Constructing internationally comparable real income aggregates by combining sparse benchmark data with annual national accounts data: A state-space approach

The importance of availability of comparable real income aggregates and their components to applied economic research is highlighted by the popularity of the Penn World Tables. Any methodology designed to achieve such a task requires the combination of data from several sources. The first is purchasing power parities (PPP) data available from the International Comparisons Project roughly every five years since the 1970s. The second is national level data on a range of variables that explain the behaviour of the ratio of PPP to market exchange rates. The final source of data is the national accounts publications of different countries which include estimates of gross domestic product and various price deflators. In this paper we present a method to construct a consistent panel of comparable real incomes by specifying the problem in state-space form. We present our completed work as well as briefly indicate our work in progress.

Tracking the states of a nonlinear system in the weight-space of a feed-forward neural network

Nonlinear, non-stationary signals are commonly found in a variety of disciplines such as biology, medicine, geology and financial modeling. The complexity (e.g. nonlinearity and non-stationarity) of such signals and their low signal to noise ratios often make it a challenging task to use them in critical applications. In this paper we propose a new neural network based technique to address those problems. We show that a feed forward, multi-layered neural network can conveniently capture the states of a nonlinear system in its connection weight-space, after a process of supervised training. The performance of the proposed method is investigated via computer simulations.

Genetic algorithm based distance spectrum technique for performance union bound of space-time trellis coded OFDM

This paper derives the performance union bound of space-time trellis codes in orthogonal frequency division multiplexing system (STTC-OFDM) over quasi-static frequency selective fading channels based on the distance spectrum technique. The distance spectrum is the enumeration of the codeword difference measures and their multiplicities by exhausted searching through all the possible error event paths. Exhaustive search approach can be used for low memory order STTC with small frame size. However with moderate memory order STTC and moderate frame size the computational cost of exhaustive search increases exponentially, and may become impractical for high memory order STTCs. This requires advanced computational techniques such as Genetic Algorithms (GAS). In this paper, a GA with sharing function method is used to locate the multiple solutions of the distance spectrum for high memory order STTCs. Simulation evaluates the performance union bound and the complexity comparison of non-GA aided and GA aided distance spectrum techniques. It shows that the union bound give a close performance measure at high signal-to-noise ratio (SNR). It also shows that GA sharing function method based distance spectrum technique requires much less computational time as compared with exhaustive search approach but with satisfactory accuracy.

Mixture density network training by computation in parameter space

Training Mixture Density Network (MDN) configurations within the NETLAB framework takes time due to the nature of the computation of the error function and the gradient of the error function. By optimising the computation of these functions, so that gradient information is computed in parameter space, training time is decreased by at least a factor of sixty for the example given. Decreased training time increases the spectrum of problems to which MDNs can be practically applied making the MDN framework an attractive method to the applied problem solver.

Emulation of random output simulators

Computer models, or simulators, are widely used in a range of scientific fields to aid understanding of the processes involved and make predictions. Such simulators are often computationally demanding and are thus not amenable to statistical analysis. Emulators provide a statistical approximation, or surrogate, for the simulators accounting for the additional approximation uncertainty. This thesis develops a novel sequential screening method to reduce the set of simulator variables considered during emulation. This screening method is shown to require fewer simulator evaluations than existing approaches. Utilising the lower dimensional active variable set simplifies subsequent emulation analysis. For random output, or stochastic, simulators the output dispersion, and thus variance, is typically a function of the inputs. This work extends the emulator framework to account for such heteroscedasticity by constructing two new heteroscedastic Gaussian process representations and proposes an experimental design technique to optimally learn the model parameters. The design criterion is an extension of Fisher information to heteroscedastic variance models. Replicated observations are efficiently handled in both the design and model inference stages. Through a series of simulation experiments on both synthetic and real world simulators, the emulators inferred on optimal designs with replicated observations are shown to outperform equivalent models inferred on space-filling replicate-free designs in terms of both model parameter uncertainty and predictive variance.

A novel method for studying the cortical processing of human swallowing using Synthetic Aperture Magnetometry(SAM)

Background/Aims: Positron emission tomography has been applied to study cortical activation during human swallowing, but employs radio-isotopes precluding repeated experiments and has to be performed supine, making the task of swallowing difficult. Here we now describe Synthetic Aperture Magnetometry (SAM) as a novel method of localising and imaging the brain's neuronal activity from magnetoencephalographic (MEG) signals to study the cortical processing of human volitional swallowing in the more physiological prone position. Methods: In 3 healthy male volunteers (age 28–36), 151-channel whole cortex MEG (Omega-151, CTF Systems Inc.) was recorded whilst seated during the conditions of repeated volitional wet swallowing (5mls boluses at 0.2Hz) or rest. SAM analysis was then performed using varying spatial filters (5–60Hz) before co-registration with individual MRI brain images. Activation areas were then identified using standard sterotactic space neuro-anatomical maps. In one subject repeat studies were performed to confirm the initial study findings. Results: In all subjects, cortical activation maps for swallowing could be generated using SAM, the strongest activations being seen with 10–20Hz filter settings. The main cortical activations associated with swallowing were in: sensorimotor cortex (BA 3,4), insular cortex and lateral premotor cortex (BA 6,8). Of relevance, each cortical region displayed consistent inter-hemispheric asymmetry, to one or other hemisphere, this being different for each region and for each subject. Intra-subject comparisons of activation localisation and asymmetry showed impressive reproducibility. Conclusion: SAM analysis using MEG is an accurate, repeatable, and reproducible method for studying the brain processing of human swallowing in a more physiological manner and provides novel opportunities for future studies of the brain-gut axis in health and disease.

Complex temporal patterns in molecular dynamics:a direct measure of the phase-space exploration by the trajectory at macroscopic time scales

Computer simulated trajectories of bulk water molecules form complex spatiotemporal structures at the picosecond time scale. This intrinsic complexity, which underlies the formation of molecular structures at longer time scales, has been quantified using a measure of statistical complexity. The method estimates the information contained in the molecular trajectory by detecting and quantifying temporal patterns present in the simulated data (velocity time series). Two types of temporal patterns are found. The first, defined by the short-time correlations corresponding to the velocity autocorrelation decay times (â‰0.1â€ps), remains asymptotically stable for time intervals longer than several tens of nanoseconds. The second is caused by previously unknown longer-time correlations (found at longer than the nanoseconds time scales) leading to a value of statistical complexity that slowly increases with time. A direct measure based on the notion of statistical complexity that describes how the trajectory explores the phase space and independent from the particular molecular signal used as the observed time series is introduced. © 2008 The American Physical Society.

A design environment for deadlock-free concurrent software

Using current software engineering technology, the robustness required for safety critical software is not assurable. However, different approaches are possible which can help to assure software robustness to some extent. For achieving high reliability software, methods should be adopted which avoid introducing faults (fault avoidance); then testing should be carried out to identify any faults which persist (error removal). Finally, techniques should be used which allow any undetected faults to be tolerated (fault tolerance). The verification of correctness in system design specification and performance analysis of the model, are the basic issues in concurrent systems. In this context, modeling distributed concurrent software is one of the most important activities in the software life cycle, and communication analysis is a primary consideration to achieve reliability and safety. By and large fault avoidance requires human analysis which is error prone; by reducing human involvement in the tedious aspect of modelling and analysis of the software it is hoped that fewer faults will persist into its implementation in the real-time environment. The Occam language supports concurrent programming and is a language where interprocess interaction takes place by communications. This may lead to deadlock due to communication failure. Proper systematic methods must be adopted in the design of concurrent software for distributed computing systems if the communication structure is to be free of pathologies, such as deadlock. The objective of this thesis is to provide a design environment which ensures that processes are free from deadlock. A software tool was designed and used to facilitate the production of fault-tolerant software for distributed concurrent systems. Where Occam is used as a design language then state space methods, such as Petri-nets, can be used in analysis and simulation to determine the dynamic behaviour of the software, and to identify structures which may be prone to deadlock so that they may be eliminated from the design before the program is ever run. This design software tool consists of two parts. One takes an input program and translates it into a mathematical model (Petri-net), which is used for modeling and analysis of the concurrent software. The second part is the Petri-net simulator that takes the translated program as its input and starts simulation to generate the reachability tree. The tree identifies `deadlock potential' which the user can explore further. Finally, the software tool has been applied to a number of Occam programs. Two examples were taken to show how the tool works in the early design phase for fault prevention before the program is ever run.

Use of a solvent-free dry matrix coating for quantitative matrix-assisted laser desorption ionization imaging of 4-bromophenyl-1,4-diazabicyclo(3.2.2)nonane-4-carboxylate in rat brain and quantitative analysis of the drug from laser microdissected tissue regions

A dry matrix application for matrix-assisted laser desorption/ionization mass spectrometry imaging (MALDI MSI) was used to profile the distribution of 4-bromophenyl-1,4-diazabicyclo(3.2.2)nonane-4-carboxylate, monohydrochloride (BDNC, SSR180711) in rat brain tissue sections. Matrix application involved applying layers of finely ground dry alpha-cyano-4-hydroxycinnamic acid (CHCA) to the surface of tissue sections thaw mounted onto MALDI targets. It was not possible to detect the drug when applying matrix in a standard aqueous-organic solvent solution. The drug was detected at higher concentrations in specific regions of the brain, particularly the white matter of the cerebellum. Pseudomultiple reaction monitoring imaging was used to validate that the observed distribution was the target compound. The semiquantitative data obtained from signal intensities in the imaging was confirmed by laser microdissection of specific regions of the brain directed by the imaging, followed by hydrophilic interaction chromatography in combination with a quantitative high-resolution mass spectrometry method. This study illustrates that a dry matrix coating is a valuable and complementary matrix application method for analysis of small polar drugs and metabolites that can be used for semiquantitative analysis.

Fast algorithms for automatic mapping with space-limited covariance functions

In this paper we discuss a fast Bayesian extension to kriging algorithms which has been used successfully for fast, automatic mapping in emergency conditions in the Spatial Interpolation Comparison 2004 (SIC2004) exercise. The application of kriging to automatic mapping raises several issues such as robustness, scalability, speed and parameter estimation. Various ad-hoc solutions have been proposed and used extensively but they lack a sound theoretical basis. In this paper we show how observations can be projected onto a representative subset of the data, without losing significant information. This allows the complexity of the algorithm to grow as O(n m 2), where n is the total number of observations and m is the size of the subset of the observations retained for prediction. The main contribution of this paper is to further extend this projective method through the application of space-limited covariance functions, which can be used as an alternative to the commonly used covariance models. In many real world applications the correlation between observations essentially vanishes beyond a certain separation distance. Thus it makes sense to use a covariance model that encompasses this belief since this leads to sparse covariance matrices for which optimised sparse matrix techniques can be used. In the presence of extreme values we show that space-limited covariance functions offer an additional benefit, they maintain the smoothness locally but at the same time lead to a more robust, and compact, global model. We show the performance of this technique coupled with the sparse extension to the kriging algorithm on synthetic data and outline a number of computational benefits such an approach brings. To test the relevance to automatic mapping we apply the method to the data used in a recent comparison of interpolation techniques (SIC2004) to map the levels of background ambient gamma radiation. © Springer-Verlag 2007.

A study of the drying of single droplets in free-flight

The literature relating to evaporation from single droplets of pure liquids and the drying of solution and slurry droplets, and of droplet sprays has been reviewed. The heat and mass transfer rates for individual droplets suspended in free-flight, were investigated using a specially-designed vertical wind tunnel, to simulate conditions in a spray drier. The technique represented a unique alternative method for investigating evaporation from unrestrained single droplets with variable residence times. The experiments covered droplets of pure liquid allowbreak (water, isopropanol) allowbreak and of significantly different solutions (sucrose, potassium sulphate) over a range of temperatures of 37oC to 97oC, initial concentrations of 5 to 40wt/wt% , and initial drop sizes of 2.8 to 4.6mm. Drop behaviour was recorded photographically and dried particles were examined by Scanning Electron Microscopy. Correlations were developed for mass transfer coefficients for pure water droplets in free-flight; (i) experiencing oscillations, rotation and deformation, Sh = -105 + 3.9 [Ta - Td/Tamb]0.18Re0.5Sc033 for Re approx. > 1380 (ii) when these movements had ceased or diminished, Sh = 2.0 + 0.71 [Ta - Td/Tamb]0.18Re0.5Sc033 for Re approx. < 1060. Data for isopropanol drops were correlated resonably well by these equations. The heat transfer data showed a similar transition range. The drying rate curves for drops of sucrose and potassium sulphate solution exhibited three distinct stages; an initial increase in the drying rate as drop temperature reduced to the wet-bulb temperature, a short constant-rate period and a falling-rate period characterised by formation of a crust which controlled the mass transfer rate. Due to drop perturbation the rates in the high Re number region were up to 5 times greater than predicted from theory for spherical droplets. In the case of sucrose solution a `skin' formed over the drop surface prior to crust formation. This provided an additional resistance to mass transfer and resulted in extended drying times and a smooth crust of low porosity. The relevance of the results to practical spray drying operations is discussed.

Comparison of techniques for measuring anterior chamber depth:Orbscan imaging, Smith's technique, and van Herick's method

Background Evaluation of anterior chamber depth (ACD) can potentially identify those patients at risk of angle-closure glaucoma. We aimed to: compare van Herick’s limbal chamber depth (LCDvh) grades with LCDorb grades calculated from the Orbscan anterior chamber angle values; determine Smith’s technique ACD and compare to Orbscan ACD; and calculate a constant for Smith’s technique using Orbscan ACD. Methods Eighty participants free from eye disease underwent LCDvh grading, Smith’s technique ACD, and Orbscan anterior chamber angle and ACD measurement. Results LCDvh overestimated grades by a mean of 0.25 (coefficient of repeatability [CR] 1.59) compared to LCDorb. Smith’s technique (constant 1.40 and 1.31) overestimated ACD by a mean of 0.33 mm (CR 0.82) and 0.12 mm (CR 0.79) respectively, compared to Orbscan. Using linear regression, we determined a constant of 1.22 for Smith’s slit-length method. Conclusions Smith’s technique (constant 1.31) provided an ACD that is closer to that found with Orbscan compared to a constant of 1.40 or LCDvh. Our findings also suggest that Smith’s technique would produce values closer to that obtained with Orbscan by using a constant of 1.22.

A method for automatically eliciting node weights in a hierarchical knowledge-based structure for reasoning with uncertainty

Hierarchical knowledge structures are frequently used within clinical decision support systems as part of the model for generating intelligent advice. The nodes in the hierarchy inevitably have varying influence on the decisionmaking processes, which needs to be reflected by parameters. If the model has been elicited from human experts, it is not feasible to ask them to estimate the parameters because there will be so many in even moderately-sized structures. This paper describes how the parameters could be obtained from data instead, using only a small number of cases. The original method [1] is applied to a particular web-based clinical decision support system called GRiST, which uses its hierarchical knowledge to quantify the risks associated with mental-health problems. The knowledge was elicited from multidisciplinary mental-health practitioners but the tree has several thousand nodes, all requiring an estimation of their relative influence on the assessment process. The method described in the paper shows how they can be obtained from about 200 cases instead. It greatly reduces the experts’ elicitation tasks and has the potential for being generalised to similar knowledge-engineering domains where relative weightings of node siblings are part of the parameter space.

Surfactant-free purification of membrane proteins with intact native membrane environment

In order to study the structure and function of a protein, it is generally required that the protein in question is purified away from all others. For soluble proteins, this process is greatly aided by the lack of any restriction on the free and independent diffusion of individual protein particles in three dimensions. This is not the case for membrane proteins, as the membrane itself forms a continuum that joins the proteins within the membrane with one another. It is therefore essential that the membrane is disrupted in order to allow separation and hence purification of membrane proteins. In the present review, we examine recent advances in the methods employed to separate membrane proteins before purification. These approaches move away from solubilization methods based on the use of small surfactants, which have been shown to suffer from significant practical problems. Instead, the present review focuses on methods that stem from the field of nanotechnology and use a range of reagents that fragment the membrane into nanometre-scale particles containing the protein complete with the local membrane environment. In particular, we examine a method employing the amphipathic polymer poly(styrene-co-maleic acid), which is able to reversibly encapsulate the membrane protein in a 10 nm disc-like structure ideally suited to purification and further biochemical study.

Watermark-only security attack on DM-QIM watermarking:vulnerability to guided key guessing

This paper addresses the security of a specific class of common watermarking methods based on Dither modulation-quantisation index modulation (DM-QIM) and focusing on watermark-only attacks (WOA). The vulnerabilities of and probable attacks on lattice structure based watermark embedding methods have been presented in the literature. DM-QIM is one of the best known lattice structure based watermarking techniques. In this paper, the authors discuss a watermark-only attack scenario (the attacker has access to a single watermarked content only). In the literature it is an assumption that DM-QIM methods are secure to WOA. However, the authors show that the DM-QIM based embedding method is vulnerable against a guided key guessing attack by exploiting subtle statistical regularities in the feature space embeddings for time series and images. Using a distribution-free algorithm, this paper presents an analysis of the attack and numerical results for multiple examples of image and time series data.