Sequential Monte Carlo for Bayesian sequentially designed experiments for discrete data

In this paper we present a sequential Monte Carlo algorithm for Bayesian sequential experimental design applied to generalised non-linear models for discrete data. The approach is computationally convenient in that the information of newly observed data can be incorporated through a simple re-weighting step. We also consider a flexible parametric model for the stimulus-response relationship together with a newly developed hybrid design utility that can produce more robust estimates of the target stimulus in the presence of substantial model and parameter uncertainty. The algorithm is applied to hypothetical clinical trial or bioassay scenarios. In the discussion, potential generalisations of the algorithm are suggested to possibly extend its applicability to a wide variety of scenarios

A review of commuter exposure to ultrafine particles and its health effects

Ultrafine particles (UFPs, <100 nm) are produced in large quantities by vehicular combustion and are implicated in causing several adverse human health effects. Recent work has suggested that a large proportion of daily UFP exposure may occur during commuting. However, the determinants, variability and transport mode-dependence of such exposure are not well-understood. The aim of this review was to address these knowledge gaps by distilling the results of ‘in-transit’ UFP exposure studies performed to-date, including studies of health effects. We identified 47 exposure studies performed across 6 transport modes: automobile, bicycle, bus, ferry, rail and walking. These encompassed approximately 3000 individual trips where UFP concentrations were measured. After weighting mean UFP concentrations by the number of trips in which they were collected, we found overall mean UFP concentrations of 3.4, 4.2, 4.5, 4.7, 4.9 and 5.7 × 10^4 particles cm^-3 for the bicycle, bus, automobile, rail, walking and ferry modes, respectively. The mean concentration inside automobiles travelling through tunnels was 3.0 × 10^5 particles cm^-3. While the mean concentrations were indicative of general trends, we found that the determinants of exposure (meteorology, traffic parameters, route, fuel type, exhaust treatment technologies, cabin ventilation, filtration, deposition, UFP penetration) exhibited marked variability and mode-dependence, such that it is not necessarily appropriate to rank modes in order of exposure without detailed consideration of these factors. Ten in-transit health effects studies have been conducted and their results indicate that UFP exposure during commuting can elicit acute effects in both healthy and health-compromised individuals. We suggest that future work should focus on further defining the contribution of in-transit UFP exposure to total UFP exposure, exploring its specific health effects and investigating exposures in the developing world. Keywords: air pollution; transport modes; acute health effects; travel; public transport

Analysis of selection criteria for design-builders through the analysis of Request for Proposals (RFPs)

Selecting an appropriate design-builder is critical to the success of DB projects. The objective of this study is to identify selection criteria for design-builders and compare their relative importance by means of a robust content analysis of 94 Request For Proposals (RFPs) for public DB projects. These DB projects had an aggregate contract value of over US$3.5 billion and were advertised between 2000 and 2010. This study summarized twenty-six selection criteria and classified into ten categories, i.e.: price, experience, technical approach, management approach, qualification, schedule, past performance, financial capability, responsiveness to the RFP, and legal status in descending order of their relative importance. The results showed that even though price still remains as the most important selection category, its relative importance declines significantly in the last decade. The categories of qualification, experience, past performance, by contrast, have been becoming more important to DB owners for selecting design-builders. Finally, it is found that the importance weighting of price in large projects is significantly higher than that in small projects. This study provides a useful reference for owners in selecting their preferred design-builders.

Mind games : applying White’s principles of narrative therapy to the creation of a cabaret about depression and bipolar disorder

This PhD represents my attempt to make sense of my personal experiences of depression through the form of cabaret. I first experienced depression in 2006. Previously, I had considered myself to be a happy and optimistic person. I found the experience of depression to be a shock: both in the experience itself, and also in the way it effected my own self image. These personal experiences, together with my professional history as a songwriter and cabaret performer, have been the motivating force behind the research project. This study has explored the question: What are the implications of applying principles of Michael White’s narrative therapy to the creation of a cabaret performance about depression and bipolar disorder? There is a 50 percent weighting on the creative work, the cabaret performance Mind Games, and a 50 percent weighting on the written exegesis. This research has focussed on the illustration of therapeutic principles in order to play games of truth within a cabaret performance. The research project investigates ways of telling my own story in relation to others’ stories through three re-authoring principles articulated in Michael White’s narrative therapy: externalisation, an autonomous ethic of living and rich descriptions. The personal stories presented in the cabaret were drawn from my own experiences and from interviews with individuals with depression or bipolar disorder. The cabaret focussed on the illustration of therapeutic principles, and was not focussed on therapeutic ends for myself or the interviewees. The research question has been approached through a methodology combining autoethnographic, practice-led and action research. Auto ethnographic research is characterised by close investigation of assumptions, attitudes, and beliefs. The combination of autoethnographic, practice-led, action research has allowed me to bring together personal experiences of mental illness, research into therapeutic techniques, social attitudes and public discourses about mental illness and forms of contemporary cabaret to facilitate the creation of a one-woman cabaret performance. The exegesis begins with a discussion of games of truth as informed by Michel Foucault and Michael White and self-stigma as informed by Michael White and Erving Goffman. These concepts form the basis for a discussion of my own personal experiences. White’s narrative therapy is focused on individuals re-authoring their stories, or telling their stories in different ways. White’s principles are influenced by Foucault’s notions of truth and power. Foucault’s term games of truth has been used to describe the effect of a ‘truth in flux’ that occurs through White’s re-authoring process. This study argues that cabaret is an appropriate form to represent this therapeutic process because it favours heightened performativity over realism, and showcases its ‘constructedness’ and artificiality. Thus cabaret is well suited to playing games of truth. A contextual review compares two major cabaret trends, personal cabaret and provocative cabaret, in reference to the performer’s relationship with the audience in terms of distance and intimacy. The study draws a parallel between principles of distance and intimacy in Michael White’s narrative therapy and relates these to performative terms of distance and intimacy. The creative component of this study, the cabaret Mind Games, used principles of narrative therapy to present the character ‘Jo’ playing games of truth through: externalising an aspect of her personality (externalisation); exploring different life values (an autonomous ethic of living); and enacting multiple versions of her identity (rich descriptions). This constant shifting between distance and intimacy within the cabaret created the effect of a truth in ‘constant flux’, to use one of White’s terms. There are three inter-related findings in the study. The first finding is that the application of principles of White’s narrative therapy was able to successfully combine provocative and empathetic elements within the cabaret. The second finding is that the personal agenda of addressing my own self-stigma within the project limited the effective portrayal of a ‘truth in flux’ within the cabaret. The third finding presents the view that the cabaret expressed ‘Jo’ playing games of truth in order to journey towards her own "preferred identity claim" (White 2004b) through an act of "self care" (Foucault 2005). The contribution to knowledge of this research project is the application of therapeutic principles to the creation of a cabaret performance. This process has focussed on creating a self-revelatory cabaret that questions notions of a ‘fixed truth’ through combining elements of existing cabaret forms in new ways. Two major forms in contemporary cabaret, the personal cabaret and the provocative cabaret use the performer-audience relationship in distinctive ways. Through combining elements of these two cabaret forms, I have explored ways to create a provocative cabaret focussed on the act of self-revelation.

Toward resolving deep neoaves phylogeny : data, signal enhancement, and priors

We report three developments toward resolving the challenge of the apparent basal polytomy of neoavian birds. First, we describe improved conditional down-weighting techniques to reduce noise relative to signal for deeper divergences and find increased agreement between data sets. Second, we present formulae for calculating the probabilities of finding predefined groupings in the optimal tree. Finally, we report a significant increase in data: nine new mitochondrial (mt) genomes (the dollarbird, New Zealand kingfisher, great potoo, Australian owlet-nightjar, white-tailed trogon, barn owl, a roadrunner [a ground cuckoo], New Zealand long-tailed cuckoo, and the peach-faced lovebird) and together they provide data for each of the six main groups of Neoaves proposed by Cracraft J (2001). We use his six main groups of modern birds as priors for evaluation of results. These include passerines, cuckoos, parrots, and three other groups termed “WoodKing” (woodpeckers/rollers/kingfishers), “SCA” (owls/potoos/owlet-nightjars/hummingbirds/swifts), and “Conglomerati.” In general, the support is highly significant with just two exceptions, the owls move from the “SCA” group to the raptors, particularly accipitrids (buzzards/eagles) and the osprey, and the shorebirds may be an independent group from the rest of the “Conglomerati”. Molecular dating mt genomes support a major diversification of at least 12 neoavian lineages in the Late Cretaceous. Our results form a basis for further testing with both nuclear-coding sequences and rare genomic changes.

Raman spectroscopy of the borate mineral ameghinite NaB3O3(OH)4

The molecular structure of the sodium borate mineral ameghinite NaB3O3(OH)4 has been determined by the use of vibrational spectroscopy. The crystal structure consists of isolated [B3O3(OH)4]- units formed by one tetrahedron and two triangles. H bonds and Na atoms link these polyanions to form a 3-dimensional framework. The Raman spectrum is dominated by an intense band at 1027 cm-1, attributed to BO stretching vibrations of both the trigonal and tetrahedral boron. A series of Raman bands at 1213, 1245 and 1281cm-1 are ascribed to BOH in-plane bending modes. The infrared spectra are characterized by strong overlap of broad multiple bands. An intense Raman band found at 620 cm-1 is attributed to the bending modes of trigonal and tetrahedral boron. Multiple Raman bands in the OH stretching region are observed at 3206, 3249 and 3385 cm-1. Raman spectroscopy coupled with infrared spectroscopy has enabled aspects about the molecular structure of the borate mineral ameghinite to be assessed.

Multisensory integration weightings underlying haptic feedback laparoscopic surgery

"This letter aims to highlight the multisensory integration weighting mechanisms that may account for the results in studies investigating haptic feedback in laparoscopic surgery. The current lack of multisensory theoretical knowledge in laparoscopy is evident, and “a much better understanding of how multimodal displays in virtual environments influence human performance is required” ...publisher website

A second-order accurate numerical approximation for the Riesz space fractional advection-dispersion equation

In this paper, we consider a space Riesz fractional advection-dispersion equation. The equation is obtained from the standard advection-diffusion equation by replacing the ¯rst-order and second-order space derivatives by the Riesz fractional derivatives of order β 1 Є (0; 1) and β2 Є(1; 2], respectively. Riesz fractional advection and dispersion terms are approximated by using two fractional centered difference schemes, respectively. A new weighted Riesz fractional ¯nite difference approximation scheme is proposed. When the weighting factor Ѳ = 1/2, a second- order accurate numerical approximation scheme for the Riesz fractional advection-dispersion equation is obtained. Stability, consistency and convergence of the numerical approximation scheme are discussed. A numerical example is given to show that the numerical results are in good agreement with our theoretical analysis.

Semi-parametric forecasting of realized volatility

Forecasts generated by time series models traditionally place greater weight on more recent observations. This paper develops an alternative semi-parametric method for forecasting that does not rely on this convention and applies it to the problem of forecasting asset return volatility. In this approach, a forecast is a weighted average of historical volatility, with the greatest weight given to periods that exhibit similar market conditions to the time at which the forecast is being formed. Weighting is determined by comparing short-term trends in volatility across time (as a measure of market conditions) by means of a multivariate kernel scheme. It is found that the semi-parametric method produces forecasts that are significantly more accurate than a number of competing approaches at both short and long forecast horizons.

Implementing an enhanced repository statistics system for QUT ePrints

Queensland University of Technology (QUT) was one of the first universities in Australia to establish an institutional repository. Launched in November 2003, the repository (QUT ePrints) uses the EPrints open source repository software (from Southampton) and has enjoyed the benefit of an institutional deposit mandate since January 2004. Currently (April 2012), the repository holds over 36,000 records, including 17,909 open access publications with another 2,434 publications embargoed but with mediated access enabled via the ‘Request a copy’ button which is a feature of the EPrints software. At QUT, the repository is managed by the library.QUT ePrints (http://eprints.qut.edu.au) The repository is embedded into a number of other systems at QUT including the staff profile system and the University’s research information system. It has also been integrated into a number of critical processes related to Government reporting and research assessment. Internally, senior research administrators often look to the repository for information to assist with decision-making and planning. While some statistics could be drawn from the advanced search feature and the existing download statistics feature, they were rarely at the level of granularity or aggregation required. Getting the information from the ‘back end’ of the repository was very time-consuming for the Library staff. In 2011, the Library funded a project to enhance the range of statistics which would be available from the public interface of QUT ePrints. The repository team conducted a series of focus groups and individual interviews to identify and prioritise functionality requirements for a new statistics ‘dashboard’. The participants included a mix research administrators, early career researchers and senior researchers. The repository team identified a number of business criteria (eg extensible, support available, skills required etc) and then gave each a weighting. After considering all the known options available, five software packages (IRStats, ePrintsStats, AWStats, BIRT and Google Urchin/Analytics) were thoroughly evaluated against a list of 69 criteria to determine which would be most suitable. The evaluation revealed that IRStats was the best fit for our requirements. It was deemed capable of meeting 21 out of the 31 high priority criteria. Consequently, IRStats was implemented as the basis for QUT ePrints’ new statistics dashboards which were launched in Open Access Week, October 2011. Statistics dashboards are now available at four levels; whole-of-repository level, organisational unit level, individual author level and individual item level. The data available includes, cumulative total deposits, time series deposits, deposits by item type, % fulltexts, % open access, cumulative downloads, time series downloads, downloads by item type, author ranking, paper ranking (by downloads), downloader geographic location, domains, internal v external downloads, citation data (from Scopus and Web of Science), most popular search terms, non-search referring websites. The data is displayed in charts, maps and table format. The new statistics dashboards are a great success. Feedback received from staff and students has been very positive. Individual researchers have said that they have found the information to be very useful when compiling a track record. It is now very easy for senior administrators (including the Deputy Vice Chancellor-Research) to compare the full-text deposit rates (i.e. mandate compliance rates) across organisational units. This has led to increased ‘encouragement’ from Heads of School and Deans in relation to the provision of full-text versions.

Forecasting volatility and correlation : the role of option implied measures

Forecasts of volatility and correlation are important inputs into many practical financial problems. Broadly speaking, there are two ways of generating forecasts of these variables. Firstly, time-series models apply a statistical weighting scheme to historical measurements of the variable of interest. The alternative methodology extracts forecasts from the market traded value of option contracts. An efficient options market should be able to produce superior forecasts as it utilises a larger information set of not only historical information but also the market equilibrium expectation of options market participants. While much research has been conducted into the relative merits of these approaches, this thesis extends the literature along several lines through three empirical studies. Firstly, it is demonstrated that there exist statistically significant benefits to taking the volatility risk premium into account for the implied volatility for the purposes of univariate volatility forecasting. Secondly, high-frequency option implied measures are shown to lead to superior forecasts of the intraday stochastic component of intraday volatility and that these then lead on to superior forecasts of intraday total volatility. Finally, the use of realised and option implied measures of equicorrelation are shown to dominate measures based on daily returns.

Exploiting SNOMED CT concepts and relationships for clinical information retrieval : Australian e-Health Research Centre and Queensland University of Technology at the TREC 2012 Medical Track

The Australian e-Health Research Centre and Queensland University of Technology recently participated in the TREC 2012 Medical Records Track. This paper reports on our methods, results and experience using an approach that exploits the concept and inter-concept relationships defined in the SNOMED CT medical ontology. Our concept-based approach is intended to overcome specific challenges in searching medical records, namely vocabulary mismatch and granularity mismatch. Queries and documents are transformed from their term-based originals into medical concepts as defined by the SNOMED CT ontology, this is done to tackle vocabulary mismatch. In addition, we make use of the SNOMED CT parent-child `is-a' relationships between concepts to weight documents that contained concept subsumed by the query concepts; this is done to tackle the problem of granularity mismatch. Finally, we experiment with other SNOMED CT relationships besides the is-a relationship to weight concepts related to query concepts. Results show our concept-based approach performed significantly above the median in all four performance metrics. Further improvements are achieved by the incorporation of weighting subsumed concepts, overall leading to improvement above the median of 28% infAP, 10% infNDCG, 12% R-prec and 7% Prec@10. The incorporation of other relations besides is-a demonstrated mixed results, more research is required to determined which SNOMED CT relationships are best employed when weighting related concepts.

Validity and use of the UV index : Report from the UVI working group, Schloss Hohenkammer, Germany, 5-7 December 2011

The adequacy of the UV Index (UVI), a simple measure of ambient solar ultraviolet (UV) radiation, has been questioned on the basis of recent scientific data on the importance of vitamin D for human health, the mutagenic capacity of radiation in the UVA wavelength, and limitations in the behavioral impact of the UVI as a public awareness tool. A working group convened by ICNIRP and WHO met to assess whether modifications of the UVI were warranted and to discuss ways of improving its effectiveness as a guide to healthy sun-protective behavior. A UV Index greater than 3 was confirmed as indicating ambient UV levels at which harmful sun exposure and sunburns could occur and hence as the threshold for promoting preventive messages. There is currently insufficient evidence about the quantitative relationship of sun exposure, vitamin D, and human health to include vitamin D considerations in sun protection recommendations. The role of UVA in sunlight-induced dermal immunosuppression and DNA damage was acknowledged, but the contribution of UVA to skin carcinogenesis could not be quantified precisely. As ambient UVA and UVB levels mostly vary in parallel in real life situations, any minor modification of the UVI weighting function with respect to UVA-induced skin cancer would not be expected to have a significant impact on the UV Index. Though it has been shown that the UV Index can raise awareness of the risk of UV radiation to some extent, the UVI does not appear to change attitudes to sun protection or behavior in the way it is presently used. Changes in the UVI itself were not warranted based on these findings, but rather research testing health behavior models, including the roles of self-efficacy and self-affirmation in relation to intention to use sun protection among different susceptible groups, should be carried out to develop more successful strategies toward improving sun protection behavior. Health Phys. 103(3):301-306; 2012

Towards brain-based sensor fusion for navigating robots

Current state of the art robot mapping and navigation systems produce impressive performance under a narrow range of robot platform, sensor and environmental conditions, in contrast to animals such as rats that produce “good enough” maps that enable them to function under an incredible range of situations. In this paper we present a rat-inspired featureless sensor-fusion system that assesses the usefulness of multiple sensor modalities based on their utility and coherence for place recognition during a navigation task, without knowledge as to the type of sensor. We demonstrate the system on a Pioneer robot in indoor and outdoor environments with abrupt lighting changes. Through dynamic weighting of the sensors, the system is able to perform correct place recognition and mapping where the static sensor weighting approach fails.

Fourier Lucas-Kanade Algorithm

In this paper we propose a framework for both gradient descent image and object alignment in the Fourier domain. Our method centers upon the classical Lucas & Kanade (LK) algorithm where we represent the source and template/model in the complex 2D Fourier domain rather than in the spatial 2D domain. We refer to our approach as the Fourier LK (FLK) algorithm. The FLK formulation is advantageous when one pre-processes the source image and template/model with a bank of filters (e.g. oriented edges, Gabor, etc.) as: (i) it can handle substantial illumination variations, (ii) the inefficient pre-processing filter bank step can be subsumed within the FLK algorithm as a sparse diagonal weighting matrix, (iii) unlike traditional LK the computational cost is invariant to the number of filters and as a result far more efficient, and (iv) this approach can be extended to the inverse compositional form of the LK algorithm where nearly all steps (including Fourier transform and filter bank pre-processing) can be pre-computed leading to an extremely efficient and robust approach to gradient descent image matching. Further, these computational savings translate to non-rigid object alignment tasks that are considered extensions of the LK algorithm such as those found in Active Appearance Models (AAMs).