Algorithms for the Analysis of Spatio-Temporal Data from Team Sports

Modern object tracking systems are able to simultaneously record trajectories—sequences of time-stamped location points—for large numbers of objects with high frequency and accuracy. The availability of trajectory datasets has resulted in a consequent demand for algorithms and tools to extract information from these data. In this thesis, we present several contributions intended to do this, and in particular, to extract information from trajectories tracking football (soccer) players during matches. Football player trajectories have particular properties that both facilitate and present challenges for the algorithmic approaches to information extraction. The key property that we look to exploit is that the movement of the players reveals information about their objectives through cooperative and adversarial coordinated behaviour, and this, in turn, reveals the tactics and strategies employed to achieve the objectives. While the approaches presented here naturally deal with the application-specific properties of football player trajectories, they also apply to other domains where objects are tracked, for example behavioural ecology, traffic and urban planning

Using machine learning techniques to automate sky survey catalog generation

We describe the application of machine classification techniques to the development of an automated tool for the reduction of a large scientific data set. The 2nd Palomar Observatory Sky Survey provides comprehensive photographic coverage of the northern celestial hemisphere. The photographic plates are being digitized into images containing on the order of 10(exp 7) galaxies and 10(exp 8) stars. Since the size of this data set precludes manual analysis and classification of objects, our approach is to develop a software system which integrates independently developed techniques for image processing and data classification. Image processing routines are applied to identify and measure features of sky objects. Selected features are used to determine the classification of each object. GID3* and O-BTree, two inductive learning techniques, are used to automatically learn classification decision trees from examples. We describe the techniques used, the details of our specific application, and the initial encouraging results which indicate that our approach is well-suited to the problem. The benefits of the approach are increased data reduction throughput, consistency of classification, and the automated derivation of classification rules that will form an objective, examinable basis for classifying sky objects. Furthermore, astronomers will be freed from the tedium of an intensely visual task to pursue more challenging analysis and interpretation problems given automatically cataloged data

Optimising portfolio diversification and dimensionality

A new framework for portfolio diversification is introduced which goes beyond the classical mean-variance approach and portfolio allocation strategies such as risk parity. It is based on a novel concept called portfolio dimensionality that connects diversification to the non-Gaussianity of portfolio returns and can typically be defined in terms of the ratio of risk measures which are homogenous functions of equal degree. The latter arises naturally due to our requirement that diversification measures should be leverage invariant. We introduce this new framework and argue the benefits relative to existing measures of diversification in the literature, before addressing the question of optimizing diversification or, equivalently, dimensionality. Maximising portfolio dimensionality leads to highly non-trivial optimization problems with objective functions which are typically non-convex and potentially have multiple local optima. Two complementary global optimization algorithms are thus presented. For problems of moderate size and more akin to asset allocation problems, a deterministic Branch and Bound algorithm is developed, whereas for problems of larger size a stochastic global optimization algorithm based on Gradient Langevin Dynamics is given. We demonstrate analytically and through numerical experiments that the framework reflects the desired properties often discussed in the literature

Field D* pathfinding in weighted simplicial complexes

Includes abstract.Includes bibliographical references.The development of algorithms to efficiently determine an optimal path through a complex environment is a continuing area of research within Computer Science. When such environments can be represented as a graph, established graph search algorithms, such as Dijkstra’s shortest path and A*, can be used. However, many environments are constructed from a set of regions that do not conform to a discrete graph. The Weighted Region Problem was proposed to address the problem of finding the shortest path through a set of such regions, weighted with values representing the cost of traversing the region. Robust solutions to this problem are computationally expensive since finding shortest paths across a region requires expensive minimisation. Sampling approaches construct graphs by introducing extra points on region edges and connecting them with edges criss-crossing the region. Dijkstra or A* are then applied to compute shortest paths. The connectivity of these graphs is high and such techniques are thus not particularly well suited to environments where the weights and representation frequently change. The Field D* algorithm, by contrast, computes the shortest path across a grid of weighted square cells and has replanning capabilites that cater for environmental changes. However, representing an environment as a weighted grid (an image) is not space-efficient since high resolution is required to produce accurate paths through areas containing features sensitive to noise. In this work, we extend Field D* to weighted simplicial complexes – specifically – triangulations in 2D and tetrahedral meshes in 3D

Book of Abstracts of the Sixth SIAM Workshop on Combinatorial Scientific Computing

Book of Abstracts of CSC14 edited by Bora UçarInternational audienceThe Sixth SIAM Workshop on Combinatorial Scientific Computing, CSC14, was organized at the Ecole Normale Supérieure de Lyon, France on 21st to 23rd July, 2014. This two and a half day event marked the sixth in a series that started ten years ago in San Francisco, USA. The CSC14 Workshop's focus was on combinatorial mathematics and algorithms in high performance computing, broadly interpreted. The workshop featured three invited talks, 27 contributed talks and eight poster presentations. All three invited talks were focused on two interesting fields of research specifically: randomized algorithms for numerical linear algebra and network analysis. The contributed talks and the posters targeted modeling, analysis, bisection, clustering, and partitioning of graphs, applied in the context of networks, sparse matrix factorizations, iterative solvers, fast multi-pole methods, automatic differentiation, high-performance computing, and linear programming. The workshop was held at the premises of the LIP laboratory of ENS Lyon and was generously supported by the LABEX MILYON (ANR-10-LABX-0070, Université de Lyon, within the program ''Investissements d'Avenir'' ANR-11-IDEX-0007 operated by the French National Research Agency), and by SIAM

Algorithms, haplotypes and phylogenetic networks

Preface. Before I started my PhD in computational biology in 2005, I had never even heard of this term. Now, almost four years later, I think I have some idea of what is meant by it. One of the goals of my PhD was to explore different topics within computational biology and to see where the biggest opportunities for discrete/combinatorial mathematicians could be found. Roughly speaking, the first two years of my PhD I focussed mainly on problems related to haplotyping and genome rearrangements and the last two years on phylogenetic networks. I must say I really enjoyed learning so much about both mathematics and biology. It was especially amazing to learn how exact, theoretical mathematics can be used to solve complex, practical problems from biology. The topics I studied clearly show how extremely useful mathematics can be for biology. But I also learned that there are many more interesting topics in computational biology than the ones that I could study so far. The number of opportunities for discrete mathematicians is absolutely immense. I did not include my studies on genome rearrangements in this thesis, because my most interesting results [Hur07a; Hur07b] are not directly related to biology. This work is nevertheless interesting to mathematicians and I recommend them to read it. I can certainly conclude that also in this field there is a vast number of opportunities for mathematicians and that the topic genome rearrangements provides numerous beautiful mathematical problems. I could never have written this thesis without a great amount of help from many different people. I want to thank my supervisors Leen Stougie and Judith Keijsper for guiding me, for helping me, for correcting my mistakes, for supplying ideas and for the enjoyable time I had while working with them. I also want to thank the Dutch BSIK/BRICKS project for funding my research and Gerhard Woeginger for giving me the opportunity to work in his group and being my second promotor. I want to thank Jens Stoye and Julia Zakotnik for the work we did together and for the great time I had in Bielefeld. I want to thank Ferry Hagen and Teun Boekhout for helping me to make my work relevant for "real" biology. I also want to thank John Tromp, Rudi Cilibrasi, Cor Hurkens and all others I worked with during my PhD. I want to thank Erik de Vink and Mike Steel for reading and commenting my thesis. I want to thank my colleagues from the Combinatorial Optimisation group at the Technische Universiteit Eindhoven for the pleasant working conditions and the fun things we did besides work. I especially want to thank Matthias Mnich, not only a great colleague but also a good friend, for all his ideas, his humour and our good and fruitful cooperation. I also want to thank Steven Kelk. I must say that I was very lucky to work with Steven during my PhD. He introduced me to problems, had an enormous amount of ideas, found the critical mistakes in my proofs and made my PhD a success both in terms of results and in terms of enjoying work. Finally, I want to thank Conno Hendriksen and Bas Heideveld for assisting me during my PhD defence and I want to thank them and all my other friends and family for helping me with everything in my life but research

Squarepants in a Tree: Sum of Subtree Clustering and Hyperbolic Pants Decomposition

We provide efficient constant factor approximation algorithms for the problems of finding a hierarchical clustering of a point set in any metric space, minimizing the sum of minimimum spanning tree lengths within each cluster, and in the hyperbolic or Euclidean planes, minimizing the sum of cluster perimeters. Our algorithms for the hyperbolic and Euclidean planes can also be used to provide a pants decomposition, that is, a set of disjoint simple closed curves partitioning the plane minus the input points into subsets with exactly three boundary components, with approximately minimum total length. In the Euclidean case, these curves are squares; in the hyperbolic case, they combine our Euclidean square pants decomposition with our tree clustering method for general metric spaces.Comment: 22 pages, 14 figures. This version replaces the proof of what is now Lemma 5.2, as the previous proof was erroneou

An on-line equivalent system identification scheme for adaptive control

A prime obstacle to the widespread use of adaptive control is the degradation of performance and possible instability resulting from the presence of unmodeled dynamics. The approach taken is to explicitly include the unstructured model uncertainty in the output error identification algorithm. The order of the compensator is successively increased by including identified modes. During this model building stage, heuristic rules are used to test for convergence prior to designing compensators. Additionally, the recursive identification algorithm as extended to multi-input, multi-output systems. Enhancements were also made to reduce the computational burden of an algorithm for obtaining minimal state space realizations from the inexact, multivariate transfer functions which result from the identification process. A number of potential adaptive control applications for this approach are illustrated using computer simulations. Results indicated that when speed of adaptation and plant stability are not critical, the proposed schemes converge to enhance system performance