26,469 research outputs found

    PPF - A Parallel Particle Filtering Library

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    We present the parallel particle filtering (PPF) software library, which enables hybrid shared-memory/distributed-memory parallelization of particle filtering (PF) algorithms combining the Message Passing Interface (MPI) with multithreading for multi-level parallelism. The library is implemented in Java and relies on OpenMPI's Java bindings for inter-process communication. It includes dynamic load balancing, multi-thread balancing, and several algorithmic improvements for PF, such as input-space domain decomposition. The PPF library hides the difficulties of efficient parallel programming of PF algorithms and provides application developers with the necessary tools for parallel implementation of PF methods. We demonstrate the capabilities of the PPF library using two distributed PF algorithms in two scenarios with different numbers of particles. The PPF library runs a 38 million particle problem, corresponding to more than 1.86 GB of particle data, on 192 cores with 67% parallel efficiency. To the best of our knowledge, the PPF library is the first open-source software that offers a parallel framework for PF applications.Comment: 8 pages, 8 figures; will appear in the proceedings of the IET Data Fusion & Target Tracking Conference 201

    Image informatics strategies for deciphering neuronal network connectivity

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    Brain function relies on an intricate network of highly dynamic neuronal connections that rewires dramatically under the impulse of various external cues and pathological conditions. Among the neuronal structures that show morphologi- cal plasticity are neurites, synapses, dendritic spines and even nuclei. This structural remodelling is directly connected with functional changes such as intercellular com- munication and the associated calcium-bursting behaviour. In vitro cultured neu- ronal networks are valuable models for studying these morpho-functional changes. Owing to the automation and standardisation of both image acquisition and image analysis, it has become possible to extract statistically relevant readout from such networks. Here, we focus on the current state-of-the-art in image informatics that enables quantitative microscopic interrogation of neuronal networks. We describe the major correlates of neuronal connectivity and present workflows for analysing them. Finally, we provide an outlook on the challenges that remain to be addressed, and discuss how imaging algorithms can be extended beyond in vitro imaging studies

    Realtime market microstructure analysis: online Transaction Cost Analysis

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    Motivated by the practical challenge in monitoring the performance of a large number of algorithmic trading orders, this paper provides a methodology that leads to automatic discovery of the causes that lie behind a poor trading performance. It also gives theoretical foundations to a generic framework for real-time trading analysis. Academic literature provides different ways to formalize these algorithms and show how optimal they can be from a mean-variance, a stochastic control, an impulse control or a statistical learning viewpoint. This paper is agnostic about the way the algorithm has been built and provides a theoretical formalism to identify in real-time the market conditions that influenced its efficiency or inefficiency. For a given set of characteristics describing the market context, selected by a practitioner, we first show how a set of additional derived explanatory factors, called anomaly detectors, can be created for each market order. We then will present an online methodology to quantify how this extended set of factors, at any given time, predicts which of the orders are underperforming while calculating the predictive power of this explanatory factor set. Armed with this information, which we call influence analysis, we intend to empower the order monitoring user to take appropriate action on any affected orders by re-calibrating the trading algorithms working the order through new parameters, pausing their execution or taking over more direct trading control. Also we intend that use of this method in the post trade analysis of algorithms can be taken advantage of to automatically adjust their trading action.Comment: 33 pages, 12 figure

    A spatially distributed model for foreground segmentation

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    Foreground segmentation is a fundamental first processing stage for vision systems which monitor real-world activity. In this paper we consider the problem of achieving robust segmentation in scenes where the appearance of the background varies unpredictably over time. Variations may be caused by processes such as moving water, or foliage moved by wind, and typically degrade the performance of standard per-pixel background models. Our proposed approach addresses this problem by modeling homogeneous regions of scene pixels as an adaptive mixture of Gaussians in color and space. Model components are used to represent both the scene background and moving foreground objects. Newly observed pixel values are probabilistically classified, such that the spatial variance of the model components supports correct classification even when the background appearance is significantly distorted. We evaluate our method over several challenging video sequences, and compare our results with both per-pixel and Markov Random Field based models. Our results show the effectiveness of our approach in reducing incorrect classifications

    Interactions of Satellite Galaxies in Cosmological Dark Matter Halos

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    We present a statistical analysis of the interactions between satellite galaxies in cosmological dark matter halos taken from fully self-consistent high-resolution simulations of galaxy clusters. We show that the number distribution of satellite encounters has a tail that extends to as many as 3-4 encounters per orbit. On average 30% of the substructure population had at least one encounter (per orbit) with another satellite galaxy. However, this result depends on the age of the dark matter host halo with a clear trend for more interactions in younger systems. We also report a correlation between the number of encounters and the distance of the satellites to the centre of the cluster: satellite galaxies closer to the centre experience more interactions. However, this can be simply explained by the radial distribution of the substructure population and merely reflects the fact that the density of satellites is higher in those regions. In order to find substructure galaxies we applied (and present) a new technique based upon the N-body code MLAPM. This new halo finder MHF (MLAPM's-Halo-Finder) acts with exactly the same accuracy as the N-body code itself and is therefore free of any bias and spurious mismatch between simulation data and halo finding precision related to numerical effects.Comment: 6 pages, 4 figures, accepted by PASA (refereed contribution to the 5th Galactic Chemodynamics workshop, July 2003

    Traction force microscopy with optimized regularization and automated Bayesian parameter selection for comparing cells

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    Adherent cells exert traction forces on to their environment, which allows them to migrate, to maintain tissue integrity, and to form complex multicellular structures. This traction can be measured in a perturbation-free manner with traction force microscopy (TFM). In TFM, traction is usually calculated via the solution of a linear system, which is complicated by undersampled input data, acquisition noise, and large condition numbers for some methods. Therefore, standard TFM algorithms either employ data filtering or regularization. However, these approaches require a manual selection of filter- or regularization parameters and consequently exhibit a substantial degree of subjectiveness. This shortcoming is particularly serious when cells in different conditions are to be compared because optimal noise suppression needs to be adapted for every situation, which invariably results in systematic errors. Here, we systematically test the performance of new methods from computer vision and Bayesian inference for solving the inverse problem in TFM. We compare two classical schemes, L1- and L2-regularization, with three previously untested schemes, namely Elastic Net regularization, Proximal Gradient Lasso, and Proximal Gradient Elastic Net. Overall, we find that Elastic Net regularization, which combines L1 and L2 regularization, outperforms all other methods with regard to accuracy of traction reconstruction. Next, we develop two methods, Bayesian L2 regularization and Advanced Bayesian L2 regularization, for automatic, optimal L2 regularization. Using artificial data and experimental data, we show that these methods enable robust reconstruction of traction without requiring a difficult selection of regularization parameters specifically for each data set. Thus, Bayesian methods can mitigate the considerable uncertainty inherent in comparing cellular traction forces
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