904 resultados para Cadeias de markov
Resumo:
Elucidating the mechanisms responsible for the patterns of species abundance, diversity, and distribution within and across ecological systems is a fundamental research focus in ecology. Species abundance patterns are shaped in a convoluted way by interplays between inter-/intra-specific interactions, environmental forcing, demographic stochasticity, and dispersal. Comprehensive models and suitable inferential and computational tools for teasing out these different factors are quite limited, even though such tools are critically needed to guide the implementation of management and conservation strategies, the efficacy of which rests on a realistic evaluation of the underlying mechanisms. This is even more so in the prevailing context of concerns over climate change progress and its potential impacts on ecosystems. This thesis utilized the flexible hierarchical Bayesian modelling framework in combination with the computer intensive methods known as Markov chain Monte Carlo, to develop methodologies for identifying and evaluating the factors that control the structure and dynamics of ecological communities. These methodologies were used to analyze data from a range of taxa: macro-moths (Lepidoptera), fish, crustaceans, birds, and rodents. Environmental stochasticity emerged as the most important driver of community dynamics, followed by density dependent regulation; the influence of inter-specific interactions on community-level variances was broadly minor. This thesis contributes to the understanding of the mechanisms underlying the structure and dynamics of ecological communities, by showing directly that environmental fluctuations rather than inter-specific competition dominate the dynamics of several systems. This finding emphasizes the need to better understand how species are affected by the environment and acknowledge species differences in their responses to environmental heterogeneity, if we are to effectively model and predict their dynamics (e.g. for management and conservation purposes). The thesis also proposes a model-based approach to integrating the niche and neutral perspectives on community structure and dynamics, making it possible for the relative importance of each category of factors to be evaluated in light of field data.
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What can the statistical structure of natural images teach us about the human brain? Even though the visual cortex is one of the most studied parts of the brain, surprisingly little is known about how exactly images are processed to leave us with a coherent percept of the world around us, so we can recognize a friend or drive on a crowded street without any eort. By constructing probabilistic models of natural images, the goal of this thesis is to understand the structure of the stimulus that is the raison d etre for the visual system. Following the hypothesis that the optimal processing has to be matched to the structure of that stimulus, we attempt to derive computational principles, features that the visual system should compute, and properties that cells in the visual system should have. Starting from machine learning techniques such as principal component analysis and independent component analysis we construct a variety of sta- tistical models to discover structure in natural images that can be linked to receptive eld properties of neurons in primary visual cortex such as simple and complex cells. We show that by representing images with phase invariant, complex cell-like units, a better statistical description of the vi- sual environment is obtained than with linear simple cell units, and that complex cell pooling can be learned by estimating both layers of a two-layer model of natural images. We investigate how a simplied model of the processing in the retina, where adaptation and contrast normalization take place, is connected to the nat- ural stimulus statistics. Analyzing the eect that retinal gain control has on later cortical processing, we propose a novel method to perform gain control in a data-driven way. Finally we show how models like those pre- sented here can be extended to capture whole visual scenes rather than just small image patches. By using a Markov random eld approach we can model images of arbitrary size, while still being able to estimate the model parameters from the data.
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This thesis which consists of an introduction and four peer-reviewed original publications studies the problems of haplotype inference (haplotyping) and local alignment significance. The problems studied here belong to the broad area of bioinformatics and computational biology. The presented solutions are computationally fast and accurate, which makes them practical in high-throughput sequence data analysis. Haplotype inference is a computational problem where the goal is to estimate haplotypes from a sample of genotypes as accurately as possible. This problem is important as the direct measurement of haplotypes is difficult, whereas the genotypes are easier to quantify. Haplotypes are the key-players when studying for example the genetic causes of diseases. In this thesis, three methods are presented for the haplotype inference problem referred to as HaploParser, HIT, and BACH. HaploParser is based on a combinatorial mosaic model and hierarchical parsing that together mimic recombinations and point-mutations in a biologically plausible way. In this mosaic model, the current population is assumed to be evolved from a small founder population. Thus, the haplotypes of the current population are recombinations of the (implicit) founder haplotypes with some point--mutations. HIT (Haplotype Inference Technique) uses a hidden Markov model for haplotypes and efficient algorithms are presented to learn this model from genotype data. The model structure of HIT is analogous to the mosaic model of HaploParser with founder haplotypes. Therefore, it can be seen as a probabilistic model of recombinations and point-mutations. BACH (Bayesian Context-based Haplotyping) utilizes a context tree weighting algorithm to efficiently sum over all variable-length Markov chains to evaluate the posterior probability of a haplotype configuration. Algorithms are presented that find haplotype configurations with high posterior probability. BACH is the most accurate method presented in this thesis and has comparable performance to the best available software for haplotype inference. Local alignment significance is a computational problem where one is interested in whether the local similarities in two sequences are due to the fact that the sequences are related or just by chance. Similarity of sequences is measured by their best local alignment score and from that, a p-value is computed. This p-value is the probability of picking two sequences from the null model that have as good or better best local alignment score. Local alignment significance is used routinely for example in homology searches. In this thesis, a general framework is sketched that allows one to compute a tight upper bound for the p-value of a local pairwise alignment score. Unlike the previous methods, the presented framework is not affeced by so-called edge-effects and can handle gaps (deletions and insertions) without troublesome sampling and curve fitting.
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From the autocorrelation function of geomagnetic polarity intervals, it is shown that the field reversal intervals are not independent but form a process akin to the Markov process, where the random input to the model is itself a moving average process. The input to the moving average model is, however, an independent Gaussian random sequence. All the parameters in this model of the geomagnetic field reversal have been estimated. In physical terms this model implies that the mechanism of reversal possesses a memory.
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This paper addresses an output feedback control problem for a class of networked control systems (NCSs) with a stochastic communication protocol. Under the scenario that only one sensor is allowed to obtain the communication access at each transmission instant, a stochastic communication protocol is first defined, where the communication access is modelled by a discrete-time Markov chain with partly unknown transition probabilities. Secondly, by use of a network-based output feedback control strategy and a time-delay division method, the closed-loop system is modeled as a stochastic system with multi time-varying delays, where the inherent characteristic of the network delay is well considered to improve the control performance. Then, based on the above constructed stochastic model, two sufficient conditions are derived for ensuring the mean-square stability and stabilization of the system under consideration. Finally, two examples are given to show the effectiveness of the proposed method.
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There are some scenarios in which Unmmaned Aerial Vehicle (UAV) navigation becomes a challenge due to the occlusion of GPS systems signal, the presence of obstacles and constraints in the space in which a UAV operates. An additional challenge is presented when a target whose location is unknown must be found within a confined space. In this paper we present a UAV navigation and target finding mission, modelled as a Partially Observable Markov Decision Process (POMDP) using a state-of-the-art online solver in a real scenario using a low cost commercial multi rotor UAV and a modular system architecture running under the Robotic Operative System (ROS). Using POMDP has several advantages to conventional approaches as they take into account uncertainties in sensor information. We present a framework for testing the mission with simulation tests and real flight tests in which we model the system dynamics and motion and perception uncertainties. The system uses a quad-copter aircraft with an board downwards looking camera without the need of GPS systems while avoiding obstacles within a confined area. Results indicate that the system has 100% success rate in simulation and 80% rate during flight test for finding targets located at different locations.
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The past several years have seen significant advances in the development of computational methods for the prediction of the structure and interactions of coiled-coil peptides. These methods are generally based on pairwise correlations of amino acids, helical propensity, thermal melts and the energetics of sidechain interactions, as well as statistical patterns based on Hidden Markov Model (HMM) and Support Vector Machine (SVM) techniques. These methods are complemented by a number of public databases that contain sequences, motifs, domains and other details of coiled-coil structures identified by various algorithms. Some of these computational methods have been developed to make predictions of coiled-coil structure on the basis of sequence information; however, structural predictions of the oligomerisation state of these peptides still remains largely an open question due to the dynamic behaviour of these molecules. This review focuses on existing in silico methods for the prediction of coiled-coil peptides of functional importance using sequence and/or three-dimensional structural data.
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We are addressing the novel problem of jointly evaluating multiple speech patterns for automatic speech recognition and training. We propose solutions based on both the non-parametric dynamic time warping (DTW) algorithm, and the parametric hidden Markov model (HMM). We show that a hybrid approach is quite effective for the application of noisy speech recognition. We extend the concept to HMM training wherein some patterns may be noisy or distorted. Utilizing the concept of ``virtual pattern'' developed for joint evaluation, we propose selective iterative training of HMMs. Evaluating these algorithms for burst/transient noisy speech and isolated word recognition, significant improvement in recognition accuracy is obtained using the new algorithms over those which do not utilize the joint evaluation strategy.
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Detect and Avoid (DAA) technology is widely acknowledged as a critical enabler for unsegregated Remote Piloted Aircraft (RPA) operations, particularly Beyond Visual Line of Sight (BVLOS). Image-based DAA, in the visible spectrum, is a promising technological option for addressing the challenges DAA presents. Two impediments to progress for this approach are the scarcity of available video footage to train and test algorithms, in conjunction with testing regimes and specifications which facilitate repeatable, statistically valid, performance assessment. This paper includes three key contributions undertaken to address these impediments. In the first instance, we detail our progress towards the creation of a large hybrid collision and near-collision encounter database. Second, we explore the suitability of techniques employed by the biometric research community (Speaker Verification and Language Identification), for DAA performance optimisation and assessment. These techniques include Detection Error Trade-off (DET) curves, Equal Error Rates (EER), and the Detection Cost Function (DCF). Finally, the hybrid database and the speech-based techniques are combined and employed in the assessment of a contemporary, image based DAA system. This system includes stabilisation, morphological filtering and a Hidden Markov Model (HMM) temporal filter.
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We extend the modeling heuristic of (Harsha et al. 2006. In IEEE IWQoS 06, pp 178 - 187) to evaluate the performance of an IEEE 802.11e infrastructure network carrying packet telephone calls, streaming video sessions and TCP controlled file downloads, using Enhanced Distributed Channel Access (EDCA). We identify the time boundaries of activities on the channel (called channel slot boundaries) and derive a Markov Renewal Process of the contending nodes on these epochs. This is achieved by the use of attempt probabilities of the contending nodes as those obtained from the saturation fixed point analysis of (Ramaiyan et al. 2005. In Proceedings ACM Sigmetrics, `05. Journal version accepted for publication in IEEE TON). Regenerative analysis on this MRP yields the desired steady state performance measures. We then use the MRP model to develop an effective bandwidth approach for obtaining a bound on the size of the buffer required at the video queue of the AP, such that the streaming video packet loss probability is kept to less than 1%. The results obtained match well with simulations using the network simulator, ns-2. We find that, with the default IEEE 802.11e EDCA parameters for access categories AC 1, AC 2 and AC 3, the voice call capacity decreases if even one streaming video session and one TCP file download are initiated by some wireless station. Subsequently, reducing the voice calls increases the video downlink stream throughput by 0.38 Mbps and file download capacity by 0.14 Mbps, for every voice call (for the 11 Mbps PHY). We find that a buffer size of 75KB is sufficient to ensure that the video packet loss probability at the QAP is within 1%.
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We are addressing a new problem of improving automatic speech recognition performance, given multiple utterances of patterns from the same class. We have formulated the problem of jointly decoding K multiple patterns given a single Hidden Markov Model. It is shown that such a solution is possible by aligning the K patterns using the proposed Multi Pattern Dynamic Time Warping algorithm followed by the Constrained Multi Pattern Viterbi Algorithm The new formulation is tested in the context of speaker independent isolated word recognition for both clean and noisy patterns. When 10 percent of speech is affected by a burst noise at -5 dB Signal to Noise Ratio (local), it is shown that joint decoding using only two noisy patterns reduces the noisy speech recognition error rate to about 51 percent, when compared to the single pattern decoding using the Viterbi Algorithm. In contrast a simple maximization of individual pattern likelihoods, provides only about 7 percent reduction in error rate.
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Average-delay optimal scheduflng of messages arriving to the transmitter of a point-to-point channel is considered in this paper. We consider a discrete time batch-arrival batch-service queueing model for the communication scheme, with service time that may be a function of batch size. The question of delay optimality is addressed within the semi-Markov decision-theoretic framework. Approximations to the average-delay optimal policy are obtained.
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We provide analytical models for capacity evaluation of an infrastructure IEEE 802.11 based network carrying TCP controlled file downloads or full-duplex packet telephone calls. In each case the analytical models utilize the attempt probabilities from a well known fixed-point based saturation analysis. For TCP controlled file downloads, following Bruno et al. (In Networking '04, LNCS 2042, pp. 626-637), we model the number of wireless stations (STAs) with ACKs as a Markov renewal process embedded at packet success instants. In our work, analysis of the evolution between the embedded instants is done by using saturation analysis to provide state dependent attempt probabilities. We show that in spite of its simplicity, our model works well, by comparing various simulated quantities, such as collision probability, with values predicted from our model. Next we consider N constant bit rate VoIP calls terminating at N STAs. We model the number of STAs that have an up-link voice packet as a Markov renewal process embedded at so called channel slot boundaries. Analysis of the evolution over a channel slot is done using saturation analysis as before. We find that again the AP is the bottleneck, and the system can support (in the sense of a bound on the probability of delay exceeding a given value) a number of calls less than that at which the arrival rate into the AP exceeds the average service rate applied to the AP. Finally, we extend the analytical model for VoIP calls to determine the call capacity of an 802.11b WLAN in a situation where VoIP calls originate from two different types of coders. We consider N-1 calls originating from Type 1 codecs and N-2 calls originating from Type 2 codecs. For G711 and G729 voice coders, we show that the analytical model again provides accurate results in comparison with simulations.
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We consider the problem of quickest detection of an intrusion using a sensor network, keeping only a minimal number of sensors active. By using a minimal number of sensor devices, we ensure that the energy expenditure for sensing, computation and communication is minimized (and the lifetime of the network is maximized). We model the intrusion detection (or change detection) problem as a Markov decision process (MDP). Based on the theory of MDP, we develop the following closed loop sleep/wake scheduling algorithms: (1) optimal control of Mk+1, the number of sensors in the wake state in time slot k + 1, (2) optimal control of qk+1, the probability of a sensor in the wake state in time slot k + 1, and an open loop sleep/wake scheduling algorithm which (3) computes q, the optimal probability of a sensor in the wake state (which does not vary with time), based on the sensor observations obtained until time slot k. Our results show that an optimum closed loop control on Mk+1 significantly decreases the cost compared to keeping any number of sensors active all the time. Also, among the three algorithms described, we observe that the total cost is minimum for the optimum control on Mk+1 and is maximum for the optimum open loop control on q.
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We study a fixed-point formalization of the well-known analysis of Bianchi. We provide a significant simplification and generalization of the analysis. In this more general framework, the fixed-point solution and performance measures resulting from it are studied. Uniqueness of the fixed point is established. Simple and general throughput formulas are provided. It is shown that the throughput of any flow will be bounded by the one with the smallest transmission rate. The aggregate throughput is bounded by the reciprocal of the harmonic mean of the transmission rates. In an asymptotic regime with a large number of nodes, explicit formulas for the collision probability, the aggregate attempt rate, and the aggregate throughput are provided. The results from the analysis are compared with ns2 simulations and also with an exact Markov model of the backoff process. It is shown how the saturated network analysis can be used to obtain TCP transfer throughputs in some cases.