A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design

A computationally efficient sequential Monte Carlo algorithm is proposed for the sequential design of experiments for the collection of block data described by mixed effects models. The difficulty in applying a sequential Monte Carlo algorithm in such settings is the need to evaluate the observed data likelihood, which is typically intractable for all but linear Gaussian models. To overcome this difficulty, we propose to unbiasedly estimate the likelihood, and perform inference and make decisions based on an exact-approximate algorithm. Two estimates are proposed: using Quasi Monte Carlo methods and using the Laplace approximation with importance sampling. Both of these approaches can be computationally expensive, so we propose exploiting parallel computational architectures to ensure designs can be derived in a timely manner. We also extend our approach to allow for model uncertainty. This research is motivated by important pharmacological studies related to the treatment of critically ill patients.

Delirium in advanced cancer : screening for the incidence on admission to an inpatient hospice unit

Background Delirium is a common underdiagnosed condition in advanced cancer leading to increased distress, morbidity, and mortality. Screening improves detection but there is no consensus as to the best screening tool to use with patients with advanced cancer. Objective To determine the incidence of delirium in patients with advanced cancer within 72 hours of admission to an acute inpatient hospice using clinical judgement and validated screening tools. Method One hundred consecutive patients with advanced cancer were invited to be screened for delirium within 72 hours of admission to an acute inpatient hospice unit. Two validated tools were used, the Delirium Rating Scale-Revised 98 (DRS-R-98) and the Confusion Assessment Method (CAM) shortened diagnostic algorithm. These results were compared with clinical assessment by review of medical charts. Results Of 100 consecutive admissions 51 participated and of these 22 (43.1%) screened positive for delirium with CAM and/or DRS-R-98 compared to 15 (29.4%) by clinical assessment. Eleven (21.6%) were identified as hypoactive delirium and 5 (9.8%) as subsyndromal delirium. Conclusion This study confirms that delirium is a common condition in patients with advanced cancer.While there remains a lack of consensus regarding the choice of delirium screening tool this study supports theCAMas being appropriate. Further research may determine the optimal screening tool for delirium enabling the development of best practice clinical guidelines for routinemedical practice.

A communication model and partitioning algorithm for streaming applications for an embedded MPSoC

Energy efficient embedded computing enables new application scenarios in mobile devices like software-defined radio and video processing. The hierarchical multiprocessor considered in this work may contain dozens or hundreds of resource efficient VLIW CPUs. Programming this number of CPU cores is a complex task requiring compiler support. The stream programming paradigm provides beneficial properties that help to support automatic partitioning. This work describes a compiler for streaming applications targeting the self-build hierarchical CoreVA-MPSoC multiprocessor platform. The compiler is supported by a programming model that is tailored to fit the streaming programming paradigm. We present a novel simulated-annealing (SA) based partitioning algorithm, called Smart SA. The overall speedup of Smart SA is 12.84 for an MPSoC with 16 CPU cores compared to a single CPU implementation. Comparison with a state of the art partitioning algorithm shows an average performance improvement of 34.07%.

Parallel attentive visual tracking

The research reported here addresses the problem of detecting and tracking independently moving objects from a moving observer in real-time, using corners as object tokens. Corners are detected using the Harris corner detector, and local image-plane constraints are employed to solve the correspondence problem. The approach relaxes the restrictive static-world assumption conventionally made, and is therefore capable of tracking independently moving and deformable objects. Tracking is performed without the use of any 3-dimensional motion model. The technique is novel in that, unlike traditional feature-tracking algorithms where feature detection and tracking is carried out over the entire image-plane, here it is restricted to those areas most likely to contain-meaningful image structure. Two distinct types of instantiation regions are identified, these being the “focus-of-expansion” region and “border” regions of the image-plane. The size and location of these regions are defined from a combination of odometry information and a limited knowledge of the operating scenario. The algorithms developed have been tested on real image sequences taken from typical driving scenarios. Implementation of the algorithm using T800 Transputers has shown that near-linear speedups are achievable, and that real-time operation is possible (half-video rate has been achieved using 30 processing elements).

Structural identification of a laboratory-based steel through truss cantilevered bridge with suspended span using a layered genetic algorithm with patternsearch step (GAPS)

Structural identification (St-Id) can be considered as the process of updating a finite element (FE) model of a structural system to match the measured response of the structure. This paper presents the St-Id of a laboratory-based steel through-truss cantilevered bridge with suspended span. There are a total of 600 degrees of freedom (DOFs) in the superstructure plus additional DOFs in the substructure. The St-Id of the bridge model used the modal parameters from a preliminary modal test in the objective function of a global optimisation technique using a layered genetic algorithm with patternsearch step (GAPS). Each layer of the St-Id process involved grouping of the structural parameters into a number of updating parameters and running parallel optimisations. The number of updating parameters was increased at each layer of the process. In order to accelerate the optimisation and ensure improved diversity within the population, a patternsearch step was applied to the fittest individuals at the end of each generation of the GA. The GAPS process was able to replicate the mode shapes for the first two lateral sway modes and the first vertical bending mode to a high degree of accuracy and, to a lesser degree, the mode shape of the first lateral bending mode. The mode shape and frequency of the torsional mode did not match very well. The frequencies of the first lateral bending mode, the first longitudinal mode and the first vertical mode matched very well. The frequency of the first sway mode was lower and that of the second sway mode was higher than the true values, indicating a possible problem with the FE model. Improvements to the model and the St-Id process will be presented at the upcoming conference and compared to the results presented in this paper. These improvements will include the use of multiple FE models in a multi-layered, multi-solution, GAPS St-Id approach.

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.

PocketMatch: A new algorithm to compare binding sites in protein structures

Recognizing similarities and deriving relationships among protein molecules is a fundamental requirement in present-day biology. Similarities can be present at various levels which can be detected through comparison of protein sequences or their structural folds. In some cases similarities obscure at these levels could be present merely in the substructures at their binding sites. Inferring functional similarities between protein molecules by comparing their binding sites is still largely exploratory and not as yet a routine protocol. One of the main reasons for this is the limitation in the choice of appropriate analytical tools that can compare binding sites with high sensitivity. To benefit from the enormous amount of structural data that is being rapidly accumulated, it is essential to have high throughput tools that enable large scale binding site comparison. Results: Here we present a new algorithm PocketMatch for comparison of binding sites in a frame invariant manner. Each binding site is represented by 90 lists of sorted distances capturing shape and chemical nature of the site. The sorted arrays are then aligned using an incremental alignment method and scored to obtain PMScores for pairs of sites. A comprehensive sensitivity analysis and an extensive validation of the algorithm have been carried out. A comparison with other site matching algorithms is also presented. Perturbation studies where the geometry of a given site was retained but the residue types were changed randomly, indicated that chance similarities were virtually non-existent. Our analysis also demonstrates that shape information alone is insufficient to discriminate between diverse binding sites, unless combined with chemical nature of amino acids. Conclusion: A new algorithm has been developed to compare binding sites in accurate, efficient and high-throughput manner. Though the representation used is conceptually simplistic, we demonstrate that along with the new alignment strategy used, it is sufficient to enable binding comparison with high sensitivity. Novel methodology has also been presented for validating the algorithm for accuracy and sensitivity with respect to geometry and chemical nature of the site. The method is also fast and takes about 1/250(th) second for one comparison on a single processor. A parallel version on BlueGene has also been implemented.

On the direct parallel solution of systems of linear equations: New algorithms and systolic structures

The paper presents two new algorithms for the direct parallel solution of systems of linear equations. The algorithms employ a novel recursive doubling technique to obtain solutions to an nth-order system in n steps with no more than 2n(n −1) processors. Comparing their performance with the Gaussian elimination algorithm (GE), we show that they are almost 100% faster than the latter. This speedup is achieved by dispensing with all the computation involved in the back-substitution phase of GE. It is also shown that the new algorithms exhibit error characteristics which are superior to GE. An n(n + 1) systolic array structure is proposed for the implementation of the new algorithms. We show that complete solutions can be obtained, through these single-phase solution methods, in 5n−log2n−4 computational steps, without the need for intermediate I/O operations.

Parallel processor scheduling for minimizing total weighted tardiness using ant colony optimization

In the modern business environment, meeting due dates and avoiding delay penalties are very important goals that can be accomplished by minimizing total weighted tardiness. We consider a scheduling problem in a system of parallel processors with the objective of minimizing total weighted tardiness. Our aim in the present work is to develop an efficient algorithm for solving the parallel processor problem as compared to the available heuristics in the literature and we propose the ant colony optimization approach for this problem. An extensive experimentation is conducted to evaluate the performance of the ACO approach on different problem sizes with the varied tardiness factors. Our experimentation shows that the proposed ant colony optimization algorithm is giving promising results compared to the best of the available heuristics.

An (O)over-tilde(mn) Gomory-Hu Tree Construction Algorithm for Unweighted Graphs

We present a fast algorithm for computing a Gomory-Hu tree or cut tree for an unweighted undirected graph G = (V, E). The expected running time of our algorithm is (O) over tilde (mc) where vertical bar E vertical bar = m and c is the maximum u-v edge connectivity, where u, v is an element of V. When the input graph is also simple (i.e., it has no parallel edges), then the u-v edge connectivity for each pair of vertices u and v is at most n - 1; so the expected run-ning time of our algorithm for simple unweighted graphs is (O) over tilde (mn). All the algorithms currently known for constructing a Gomory-Hu tree [8, 9] use n - 1 minimum s-t cut (i.e., max flow) subroutines. This in conjunction with the current fastest (O) over tilde (n(20/9)) max flow algorithm due to Karger and Levine[11] yields the current best running time of (O) over tilde (n(20/9)n) for Gomory-Hu tree construction on simple unweighted graphs with m edges and n vertices. Thus we present the first (O) over tilde (mn) algorithm for constructing a Gomory-Hu tree for simple unweighted graphs. We do not use a max flow subroutine here; we present an efficient tree packing algorithm for computing Steiner edge connectivity and use this algorithm as our main subroutine. The advantage in using a tree packing algorithm for constructing a Gomory-Hu tree is that the work done in computing a minimum Steiner cut for a Steiner set S subset of V can be reused for computing a minimum Steiner cut for certain Steiner sets S' subset of S.

Implementation of parallel tridiagonal solvers for a heterogeneous computing environment

Tridiagonal diagonally dominant linear systems arise in many scientific and engineering applications. The standard Thomas algorithm for solving such systems is inherently serial forming a bottleneck in computation. Algorithms such as cyclic reduction and SPIKE reduce a single large tridiagonal system into multiple small independent systems which can be solved in parallel. We have developed portable cyclic reduction and SPIKE algorithm OpenCL implementations with the intent to target a range of co-processors in a heterogeneous computing environment including Field Programmable Gate Arrays (FPGAs), Graphics Processing Units (GPUs) and other multi-core processors. In this paper, we evaluate these designs in the context of solver performance, resource efficiency and numerical accuracy.

Parallel polygon scan conversion algorithms: Performance evaluation on a shared bus architecture

In this paper, three parallel polygon scan conversion algorithms have been proposed, and their performance when executed on a shared bus architecture has been compared. It has been shown that the parallel algorithm that does not use edge coherence performs better than those that use edge coherence. Further, a multiprocessing architecture has been proposed to execute the parallel polygon scan conversion algorithms more efficiently than a single shared bus architecture.

A strategy for scheduling tightly coupled parallel applications on clusters

Although various strategies have been developed for scheduling parallel applications with independent tasks, very little work exists for scheduling tightly coupled parallel applications on cluster environments. In this paper, we compare four different strategies based on performance models of tightly coupled parallel applications for scheduling the applications on clusters. In addition to algorithms based on existing popular optimization techniques, we also propose a new algorithm called Box Elimination that searches the space of performance model parameters to determine the best schedule of machines. By means of real and simulation experiments, we evaluated the algorithms on single cluster and multi-cluster setups. We show that our Box Elimination algorithm generates up to 80% more efficient schedule than other algorithms. We also show that the execution times of the schedules produced by our algorithm are more robust against the performance modeling errors.

Geometric Representation of Graphs in Low Dimension Using Axis Parallel Boxes

An axis-parallel k-dimensional box is a Cartesian product R-1 x R-2 x...x R-k where R-i (for 1 <= i <= k) is a closed interval of the form [a(i), b(i)] on the real line. For a graph G, its boxicity box(G) is the minimum dimension k, such that G is representable as the intersection graph of (axis-parallel) boxes in k-dimensional space. The concept of boxicity finds applications in various areas such as ecology, operations research etc. A number of NP-hard problems are either polynomial time solvable or have much better approximation ratio on low boxicity graphs. For example, the max-clique problem is polynomial time solvable on bounded boxicity graphs and the maximum independent set problem for boxicity d graphs, given a box representation, has a left perpendicular1 + 1/c log n right perpendicular(d-1) approximation ratio for any constant c >= 1 when d >= 2. In most cases, the first step usually is computing a low dimensional box representation of the given graph. Deciding whether the boxicity of a graph is at most 2 itself is NP-hard. We give an efficient randomized algorithm to construct a box representation of any graph G on n vertices in left perpendicular(Delta + 2) ln nright perpendicular dimensions, where Delta is the maximum degree of G. This algorithm implies that box(G) <= left perpendicular(Delta + 2) ln nright perpendicular for any graph G. Our bound is tight up to a factor of ln n. We also show that our randomized algorithm can be derandomized to get a polynomial time deterministic algorithm. Though our general upper bound is in terms of maximum degree Delta, we show that for almost all graphs on n vertices, their boxicity is O(d(av) ln n) where d(av) is the average degree.