Consistent HMM parameter estimation using Kerridge inaccuracy rates

In this paper, we propose a novel online hidden Markov model (HMM) parameter estimator based on Kerridge inaccuracy rate (KIR) concepts. Under mild identifiability conditions, we prove that our online KIR-based estimator is strongly consistent. In simulation studies, we illustrate the convergence behaviour of our proposed online KIR-based estimator and provide a counter-example illustrating the local convergence properties of the well known recursive maximum likelihood estimator (arguably the best existing solution).

Searching for a social democratic narrative in criminal justice

Paul Keating recently noted that what the Rudd Government lacked was an overall narrative or story. I would like to argue that Paul Keating is correct and suggest a narrative: that of retrieving and defending aspects of our social democratic heritage from some of the damaging effects wrought by neo-liberalism. Moreover I want to argue that criminal justice policy needs to be seen as a part of this broader narrative, which requires it being prised from its current site, where it is wedged firmly in the narrative of law and order.

Fluid-structure interaction analysis by coupled FE-SPH model based on a novel searching algorithm

Fluid–Structure Interaction (FSI) problem is significant in science and engineering, which leads to challenges for computational mechanics. The coupled model of Finite Element and Smoothed Particle Hydrodynamics (FE-SPH) is a robust technique for simulation of FSI problems. However, two important steps of neighbor searching and contact searching in the coupled FE-SPH model are extremely time-consuming. Point-In-Box (PIB) searching algorithm has been developed by Swegle to improve the efficiency of searching. However, it has a shortcoming that efficiency of searching can be significantly affected by the distribution of points (nodes in FEM and particles in SPH). In this paper, in order to improve the efficiency of searching, a novel Striped-PIB (S-PIB) searching algorithm is proposed to overcome the shortcoming of PIB algorithm that caused by points distribution, and the two time-consuming steps of neighbor searching and contact searching are integrated into one searching step. The accuracy and efficiency of the newly developed searching algorithm is studied on by efficiency test and FSI problems. It has been found that the newly developed model can significantly improve the computational efficiency and it is believed to be a powerful tool for the FSI analysis.

Searching and archiving : exploring online search behaviors of researchers

Searching for relevant peer-reviewed material is an integral part of corporate and academic researchers. Researchers collect huge amount of information over the years and sometimes struggle organizing it. Based on a study with 30 academic researchers, we explore, in combination, different searching and archiving activities of document-based information. Based on our results we provide several implications for design.

Parameter estimation of thrust models of uninhabited airborne systems

This paper presents a method for the estimation of thrust model parameters of uninhabited airborne systems using specific flight tests. Particular tests are proposed to simplify the estimation. The proposed estimation method is based on three steps. The first step uses a regression model in which the thrust is assumed constant. This allows us to obtain biased initial estimates of the aerodynamic coeficients of the surge model. In the second step, a robust nonlinear state estimator is implemented using the initial parameter estimates, and the model is augmented by considering the thrust as random walk. In the third step, the estimate of the thrust obtained by the observer is used to fit a polynomial model in terms of the propeller advanced ratio. We consider a numerical example based on Monte-Carlo simulations to quantify the sampling properties of the proposed estimator given realistic flight conditions.

Parameter estimation of structural commodity price models

Commodity price modeling is normally approached in terms of structural time-series models, in which the different components (states) have a financial interpretation. The parameters of these models can be estimated using maximum likelihood. This approach results in a non-linear parameter estimation problem and thus a key issue is how to obtain reliable initial estimates. In this paper, we focus on the initial parameter estimation problem for the Schwartz-Smith two-factor model commonly used in asset valuation. We propose the use of a two-step method. The first step considers a univariate model based only on the spot price and uses a transfer function model to obtain initial estimates of the fundamental parameters. The second step uses the estimates obtained in the first step to initialize a re-parameterized state-space-innovations based estimator, which includes information related to future prices. The second step refines the estimates obtained in the first step and also gives estimates of the remaining parameters in the model. This paper is part tutorial in nature and gives an introduction to aspects of commodity price modeling and the associated parameter estimation problem.

A comprehensive analysis of parameter settings for novelty-biased cumulative gain

In the TREC Web Diversity track, novelty-biased cumulative gain (α-NDCG) is one of the official measures to assess retrieval performance of IR systems. The measure is characterised by a parameter, α, the effect of which has not been thoroughly investigated. We find that common settings of α, i.e. α=0.5, may prevent the measure from behaving as desired when evaluating result diversification. This is because it excessively penalises systems that cover many intents while it rewards those that redundantly cover only few intents. This issue is crucial since it highly influences systems at top ranks. We revisit our previously proposed threshold, suggesting α be set on a query-basis. The intuitiveness of the measure is then studied by examining actual rankings from TREC 09-10 Web track submissions. By varying α according to our query-based threshold, the discriminative power of α-NDCG is not harmed and in fact, our approach improves α-NDCG's robustness. Experimental results show that the threshold for α can turn the measure to be more intuitive than using its common settings.

Determining the material properties for heavily over-consolidated bagasse through parameter estimation

A better understanding of the behaviour of prepared cane and bagasse, and the ability to model the mechanical behaviour of bagasse as it is squeezed in a milling unit to extract juice, would help identify how to improve the current process. For example, there are opportunities to decrease bagasse moisture from a milling unit. Also, the behaviour of bagasse in chutes is poorly understood. Previous investigations have shown that juice flow through bagasse obeys Darcy’s permeability law, that the grip of the rough surface of the grooves on the bagasse can be represented by the Mohr-Coulomb failure criterion for soils, and that the internal mechanical behaviour of the bagasse is critical state behaviour similar to that for sand and clay. Progress has been made in the last ten years towards implementing a mechanical model for bagasse in finite element software. The objective has been to be able to simulate simple mechanical loading conditions measured in the laboratory, which, when combined together, have a high probability of reproducing the complicated stress conditions in a milling unit. This paper reports on the successful simulation of part of the fifth and final (and most challenging) loading condition, the shearing of heavily over-consolidated bagasse, and determining material property values through the use of powerful and free parameter estimation software.

Faster parameter estimation using risk-sensitive filters

In this paper, we propose a risk-sensitive approach to parameter estimation for hidden Markov models (HMMs). The parameter estimation approach considered exploits estimation of various functions of the state, based on model estimates. We propose certain practical suboptimal risk-sensitive filters to estimate the various functions of the state during transients, rather than optimal risk-neutral filters as in earlier studies. The estimates are asymptotically optimal, if asymptotically risk neutral, and can give significantly improved transient performance, which is a very desirable objective for certain engineering applications. To demonstrate the improvement in estimation simulation studies are presented that compare parameter estimation based on risk-sensitive filters with estimation based on risk-neutral filters.

Short-data recursive HMM parameter estimation for rapid vision-based aircraft heading estimation

Rapid recursive estimation of hidden Markov Model (HMM) parameters is important in applications that place an emphasis on the early availability of reasonable estimates (e.g. for change detection) rather than the provision of longer-term asymptotic properties (such as convergence, convergence rate, and consistency). In the context of vision- based aircraft (image-plane) heading estimation, this paper suggests and evaluates the short-data estimation properties of 3 recursive HMM parameter estimation techniques (a recursive maximum likelihood estimator, an online EM HMM estimator, and a relative entropy based estimator). On both simulated and real data, our studies illustrate the feasibility of rapid recursive heading estimation, but also demonstrate the need for careful step-size design of HMM recursive estimation techniques when these techniques are intended for use in applications where short-data behaviour is paramount.

Comparison of the gate drive parameter space for driving power MOSFETs using conventional and cascode configurations

Conventional voltage driven gate drive circuits utilise a resistor to control the switching speed of power MOS-FETs. The gate resistance is adjusted to provide controlled rate of change of load current and voltage. The cascode gate drive configuration has been proposed as an alternative to the conventional resistor-fed gate drive circuit. While cascode drive is broadly understood in the literature the switching characteristics of this topology are not well documented. This paper explores, through both simulation and experimentation, the gate drive parameter space of the cascode gate drive configuration and provides a comparison to the switching characteristics of conventional gate drive.

Searching for semantic person queries using channel representations

It is not uncommon to hear a person of interest described by their height, build, and clothing (i.e. type and colour). These semantic descriptions are commonly used by people to describe others, as they are quick to relate and easy to understand. However such queries are not easily utilised within intelligent surveillance systems as they are difficult to transform into a representation that can be searched for automatically in large camera networks. In this paper we propose a novel approach that transforms such a semantic query into an avatar that is searchable within a video stream, and demonstrate state-of-the-art performance for locating a subject in video based on a description.

Quantifying uncertainty in parameter estimates for stochastic models of collective cell spreading using approximate Bayesian computation

Wound healing and tumour growth involve collective cell spreading, which is driven by individual motility and proliferation events within a population of cells. Mathematical models are often used to interpret experimental data and to estimate the parameters so that predictions can be made. Existing methods for parameter estimation typically assume that these parameters are constants and often ignore any uncertainty in the estimated values. We use approximate Bayesian computation (ABC) to estimate the cell diffusivity, D, and the cell proliferation rate, λ, from a discrete model of collective cell spreading, and we quantify the uncertainty associated with these estimates using Bayesian inference. We use a detailed experimental data set describing the collective cell spreading of 3T3 fibroblast cells. The ABC analysis is conducted for different combinations of initial cell densities and experimental times in two separate scenarios: (i) where collective cell spreading is driven by cell motility alone, and (ii) where collective cell spreading is driven by combined cell motility and cell proliferation. We find that D can be estimated precisely, with a small coefficient of variation (CV) of 2–6%. Our results indicate that D appears to depend on the experimental time, which is a feature that has been previously overlooked. Assuming that the values of D are the same in both experimental scenarios, we use the information about D from the first experimental scenario to obtain reasonably precise estimates of λ, with a CV between 4 and 12%. Our estimates of D and λ are consistent with previously reported values; however, our method is based on a straightforward measurement of the position of the leading edge whereas previous approaches have involved expensive cell counting techniques. Additional insights gained using a fully Bayesian approach justify the computational cost, especially since it allows us to accommodate information from different experiments in a principled way.