Algunos desarrollos basados en el JUMP para el apoyo logístico y control de calidad en las operaciones de recogida de información estadística

Exhaustive statistical information-gathering operations pose major logistical challenges. By using GISs, managing the associated information becomes simpler, and monitoring the quality control of the information gathered can be stricter

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Analysis of the calving pattern of herds in small-scale dairy systems in central Mexico

This study sets out to find the best calving pattern for small-scale dairy systems in Michoacan State, central Mexico. Two models were built. First, a linear programming model was constructed to optimize calving pattern and herd structure according to metabolizable energy availability. Second, a Markov chain model was built to investigate three reproductive scenarios (good, average and poor) in order to suggest factors that maintain the calving pattern given by the linear programming model. Though it was not possible to maintain the optimal linear programming pattern, the Markov chain model suggested adopting different reproduction strategies according to period of the year that the cow is expected to calve. Comparing different scenarios, the Markov model indicated the effect of calving interval on calving pattern and herd structure.

A pressure-jump time-resolved x-ray diffraction study of cubic-cubic transition kinetics in monoolein

In the past two decades, the geometric pathways involved in the transformations between inverse bicontinuous cubic phases in amphiphilic systems have been extensively theoretically modeled. However, little experimental data exists on the cubic-cubic transformation in pure lipid systems. We have used pressure-jump time-resolved X-ray diffraction to investigate the transition between the gyroid Q(II)(G) and double-diamond Q(II)(D) phases in mixtures of 1-monoolein in 30 wt% water. We find for this system that the cubic-cubic transition occurs without any detectable intermediate structures. In addition, we have determined the kinetics of the transition, in both the forward and reverse directions, as a function of pressure-jump amplitude, temperature, and water content. A recently developed model allows (at least in principle) the calculation of the activation energy for lipid phase transitions from such data. The analysis is applicable only if kinetic reproducibility is achieved, at least within one sample, and achievement of such kinetic reproducibility is shown here, by carrying out prolonged pressure-cycling. The rate of transformation shows clear and consistent trends with pressure-jump amplitude, temperature, and water content, all of which are shown to be in agreement with the effect of the shift in the position of the cubic-cubic phase boundary following a change in the thermodynamic parameters.

Stable reduced-order models for discrete-time systems

The Routh-stability method is employed to reduce the order of discrete-time system transfer functions. It is shown that the Routh approximant is well suited to reduce both the denominator and the numerator polynomials, although alternative methods, such as PadÃ�Â(c)-Markov approximation, are also used to fit the model numerator coefficients.

Revealing ensemble state transition patterns in multi-electrode neuronal recordings using hidden Markov models

In order to harness the computational capacity of dissociated cultured neuronal networks, it is necessary to understand neuronal dynamics and connectivity on a mesoscopic scale. To this end, this paper uncovers dynamic spatiotemporal patterns emerging from electrically stimulated neuronal cultures using hidden Markov models (HMMs) to characterize multi-channel spike trains as a progression of patterns of underlying states of neuronal activity. However, experimentation aimed at optimal choice of parameters for such models is essential and results are reported in detail. Results derived from ensemble neuronal data revealed highly repeatable patterns of state transitions in the order of milliseconds in response to probing stimuli.

Decay to equilibrium for jump processes with heavy tails

The case is made for a more careful analysis of the large time asymptotic of infinite particle systems in the thermodynamic limit beyond zero density. The insufficiency of current analysis even in the model case of free particles is demonstrated. Recent advances based on more sophisticated analytical tools like functions of mean variation and Hardy spaces are sketched.

Pseudolikelihood equations for Potts MRF model parameter estimation on higher order neighborhood systems

This letter presents pseudolikelihood equations for the estimation of the Potts Markov random field model parameter on higher order neighborhood systems. The derived equation for second-order systems is a significantly reduced version of a recent result found in the literature (from 67 to 22 terms). Also, with the proposed method, a completely original equation for Potts model parameter estimation in third-order systems was obtained. These equations allow the modeling of less restrictive contextual systems for a large number of applications in a computationally feasible way. Experiments with both simulated and real remote sensing images provided good results.

A performance model of speculative prefetching in distributed information systems

Previous studies in speculative prefetching focus on building and evaluating access models for the purpose of access prediction. This paper investigates a complementary area which has been largely ignored, that of performance modelling. We use improvement in access time as the performance metric, for which we derive a formula in terms of resource parameters (time available and time required for prefetching) and speculative parameters (probabilities for next access). The performance maximization problem is expressed as a stretch knapsack problem. We develop an algorithm to maximize the improvement in access time by solving the stretch knapsack problem, using theoretically proven apparatus to reduce the search space. Integration between speculative prefetching and caching is also investigated, albeit under the assumption of equal item sizes.

AdaBoost.MRF: boosted Markov random forests and application to multilevel activity recognition

Activity recognition is an important issue in building intelligent monitoring systems. We address the recognition of multilevel activities in this paper via a conditional Markov random field (MRF), known as the dynamic conditional random field (DCRF). Parameter estimation in general MRFs using maximum likelihood is known to be computationally challenging (except for extreme cases), and thus we propose an efficient boosting-based algorithm AdaBoost.MRF for this task. Distinct from most existing work, our algorithm can handle hidden variables (missing labels) and is particularly attractive for smarthouse domains where reliable labels are often sparsely observed. Furthermore, our method works exclusively on trees and thus is guaranteed to converge. We apply the AdaBoost.MRF algorithm to a home video surveillance application and demonstrate its efficacy.

Online context recognition in multisensor systems using Dynamic Time Warping

In this paper, we present our system for online context recognition of multimodal sequences acquired from multiple sensors. The system uses Dynamic Time Warping (DTW) to recognize multimodal sequences of different lengths, embedded in continuous data streams. We evaluate the performance of our system on two real world datasets: 1) accelerometer data acquired from performing two hand gestures and 2) NOKIA's benchmark dataset for context recognition. The results from both datasets demonstrate that the system can perform online context recognition efficiently and achieve high recognition accuracy.

Preference networks : probabilistic models for recommendation systems

Recommender systems are important to help users select relevant and personalised information over massive amounts of data available. We propose an unified framework called Preference Network (PN) that jointly models various types of domain knowledge for the task of recommendation. The PN is a probabilistic model that systematically combines both content-based filtering and collaborative filtering into a single conditional Markov random field. Once estimated, it serves as a probabilistic database that supports various useful queries such as rating prediction and top-N recommendation. To handle the challenging problem of learning large networks of users and items, we employ a simple but effective pseudo-likelihood with regularisation. Experiments on the movie rating data demonstrate the merits of the PN.

A marginalised Markov Chain Monte Carlo approach for model based analysis of EEG data

The work presented in this paper focuses on fitting of a neural mass model to EEG data. Neurophysiology inspired mathematical models were developed for simulating brain's electrical activity imaged through Electroencephalography (EEG) more than three decades ago. At the present well informative models which even describe the functional integration of cortical regions also exists. However, a very limited amount of work is reported in literature on the subject of model fitting to actual EEG data. Here, we present a Bayesian approach for parameter estimation of the EEG model via a marginalized Markov Chain Monte Carlo (MCMC) approach.

Uplink power control via adaptive Hidden-Markov-Model-Based pathloss estimation

Dynamic variations in channel behavior is considered in transmission power control design for cellular radio systems. It is well known that power control increases system capacity, improves Quality of Service (QoS), and reduces multiuser interference. In this paper, an adaptive power control design based on the identification of the underlying pathloss dynamics of the fading channel is presented. Formulating power control decisions based on the measured received power levels allows modeling the fading channel pathloss dynamics in terms of a Hidden Markov Model (HMM). Applying the online HMM identification algorithm enables accurate estimation of the real pathloss ensuring efficient performance of the suggested power control scheme.