that is, how much spectrum aggregation is worthy with imperfect sensing. For collision occurrence, we focus on two different types of collision: one is imposed by asynchronous transmission; and the other by imperfect spectrum sensing. The collision probability expression has been derived in closed-form with various secondary network parameters: primary traffic load, secondary user transmission parameters, spectrum sensing errors, and the number of aggregated sub-channels. In addition, the impact of spectrum aggregation on data rate is analysed under the constraint of collision probability. Then, we solve an optimal spectrum aggregation problem and propose the dynamic spectrum aggregation approach to increase the data rate subject to practical collision constraints. Our simulation results show clearly that the proposed approach outperforms the benchmark that passively aggregates sub-channels with lack of collision awareness.

Factors influencing success of clinical genome sequencing across a broad spectrum of disorders

To assess factors influencing the success of whole-genome sequencing for mainstream clinical diagnosis, we sequenced 217 individuals from 156 independent cases or families across a broad spectrum of disorders in whom previous screening had identified no pathogenic variants. We quantified the number of candidate variants identified using different strategies for variant calling, filtering, annotation and prioritization. We found that jointly calling variants across samples, filtering against both local and external databases, deploying multiple annotation tools and using familial transmission above biological plausibility contributed to accuracy. Overall, we identified disease-causing variants in 21% of cases, with the proportion increasing to 34% (23/68) for mendelian disorders and 57% (8/14) in family trios. We also discovered 32 potentially clinically actionable variants in 18 genes unrelated to the referral disorder, although only 4 were ultimately considered reportable. Our results demonstrate the value of genome sequencing for routine clinical diagnosis but also highlight many outstanding challenges.

Full-Duplex Spectrum Sharing in Cooperative Single Carrier Systems

In this paper, we propose cyclic prefix single carrier (CP-SC) full-duplex transmission in cooperative spectrum sharing to achieve multipath diversity gain and full-duplex spectral efficiency. Integrating full-duplex transmission into cooperative spectrum sharing systems results in two intrinsic problems: 1) the peak interference power constraint at the PUs are concurrently inflicted on the transmit power at the secondary source (SS) and the secondary relays (SRs); and 2) the residual loop interference occurs between the transmit and the receive antennas at the secondary relays. Thus, examining the effects of residual loop interference under peak interference power constraint at the primary users and maximum transmit power constraints at the SS and the SRs is a particularly challenging problem in frequency selective fading channels. To do so, we derive and quantitatively evaluate the exact and the asymptotic outage probability for several relay selection policies in frequency selective fading channels. Our results manifest that a zero diversity gain is obtained with full-duplex.

Low complexity greedy detection method with generalized multicarrier index keying OFDM

Multicarrier Index Keying (MCIK) is a recently developed technique that modulates subcarriers but also indices of the subcarriers. In this paper a novel low-complexity detection scheme of subcarrier indices is proposed for an MCIK system and addresses a substantial reduction in complexity over the optimalmaximum likelihood (ML) detection. For the performance evaluation, a closed-form expression for the pairwise error probability (PEP) of an active subcarrier index, and a tight approximation of the average PEP of multiple subcarrier indices are derived in closed-form. The theoretical outcomes are validated usingsimulations, at a difference of less than 0.1dB. Compared to the optimal ML, the proposed detection achieves a substantial reduction in complexity with small loss in error performance (<= 0.6dB).