A generalisation of the fractional Brownian field based on non-Euclidean norms

We explore a generalisation of the L´evy fractional Brownian field on the Euclidean space based on replacing the Euclidean norm with another norm. A characterisation result for admissible norms yields a complete description of all self-similar Gaussian random fields with stationary increments. Several integral representations of the introduced random fields are derived. In a similar vein, several non-Euclidean variants of the fractional Poisson field are introduced and it is shown that they share the covariance structure with the fractional Brownian field and converge to it. The shape parameters of the Poisson and Brownian variants are related by convex geometry transforms, namely the radial pth mean body and the polar projection transforms.

Temporally Coherent Disparity Maps Using CRFs with Fast 4D Filtering

State of the art methods for disparity estimation achieve good results for single stereo frames, but temporal coherence in stereo videos is often neglected. In this paper we present a method to compute temporally coherent disparity maps. We define an energy over whole stereo sequences and optimize their Conditional Random Field (CRF) distributions using mean-field approximation. We introduce novel terms for smoothness and consistency between the left and right views, and perform CRF optimization by fast, iterative spatio-temporal filtering with linear complexity in the total number of pixels. Our results rank among the state of the art while having significantly less flickering artifacts in stereo sequences.

Video analysis based vehicle detection and tracking using an MCMC sampling framework

This article presents a probabilistic method for vehicle detection and tracking through the analysis of monocular images obtained from a vehicle-mounted camera. The method is designed to address the main shortcomings of traditional particle filtering approaches, namely Bayesian methods based on importance sampling, for use in traffic environments. These methods do not scale well when the dimensionality of the feature space grows, which creates significant limitations when tracking multiple objects. Alternatively, the proposed method is based on a Markov chain Monte Carlo (MCMC) approach, which allows efficient sampling of the feature space. The method involves important contributions in both the motion and the observation models of the tracker. Indeed, as opposed to particle filter-based tracking methods in the literature, which typically resort to observation models based on appearance or template matching, in this study a likelihood model that combines appearance analysis with information from motion parallax is introduced. Regarding the motion model, a new interaction treatment is defined based on Markov random fields (MRF) that allows for the handling of possible inter-dependencies in vehicle trajectories. As for vehicle detection, the method relies on a supervised classification stage using support vector machines (SVM). The contribution in this field is twofold. First, a new descriptor based on the analysis of gradient orientations in concentric rectangles is dened. This descriptor involves a much smaller feature space compared to traditional descriptors, which are too costly for real-time applications. Second, a new vehicle image database is generated to train the SVM and made public. The proposed vehicle detection and tracking method is proven to outperform existing methods and to successfully handle challenging situations in the test sequences.

On-road visual vehicle tracking using Markov chain Monte Carlo with metropolis sampling

In this study, a method for vehicle tracking through video analysis based on Markov chain Monte Carlo (MCMC) particle filtering with metropolis sampling is proposed. The method handles multiple targets with low computational requirements and is, therefore, ideally suited for advanced-driver assistance systems that involve real-time operation. The method exploits the removed perspective domain given by inverse perspective mapping (IPM) to define a fast and efficient likelihood model. Additionally, the method encompasses an interaction model using Markov Random Fields (MRF) that allows treatment of dependencies between the motions of targets. The proposed method is tested in highway sequences and compared to state-of-the-art methods for vehicle tracking, i.e., independent target tracking with Kalman filtering (KF) and joint tracking with particle filtering. The results showed fewer tracking failures using the proposed method.

A three dimensional numerical investigation of hillslope flow processes

Physically based distributed models of catchment hydrology are likely to be made available as engineering tools in the near future. Although these models are based on theoretically acceptable equations of continuity, there are still limitations in the present modelling strategy. Of interest to this thesis are the current modelling assumptions made concerning the effects of soil spatial variability, including formations producing distinct zones of preferential flow. The thesis contains a review of current physically based modelling strategies and a field based assessment of soil spatial variability. In order to investigate the effects of soil nonuniformity a fully three dimensional model of variability saturated flow in porous media is developed. The model is based on a Galerkin finite element approximation to Richards equation. Accessibility to a vector processor permits numerical solutions on grids containing several thousand node points. The model is applied to a single hillslope segment under various degrees of soil spatial variability. Such variability is introduced by generating random fields of saturated hydraulic conductivity using the turning bands method. Similar experiments are performed under conditions of preferred soil moisture movement. The results show that the influence of soil variability on subsurface flow may be less significant than suggested in the literature, due to the integrating effects of three dimensional flow. Under conditions of widespread infiltration excess runoff, the results indicate a greater significance of soil nonuniformity. The recognition of zones of preferential flow is also shown to be an important factor in accurate rainfall-runoff modelling. Using the results of various fields of soil variability, experiments are carried out to assess the validity of the commonly used concept of `effective parameters'. The results of these experiments suggest that such a concept may be valid in modelling subsurface flow. However, the effective parameter is observed to be event dependent when the dominating mechanism is infiltration excess runoff.

Development of a probabilistic graphical structure from a model of mental health clinical expertise

This thesis explores the process of developing a principled approach for translating a model of mental-health risk expertise into a probabilistic graphical structure. Probabilistic graphical structures can be a combination of graph and probability theory that provide numerous advantages when it comes to the representation of domains involving uncertainty, domains such as the mental health domain. In this thesis the advantages that probabilistic graphical structures offer in representing such domains is built on. The Galatean Risk Screening Tool (GRiST) is a psychological model for mental health risk assessment based on fuzzy sets. In this thesis the knowledge encapsulated in the psychological model was used to develop the structure of the probability graph by exploiting the semantics of the clinical expertise. This thesis describes how a chain graph can be developed from the psychological model to provide a probabilistic evaluation of risk that complements the one generated by GRiST’s clinical expertise by the decomposing of the GRiST knowledge structure in component parts, which were in turned mapped into equivalent probabilistic graphical structures such as Bayesian Belief Nets and Markov Random Fields to produce a composite chain graph that provides a probabilistic classification of risk expertise to complement the expert clinical judgements

Developing a probabilistic graphical structure from a model of mental-health clinical risk expertise

This paper explores the process of developing a principled approach for translating a model of mental-health risk expertise into a probabilistic graphical structure. The Galatean Risk Screening Tool [1] is a psychological model for mental health risk assessment based on fuzzy sets. This paper details how the knowledge encapsulated in the psychological model was used to develop the structure of the probability graph by exploiting the semantics of the clinical expertise. These semantics are formalised by a detailed specification for an XML structure used to represent the expertise. The component parts were then mapped to equivalent probabilistic graphical structures such as Bayesian Belief Nets and Markov Random Fields to produce a composite chain graph that provides a probabilistic classification of risk expertise to complement the expert clinical judgements. © Springer-Verlag 2010.

Services for Satellite Data Processing

Data processing services for Meteosat geostationary satellite are presented. Implemented services correspond to the different levels of remote-sensing data processing, including noise reduction at preprocessing level, cloud mask extraction at low-level and fractal dimension estimation at high-level. Cloud mask obtained as a result of Markovian segmentation of infrared data. To overcome high computation complexity of Markovian segmentation parallel algorithm is developed. Fractal dimension of Meteosat data estimated using fractional Brownian motion models.

Probabilistic Models for Scalable Knowledge Graph Construction

In the past decade, systems that extract information from millions of Internet documents have become commonplace. Knowledge graphs -- structured knowledge bases that describe entities, their attributes and the relationships between them -- are a powerful tool for understanding and organizing this vast amount of information. However, a significant obstacle to knowledge graph construction is the unreliability of the extracted information, due to noise and ambiguity in the underlying data or errors made by the extraction system and the complexity of reasoning about the dependencies between these noisy extractions. My dissertation addresses these challenges by exploiting the interdependencies between facts to improve the quality of the knowledge graph in a scalable framework. I introduce a new approach called knowledge graph identification (KGI), which resolves the entities, attributes and relationships in the knowledge graph by incorporating uncertain extractions from multiple sources, entity co-references, and ontological constraints. I define a probability distribution over possible knowledge graphs and infer the most probable knowledge graph using a combination of probabilistic and logical reasoning. Such probabilistic models are frequently dismissed due to scalability concerns, but my implementation of KGI maintains tractable performance on large problems through the use of hinge-loss Markov random fields, which have a convex inference objective. This allows the inference of large knowledge graphs using 4M facts and 20M ground constraints in 2 hours. To further scale the solution, I develop a distributed approach to the KGI problem which runs in parallel across multiple machines, reducing inference time by 90%. Finally, I extend my model to the streaming setting, where a knowledge graph is continuously updated by incorporating newly extracted facts. I devise a general approach for approximately updating inference in convex probabilistic models, and quantify the approximation error by defining and bounding inference regret for online models. Together, my work retains the attractive features of probabilistic models while providing the scalability necessary for large-scale knowledge graph construction. These models have been applied on a number of real-world knowledge graph projects, including the NELL project at Carnegie Mellon and the Google Knowledge Graph.

Modelo de Kuramoto com campos aleatórios em redes complexas

Neste trabalho é estudado o modelo de Kuramoto num grafo completo, em redes scale-free com uma distribuição de ligações P(q) ~ q-Y e na presença de campos aleatórios com magnitude constante e gaussiana. Para tal, foi considerado o método Ott-Antonsen e uma aproximação "annealed network". Num grafo completo, na presença de campos aleatórios gaussianos, e em redes scale-free com 2 < y < 5 na presença de ambos os campos aleatórios referidos, foram encontradas transições de fase contínuas. Considerando a presença de campos aleatórios com magnitude constante num grafo completo e em redes scale-free com y > 5, encontraram-se transições de fase contínua (h < √2) e descontínua (h > √2). Para uma rede SF com y = 3, foi observada uma transição de fase de ordem infinita. Os resultados do modelo de Kuramoto num grafo completo e na presença de campos aleatórios com magnitude constante foram comparados aos de simulações, tendo-se verificado uma boa concordância. Verifica-se que, independentemente da topologia de rede, a constante de acoplamento crítico aumenta com a magnitude do campo considerado. Na topologia de rede scale-free, concluiu-se que o valor do acoplamento crítico diminui à medida que valor de y diminui e que o grau de sincronização aumenta com o aumento do número médio das ligações na rede. A presença de campos aleatórios com magnitude gaussiana num grafo completo e numa rede scale-free com y > 2 não destrói a transição de fase contínua e não altera o comportamento crítico do modelo de Kuramoto.

Machine learning tools for protein annotation: the cases of transmembrane β-barrel and myristoylated proteins

Biology is now a “Big Data Science” thanks to technological advancements allowing the characterization of the whole macromolecular content of a cell or a collection of cells. This opens interesting perspectives, but only a small portion of this data may be experimentally characterized. From this derives the demand of accurate and efficient computational tools for automatic annotation of biological molecules. This is even more true when dealing with membrane proteins, on which my research project is focused leading to the development of two machine learning-based methods: BetAware-Deep and SVMyr. BetAware-Deep is a tool for the detection and topology prediction of transmembrane beta-barrel proteins found in Gram-negative bacteria. These proteins are involved in many biological processes and primary candidates as drug targets. BetAware-Deep exploits the combination of a deep learning framework (bidirectional long short-term memory) and a probabilistic graphical model (grammatical-restrained hidden conditional random field). Moreover, it introduced a modified formulation of the hydrophobic moment, designed to include the evolutionary information. BetAware-Deep outperformed all the available methods in topology prediction and reported high scores in the detection task. Glycine myristoylation in Eukaryotes is the binding of a myristic acid on an N-terminal glycine. SVMyr is a fast method based on support vector machines designed to predict this modification in dataset of proteomic scale. It uses as input octapeptides and exploits computational scores derived from experimental examples and mean physicochemical features. SVMyr outperformed all the available methods for co-translational myristoylation prediction. In addition, it allows (as a unique feature) the prediction of post-translational myristoylation. Both the tools here described are designed having in mind best practices for the development of machine learning-based tools outlined by the bioinformatics community. Moreover, they are made available via user-friendly web servers. All this make them valuable tools for filling the gap between sequential and annotated data.

CONCENTRATION FIELDS NEAR AIR-WATER INTERFACES DURING INTERFACIAL MASS TRANSPORT: OXYGEN TRANSPORT AND RANDOM SQUARE WAVE ANALYSIS

Mass transfer across a gas-liquid interface was studied theoretically and experimentally, using transfer of oxygen into water as the gas-liquid system. The experimental results support the conclusions of a theoretical description of the concentration field that uses random square waves approximations. The effect of diffusion over the concentration records was quantified. It is shown that the peak of the normalized rills concentration fluctuation profiles must be lower than 0.5, and that the position of the peak of the rms value is an adequate measure of the thickness of the diffusive layer. The position of the peak is the boundary between the regions more subject to molecular diffusion or to turbulent transport of dissolved mass.

Characterizations of Life Distributions Using Conditional Expectations of Doubly (Interval) Truncated Random Variables

In this article, we study reliability measures such as geometric vitality function and conditional Shannon’s measures of uncertainty proposed by Ebrahimi (1996) and Sankaran and Gupta (1999), respectively, for the doubly (interval) truncated random variables. In survival analysis and reliability engineering, these measures play a significant role in studying the various characteristics of a system/component when it fails between two time points. The interrelationships among these uncertainty measures for various distributions are derived and proved characterization theorems arising out of them

Assessing the uncertainty associated with intermittent rainfall fields

[1] In many practical situations where spatial rainfall estimates are needed, rainfall occurs as a spatially intermittent phenomenon. An efficient geostatistical method for rainfall estimation in the case of intermittency has previously been published and comprises the estimation of two independent components: a binary random function for modeling the intermittency and a continuous random function that models the rainfall inside the rainy areas. The final rainfall estimates are obtained as the product of the estimates of these two random functions. However the published approach does not contain a method for estimation of uncertainties. The contribution of this paper is the presentation of the indicator maximum likelihood estimator from which the local conditional distribution of the rainfall value at any location may be derived using an ensemble approach. From the conditional distribution, representations of uncertainty such as the estimation variance and confidence intervals can be obtained. An approximation to the variance can be calculated more simply by assuming rainfall intensity is independent of location within the rainy area. The methodology has been validated using simulated and real rainfall data sets. The results of these case studies show good agreement between predicted uncertainties and measured errors obtained from the validation data.