A sequential Monte Carlo framework for adaptive Bayesian model discrimination designs using mutual information

In this paper we present a unified sequential Monte Carlo (SMC) framework for performing sequential experimental design for discriminating between a set of models. The model discrimination utility that we advocate is fully Bayesian and based upon the mutual information. SMC provides a convenient way to estimate the mutual information. Our experience suggests that the approach works well on either a set of discrete or continuous models and outperforms other model discrimination approaches.

Adaptive online gradient descent

We study the rates of growth of the regret in online convex optimization. First, we show that a simple extension of the algorithm of Hazan et al eliminates the need for a priori knowledge of the lower bound on the second derivatives of the observed functions. We then provide an algorithm, Adaptive Online Gradient Descent, which interpolates between the results of Zinkevich for linear functions and of Hazan et al for strongly convex functions, achieving intermediate rates between [square root T] and [log T]. Furthermore, we show strong optimality of the algorithm. Finally, we provide an extension of our results to general norms.

A new single-phase frequency adaptive Phase-Locked Loop (PLL) for harmonic measurement

The paper presents an improved Phase-Locked Loop (PLL) for measuring the fundamental frequency and selective harmonic content of a distorted signal. This information can be used by grid interfaced devices and harmonic compensators. The single-phase structure is based on the Synchronous Reference Frame (SRF) PLL. The proposed PLL needs only a limited number of harmonic stages by incorporating Moving Average Filters (MAF) for eliminating the undesired harmonic content at each stage. The frequency dependency of MAF in effective filtering of undesired harmonics is also dealt with by a proposed method for adaptation to frequency variations of input signal. The method is suitable for high sampling rates and a wide frequency measurement range. Furthermore, an extended model of this structure is proposed which includes the response to both the frequency and phase angle variations. The proposed algorithm is simulated and verified using Hardware-in-the-Loop (HIL) testing.

A Quasi-Newton Adaptive Algorithm for Generalized Symmetric Eigenvalue Problem

In this paper, we first recast the generalized symmetric eigenvalue problem, where the underlying matrix pencil consists of symmetric positive definite matrices, into an unconstrained minimization problem by constructing an appropriate cost function, We then extend it to the case of multiple eigenvectors using an inflation technique, Based on this asymptotic formulation, we derive a quasi-Newton-based adaptive algorithm for estimating the required generalized eigenvectors in the data case. The resulting algorithm is modular and parallel, and it is globally convergent with probability one, We also analyze the effect of inexact inflation on the convergence of this algorithm and that of inexact knowledge of one of the matrices (in the pencil) on the resulting eigenstructure. Simulation results demonstrate that the performance of this algorithm is almost identical to that of the rank-one updating algorithm of Karasalo. Further, the performance of the proposed algorithm has been found to remain stable even over 1 million updates without suffering from any error accumulation problems.

A pattern adaptive thinning algorithm

A simple sequential thinning algorithm for peeling off pixels along contours is described. An adaptive algorithm obtained by incorporating shape adaptivity into this sequential process is also given. The distortions in the skeleton at the right-angle and acute-angle corners are minimized in the adaptive algorithm. The asymmetry of the skeleton, which is a characteristic of sequential algorithm, and is due to the presence of T-corners in some of the even-thickness pattern is eliminated. The performance (in terms of time requirements and shape preservation) is compared with that of a modern thinning algorithm.

Non-stationary signal analysis by least mean fourth (LMF) adaptive algorithm

A modified least mean fourth (LMF) adaptive algorithm applicable to non-stationary signals is presented. The performance of the proposed algorithm is studied by simulation for non-stationarities in bandwidth, centre frequency and gain of a stochastic signal. These non-stationarities are in the form of linear, sinusoidal and jump variations of the parameters. The proposed LMF adaptation is found to have better parameter tracking capability than the LMS adaptation for the same speed of convergence.

Invited paper Application of the least mean fourth (LMF) adaptive algorithm to signals associated with gaussian noise

This paper considers the applicability of the least mean fourth (LM F) power gradient adaptation criteria with 'advantage' for signals associated with gaussian noise, the associated noise power estimate not being known. The proposed method, as an adaptive spectral estimator, is found to provide superior performance than the least mean square (LMS) adaptation for the same (or even lower) speed of convergence for signals having sufficiently high signal-to-gaussian noise ratio. The results include comparison of the performance of the LMS-tapped delay line, LMF-tapped delay line, LMS-lattice and LMF-lattice algorithms, with the Burg's block data method as reference. The signals, like sinusoids with noise and stochastic signals like EEG, are considered in this study.

trans gene regulation in adaptive evolution: A genetic algorithm model

This is a continuation of earlier studies on the evolution of infinite populations of haploid genotypes within a genetic algorithm framework. We had previously explored the evolutionary consequences of the existence of indeterminate—“plastic”—loci, where a plastic locus had a finite probability in each generation of functioning (being switched “on”) or not functioning (being switched “off”). The relative probabilities of the two outcomes were assigned on a stochastic basis. The present paper examines what happens when the transition probabilities are biased by the presence of regulatory genes. We find that under certain conditions regulatory genes can improve the adaptation of the population and speed up the rate of evolution (on occasion at the cost of lowering the degree of adaptation). Also, the existence of regulatory loci potentiates selection in favour of plasticity. There is a synergistic effect of regulatory genes on plastic alleles: the frequency of such alleles increases when regulatory loci are present. Thus, phenotypic selection alone can be a potentiating factor in a favour of better adaptation.

A Combinatorial Construct for Keyless Message Dispersal (Work in Progress)

We propose a keyless and lightweight message transformation scheme based on the combinatorial design theory for the confidentiality of a message transmitted in multiple parts through a network with multiple independent paths, or for data stored in multiple parts by a set of independent storage services such as the cloud providers. Our combinatorial scheme disperses a message into v output parts so that (k-1) or less parts do not reveal any information about any message part, and the message can only be recovered by the party who possesses all v output parts. Combinatorial scheme generates an xor transformation structure to disperse the message into v output parts. Inversion is done by applying the same xor transformation structure on output parts. The structure is generated using generalized quadrangles from design theory which represents symmetric point and line incidence relations in a projective plane. We randomize our solution by adding a random salt value and dispersing it together with the message. We show that a passive adversary with capability of accessing (k-1) communication links or storage services has no advantage so that the scheme is indistinguishable under adaptive chosen ciphertext attack (IND-CCA2).

An Adaptive Feature Based Low Power Motion Estimation Algorithm

Motion Estimation is one of the most power hungry operations in video coding. While optimal search (eg. full search)methods give best quality, non optimal methods are often used in order to reduce cost and power. Various algorithms have been used in practice that trade off quality vs. complexity. Global elimination is an algorithm based on pixel averaging to reduce complexity of motion search while keeping performance close to that of full search. We propose an adaptive version of the global elimination algorithm that extracts individual macro-block features using Hadamard transform to optimize the search. Performance achieved is close to the full search method and global elimination. Operational complexity and hence power is reduced by 30% to 45% compared to global elimination method.

Distributed load adaptive scheduling for throughput and delay guarantees in fading wireless LANs

We consider a problem of providing mean delay and average throughput guarantees in random access fading wireless channels using CSMA/CA algorithm. This problem becomes much more challenging when the scheduling is distributed as is the case in a typical local area wireless network. We model the CSMA network using a novel queueing network based approach. The optimal throughput per device and throughput optimal policy in an M device network is obtained. We provide a simple contention control algorithm that adapts the attempt probability based on the network load and obtain bounds for the packet transmission delay. The information we make use of is the number of devices in the network and the queue length (delayed) at each device. The proposed algorithms stay within the requirements of the IEEE 802.11 standard.

Adaptive window zero-crossing-based instantaneous frequency estimation

We address the problem of estimating instantaneous frequency (IF) of a real-valued constant amplitude time-varying sinusoid. Estimation of polynomial IF is formulated using the zero-crossings of the signal. We propose an algorithm to estimate nonpolynomial IF by local approximation using a low-order polynomial, over a short segment of the signal. This involves the choice of window length to minimize the mean square error (MSE). The optimal window length found by directly minimizing the MSE is a function of the higher-order derivatives of the IF which are not available a priori. However, an optimum solution is formulated using an adaptive window technique based on the concept of intersection of confidence intervals. The adaptive algorithm enables minimum MSE-IF (MMSE-IF) estimation without requiring a priori information about the IF. Simulation results show that the adaptive window zero-crossing-based IF estimation method is superior to fixed window methods and is also better than adaptive spectrogram and adaptive Wigner-Ville distribution (WVD)-based IF estimators for different signal-to-noise ratio (SNR).

A h-Adaptive Algorithm Using Residual Error Estimates for Fluid Flows

Algorithms for adaptive mesh refinement using a residual error estimator are proposed for fluid flow problems in a finite volume framework. The residual error estimator, referred to as the R-parameter is used to derive refinement and coarsening criteria for the adaptive algorithms. An adaptive strategy based on the R-parameter is proposed for continuous flows, while a hybrid adaptive algorithm employing a combination of error indicators and the R-parameter is developed for discontinuous flows. Numerical experiments for inviscid and viscous flows on different grid topologies demonstrate the effectiveness of the proposed algorithms on arbitrary polygonal grids.

Streaming covariance selection with applications to adaptive querying in sensor networks

Sensor networks can be naturally represented as graphical models, where the edge set encodes the presence of sparsity in the correlation structure between sensors. Such graphical representations can be valuable for information mining purposes as well as for optimizing bandwidth and battery usage with minimal loss of estimation accuracy. We use a computationally efficient technique for estimating sparse graphical models which fits a sparse linear regression locally at each node of the graph via the Lasso estimator. Using a recently suggested online, temporally adaptive implementation of the Lasso, we propose an algorithm for streaming graphical model selection over sensor networks. With battery consumption minimization applications in mind, we use this algorithm as the basis of an adaptive querying scheme. We discuss implementation issues in the context of environmental monitoring using sensor networks, where the objective is short-term forecasting of local wind direction. The algorithm is tested against real UK weather data and conclusions are drawn about certain tradeoffs inherent in decentralized sensor networks data analysis. © 2010 The Author. Published by Oxford University Press on behalf of The British Computer Society. All rights reserved.