Adaptive Markov chain Monte Carlo and Bayesian filtering for state space models

This thesis is concerned with the state and parameter estimation in state space models. The estimation of states and parameters is an important task when mathematical modeling is applied to many different application areas such as the global positioning systems, target tracking, navigation, brain imaging, spread of infectious diseases, biological processes, telecommunications, audio signal processing, stochastic optimal control, machine learning, and physical systems. In Bayesian settings, the estimation of states or parameters amounts to computation of the posterior probability density function. Except for a very restricted number of models, it is impossible to compute this density function in a closed form. Hence, we need approximation methods. A state estimation problem involves estimating the states (latent variables) that are not directly observed in the output of the system. In this thesis, we use the Kalman filter, extended Kalman filter, Gauss–Hermite filters, and particle filters to estimate the states based on available measurements. Among these filters, particle filters are numerical methods for approximating the filtering distributions of non-linear non-Gaussian state space models via Monte Carlo. The performance of a particle filter heavily depends on the chosen importance distribution. For instance, inappropriate choice of the importance distribution can lead to the failure of convergence of the particle filter algorithm. In this thesis, we analyze the theoretical Lᵖ particle filter convergence with general importance distributions, where p ≥2 is an integer. A parameter estimation problem is considered with inferring the model parameters from measurements. For high-dimensional complex models, estimation of parameters can be done by Markov chain Monte Carlo (MCMC) methods. In its operation, the MCMC method requires the unnormalized posterior distribution of the parameters and a proposal distribution. In this thesis, we show how the posterior density function of the parameters of a state space model can be computed by filtering based methods, where the states are integrated out. This type of computation is then applied to estimate parameters of stochastic differential equations. Furthermore, we compute the partial derivatives of the log-posterior density function and use the hybrid Monte Carlo and scaled conjugate gradient methods to infer the parameters of stochastic differential equations. The computational efficiency of MCMC methods is highly depend on the chosen proposal distribution. A commonly used proposal distribution is Gaussian. In this kind of proposal, the covariance matrix must be well tuned. To tune it, adaptive MCMC methods can be used. In this thesis, we propose a new way of updating the covariance matrix using the variational Bayesian adaptive Kalman filter algorithm.

Amino acid composition of parturient plasma, the intervillous space of the placenta and the umbilical vein of term newborn infants

The objective of the present study was to determine the levels of amino acids in maternal plasma, placental intervillous space and fetal umbilical vein in order to identify the similarities and differences in amino acid levels in these compartments of 15 term newborns from normal pregnancies and deliveries. All amino acids, except tryptophan, were present in at least 186% higher concentrations in the intervillous space than in maternal venous blood, with the difference being statistically significant. This result contradicted the initial hypothesis of the study that the plasma amino acid levels in the placental intervillous space should be similar to those of maternal plasma. When the maternal venous compartment was compared with the umbilical vein, we observed values 103% higher on the fetal side which is compatible with currently accepted mechanisms of active amino acid transport. Amino acid levels of the placental intervillous space were similar to the values of the umbilical vein except for proline, glycine and aspartic acid, whose levels were significantly higher than fetal umbilical vein levels (average 107% higher). The elevated levels of the intervillous space are compatible with syncytiotrophoblast activity, which maintain high concentrations of free amino acids inside syncytiotrophoblast cells, permitting asymmetric efflux or active transport from the trophoblast cells to the blood in the intervillous space. The plasma amino acid levels in the umbilical vein of term newborns probably may be used as a standard of local normality for clinical studies of amino acid profiles.

Plasma amino acids in pregnancy, placental intervillous space and preterm newborn infants

Plasma amino acid levels have never been studied in the placental intervillous space of preterm gestations. Our objective was to determine the possible relationship between plasma amino acids of maternal venous blood (M), of the placental intervillous space (PIVS) and of the umbilical vein (UV) of preterm newborn infants. Plasma amino acid levels were analyzed by ion-exchange chromatography in M from 14 parturients and in the PIVS and UV of their preterm newborn infants. Mean gestational age was 34 ± 2 weeks, weight = 1827 ± 510 g, and all newborns were considered adequate for gestational age. The mean Apgar score was 8 and 9 at the first and fifth minutes. Plasma amino acid values were significantly lower in M than in PIVS (166%), except for aminobutyric acid. On average, plasma amino acid levels were significantly higher in UV than in M (107%) and were closer to PIVS than to M values, except for cystine and aminobutyric acid (P < 0.05). Comparison of the mean plasma amino acid concentrations in the UV of preterm to those of term newborn infants previously studied by our group showed no significant difference, except for proline (P < 0.05), preterm > term. These data suggest that the mechanisms of active amino acid transport are centralized in the syncytiotrophoblast, with their passage to the fetus being an active bidirectional process with asymmetric efflux. PIVS could be a reserve amino acid space for the protection of the fetal compartment from inadequate maternal amino acid variations.

Novel retrograde puncture method to establish preperitoneal space for laparoscopic direct inguinal hernia repair with internal ring suturing

The aim of this study was to explore the clinical efficacy of a novel retrograde puncture approach to establish a preperitoneal space for laparoscopic direct inguinal hernia repair with inguinal ring suturing. Forty-two patients who underwent laparoscopic inguinal hernia repair with retrograde puncture for preperitoneal space establishment as well as inguinal ring suturing between August 2013 and March 2014 at our hospital were enrolled. Preperitoneal space was successfully established in all patients, with a mean establishment time of 6 min. Laparoscopic repairs were successful in all patients, with a mean surgical time of 26±15.1 min. Mean postoperative hospitalization duration was 3.0±0.7 days. Two patients suffered from postoperative local hematomas, which were relieved after puncturing and drainage. Four patients had short-term local pain. There were no cases of chronic pain. Patients were followed up for 6 months to 1 year, and no recurrence was observed. Our results demonstrate that preperitoneal space established by the retrograde puncture technique can be successfully used in adult laparoscopic hernioplasty to avoid intraoperative mesh fixation, and thus reduce medical costs.

Guidelines for small embedded system companies aiming to enter the space industry

This guide summarizes useful information about the European Space Agency (ESA), the European space industry, the ECSS standards and product assurance for small and medium enterprises that are aiming to enter the industry. Additionally, the applicability of agile development in space projects is discussed.

Head Space Solid Phase Micro-Extraction (HS - SPME) of volatile organic compounds produced by Sporidiobolus salmonicolor (CBS 2636)

The aim of the present study was the assessment of volatile organic compounds produced by Sporidiobolus salmonicolor (CBS 2636) using methyl and ethyl ricinoleate, ricinoleic acid and castor oil as precursors. The analysis of the volatile organic compounds was carried out using Head Space Solid Phase Micro-Extraction (HS - SPME). Factorial experimental design was used for investigating extraction conditions, verifying stirring rate (0-400 rpm), temperature (25-60 ºC), extraction time (10-30 minutes), and sample volume (2-3 mL). The identification of volatile organic compounds was carried out by Gas Chromatography with Mass Spectrum Detector (GC/MSD). The conditions that resulted in maximum extraction were: 60 ºC, 10 minutes extraction, no stirring, sample volume of 2.0 mL, and addition of saturated KCl (1:10 v/v). In the bio-production of volatile organic compounds the effect of stirring rate (120-200 rpm), temperature (23-33 ºC), pH (4.0-8.0), precursor concentration (0.02-0.1%), mannitol (0-6%), and asparagine concentration (0-0.2%) was investigated. The bio-production at 28 ºC, 160 rpm, pH 6,0 and with the addition of 0.02% ricinoleic acid to the medium yielded the highest production of VOCs, identified as 1,4-butanediol, 1,2,2-trimethylciclopropilamine, beta-ionone; 2,3-butanodione, pentanal, tetradecane, 2-isononenal, 4-octen-3-one, propanoic acid, and octadecane.

Product Assurance in Agile Space Systems Development

Product assurance is an essential part of product development process if developers want to ensure that final product is safe and reliable. Product assurance can be supported withrisk management and with different failure analysis methods. Product assurance is emphasized in system development process of mission critical systems. The product assurance process in systems of this kind requires extra attention. Inthis thesis, mission critical systems are space systems and the product assurance processof these systems is presented with help of space standards. The product assurance process can be supported with agile development because agile emphasizes transparency of the process and fast response to changes. Even if the development process of space systems is highly standardized and reminds waterfall model, it is still possible to adapt agile development in space systems development. This thesisaims to support the product assurance process of space systems with agile developmentso that the final product would be as safe and reliable as possible. The main purpose of this thesis is to examine how well product assurance is performed in Finnish space organizations and how product assurance tasks and activities can besupported with agile development. The research part of this thesis is performed in survey form.

Product assurance in agile space systems development

Product assurance is an essential part of product development process if developers want to ensure that final product is safe and reliable. Product assurance can be supported with risk management and with different failure analysis methods. Product assurance is emphasized in system development process of mission critical systems. The product assurance process in systems of this kind requires extra attention. In this thesis, mission critical systems are space systems and the product assurance process of these systems is presented with help of space standards. The product assurance process can be supported with agile development because agile emphasizes transparency of the process and fast response to changes. Even if the development process of space systems is highly standardized and reminds waterfall model, it is still possible to adapt agile development in space systems development. This thesis aims to support the product assurance process of space systems with agile development so that the final product would be as safe and reliable as possible. The main purpose of this thesis is to examine how well product assurance is performed in Finnish space organizations and how product assurance tasks and activities can be supported with agile development. The research part of this thesis is performed in survey form.

Primary Flight Displayn toiminta ja turvallisuustekijät

Tässä tutkielmassa tutkitaan Primary Flight Displayn (PFD) toimintaa ja turvallisuusteki-jöitä. Primary Flight Display on nykyaikaisen lentokoneohjaamon yksi merkittävimmistä näytöistä, joka korvaa kuusi perinteistä analogista mittaria. Tutkielmassa selvitetään PFD:n ominaisuuksia, hyötyjä ja riskejä verrattuna sillä korvattuihin analogisiin mittareihin. Tutkielman päätutkimuskysymys on: Millä tavoilla Primary Flight Displayn lentoturvallisuus eroaa sillä korvattujen perinteisien mittareiden lentoturvallisuudesta? Tutkielma on luonteeltaan laadullinen kirjallisuustutkimus, joka perustuu valmiisiin ai-neistoihin. Menetelmänä aineiston analyysissä on sisällönanalyysi. Tutkielmassa tarkastel-laan sekä PFD:n näyttöä että tärkeimpiä järjestelmiä näytön informaatioon liittyen. Tutkielmassa esitellään myös PFD:n korvaamat kuusi perinteistä mittaria, jotta voidaan paremmin ymmärtää mittarien eroavaisuuksia niin toimintaperiaatteissa kuin turvallisuustekijöissäkin. PFD:n toiminta eroaa merkittävästi perinteisistä analogisista mittareista, vaikka muutamia yhtäläisyyksiäkin esiintyy. Osa PFD:n eroavaisuuksista nähdään lentoturvallisuutta kehittävinä tekijöinä, mutta PFD ja sen käyttö sisältävät toistaiseksi myös useita riskitekijöitä. Keskeisimpinä johtopäätöksinä havaitaan, että PFD:n etuja lentoturvallisuuden kannalta ovat nopea ristiintarkkailu, suuri keinohorisontti, erilaiset lisäinformaatiot, lentoarvojen tallentuminen sekä laitteen kyky tunnistaa virheellistä dataa. PFD:n taustalla toimivat elektroniset järjestelmät mittaavat arvoja nopeammin, tarkemmin ja luotettavammin kuin perinteisien mittareiden mekaaniset osat. PFD:n riskitekijöitä ovat muun muassa digitaalinen ilmanopeus- ja korkeusnauha ilman viisareita, näppihäiriöt, standardisoinnin puute ja järjestelmien monimutkaisuus. Lisäksi PFD saattaa tietyissä lentotiloissa jopa heikentää ohjaajan tilannetietoisuutta. Keskeisimpinä PFD:n kehitysehdotuksina tutkielmassa nähdään näyttöjen tietyn asteen standardisoiminen, visuaalisten ominaisuuksien parantaminen, sekä käyttökoulutuksen tehostaminen niin laitteen normaali- kuin vajaatoiminnoissa. PFD:n mittarit pitäisivät myös sijaita sopivan lähekkäin toisiaan nopean ristiintarkkailun mahdollistamiseksi, mutta ne eivät saisi olla niin tiiviisti yhdessä, että näytön lukeminen vaikeutuu.

Static waves in corporate space : characterizing oscillating trading patterns in New York stock exchange

Various researches in the field of econophysics has shown that fluid flow have analogous phenomena in financial market behavior, the typical parallelism being delivered between energy in fluids and information on markets. However, the geometry of the manifold on which market dynamics act out their dynamics (corporate space) is not yet known. In this thesis, utilizing a Seven year time series of prices of stocks used to compute S&P500 index on the New York Stock Exchange, we have created local chart to the corporate space with the goal of finding standing waves and other soliton like patterns in the behavior of stock price deviations from the S&P500 index. By first calculating the correlation matrix of normalized stock price deviations from the S&P500 index, we have performed a local singular value decomposition over a set of four different time windows as guides to the nature of patterns that may emerge. I turns out that in almost all cases, each singular vector is essentially determined by relatively small set of companies with big positive or negative weights on that singular vector. Over particular time windows, sometimes these weights are strongly correlated with at least one industrial sector and certain sectors are more prone to fast dynamics whereas others have longer standing waves.

A Business Incubator, Accelerator, or Coworking Space? Case Health Innovation Village at GE

Health Innovation Village at GE is one of the new communities targeted for startup and growth-oriented companies. It has been established at the premises of a multinational conglomerate that will promote networking and growth of startup companies. The concept combines features from traditional business incubators, accelerators, and coworking spaces. This research compares Health Innovation Village to these concepts regarding its goals, target clients, source of income, organization, facilities, management, and success factors. In addition, a new incubator classification model is introduced. On the other hand, Health Innovation Village is examined from its tenants’ perspective and improvements are suggested. The work was implemented as a qualitative case study by interviewing GE staff with connections to Health Innovation Village as well as startup entrepreneurs and employees’ working there. The most evident features of Health Innovation Village correspond to those of business incubators although it is atypical as a non-profit corporate business incubator. Strong network orientation and connections to venture capitalists are common characteristics of these new types of accelerators. The design of the premises conforms to the principles of coworking spaces, but the services provided to the startup companies are considerably more versatile than the services offered by coworking spaces. The advantages of Health Innovation Village are that there are first-class premises and exceptionally good networking possibilities that other types of incubators or accelerators are not able to offer. A conglomerate can also provide multifaceted special knowledge for young firms. In addition, both GE and the startups gained considerable publicity through their cooperation, indeed a characteristic that benefits both parties. Most of the expectations of the entrepreneurs were exceeded. However, communication and the scope of cooperation remain challenges. Micro companies spend their time developing and marketing their products and acquiring financing. Therefore, communication should be as clear as possible and accessible everywhere. The startups would prefer to cooperate significantly more, but few have the time available to assume the responsibility of leadership. The entrepreneurs also expected to have more possibilities for cooperation with GE. Wider collaboration might be accomplished by curation in the same way as it is used in the well-functioning coworking spaces where curators take care of practicalities and promote cooperation. Communication issues could be alleviated if the community had its own Intranet pages where all information could be concentrated. In particular, a common calendar and a room reservation system could be useful. In addition, it could be beneficial to have a section of the Intranet open for both the GE staff and the startups so that those willing to share their knowledge and those having project offers could use it for advertising.

Marginal/minority popular music : the concept of the "third space" and the case for "hybridities" of cultures/identities /

The topic of this thesis is marginaVminority popular music and the question of identity; the term "marginaVminority" specifically refers to members of racial and cultural minorities who are socially and politically marginalized. The thesis argument is that popular music produced by members of cultural and racial minorities establishes cultural identity and resists racist discourse. Three marginaVminority popular music artists and their songs have been chosen for analysis in support of the argument: Gil Scott-Heron's "Gun," Tracy Chapman's "Fast Car" and Robbie Robertson's "Sacrifice." The thesis will draw from two fields of study; popular music and postcolonialism. Within the area of popular music, Theodor Adorno's "Standardization" theory is the focus. Within the area of postcolonialism, this thesis concentrates on two specific topics; 1) Stuart Hall's and Homi Bhabha's overlapping perspectives that identity is a process of cultural signification, and 2) Homi Bhabha's concept of the "Third Space." For Bhabha (1995a), the Third Space defines cultures in the moment of their use, at the moment of their exchange. The idea of identities arising out of cultural struggle suggests that identity is a process as opposed to a fixed center, an enclosed totality. Cultures arise from historical memory and memory has no center. Historical memory is de-centered and thus cultures are also de-centered, they are not enclosed totalities. This is what Bhabha means by "hybridity" of culture - that cultures are not unitary totalities, they are ways of knowing and speaking about a reality that is in constant flux. In this regard, the language of "Otherness" depends on suppressing or marginalizing the productive capacity of culture in the act of enunciation. The Third Space represents a strategy of enunciation that disrupts, interrupts and dislocates the dominant discursive construction of US and THEM, (a construction explained by Hall's concept of binary oppositions, detailed in Chapter 2). Bhabha uses the term "enunciation" as a linguistic metaphor for how cultural differences are articulated through discourse and thus how differences are discursively produced. Like Hall, Bhabha views culture as a process of understanding and of signification because Bhabha sees traditional cultures' struggle against colonizing cultures as transforming them. Adorno's theory of Standardization will be understood as a theoretical position of Western authority. The thesis will argue that Adorno's theory rests on the assumption that there is an "essence" to music, an essence that Adorno rationalizes as structure/form. The thesis will demonstrate that constructing music as possessing an essence is connected to ideology and power and in this regard, Adorno's Standardization theory is a discourse of White Western power. It will be argued that "essentialism" is at the root of Western "rationalization" of music, and that the definition of what constitutes music is an extension of Western racist "discourses" of the Other. The methodological framework of the thesis entails a) applying semiotics to each of the three songs examined and b) also applying Bhabha's model of the Third Space to each of the songs. In this thesis, semiotics specifically refers to Stuart Hall's retheorized semiotics, which recognizes the dual function of semiotics in the analysis of marginal racial/cultural identities, i.e., simultaneously represent embedded racial/cultural stereotypes, and the marginal raciaVcultural first person voice that disavows and thus reinscribes stereotyped identities. (Here, and throughout this thesis, "first person voice" is used not to denote the voice of the songwriter, but rather the collective voice of a marginal racial/cultural group). This dual function fits with Hall's and Bhabha's idea that cultural identity emerges out of cultural antagonism, cultural struggle. Bhabha's Third Space is also applied to each of the songs to show that cultural "struggle" between colonizers and colonized produces cultural hybridities, musically expressed as fusions of styles/sounds. The purpose of combining semiotics and postcolonialism in the three songs to be analyzed is to show that marginal popular music, produced by members of cultural and racial minorities, establishes cultural identity and resists racist discourse by overwriting identities of racial/cultural stereotypes with identities shaped by the first person voice enunciated in the Third Space, to produce identities of cultural hybridities. Semiotic codes of embedded "Black" and "Indian" stereotypes in each song's musical and lyrical text will be read and shown to be overwritten by the semiotic codes of the first person voice, which are decoded with the aid of postcolonial concepts such as "ambivalence," "hybridity" and "enunciation."