A probabilistic interpretation of set-membership filtering: application to polynomial systems through polytopic bounding

Set-membership estimation is usually formulated in the context of set-valued calculus and no probabilistic calculations are necessary. In this paper, we show that set-membership estimation can be equivalently formulated in the probabilistic setting by employing sets of probability measures. Inference in set-membership estimation is thus carried out by computing expectations with respect to the updated set of probability measures P as in the probabilistic case. In particular, it is shown that inference can be performed by solving a particular semi-infinite linear programming problem, which is a special case of the truncated moment problem in which only the zero-th order moment is known (i.e., the support). By writing the dual of the above semi-infinite linear programming problem, it is shown that, if the nonlinearities in the measurement and process equations are polynomial and if the bounding sets for initial state, process and measurement noises are described by polynomial inequalities, then an approximation of this semi-infinite linear programming problem can efficiently be obtained by using the theory of sum-of-squares polynomial optimization. We then derive a smart greedy procedure to compute a polytopic outer-approximation of the true membership-set, by computing the minimum-volume polytope that outer-bounds the set that includes all the means computed with respect to P

An analytic approximation of the feasible space of metabolic networks

Assuming a steady-state condition within a cell, metabolic fluxes satisfy an under-determined linear system of stoichiometric equations. Characterizing the space of fluxes that satisfy such equations along with given bounds (and possibly additional relevant constraints) is considered of utmost importance for the understanding of cellular metabolism. Extreme values for each individual flux can be computed with Linear Programming (as Flux Balance Analysis), and their marginal distributions can be approximately computed with Monte-Carlo sampling. Here we present an approximate analytic method for the latter task based on Expectation Propagation equations that does not involve sampling and can achieve much better predictions than other existing analytic methods. The method is iterative, and its computation time is dominated by one matrix inversion per iteration. With respect to sampling, we show through extensive simulation that it has some advantages including computation time, and the ability to efficiently fix empirically estimated distributions of fluxes

Dispersion of Mass and the Complexity of Randomized Geometric Algorithms

How much can randomness help computation? Motivated by this general question and by volume computation, one of the few instances where randomness provably helps, we analyze a notion of dispersion and connect it to asymptotic convex geometry. We obtain a nearly quadratic lower bound on the complexity of randomized volume algorithms for convex bodies in R^n (the current best algorithm has complexity roughly n^4, conjectured to be n^3). Our main tools, dispersion of random determinants and dispersion of the length of a random point from a convex body, are of independent interest and applicable more generally; in particular, the latter is closely related to the variance hypothesis from convex geometry. This geometric dispersion also leads to lower bounds for matrix problems and property testing.Comment: Full version of L. Rademacher, S. Vempala: Dispersion of Mass and the Complexity of Randomized Geometric Algorithms. Proc. 47th IEEE Annual Symp. on Found. of Comp. Sci. (2006). A version of it to appear in Advances in Mathematic

Convex set detection

We address the problem of one dimensional segment detection and estimation, in a regression setup. At each point of a fixed or random design, one observes whether that point belongs to the unknown segment or not, up to some additional noise. We try to understand what the minimal size of the segment is so it can be accurately seen by some statistical procedure, and how this minimal size depends on some a priori knowledge about the location of the unknown segment