Big Data Analytics and Information Science for Business and Biomedical Applications

The analysis of Big Data in biomedical as well as business and financial research has drawn much attention from researchers worldwide. This book provides a platform for the deep discussion of state-of-the-art statistical methods developed for the analysis of Big Data in these areas. Both applied and theoretical contributions are showcased

Signal processing techniques for the enhancement of marine seismic data

This thesis presents several signal processing techniques applied to the enhancement of marine seismic data. Marine seismic exploration provides an image of the Earth's subsurface from reflected seismic waves. Because the recorded signals are contaminated by various sources of noise, minimizing their effects with new attenuation techniques is necessary. A statistical analysis of background noise is conducted using Thomson’s multitaper spectral estimator and Parzen's amplitude density estimator. The results provide a statistical characterization of the noise which we use for the derivation of signal enhancement algorithms. Firstly, we focus on single-azimuth stacking methodologies and propose novel stacking schemes using either enhanced weighted sums or a Kalman filter. It is demonstrated that the enhanced methods yield superior results by their ability to exhibit cleaner and better defined reflected events as well as a larger number of reflections in deep waters. A comparison of the proposed stacking methods with existing ones is also discussed. We then address the problem of random noise attenuation and present an innovative application of sparse code shrinkage and independent component analysis. Sparse code shrinkage is a valuable method when a noise-free realization of the data is generated to provide data-driven shrinkages. Several models of distribution are investigated, but the normal inverse Gaussian density yields the best results. Other acceptable choices of density are discussed as well. Finally, we consider the attenuation of flow-generated nonstationary coherent noise and seismic interference noise. We suggest a multiple-input adaptive noise canceller that utilizes a normalized least mean squares alg orithm with a variable normalized step size derived as a function of instantaneous frequency. This filter attenuates the coherent noise successfully when used either by itself or in combination with a time-frequency median filter, depending on the noise spectrum and repartition along the data. Its application to seismic interference attenuation is also discussed

Sparse representations of signals for information recovery from incomplete data

Mathematical modeling of inverse problems in imaging, such as inpainting, deblurring and denoising, results in ill-posed, i.e. underdetermined linearsystems. Sparseness constraintis used often to regularize these problems.That is because many classes of discrete signals (e.g. naturalimages), when expressed as vectors in a high-dimensional space, are sparse in some predefined basis or a frame(fixed or learned). An efficient approach to basis / frame learning is formulated using the independent component analysis (ICA)and biologically inspired linear model of sparse coding. In the learned basis, the inverse problem of data recovery and removal of impulsive noise is reduced to solving sparseness constrained underdetermined linear system of equations. The same situation occurs in bioinformatics data analysis when novel type of linear mixture model with a reference sample is employed for feature extraction. Extracted features can be used for disease prediction and biomarker identification

Adaptive sequential optimization with applications to machine learning

The focus of this thesis is on solving a sequence of optimization problems that change over time in a structured manner. This type of problem naturally arises in contexts as diverse as channel estimation, target tracking, sequential machine learning, and repeated games. Due to the time-varying nature of these problems, it is necessary to determine new solutions as the problems change in order to ensure good solution quality. However, since the problems change over time in a structured manner, it is beneficial to exploit solutions to the previous optimization problems in order to efficiently solve the current optimization problem. The first problem considered is sequentially solving minimization problems that change slowly, in the sense that the gap between successive minimizers is bounded in norm. The minimization problems are solved by sequentially applying a selected optimization algorithm, such as stochastic gradient descent (SGD), based on drawing a number of samples in order to carry out a desired number of iterations. Two tracking criteria are introduced to evaluate approximate minimizer quality: one based on being accurate with respect to the mean trajectory, and the other based on being accurate in high probability (IHP). Knowledge of the bound on how the minimizers change, combined with properties of the chosen optimization algorithm, is used to select the number of samples needed to meet the desired tracking criterion. Next, it is not assumed that the bound on how the minimizers change is known. A technique to estimate the change in minimizers is provided along with analysis to show that eventually the estimate upper bounds the change in minimizers. This estimate of the change in minimizers is combined with the previous analysis to provide sample size selection rules to ensure that the mean or IHP tracking criterion is met. Simulations are used to confirm that the estimation approach provides the desired tracking accuracy in practice. An application of this framework to machine learning problems is considered next. A cost-based approach is introduced to select the number of samples with a cost function for taking a number of samples and a cost budget over a fixed horizon. An extension of this framework is developed to apply cross validation for model selection. Finally, experiments with synthetic and real data are used to confirm that this approach performs well for machine learning problems. The next model considered is solving a sequence of minimization problems with the possibility that there can be abrupt jumps in the minimizers mixed in with the normal slow changes. Alternative approaches are introduced to estimate the changes in the minimizers and select the number of samples. A simulation experiment demonstrates the effectiveness of this approach. Finally, a variant of this framework is applied to learning in games. A sequence of repeated games is considered in which the underlying stage games themselves vary slowly over time in the sense that the pure strategy Nash equilibria change slowly. Approximate pure-strategy Nash equilibria are learned for this sequence of zero sum games. A technique is introduced to estimate the change in the Nash equilibiria as for the sequence of minimization problems. Applications to a synthetic game and a game based on a surveillance network problem are introduced to demonstrate the game framework

Untangling hotel industry’s inefficiency: An SFA approach applied to a renowned Portuguese hotel chain

The present paper explores the technical efficiency of four hotels from Teixeira Duarte Group - a renowned Portuguese hotel chain. An efficiency ranking is established from these four hotel units located in Portugal using Stochastic Frontier Analysis. This methodology allows to discriminate between measurement error and systematic inefficiencies in the estimation process enabling to investigate the main inefficiency causes. Several suggestions concerning efficiency improvement are undertaken for each hotel studied.info:eu-repo/semantics/publishedVersio

Seventh International Workshop on Simulation, 21-25 May, 2013, Department of Statistical Sciences, Unit of Rimini, University of Bologna, Italy. Book of Abstracts

Seventh International Workshop on Simulation, 21-25 May, 2013, Department of Statistical Sciences, Unit of Rimini, University of Bologna, Italy. Book of Abstract