Performance comparisons between greedy and lagrange algorithms in adaptive MIMO MC-CDMA systems

This paper describes two algorithms for adaptive power and bit allocations in a multiple input multiple output multiple-carrier code division multiple access (MIMO MC-CDMA) system. The first is the greedy algorithm, which has already been presented in the literature. The other one, which is proposed by the authors, is based on the use of the Lagrange multiplier method. The performances of the two algorithms are compared via Monte Carlo simulations. At present stage, the simulations are restricted to a single user MIMO MC-CDMA system, which is equivalent to a MIMO OFDM system. It is assumed that the system operates in a frequency selective fading environment. The transmitter has a partial knowledge of the channel whose properties are measured at the receiver. The use of the two algorithms results in similar system performances. The advantage of the Lagrange algorithm is that is much faster than the greedy algorithm. ©2005 IEEE

Probabilistic cost benefit analysis of generation investment in a deregulated electricity market

A new methodology is proposed for the analysis of generation capacity investment in a deregulated market environment. This methodology proposes to make the investment appraisal using a probabilistic framework. The probabilistic production simulation (PPC) algorithm is used to compute the expected energy generated, taking into account system load variations and plant forced outage rates, while the Monte Carlo approach has been applied to model the electricity price variability seen in a realistic network. The model is able to capture the price and hence the profitability uncertainties for generator companies. Seasonal variation in the electricity prices and the system demand are independently modeled. The method is validated on IEEE RTS system, augmented with realistic market and plant data, by using it to compare the financial viability of several generator investments applying either conventional or directly connected generator (powerformer) technologies. The significance of the results is assessed using several financial risk measures.

A scatterometer neural network sensor model with input noise

The ERS-1 satellite carries a scatterometer which measures the amount of radiation scattered back toward the satellite by the ocean's surface. These measurements can be used to infer wind vectors. The implementation of a neural network based forward model which maps wind vectors to radar backscatter is addressed. Input noise cannot be neglected. To account for this noise, a Bayesian framework is adopted. However, Markov Chain Monte Carlo sampling is too computationally expensive. Instead, gradient information is used with a non-linear optimisation algorithm to find the maximum em a posteriori probability values of the unknown variables. The resulting models are shown to compare well with the current operational model when visualised in the target space.

A scatterometer neural network sensor model with input noise

The ERS-1 satellite carries a scatterometer which measures the amount of radiation scattered back toward the satellite by the ocean's surface. These measurements can be used to infer wind vectors. The implementation of a neural network based forward model which maps wind vectors to radar backscatter is addressed. Input noise cannot be neglected. To account for this noise, a Bayesian framework is adopted. However, Markov Chain Monte Carlo sampling is too computationally expensive. Instead, gradient information is used with a non-linear optimisation algorithm to find the maximum em a posteriori probability values of the unknown variables. The resulting models are shown to compare well with the current operational model when visualised in the target space.

A projected process kriging algorithm for sensor networks with heterogeneous error characteristics

Large monitoring networks are becoming increasingly common and can generate large datasets from thousands to millions of observations in size, often with high temporal resolution. Processing large datasets using traditional geostatistical methods is prohibitively slow and in real world applications different types of sensor can be found across a monitoring network. Heterogeneities in the error characteristics of different sensors, both in terms of distribution and magnitude, presents problems for generating coherent maps. An assumption in traditional geostatistics is that observations are made directly of the underlying process being studied and that the observations are contaminated with Gaussian errors. Under this assumption, sub–optimal predictions will be obtained if the error characteristics of the sensor are effectively non–Gaussian. One method, model based geostatistics, assumes that a Gaussian process prior is imposed over the (latent) process being studied and that the sensor model forms part of the likelihood term. One problem with this type of approach is that the corresponding posterior distribution will be non–Gaussian and computationally demanding as Monte Carlo methods have to be used. An extension of a sequential, approximate Bayesian inference method enables observations with arbitrary likelihoods to be treated, in a projected process kriging framework which is less computationally intensive. The approach is illustrated using a simulated dataset with a range of sensor models and error characteristics.

Studies on the generalisation of Gaussian processes and Bayesian neural networks

The assessment of the reliability of systems which learn from data is a key issue to investigate thoroughly before the actual application of information processing techniques to real-world problems. Over the recent years Gaussian processes and Bayesian neural networks have come to the fore and in this thesis their generalisation capabilities are analysed from theoretical and empirical perspectives. Upper and lower bounds on the learning curve of Gaussian processes are investigated in order to estimate the amount of data required to guarantee a certain level of generalisation performance. In this thesis we analyse the effects on the bounds and the learning curve induced by the smoothness of stochastic processes described by four different covariance functions. We also explain the early, linearly-decreasing behaviour of the curves and we investigate the asymptotic behaviour of the upper bounds. The effect of the noise and the characteristic lengthscale of the stochastic process on the tightness of the bounds are also discussed. The analysis is supported by several numerical simulations. The generalisation error of a Gaussian process is affected by the dimension of the input vector and may be decreased by input-variable reduction techniques. In conventional approaches to Gaussian process regression, the positive definite matrix estimating the distance between input points is often taken diagonal. In this thesis we show that a general distance matrix is able to estimate the effective dimensionality of the regression problem as well as to discover the linear transformation from the manifest variables to the hidden-feature space, with a significant reduction of the input dimension. Numerical simulations confirm the significant superiority of the general distance matrix with respect to the diagonal one.In the thesis we also present an empirical investigation of the generalisation errors of neural networks trained by two Bayesian algorithms, the Markov Chain Monte Carlo method and the evidence framework; the neural networks have been trained on the task of labelling segmented outdoor images.

Advances in Dynamic Modeling and Computation for Count Data

A class of multi-process models is developed for collections of time indexed count data. Autocorrelation in counts is achieved with dynamic models for the natural parameter of the binomial distribution. In addition to modeling binomial time series, the framework includes dynamic models for multinomial and Poisson time series. Markov chain Monte Carlo (MCMC) and Po ́lya-Gamma data augmentation (Polson et al., 2013) are critical for fitting multi-process models of counts. To facilitate computation when the counts are high, a Gaussian approximation to the P ́olya- Gamma random variable is developed.

Three applied analyses are presented to explore the utility and versatility of the framework. The first analysis develops a model for complex dynamic behavior of themes in collections of text documents. Documents are modeled as a “bag of words”, and the multinomial distribution is used to characterize uncertainty in the vocabulary terms appearing in each document. State-space models for the natural parameters of the multinomial distribution induce autocorrelation in themes and their proportional representation in the corpus over time.

The second analysis develops a dynamic mixed membership model for Poisson counts. The model is applied to a collection of time series which record neuron level firing patterns in rhesus monkeys. The monkey is exposed to two sounds simultaneously, and Gaussian processes are used to smoothly model the time-varying rate at which the neuron’s firing pattern fluctuates between features associated with each sound in isolation.

The third analysis presents a switching dynamic generalized linear model for the time-varying home run totals of professional baseball players. The model endows each player with an age specific latent natural ability class and a performance enhancing drug (PED) use indicator. As players age, they randomly transition through a sequence of ability classes in a manner consistent with traditional aging patterns. When the performance of the player significantly deviates from the expected aging pattern, he is identified as a player whose performance is consistent with PED use.

All three models provide a mechanism for sharing information across related series locally in time. The models are fit with variations on the P ́olya-Gamma Gibbs sampler, MCMC convergence diagnostics are developed, and reproducible inference is emphasized throughout the dissertation.

Secrecy Capacity Analysis Over κ–μ Fading Channels: Theory and Applications

In this paper, we consider the transmission of confidential information over a κ-μ fading channel in the presence of an eavesdropper who also experiences κ-μ fading. In particular, we obtain novel analytical solutions for the probability of strictly positive secrecy capacity (SPSC) and a lower bound of secure outage probability (SOPL) for independent and non-identically distributed channel coefficients without parameter constraints. We also provide a closed-form expression for the probability of SPSC when the μ parameter is assumed to take positive integer values. Monte-Carlo simulations are performed to verify the derived results. The versatility of the κ-μ fading model means that the results presented in this paper can be used to determine the probability of SPSC and SOPL for a large number of other fading scenarios, such as Rayleigh, Rice (Nakagamin), Nakagami-m, One-Sided Gaussian, and mixtures of these common fading models. In addition, due to the duality of the analysis of secrecy capacity and co-channel interference (CCI), the results presented here will have immediate applicability in the analysis of outage probability in wireless systems affected by CCI and background noise (BN). To demonstrate the efficacy of the novel formulations proposed here, we use the derived equations to provide a useful insight into the probability of SPSC and SOPL for a range of emerging wireless applications, such as cellular device-to-device, peer-to-peer, vehicle-to-vehicle, and body centric communications using data obtained from real channel measurements.

Asymptotic preserving and time diminishing schemes for rarefied gas dynamic

In this work, we introduce a new class of numerical schemes for rarefied gas dynamic problems described by collisional kinetic equations. The idea consists in reformulating the problem using a micro-macro decomposition and successively in solving the microscopic part by using asymptotic preserving Monte Carlo methods. We consider two types of decompositions, the first leading to the Euler system of gas dynamics while the second to the Navier-Stokes equations for the macroscopic part. In addition, the particle method which solves the microscopic part is designed in such a way that the global scheme becomes computationally less expensive as the solution approaches the equilibrium state as opposite to standard methods for kinetic equations which computational cost increases with the number of interactions. At the same time, the statistical error due to the particle part of the solution decreases as the system approach the equilibrium state. This causes the method to degenerate to the sole solution of the macroscopic hydrodynamic equations (Euler or Navier-Stokes) in the limit of infinite number of collisions. In a last part, we will show the behaviors of this new approach in comparisons to standard Monte Carlo techniques for solving the kinetic equation by testing it on different problems which typically arise in rarefied gas dynamic simulations.

Modelação do risco de perda dentária por doença periodontal

O prognóstico da perda dentária é um dos principais problemas na prática clínica de medicina dentária. Um dos principais fatores prognósticos é a quantidade de suporte ósseo do dente, definido pela área da superfície radicular dentária intraóssea. A estimação desta grandeza tem sido realizada por diferentes metodologias de investigação com resultados heterogéneos. Neste trabalho utilizamos o método da planimetria com microtomografia para calcular a área da superfície radicular (ASR) de uma amostra de cinco dentes segundos pré-molares inferiores obtida da população portuguesa, com o objetivo final de criar um modelo estatístico para estimar a área de superfície radicular intraóssea a partir de indicadores clínicos da perda óssea. Por fim propomos um método para aplicar os resultados na prática. Os dados referentes à área da superfície radicular, comprimento total do dente (CT) e dimensão mésio-distal máxima da coroa (MDeq) serviram para estabelecer as relações estatísticas entre variáveis e definir uma distribuição normal multivariada. Por fim foi criada uma amostra de 37 observações simuladas a partir da distribuição normal multivariada definida e estatisticamente idênticas aos dados da amostra de cinco dentes. Foram ajustados cinco modelos lineares generalizados aos dados simulados. O modelo estatístico foi selecionado segundo os critérios de ajustamento, preditibilidade, potência estatística, acurácia dos parâmetros e da perda de informação, e validado pela análise gráfica de resíduos. Apoiados nos resultados propomos um método em três fases para estimação área de superfície radicular perdida/remanescente. Na primeira fase usamos o modelo estatístico para estimar a área de superfície radicular, na segunda estimamos a proporção (decis) de raiz intraóssea usando uma régua de Schei adaptada e na terceira multiplicamos o valor obtido na primeira fase por um coeficiente que representa a proporção de raiz perdida (ASRp) ou da raiz remanescente (ASRr) para o decil estimado na segunda fase. O ponto forte deste estudo foi a aplicação de metodologia estatística validada para operacionalizar dados clínicos na estimação de suporte ósseo perdido. Como pontos fracos consideramos a aplicação destes resultados apenas aos segundos pré-molares mandibulares e a falta de validação clínica.

Nested Rollout Policy Adaptation for optimizing vehicle selection in complex VRPs

The goal of Vehicle Routing Problems (VRP) and their variations is to transport a set of orders with the minimum number of vehicles at least cost. Most approaches are designed to solve specific problem variations independently, whereas in real world applications, different constraints are handled concurrently. This research extends solutions obtained for the traveling salesman problem with time windows to a much wider class of route planning problems in logistics. The work describes a novel approach that:  supports a heterogeneous fleet of vehicles  dynamically reduces the number of vehicles  respects individual capacity restrictions  satisfies pickup and delivery constraints  takes Hamiltonian paths (rather than cycles) The proposed approach uses Monte-Carlo Tree Search and in particular Nested Rollout Policy Adaptation. For the evaluation of the work, real data from the industry was obtained and tested and the results are reported.

Bayesian analysis of a mastitis control plan to investigate the influence of veterinary prior beliefs on clinical interpretation

The fundamental objective for health research is to determine whether changes should be made to clinical decisions. Decisions made by veterinary surgeons in the light of new research evidence are known to be influenced by their prior beliefs, especially their initial opinions about the plausibility of possible results. In this paper, clinical trial results for a bovine mastitis control plan were evaluated within a Bayesian context, to incorporate a community of prior distributions that represented a spectrum of clinical prior beliefs. The aim was to quantify the effect of veterinary surgeons’ initial viewpoints on the interpretation of the trial results. A Bayesian analysis was conducted using Markov chain Monte Carlo procedures. Stochastic models included a financial cost attributed to a change in clinical mastitis following implementation of the control plan. Prior distributions were incorporated that covered a realistic range of possible clinical viewpoints, including scepticism, enthusiasm and uncertainty. Posterior distributions revealed important differences in the financial gain that clinicians with different starting viewpoints would anticipate from the mastitis control plan, given the actual research results. For example, a severe sceptic would ascribe a probability of 0.50 for a return of <£5 per cow in an average herd that implemented the plan, whereas an enthusiast would ascribe this probability for a return of >£20 per cow. Simulations using increased trial sizes indicated that if the original study was four times as large, an initial sceptic would be more convinced about the efficacy of the control plan but would still anticipate less financial return than an initial enthusiast would anticipate after the original study. In conclusion, it is possible to estimate how clinicians’ prior beliefs influence their interpretation of research evidence. Further research on the extent to which different interpretations of evidence result in changes to clinical practice would be worthwhile.