On statistics, computation and scalability

How should statistical procedures be designed so as to be scalable computationally to the massive datasets that are increasingly the norm? When coupled with the requirement that an answer to an inferential question be delivered within a certain time budget, this question has significant repercussions for the field of statistics. With the goal of identifying "time-data tradeoffs," we investigate some of the statistical consequences of computational perspectives on scability, in particular divide-and-conquer methodology and hierarchies of convex relaxations.Comment: Published in at http://dx.doi.org/10.3150/12-BEJSP17 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

The indexed time table approach for planning and acting

A representation is discussed of symbolic temporal relations, called IxTeT, that is both powerful enough at the reasoning level for tasks such as plan generation, refinement and modification, and efficient enough for dealing with real time constraints in action monitoring and reactive planning. Such representation for dealing with time is needed in a teleoperated space robot. After a brief survey of known approaches, the proposed representation shows its computational efficiency for managing a large data base of temporal relations. Reactive planning with IxTeT is described and exemplified through the problem of mission planning and modification for a simple surveying satellite

Minimizing Negative Transfer of Knowledge in Multivariate Gaussian Processes: A Scalable and Regularized Approach

Recently there has been an increasing interest in the multivariate Gaussian process (MGP) which extends the Gaussian process (GP) to deal with multiple outputs. One approach to construct the MGP and account for non-trivial commonalities amongst outputs employs a convolution process (CP). The CP is based on the idea of sharing latent functions across several convolutions. Despite the elegance of the CP construction, it provides new challenges that need yet to be tackled. First, even with a moderate number of outputs, model building is extremely prohibitive due to the huge increase in computational demands and number of parameters to be estimated. Second, the negative transfer of knowledge may occur when some outputs do not share commonalities. In this paper we address these issues. We propose a regularized pairwise modeling approach for the MGP established using CP. The key feature of our approach is to distribute the estimation of the full multivariate model into a group of bivariate GPs which are individually built. Interestingly pairwise modeling turns out to possess unique characteristics, which allows us to tackle the challenge of negative transfer through penalizing the latent function that facilitates information sharing in each bivariate model. Predictions are then made through combining predictions from the bivariate models within a Bayesian framework. The proposed method has excellent scalability when the number of outputs is large and minimizes the negative transfer of knowledge between uncorrelated outputs. Statistical guarantees for the proposed method are studied and its advantageous features are demonstrated through numerical studies

Detection of atrial fibrillation episodes in long-term heart rhythm signals using a support vector machine

Atrial fibrillation (AF) is a serious heart arrhythmia leading to a significant increase of the risk for occurrence of ischemic stroke. Clinically, the AF episode is recognized in an electrocardiogram. However, detection of asymptomatic AF, which requires a long-term monitoring, is more efficient when based on irregularity of beat-to-beat intervals estimated by the heart rate (HR) features. Automated classification of heartbeats into AF and non-AF by means of the Lagrangian Support Vector Machine has been proposed. The classifier input vector consisted of sixteen features, including four coefficients very sensitive to beat-to-beat heart changes, taken from the fetal heart rate analysis in perinatal medicine. Effectiveness of the proposed classifier has been verified on the MIT-BIH Atrial Fibrillation Database. Designing of the LSVM classifier using very large number of feature vectors requires extreme computational efforts. Therefore, an original approach has been proposed to determine a training set of the smallest possible size that still would guarantee a high quality of AF detection. It enables to obtain satisfactory results using only 1.39% of all heartbeats as the training data. Post-processing stage based on aggregation of classified heartbeats into AF episodes has been applied to provide more reliable information on patient risk. Results obtained during the testing phase showed the sensitivity of 98.94%, positive predictive value of 98.39%, and classification accuracy of 98.86%.Web of Science203art. no. 76

Combining Spatial and Temporal Logics: Expressiveness vs. Complexity

In this paper, we construct and investigate a hierarchy of spatio-temporal formalisms that result from various combinations of propositional spatial and temporal logics such as the propositional temporal logic PTL, the spatial logics RCC-8, BRCC-8, S4u and their fragments. The obtained results give a clear picture of the trade-off between expressiveness and computational realisability within the hierarchy. We demonstrate how different combining principles as well as spatial and temporal primitives can produce NP-, PSPACE-, EXPSPACE-, 2EXPSPACE-complete, and even undecidable spatio-temporal logics out of components that are at most NP- or PSPACE-complete