Two Procedures for Robust Monitoring of Probability Distributions of Economic Data Streams induced by Depth Functions

Data streams (streaming data) consist of transiently observed, evolving in time, multidimensional data sequences that challenge our computational and/or inferential capabilities. In this paper we propose user friendly approaches for robust monitoring of selected properties of unconditional and conditional distribution of the stream basing on depth functions. Our proposals are robust to a small fraction of outliers and/or inliers but sensitive to a regime change of the stream at the same time. Their implementations are available in our free R package DepthProc.Comment: Operations Research and Decisions, vol. 25, No. 1, 201

Multi-level hp-finite cell method for embedded interface problems with application in biomechanics

This work presents a numerical discretization technique for solving three-dimensional material interface problems involving complex geometry without conforming mesh generation. The finite cell method (FCM), which is a high-order fictitious domain approach, is used for the numerical approximation of the solution without a boundary-conforming mesh. Weak discontinuities at material interfaces are resolved by using separate FCM meshes for each material sub-domain, and weakly enforcing the interface conditions between the different meshes. Additionally, a recently developed hierarchical hp-refinement scheme is employed to locally refine the FCM meshes in order to resolve singularities and local solution features at the interfaces. Thereby, higher convergence rates are achievable for non-smooth problems. A series of numerical experiments with two- and three-dimensional benchmark problems is presented, showing that the proposed hp-refinement scheme in conjunction with the weak enforcement of the interface conditions leads to a significant improvement of the convergence rates, even in the presence of singularities. Finally, the proposed technique is applied to simulate a vertebra-implant model. The application showcases the method's potential as an accurate simulation tool for biomechanical problems involving complex geometry, and it demonstrates its flexibility in dealing with different types of geometric description

Distribution-free, Variable Resolution Depth Estimation with Composite Uncertainty

Recent algorithms for processing hydrographic data have treated the problem of achievable resolution by constructing grids of fixed resolution, a composite grid of variable resolution, recursive sub-division in a quad-tree, or by relying on a comprehensive TIN of the original points. These algorithms all impose some artificial structure on the data to allow for efficient computation, however, which this paper attempts to address. A scheme is outlined which provides a robust estimate of depth and associated uncertainty that makes as few assumptions as possible. Using a non-uniform spectral analysis, it estimates the spatial scales at which the data are consistent so it can estimate within the Nyquist limit for the underlying surface. Kernel density techniques estimate the most likely depth, and density partitioning estimates the observational and modeling uncertainty. After correcting for potential biases the uncertainty is augmented using a modified Hare-Godin-Mayer system integration uncertainty and a sound speed profile variability due to Beaudoin et al. The result is a robust, distributionfree, continuously variable-resolution estimate of depth with an associated uncertainty. This algorithm is illustrated by estimating the depth (and uncertainty) of Challenger Deep, and the paper then provides some perspectives on efficiency, extensibility and adaptability of this algorithm in the hydrographic context

Locality-aware parallel block-sparse matrix-matrix multiplication using the Chunks and Tasks programming model

We present a method for parallel block-sparse matrix-matrix multiplication on distributed memory clusters. By using a quadtree matrix representation, data locality is exploited without prior information about the matrix sparsity pattern. A distributed quadtree matrix representation is straightforward to implement due to our recent development of the Chunks and Tasks programming model [Parallel Comput. 40, 328 (2014)]. The quadtree representation combined with the Chunks and Tasks model leads to favorable weak and strong scaling of the communication cost with the number of processes, as shown both theoretically and in numerical experiments. Matrices are represented by sparse quadtrees of chunk objects. The leaves in the hierarchy are block-sparse submatrices. Sparsity is dynamically detected by the matrix library and may occur at any level in the hierarchy and/or within the submatrix leaves. In case graphics processing units (GPUs) are available, both CPUs and GPUs are used for leaf-level multiplication work, thus making use of the full computing capacity of each node. The performance is evaluated for matrices with different sparsity structures, including examples from electronic structure calculations. Compared to methods that do not exploit data locality, our locality-aware approach reduces communication significantly, achieving essentially constant communication per node in weak scaling tests.Comment: 35 pages, 14 figure

A novel neural response algorithm for protein function prediction

BACKGROUND: Large amounts of data are being generated by high-throughput genome sequencing methods. But the rate of the experimental functional characterization falls far behind. To fill the gap between the number of sequences and their annotations, fast and accurate automated annotation methods are required. Many methods, such as GOblet, GOFigure, and Gotcha, are designed based on the BLAST search. Unfortunately, the sequence coverage of these methods is low as they cannot detect the remote homologues. Adding to this, the lack of annotation specificity advocates the need to improve automated protein function prediction. RESULTS: We designed a novel automated protein functional assignment method based on the neural response algorithm, which simulates the neuronal behavior of the visual cortex in the human brain. Firstly, we predict the most similar target protein for a given query protein and thereby assign its GO term to the query sequence. When assessed on test set, our method ranked the actual leaf GO term among the top 5 probable GO terms with accuracy of 86.93%. CONCLUSIONS: The proposed algorithm is the first instance of neural response algorithm being used in the biological domain. The use of HMM profiles along with the secondary structure information to define the neural response gives our method an edge over other available methods on annotation accuracy. Results of the 5-fold cross validation and the comparison with PFP and FFPred servers indicate the prominent performance by our method. The program, the dataset, and help files are available at http://www.jjwanglab.org/NRProF/.published_or_final_versio

3D mapping and path planning from range data

This thesis reports research on mapping, terrain classification and path planning. These are classical problems in robotics, typically studied independently, and here we link such problems by framing them within a common proprioceptive modality, that of three-dimensional laser range scanning. The ultimate goal is to deliver navigation paths for challenging mobile robotics scenarios. For this reason we also deliver safe traversable regions from a previously computed globally consistent map. We first examine the problem of registering dense point clouds acquired at different instances in time. We contribute with a novel range registration mechanism for pairs of 3D range scans using point-to-point and point-to-line correspondences in a hierarchical correspondence search strategy. For the minimization we adopt a metric that takes into account not only the distance between corresponding points, but also the orientation of their relative reference frames. We also propose FaMSA, a fast technique for multi-scan point cloud alignment that takes advantage of the asserted point correspondences during sequential scan matching, using the point match history to speed up the computation of new scan matches. To properly propagate the model of the sensor noise and the scan matching, we employ first order error propagation, and to correct the error accumulation from local data alignment, we consider the probabilistic alignment of 3D point clouds using a delayed-state Extended Information Filter (EIF). In this thesis we adapt the Pose SLAM algorithm to the case of 3D range mapping, Pose SLAM is the variant of SLAM where only the robot trajectory is estimated and where sensor data is solely used to produce relative constraints between robot poses. These dense mapping techniques are tested in several scenarios acquired with our 3D sensors, producing impressively rich 3D environment models. The computed maps are then processed to identify traversable regions and to plan navigation sequences. In this thesis we present a pair of methods to attain high-level off-line classification of traversable areas, in which training data is acquired automatically from navigation sequences. Traversable features came from the robot footprint samples during manual robot motion, allowing us to capture terrain constrains not easy to model. Using only some of the traversed areas as positive training samples, our algorithms are tested in real scenarios to find the rest of the traversable terrain, and are compared with a naive parametric and some variants of the Support Vector Machine. Later, we contribute with a path planner that guarantees reachability at a desired robot pose with significantly lower computation time than competing alternatives. To search for the best path, our planner incrementally builds a tree using the A* algorithm, it includes a hybrid cost policy to efficiently expand the search tree, combining random sampling from the continuous space of kinematically feasible motion commands with a cost to goal metric that also takes into account the vehicle nonholonomic constraints. The planer also allows for node rewiring, and to speed up node search, our method includes heuristics that penalize node expansion near obstacles, and that limit the number of explored nodes. The method book-keeps visited cells in the configuration space, and disallows node expansion at those configurations in the first full iteration of the algorithm. We validate the proposed methods with experiments in extensive real scenarios from different very complex 3D outdoors environments, and compare it with other techniques such as the A*, RRT and RRT* algorithms.Esta tesis reporta investigación sobre el mapeo, clasificación de terreno y planificación de trayectorias. Estos son problemas clásicos en robótica los cuales generalmente se estudian de forma independiente, aquí se vinculan enmarcandolos con una modalidad propioceptiva común: un láser de rango 3D. El objetivo final es ofrecer trayectorias de navegación para escenarios complejos en el marco de la robótica móvil. Por esta razón también entregamos regiones transitables en un mapa global consistente calculado previamente. Primero examinamos el problema de registro de nubes de puntos adquiridas en diferentes instancias de tiempo. Contribuimos con un novedoso mecanismo de registro de pares de imagenes de rango 3D usando correspondencias punto a punto y punto a línea, en una estrategia de búsqueda de correspondencias jerárquica. Para la minimización optamos por una metrica que considera no sólo la distancia entre puntos, sino también la orientación de los marcos de referencia relativos. También proponemos FAMSA, una técnica para el registro rápido simultaneo de multiples nubes de puntos, la cual aprovecha las correspondencias de puntos obtenidas durante el registro secuencial, usando inicialmente la historia de correspondencias para acelerar el cálculo de las correspondecias en los nuevos registros de imagenes. Para propagar adecuadamente el modelo del ruido del sensor y del registro de imagenes, empleamos la propagación de error de primer orden, y para corregir el error acumulado del registro local, consideramos la alineación probabilística de nubes de puntos 3D utilizando un Filtro Extendido de Información de estados retrasados. En esta tesis adaptamos el algóritmo Pose SLAM para el caso de mapas con imagenes de rango 3D, Pose SLAM es la variante de SLAM donde solamente se estima la trayectoria del robot, usando los datos del sensor como restricciones relativas entre las poses robot. Estas técnicas de mapeo se prueban en varios escenarios adquiridos con nuestros sensores 3D produciendo modelos 3D impresionantes. Los mapas obtenidos se procesan para identificar regiones navegables y para planificar secuencias de navegación. Presentamos un par de métodos para lograr la clasificación de zonas transitables fuera de línea. Los datos de entrenamiento se adquieren de forma automática usando secuencias de navegación obtenidas manualmente. Las características transitables se captan de las huella de la trayectoria del robot, lo cual permite capturar restricciones del terreno difíciles de modelar. Con sólo algunas de las zonas transitables como muestras de entrenamiento positivo, nuestros algoritmos se prueban en escenarios reales para encontrar el resto del terreno transitable. Los algoritmos se comparan con algunas variantes de la máquina de soporte de vectores (SVM) y una parametrizacion ingenua. También, contribuimos con un planificador de trayectorias que garantiza llegar a una posicion deseada del robot en significante menor tiempo de cálculo a otras alternativas. Para buscar el mejor camino, nuestro planificador emplea un arbol de busqueda incremental basado en el algoritmo A*. Incluimos una póliza de coste híbrido para crecer de manera eficiente el árbol, combinando el muestro aleatorio del espacio continuo de comandos cinemáticos del robot con una métrica de coste al objetivo que también concidera las cinemática del robot. El planificador además permite reconectado de nodos, y, para acelerar la búsqueda de nodos, se incluye una heurística que penaliza la expansión de nodos cerca de los obstáculos, que limita el número de nodos explorados. El método conoce las céldas que ha visitado del espacio de configuraciones, evitando la expansión de nodos en configuraciones que han sido vistadas en la primera iteración completa del algoritmo. Los métodos propuestos se validán con amplios experimentos con escenarios reales en diferentes entornos exteriores, asi como su comparación con otras técnicas como los algoritmos A*, RRT y RRT*.Postprint (published version

Deep convolutional and LSTM recurrent neural networks for multimodal wearable activity recognition

Human activity recognition (HAR) tasks have traditionally been solved using engineered features obtained by heuristic processes. Current research suggests that deep convolutional neural networks are suited to automate feature extraction from raw sensor inputs. However, human activities are made of complex sequences of motor movements, and capturing this temporal dynamics is fundamental for successful HAR. Based on the recent success of recurrent neural networks for time series domains, we propose a generic deep framework for activity recognition based on convolutional and LSTM recurrent units, which: (i) is suitable for multimodal wearable sensors; (ii) can perform sensor fusion naturally; (iii) does not require expert knowledge in designing features; and (iv) explicitly models the temporal dynamics of feature activations. We evaluate our framework on two datasets, one of which has been used in a public activity recognition challenge. Our results show that our framework outperforms competing deep non-recurrent networks on the challenge dataset by 4% on average; outperforming some of the previous reported results by up to 9%. Our results show that the framework can be applied to homogeneous sensor modalities, but can also fuse multimodal sensors to improve performance. We characterise key architectural hyperparameters’ influence on performance to provide insights about their optimisation