Bayesian source detection and parameter estimation of a plume model based on sensor network measurements

We consider a network of sensors that measure the intensities of a complex plume composed of multiple absorption–diffusion source components. We address the problem of estimating the plume parameters, including the spatial and temporal source origins and the parameters of the diffusion model for each source, based on a sequence of sensor measurements. The approach not only leads to multiple‐source detection, but also the characterization and prediction of the combined plume in space and time. The parameter estimation is formulated as a Bayesian inference problem, and the solution is obtained using a Markov chain Monte Carlo algorithm. The approach is applied to a simulation study, which shows that an accurate parameter estimation is achievable. Copyright © 2010 John Wiley & Sons, Ltd.     

Synchronization of memristor‐based delayed BAM neural networks with fractional‐order derivatives

This article deals with the problem of synchronization of fractional‐order memristor‐based BAM neural networks (FMBNNs) with time‐delay. We investigate the sufficient conditions for adaptive synchronization of FMBNNs with fractional‐order 0 < α < 1. The analysis is based on suitable Lyapunov functional, differential inclusions theory, and master‐slave synchronization setup. We extend the analysis to provide some useful criteria to ensure the finite‐time synchronization of FMBNNs with fractional‐order 1 < α < 2, using Mittag‐Leffler functions, Laplace transform, and linear feedback control techniques. Numerical simulations with two numerical examples are given to validate our theoretical results. Presence of time‐delay and fractional‐order in the model shows interesting dynamics. © 2016 Wiley Periodicals, Inc. Complexity 21: 412–426, 2016     

Computing multiple-output regression quantile regions from projection quantiles

In the multiple-output regression context, Hallin et al. (Ann Statist 38:635–669, 2010) introduced a powerful data-analytical tool based on regression quantile regions. However, the computation of these regions, that are obtained by considering in all directions an original concept of directional regression quantiles, is a very challenging problem. Paindaveine and Šiman (Comput Stat Data Anal 2011b) described a first elegant solution relying on linear programming techniques. The present paper provides another solution based on the fact that the quantile regions can also be computed from a competing concept of projection regression quantiles, elaborated in Kong and Mizera (Quantile tomography: using quantiles with multivariate data 2008) and Paindaveine and Šiman (J Multivar Anal 2011a). As a by-product, this alternative solution further provides various characteristics useful for statistical inference. We describe in detail the algorithm solving the parametric programming problem involved, and illustrate the resulting procedure on simulated data. We show through simulations that the Matlab implementation of the algorithm proposed in this paper is faster than that from Paindaveine and Šiman (Comput Stat Data Anal 2011b) in various cases.     

An adaptive neuro‐fuzzy inference system for islanding detection in wind turbine as distributed generation

This article proposes a new integrated diagnostic system for islanding detection by means of a neuro‐fuzzy approach. Islanding detection and prevention is a mandatory requirement for grid‐connected distributed generation (DG) systems. Several methods based on passive and active detection scheme have been proposed. Although passive schemes have a large non‐detection zone (NDZ), concern has been raised on active method due to its degrading power‐quality effect. Reliably detecting this condition is regarded by many as an ongoing challenge as existing methods are not entirely satisfactory. The main emphasis of the proposed scheme is to reduce the NDZ to as close as possible and to keep the output power quality unchanged. In addition, this technique can also overcome the problem of setting the detection thresholds inherent in the existing techniques. In this study, we propose to use a hybrid intelligent system called ANFIS (the adaptive neuro‐fuzzy inference system) for islanding detection. This approach utilizes rate of change of frequency (ROCOF) at the target DG location and used as the input sets for a neuro‐fuzzy inference system for intelligent islanding detection. This approach utilizes the ANFIS as a machine learning technology and fuzzy clustering for processing and analyzing the large data sets provided from network simulations using MATLAB software. To validate the feasibility of this approach, the method has been validated through several conditions and different loading, switching operation, and network conditions. The proposed algorithm is compared with the widely used ROCOF relays and found working effectively in the situations where ROCOF fails. Simulation studies showed that the ANFIS‐based algorithm detects islanding situation accurate than other islanding detection algorithms. © 2014 Wiley Periodicals, Inc. Complexity 21: 10–20, 2015     

Distributed subgradient method for multi‐agent optimization with quantized communication

This paper focuses on a distributed optimization problem associated with a time‐varying multi‐agent network with quantized communication, where each agent has local access to its convex objective function, and cooperatively minimizes a sum of convex objective functions of the agents over the network. Based on subgradient methods, we propose a distributed algorithm to solve this problem under the additional constraint that agents can only communicate quantized information through the network. We consider two kinds of quantizers and analyze the quantization effects on the convergence of the algorithm. Furthermore, we provide explicit error bounds on the convergence rates that highlight the dependence on the quantization levels. Finally, some simulation results on a l₁‐regression problem are presented to demonstrate the performance of the algorithm. Copyright © 2016 John Wiley & Sons, Ltd.     

A technique for speeding up the solution of the Lagrangean dual

We propose techniques for the solution of the LP relaxation and the Lagrangean dual in combinatorial optimization and nonlinear programming problems. Our techniques find the optimal solution value and the optimal dual multipliers of the LP relaxation and the Lagrangean dual in polynomial time using as a subroutine either the Ellipsoid algorithm or the recent algorithm of Vaidya. Moreover, in problems of a certain structure our techniques find not only the optimal solution value, but the solution as well. Our techniques lead to significant improvements in the theoretical running time compared with previously known methods (interior point methods, Ellipsoid algorithm, Vaidya's algorithm). We use our method to the solution of the LP relaxation and the Langrangean dual of several classical combinatorial problems, like the traveling salesman problem, the vehicle routing problem, the Steiner tree problem, thek-connected problem, multicommodity flows, network design problems, network flow problems with side constraints, facility location problems,K-polymatroid intersection, multiple item capacitated lot sizing problem, and stochastic programming. In all these problems our techniques significantly improve the theoretical running time and yield the fastest way to solve them.     

On approximation in the fictitious domain method for a bidimensional transport equation

In this article a numerical method for solving a two‐dimensional transport equation in the stationary case is presented. Using the techniques of the variational calculus, we find the approximate solution for a homogeneous boundary‐value problem that corresponds to a square domain D₂. Then, using the method of the fictitious domain, we extend our algorithm to a boundary value problem for a set D that has an arbitrary shape. In this approach, the initial computation domain D (called physical domain) is immersed in a square domain D₂. We prove that the solution obtained by this method is a good approximation of the exact solution. The theoretical results are verified with the help of a numerical example. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Planar graphs: Random walks and bipartiteness testing

We initiates the study of property testing in arbitrary planar graphs. We prove that bipartiteness can be tested in constant time, improving on the previous bound of for graphs on n vertices. The constant‐time testability was only known for planar graphs with bounded degree. Our algorithm is based on random walks. Since planar graphs have good separators, that is, bad expansion, our analysis diverges from standard techniques that involve the fast convergence of random walks on expanders. We reduce the problem to the task of detecting an odd‐parity cycle in a multigraph induced by constant‐length cycles. We iteratively reduce the length of cycles while preserving the detection probability, until the multigraph collapses to a collection of easily discoverable self‐loops. Our approach extends to arbitrary minor‐free graphs. We also believe that our techniques will find applications to testing other properties in arbitrary minor‐free graphs.     

Generalized loop‐erased random walks and approximate reachability

In this paper we extend the loop‐erased random walk (LERW) to the directed hypergraph setting. We then generalize Wilson's algorithm for uniform sampling of spanning trees to directed hypergraphs. In several special cases, this algorithm perfectly samples spanning hypertrees in expected polynomial time. Our main application is to the reachability problem, also known as the directed all‐terminal network reliability problem. This classical problem is known to be # P‐complete, hence is most likely intractable (Ball and Provan, SIAM J Comput 12 (1983) 777–788). We show that in the case of bi‐directed graphs, a conjectured polynomial bound for the expected running time of the generalized Wilson algorithm implies a FPRAS for approximating reachability. Copyright © 2012 Wiley Periodicals, Inc. Random Struct. Alg., 44, 201‐223, 2014     

Static and Dynamic Path Selection on Expander Graphs: A Random Walk Approach

This paper addresses the problem of virtual circuit switching in bounded degree expander graphs. We study the static and dynamic versions of this problem. Our solutions are based on the rapidly mixing properties of random walks on expander graphs. In the static version of the problem an algorithm is required to route a path between each of K pairs of vertices so that no edge is used by more than g paths. A natural approach to this problem is through a multicommodity flow reduction. However, we show that the random walk approach leads to significantly stronger‐results than those recently obtained by Leighton and Rao [Proc. of 9th International Parallel Processing Symposium, 1995] using the multicommodity flow setup. In the dynamic version of the problem connection requests are continuously injected into the network. Once a connection is established it utilizes a path (a virtual circuit) for a certain time until the communication terminates and the path is deleted. Again each edge in the network should not be used by more than g paths at once. The dynamic version is a better model for the practical use of communication networks. Our random walk approach gives a simple and fully distributed solution for this problem. We show that if the injection to the network and the duration of connection are both controlled by Poisson processes then our algorithm achieves a steady state utilization of the network which is similar to the utilization achieved in the static case situation. ©1999 John Wiley & Sons, Inc. Random Struct. Alg., 14, 87–109, 1999     

Two‐level discretization of the Navier‐Stokes equations with r‐Laplacian subgridscale viscosity

The r‐Laplacian has played an important role in the development of computationally efficient models for applications, such as numerical simulation of turbulent flows. In this article, we examine two‐level finite element approximation schemes applied to the Navier‐Stokes equations with r‐Laplacian subgridscale viscosity, where r is the order of the power‐law artificial viscosity term. In the two‐level algorithm, the solution to the fully nonlinear coarse mesh problem is utilized in a single‐step linear fine mesh problem. When modeling parameters are chosen appropriately, the error in the two‐level algorithm is comparable to the error in solving the fully nonlinear problem on the fine mesh. We provide rigorous numerical analysis of the two‐level approximation scheme and derive scalings which vary based on the coefficient r, coarse mesh size H, fine mesh size h, and filter radius δ. We also investigate the two‐level algorithm in several computational settings, including the 3D numerical simulation of flow past a backward‐facing step at Reynolds number Re = 5100. In all numerical tests, the two‐level algorithm was proven to achieve the same order of accuracy as the standard one‐level algorithm, at a fraction of the computational cost. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

A new algorithm for generalized Sylvester‐observer equation and its application to state and velocity estimations in vibrating systems

We propose a new algorithm for block‐wise solution of the generalized Sylvester‐observer equation XA?FXE = GC, where the matrices A, E, and C are given, the matrices X, F, and G need to be computed, and matrix E may be singular. The algorithm is based on an orthogonal decomposition of the triplet (A, E, C) into the observer‐Hessenberg‐triangular form. It is a natural generalization of the widely known observer‐Hessenberg algorithm for the Sylvester‐observer equation: XA?FX = GC, which arises in state estimation of a standard first‐order state‐space control system. An application of the proposed algorithm is made to state and velocity estimations of second‐order control systems modeling a wide variety of vibrating structures. For dense un‐structured data, the proposed algorithm is more efficient than the recently proposed SVD‐based algorithm of the authors. Copyright © 2010 John Wiley & Sons, Ltd.     

Message‐Passing Algorithms for Synchronization Problems over Compact Groups

Various alignment problems arising in cryo‐electron microscopy, community detection, time synchronization, computer vision, and other fields fall into a common framework of synchronization problems over compact groups such as ℤ/L, U(1), or SO(3). The goal in such problems is to estimate an unknown vector of group elements given noisy relative observations. We present an efficient iterative algorithm to solve a large class of these problems, allowing for any compact group, with measurements on multiple “frequency channels” (Fourier modes, or more generally, irreducible representations of the group). Our algorithm is a highly efficient iterative method following the blueprint of approximate message passing (AMP), which has recently arisen as a central technique for inference problems such as structured low‐rank estimation and compressed sensing. We augment the standard ideas of AMP with ideas from representation theory so that the algorithm can work with distributions over general compact groups. Using standard but nonrigorous methods from statistical physics, we analyze the behavior of our algorithm on a Gaussian noise model, identifying phases where we believe the problem is easy, (computationally) hard, and (statistically) impossible. In particular, such evidence predicts that our algorithm is information‐theoretically optimal in many cases, and that the remaining cases exhibit statistical‐to‐computational gaps. © 2018 Wiley Periodicals, Inc.     

Smoothed penalty algorithms for optimization of nonlinear models

We introduce an algorithm for solving nonlinear optimization problems with general equality and box constraints. The proposed algorithm is based on smoothing of the exact l ₁-penalty function and solving the resulting problem by any box-constraint optimization method. We introduce a general algorithm and present theoretical results for updating the penalty and smoothing parameter. We apply the algorithm to optimization problems for nonlinear traffic network models and report on numerical results for a variety of network problems and different solvers for the subproblems.     

Non Parametric Distributed Inference in Sensor Networks Using Box Particles Messages

This paper deals with the problem of inference in distributed systems where the probability model is stored in a distributed fashion. Graphical models provide powerful tools for modeling this kind of problems. Inspired by the box particle filter which combines interval analysis with particle filtering to solve temporal inference problems, this paper introduces a belief propagation-like message-passing algorithm that uses bounded error methods to solve the inference problem defined on an arbitrary graphical model. We show the theoretic derivation of the novel algorithm and we test its performance on the problem of calibration in wireless sensor networks. That is the positioning of a number of randomly deployed sensors, according to some reference defined by a set of anchor nodes for which the positions are known a priori. The new algorithm, while achieving a better or similar performance, offers impressive reduction of the information circulating in the network and the needed computation times.     

Iteratively Reweighted Generalized Least Squares for Estimation and Testing With Correlated Data: An Inference Function Framework

The focus of this article is on fitting regression models and testing of general linear hypotheses for correlated data using quasi-likelihood based techniques. The class of generalized method of moments or GMMs provides an elegant approach for estimating a vector of regression parameters from a set of score functions. Extending the principle of the GMMs, in the generalized estimating equation framework, leads to a quadratic inference function or QIF approach for the analysis of correlated data. We derive an iteratively reweighted generalized least squares or IRGLS algorithm for finding the QIF estimator and establish its convergence properties. A software library implementing the techniques is demonstrated through several datasets.     

Change points in heavy‐tailed multivariate time series: Methods using precision matrices

We propose two robust data‐driven techniques for detecting network structure change points between heavy‐tailed multivariate time series for situations where both the placement and number of change points are unknown. The first technique utilizes the graphical lasso method to estimate the change points, whereas the second technique utilizes the tlasso method. The techniques not only locate the change points but also estimate an undirected graph (or precision matrix) representing the relationship between the time series within each interval created by pairs of adjacent change points. An inference procedure on the edges is used in the graphs to effectively remove false‐positive edges, which are caused by the data deviating from normality. The techniques are compared using simulated multivariate t‐distributed (heavy‐tailed) time series data and the best method is applied to two financial returns data sets of stocks and indices. The results illustrate the method's ability to determine how the dependence structure of the returns changes over time. This information could potentially be used as a tool for portfolio optimization.     

On the advantage over a random assignment

We initiate the study of a new measure of approximation. This measure compares the performance of an approximation algorithm to the random assignment algorithm. This is a useful measure for optimization problems where the random assignment algorithm is known to give essentially the best possible polynomial time approximation. In this paper, we focus on this measure for the optimization problems Max‐Lin‐2 in which we need to maximize the number of satisfied linear equations in a system of linear equations modulo 2, and Max‐k‐Lin‐2, a special case of the above problem in which each equation has at most k variables. The main techniques we use, in our approximation algorithms and inapproximability results for this measure, are from Fourier analysis and derandomization. © 2004 Wiley Periodicals, Inc. Random Struct. Alg., 2004     

Notes on ferromagnetic p‐spin and REM

In this paper we apply some of the recent mathematical techniques (mainly based on interpolation) developed in the spin glass theory to the ferromagnetic p‐spin model. We introduce two Hamiltonians and derive their thermodynamics. This is a second step toward an alternative and rigorous formulation of the statistical mechanics of simple systems on lattice. A first step has been performed in J. Stat. Phys. (2007; arXiv:0712.1344) where the techniques have been tested on the two‐body Ising model. For completeness the adaptation of the well‐known random energy model to the context of the ferromagnetism is presented. At the end a discussion on the extension of these techniques to Gaussian‐disordered p‐spin models is also briefly outlined. Copyright © 2008 John Wiley & Sons, Ltd.     

Nonparametric Bayesian Assessment of the Order of Dependence for Binary Sequences

This article discusses inference on the order of dependence in binary sequences. The proposed approach is based on the notion of partial exchangeability of order k. A partially exchangeable binary sequence of order k can be represented as a mixture of Markov chains. The mixture is with respect to the unknown transition probability matrix θ. We use this defining property to construct a semiparametric model for binary sequences by assuming a nonparametric prior on the transition matrix θ. This enables us to consider inference on the order of dependence without constraint to a particular parametric model. Implementing posterior simulation in the proposed model is complicated by the fact that the dimension of θ changes with the order of dependence k. We discuss appropriate posterior simulation schemes based on a pseudo prior approach. We extend the model to include covariates by considering an alternative parameterization as an autologistic regression which allows for a straightforward introduction of covariates. The regression on covariates raises the additional inference problem of variable selection. We discuss appropriate posterior simulation schemes, focusing on inference about the order of dependence. We discuss and develop the model with covariates only to the extent needed for such inference.