Bayesian Online Changepoint Detection

Changepoints are abrupt variations in the generative parameters of a data sequence. Online detection of changepoints is useful in modelling and prediction of time series in application areas such as finance, biometrics, and robotics. While frequentist methods have yielded online filtering and prediction techniques, most Bayesian papers have focused on the retrospective segmentation problem. Here we examine the case where the model parameters before and after the changepoint are independent and we derive an online algorithm for exact inference of the most recent changepoint. We compute the probability distribution of the length of the current ``run,'' or time since the last changepoint, using a simple message-passing algorithm. Our implementation is highly modular so that the algorithm may be applied to a variety of types of data. We illustrate this modularity by demonstrating the algorithm on three different real-world data sets.

Models and algorithms for detection and tracking of coordinated groups

In this paper, we describe models and algorithms for detection and tracking of group and individual targets. We develop two novel group dynamical models, within a continuous time setting, that aim to mimic behavioural properties of groups. We also describe two possible ways of modeling interactions between closely using Markov Random Field (MRF) and repulsive forces. These can be combined together with a group structure transition model to create realistic evolving group models. We use a Markov Chain Monte Carlo (MCMC)-Particles Algorithm to perform sequential inference. Computer simulations demonstrate the ability of the algorithm to detect and track targets within groups, as well as infer the correct group structure over time. ©2008 IEEE.

The cross-entropy method for blind multiuser detection

We consider the problem of blind multiuser detection. We adopt a Bayesian approach where unknown parameters are considered random and integrated out. Computing the maximum a posteriori estimate of the input data sequence requires solving a combinatorial optimization problem. We propose here to apply the Cross-Entropy method recently introduced by Rubinstein. The performance of cross-entropy is compared to Markov chain Monte Carlo. For similar Bit Error Rate performance, we demonstrate that Cross-Entropy outperforms a generic Markov chain Monte Carlo method in terms of operation time.

Coarse-to-fine vision-based localization by indexing scale-invariant features

This paper presents a novel coarse-to-fine global localization approach inspired by object recognition and text retrieval techniques. Harris-Laplace interest points characterized by scale-invariant transformation feature descriptors are used as natural landmarks. They are indexed into two databases: a location vector space model (LVSM) and a location database. The localization process consists of two stages: coarse localization and fine localization. Coarse localization from the LVSM is fast, but not accurate enough, whereas localization from the location database using a voting algorithm is relatively slow, but more accurate. The integration of coarse and fine stages makes fast and reliable localization possible. If necessary, the localization result can be verified by epipolar geometry between the representative view in the database and the view to be localized. In addition, the localization system recovers the position of the camera by essential matrix decomposition. The localization system has been tested in indoor and outdoor environments. The results show that our approach is efficient and reliable. © 2006 IEEE.

Image-based localization and pose recovery using scale invariant features

In this paper, we propose a vision based mobile robot localization strategy. Local scale-invariant features are used as natural landmarks in unstructured and unmodified environment. The local characteristics of the features we use prove to be robust to occlusion and outliers. In addition, the invariance of the features to viewpoint change makes them suitable landmarks for mobile robot localization. Scale-invariant features detected in the first exploration are indexed into a location database. Indexing and voting allow efficient recognition of global localization. The localization result is verified by epipolar geometry between the representative view in database and the view to be localized, thus the probability of false localization will be decreased. The localization system can recover the pose of the camera mounted on the robot by essential matrix decomposition. Then the position of the robot can be computed easily. Both calibrated and un-calibrated cases are discussed and relative position estimation based on calibrated camera turns out to be the better choice. Experimental results show that our approach is effective and reliable in the case of illumination changes, similarity transformations and extraneous features. © 2004 IEEE.

Probing biomolecular interaction forces using an anharmonic acoustic technique for selective detection of bacterial spores.

Receptor-based detection of pathogens often suffers from non-specific interactions, and as most detection techniques cannot distinguish between affinities of interactions, false positive responses remain a plaguing reality. Here, we report an anharmonic acoustic based method of detection that addresses the inherent weakness of current ligand dependant assays. Spores of Bacillus subtilis (Bacillus anthracis simulant) were immobilized on a thickness-shear mode AT-cut quartz crystal functionalized with anti-spore antibody and the sensor was driven by a pure sinusoidal oscillation at increasing amplitude. Biomolecular interaction forces between the coupled spores and the accelerating surface caused a nonlinear modulation of the acoustic response of the crystal. In particular, the deviation in the third harmonic of the transduced electrical response versus oscillation amplitude of the sensor (signal) was found to be significant. Signals from the specifically-bound spores were clearly distinguishable in shape from those of the physisorbed streptavidin-coated polystyrene microbeads. The analytical model presented here enables estimation of the biomolecular interaction forces from the measured response. Thus, probing biomolecular interaction forces using the described technique can quantitatively detect pathogens and distinguish specific from non-specific interactions, with potential applicability to rapid point-of-care detection. This also serves as a potential tool for rapid force-spectroscopy, affinity-based biomolecular screening and mapping of molecular interaction networks.

Simultaneous Laser-Induced Fluorescence And Contactless-Conductivity Detection For Microfluidic Chip

A combined detection system involving simultaneous LIF and contactless-conductometric measurements at the same place of the microfluidic chip was described. The LIF measurement was designed according to the confocal principle and a moveable contactless-conductivity detector was used in (CD)-D-4. Both measurements were mutually independent and advantageous in analyses of mixtures. Various experimental parameters affecting the response were examined and optimized. The performances were demonstrated by simultaneous detection of Rhodamine B. And the results showed that the combined detection system could be used sensitively and reliably. (C) 2008 Yong Yu. Published by Elsevier B.V. on behalf of Chinese Chemical Society. All rights reserved.

Rotation Numbers Of Invariant Manifolds Around Unstable Periodic Orbits For The Diamagnetic Kepler Problem

In this paper, a method to construct topological template in terms of symbolic dynamics for the diamagnetic Kepler problem is proposed. To confirm the topological template, rotation numbers of invariant manifolds around unstable periodic orbits in a phase space are taken as an object of comparison. The rotation numbers are determined from the definition and connected with symbolic sequences encoding the periodic orbits in a reduced Poincare section. Only symbolic codes with inverse ordering in the forward mapping can contribute to the rotation of invariant manifolds around the periodic orbits. By using symbolic ordering, the reduced Poincare section is constricted along stable manifolds and a topological template, which preserves the ordering of forward sequences and can be used to extract the rotation numbers, is established. The rotation numbers computed from the topological template are the same as those computed from their original definition.