2,620 research outputs found

    Geodetic monitoring of complex shaped infrastructures using Ground-Based InSAR

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    In the context of climate change, alternatives to fossil energies need to be used as much as possible to produce electricity. Hydroelectric power generation through the utilisation of dams stands out as an exemplar of highly effective methodologies in this endeavour. Various monitoring sensors can be installed with different characteristics w.r.t. spatial resolution, temporal resolution and accuracy to assess their safe usage. Among the array of techniques available, it is noteworthy that ground-based synthetic aperture radar (GB-SAR) has not yet been widely adopted for this purpose. Despite its remarkable equilibrium between the aforementioned attributes, its sensitivity to atmospheric disruptions, specific acquisition geometry, and the requisite for phase unwrapping collectively contribute to constraining its usage. Several processing strategies are developed in this thesis to capitalise on all the opportunities of GB-SAR systems, such as continuous, flexible and autonomous observation combined with high resolutions and accuracy. The first challenge that needs to be solved is to accurately localise and estimate the azimuth of the GB-SAR to improve the geocoding of the image in the subsequent step. A ray tracing algorithm and tomographic techniques are used to recover these external parameters of the sensors. The introduction of corner reflectors for validation purposes confirms a significant error reduction. However, for the subsequent geocoding, challenges persist in scenarios involving vertical structures due to foreshortening and layover, which notably compromise the geocoding quality of the observed points. These issues arise when multiple points at varying elevations are encapsulated within a singular resolution cell, posing difficulties in pinpointing the precise location of the scattering point responsible for signal return. To surmount these hurdles, a Bayesian approach grounded in intensity models is formulated, offering a tool to enhance the accuracy of the geocoding process. The validation is assessed on a dam in the black forest in Germany, characterised by a very specific structure. The second part of this thesis is focused on the feasibility of using GB-SAR systems for long-term geodetic monitoring of large structures. A first assessment is made by testing large temporal baselines between acquisitions for epoch-wise monitoring. Due to large displacements, the phase unwrapping can not recover all the information. An improvement is made by adapting the geometry of the signal processing with the principal component analysis. The main case study consists of several campaigns from different stations at Enguri Dam in Georgia. The consistency of the estimated displacement map is assessed by comparing it to a numerical model calibrated on the plumblines data. It exhibits a strong agreement between the two results and comforts the usage of GB-SAR for epoch-wise monitoring, as it can measure several thousand points on the dam. It also exhibits the possibility of detecting local anomalies in the numerical model. Finally, the instrument has been installed for continuous monitoring for over two years at Enguri Dam. An adequate flowchart is developed to eliminate the drift happening with classical interferometric algorithms to achieve the accuracy required for geodetic monitoring. The analysis of the obtained time series confirms a very plausible result with classical parametric models of dam deformations. Moreover, the results of this processing strategy are also confronted with the numerical model and demonstrate a high consistency. The final comforting result is the comparison of the GB-SAR time series with the output from four GNSS stations installed on the dam crest. The developed algorithms and methods increase the capabilities of the GB-SAR for dam monitoring in different configurations. It can be a valuable and precious supplement to other classical sensors for long-term geodetic observation purposes as well as short-term monitoring in cases of particular dam operations

    Quantifying Equity Risk Premia: Financial Economic Theory and High-Dimensional Statistical Methods

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    The overarching question of this dissertation is how to quantify the unobservable risk premium of a stock when its return distribution varies over time. The first chapter, titled “Theory-based versus machine learning-implied stock risk premia”, starts with a comparison of two competing strands of the literature. The approach advocated by Martin and Wagner (2019) relies on financial economic theory to derive a closed-form approximation of conditional risk premia using information embedded in the prices of European options. The other approach, exemplified by the study of Gu et al. (2020), draws on the flexibility of machine learning methods and vast amounts of historical data to determine the unknown functional form. The goal of this study is to determine which of the two approaches produces more accurate measurements of stock risk premia. In addition, we present a novel hybrid approach that employs machine learning to overcome the approximation errors induced by the theory-based approach. We find that our hybrid approach is competitive especially at longer investment horizons. The second chapter, titled “The uncertainty principle in asset pricing”, introduces a representation of the conditional capital asset pricing model (CAPM) in which the betas and the equity premium are jointly characterized by the information embedded in option prices. A unique feature of our model is that its implied components represent valid measurements of their physical counterparts without the need for any further risk adjustment. Moreover, because the model’s time-varying parameters are directly observable, the model can be tested without any of the complications that typically arise from statistical estimation. One of the main empirical findings is that the well-known flat relationship between average predicted and realized excess returns of beta-sorted portfolios can be explained by the uncertainty governing market excess returns. In the third chapter, titled “Multi-task learning in cross-sectional regressions”, we challenge the way in which cross-sectional regressions are used to test factor models with time-varying loadings. More specifically, we extend the procedure by Fama and MacBeth (1973) by systematically selecting stock characteristics using a combination of l1- and l2-regularization, known as the multi-task Lasso, and addressing the bias that is induced by selection via repeated sample splitting. In the empirical part of this chapter, we apply our testing procedure to the option-implied CAPM from chapter two, and find that, while variants of the momentum effect lead to a rejection of the model, the implied beta is by far the most important predictor of cross-sectional return variation

    LIPIcs, Volume 251, ITCS 2023, Complete Volume

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    LIPIcs, Volume 251, ITCS 2023, Complete Volum

    Design of new algorithms for gene network reconstruction applied to in silico modeling of biomedical data

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    Programa de Doctorado en BiotecnologĂ­a, IngenierĂ­a y TecnologĂ­a QuĂ­micaLĂ­nea de InvestigaciĂłn: IngenierĂ­a, Ciencia de Datos y BioinformĂĄticaClave Programa: DBICĂłdigo LĂ­nea: 111The root causes of disease are still poorly understood. The success of current therapies is limited because persistent diseases are frequently treated based on their symptoms rather than the underlying cause of the disease. Therefore, biomedical research is experiencing a technology-driven shift to data-driven holistic approaches to better characterize the molecular mechanisms causing disease. Using omics data as an input, emerging disciplines like network biology attempt to model the relationships between biomolecules. To this effect, gene co- expression networks arise as a promising tool for deciphering the relationships between genes in large transcriptomic datasets. However, because of their low specificity and high false positive rate, they demonstrate a limited capacity to retrieve the disrupted mechanisms that lead to disease onset, progression, and maintenance. Within the context of statistical modeling, we dove deeper into the reconstruction of gene co-expression networks with the specific goal of discovering disease-specific features directly from expression data. Using ensemble techniques, which combine the results of various metrics, we were able to more precisely capture biologically significant relationships between genes. We were able to find de novo potential disease-specific features with the help of prior biological knowledge and the development of new network inference techniques. Through our different approaches, we analyzed large gene sets across multiple samples and used gene expression as a surrogate marker for the inherent biological processes, reconstructing robust gene co-expression networks that are simple to explore. By mining disease-specific gene co-expression networks we come up with a useful framework for identifying new omics-phenotype associations from conditional expression datasets.In this sense, understanding diseases from the perspective of biological network perturbations will improve personalized medicine, impacting rational biomarker discovery, patient stratification and drug design, and ultimately leading to more targeted therapies.Universidad Pablo de Olavide de Sevilla. Departamento de Deporte e InformĂĄtic

    Subgroup discovery for structured target concepts

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    The main object of study in this thesis is subgroup discovery, a theoretical framework for finding subgroups in data—i.e., named sub-populations— whose behaviour with respect to a specified target concept is exceptional when compared to the rest of the dataset. This is a powerful tool that conveys crucial information to a human audience, but despite past advances has been limited to simple target concepts. In this work we propose algorithms that bring this framework to novel application domains. We introduce the concept of representative subgroups, which we use not only to ensure the fairness of a sub-population with regard to a sensitive trait, such as race or gender, but also to go beyond known trends in the data. For entities with additional relational information that can be encoded as a graph, we introduce a novel measure of robust connectedness which improves on established alternative measures of density; we then provide a method that uses this measure to discover which named sub-populations are more well-connected. Our contributions within subgroup discovery crescent with the introduction of kernelised subgroup discovery: a novel framework that enables the discovery of subgroups on i.i.d. target concepts with virtually any kind of structure. Importantly, our framework additionally provides a concrete and efficient tool that works out-of-the-box without any modification, apart from specifying the Gramian of a positive definite kernel. To use within kernelised subgroup discovery, but also on any other kind of kernel method, we additionally introduce a novel random walk graph kernel. Our kernel allows the fine tuning of the alignment between the vertices of the two compared graphs, during the count of the random walks, while we also propose meaningful structure-aware vertex labels to utilise this new capability. With these contributions we thoroughly extend the applicability of subgroup discovery and ultimately re-define it as a kernel method.Der Hauptgegenstand dieser Arbeit ist die Subgruppenentdeckung (Subgroup Discovery), ein theoretischer Rahmen fĂŒr das Auffinden von Subgruppen in Daten—d. h. benannte Teilpopulationen—deren Verhalten in Bezug auf ein bestimmtes Targetkonzept im Vergleich zum Rest des Datensatzes außergewöhnlich ist. Es handelt sich hierbei um ein leistungsfĂ€higes Instrument, das einem menschlichen Publikum wichtige Informationen vermittelt. Allerdings ist es trotz bisherigen Fortschritte auf einfache Targetkonzepte beschrĂ€nkt. In dieser Arbeit schlagen wir Algorithmen vor, die diesen Rahmen auf neuartige Anwendungsbereiche ĂŒbertragen. Wir fĂŒhren das Konzept der reprĂ€sentativen Untergruppen ein, mit dem wir nicht nur die Fairness einer Teilpopulation in Bezug auf ein sensibles Merkmal wie Rasse oder Geschlecht sicherstellen, sondern auch ĂŒber bekannte Trends in den Daten hinausgehen können. FĂŒr EntitĂ€ten mit zusĂ€tzlicher relationalen Information, die als Graph kodiert werden kann, fĂŒhren wir ein neuartiges Maß fĂŒr robuste Verbundenheit ein, das die etablierten alternativen Dichtemaße verbessert; anschließend stellen wir eine Methode bereit, die dieses Maß verwendet, um herauszufinden, welche benannte Teilpopulationen besser verbunden sind. Unsere BeitrĂ€ge in diesem Rahmen gipfeln in der EinfĂŒhrung der kernelisierten Subgruppenentdeckung: ein neuartiger Rahmen, der die Entdeckung von Subgruppen fĂŒr u.i.v. Targetkonzepten mit praktisch jeder Art von Struktur ermöglicht. Wichtigerweise, unser Rahmen bereitstellt zusĂ€tzlich ein konkretes und effizientes Werkzeug, das ohne jegliche Modifikation funktioniert, abgesehen von der Angabe des Gramian eines positiv definitiven Kernels. FĂŒr den Einsatz innerhalb der kernelisierten Subgruppentdeckung, aber auch fĂŒr jede andere Art von Kernel-Methode, fĂŒhren wir zusĂ€tzlich einen neuartigen Random-Walk-Graph-Kernel ein. Unser Kernel ermöglicht die Feinabstimmung der Ausrichtung zwischen den Eckpunkten der beiden unter-Vergleich-gestelltenen Graphen wĂ€hrend der ZĂ€hlung der Random Walks, wĂ€hrend wir auch sinnvolle strukturbewusste Vertex-Labels vorschlagen, um diese neue FĂ€higkeit zu nutzen. Mit diesen BeitrĂ€gen erweitern wir die Anwendbarkeit der Subgruppentdeckung grĂŒndlich und definieren wir sie im Endeffekt als Kernel-Methode neu

    Advances and Applications of DSmT for Information Fusion. Collected Works, Volume 5

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    This ïŹfth volume on Advances and Applications of DSmT for Information Fusion collects theoretical and applied contributions of researchers working in different ïŹelds of applications and in mathematics, and is available in open-access. The collected contributions of this volume have either been published or presented after disseminating the fourth volume in 2015 in international conferences, seminars, workshops and journals, or they are new. The contributions of each part of this volume are chronologically ordered. First Part of this book presents some theoretical advances on DSmT, dealing mainly with modiïŹed Proportional ConïŹ‚ict Redistribution Rules (PCR) of combination with degree of intersection, coarsening techniques, interval calculus for PCR thanks to set inversion via interval analysis (SIVIA), rough set classiïŹers, canonical decomposition of dichotomous belief functions, fast PCR fusion, fast inter-criteria analysis with PCR, and improved PCR5 and PCR6 rules preserving the (quasi-)neutrality of (quasi-)vacuous belief assignment in the fusion of sources of evidence with their Matlab codes. Because more applications of DSmT have emerged in the past years since the apparition of the fourth book of DSmT in 2015, the second part of this volume is about selected applications of DSmT mainly in building change detection, object recognition, quality of data association in tracking, perception in robotics, risk assessment for torrent protection and multi-criteria decision-making, multi-modal image fusion, coarsening techniques, recommender system, levee characterization and assessment, human heading perception, trust assessment, robotics, biometrics, failure detection, GPS systems, inter-criteria analysis, group decision, human activity recognition, storm prediction, data association for autonomous vehicles, identiïŹcation of maritime vessels, fusion of support vector machines (SVM), Silx-Furtif RUST code library for information fusion including PCR rules, and network for ship classiïŹcation. Finally, the third part presents interesting contributions related to belief functions in general published or presented along the years since 2015. These contributions are related with decision-making under uncertainty, belief approximations, probability transformations, new distances between belief functions, non-classical multi-criteria decision-making problems with belief functions, generalization of Bayes theorem, image processing, data association, entropy and cross-entropy measures, fuzzy evidence numbers, negator of belief mass, human activity recognition, information fusion for breast cancer therapy, imbalanced data classiïŹcation, and hybrid techniques mixing deep learning with belief functions as well

    On the Utility of Representation Learning Algorithms for Myoelectric Interfacing

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    Electrical activity produced by muscles during voluntary movement is a reflection of the firing patterns of relevant motor neurons and, by extension, the latent motor intent driving the movement. Once transduced via electromyography (EMG) and converted into digital form, this activity can be processed to provide an estimate of the original motor intent and is as such a feasible basis for non-invasive efferent neural interfacing. EMG-based motor intent decoding has so far received the most attention in the field of upper-limb prosthetics, where alternative means of interfacing are scarce and the utility of better control apparent. Whereas myoelectric prostheses have been available since the 1960s, available EMG control interfaces still lag behind the mechanical capabilities of the artificial limbs they are intended to steer—a gap at least partially due to limitations in current methods for translating EMG into appropriate motion commands. As the relationship between EMG signals and concurrent effector kinematics is highly non-linear and apparently stochastic, finding ways to accurately extract and combine relevant information from across electrode sites is still an active area of inquiry.This dissertation comprises an introduction and eight papers that explore issues afflicting the status quo of myoelectric decoding and possible solutions, all related through their use of learning algorithms and deep Artificial Neural Network (ANN) models. Paper I presents a Convolutional Neural Network (CNN) for multi-label movement decoding of high-density surface EMG (HD-sEMG) signals. Inspired by the successful use of CNNs in Paper I and the work of others, Paper II presents a method for automatic design of CNN architectures for use in myocontrol. Paper III introduces an ANN architecture with an appertaining training framework from which simultaneous and proportional control emerges. Paper Iv introduce a dataset of HD-sEMG signals for use with learning algorithms. Paper v applies a Recurrent Neural Network (RNN) model to decode finger forces from intramuscular EMG. Paper vI introduces a Transformer model for myoelectric interfacing that do not need additional training data to function with previously unseen users. Paper vII compares the performance of a Long Short-Term Memory (LSTM) network to that of classical pattern recognition algorithms. Lastly, paper vIII describes a framework for synthesizing EMG from multi-articulate gestures intended to reduce training burden

    Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures

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    In this work we present a non-parametric online market regime detection method for multidimensional data structures using a path-wise two-sample test derived from a maximum mean discrepancy-based similarity metric on path space that uses rough path signatures as a feature map. The latter similarity metric has been developed and applied as a discriminator in recent generative models for small data environments, and has been optimised here to the setting where the size of new incoming data is particularly small, for faster reactivity. On the same principles, we also present a path-wise method for regime clustering which extends our previous work. The presented regime clustering techniques were designed as ex-ante market analysis tools that can identify periods of approximatively similar market activity, but the new results also apply to path-wise, high dimensional-, and to non-Markovian settings as well as to data structures that exhibit autocorrelation. We demonstrate our clustering tools on easily verifiable synthetic datasets of increasing complexity, and also show how the outlined regime detection techniques can be used as fast on-line automatic regime change detectors or as outlier detection tools, including a fully automated pipeline. Finally, we apply the fine-tuned algorithms to real-world historical data including high-dimensional baskets of equities and the recent price evolution of crypto assets, and we show that our methodology swiftly and accurately indicated historical periods of market turmoil.Comment: 65 pages, 52 figure

    Evaluation of different segmentation-based approaches for skin disorders from dermoscopic images

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    Treballs Finals de Grau d'Enginyeria BiomĂšdica. Facultat de Medicina i CiĂšncies de la Salut. Universitat de Barcelona. Curs: 2022-2023. Tutor/Director: Sala Llonch, Roser, Mata Miquel, Christian, Munuera, JosepSkin disorders are the most common type of cancer in the world and the incident has been lately increasing over the past decades. Even with the most complex and advanced technologies, current image acquisition systems do not permit a reliable identification of the skin lesion by visual examination due to the challenging structure of the malignancy. This promotes the need for the implementation of automatic skin lesion segmentation methods in order to assist in physicians’ diagnostic when determining the lesion's region and to serve as a preliminary step for the classification of the skin lesion. Accurate and precise segmentation is crucial for a rigorous screening and monitoring of the disease's progression. For the purpose of the commented concern, the present project aims to accomplish a state-of-the-art review about the most predominant conventional segmentation models for skin lesion segmentation, alongside with a market analysis examination. With the rise of automatic segmentation tools, a wide number of algorithms are currently being used, but many are the drawbacks when employing them for dermatological disorders due to the high-level presence of artefacts in the image acquired. In light of the above, three segmentation techniques have been selected for the completion of the work: level set method, an algorithm combining GrabCut and k-means methods and an intensity automatic algorithm developed by Hospital Sant Joan de DĂ©u de Barcelona research group. In addition, a validation of their performance is conducted for a further implementation of them in clinical training. The proposals, together with the got outcomes, have been accomplished by means of a publicly available skin lesion image database
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