Inference of helicopter airframe condition

The goal of this paper is to model normal airframe conditions for helicopters in order to detect changes. This is done by inferring the flying state using a selection of sensors and frequency bands that are best for discriminating between different states. We used non-linear state-space models (NLSSM) for modelling flight conditions based on short-time frequency analysis of the vibration data and embedded the models in a switching framework to detect transitions between states. We then created a density model (using a Gaussian mixture model) for the NLSSM innovations: this provides a model for normal operation. To validate our approach, we used data with added synthetic abnormalities which was detected as low-probability periods. The model of normality gave good indications of faults during the flight, in the form of low probabilities under the model, with high accuracy (>92 %). © 2013 IEEE.

Learning from Geometry

Subspaces and manifolds are two powerful models for high dimensional signals. Subspaces model linear correlation and are a good fit to signals generated by physical systems, such as frontal images of human faces and multiple sources impinging at an antenna array. Manifolds model sources that are not linearly correlated, but where signals are determined by a small number of parameters. Examples are images of human faces under different poses or expressions, and handwritten digits with varying styles. However, there will always be some degree of model mismatch between the subspace or manifold model and the true statistics of the source. This dissertation exploits subspace and manifold models as prior information in various signal processing and machine learning tasks.

A near-low-rank Gaussian mixture model measures proximity to a union of linear or affine subspaces. This simple model can effectively capture the signal distribution when each class is near a subspace. This dissertation studies how the pairwise geometry between these subspaces affects classification performance. When model mismatch is vanishingly small, the probability of misclassification is determined by the product of the sines of the principal angles between subspaces. When the model mismatch is more significant, the probability of misclassification is determined by the sum of the squares of the sines of the principal angles. Reliability of classification is derived in terms of the distribution of signal energy across principal vectors. Larger principal angles lead to smaller classification error, motivating a linear transform that optimizes principal angles. This linear transformation, termed TRAIT, also preserves some specific features in each class, being complementary to a recently developed Low Rank Transform (LRT). Moreover, when the model mismatch is more significant, TRAIT shows superior performance compared to LRT.

The manifold model enforces a constraint on the freedom of data variation. Learning features that are robust to data variation is very important, especially when the size of the training set is small. A learning machine with large numbers of parameters, e.g., deep neural network, can well describe a very complicated data distribution. However, it is also more likely to be sensitive to small perturbations of the data, and to suffer from suffer from degraded performance when generalizing to unseen (test) data.

From the perspective of complexity of function classes, such a learning machine has a huge capacity (complexity), which tends to overfit. The manifold model provides us with a way of regularizing the learning machine, so as to reduce the generalization error, therefore mitigate overfiting. Two different overfiting-preventing approaches are proposed, one from the perspective of data variation, the other from capacity/complexity control. In the first approach, the learning machine is encouraged to make decisions that vary smoothly for data points in local neighborhoods on the manifold. In the second approach, a graph adjacency matrix is derived for the manifold, and the learned features are encouraged to be aligned with the principal components of this adjacency matrix. Experimental results on benchmark datasets are demonstrated, showing an obvious advantage of the proposed approaches when the training set is small.

Stochastic optimization makes it possible to track a slowly varying subspace underlying streaming data. By approximating local neighborhoods using affine subspaces, a slowly varying manifold can be efficiently tracked as well, even with corrupted and noisy data. The more the local neighborhoods, the better the approximation, but the higher the computational complexity. A multiscale approximation scheme is proposed, where the local approximating subspaces are organized in a tree structure. Splitting and merging of the tree nodes then allows efficient control of the number of neighbourhoods. Deviation (of each datum) from the learned model is estimated, yielding a series of statistics for anomaly detection. This framework extends the classical {\em changepoint detection} technique, which only works for one dimensional signals. Simulations and experiments highlight the robustness and efficacy of the proposed approach in detecting an abrupt change in an otherwise slowly varying low-dimensional manifold.

A study of computational methods to analyze gene expression data

The recent advent of new technologies has led to huge amounts of genomic data. With these data come new opportunities to understand biological cellular processes underlying hidden regulation mechanisms and to identify disease related biomarkers for informative diagnostics. However, extracting biological insights from the immense amounts of genomic data is a challenging task. Therefore, effective and efficient computational techniques are needed to analyze and interpret genomic data. In this thesis, novel computational methods are proposed to address such challenges: a Bayesian mixture model, an extended Bayesian mixture model, and an Eigen-brain approach. The Bayesian mixture framework involves integration of the Bayesian network and the Gaussian mixture model. Based on the proposed framework and its conjunction with K-means clustering and principal component analysis (PCA), biological insights are derived such as context specific/dependent relationships and nested structures within microarray where biological replicates are encapsulated. The Bayesian mixture framework is then extended to explore posterior distributions of network space by incorporating a Markov chain Monte Carlo (MCMC) model. The extended Bayesian mixture model summarizes the sampled network structures by extracting biologically meaningful features. Finally, an Eigen-brain approach is proposed to analyze in situ hybridization data for the identification of the cell-type specific genes, which can be useful for informative blood diagnostics. Computational results with region-based clustering reveals the critical evidence for the consistency with brain anatomical structure.

Advanced statistical models for the segregation, identification and measurement of coexisting sound sources

Long-term monitoring of acoustical environments is gaining popularity thanks to the relevant amount of scientific and engineering insights that it provides. The increasing interest is due to the constant growth of storage capacity and computational power to process large amounts of data. In this perspective, machine learning (ML) provides a broad family of data-driven statistical techniques to deal with large databases. Nowadays, the conventional praxis of sound level meter measurements limits the global description of a sound scene to an energetic point of view. The equivalent continuous level Leq represents the main metric to define an acoustic environment, indeed. Finer analyses involve the use of statistical levels. However, acoustic percentiles are based on temporal assumptions, which are not always reliable. A statistical approach, based on the study of the occurrences of sound pressure levels, would bring a different perspective to the analysis of long-term monitoring. Depicting a sound scene through the most probable sound pressure level, rather than portions of energy, brought more specific information about the activity carried out during the measurements. The statistical mode of the occurrences can capture typical behaviors of specific kinds of sound sources. The present work aims to propose an ML-based method to identify, separate and measure coexisting sound sources in real-world scenarios. It is based on long-term monitoring and is addressed to acousticians focused on the analysis of environmental noise in manifold contexts. The presented method is based on clustering analysis. Two algorithms, Gaussian Mixture Model and K-means clustering, represent the main core of a process to investigate different active spaces monitored through sound level meters. The procedure has been applied in two different contexts: university lecture halls and offices. The proposed method shows robust and reliable results in describing the acoustic scenario and it could represent an important analytical tool for acousticians.

Proprieta chemo-dinamiche delle sottostrutture nell'alone retrogrado della nostra galassia

Le stelle nate nelle galassie satelliti accresciute dalla MW durante il suo processo evolutivo, sono oggi mescolate nell'Alone Retrogrado della nostra Galassia, ma mantengono una coerenza chimica e dinamica che ci consente di identificarle e di ricostruirne l'origine. Tuttavia, investigare la chimica o la dinamica in maniera indipendente non è sufficiente per fare ciò. L'associazione di stelle a specifici eventi di merging basata esclusivamente sulla loro posizione nello spazio degli IoM può non essere univoca e portare quindi ad identificazioni errate o ambigue. Allo stesso tempo, la composizione chimica delle stelle riflette la composizone del gas della galassia in cui le stelle si sono formate, ma galassie evolutesi in maniera simile sono difficilmente distinguibili nei soli piani chimici. Combinare l'informazione chimica a quella dinamica è quindi necessario per ricostruire in maniera accurata la storia di formazione ed evoluzione della MW. In questa tesi è stato analizzato un campione di 66 stelle dell'Alone Retrogrado della MW (localizzate nei dintorni solari) combinando i dati fotometrici di Gaia e quelli spettroscopici ottenuti con PEPSI@LBT. L'obiettivo principale di questo lavoro è di associare univocamente le stelle di questo campione alle rispettive galassie progenitrici tramite l'utilizzo coniugato delle informazioni chimiche e cinematiche. Per fare questo, è stata prima di tutto ricostruita l'orbita di ognuna delle stelle. In seguito, l'analisi degli spettri dei targets ha permesso di ottenere le abbondanze chimiche. L'identificazione delle sottostrutture è stata effettuata attraverso un'analisi chemo-dinamica statisticamente robusta, ottenuta tramite l'applicazione di un metodo di Gaussian Mixture Model, e l'associazione finale ai relativi progenitori, nonchè la loro interpretazione in termini di strutture indipendenti, è stata eseguita accoppiando questa informazione con la composizione chimica dettagliata di ogni stella.

Extended truncated Tweedie-Poisson model

It has been argued that by truncating the sample space of the negative binomial and of the inverse Gaussian-Poisson mixture models at zero, one is allowed to extend the parameter space of the model. Here that is proved to be the case for the more general three parameter Tweedie-Poisson mixture model. It is also proved that the distributions in the extended part of the parameter space are not the zero truncation of mixed poisson distributions and that, other than for the negative binomial, they are not mixtures of zero truncated Poisson distributions either. By extending the parameter space one can improve the fit when the frequency of one is larger and the right tail is heavier than is allowed by the unextended model. Considering the extended model also allows one to use the basic maximum likelihood based inference tools when parameter estimates fall in the extended part of the parameter space, and hence when the m.l.e. does not exist under the unextended model. This extended truncated Tweedie-Poisson model is proved to be useful in the analysis of words and species frequency count data.

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach

In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the frame-work of multivariate linear regressions (MLR). It is well known however that despite their simple statistical structure, standard asymptotically justified MLR-based tests are unreliable. In financial econometrics, exact tests have been proposed for a few specific hypotheses [Jobson and Korkie (Journal of Financial Economics, 1982), MacKinlay (Journal of Financial Economics, 1987), Gib-bons, Ross and Shanken (Econometrica, 1989), Zhou (Journal of Finance 1993)], most of which depend on normality. For the gaussian model, our tests correspond to Gibbons, Ross and Shanken’s mean-variance efficiency tests. In non-gaussian contexts, we reconsider mean-variance efficiency tests allowing for multivariate Student-t and gaussian mixture errors. Our framework allows to cast more evidence on whether the normality assumption is too restrictive when testing the CAPM. We also propose exact multivariate diagnostic checks (including tests for multivariate GARCH and mul-tivariate generalization of the well known variance ratio tests) and goodness of fit tests as well as a set estimate for the intervening nuisance parameters. Our results [over five-year subperiods] show the following: (i) multivariate normality is rejected in most subperiods, (ii) residual checks reveal no significant departures from the multivariate i.i.d. assumption, and (iii) mean-variance efficiency tests of the market portfolio is not rejected as frequently once it is allowed for the possibility of non-normal errors.

Tropospheric planetary wave dynamics and mixture modeling: Two preferred regimes and a regime shift

Investigation of preferred structures of planetary wave dynamics is addressed using multivariate Gaussian mixture models. The number of components in the mixture is obtained using order statistics of the mixing proportions, hence avoiding previous difficulties related to sample sizes and independence issues. The method is first applied to a few low-order stochastic dynamical systems and data from a general circulation model. The method is next applied to winter daily 500-hPa heights from 1949 to 2003 over the Northern Hemisphere. A spatial clustering algorithm is first applied to the leading two principal components (PCs) and shows significant clustering. The clustering is particularly robust for the first half of the record and less for the second half. The mixture model is then used to identify the clusters. Two highly significant extratropical planetary-scale preferred structures are obtained within the first two to four EOF state space. The first pattern shows a Pacific-North American (PNA) pattern and a negative North Atlantic Oscillation (NAO), and the second pattern is nearly opposite to the first one. It is also observed that some subspaces show multivariate Gaussianity, compatible with linearity, whereas others show multivariate non-Gaussianity. The same analysis is also applied to two subperiods, before and after 1978, and shows a similar regime behavior, with a slight stronger support for the first subperiod. In addition a significant regime shift is also observed between the two periods as well as a change in the shape of the distribution. The patterns associated with the regime shifts reflect essentially a PNA pattern and an NAO pattern consistent with the observed global warming effect on climate and the observed shift in sea surface temperature around the mid-1970s.

The full Bayesian significance test for mixture models: results in gene expression clustering

Gene clustering is a useful exploratory technique to group together genes with similar expression levels under distinct cell cycle phases or distinct conditions. It helps the biologist to identify potentially meaningful relationships between genes. In this study, we propose a clustering method based on multivariate normal mixture models, where the number of clusters is predicted via sequential hypothesis tests: at each step, the method considers a mixture model of m components (m = 2 in the first step) and tests if in fact it should be m - 1. If the hypothesis is rejected, m is increased and a new test is carried out. The method continues (increasing m) until the hypothesis is accepted. The theoretical core of the method is the full Bayesian significance test, an intuitive Bayesian approach, which needs no model complexity penalization nor positive probabilities for sharp hypotheses. Numerical experiments were based on a cDNA microarray dataset consisting of expression levels of 205 genes belonging to four functional categories, for 10 distinct strains of Saccharomyces cerevisiae. To analyze the method's sensitivity to data dimension, we performed principal components analysis on the original dataset and predicted the number of classes using 2 to 10 principal components. Compared to Mclust (model-based clustering), our method shows more consistent results.

Improvements on ICA mixture models for image pre-processing and segmentation

Today several different unsupervised classification algorithms are commonly used to cluster similar patterns in a data set based only on its statistical properties. Specially in image data applications, self-organizing methods for unsupervised classification have been successfully applied for clustering pixels or group of pixels in order to perform segmentation tasks. The first important contribution of this paper refers to the development of a self-organizing method for data classification, named Enhanced Independent Component Analysis Mixture Model (EICAMM), which was built by proposing some modifications in the Independent Component Analysis Mixture Model (ICAMM). Such improvements were proposed by considering some of the model limitations as well as by analyzing how it should be improved in order to become more efficient. Moreover, a pre-processing methodology was also proposed, which is based on combining the Sparse Code Shrinkage (SCS) for image denoising and the Sobel edge detector. In the experiments of this work, the EICAMM and other self-organizing models were applied for segmenting images in their original and pre-processed versions. A comparative analysis showed satisfactory and competitive image segmentation results obtained by the proposals presented herein. (C) 2008 Published by Elsevier B.V.

Robust Mixture Modelling Using the t Distribution

Normal mixture models are being increasingly used to model the distributions of a wide variety of random phenomena and to cluster sets of continuous multivariate data. However, for a set of data containing a group or groups of observations with longer than normal tails or atypical observations, the use of normal components may unduly affect the fit of the mixture model. In this paper, we consider a more robust approach by modelling the data by a mixture of t distributions. The use of the ECM algorithm to fit this t mixture model is described and examples of its use are given in the context of clustering multivariate data in the presence of atypical observations in the form of background noise.

Modelling the Distribution of Ischaemic Stroke-Specific Survival Time Using an EM-based Mixture Approach with Random Effects Adjustment

A two-component survival mixture model is proposed to analyse a set of ischaemic stroke-specific mortality data. The survival experience of stroke patients after index stroke may be described by a subpopulation of patients in the acute condition and another subpopulation of patients in the chronic phase. To adjust for the inherent correlation of observations due to random hospital effects, a mixture model of two survival functions with random effects is formulated. Assuming a Weibull hazard in both components, an EM algorithm is developed for the estimation of fixed effect parameters and variance components. A simulation study is conducted to assess the performance of the two-component survival mixture model estimators. Simulation results confirm the applicability of the proposed model in a small sample setting. Copyright (C) 2004 John Wiley Sons, Ltd.

A general hazard model for lifetime data in the presence of cure rate

Historically, the cure rate model has been used for modeling time-to-event data within which a significant proportion of patients are assumed to be cured of illnesses, including breast cancer, non-Hodgkin lymphoma, leukemia, prostate cancer, melanoma, and head and neck cancer. Perhaps the most popular type of cure rate model is the mixture model introduced by Berkson and Gage [1]. In this model, it is assumed that a certain proportion of the patients are cured, in the sense that they do not present the event of interest during a long period of time and can found to be immune to the cause of failure under study. In this paper, we propose a general hazard model which accommodates comprehensive families of cure rate models as particular cases, including the model proposed by Berkson and Gage. The maximum-likelihood-estimation procedure is discussed. A simulation study analyzes the coverage probabilities of the asymptotic confidence intervals for the parameters. A real data set on children exposed to HIV by vertical transmission illustrates the methodology.

Maximum Likelihood Estimation of Mixture Densities for Binned and Truncated Multivariate Data

Binning and truncation of data are common in data analysis and machine learning. This paper addresses the problem of fitting mixture densities to multivariate binned and truncated data. The EM approach proposed by McLachlan and Jones (Biometrics, 44: 2, 571-578, 1988) for the univariate case is generalized to multivariate measurements. The multivariate solution requires the evaluation of multidimensional integrals over each bin at each iteration of the EM procedure. Naive implementation of the procedure can lead to computationally inefficient results. To reduce the computational cost a number of straightforward numerical techniques are proposed. Results on simulated data indicate that the proposed methods can achieve significant computational gains with no loss in the accuracy of the final parameter estimates. Furthermore, experimental results suggest that with a sufficient number of bins and data points it is possible to estimate the true underlying density almost as well as if the data were not binned. The paper concludes with a brief description of an application of this approach to diagnosis of iron deficiency anemia, in the context of binned and truncated bivariate measurements of volume and hemoglobin concentration from an individual's red blood cells.