Rebuilding the limit order book: Sequential Bayesian inference on hidden states

The limit order book of an exchange represents an information store of market participants' future aims and for many traders the information held in this store is of interest. However, information loss occurs between orders being entered into the exchange and limit order book data being sent out. We present an online algorithm which carries out Bayesian inference to replace information lost at the level of the exchange server and apply our proof of concept algorithm to real historical data from some of the world's most liquid futures contracts as traded on CME GLOBEX, EUREX and NYSE Liffe exchanges. © 2013 © 2013 Taylor & Francis.

Utility of ITS1-5.8S-ITS2 sequences for species discrimination and phylogenetic inference of two closely related bucephalid digeneans (Digenea : Bucephalidae): Dollfustrema vaneyi and Dollfustrema hefeiensis

The complete internal transcribed spacer 1 (ITS1), 5.8S ribosomal DNA, and ITS2 region of the ribosomal DNA from 60 specimens belonging to two closely related bucephalid digeneans (Dollfustrema vaneyi and Dollfustrema hefeiensis) from different localities, hosts, and microhabitat sites were cloned to examine the level of sequence variation and the taxonomic levels to show utility in species identification and phylogeny estimation. Our data show that these molecular markers can help to discriminate the two species, which are morphologically very close and difficult to separate by classical methods. We found 21 haplotypes defined by 44 polymorphic positions in 38 individuals of D. vaneyi, and 16 haplotypes defined by 43 polymorphic positions in 22 individuals of D. hefeiensis. There is no shared haplotypes between the two species. Haplotype rather than nucleotide diversity is similar between the two species. Phylogenetic analyses reveal two robustly supported clades, one corresponding to D. vaneyi and the other corresponding to D. hefeiensis. However, the population structures between the two species seem to be incongruent and show no geographic and host-specific structure among them, further indicating that the two species may have had a more complex evolutionary history than expected.

Semantic transform: Weakly supervised semantic inference for relating visual attributes

Relative (comparative) attributes are promising for thematic ranking of visual entities, which also aids in recognition tasks. However, attribute rank learning often requires a substantial amount of relational supervision, which is highly tedious, and apparently impractical for real-world applications. In this paper, we introduce the Semantic Transform, which under minimal supervision, adaptively finds a semantic feature space along with a class ordering that is related in the best possible way. Such a semantic space is found for every attribute category. To relate the classes under weak supervision, the class ordering needs to be refined according to a cost function in an iterative procedure. This problem is ideally NP-hard, and we thus propose a constrained search tree formulation for the same. Driven by the adaptive semantic feature space representation, our model achieves the best results to date for all of the tasks of relative, absolute and zero-shot classification on two popular datasets. © 2013 IEEE.

Bayesian inference and learning in Gaussian process state-space models with Particle MCMC

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference and learning (i.e. state estimation and system identification) in nonlinear nonparametric state-space models. We place a Gaussian process prior over the state transition dynamics, resulting in a flexible model able to capture complex dynamical phenomena. To enable efficient inference, we marginalize over the transition dynamics function and, instead, infer directly the joint smoothing distribution using specially tailored Particle Markov Chain Monte Carlo samplers. Once a sample from the smoothing distribution is computed, the state transition predictive distribution can be formulated analytically. Our approach preserves the full nonparametric expressivity of the model and can make use of sparse Gaussian processes to greatly reduce computational complexity.

Bayesian inference of plastosphere viscosities near the Kunlun Fault, northern Tibet

IEECAS SKLLQG

An application of the analytic hierarchy process and fuzzy logic inference in a decision support system for forage selection

Forage selection plays a prominent role in the process of returning cultivated lands back into grasslands. The conventional method of selecting forage species can only provide attempts for problem-solving without considering the relationships among the decision factors globally. Therefore, this study is dedicated to developing a decision support system to help farmers correctly select suitable forage species for the target sites. After collecting data through a field study, we developed this decision support system. It consists of three steps: (1) the analytic hierarchy process (AHP), (2) weights determination, and (3) decision making. In the first step, six factors influencing forage growth were selected by reviewing the related references and by interviewing experts. Then a fuzzy matrix was devised to determine the weight of each factor in the second step. Finally, a gradual alternative decision support system was created to help farmers choose suitable forage species for their lands in the third step. The results showed that the AHP and fuzzy logic are useful for forage selection decision making, and the proposed system can provide accurate results in a certain area (Gansu Province) of China.

Taxonomic Syntax for First-Order Inference

Most knowledge representation languages are based on classes and taxonomic relationships between classes. Taxonomic hierarchies without defaults or exceptions are semantically equivalent to a collection of formulas in first order predicate calculus. Although designers of knowledge representation languages often express an intuitive feeling that there must be some advantage to representing facts as taxonomic relationships rather than first order formulas, there are few, if any, technical results supporting this intuition. We attempt to remedy this situation by presenting a taxonomic syntax for first order predicate calculus and a series of theorems that support the claim that taxonomic syntax is superior to classical syntax.

Automatic Recognition of Tractability in Inference Relations

A procedure is given for recognizing sets of inference rules that generate polynomial time decidable inference relations. The procedure can automatically recognize the tractability of the inference rules underlying congruence closure. The recognition of tractability for that particular rule set constitutes mechanical verification of a theorem originally proved independently by Kozen and Shostak. The procedure is algorithmic, rather than heuristic, and the class of automatically recognizable tractable rule sets can be precisely characterized. A series of examples of rule sets whose tractability is non-trivial, yet machine recognizable, is also given. The technical framework developed here is viewed as a first step toward a general theory of tractable inference relations.

Quantitative Inference in a Mechanical Design Compiler

This paper presents the ideas underlying a program that takes as input a schematic of a mechanical or hydraulic power transmission system, plus specifications and a utility function, and returns catalog numbers from predefined catalogs for the optimal selection of components implementing the design. It thus provides the designer with a high level "language" in which to compose new designs, then performs some of the detailed design process for him. The program is based on a formalization of quantitative inferences about hierarchically organized sets of artifacts and operating conditions, which allows design compilation without the exhaustive enumeration of alternatives.

TYPICAL: A Knowledge Representation System for Automated Discovery and Inference

TYPICAL is a package for describing and making automatic inferences about a broad class of SCHEME predicate functions. These functions, called types following popular usage, delineate classes of primitive SCHEME objects, composite data structures, and abstract descriptions. TYPICAL types are generated by an extensible combinator language from either existing types or primitive terminals. These generated types are located in a lattice of predicate subsumption which captures necessary entailment between types; if satisfaction of one type necessarily entail satisfaction of another, the first type is below the second in the lattice. The inferences make by TYPICAL computes the position of the new definition within the lattice and establishes it there. This information is then accessible to both later inferences and other programs (reasoning systems, code analyzers, etc) which may need the information for their own purposes. TYPICAL was developed as a representation language for the discovery program Cyrano; particular examples are given of TYPICAL's application in the Cyrano program.

Exploiting Phonological Constraints for Handshape Inference in ASL Video

Handshape is a key articulatory parameter in sign language, and thus handshape recognition from signing video is essential for sign recognition and retrieval. Handshape transitions within monomorphemic lexical signs (the largest class of signs in signed languages) are governed by phonological rules. For example, such transitions normally involve either closing or opening of the hand (i.e., to exclusively use either folding or unfolding of the palm and one or more fingers). Furthermore, akin to allophonic variations in spoken languages, both inter- and intra- signer variations in the production of specific handshapes are observed. We propose a Bayesian network formulation to exploit handshape co-occurrence constraints, also utilizing information about allophonic variations to aid in handshape recognition. We propose a fast non-rigid image alignment method to gain improved robustness to handshape appearance variations during computation of observation likelihoods in the Bayesian network. We evaluate our handshape recognition approach on a large dataset of monomorphemic lexical signs. We demonstrate that leveraging linguistic constraints on handshapes results in improved handshape recognition accuracy. As part of the overall project, we are collecting and preparing for dissemination a large corpus (three thousand signs from three native signers) of American Sign Language (ASL) video. The video have been annotated using SignStream® [Neidle et al.] with labels for linguistic information such as glosses, morphological properties and variations, and start/end handshapes associated with each ASL sign.

DIP: Density Inference Protocol for wireless sensor networks and its application to density-unbiased statistics

Wireless sensor networks have recently emerged as enablers of important applications such as environmental, chemical and nuclear sensing systems. Such applications have sophisticated spatial-temporal semantics that set them aside from traditional wireless networks. For example, the computation of temperature averaged over the sensor field must take into account local densities. This is crucial since otherwise the estimated average temperature can be biased by over-sampling areas where a lot more sensors exist. Thus, we envision that a fundamental service that a wireless sensor network should provide is that of estimating local densities. In this paper, we propose a lightweight probabilistic density inference protocol, we call DIP, which allows each sensor node to implicitly estimate its neighborhood size without the explicit exchange of node identifiers as in existing density discovery schemes. The theoretical basis of DIP is a probabilistic analysis which gives the relationship between the number of sensor nodes contending in the neighborhood of a node and the level of contention measured by that node. Extensive simulations confirm the premise of DIP: it can provide statistically reliable and accurate estimates of local density at a very low energy cost and constant running time. We demonstrate how applications could be built on top of our DIP-based service by computing density-unbiased statistics from estimated local densities.