On the Estimation of Nonlinearly Aggregated Mixed Models

The article proposes an iterative algorithm for the estimation of fixed and random effects of a nonlinearly aggregated mixed model. The latter arises when an additive Gaussian model is formulated at the disaggregate level on a nonlinear transformation of the responses, but information is available in aggregate form. The nonlinear transformation breaks the linearity of the aggregate model, yielding a nonlinear tight observational constraint. The algorithm rests upon the sequential linearization of the nonlinear aggregation constraint around proposals that are iteratively updated until convergence. Likelihood inferences on the hyperparameters are also discussed. As a by product we provide a solution to the problem of disaggregating over the units of analysis the aggregate responses, enforcing the nonlinear observational constraints. Illustrations are provided with reference to the temporal disaggregation problem, concerning the distribution of annual time series flows to the quarters making up the year.Temporal and spatial disaggregation; Best linear unbiased prediction; Box-Cox transformation; Constrained nonlinear optimization.

Audit Games with Multiple Defender Resources

Modern organizations (e.g., hospitals, social networks, government agencies) rely heavily on audit to detect and punish insiders who inappropriately access and disclose confidential information. Recent work on audit games models the strategic interaction between an auditor with a single audit resource and auditees as a Stackelberg game, augmenting associated well-studied security games with a configurable punishment parameter. We significantly generalize this audit game model to account for multiple audit resources where each resource is restricted to audit a subset of all potential violations, thus enabling application to practical auditing scenarios. We provide an FPTAS that computes an approximately optimal solution to the resulting non-convex optimization problem. The main technical novelty is in the design and correctness proof of an optimization transformation that enables the construction of this FPTAS. In addition, we experimentally demonstrate that this transformation significantly speeds up computation of solutions for a class of audit games and security games

Search‐based model transformations

Model transformations are an important cornerstone of model‐driven engineering, a discipline which facilitates the abstraction of relevant information of a system as models. The success of the final system mainly depends on the optimization of these models through model transformations. Currently, the application of transformations is realized either by following the apply‐as‐long‐as‐possible strategy or by the provision of explicit rule orchestrations. This implies two main limitations. First, the optimization objectives are implicitly hidden in the transformation rules and their orchestration. Second, manually finding the best orchestration for a particular scenario is a major challenge due to the high number of possible combinations. To overcome these limitations, we present a novel framework that builds on the non‐intrusive integration of optimization and model transformation technologies. In particular, we formulate the transformation orchestration task as an optimization problem, which allows for the efficient exploration of the transformation space and explication of the transformation objectives. Our generic framework provides several search algorithms and guides the user in providing a proper search configuration. We present different instantiations of our framework to demonstrate its feasibility, applicability, and benefits using several case studiesEuropean Commission ICT Policy Support Programme 317859Ministerio de Economia y Competitividad TIN2015-70560-RJunta de Andalucía P10-TIC-5960Junta de Andalucía P12-TIC-186

Sequential joint signal detection and signal-to-noise ratio estimation

The sequential analysis of the problem of joint signal detection and signal-to-noise ratio (SNR) estimation for a linear Gaussian observation model is considered. The problem is posed as an optimization setup where the goal is to minimize the number of samples required to achieve the desired (i) type I and type II error probabilities and (ii) mean squared error performance. This optimization problem is reduced to a more tractable formulation by transforming the observed signal and noise sequences to a single sequence of Bernoulli random variables; joint detection and estimation is then performed on the Bernoulli sequence. This transformation renders the problem easily solvable, and results in a computationally simpler sufficient statistic compared to the one based on the (untransformed) observation sequences. Experimental results demonstrate the advantages of the proposed method, making it feasible for applications having strict constraints on data storage and computation.Comment: 5 pages, Proceedings of IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), 201

Flow Shape Design for Microfluidic Devices Using Deep Reinforcement Learning

Microfluidic devices are utilized to control and direct flow behavior in a wide variety of applications, particularly in medical diagnostics. A particularly popular form of microfluidics -- called inertial microfluidic flow sculpting -- involves placing a sequence of pillars to controllably deform an initial flow field into a desired one. Inertial flow sculpting can be formally defined as an inverse problem, where one identifies a sequence of pillars (chosen, with replacement, from a finite set of pillars, each of which produce a specific transformation) whose composite transformation results in a user-defined desired transformation. Endemic to most such problems in engineering, inverse problems are usually quite computationally intractable, with most traditional approaches based on search and optimization strategies. In this paper, we pose this inverse problem as a Reinforcement Learning (RL) problem. We train a DoubleDQN agent to learn from this environment. The results suggest that learning is possible using a DoubleDQN model with the success frequency reaching 90% in 200,000 episodes and the rewards converging. While most of the results are obtained by fixing a particular target flow shape to simplify the learning problem, we later demonstrate how to transfer the learning of an agent based on one target shape to another, i.e. from one design to another and thus be useful for a generic design of a flow shape.Comment: Neurips 2018 Deep RL worksho

Modeling and Optimization of Lactic Acid Synthesis by the Alkaline Degradation of Fructose in a Batch Reactor

The present work deals with the determination of the optimal operating conditions of lactic acid synthesis by the alkaline degradation of fructose. It is a complex transformation for which detailed knowledge is not available. It is carried out in a batch or semi-batch reactor. The ‘‘Tendency Modeling’’ approach, which consists of the development of an approximate stoichiometric and kinetic model, has been used. An experimental planning method has been utilized as the database for model development. The application of the experimental planning methodology allows comparison between the experimental and model response. The model is then used in an optimization procedure to compute the optimal process. The optimal control problem is converted into a nonlinear programming problem solved using the sequencial quadratic programming procedure coupled with the golden search method. The strategy developed allows simultaneously optimizing the different variables, which may be constrained. The validity of the methodology is illustrated by the determination of the optimal operating conditions of lactic acid production

Non-Rigid Registration via Global to Local Transformation

Non-rigid point set and image registration are key problems in plenty of computer vision and pattern recognition tasks. Typically, the non-rigid registration can be formulated as an optimization problem. However, registration accuracy is limited by local optimum. To solve this problem, we propose a method with global to local transformation for non-rigid point sets registration and it also can be used to infrared (IR) and visible (VIS) image registration. Firstly, an objective function based on Gaussian fields is designed to make a problem of non-rigid registration transform into an optimization problem. A global transformation model, which can describe the regular pattern of non-linear deformation between point sets, is then proposed to achieve coarse registration in global scale. Finally, with the results of coarse registration as initial value, a local transformation model is employed to implement fine registration by using local feature. Meanwhile, the optimal global and local transformation models estimated from edge points of IR and VIS image pairs are used to achieve non-rigid image registration. The qualitative and quantitative comparisons demonstrate that the proposed method has good performance under various types of distortions. Moreover, our method can also produce accurate results of IR and VIS image registration