Sparse bayesian polynomial chaos approximations of elasto-plastic material models

In this paper we studied the uncertainty quantification in a functional approximation form of elastoplastic models parameterised by material uncertainties. The problem of estimating the polynomial chaos coefficients is recast in a linear regression form by taking into consideration the possible sparsity of the solution. Departing from the classical optimisation point of view, we take a slightly different path by solving the problem in a Bayesian manner with the help of new spectral based sparse Kalman filter algorithms

A Survey of Prediction and Classification Techniques in Multicore Processor Systems

In multicore processor systems, being able to accurately predict the future provides new optimization opportunities, which otherwise could not be exploited. For example, an oracle able to predict a certain application\u27s behavior running on a smart phone could direct the power manager to switch to appropriate dynamic voltage and frequency scaling modes that would guarantee minimum levels of desired performance while saving energy consumption and thereby prolonging battery life. Using predictions enables systems to become proactive rather than continue to operate in a reactive manner. This prediction-based proactive approach has become increasingly popular in the design and optimization of integrated circuits and of multicore processor systems. Prediction transforms from simple forecasting to sophisticated machine learning based prediction and classification that learns from existing data, employs data mining, and predicts future behavior. This can be exploited by novel optimization techniques that can span across all layers of the computing stack. In this survey paper, we present a discussion of the most popular techniques on prediction and classification in the general context of computing systems with emphasis on multicore processors. The paper is far from comprehensive, but, it will help the reader interested in employing prediction in optimization of multicore processor systems

Online Edge Flow Imputation on Networks

Author's accepted manuscript© 2022 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.An online algorithm for missing data imputation for networks with signals defined on the edges is presented. Leveraging the prior knowledge intrinsic to real-world networks, we propose a bi-level optimization scheme that exploits the causal dependencies and the flow conservation, respectively via (i) a sparse line graph identification strategy based on a group-Lasso and (ii) a Kalman filtering-based signal reconstruction strategy developed using simplicial complex (SC) formulation. The advantages of this first SC-based attempt for time-varying signal imputation have been demonstrated through numerical experiments using EPANET models of both synthetic and real water distribution networks.acceptedVersio

Sparse Approximate Inference for Spatio-Temporal Point Process Models

Spatio-temporal point process models play a central role in the analysis of spatially distributed systems in several disciplines. Yet, scalable inference remains computa- tionally challenging both due to the high resolution modelling generally required and the analytically intractable likelihood function. Here, we exploit the sparsity structure typical of (spatially) discretised log-Gaussian Cox process models by using approximate message-passing algorithms. The proposed algorithms scale well with the state dimension and the length of the temporal horizon with moderate loss in distributional accuracy. They hence provide a flexible and faster alternative to both non-linear filtering-smoothing type algorithms and to approaches that implement the Laplace method or expectation propagation on (block) sparse latent Gaussian models. We infer the parameters of the latent Gaussian model using a structured variational Bayes approach. We demonstrate the proposed framework on simulation studies with both Gaussian and point-process observations and use it to reconstruct the conflict intensity and dynamics in Afghanistan from the WikiLeaks Afghan War Diary

Online Machine Learning for Inference from Multivariate Time-series

Inference and data analysis over networks have become significant areas of research due to the increasing prevalence of interconnected systems and the growing volume of data they produce. Many of these systems generate data in the form of multivariate time series, which are collections of time series data that are observed simultaneously across multiple variables. For example, EEG measurements of the brain produce multivariate time series data that record the electrical activity of different brain regions over time. Cyber-physical systems generate multivariate time series that capture the behaviour of physical systems in response to cybernetic inputs. Similarly, financial time series reflect the dynamics of multiple financial instruments or market indices over time. Through the analysis of these time series, one can uncover important details about the behavior of the system, detect patterns, and make predictions. Therefore, designing effective methods for data analysis and inference over networks of multivariate time series is a crucial area of research with numerous applications across various fields. In this Ph.D. Thesis, our focus is on identifying the directed relationships between time series and leveraging this information to design algorithms for data prediction as well as missing data imputation. This Ph.D. thesis is organized as a compendium of papers, which consists of seven chapters and appendices. The first chapter is dedicated to motivation and literature survey, whereas in the second chapter, we present the fundamental concepts that readers should understand to grasp the material presented in the dissertation with ease. In the third chapter, we present three online nonlinear topology identification algorithms, namely NL-TISO, RFNL-TISO, and RFNL-TIRSO. In this chapter, we assume the data is generated from a sparse nonlinear vector autoregressive model (VAR), and propose online data-driven solutions for identifying nonlinear VAR topology. We also provide convergence guarantees in terms of dynamic regret for the proposed algorithm RFNL-TIRSO. Chapters four and five of the dissertation delve into the issue of missing data and explore how the learned topology can be leveraged to address this challenge. Chapter five is distinct from other chapters in its exclusive focus on edge flow data and introduces an online imputation strategy based on a simplicial complex framework that leverages the known network structure in addition to the learned topology. Chapter six of the dissertation takes a different approach, assuming that the data is generated from nonlinear structural equation models. In this chapter, we propose an online topology identification algorithm using a time-structured approach, incorporating information from both the data and the model evolution. The algorithm is shown to have convergence guarantees achieved by bounding the dynamic regret. Finally, chapter seven of the dissertation provides concluding remarks and outlines potential future research directions.publishedVersio

Dynamic Sparse Signal Recovery

The thesis was intended to check how the notion of sparsity can be used in control perspective. In the thesis, we present 2 methods for reconstruction of sparse signals with temporal correlation from noisy compressed sensing measurements. This has widespread application in medical imaging, WSNs etc. The proposed methods are based on Kalman Filter formulation. First method ’Re-weighted Sparse Kalman Filter’ which works on the convex representation of Kalman Filter update equation and penalizing it to induce sparsity. In the second method ’Pseudo Observation Approach’ the modified Error covariance and Kalman Filter equation are used along with standard Kalman Filter. Numerical studies where conducted to validate the algorithms

Social Media Aided Stock Market Predictions by Sparsity Induced Regression

Prediction of the stock market has been a research topic for decades. Recently, data from social media like Google and Twitter are included in prediction models. This data serves as an indicator of sentiments that are potentially useful for prediction. Interpretation of current prediction methods is cumbersome. Beforehand it is not known which data is relevant for the prediction and hence which data should be added to the model. To improve interpretability and thereby credibility of the results, this thesis uses sparse regression methods that automatically discard data that is not useful for the prediction. Current methods induce sparsity via L1-regularization such as the LASSO. In contrast to traditional applications, this thesis assumes that a sparse, time-varying regression vector is estimated from time series data that arrives sequentially over time. Data can thus not be treated in batch form where constant behavior over a window is assumed and hence performance of current sparse regression methods is limited. Therefore, a new Weighted Sparse Kalman Filter (Weighted-SKF) is proposed that induces sparsity in the KF equations. The KF is able to track time-varying behavior, while the sparsity ensures that interpretable results are obtained. Simulations demonstrate that the Weighted-SKF outperforms current regression methods in identifying the time-varying support and regression vector. Moreover, the time-varying usefulness of social media data is demonstrated: the Weighted-SKF includes social media data in its prediction model only during large declines in the stock market.Delft Center for Systems and ControlMechanical, Maritime and Materials Engineerin