Predictive models for multibiometric systems

Recognizing a subject given a set of biometrics is a fundamental pattern recognition problem. This paper builds novel statistical models for multibiometric systems using geometric and multinomial distributions. These models are generic as they are only based on the similarity scores produced by a recognition system. They predict the bounds on the range of indices within which a test subject is likely to be present in a sorted set of similarity scores. These bounds are then used in the multibiometric recognition system to predict a smaller subset of subjects from the database as probable candidates for a given test subject. Experimental results show that the proposed models enhance the recognition rate beyond the underlying matching algorithms for multiple face views, fingerprints, palm prints, irises and their combinations

Model predictive control based on LPV models with parameter-varying delays

© 2019 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.This paper presents a Model Predictive Control (MPC) strategy based on Linear Parameter Varying (LPV) models with varying delays affecting states and inputs. The proposed control approach allows the controller to accommodate the scheduling parameters and delay change. By computing the prediction of the state variables and delay along a prediction time horizon, the system model can be modified according to the evaluation of the estimated state and delay at each time instant. Moreover, the solution of the optimization problem associated with the MPC design is achieved by solving a series of Quadratic Programming (QP) problem at each time instant. This iterative approach reduces the computational burden compared to the solution of a non-linear optimization problem. A pasteurization plant system is used as a case study to demonstrate the effectiveness of the proposed approach.Peer ReviewedPostprint (author's final draft

Sustainable Investing and the Cross-Section of Maximum Drawdown

We use supervised learning to identify factors that predict the cross-section of maximum drawdown for stocks in the US equity market. Our data run from January 1980 to June 2018 and our analysis includes ordinary least squares, penalized linear regressions, tree-based models, and neural networks. We find that the most important predictors tended to be consistent across models, and that non-linear models had better predictive power than linear models. Predictive power was higher in calm periods than stressed periods, and environmental, social, and governance indicators augmented predictive power for non-linear models

Leptogenesis in minimal predictive seesaw models

We estimate the Baryon Asymmetry of the Universe (BAU) arising from leptogenesis within a class of minimal predictive seesaw models involving two right-handed neutrinos and simple Yukawa structures with one texture zero. The two right-handed neutrinos are dominantly responsible for the "atmospheric" and "solar" neutrino masses with Yukawa couplings to $(\nu_e, \nu_{\mu}, \nu_{\tau})$ proportional to $(0,1,1)$ and $(1,n,n-2)$, respectively, where $n$ is a positive integer. The neutrino Yukawa matrix is therefore characterised by two proportionality constants with their relative phase providing a leptogenesis-PMNS link, enabling the lightest right-handed neutrino mass to be determined from neutrino data and the observed BAU. We discuss an $SU(5)$ SUSY GUT example, where $A_4$ vacuum alignment provides the required Yukawa structures with $n=3$, while a $\mathbb{Z}_9$ symmetry fixes the relatives phase to be a ninth root of unity.Comment: 16 pages, 2 tables. v2: minor changes, references added, version accepted in JHE

Complexity in forecasting and predictive models

Te challenge of this special issue has been to know the state of the problem related to forecasting modeling and the creation of a model to forecast the future behavior that supports decision making by supporting real-world applications. Tis issue has been highlighted by the quality of its research work on the critical importance of advanced analytical methods, such as neural networks, sof computing, evolutionary algorithms, chaotic models, cellular automata, agent-based models, and fnite mixture minimum squares (FIMIX-PLS).info:eu-repo/semantics/publishedVersio

Marginal and simultaneous predictive classification using stratified graphical models

An inductive probabilistic classification rule must generally obey the principles of Bayesian predictive inference, such that all observed and unobserved stochastic quantities are jointly modeled and the parameter uncertainty is fully acknowledged through the posterior predictive distribution. Several such rules have been recently considered and their asymptotic behavior has been characterized under the assumption that the observed features or variables used for building a classifier are conditionally independent given a simultaneous labeling of both the training samples and those from an unknown origin. Here we extend the theoretical results to predictive classifiers acknowledging feature dependencies either through graphical models or sparser alternatives defined as stratified graphical models. We also show through experimentation with both synthetic and real data that the predictive classifiers based on stratified graphical models have consistently best accuracy compared with the predictive classifiers based on either conditionally independent features or on ordinary graphical models.Comment: 18 pages, 5 figure

Defining Predictive Probability Functions for Species Sampling Models

We review the class of species sampling models (SSM). In particular, we investigate the relation between the exchangeable partition probability function (EPPF) and the predictive probability function (PPF). It is straightforward to define a PPF from an EPPF, but the converse is not necessarily true. In this paper we introduce the notion of putative PPFs and show novel conditions for a putative PPF to define an EPPF. We show that all possible PPFs in a certain class have to define (unnormalized) probabilities for cluster membership that are linear in cluster size. We give a new necessary and sufficient condition for arbitrary putative PPFs to define an EPPF. Finally, we show posterior inference for a large class of SSMs with a PPF that is not linear in cluster size and discuss a numerical method to derive its PPF.Comment: Published in at http://dx.doi.org/10.1214/12-STS407 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org