Construction of aggregation functions from data using linear programming

This article examines the construction of aggregation functions from data by minimizing the least absolute deviation criterion. We formulate various instances of such problems as linear programming problems. We consider the cases in which the data are provided as intervals, and the outputs ordering needs to be preserved, and show that linear programming formulation is valid for such cases. This feature is very valuable in practice, since the standard simplex method can be used.

Parameter-dependent Lyapunov functions for state-derivative feedback control in polytopic linear systems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A unified framework for linear function approximation of value functions in stochastic control

This paper contributes with a unified formulation that merges previ- ous analysis on the prediction of the performance ( value function ) of certain sequence of actions ( policy ) when an agent operates a Markov decision process with large state-space. When the states are represented by features and the value function is linearly approxi- mated, our analysis reveals a new relationship between two common cost functions used to obtain the optimal approximation. In addition, this analysis allows us to propose an efficient adaptive algorithm that provides an unbiased linear estimate. The performance of the pro- posed algorithm is illustrated by simulation, showing competitive results when compared with the state-of-the-art solutions.

Vector Combinatorial Problems in a Space of Combinations with Linear Fractional Functions of Criteria

The paper considers vector discrete optimization problem with linear fractional functions of criteria on a feasible set that has combinatorial properties of combinations. Structural properties of a feasible solution domain and of Pareto–optimal (efficient), weakly efficient, strictly efficient solution sets are examined. A relation between vector optimization problems on a combinatorial set of combinations and on a continuous feasible set is determined. One possible approach is proposed in order to solve a multicriteria combinatorial problem with linear- fractional functions of criteria on a set of combinations.

Parameterized Link Functions in Generalized Linear Random Effect Models: a Case Study on Breast Cancer Treatment

In non-linear random effects some attention has been very recently devoted to the analysis ofsuitable transformation of the response variables separately (Taylor 1996) or not (Oberg and Davidian 2000) from the transformations of the covariates and, as far as we know, no investigation has been carried out on the choice of link function in such models. In our study we consider the use of a random effect model when a parameterized family of links (Aranda-Ordaz 1981, Prentice 1996, Pregibon 1980, Stukel 1988 and Czado 1997) is introduced. We point out the advantages and the drawbacks associated with the choice of this data-driven kind of modeling. Difficulties in the interpretation of regression parameters, and therefore in understanding the influence of covariates, as well as problems related to loss of efficiency of estimates and overfitting, are discussed. A case study on radiotherapy usage in breast cancer treatment is discussed.

Linear optimization for ecological indices based on aggregation functions

We consider an optimization problem in ecology where our objective is to maximize biodiversity with respect to different land-use allocations. As it turns out, the main problem can be framed as learning the weights of a weighted arithmetic mean where the objective is the geometric mean of its outputs. We propose methods for approximating solutions to this and similar problems, which are non-linear by nature, using linear and bilevel techniques.

Krylov subspace methods for approximating functions of symmetric positive definite matrices with applications to applied statistics and anomalous diffusion

Matrix function approximation is a current focus of worldwide interest and finds application in a variety of areas of applied mathematics and statistics. In this thesis we focus on the approximation of A^(-α/2)b, where A ∈ ℝ^(n×n) is a large, sparse symmetric positive definite matrix and b ∈ ℝ^n is a vector. In particular, we will focus on matrix function techniques for sampling from Gaussian Markov random fields in applied statistics and the solution of fractional-in-space partial differential equations. Gaussian Markov random fields (GMRFs) are multivariate normal random variables characterised by a sparse precision (inverse covariance) matrix. GMRFs are popular models in computational spatial statistics as the sparse structure can be exploited, typically through the use of the sparse Cholesky decomposition, to construct fast sampling methods. It is well known, however, that for sufficiently large problems, iterative methods for solving linear systems outperform direct methods. Fractional-in-space partial differential equations arise in models of processes undergoing anomalous diffusion. Unfortunately, as the fractional Laplacian is a non-local operator, numerical methods based on the direct discretisation of these equations typically requires the solution of dense linear systems, which is impractical for fine discretisations. In this thesis, novel applications of Krylov subspace approximations to matrix functions for both of these problems are investigated. Matrix functions arise when sampling from a GMRF by noting that the Cholesky decomposition A = LL^T is, essentially, a `square root' of the precision matrix A. Therefore, we can replace the usual sampling method, which forms x = L^(-T)z, with x = A^(-1/2)z, where z is a vector of independent and identically distributed standard normal random variables. Similarly, the matrix transfer technique can be used to build solutions to the fractional Poisson equation of the form ϕn = A^(-α/2)b, where A is the finite difference approximation to the Laplacian. Hence both applications require the approximation of f(A)b, where f(t) = t^(-α/2) and A is sparse. In this thesis we will compare the Lanczos approximation, the shift-and-invert Lanczos approximation, the extended Krylov subspace method, rational approximations and the restarted Lanczos approximation for approximating matrix functions of this form. A number of new and novel results are presented in this thesis. Firstly, we prove the convergence of the matrix transfer technique for the solution of the fractional Poisson equation and we give conditions by which the finite difference discretisation can be replaced by other methods for discretising the Laplacian. We then investigate a number of methods for approximating matrix functions of the form A^(-α/2)b and investigate stopping criteria for these methods. In particular, we derive a new method for restarting the Lanczos approximation to f(A)b. We then apply these techniques to the problem of sampling from a GMRF and construct a full suite of methods for sampling conditioned on linear constraints and approximating the likelihood. Finally, we consider the problem of sampling from a generalised Matern random field, which combines our techniques for solving fractional-in-space partial differential equations with our method for sampling from GMRFs.

An advanced implicit meshless approach for the non-linear anomalous subdiffusion equation

Recently, the numerical modelling and simulation for anomalous subdiffusion equation (ASDE), which is a type of fractional partial differential equation( FPDE) and has been found with widely applications in modern engineering and sciences, are attracting more and more attentions. The current dominant numerical method for modelling ASDE is Finite Difference Method (FDM), which is based on a pre-defined grid leading to inherited issues or shortcomings. This paper aims to develop an implicit meshless approach based on the radial basis functions (RBF) for numerical simulation of the non-linear ASDE. The discrete system of equations is obtained by using the meshless shape functions and the strong-forms. The stability and convergence of this meshless approach are then discussed and theoretically proven. Several numerical examples with different problem domains are used to validate and investigate accuracy and efficiency of the newly developed meshless formulation. The results obtained by the meshless formulations are also compared with those obtained by FDM in terms of their accuracy and efficiency. It is concluded that the present meshless formulation is very effective for the modeling and simulation of the ASDE. Therefore, the meshless technique should have good potential in development of a robust simulation tool for problems in engineering and science which are governed by the various types of fractional differential equations.

Design of experiments for bivariate binary responses modelled by Copula functions

Optimal design for generalized linear models has primarily focused on univariate data. Often experiments are performed that have multiple dependent responses described by regression type models, and it is of interest and of value to design the experiment for all these responses. This requires a multivariate distribution underlying a pre-chosen model for the data. Here, we consider the design of experiments for bivariate binary data which are dependent. We explore Copula functions which provide a rich and flexible class of structures to derive joint distributions for bivariate binary data. We present methods for deriving optimal experimental designs for dependent bivariate binary data using Copulas, and demonstrate that, by including the dependence between responses in the design process, more efficient parameter estimates are obtained than by the usual practice of simply designing for a single variable only. Further, we investigate the robustness of designs with respect to initial parameter estimates and Copula function, and also show the performance of compound criteria within this bivariate binary setting.

Linear models for endocytic transformations from live cell imaging

Endocytosis is the process by which cells internalise molecules including nutrient proteins from the extracellular media. In one form, macropinocytosis, the membrane at the cell surface ruffles and folds over to give rise to an internalised vesicle. Negatively charged phospholipids within the membrane called phosphoinositides then undergo a series of transformations that are critical for the correct trafficking of the vesicle within the cell, and which are often pirated by pathogens such as Salmonella. Advanced fluorescent video microscopy imaging now allows the detailed observation and quantification of these events in live cells over time. Here we use these observations as a basis for building differential equation models of the transformations. An initial investigation of these interactions was modelled with reaction rates proportional to the sum of the concentrations of the individual constituents. A first order linear system for the concentrations results. The structure of the system enables analytical expressions to be obtained and the problem becomes one of determining the reaction rates which generate the observed data plots. We present results with reaction rates which capture the general behaviour of the reactions so that we now have a complete mathematical model of phosphoinositide transformations that fits the experimental observations. Some excellent fits are obtained with modulated exponential functions; however, these are not solutions of the linear system. The question arises as to how the model may be modified to obtain a system whose solution provides a more accurate fit.

PySSM : a Python module for Bayesian inference of linear Gaussian state space models

PySSM is a Python package that has been developed for the analysis of time series using linear Gaussian state space models (SSM). PySSM is easy to use; models can be set up quickly and efficiently and a variety of different settings are available to the user. It also takes advantage of scientific libraries Numpy and Scipy and other high level features of the Python language. PySSM is also used as a platform for interfacing between optimised and parallelised Fortran routines. These Fortran routines heavily utilise Basic Linear Algebra (BLAS) and Linear Algebra Package (LAPACK) functions for maximum performance. PySSM contains classes for filtering, classical smoothing as well as simulation smoothing.

Robust image hash functions using higher order spectra

Robust hashing is an emerging field that can be used to hash certain data types in applications unsuitable for traditional cryptographic hashing methods. Traditional hashing functions have been used extensively for data/message integrity, data/message authentication, efficient file identification and password verification. These applications are possible because the hashing process is compressive, allowing for efficient comparisons in the hash domain but non-invertible meaning hashes can be used without revealing the original data. These techniques were developed with deterministic (non-changing) inputs such as files and passwords. For such data types a 1-bit or one character change can be significant, as a result the hashing process is sensitive to any change in the input. Unfortunately, there are certain applications where input data are not perfectly deterministic and minor changes cannot be avoided. Digital images and biometric features are two types of data where such changes exist but do not alter the meaning or appearance of the input. For such data types cryptographic hash functions cannot be usefully applied. In light of this, robust hashing has been developed as an alternative to cryptographic hashing and is designed to be robust to minor changes in the input. Although similar in name, robust hashing is fundamentally different from cryptographic hashing. Current robust hashing techniques are not based on cryptographic methods, but instead on pattern recognition techniques. Modern robust hashing algorithms consist of feature extraction followed by a randomization stage that introduces non-invertibility and compression, followed by quantization and binary encoding to produce a binary hash output. In order to preserve robustness of the extracted features, most randomization methods are linear and this is detrimental to the security aspects required of hash functions. Furthermore, the quantization and encoding stages used to binarize real-valued features requires the learning of appropriate quantization thresholds. How these thresholds are learnt has an important effect on hashing accuracy and the mere presence of such thresholds are a source of information leakage that can reduce hashing security. This dissertation outlines a systematic investigation of the quantization and encoding stages of robust hash functions. While existing literature has focused on the importance of quantization scheme, this research is the first to emphasise the importance of the quantizer training on both hashing accuracy and hashing security. The quantizer training process is presented in a statistical framework which allows a theoretical analysis of the effects of quantizer training on hashing performance. This is experimentally verified using a number of baseline robust image hashing algorithms over a large database of real world images. This dissertation also proposes a new randomization method for robust image hashing based on Higher Order Spectra (HOS) and Radon projections. The method is non-linear and this is an essential requirement for non-invertibility. The method is also designed to produce features more suited for quantization and encoding. The system can operate without the need for quantizer training, is more easily encoded and displays improved hashing performance when compared to existing robust image hashing algorithms. The dissertation also shows how the HOS method can be adapted to work with biometric features obtained from 2D and 3D face images.