| 1. |
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| 2. |
- Gerlee, Philip, 1980, et al.
(författare)
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Scientific Models : Red Atoms, White Lies and Black Boxes in a Yellow Book
- 2016
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Bok (övrigt vetenskapligt/konstnärligt)abstract
- A zebrafish, the hull of a miniature ship, a mathematical equation and a food chain - what do these things have in common? They are examples of models used by scientists to isolate and study particular aspects of the world around us. This book begins by introducing the concept of a scientific model from an intuitive perspective, drawing parallels to mental models and artistic representations. It then recounts the history of modelling from the 16th century up until the present day. The iterative process of model building is described and discussed in the context of complex models with high predictive accuracy versus simpler models that provide more of a conceptual understanding. To illustrate the diversity of opinions within the scientific community, we also present the results of an interview study, in which ten scientists from different disciplines describe their views on modelling and how models feature in their work. Lastly, it includes a number of worked examples that span different modelling approaches and techniques. It provides a comprehensive introduction to scientific models and shows how models are constructed and used in modern science. It also addresses the approach to, and the culture surrounding modelling in different scientific disciplines. It serves as an inspiration for model building and also facilitates interdisciplinary collaborations by showing how models are used in different scientific fields. The book is aimed primarily at students in the sciences and engineering, as well as students at teacher training colleges but will also appeal to interested readers wanting to get an overview of scientific modelling in general and different modelling approaches in particular.
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| 3. |
- Gerlee, Philip, 1980, et al.
(författare)
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Scientific Models
- 2016
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Bok (övrigt vetenskapligt/konstnärligt)abstract
- A zebrafish, the hull of a miniature ship, a mathematical equation and a food chain - what do these things have in common? They are examples of models used by scientists to isolate and study particular aspects of the world around us. This book begins by introducing the concept of a scientific model from an intuitive perspective, drawing parallels to mental models and artistic representations. It then recounts the history of modelling from the 16th century up until the present day. The iterative process of model building is described and discussed in the context of complex models with high predictive accuracy versus simpler models that provide more of a conceptual understanding. To illustrate the diversity of opinions within the scientific community, we also present the results of an interview study, in which ten scientists from different disciplines describe their views on modelling and how models feature in their work. Lastly, it includes a number of worked examples that span different modelling approaches and techniques. It provides a comprehensive introduction to scientific models and shows how models are constructed and used in modern science. It also addresses the approach to, and the culture surrounding modelling in different scientific disciplines. It serves as an inspiration for model building and also facilitates interdisciplinary collaborations by showing how models are used in different scientific fields. The book is aimed primarily at students in the sciences and engineering, as well as students at teacher training colleges but will also appeal to interested readers wanting to get an overview of scientific modelling in general and different modelling approaches in particular.
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| 4. |
- Sabahno, Hamed, et al.
(författare)
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Variable parameters memory-type control charts for simultaneous monitoring of the mean and variability of multivariate multiple linear regression profiles
- 2024
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Ingår i: Scientific Reports. - : Nature Publishing Group. - 2045-2322. ; 14:1
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Tidskriftsartikel (refereegranskat)abstract
- Variable parameters (VP) schemes are the most effective adaptive schemes in increasing control charts' sensitivity to detect small to moderate shift sizes. In this paper, we develop four VP adaptive memory-type control charts to monitor multivariate multiple linear regression profiles. All the proposed control charts are single-chart (single-statistic) control charts, two use a Max operator and two use an SS (squared sum) operator to create the final statistic. Moreover, two of the charts monitor the regression parameters, and the other two monitor the residuals. After developing the VP control charts, we developed a computer algorithm with which the charts' time-to-signal and run-length-based performances can be measured. Then, we perform extensive numerical analysis and simulation studies to evaluate the charts’ performance and the result shows significant improvements by using the VP schemes. Finally, we use real data from the national quality register for stroke care in Sweden, Riksstroke, to illustrate how the proposed control charts can be implemented in practice.
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| 5. |
- Baresel, Christian, et al.
(författare)
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Uncertainty-Accounting Environmental Policy and Management of Water Systems
- 2007
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Ingår i: Environmental Science & Technology. - : American Chemical Society (ACS). - 0013-936X .- 1520-5851. ; 41:10, s. 3653–3659-
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Tidskriftsartikel (refereegranskat)abstract
- Environmental policies for water quality and ecosystemmanagement do not commonly require explicit stochasticaccounts of uncertainty and risk associated with thequantification and prediction of waterborne pollutant loadsand abatement effects. In this study, we formulate andinvestigate a possible environmental policy that does requirean explicit stochastic uncertainty account. We compareboth the environmental and economic resource allocationperformance of such an uncertainty-accounting environmentalpolicy with that of deterministic, risk-prone and riskaverseenvironmental policies under a range of differenthypothetical, yet still possible, scenarios. The comparisonindicates that a stochastic uncertainty-accountingpolicy may perform better than deterministic policies overa range of different scenarios. Even in the absence ofreliable site-specific data, reported literature values appearto be useful for such a stochastic account of uncertainty.
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| 6. |
- Svensson, Ingrid, 1961-, et al.
(författare)
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Asymptotic properties of a stochastic EM algorithm for mixtures with censored data
- 2010
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Ingår i: Journal of Statistical Planning and Inference. - : Elsevier. - 0378-3758 .- 1873-1171. ; 140:1, s. 111-127
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Tidskriftsartikel (refereegranskat)abstract
- Weak consistency and asymptotic normality is shown for a stochastic EM algorithm for censored data from a mixture of distributions under lognormal assumptions. The asymptotic properties hold for all parameters of the distributions, including the mixing parameter. In order to make parameter estimation meaningful it is necessary to know that the censored mixture distribution is identifiable. General conditions under which this is the case are given. The stochastic EM algorithm addressed in this paper is used for estimation of wood fibre length distributions based on optically measured data from cylindric wood samples (increment cores).
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| 7. |
- Sabahno, Hamed, et al.
(författare)
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New statistical and machine learning based control charts with variable parameters for monitoring generalized linear model profiles
- 2023
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Ingår i: Computers & industrial engineering. - : Elsevier. - 0360-8352 .- 1879-0550. ; 184
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Tidskriftsartikel (refereegranskat)abstract
- In this research, we develop three statistical based control charts: the Hotelling’s T2, MEWMA (multivariate exponentially weighted moving average), and LRT (likelihood ratio test) as well as three machine learning (ML) based control charts: the ANN (artificial neural network), SVR (support vector regression), and RFR (random forest regression), for monitoring generalized linear model (GLM) profiles. We train these ML models with two different training methods to get a linear (regression) output and then apply our classification technique to see if the process is in-control or out-of-control, at each sampling time. In addition to developing the FP (fixed parameters) schemes, for the first time in GLM profiles, we design an adaptive VP (variable parameters) scheme for each control chart as well to increase the charts’ sensitivity in detecting shifts. We develop some algorithms with which the values of the control chart parameters in both FP and VP schemes can be obtained. Then, we develop two algorithms to measure the charts’ performance in both FP and VP schemes, by using the run-length and time-to-signal based performance measures. This is also the first control chart-related research that develops an algorithm to compute the performance measures that applies to any VP adaptive control scheme. After designing the control charts as well as performance measures, we perform extensive simulation studies and evaluate and compare all our control charts under different shift sizes and scenarios, and in three different simulation environments. Finally, we present a numerical example regarding a drug dose-response study to show how the proposed control charts can be implemented in real practice.
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| 8. |
- Laksman, Efraim, 1983, et al.
(författare)
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The stochastic opportunistic replacement problem, part III: improved bounding procedures
- 2020
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Ingår i: Annals of Operations Research. - : Springer Science and Business Media LLC. - 1572-9338 .- 0254-5330. ; 292:2, s. 711-733
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Tidskriftsartikel (refereegranskat)abstract
- We consider the problem to find a schedule for component replacement in a multi-component system, whose components possess stochastic lives and economic dependencies, such that the expected costs for maintenance during a pre-defined time period are minimized. The problem was considered in Patriksson et al. (Ann Oper Res 224:51–75, 2015), in which a two-stage approximation of the problem was optimized through decomposition (denoted the optimization policy). The current paper improves the effectiveness of the decomposition approach by establishing a tighter bound on the value of the recourse function (i.e., the second stage in the approximation). A general lower bound on the expected maintenance cost is also established. Numerical experiments with 100 simulation scenarios for each of four test instances show that the tighter bound yields a decomposition generating fewer optimality cuts. They also illustrate the quality of the lower bound. Contrary to results presented earlier, an age-based policy performs on par with the optimization policy, although most simple policies perform worse than the optimization policy.
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| 9. |
- Sabahno, Hamed, et al.
(författare)
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New machine-learning control charts for simultaneous monitoring of multivariate normal process parameters with detection and identification
- 2023
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Ingår i: Mathematics. - : MDPI. - 2227-7390. ; 11:16
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Tidskriftsartikel (refereegranskat)abstract
- Simultaneous monitoring of the process parameters in a multivariate normal process has caught researchers’ attention during the last two decades. However, only statistical control charts have been developed so far for this purpose. On the other hand, machine-learning (ML) techniques have rarely been developed to be used in control charts. In this paper, three ML control charts are proposed using the concepts of artificial neural networks, support vector machines, and random forests techniques. These ML techniques are trained to obtain linear outputs, and then based on the concepts of memory-less control charts, the process is classified into in-control or out-of-control states. Two different input scenarios and two different training methods are used for the proposed ML structures. In addition, two different process control scenarios are utilized. In one, the goal is only the detection of the out-of-control situation. In the other one, the identification of the responsible variable (s)/process parameter (s) for the out-of-control signal is also an aim (detection–identification). After developing the ML control charts for each scenario, we compare them to one another, as well as to the most recently developed statistical control charts. The results show significantly better performance of the proposed ML control charts against the traditional memory-less statistical control charts in most compared cases. Finally, an illustrative example is presented to show how the proposed scheme can be implemented in a healthcare process.
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| 10. |
- Aas, Erik, et al.
(författare)
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Limiting directions for random walks in classical affine Weyl groups
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Annan publikation (övrigt vetenskapligt/konstnärligt)abstract
- Let be a finite Weyl group and the corresponding affine Weyl group. A random element of can be obtained as a reduced random walk on the alcoves of . By a theorem of Lam (Ann. Probab. 2015), such a walk almost surely approaches one of many directions. We compute these directions when is , and and the random walk is weighted by Kac and dual Kac labels. This settles Lam's questions for types and in the affirmative and for type in the negative. The main tool is a combinatorial two row model for a totally asymmetric simple exclusion process called the -TASEP, with four parameters. By specializing the parameters in different ways, we obtain TASEPs for each of the Weyl groups mentioned above. Computing certain correlations in these TASEPs gives the desired limiting directions.
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| 11. |
- Gulliksson, Mårten, 1963-, et al.
(författare)
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An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection
- 2020
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Ingår i: Computational Economics. - : Springer. - 0927-7099 .- 1572-9974. ; 56, s. 773-794
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Tidskriftsartikel (refereegranskat)abstract
- Covariance matrix of the asset returns plays an important role in the portfolioselection. A number of papers is focused on the case when the covariance matrixis positive definite. In this paper, we consider portfolio selection with a singu-lar covariance matrix. We describe an iterative method based on a second orderdamped dynamical systems that solves the linear rank-deficient problem approxi-mately. Since the solution is not unique, we suggest one numerical solution that canbe chosen from the iterates that balances the size of portfolio and the risk. The nu-merical study confirms that the method has good convergence properties and givesa solution as good as or better than the constrained least norm Moore-Penrose solu-tion. Finally, we complement our result with an empirical study where we analyzea portfolio with actual returns listed in S&P 500 index.
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| 12. |
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| 13. |
- Kurbasic, Azra
(författare)
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Topics in Human Gene Mapping
- 2007
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis is interdisciplinary between Mathematical Statistics, Genetics, and Medicine. It mainly consists of topics in mathematical modelling of the correlation of inheritance of genes and disease in a family, a method called linkage analysis. It is organized as follows. First, a short introduction with the relevant background is given and then four papers are included. The first paper discusses hypothesis testing of linkage of a disease gene to a certain position on the chromosome. The focus is on the choice of lod scores and its relation to p-values. The second paper is a result of collaboration with the research groups in Lund and Denmark in the effort to localize the gene responsible for a malignant melanoma. Here, the theory presented in the first paper is used. The third paper concerns modelling of complex diseases, i.e. diseases governed by genetic contribution from at least two loci. We have studied the contribution of a particular locus to increased risk of relatives compared with population prevalence. Relative risk is modelled as the product of the relative risk at the main locus and the relative risk due to genetic contribution from other loci and shared environmental effects. Additionally, we show how this relative risk is related to probabilities of allele sharing identical by descent at the main locus and the power to detect linkage. The last paper contributes to the development of the algorithms used in the linkage and family based association analysis. One of the most demanding issues in these analyses is how to calculate the inheritance distribution at a certain position on the chromosome. The well established algorithms are based on the assumption that the markers used in the studies are in linkage equilibrium (LE). However, today's marker data have markers in linkage disequilibrium (LD). We develop a novel hidden Markov model algorithm for association and linkage analysis when markers are in LD.
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| 14. |
- Pihlsgård, Mats
(författare)
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Two-Barrier Problems in Applied Probability: Algorithms and Analysis
- 2005
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis consists of five papers (A-E). In Paper A, we study transient properties of the queue length process in various queueing settings. We focus on computing the mean and the Laplace transform of the time required for the queue length starting at $x0. We define the loss rate due to the reflection. The main result is sharp asymptotics for the loss rate as $K$ tends to infinity. As a major example, we consider the case where the increments of the random walk may be written as the difference between two phase-type distributed random variables. In this example we perform an explicit comparison between asymptotic and exact results for the loss rate. Paper C deals with queues and insurance risk processes where a generic service time, respectively generic claim, has a truncated heavy-tailed distribution. We study the compound Poisson ruin probability (or, equivalently, the tail of the M/G/1 steady-state waiting time) numerically. Furthermore, we investigate the asymptotics of the asymptotic exponential decay rate as the truncation level tends to infinity in a more general truncated Lévy process set-up. Paper D is a sequel of Paper B. We consider a Lévy process reflected at 0 and $K$>0 and define the loss rate. The first step is to identify the loss rate, which is non-trivial in the Lévy process case. The technique we use is based on optional stopping of the Kella-Whitt martingale for the reflected process. Once the identification is performed, we derive asymptotics for the loss rate in the case of a light-tailed Lévy measure. Paper E is also a sequel of Paper B. We present an algorithm for simulating the loss rate for a reflected random walk. The algorithm is efficient in the sense of bounded relative error. Key words: many-server queues, quasi birth-death processes, Kella-Whitt martingale, optional stopping, heterogeneous servers, reflected random walks, loss rate, Lundberg's equation, Cramér-Lundberg approximation, Wiener-Hopf factorization, asymptotics, phase-type distributions, reflected Lévy processes, light tails, efficient simulation.
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| 15. |
- Bågmark, Kasper, 1995, et al.
(författare)
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An energy-based deep splitting method for the nonlinear filtering problem
- 2023
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Ingår i: Partial Differential Equations and Applications. - : Springer Science and Business Media LLC. - 2662-2963 .- 2662-2971. ; 4:2
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Tidskriftsartikel (refereegranskat)abstract
- The purpose of this paper is to explore the use of deep learning for the solution of the nonlinear filtering problem. This is achieved by solving the Zakai equation by a deep splitting method, previously developed for approximate solution of (stochastic) partial differential equations. This is combined with an energy-based model for the approximation of functions by a deep neural network. This results in a computationally fast filter that takes observations as input and that does not require re-training when new observations are received. The method is tested on four examples, two linear in one and twenty dimensions and two nonlinear in one dimension. The method shows promising performance when benchmarked against the Kalman filter and the bootstrap particle filter.
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| 16. |
- Lundengård, Karl, 1987-
(författare)
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Generalized Vandermonde matrices and determinants in electromagnetic compatibility
- 2017
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Licentiatavhandling (övrigt vetenskapligt/konstnärligt)abstract
- Matrices whose rows (or columns) consists of monomials of sequential powers are called Vandermonde matrices and can be used to describe several useful concepts and have properties that can be helpful for solving many kinds of problems. In this thesis we will discuss this matrix and some of its properties as well as a generalization of it and how it can be applied to curve fitting discharge current for the purpose of ensuring electromagnetic compatibility.In the first chapter the basic theory for later chapters is introduced. This includes the Vandermonde matrix and some of its properties, history, applications and generalizations, interpolation and regression problems, optimal experiment design and modelling of electrostatic discharge currents with the purpose to ensure electromagnetic compatibility.The second chapter focuses on finding the extreme points for the determinant for the Vandermonde matrix on various surfaces including spheres, ellipsoids, cylinders and tori. The extreme points are analysed in three dimensions or more.The third chapter discusses fitting a particular model called the p-peaked Analytically Extended Function (AEF) to data taken either from a standard for electromagnetic compatibility or experimental measurements. More specifically the AEF will be fitted to discharge currents from the IEC 62305-1 and IEC 61000-4-2 standards for lightning protection and electrostatic discharge immunity as well as some experimentally measured data of similar phenomena.
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| 17. |
- Moradi, M. Mehdi, et al.
(författare)
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Resample-smoothing of Voronoi intensity estimators
- 2019
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Ingår i: Statistics and computing. - : Springer. - 0960-3174 .- 1573-1375. ; 29:5, s. 995-1010
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Tidskriftsartikel (refereegranskat)abstract
- Voronoi estimators are non-parametric and adaptive estimators of the intensity of a point process. The intensity estimate at a given location is equal to the reciprocal of the size of the Voronoi/Dirichlet cell containing that location. Their major drawback is that they tend to paradoxically under-smooth the data in regions where the point density of the observed point pattern is high, and over-smooth where the point density is low. To remedy this behaviour, we propose to apply an additional smoothing operation to the Voronoi estimator, based on resampling the point pattern by independent random thinning. Through a simulation study we show that our resample-smoothing technique improves the estimation substantially. In addition, we study statistical properties such as unbiasedness and variance, and propose a rule-of-thumb and a data-driven cross-validation approach to choose the amount of smoothing to apply. Finally we apply our proposed intensity estimation scheme to two datasets: locations of pine saplings (planar point pattern) and motor vehicle traffic accidents (linear network point pattern).
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| 18. |
- Willighagen, Egon, 1974-, et al.
(författare)
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Linking the Resource Description Framework to cheminformatics and proteochemometrics
- 2011
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Ingår i: Journal of Biomedical Semantics. - 2041-1480. ; 2:Suppl 1, s. 6-
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Tidskriftsartikel (refereegranskat)abstract
- BACKGROUND :Semantic web technologies are finding their way into the life sciences. Ontologies and semantic markup have already been used for more than a decade in molecular sciences, but have not found widespread use yet. The semantic web technology Resource Description Framework (RDF) and related methods show to be sufficiently versatile to change that situation.RESULTS :The work presented here focuses on linking RDF approaches to existing molecular chemometrics fields, including cheminformatics, QSAR modeling and proteochemometrics. Applications are presented that link RDF technologies to methods from statistics and cheminformatics, including data aggregation, visualization, chemical identification, and property prediction. They demonstrate how this can be done using various existing RDF standards and cheminformatics libraries. For example, we show how IC50 and Ki values are modeled for a number of biological targets using data from the ChEMBL database.CONCLUSIONS :We have shown that existing RDF standards can suitably be integrated into existing molecular chemometrics methods. Platforms that unite these technologies, like Bioclipse, makes this even simpler and more transparent. Being able to create and share workflows that integrate data aggregation and analysis (visual and statistical) is beneficial to interoperability and reproducibility. The current work shows that RDF approaches are sufficiently powerful to support molecular chemometrics workflows.
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| 19. |
- Adler, Jonas, et al.
(författare)
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Learning to solve inverse problems using Wasserstein loss
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Annan publikation (övrigt vetenskapligt/konstnärligt)abstract
- We propose using the Wasserstein loss for training in inverse problems. In particular, we consider a learned primal-dual reconstruction scheme for ill-posed inverse problems using the Wasserstein distance as loss function in the learning. This is motivated by miss-alignments in training data, which when using standard mean squared error loss could severely degrade reconstruction quality. We prove that training with the Wasserstein loss gives a reconstruction operator that correctly compensates for miss-alignments in certain cases, whereas training with the mean squared error gives a smeared reconstruction. Moreover, we demonstrate these effects by training a reconstruction algorithm using both mean squared error and optimal transport loss for a problem in computerized tomography.
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| 20. |
- Alfelt, Gustav, 1985-, et al.
(författare)
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On the mean and variance of the estimated tangency portfolio weights for small samples
- 2022
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Ingår i: Modern Stochastics: Theory and Applications. - Vilnius : VTeX. - 2351-6054 .- 2351-6046. ; 9:4, s. 453-482
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Tidskriftsartikel (refereegranskat)abstract
- In this paper, a sample estimator of the tangency portfolio (TP) weights is con-sidered. The focus is on the situation where the number of observations is smaller than the number of assets in the portfolio and the returns are i.i.d. normally distributed. Under these as-sumptions, the sample covariance matrix follows a singular Wishart distribution and, therefore, the regular inverse cannot be taken. In the paper, bounds and approximations for the first two moments of the estimated TP weights are derived, as well as exact results are obtained when the population covariance matrix is equal to the identity matrix, employing the Moore-Penrose inverse. Moreover, exact moments based on the reflexive generalized inverse are provided. The properties of the bounds are investigated in a simulation study, where they are compared to the sample moments. The difference between the moments based on the reflexive generalized inverse and the sample moments based on the Moore-Penrose inverse is also studied.
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| 21. |
- Mossberg, Magnus, 1971-
(författare)
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Analysis of moments based methods for fractional Gaussian noise estimation
- 2012
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Ingår i: IEEE Transactions on Signal Processing. - Piscataway, NJ : IEEE. - 1053-587X .- 1941-0476. ; 60:7, s. 3823-3827
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Tidskriftsartikel (refereegranskat)abstract
- Fractional Gaussian noise, given as the increment of fractional Brownian motion, is a stationary Gaussian process characterized by the Hurst parameter. In the paper, moments based estimators of the Hurst parameter are presented and analyzed with respect to asymptotic variance
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| 22. |
- Gu, Irene Yu-Hua, 1953, et al.
(författare)
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Grassmann Manifold Online Learning and Partial Occlusion Handling for Visual Object Tracking under Bayesian Formulation
- 2012
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Ingår i: Proceedings - International Conference on Pattern Recognition. - 1051-4651. - 9784990644109 ; , s. 1463-1466
-
Konferensbidrag (refereegranskat)abstract
- This paper addresses issues of online learning and occlusion handling in video object tracking. Although manifold tracking is promising, large pose changes and long term partial occlusions of video objects remain challenging.We propose a novel manifold tracking scheme that tackles such problems, with the following main novelties: (a) Online estimation of object appearances on Grassmann manifolds; (b) Optimal criterion-based occlusion handling during online learning; (c) Nonlinear dynamic model for appearance basis matrix and its velocity; (b) Bayesian formulations separately for the tracking and the online learning process. Two particle filters are employed: one is on the manifold for generating appearance particles and another on the linear space for generating affine box particles. Tracking and online updating are performed in alternative fashion to mitigate the tracking drift. Experiments on videos have shown robust tracking performance especially when objects contain significantpose changes accompanied with long-term partial occlusions. Evaluations and comparisons with two existing methods provide further support to the proposed method.
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| 23. |
- Eriksson, Kimmo, et al.
(författare)
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Bentley’s conjecture on popularity toplist turnover under random copying
- 2010
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Ingår i: The Ramanujan journal. - : Springer Science and Business Media LLC. - 1382-4090 .- 1572-9303. ; 23, s. 371-396
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Tidskriftsartikel (refereegranskat)abstract
- Bentley et al studied the turnover rate in popularity toplists in a ’random copying’ model of cultural evolution. Based on simulations of a model with population size N, list length ℓ and invention rate μ, they conjectured a remarkably simple formula for the turnover rate: ℓ√μ. Here we study an overlapping generations version of the random copying model, which can be interpreted as a random walk on the integer partitions of the population size. In this model we show that the conjectured formula, after a slight correction, holds asymptotically.
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| 24. |
- Hönel, Sebastian
(författare)
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Technical Reports Compilation : Detecting the Fire Drill Anti-pattern Using Source Code and Issue-Tracking Data
- 2023
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- Detecting the presence of project management anti-patterns (AP) currently requires experts on the matter and is an expensive endeavor. Worse, experts may introduce their individual subjectivity or bias. Using the Fire Drill AP, we first introduce a novel way to translate descriptions into detectable AP that are comprised of arbitrary metrics and events such as logged time or maintenance activities, which are mined from the underlying source code or issue-tracking data, thus making the description objective as it becomes data-based. Secondly, we demonstrate a novel method to quantify and score the deviations of real-world projects to data-based AP descriptions. Using fifteen real-world projects that exhibit a Fire Drill to some degree, we show how to further enhance the translated AP. The ground truth in these projects was extracted from two individual experts and consensus was found between them. We introduce a novel method called automatic calibration, that optimizes a pattern such that only necessary and important scores remain that suffice to confidently detect the degree to which the AP is present. Without automatic calibration, the proposed patterns show only weak potential for detecting the presence. Enriching the AP with data from real-world projects significantly improves the potential. We also introduce a no-pattern approach that exploits the ground truth for establishing a new, quantitative understanding of the phenomenon, as well as for finding gray-/black-box predictive models. We conclude that the presence detection and severity assessment of the Fire Drill anti-pattern, as well as some of its related and similar patterns, is certainly possible using some of the presented approaches.
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| 25. |
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| 26. |
- Pavlenko, Tatjana
(författare)
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Feature Informativeness, Curse-of-Dimensionality and Error Probability in Discriminant Analysis
- 2001
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis is based on four papers on high-dimensional discriminant analysis. Throughout, the curse-of-dimensionality effect on the precision of the discrimination performance is emphasized. A growing dimension asymptotic approach is used for assessing this effect and the limiting error probability are taken as the performance criteria. A combined effect of a high dimensionality and feature informativeness on the discrimination performance is evaluated.
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| 27. |
- Önskog, Thomas, 1979-, et al.
(författare)
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Weak approximation of obliquely reflected diffusions in time-dependent domains
- 2010
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Ingår i: Journal of Computational Mathematics. - : Global Science Press. - 0254-9409 .- 1991-7139. ; 28:5, s. 579-605
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Tidskriftsartikel (refereegranskat)abstract
- In an earlier paper, we proved the existence of solutions to the Skorohod problem with oblique reflection in time-dependent domains and, subsequently, applied this result to the problem of constructing solutions, in time-dependent domains, to stochastic differential equations with oblique reflection. In this paper we use these results to construct weak approximations of solutions to stochastic differential equations with oblique reflection, in time-dependent domains in R^d, by means of a projected Euler scheme. We prove that the constructed method has, as is the case for normal reflection and time-independent domains, an order of convergence equal to 1/2 and we evaluate the method empirically by means of two numerical examples. Furthermore, using a well-known extension of the Feynman-Kac formula, to stochastic differential equations with reflection, our method gives, in addition, a Monte Carlo method for solving second order parabolic partial differential equations with Robin boundary conditions in time-dependent domains.
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| 28. |
- Önskog, Thomas, 1979-, et al.
(författare)
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The Skorohod oblique reflection problem in time-dependent domains
- 2010
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Ingår i: Annals of Probability. - : Project Euclid. - 0091-1798 .- 2168-894X. ; 38:6, s. 2170-2223
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Tidskriftsartikel (refereegranskat)abstract
- The deterministic Skorohod problem plays an important role in the construction and analysis of diffusion processes with reflection. In the form studied here, the multidimensional Skorohod problem was introduced, in time-independent domains, by H. Tanaka and further investigated by P.-L. Lions and A.-S. Sznitman in their celebrated article. Subsequent results of several researchers have resulted in a large literature on the Skorohod problem in time-independent domains. In this article we conduct a thorough study of the multidimensional Skorohod problem in time-dependent domains. In particular, we prove the existence of càdlàg solutions (x, λ) to the Skorohod problem, with oblique reflection, for (D,,w) assuming, in particular, that D is a time-dependent domain (Theorem 1.2). In addition, we prove that if w is continuous, then x is continuous as well (Theorem 1.3). Subsequently, we use the established existence results to construct solutions to stochastic differential equations with oblique reflection (Theorem 1.9) in time-dependent domains. In the process of proving these results we establish a number of estimates for solutions to the Skorohod problem with bounded jumps and, in addition, several results concerning the convergence of sequences of solutions to Skorohod problems in the setting of time-dependent domains.
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| 29. |
- Andersson, Fredrik K., et al.
(författare)
-
The mathematics of internet search engines
- 2008
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Ingår i: Acta Applicandae Mathematicae - An International Survey Journal on Applying Mathematics and Mathematical Applications. - : Springer. - 0167-8019 .- 1572-9036. ; 104:2, s. 211-242
-
Tidskriftsartikel (refereegranskat)abstract
- This article presents a survey of techniques for ranking results in search engines, with emphasis on link-based ranking methods and the PageRank algorithm. The problem of selecting, in relation to a user search query, the most relevant documents from an unstructured source such as the WWW is discussed in detail. The need for extending classical information retrieval techniques such as boolean searching and vector space models with link-based ranking methods is demonstrated. The PageRank algorithm is introduced, and its numerical and spectral properties are discussed. The article concludes with an alternative means of computing PageRank, along with some example applications of this new method.
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| 30. |
- Sabahno, Hamed, et al.
(författare)
-
Simultaneous monitoring of the mean vector and covariance matrix of multivariate multiple linear profiles with a new adaptive Shewhart-type control chart
- 2023
-
Ingår i: Quality Engineering. - : Taylor & Francis. - 0898-2112 .- 1532-4222. ; 35:4, s. 600-618
-
Tidskriftsartikel (refereegranskat)abstract
- There has been a growing interest in research regarding monitoring a process through a regression model (called a profile) rather than a simple quality characteristic. This paper proposes a new monitoring scheme to simultaneously monitor the multivariate multiple linear profiles’ parameters. This scheme is based on the Shewhart control chart concept and only has one single (max-type) control chart for monitoring regression coefficients and error’s variation, which uses a new statistic to improve the variability (error’s variance-covariance matrix) shift detection in multivariate profiles. To increase the sensitivity and capability of the proposed scheme, especially in detecting small to moderate shift sizes, we add a variable parameters (VP) adaptive scheme to the developed control chart as well, considering that no adaptive monitoring schemes have so far been developed for monitoring the multivariate multiple linear profiles and neither are there any VP adaptive features for all profile monitoring schemes. Next, we develop a Markov chain model to compute the time to signal and run length performance measures. After that, we perform extensive numerical analyses to first compare the proposed control chart with the best available control charts and then evaluate its performance under different shift scenarios as well as different dimensions. The results show that the new monitoring scheme performs well compared to the best available monitoring schemes, and more importantly, it is more applicable in real practice. Finally, an illustrative example is presented to show the implementation of the proposed scheme in practice.
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| 31. |
- Al-Talibi, Haidar
(författare)
-
Nelson-type Limits for α-Stable Lévy Processes
- 2010
-
Licentiatavhandling (övrigt vetenskapligt/konstnärligt)abstract
- Brownian motion has met growing interest in mathematics, physics and particularly in finance since it was introduced in the beginning of the twentieth century. Stochastic processes generalizing Brownian motion have influenced many research fields theoretically and practically. Moreover, along with more refined techniques in measure theory and functional analysis more stochastic processes were constructed and studied. Lévy processes, with Brownian motionas a special case, have been of major interest in the recent decades. In addition, Lévy processes include a number of other important processes as special cases like Poisson processes and subordinators. They are also related to stable processes. In this thesis we generalize a result by S. Chandrasekhar [2] and Edward Nelson who gave a detailed proof of this result in his book in 1967 [12]. In Nelson’s first result standard Ornstein-Uhlenbeck processes are studied. Physically this describes free particles performing a random and irregular movement in water caused by collisions with the water molecules. In a further step he introduces a nonlinear drift in the position variable, i.e. he studies the case when these particles are exposed to an external field of force in physical terms. In this report, we aim to generalize the result of Edward Nelson to the case of α-stable Lévy processes. In other words we replace the driving noise of a standard Ornstein-Uhlenbeck process by an α-stable Lévy noise and introduce a scaling parameter uniformly in front of all vector fields in the cotangent space, even in front of the noise. This corresponds to time being sent to infinity. With Chandrasekhar’s and Nelson’s choice of the diffusion constant the stationary state of the velocity process (which is approached as time tends to infinity) is the Boltzmann distribution of statistical mechanics.The scaling limits we obtain in the absence and presence of a nonlinear drift term by using the scaling property of the characteristic functions and time change, can be extended to other types of processes rather than α-stable Lévy processes. In future, we will consider to generalize this one dimensional result to Euclidean space of arbitrary finite dimension. A challenging task is to consider the geodesic flow on the cotangent bundle of a Riemannian manifold with scaled drift and scaled Lévy noise. Geometrically the Ornstein-Uhlenbeck process is defined on the tangent bundle of the real line and the driving Lévy noise is defined on the cotangent space.
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| 32. |
- Kollo, Tõnu, et al.
(författare)
-
Estimation in high-dimensional analysis and multivariate linear models
- 2011
-
Ingår i: Communications in Statistics - Theory and Methods. - : Informa UK Limited. - 0361-0926 .- 1532-415X. ; 40:7, s. 1241-1253
-
Tidskriftsartikel (refereegranskat)abstract
- This article presents a new approach of estimating the parameters describing the mean structure in the Growth Curve model when the number of variables compared with the number of observations is large.
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| 33. |
- von Rosen, Tatjana, 1972-
(författare)
-
On the inverse of certain patterned sums of matrices with Kronecker product structures
- 2011
-
Ingår i: Linear and multilinear algebra. - : Informa UK Limited. - 0308-1087 .- 1563-5139. ; 59:5, s. 595-606
-
Tidskriftsartikel (refereegranskat)abstract
- In this article, we derive explicit expressions for the entries of the inverse of a patterned matrix that is a sum of Kronecker products. This matrix keeps the Kronecker structure under matrix inversion, and it is used, for example, in statistics, in particular in the linear mixed model analysis. The obtained results present new and extended existing algorithms for the inversion of the considered patterned matrices. We also obtain a closed-form inverse in terms of block matrices.
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| 34. |
- Hönel, Sebastian
(författare)
-
Quantifying Process Quality : The Role of Effective Organizational Learning in Software Evolution
- 2023
-
Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- Real-world software applications must constantly evolve to remain relevant. This evolution occurs when developing new applications or adapting existing ones to meet new requirements, make corrections, or incorporate future functionality. Traditional methods of software quality control involve software quality models and continuous code inspection tools. These measures focus on directly assessing the quality of the software. However, there is a strong correlation and causation between the quality of the development process and the resulting software product. Therefore, improving the development process indirectly improves the software product, too. To achieve this, effective learning from past processes is necessary, often embraced through post mortem organizational learning. While qualitative evaluation of large artifacts is common, smaller quantitative changes captured by application lifecycle management are often overlooked. In addition to software metrics, these smaller changes can reveal complex phenomena related to project culture and management. Leveraging these changes can help detect and address such complex issues.Software evolution was previously measured by the size of changes, but the lack of consensus on a reliable and versatile quantification method prevents its use as a dependable metric. Different size classifications fail to reliably describe the nature of evolution. While application lifecycle management data is rich, identifying which artifacts can model detrimental managerial practices remains uncertain. Approaches such as simulation modeling, discrete events simulation, or Bayesian networks have only limited ability to exploit continuous-time process models of such phenomena. Even worse, the accessibility and mechanistic insight into such gray- or black-box models are typically very low. To address these challenges, we suggest leveraging objectively captured digital artifacts from application lifecycle management, combined with qualitative analysis, for efficient organizational learning. A new language-independent metric is proposed to robustly capture the size of changes, significantly improving the accuracy of change nature determination. The classified changes are then used to explore, visualize, and suggest maintenance activities, enabling solid prediction of malpractice presence and -severity, even with limited data. Finally, parts of the automatic quantitative analysis are made accessible, potentially replacing expert-based qualitative analysis in parts.
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| 35. |
- Zhang, Chi, et al.
(författare)
-
Spatial-Temporal-Spectral LSTM: A Transferable Model for Pedestrian Trajectory Prediction
- 2023
-
Ingår i: IEEE Transactions on Intelligent Vehicles. - : IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC. - 2379-8858 .- 2379-8904.
-
Tidskriftsartikel (refereegranskat)abstract
- Predicting the trajectories of pedestrians is critical for developing safe advanced driver assistance systems and autonomous driving systems. Most existing models for pedestrian trajectory prediction focused on a single dataset without considering the transferability to other previously unseen datasets. This leads to poor performance on new unseen datasets and hinders leveraging off-the-shelf labeled datasets and models. In this paper, we propose a transferable model, namely the “Spatial-Temporal-Spectral (STS) LSTM” model, that represents the motion pattern of pedestrians with spatial, temporal, and spectral domain information. Quantitative results and visualizations indicate that our proposed spatial-temporal-spectral representation enables the model to learn generic motion patterns and improves the performance on both source and target datasets. We reveal the transferability of three commonly used network structures, including long short-term memory networks (LSTMs), convolutional neural networks (CNNs), and Transformers, and employ the LSTM structure with negative log-likelihood loss in our model since it has the best transferability. The proposed STS LSTM model demonstrates good prediction accuracy when transferring to target datasets without any prior knowledge, and has a faster inference speed compared to the state-of-the-art models. Our work addresses the gap in learning knowledge from source datasets and transferring it to target datasets in the field of pedestrian trajectory prediction, and enables the reuse of publicly available off-the-shelf datasets.
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| 36. |
- Amnå, Erik, et al.
(författare)
-
En halv miljard av statens pengar riskerar att slösas bort
- 2007
-
Ingår i: Göteborgs-Posten. ; 2007-09-13, s. 47-47
-
Tidskriftsartikel (populärvet., debatt m.m.)abstract
- Minskade anslag gör att den årliga undersökningen om våra levnadsförhållanden hotas att halveras. Det kan drabba redan svaga grupper som äldre, invandrare och ensamstående föräldrar.
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| 37. |
- Arvastson, Lars
(författare)
-
Stochastic Modeling and Operational Optimization in District Heating Systems
- 2001
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- Operation of a district heating system is accomplished via a sequence of decisions by the operators controlling the system. These decisions are based on expectations of conditions in the system that are not known at decision time. The operators could be helped by a decision support system that computes predictions of future system variables and suggests appropriate control actions given the available information. This thesis presents a new model that gives a both physical and stochastic description of a district heating system. The model describes both technical and economical information of the system that are important for the control decisions. It is easy to calculate predictions based on this model as well as performing simulations. The ambient temperature is the single most important explanatory variable for the heat demand in a district heating network. A model that can be used to calculate reliable temperature predictions are presented where the full advantage of both local measurements and forecasts from a meteorological institute are utilized. A heuristic approach to the operational optimization problem is presented and it is shown in simulations to be superior to a traditional control, based on a priority scheme. The operational optimization problem is a complex stochastic optimization problem and the heuristic approach gives a solution that can be calculate instantly. An online computer program, EnerPlan, is developed where the described models are used to calculate predictions and simulate alternative future scenarios. The program is currently used in the control room at the Heleneholm power plant in Malmö, Sweden.
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| 38. |
- de Luna, Xavier, 1968-, et al.
(författare)
-
Non-parametric inference for the effect of a treatment on survival times with application in the health and social sciences
- 2010
-
Ingår i: Journal of Statistical Planning and Inference. - : Elsevier. - 0378-3758 .- 1873-1171. ; 140:7, s. 2122-2137
-
Tidskriftsartikel (refereegranskat)abstract
- In this paper we perform inference on the effect of a treatment on survival times in studies where the treatment assignment is not randomized and the assignment time is not known in advance. Two such studies are discussed: a heart transplant program and a study of Swedish unemployed eligible for employment subsidy. We estimate survival functions on a treated and a control group which are made comparable through matching on observed covariates. The inference is performed by conditioning on waiting time to treatment, that is, time between the entrance in the study and treatment. This can be done only when sufficient data are available. In other cases, averaging over waiting times is a possibility, although the classical interpretation of the estimated survival functions is lost unless hazards are not functions of waiting time. To show unbiasedness and to obtain an estimator of the variance, we build on the potential outcome framework, which was introduced by J. Neyman in the context of randomized experiments, and adapted to observational studies by D.B. Rubin. Our approach does not make parametric or distributional assumptions. In particular, we do not assume proportionality of the hazards compared. Small sample performance of the estimator and a derived test of no treatment effect are studied in a Monte Carlo study.
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| 39. |
- Johansson, Jan-Olof
(författare)
-
Models of Surface Roughness with Applications in Paper Industry
- 2002
-
Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis comprises general parametric models for surface roughness. The models can be used in several technical and natural applications but are here only applied to the micro-structure of paper. In that application, earlier models are generalized and new models introduced. The different models are related to the scale of the roughness and by using different approaches, different roughness properties are captured and put in a context, which is closely related to their practical use. The thesis consists of five papers. The first paper in the thesis treats a small scale roughness, which depends on the geometric properties of the cellulose fibers. In that paper, we formulate a parametric model whos parameters are connected to the fiber geomerty. We also introduce an estimator of the model parameters based on measurements in two orthogonal directions on the surface. The next paper aims to find a concise and, with repect to scale, generally applicable characterization of the surface roughness. We have found that the fractal dimension and the topothesy well meet these demands. Also based upon one-dimensional orthogonal measurement, we estimate these parameters and show that they can distinguish different paper qualities. Paper three describes a hierarchical model of the surface irregularities based on assumptions of Markov properties. In this model, two kind of scales are considered. A relative large scale comprising large clusters and a small scale close to the separate fibers. Descriptions and methods rely much on digital images analysis. Also this model distinguish different paper qualities but uses 8 parameters. In connection to this model, an investigation of different methods for finding global extremes is performed and reported in paper four. Newton's method and simulating annealing are compared and we found that simulated annealing sometimes can be used when Newton's method fails. However, Newton's method is generally the fastest one. Finally, we propose a measure of homogeneity in the last paper in the theses. We suggest here the two-dimensional kurtosis, which reflect the spatial homogeneity by using a single number.
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| 40. |
- Pielaszkiewicz, Jolanta Maria, et al.
(författare)
-
On n/p-Asymptotic Distribution Of Vector Of Weighted Traces Of Powers Of Wishart Matrice
- 2018
-
Ingår i: The Electronic Journal of Linear Algebra. - Pensacola, FL, United States : International Linear Algebra Society. - 1537-9582 .- 1081-3810. ; 33, s. 24-40
-
Tidskriftsartikel (refereegranskat)abstract
- The joint distribution of standardized traces of 1/n XX' and of (1/n XX')(2), where the matrix X : p x n follows a matrix normal distribution is proved asymptotically to be multivariate normal under condition n/p ->(n,p ->infinity) c> 0. Proof relies on calculations of asymptotic moments and cumulants obtained using a recursive formula derived in Pielaszkiewicz et al. (2015). The covariance matrix of the underlying vector is explicitely given as a function of n and p.
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| 41. |
- Dupuch, Marie, et al.
(författare)
-
Comparison of Clustering Approaches through Their Application to Pharmacovigilance Terms
- 2013
-
Ingår i: Artificial Intelligence in Medicine. Lecture Notes in Computer Science, vol. 7885. - Berlin Heidelberg : Springer. - 9783642383250 - 9783642383267 ; , s. 58-67
-
Bokkapitel (refereegranskat)abstract
- In different applications (i.e., information retrieval, filteringor analysis), it is useful to detect similar terms and to provide the possibilityto use them jointly. Clustering of terms is one of the methods whichcan be exploited for this. In our study, we propose to test three methodsdedicated to the clustering of terms (hierarchical ascendant classification,Radius and maximum), to combine them with the semantic distance algorithmsand to compare them through the results they provide whenapplied to terms from the pharmacovigilance area. The comparison indicatesthat the non disjoint clustering (Radius and maximum) outperformthe disjoint clusters by 10 to up to 20 points in all the experiments.
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| 42. |
- Lindo, Alexey, 1987, et al.
(författare)
-
General linear-fractional branching processes with discrete time.
- 2018
-
Ingår i: Stochastics. - : Informa UK Limited. - 1744-2508 .- 1744-2516. ; 90:3, s. 364-378
-
Tidskriftsartikel (refereegranskat)abstract
- We study a linear-fractional Bienayme-Galton-Watson process with a general type space. The corresponding tree contour process is described by an alternating random walk with the downward jumps having a geometric distribution. This leads to the linear-fractional distribution formula for an arbitrary observation time, which allows us to establish transparent limit theorems for the subcritical, critical and supercritical cases. Our results extend recent findings for the linear-fractional branching processes with countably many types.
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| 43. |
-
Algebra, Geometry, and Mathematical Physics 2010
- 2012
-
Ingår i: Journal of Physics: Conference Series. - : IOP Publishing. - 1742-6596 .- 1742-6588.
-
Samlingsverk (redaktörskap) (övrigt vetenskapligt/konstnärligt)abstract
- This proceedings volume presents results obtained by the participants of the 6th Baltic–Nordic workshop 'Algebra, Geometry, and Mathematical Physics (AGMP-6)' held at the Sven Lovén Centre for Marine Sciences in Tjärnö, Sweden on October 25–30, 2010. The Baltic–Nordic Network AGMP 'Algebra, Geometry, and Mathematical Physics' http://www.agmp.eu was created in 2005 on the initiative of two Estonian universities and two Swedish universities: Tallinn University of Technology represented by Eugen Paal (coordinator of the network), Tartu University represented by Viktor Abramov, Lund University represented by Sergei Silvestrov, and Chalmers University of Technology and the University of Gothenburg represented by Alexander Stolin. The goal was to promote international and interdisciplinary cooperation between scientists and research groups in the countries of the Baltic–Nordic region in mathematics and mathematical physics, with special emphasis on the important role played by algebra and geometry in modern physics, engineering and technologies. The main activities of the AGMP network consist of a series of regular annual international workshops, conferences and research schools. The AGMP network also constitutes an important educational forum for scientific exchange and dissimilation of research results for PhD students and Postdocs. The network has expanded since its creation, and nowadays its activities extend beyond countries in the Baltic–Nordic region to universities in other European countries and participants from elsewhere in the world. As one of the important research-dissimilation outcomes of its activities, the network has a tradition of producing high-quality research proceedings volumes after network events, publishing them with various international publishers.
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| 44. |
- Casarino, V., et al.
(författare)
-
On the variation operator for the Ornstein-Uhlenbeck semigroup in dimension one
- 2024
-
Ingår i: Annali Di Matematica Pura Ed Applicata. - 0373-3114 .- 1618-1891. ; 203:1, s. 205-219
-
Tidskriftsartikel (refereegranskat)abstract
- Consider the variation seminorm of the Ornstein-Uhlenbeck semigroup Ht in dimension one, taken with respect to t. We show that this seminorm defines an operator of weak type (1, 1) for the relevant Gaussian measure. The analogous Lp estimates for 1 < p < 8 were already known.
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| 45. |
- Cohen, David, et al.
(författare)
-
Drift-preserving numerical integrators for stochastic Poisson systems
- 2021
-
Ingår i: International Journal of Computer Mathematics. - : Informa UK Limited. - 0020-7160 .- 1029-0265. ; 99:1
-
Tidskriftsartikel (refereegranskat)abstract
- We perform a numerical analysis of a class of randomly perturbed Hamiltonian systems and Poisson systems. For the considered additive noise perturbation of such systems, we show the long-time behaviour of the energy and quadratic Casimirs for the exact solution. We then propose and analyse a drift-preserving splitting scheme for such problems with the following properties: exact drift preservation of energy and quadratic Casimirs, mean-square order of convergence 1, weak order of convergence 2. These properties are illustrated with numerical experiments.
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| 46. |
-
Engineering Mathematics II : Algebraic, Stochastic and Analysis Structures for Networks, Data Classification and Optimization
- 2016
-
Samlingsverk (redaktörskap) (refereegranskat)abstract
- This book highlights the latest advances in engineering mathematics with a main focus on the mathematical models, structures, concepts, problems and computational methods and algorithms most relevant for applications in modern technologies and engineering. It addresses mathematical methods of algebra, applied matrix analysis, operator analysis, probability theory and stochastic processes, geometry and computational methods in network analysis, data classification, ranking and optimisation.The individual chapters cover both theory and applications, and include a wealth of figures, schemes, algorithms, tables and results of data analysis and simulation. Presenting new methods and results, reviews of cutting-edge research, and open problems for future research, they equip readers to develop new mathematical methods and concepts of their own, and to further compare and analyse the methods and results discussed.The book consists of contributed chapters covering research developed as a result of a focused international seminar series on mathematics and applied mathematics and a series of three focused international research workshops on engineering mathematics organised by the Research Environment in Mathematics and Applied Mathematics at Mälardalen University from autumn 2014 to autumn 2015: the International Workshop on Engineering Mathematics for Electromagnetics and Health Technology; the International Workshop on Engineering Mathematics, Algebra, Analysis and Electromagnetics; and the 1st Swedish-Estonian International Workshop on Engineering Mathematics, Algebra, Analysis and Applications.It serves as a source of inspiration for a broad spectrum of researchers and research students in applied mathematics, as well as in the areas of applications of mathematics considered in the book.
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| 47. |
- Gu, Irene Yu-Hua, 1953, et al.
(författare)
-
Domain-Shift Manifold Online Learning and Tracking of Video Objects
- 2013
-
Ingår i: Swedish Symposium on Image Analysis (SSBA 2013), March 14-15, Göteborg, Sweden. ; , s. 4-
-
Konferensbidrag (övrigt vetenskapligt/konstnärligt)abstract
- This paper describes a novel Grassmann manifoldobject tracking scheme that includes the modules ofmanifold online learning and occlusion handling. Whenobjects contain significant out-of-plane pose changes, thedomain where object appearances lying is shifting withtime, hence a single vector space is no longer suitable fordynamic object representation.Motivated by this, we presenta manifold-based scheme for tracking large out-of-planeobjects (i.e. camera is close to the object) in video withonline learning and long-term partial occlusion modules.The tracker uses Bayesian formulation on the manifold, performing posterior state estimation based on nonlinear state space modeling. One particle filter is applied for manifold online learning, another is for tracking. Occlusion handling is applied during the online learning to prevent learning occluding object/clutter. Tests on videos have shown very robust tracking performance when objects contain significant out-of-plane pose changes accompanied with long-term partial occlusions. Comparisons with two existing methods provide further support to the proposed method.
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| 48. |
- Hoel, Håkon, 1980, et al.
(författare)
-
Central limit theorems for multilevel Monte Carlo methods
- 2019
-
Ingår i: Journal of Complexity. - : Elsevier BV. - 0885-064X .- 1090-2708. ; 54
-
Tidskriftsartikel (refereegranskat)abstract
- In this work, we show that uniform integrability is not a necessary condition for central limit theorems (CLT) to hold for normalized multilevel Monte Carlo (MLMC) estimators and we provide near optimal weaker conditions under which the CLT is achieved. In particular, if the variance decay rate dominates the computational cost rate (i.e., β>γ), we prove that the CLT applies to the standard (variance minimizing) MLMC estimator. For other settings where the CLT may not apply to the standard MLMC estimator, we propose an alternative estimator, called the mass-shifted MLMC estimator, to which the CLT always applies. This comes at a small efficiency loss: the computational cost of achieving mean square approximation error O(ϵ 2 ) is at worst a factor O(log(1∕ϵ)) higher with the mass-shifted estimator than with the standard one.
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| 49. |
|
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| 50. |
- Vanhatalo, Erik, et al.
(författare)
-
Towards improved analysis methods for two-level factorial experiments with time series responses
- 2013
-
Ingår i: Quality and Reliability Engineering International. - : Wiley. - 0748-8017 .- 1099-1638. ; 29:5, s. 725-741
-
Tidskriftsartikel (refereegranskat)abstract
- Dynamic processes exhibit a time delay between the disturbances and the resulting process response. Therefore, one has to acknowledge process dynamics, such as transition times, when planning and analyzing experiments in dynamic processes. In this article, we explore, discuss, and compare different methods to estimate location effects for two-level factorial experiments where the responses are represented by time series. Particularly, we outline the use of intervention-noise modeling to estimate the effects and to compare this method by using the averages of the response observations in each run as the single response. The comparisons are made by simulated experiments using a dynamic continuous process model. The results show that the effect estimates for the different analysis methods are similar. Using the average of the response in each run, but removing the transition time, is found to be a competitive, robust, and straightforward method, whereas intervention-noise models are found to be more comprehensive, render slightly fewer spurious effects, find more of the active effects for unreplicated experiments and provide the possibility to model effect dynamics. Copyright © 2012 John Wiley & Sons, Ltd. Copyright © 2012 John Wiley & Sons, Ltd.
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