Search results for: Bayes estimator

Authors: Mohammad Tarek Al Muallim, Ozhan Duzenli, Ceyhun Ilguy

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Passive sonar is a method for detecting acoustic signals in the ocean. It detects the acoustic signals emanating from external sources. With passive sonar, we can determine the bearing of the target only, no information about the range of the target. Target Motion Analysis (TMA) is a process to estimate the position and speed of a target using passive sonar information. Since bearing is the only available information, the TMA technique called Bearing-only TMA. Many TMA techniques have been developed. However, until now, there is not a very effective method that could be used to always track an unknown target and extract its moving trace. In this work, a design of effective Bearing-only TMA Algorithm is done. The measured bearing angles are very noisy. Moreover, for multi-beam sonar, the measurements is quantized due to the sonar beam width. To deal with this, modified gain extended Kalman filter algorithm is used. The algorithm is fine-tuned, and many modules are added to improve the performance. A special validation gate module is used to insure stability of the algorithm. Many indicators of the performance and confidence level measurement are designed and tested. A new method to detect if the target is maneuvering is proposed. Moreover, a reactive optimal observer maneuver based on bearing measurements is proposed, which insure converging to the right solution all of the times. To test the performance of the proposed TMA algorithm a simulation is done with a MATLAB program. The simulator program tries to model a discrete scenario for an observer and a target. The simulator takes into consideration all the practical aspects of the problem such as a smooth transition in the speed, a circular turn of the ship, noisy measurements, and a quantized bearing measurement come for multi-beam sonar. The tests are done for a lot of given test scenarios. For all the tests, full tracking is achieved within 10 minutes with very little error. The range estimation error was less than 5%, speed error less than 5% and heading error less than 2 degree. For the online performance estimator, it is mostly aligned with the real performance. The range estimation confidence level gives a value equal to 90% when the range error less than 10%. The experiments show that the proposed TMA algorithm is very robust and has low estimation error. However, the converging time of the algorithm is needed to be improved.

Keywords: target motion analysis, Kalman filter, passive sonar, bearing-only tracking

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Authors: Mohammad H. Taheri, David J. Brown, Nasser Sherkat

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Engagement is one of the most important factors in determining successful outcomes and deep learning in students. Existing approaches to detect student engagement involve periodic human observations that are subject to inter-rater reliability. Our solution uses real-time multimodal multisensor data labeled by objective performance outcomes to infer the engagement of students. The study involves four students with a combined diagnosis of cerebral palsy and a learning disability who took part in a 3-month trial over 59 sessions. Multimodal multisensor data were collected while they participated in a continuous performance test. Eye gaze, electroencephalogram, body pose, and interaction data were used to create a model of student engagement through objective labeling from the continuous performance test outcomes. In order to achieve this, a type of continuous performance test is introduced, the Seek-X type. Nine features were extracted including high-level handpicked compound features. Using leave-one-out cross-validation, a series of different machine learning approaches were evaluated. Overall, the random forest classification approach achieved the best classification results. Using random forest, 93.3% classification for engagement and 42.9% accuracy for disengagement were achieved. We compared these results to outcomes from different models: AdaBoost, decision tree, k-Nearest Neighbor, naïve Bayes, neural network, and support vector machine. We showed that using a multisensor approach achieved higher accuracy than using features from any reduced set of sensors. We found that using high-level handpicked features can improve the classification accuracy in every sensor mode. Our approach is robust to both sensor fallout and occlusions. The single most important sensor feature to the classification of engagement and distraction was shown to be eye gaze. It has been shown that we can accurately predict the level of engagement of students with learning disabilities in a real-time approach that is not subject to inter-rater reliability, human observation or reliant on a single mode of sensor input. This will help teachers design interventions for a heterogeneous group of students, where teachers cannot possibly attend to each of their individual needs. Our approach can be used to identify those with the greatest learning challenges so that all students are supported to reach their full potential.

Keywords: affective computing in education, affect detection, continuous performance test, engagement, flow, HCI, interaction, learning disabilities, machine learning, multimodal, multisensor, physiological sensors, student engagement

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Authors: Lakshmidevi Sreeramareddy, Komalpreet Kaur, Nane Pothier

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Graphical-based passwords have existed for decades. Their major advantage is that they are easier to remember than an alphanumeric password. However, their disadvantage (especially recognition-based passwords) is the smaller password space, making them more vulnerable to brute force attacks. Graphical passwords are also highly susceptible to the shoulder-surfing effect. The gesture-based password method that we developed is a grid-free, template-free method. In this study, we evaluated the gesture-based passwords for usability and vulnerability. The results of the study are significant. We developed a gesture-based password application for data collection. Two modes of data collection were used: Creation mode and Replication mode. In creation mode (Session 1), users were asked to create six different passwords and reenter each password five times. In replication mode, users saw a password image created by some other user for a fixed duration of time. Three different duration timers, such as 5 seconds (Session 2), 10 seconds (Session 3), and 15 seconds (Session 4), were used to mimic the shoulder-surfing attack. After the timer expired, the password image was removed, and users were asked to replicate the password. There were 74, 57, 50, and 44 users participated in Session 1, Session 2, Session 3, and Session 4 respectfully. In this study, the machine learning algorithms have been applied to determine whether the person is a genuine user or an imposter based on the password entered. Five different machine learning algorithms were deployed to compare the performance in user authentication: namely, Decision Trees, Linear Discriminant Analysis, Naive Bayes Classifier, Support Vector Machines (SVMs) with Gaussian Radial Basis Kernel function, and K-Nearest Neighbor. Gesture-based password features vary from one entry to the next. It is difficult to distinguish between a creator and an intruder for authentication. For each password entered by the user, four features were extracted: password score, password length, password speed, and password size. All four features were normalized before being fed to a classifier. Three different classifiers were trained using data from all four sessions. Classifiers A, B, and C were trained and tested using data from the password creation session and the password replication with a timer of 5 seconds, 10 seconds, and 15 seconds, respectively. The classification accuracies for Classifier A using five ML algorithms are 72.5%, 71.3%, 71.9%, 74.4%, and 72.9%, respectively. The classification accuracies for Classifier B using five ML algorithms are 69.7%, 67.9%, 70.2%, 73.8%, and 71.2%, respectively. The classification accuracies for Classifier C using five ML algorithms are 68.1%, 64.9%, 68.4%, 71.5%, and 69.8%, respectively. SVMs with Gaussian Radial Basis Kernel outperform other ML algorithms for gesture-based password authentication. Results confirm that the shorter the duration of the shoulder-surfing attack, the higher the authentication accuracy. In conclusion, behavioral features extracted from the gesture-based passwords lead to less vulnerable user authentication.

Keywords: authentication, gesture-based passwords, machine learning algorithms, shoulder-surfing attacks, usability

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Authors: Esmat Kamel

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This paper aims to shed light on the extent to which the Agadir Association agreement has fostered inter regional trade between the E.U_26 and the Agadir_4 countries; once that we control for the evolution of Agadir agreement’s exports to the rest of the world. The next valid question will be regarding any remarkable variation in the spatial/sectoral structure of exports, and to what extent has it been induced by the Agadir agreement itself and precisely after the adoption of rules of origin and the PANEURO diagonal cumulative scheme? The paper’s empirical dataset covering a timeframe from [2000 -2009] was designed to account for sector specific export and intermediate flows and the bilateral structured gravity model was custom tailored to capture sector and regime specific rules of origin and the Poisson Pseudo Maximum Likelihood Estimator was used to calculate the gravity equation. The methodological approach of this work is considered to be a threefold one which starts first by conducting a ‘Hierarchal Cluster Analysis’ to classify final export flows showing a certain degree of linkage between each other. The analysis resulted in three main sectoral clusters of exports between Agadir_4 and E.U_26: cluster 1 for Petrochemical related sectors, cluster 2 durable goods and finally cluster 3 for heavy duty machinery and spare parts sectors. Second step continues by taking export flows resulting from the 3 clusters to be subject to treatment with diagonal Rules of origin through ‘The Double Differences Approach’, versus an equally comparable untreated control group. Third step is to verify results through a robustness check applied by ‘Propensity Score Matching’ to validate that the same sectoral final export and intermediate flows increased when rules of origin were relaxed. Through all the previous analysis, a remarkable and partial significance of the interaction term combining both treatment effects and time for the coefficients of 13 out of the 17 covered sectors turned out to be partially significant and it further asserted that treatment with diagonal rules of origin contributed in increasing Agadir’s_4 final and intermediate exports to the E.U._26 on average by 335% and in changing Agadir_4 exports structure and composition to the E.U._26 countries.

Keywords: agadir association agreement, structured gravity model, hierarchal cluster analysis, double differences estimation, propensity score matching, diagonal and relaxed rules of origin

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Authors: Burak Oksuzoglu, Savas Yildirim, Ferhat Kutlu

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Opinion mining (OM) is one of the natural language processing (NLP) problems to determine the polarity of opinions, mostly represented on a positive-neutral-negative axis. The data for OM is usually collected from various social media platforms. In an era where social media has considerable control over companies’ futures, it’s worth understanding social media and taking actions accordingly. OM comes to the fore here as the scale of the discussion about companies increases, and it becomes unfeasible to gauge opinion on individual levels. Thus, the companies opt to automize this process by applying machine learning (ML) approaches to their data. For the last two decades, OM or sentiment analysis (SA) has been mainly performed by applying ML classification algorithms such as support vector machines (SVM) and Naïve Bayes to a bag of n-gram representations of textual data. With the advent of deep learning and its apparent success in NLP, traditional methods have become obsolete. Transfer learning paradigm that has been commonly used in computer vision (CV) problems started to shape NLP approaches and language models (LM) lately. This gave a sudden rise to the usage of the pretrained language model (PTM), which contains language representations that are obtained by training it on the large datasets using self-supervised learning objectives. The PTMs are further fine-tuned by a specialized downstream task dataset to produce efficient models for various NLP tasks such as OM, NER (Named-Entity Recognition), Question Answering (QA), and so forth. In this study, the traditional and modern NLP approaches have been evaluated for OM by using a sizable corpus belonging to a large private company containing about 76,000 comments in Turkish: SVM with a bag of n-grams, and two chosen pre-trained models, multilingual universal sentence encoder (MUSE) and bidirectional encoder representations from transformers (BERT). The MUSE model is a multilingual model that supports 16 languages, including Turkish, and it is based on convolutional neural networks. The BERT is a monolingual model in our case and transformers-based neural networks. It uses a masked language model and next sentence prediction tasks that allow the bidirectional training of the transformers. During the training phase of the architecture, pre-processing operations such as morphological parsing, stemming, and spelling correction was not used since the experiments showed that their contribution to the model performance was found insignificant even though Turkish is a highly agglutinative and inflective language. The results show that usage of deep learning methods with pre-trained models and fine-tuning achieve about 11% improvement over SVM for OM. The BERT model achieved around 94% prediction accuracy while the MUSE model achieved around 88% and SVM did around 83%. The MUSE multilingual model shows better results than SVM, but it still performs worse than the monolingual BERT model.

Keywords: BERT, MUSE, opinion mining, pretrained language model, SVM, Turkish

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Authors: L. Raczynski, P. Moskal, P. Kowalski, W. Wislicki, T. Bednarski, P. Bialas, E. Czerwinski, A. Gajos, L. Kaplon, A. Kochanowski, G. Korcyl, J. Kowal, T. Kozik, W. Krzemien, E. Kubicz, Sz. Niedzwiecki, M. Palka, Z. Rudy, O. Rundel, P. Salabura, N.G. Sharma, M. Silarski, A. Slomski, J. Smyrski, A. Strzelecki, A. Wieczorek, M. Zielinski, N. Zon

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The J-PET scanner, which allows for single bed imaging of the whole human body, is currently under development at the Jagiellonian University. The J-PET detector improves the TOF resolution due to the use of fast plastic scintillators. Since registration of the waveform of signals with duration times of few nanoseconds is not feasible, a novel front-end electronics allowing for sampling in a voltage domain at four thresholds was developed. To take fully advantage of these fast signals a novel scheme of recovery of the waveform of the signal, based on ideas from the Tikhonov regularization (TR) and Compressive Sensing methods, is presented. The prior distribution of sparse representation is evaluated based on the linear transformation of the training set of waveform of the signals by using the Principal Component Analysis (PCA) decomposition. Beside the advantage of including the additional information from training signals, a further benefit of the TR approach is that the problem of signal recovery has an optimal solution which can be determined explicitly. Moreover, from the Bayes theory the properties of regularized solution, especially its covariance matrix, may be easily derived. This step is crucial to introduce and prove the formula for calculations of the signal recovery error. It has been proven that an average recovery error is approximately inversely proportional to the number of samples at voltage levels. The method is tested using signals registered by means of the single detection module of the J-PET detector built out from the 30 cm long BC-420 plastic scintillator strip. It is demonstrated that the experimental and theoretical functions describing the recovery errors in the J-PET scenario are largely consistent. The specificity and limitations of the signal recovery method in this application are discussed. It is shown that the PCA basis offers high level of information compression and an accurate recovery with just eight samples, from four voltage levels, for each signal waveform. Moreover, it is demonstrated that using the recovered waveform of the signals, instead of samples at four voltage levels alone, improves the spatial resolution of the hit position reconstruction. The experiment shows that spatial resolution evaluated based on information from four voltage levels, without a recovery of the waveform of the signal, is equal to 1.05 cm. After the application of an information from four voltage levels to the recovery of the signal waveform, the spatial resolution is improved to 0.94 cm. Moreover, the obtained result is only slightly worse than the one evaluated using the original raw-signal. The spatial resolution calculated under these conditions is equal to 0.93 cm. It is very important information since, limiting the number of threshold levels in the electronic devices to four, leads to significant reduction of the overall cost of the scanner. The developed recovery scheme is general and may be incorporated in any other investigation where a prior knowledge about the signals of interest may be utilized.

Keywords: plastic scintillators, positron emission tomography, statistical analysis, tikhonov regularization

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Authors: Francesca Marsili

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The reliability assessment of existing structures with probabilistic methods is becoming an increasingly important and frequent engineering task. However probabilistic reliability methods are based on an exhaustive knowledge of the stochastic modeling of the variables involved in the assessment; at the moment standards for the modeling of variables are absent, representing an obstacle to the dissemination of probabilistic methods. The framework according to probability distribution functions (PDFs) are established is represented by the Bayesian statistics, which uses Bayes Theorem: a prior PDF for the considered parameter is established based on information derived from the design stage and qualitative judgments based on the engineer past experience; then, the prior model is updated with the results of investigation carried out on the considered structure, such as material testing, determination of action and structural properties. The application of Bayesian statistics arises two different kind of problems: 1. The results of the updating depend on the engineer previous experience; 2. The updating of the prior PDF can be performed only if the structure has been tested, and quantitative data that can be statistically manipulated have been collected; performing tests is always an expensive and time consuming operation; furthermore, if the considered structure is an ancient building, destructive tests could compromise its cultural value and therefore should be avoided. In order to solve those problems, an interesting research path is represented by investigating Artificial Intelligence (AI) techniques that can be useful for the automation of the modeling of variables and for the updating of material parameters without performing destructive tests. Among the others, one that raises particular attention in relation to the object of this study is constituted by Case-Based Reasoning (CBR). In this application, cases will be represented by existing buildings where material tests have already been carried out and an updated PDFs for the material mechanical parameters has been computed through a Bayesian analysis. Then each case will be composed by a qualitative description of the material under assessment and the posterior PDFs that describe its material properties. The problem that will be solved is the definition of PDFs for material parameters involved in the reliability assessment of the considered structure. A CBR system represent a good candi¬date in automating the modelling of variables because: 1. Engineers already draw an estimation of the material properties based on the experience collected during the assessment of similar structures, or based on similar cases collected in literature or in data-bases; 2. Material tests carried out on structure can be easily collected from laboratory database or from literature; 3. The system will provide the user of a reliable probabilistic description of the variables involved in the assessment that will also serve as a tool in support of the engineer’s qualitative judgments. Automated modeling of variables can help in spreading probabilistic reliability assessment of existing buildings in the common engineering practice, and target at the best intervention and further tests on the structure; CBR represents a technique which may help to achieve this.

Keywords: reliability assessment of existing buildings, Bayesian analysis, case-based reasoning, historical structures

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Authors: Dmitriy Babenko, Sergey Yegorov, Ilya Korshukov, Aidana Sultanbekova, Valentina Barkhanskaya, Tatiana Bashirova, Yerzhan Zhunusov, Yevgeniya Li, Viktoriya Parakhina, Svetlana Kolesnichenko, Yeldar Baiken, Aruzhan Pralieva, Zhibek Zhumadilova, Matthew S. Miller, Gonzalo H. Hortelano, Anar Turmuhambetova, Antonella E. Chesca, Irina Kadyrova

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Introduction: The rapidly evolving COVID-19 pandemic, along with the re-emergence of pathogens causing acute respiratory infections (ARI), has necessitated the development of novel diagnostic tools to differentiate various causes of ARI. MALDI-MS, due to its wide usage and affordability, has been proposed as a potential instrument for diagnosing SARS-CoV-2 versus non-SARS-CoV-2 ARI. The aim of this study was to investigate the potential of MALDI-MS in conjunction with a machine learning model to accurately distinguish between symptomatic infections caused by SARS-CoV-2 and non-SARS-CoV-2 during both the early and later phases of the pandemic. Furthermore, this study aimed to analyze mass spectrometry (MS) data obtained from nasal swabs of healthy individuals. Methods: We gathered mass spectra from 252 samples, comprising 108 SARS-CoV-2-positive samples obtained in 2020 (Covid 2020), 7 SARS-CoV- 2-positive samples obtained in 2023 (Covid 2023), 71 samples from symptomatic individuals without SARS-CoV-2 (Control non-Covid ARVI), and 66 samples from healthy individuals (Control healthy). All the samples were subjected to RT-PCR testing. For data analysis, we employed the caret R package to train and test seven machine-learning algorithms: C5.0, KNN, NB, RF, SVM-L, SVM-R, and XGBoost. We conducted a training process using a five-fold (outer) nested repeated (five times) ten-fold (inner) cross-validation with a randomized stratified splitting approach. Results: In this study, we utilized the Covid 2020 dataset as a case group and the non-Covid ARVI dataset as a control group to train and test various machine learning (ML) models. Among these models, XGBoost and SVM-R demonstrated the highest performance, with accuracy values of 0.97 [0.93, 0.97] and 0.95 [0.95; 0.97], specificity values of 0.86 [0.71; 0.93] and 0.86 [0.79; 0.87], and sensitivity values of 0.984 [0.984; 1.000] and 1.000 [0.968; 1.000], respectively. When examining the Covid 2023 dataset, the Naive Bayes model achieved the highest classification accuracy of 43%, while XGBoost and SVM-R achieved accuracies of 14%. For the healthy control dataset, the accuracy of the models ranged from 0.27 [0.24; 0.32] for k-nearest neighbors to 0.44 [0.41; 0.45] for the Support Vector Machine with a radial basis function kernel. Conclusion: Therefore, ML models trained on MALDI MS of nasopharyngeal swabs obtained from patients with Covid during the initial phase of the pandemic, as well as symptomatic non-Covid individuals, showed excellent classification performance, which aligns with the results of previous studies. However, when applied to swabs from healthy individuals and a limited sample of patients with Covid in the late phase of the pandemic, ML models exhibited lower classification accuracy.

Keywords: SARS-CoV-2, MALDI-TOF MS, ML models, nasopharyngeal swabs, classification

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Authors: Vivek Mahadev, Manoj Kumar, Neelu Mathur, Brahm Dutt Pandey

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Perimeter guarding and protection of critical installations require prompt intrusion detection and assessment to take effective countermeasures. Currently, visual and electronic surveillance are the primary methods used for perimeter guarding. These methods can be costly and complicated, requiring careful planning according to the location and terrain. Moreover, these methods often struggle to detect stealthy and camouflaged insurgents. The object of the present work is to devise a surveillance technique using seismic sensors that overcomes the limitations of existing systems. The aim is to improve intrusion detection, assessment, and characterization by utilizing seismic sensors. Most of the similar systems have only two types of intrusion detection capability viz., human or vehicle. In our work we could even categorize further to identify types of intrusion activity such as walking, running, group walking, fence jumping, tunnel digging and vehicular movements. A virtual fence of 60 meters at GCNEP, Bahadurgarh, Haryana, India, was created by installing four underground geophones at a distance of 15 meters each. The signals received from these geophones are then processed to find unique seismic signatures called features. Various feature optimization and selection methodologies, such as LightGBM, Boruta, Random Forest, Logistics, Recursive Feature Elimination, Chi-2 and Pearson Ratio were used to identify the best features for training the machine learning models. The trained models were developed using algorithms such as supervised support vector machine (SVM) classifier, kNN, Decision Tree, Logistic Regression, Naïve Bayes, and Artificial Neural Networks. These models were then used to predict the category of events, employing weighted ensemble voting to analyze and combine their results. The models were trained with 1940 training events and results were evaluated with 831 test events. It was observed that using the weighted ensemble voting increased the efficiency of predictions. In this study we successfully developed and deployed the virtual fence using geophones. Since these sensors are passive, do not radiate any energy and are installed underground, it is impossible for intruders to locate and nullify them. Their flexibility, quick and easy installation, low costs, hidden deployment and unattended surveillance make such systems especially suitable for critical installations and remote facilities with difficult terrain. This work demonstrates the potential of utilizing seismic sensors for creating better perimeter guarding and protection systems using multiple machine learning models in weighted ensemble voting. In this study the virtual fence achieved an intruder detection efficiency of over 97%.

Keywords: geophone, seismic perimeter surveillance, machine learning, weighted ensemble method

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Authors: E. Velasco

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Meeting high standards of writing in a Second Language (L2) is extremely important for many students who wish to undertake studies at universities in both English and non-English speaking countries. University lecturers in English speaking countries continue to express dissatisfaction with the apparent poor quality of essay writing skills displayed by English as a Second Language (ESL) students, whose essays are often criticised for their lack of cohesion and coherence. These critiques have extended to contexts such as Colombia, where many ESL students are criticised for their inability to write high-quality academic texts in L2-English, particularly at the tertiary level. If Colombian ESL students are expected to meet high standards of writing when studying locally and abroad, it makes sense to carry out specific research that can perhaps lead to recommendations to support their quest for improving argumentative strategies. Employing Corpus Linguistics methods within a Learner Corpus Research framework, and a combination of Log-Likelihood and Bayes Factor measures, this paper investigated argumentative essays written by Colombian ESL students. The study specifically aimed to analyse conjunctive adjuncts in argumentative essays to find out how Colombian ESL students connect their ideas in discourse. Results suggest that a) Colombian ESL learners need explicit instruction on specific areas of conjunctive adjuncts to counteract overuse, underuse and misuse; b) underuse of endophoric and evidential adjuncts highlights gaps between IELTS-like essays and good quality tertiary-level essays and published papers, and these gaps are linked to prior knowledge brought into writing task, rhetorical functions in writing, and research processes before writing takes place; c) both Colombian ESL learners and L1-English writers (in a reference corpus) overuse some adjuncts and underuse endophoric and evidential adjuncts, when compared to skilled L1-English and L2-English writers, so differences in frequencies of adjuncts has little to do with the writers’ L1, and differences are rather linked to types of essays writers produce (e.g. ESL vs. university essays). Ender Velasco: The pedagogical recommendations deriving from the study are that: a) Colombian ESL learners need to be shown that overuse is not the only way of giving cohesion to argumentative essays and there are other alternatives to cohesion (e.g., implicit adjuncts, lexical chains and collocations); b) syllabi and classroom input need to raise awareness of gaps in writing skills between IELTS-like and tertiary-level argumentative essays, and of how endophoric and evidential adjuncts are used to refer to anaphoric and cataphoric sections of essays, and to other people’s work or ideas; c) syllabi and classroom input need to include essay-writing tasks based on previous research/reading which learners need to incorporate into their arguments, and tasks that raise awareness of referencing systems (e.g., APA); d) classroom input needs to include explicit instruction on use of punctuation, functions and/or syntax with specific conjunctive adjuncts such as for example, for that reason, although, despite and nevertheless.

Keywords: argumentative essays, colombian english as a second language (esl) learners, conjunctive adjuncts, corpus linguistics

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Authors: Xu Wang

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This research builds linear regressions of U.S. macroeconomic condition and volatility measures in the investment grade and high yield Credit Default Swap index spreads using monthly data from March 2009 to July 2016, to study the relationship between different dimensions of macroeconomy and overall credit risk quality. The most significant contribution of this research is systematically examining individual and joint effects of macroeconomic condition and volatility on CDX spreads by including macroeconomic time series that captures different dimensions of the U.S. economy. The industrial production index growth, non-farm payroll growth, consumer price index growth, 3-month treasury rate and consumer sentiment are introduced to capture the condition of real economic activity, employment, inflation, monetary policy and risk aversion respectively. The conditional variance of the macroeconomic series is constructed using ARMA-GARCH model and is used to measure macroeconomic volatility. The linear regression model is conducted to capture relationships between monthly average CDX spreads and macroeconomic variables. The Newey–West estimator is used to control for autocorrelation and heteroskedasticity in error terms. Furthermore, the sensitivity factor analysis and standardized coefficients analysis are conducted to compare the sensitivity of CDX spreads to different macroeconomic variables and to compare relative effects of macroeconomic condition versus macroeconomic uncertainty respectively. This research shows that macroeconomic condition can have a negative effect on CDX spread while macroeconomic volatility has a positive effect on determining CDX spread. Macroeconomic condition and volatility variables can jointly explain more than 70% of the whole variation of the CDX spread. In addition, sensitivity factor analysis shows that the CDX spread is the most sensitive to Consumer Sentiment index. Finally, the standardized coefficients analysis shows that both macroeconomic condition and volatility variables are important in determining CDX spread but macroeconomic condition category of variables have more relative importance in determining CDX spread than macroeconomic volatility category of variables. This research shows that the CDX spread can reflect the individual and joint effects of macroeconomic condition and volatility, which suggests that individual investors or government should carefully regard CDX spread as a measure of overall credit risk because the CDX spread is influenced by macroeconomy. In addition, the significance of macroeconomic condition and volatility variables, such as Non-farm Payroll growth rate and Industrial Production Index growth volatility suggests that the government, should pay more attention to the overall credit quality in the market when macroecnomy is low or volatile.

Keywords: autoregressive moving average model, credit spread puzzle, credit default swap spread, generalized autoregressive conditional heteroskedasticity model, macroeconomic conditions, macroeconomic uncertainty

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Authors: Mohammed Hmimou, Khalid Amediaz, Imane Sebari, Nabil Bounajma

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Annual crop production is one of the most important macroeconomic indicators for the majority of countries around the world. This information is valuable, especially for exporting countries which need a yield estimation before harvest in order to correctly plan the supply chain. When it comes to estimating agricultural yield, especially for arboriculture, conventional methods are mostly applied. In the case of the citrus industry, the sale before harvest is largely practiced, which requires an estimation of the production when the fruit is on the tree. However, conventional method based on the sampling surveys of some trees within the field is always used to perform yield estimation, and the success of this process mainly depends on the expertise of the ‘estimator agent’. The present study aims to propose a methodology based on the combination of unmanned aerial vehicle (UAV) images and terrestrial laser scanner (TLS) point cloud to estimate citrus production. During data acquisition, a fixed wing and rotatory drones, as well as a terrestrial laser scanner, were tested. After that, a pre-processing step was performed in order to generate point cloud and digital surface model. At the processing stage, a machine vision workflow was implemented to extract points corresponding to fruits from the whole tree point cloud, cluster them into fruits, and model them geometrically in a 3D space. By linking the resulting geometric properties to the fruit weight, the yield can be estimated, and the statistical distribution of fruits size can be generated. This later property, which is information required by importing countries of citrus, cannot be estimated before harvest using the conventional method. Since terrestrial laser scanner is static, data gathering using this technology can be performed over only some trees. So, integration of drone data was thought in order to estimate the yield over a whole orchard. To achieve that, features derived from drone digital surface model were linked to yield estimation by laser scanner of some trees to build a regression model that predicts the yield of a tree given its features. Several missions were carried out to collect drone and laser scanner data within citrus orchards of different varieties by testing several data acquisition parameters (fly height, images overlap, fly mission plan). The accuracy of the obtained results by the proposed methodology in comparison to the yield estimation results by the conventional method varies from 65% to 94% depending mainly on the phenological stage of the studied citrus variety during the data acquisition mission. The proposed approach demonstrates its strong potential for early estimation of citrus production and the possibility of its extension to other fruit trees.

Keywords: citrus, digital surface model, point cloud, terrestrial laser scanner, UAV, yield estimation, 3D modeling

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Authors: Yan Torres, Fernanda Simoes, Francisco Petrucci-Fonseca, Freddie-Jeanne Richard

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The non-invasive samples are an alternative of collecting genetic samples directly. Non-invasive samples are collected without the manipulation of the animal (e.g., scats, feathers and hairs). Nevertheless, the use of non-invasive samples has some limitations. The main issue is degraded DNA, leading to poorer extraction efficiency and genotyping. Those errors delayed for some years a widespread use of non-invasive genetic information. Possibilities to limit genotyping errors can be done using analysis methods that can assimilate the errors and singularities of non-invasive samples. Genotype matching and population estimation algorithms can be highlighted as important analysis tools that have been adapted to deal with those errors. Although, this recent development of analysis methods there is still a lack of empirical performance comparison of them. A comparison of methods with dataset different in size and structure can be useful for future studies since non-invasive samples are a powerful tool for getting information specially for endangered and rare populations. To compare the analysis methods, four different datasets used were obtained from the Dryad digital repository were used. Three different matching algorithms (Cervus, Colony and Error Tolerant Likelihood Matching - ETLM) are used for matching genotypes and two different ones for population estimation (Capwire and BayesN). The three matching algorithms showed different patterns of results. The ETLM produced less number of unique individuals and recaptures. A similarity in the matched genotypes between Colony and Cervus was observed. That is not a surprise since the similarity between those methods on the likelihood pairwise and clustering algorithms. The matching of ETLM showed almost no similarity with the genotypes that were matched with the other methods. The different cluster algorithm system and error model of ETLM seems to lead to a more criterious selection, although the processing time and interface friendly of ETLM were the worst between the compared methods. The population estimators performed differently regarding the datasets. There was a consensus between the different estimators only for the one dataset. The BayesN showed higher and lower estimations when compared with Capwire. The BayesN does not consider the total number of recaptures like Capwire only the recapture events. So, this makes the estimator sensitive to data heterogeneity. Heterogeneity in the sense means different capture rates between individuals. In those examples, the tolerance for homogeneity seems to be crucial for BayesN work properly. Both methods are user-friendly and have reasonable processing time. An amplified analysis with simulated genotype data can clarify the sensibility of the algorithms. The present comparison of the matching methods indicates that Colony seems to be more appropriated for general use considering a time/interface/robustness balance. The heterogeneity of the recaptures affected strongly the BayesN estimations, leading to over and underestimations population numbers. Capwire is then advisable to general use since it performs better in a wide range of situations.

Keywords: algorithms, genetics, matching, population

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Authors: Daniel Dahis, Haim Azhari

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Noninvasive image-guided intracranial treatments using high intensity focused ultrasound (HIFU) are on the course of translation into clinical applications. They include, among others, tumor ablation, hyperthermia, and blood-brain-barrier (BBB) penetration. Since many of these procedures are associated with local temperature elevation, thermal monitoring is essential. MRI constitutes an imaging method with high spatial resolution and thermal mapping capacity. It is the currently leading modality for temperature guidance, commonly under the name MRgHIFU (magnetic-resonance guided HIFU). Nevertheless, MRI is a very expensive non-portable modality which jeopardizes its accessibility. Ultrasonic thermal monitoring, on the other hand, could provide a modular, cost-effective alternative with higher temporal resolution and accessibility. In order to assess the feasibility of ultrasonic brain thermal monitoring, this study investigated the usage of brain tissue attenuation coefficient (AC) temporal changes as potential estimators of thermal changes. Newton's law of cooling describes a temporal exponential decay behavior for the temperature of a heated object immersed in a relatively cold surrounding. Similarly, in the case of cerebral HIFU treatments, the temperature in the region of interest, i.e., focal zone, is suggested to follow the same law. Thus, it was hypothesized that the AC of the irradiated tissue may follow a temporal exponential behavior during cool down regime. Three ex-vivo bovine brain tissue specimens were inserted into plastic containers along with four thermocouple probes in each sample. The containers were placed inside a specially built ultrasonic tomograph and scanned at room temperature. The corresponding pixel-averaged AC was acquired for each specimen and used as a reference. Subsequently, the containers were placed in a beaker containing hot water and gradually heated to about 45ᵒC. They were then repeatedly rescanned during cool down using ultrasonic through-transmission raster trajectory until reaching about 30ᵒC. From the obtained images, the normalized AC and its temporal derivative as a function of temperature and time were registered. The results have demonstrated high correlation (R² > 0.92) between both the brain AC and its temporal derivative to temperature. This indicates the validity of the hypothesis and the possibility of obtaining brain tissue temperature estimation from the temporal AC thermal changes. It is important to note that each brain yielded different AC values and slopes. This implies that a calibration step is required for each specimen. Thus, for a practical acoustic monitoring of the brain, two steps are suggested. The first step consists of simply measuring the AC at normal body temperature. The second step entails measuring the AC after small temperature elevation. In face of the urging need for a more accessible thermal monitoring technique for brain treatments, the proposed methodology enables a cost-effective high temporal resolution acoustical temperature estimation during HIFU treatments.

Keywords: attenuation coefficient, brain, HIFU, image-guidance, temperature

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Authors: Zuhal Kurt, Meral Kurt, Bilge T. Bal, Kemal Ozkan

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Shade matching and reproduction is the most important element of success in prosthetic dentistry. Until recently, shade matching procedure was implemented by dentists visual perception with the help of shade guides. Since many factors influence visual perception; tooth shade matching using visual devices (shade guides) is highly subjective and inconsistent. Subjective nature of this process has lead to the development of instrumental devices. Nowadays, colorimeters, spectrophotometers, spectroradiometers and digital image analysing systems are used for instrumental shade selection. Instrumental devices have advantages that readings are quantifiable, can obtain more rapidly and simply, objectively and precisely. However, these devices have noticeable drawbacks. For example, translucent structure and irregular surfaces of teeth lead to defects on measurement with these devices. Also between the results acquired by devices with different measurement principles may make inconsistencies. So, its obligatory to search for new methods for dental shade matching process. A computer-aided system device; digital camera has developed rapidly upon today. Currently, advances in image processing and computing have resulted in the extensive use of digital cameras for color imaging. This procedure has a much cheaper process than the use of traditional contact-type color measurement devices. Digital cameras can be taken by the place of contact-type instruments for shade selection and overcome their disadvantages. Images taken from teeth show morphology and color texture of teeth. In last decades, a new method was recommended to compare the color of shade tabs taken by a digital camera using color features. This method showed that visual and computer-aided shade matching systems should be used as concatenated. Recently using methods of feature extraction techniques are based on shape description and not used color information. However, color is mostly experienced as an essential property in depicting and extracting features from objects in the world around us. When local feature descriptors with color information are extended by concatenating color descriptor with the shape descriptor, that descriptor will be effective on visual object recognition and classification task. Therefore, the color descriptor is to be used in combination with a shape descriptor it does not need to contain any spatial information, which leads us to use local histograms. This local color histogram method is remain reliable under variation of photometric changes, geometrical changes and variation of image quality. So, coloring local feature extraction methods are used to extract features, and also the Scale Invariant Feature Transform (SIFT) descriptor used to for shape description in the proposed method. After the combination of these descriptors, the state-of-art descriptor named by Color-SIFT will be used in this study. Finally, the image feature vectors obtained from quantization algorithm are fed to classifiers such as Nearest Neighbor (KNN), Naive Bayes or Support Vector Machines (SVM) to determine label(s) of the visual object category or matching. In this study, SVM are used as classifiers for color determination and shade matching. Finally, experimental results of this method will be compared with other recent studies. It is concluded from the study that the proposed method is remarkable development on computer aided tooth shade determination system.

Keywords: classifiers, color determination, computer-aided system, tooth shade matching, feature extraction

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Authors: Stephanie Wall, Guido Wimmers

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The construction and operation of buildings greatly contribute to environmental degradation through resource and energy consumption and greenhouse gas emissions. The design of the envelope system affects the environmental impact of a building in two major ways; 1) high thermal performance and air tightness can significantly reduce the operational energy of the building and 2) the material selection for the envelope largely impacts the embodied energy of the building. Life cycle assessment (LCA) is a scientific methodology that is used to systematically analyze the environmental load of processes or products, such as buildings, over their life. The paper will discuss the results of a comparative LCA of different envelope designs and the long-term monitoring of the Wood Innovation Research Lab (WIRL); a Passive House (PH), industrial building under construction in Prince George, Canada. The WIRL has a footprint of 30m x 30m on a concrete raft slab foundation and consists of shop space as well as a portion of the building that includes a two-story office/classroom space. The lab building goes beyond what was previously thought possible in regards to energy efficiency of industrial buildings in cold climates due to their large volume to surface ratio, small floor area, and high air change rate, and will be the first PH certified industrial building in Canada. These challenges were mitigated through the envelope design which utilizes solar gains while minimizing overheating, reduces thermal bridges with thick (570mm) prefabricated truss walls filled with blown in mineral wool insulation and a concrete slab and roof insulated with EPS rigid insulation. The envelope design results in lower operational and embodied energy when compared to buildings built to local codes or with steel. The LCA conducted using Athena Impact Estimator for Buildings identifies project specific hot spots as well illustrates that for high-efficiency buildings where the operational energy is relatively low; the embodied energy of the material selection becomes a significant design decision as it greatly impacts the overall environmental footprint of the building. The results of the LCA will be reinforced by long-term monitoring of the buildings envelope performance through the installation of temperature and humidity sensors throughout the floor slab, wall and roof panels and through detailed metering of the energy consumption. The data collected from the sensors will also be used to reinforce the results of hygrothermal analysis using WUFI®, a program used to verify the durability of the wall and roof panels. The WIRL provides an opportunity to showcase the use of wood in a high performance envelope of an industrial building and to emphasize the importance of considering the embodied energy of a material in the early stages of design. The results of the LCA will be of interest to leading researchers and scientists committed to finding sustainable solutions for new construction and high-performance buildings.

Keywords: high performance envelope, life cycle assessment, long term monitoring, passive house, prefabricated panels

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Authors: Keiwoma Mark Yila, Mathew Lamrana Siaffa Gboku, Mohamed Sahr Lebbie, Lamin Ibrahim Kamara

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Rainfall and temperature are the important variables which are often used to trace climate variability and change. A perception study and analysis of climatic data were conducted to assess the changes in rainfall and temperature and their impact on crop production in Moyamba district, Sierra Leone. For the perception study, 400 farmers were randomly selected from farmer-based organizations (FBOs) in 4 chiefdoms, and 30 agricultural extension workers (AWEs) in the Moyamba district were purposely selected as respondents. Descriptive statistics and Kendall’s test of concordance was used to analyze the data collected from the farmers and AEWs. Data for the analysis of variability and trends of rainfall and temperature from 1991 to 2020 were obtained from the Sierra Leone Meteorological Agency and Njala University and grouped into monthly, seasonal and annual time series. Regression analysis was used to determine the statistical values and trend lines for the seasonal and annual time series data. The Mann-Kendall test and Sen’s Slope Estimator were used to analyze the trends' significance and magnitude, respectively. The results of both studies show evidence of climate change in the Moyamba district. A substantial number of farmers and AEWs perceived a decrease in the annual rainfall amount, length of the rainy season, a late start and end of the rainy season, an increase in the temperature during the day and night, and a shortened harmattan period over the last 30 years. Analysis of the meteorological data shows evidence of variability in the seasonal and annual distribution of rainfall and temperature, a decreasing and non-significant trend in the rainy season and annual rainfall, and an increasing and significant trend in seasonal and annual temperature from 1991 to 2020. However, the observed changes in rainfall and temperature by the farmers and AEWs partially agree with the results of the analyzed meteorological data. The majority of the farmers perceived that; adverse weather conditions have negatively affected crop production in the district. Droughts, high temperatures, and irregular rainfall are the three major adverse weather events that farmers perceived to have contributed to a substantial loss in the yields of the major crops cultivated in the district. In response to the negative effects of adverse weather events, a substantial number of farmers take no action due to their lack of knowledge and technical or financial capacity to implement climate-sensitive agricultural (CSA) practices. Even though few farmers are practising some CSA practices in their farms, there is an urgent need to build the capacity of farmers and AEWs to adapt to and mitigate the negative impacts of climate change. The most priority support needed by farmers is the provision of climate-resilient crop varieties, whilst the AEWs need training on CSA practices.

Keywords: climate change, crop productivity, farmer’s perception, rainfall, temperature, Sierra Leone

Procedia PDF Downloads 47

Authors: Chao-Yang Huang, Rwey-Hua Cherng, Chung-Lin Fu, Yuan-Lung Lo

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Solar energy is one of the replaceable choices to reduce the CO2 emission produced by conventional power plants in the modern society. As an island which is frequently visited by strong typhoons and earthquakes, it is an urgent issue for Taiwan to make an effort in revising the local regulations to strengthen the safety design of photovoltaic systems. Currently, the Taiwanese code for wind resistant design of structures does not have a clear explanation on photovoltaic systems, especially when the systems are arranged in arrayed format. Furthermore, when the arrayed photovoltaic system is mounted on the rooftop, the approaching flow is significantly altered by the building and led to different pressure pattern in the different area of the photovoltaic system. In this study, L-shape arrayed photovoltaic system is mounted on the ground of the wind tunnel and then mounted on the building rooftop. The system is consisted of 60 PV models. Each panel model is equivalent to a full size of 3.0 m in depth and 10.0 m in length. Six pressure taps are installed on the upper surface of the panel model and the other six are on the bottom surface to measure the net pressures. Wind attack angle is varied from 0° to 360° in a 10° interval for the worst concern due to wind direction. The sampling rate of the pressure scanning system is set as high enough to precisely estimate the peak pressure and at least 20 samples are recorded for good ensemble average stability. Each sample is equivalent to 10-minute time length in full scale. All the scale factors, including timescale, length scale, and velocity scale, are properly verified by similarity rules in low wind speed wind tunnel environment. The purpose of L-shape arrayed system is for the understanding the pressure characteristics at the corner area. Extreme value analysis is applied to obtain the design pressure coefficient for each net pressure. The commonly utilized Cook-and-Mayne coefficient, 78%, is set to the target non-exceedance probability for design pressure coefficients under Gumbel distribution. Best linear unbiased estimator method is utilized for the Gumbel parameter identification. Careful time moving averaging method is also concerned in data processing. Results show that when the arrayed photovoltaic system is mounted on the ground, the first row of the panels reveals stronger positive pressure than that mounted on the rooftop. Due to the flow separation occurring at the building edge, the first row of the panels on the rooftop is most in negative pressures; the last row, on the other hand, shows positive pressures because of the flow reattachment. Different areas also have different pressure patterns, which corresponds well to the regulations in ASCE7-16 describing the area division for design values. Several minor observations are found according to parametric studies, such as rooftop edge effect, parapet effect, building aspect effect, row interval effect, and so on. General comments are then made for the proposal of regulation revision in Taiwanese code.

Keywords: aerodynamic force coefficient, ground-mounted, roof-mounted, wind tunnel test, photovoltaic

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Authors: Elisa Menardo, Margherita Pasini, Margherita Brondino

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A growing body of empirical research from different areas of inquiry suggests that brief contact with natural environment restore mental resources. The Attention Restoration Theory (ART) is the widespread used and empirical founded theory developed to explain why exposure to nature helps people to recovery cognitive resources. It assumes that contact with nature allows people to free (and then recovery) voluntary attention resources and thus allows them to recover from a cognitive fatigue situation. However, it was suggested that some people could have more cognitive benefit after exposure to urban environment. The objective of this study is to report the results of a meta-analysis on studies (peer-reviewed articles) comparing the restorativeness (the quality to be restorative) perceived in natural environments than those perceived in urban environments. This meta-analysis intended to estimate how much nature environments (forests, parks, boulevards) are perceived to be more restorativeness than urban ones (i.e., the magnitude of the perceived restorativeness’ difference). Moreover, given the methodological difference between study, it studied the potential role of moderator variables as participants (student or other), instrument used (Perceived Restorativeness Scale or other), and procedure (in laboratory or in situ). PsycINFO, PsycARTICLES, Scopus, SpringerLINK, Web of Science online database were used to identify all peer-review articles on restorativeness published to date (k = 167). Reference sections of obtained papers were examined for additional studies. Only 22 independent studies (with a total of 1371 participants) met inclusion criteria (direct exposure to environment, comparison between one outdoor environment with natural element and one without natural element, and restorativeness measured by self-report scale) and were included in meta-analysis. To estimate the average effect size, a random effect model (Restricted Maximum-likelihood estimator) was used because the studies included in the meta-analysis were conducted independently and using different methods in different populations, so no common effect-size was expected. The presence of publication bias was checked using trim and fill approach. Univariate moderator analysis (mixed effect model) were run to determine whether the variable coded moderated the perceived restorativeness difference. Results show that natural environments are perceived to be more restorativeness than urban environments, confirming from an empirical point of view what is now considered a knowledge gained in environmental psychology. The relevant information emerging from this study is the magnitude of the estimated average effect size, which is particularly high (d = 1.99) compared to those that are commonly observed in psychology. Significant heterogeneity between study was found (Q(19) = 503.16, p < 0.001;) and studies’ variability was very high (I2[C.I.] = 96.97% [94.61 - 98.62]). Subsequent univariate moderator analyses were not significant. Methodological difference (participants, instrument, and procedure) did not explain variability between study. Other methodological difference (e.g., research design, environment’s characteristics, light’s condition) could explain this variability between study. In the mine while, studies’ variability could be not due to methodological difference but to individual difference (age, gender, education level) and characteristics (connection to nature, environmental attitude). Furthers moderator analysis are working in progress.

Keywords: meta-analysis, natural environments, perceived restorativeness, urban environments

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Authors: Stephen Tullis, M. David DiDonato, Hong Sung Park

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Rowing boats (shells) are often steered by a small rudder operated by one of the backward-facing rowers; the attention required of that athlete then slightly decreases the power that that athlete can provide. Reducing the steering distraction would then increase the overall boat speed. Races are straight 2000 m courses with each boat in a 13.5 m wide lane marked by small (~15 cm) widely-spaced (~10 m) buoys, and the boat trajectory is affected by both cross-currents and winds. An optical buoy recognition and tracking system has been developed that provides the boat’s location and orientation with respect to the lane edges. This information is provided to the steering athlete as either: a simple overlay on a video display, or fed to a simplified autopilot system giving steering directions to the athlete or directly controlling the rudder. The system is then effectively a “lane-assist” device but with small, widely-spaced lane markers viewed from a very shallow angle due to constraints on camera height. The image is captured with a lightweight 1080p webcam, and most of the image analysis is done in OpenCV. The colour RGB-image is converted to a grayscale using the difference of the red and blue channels, which provides good contrast between the red/yellow buoys and the water, sky, land background and white reflections and noise. Buoy detection is done with thresholding within a tight mask applied to the image. Robust linear regression using Tukey’s biweight estimator of the previously detected buoy locations is used to develop the mask; this avoids the false detection of noise such as waves (reflections) and, in particular, buoys in other lanes. The robust regression also provides the current lane edges in the camera frame that are used to calculate the displacement of the boat from the lane centre (lane location), and its yaw angle. The interception of the detected lane edges provides a lane vanishing point, and yaw angle can be calculated simply based on the displacement of this vanishing point from the camera axis and the image plane distance. Lane location is simply based on the lateral displacement of the vanishing point from any horizontal cut through the lane edges. The boat lane position and yaw are currently fed what is essentially a stripped down marine auto-pilot system. Currently, only the lane location is used in a PID controller of a rudder actuator with integrator anti-windup to deal with saturation of the rudder angle. Low Kp and Kd values decrease unnecessarily fast return to lane centrelines and response to noise, and limiters can be used to avoid lane departure and disqualification. Yaw is not used as a control input, as cross-winds and currents can cause a straight course with considerable yaw or crab angle. Mapping of the controller with rudder angle “overall effectiveness” has not been finalized - very large rudder angles stall and have decreased turning moments, but at less extreme angles the increased rudder drag slows the boat and upsets boat balance. The full system has many features similar to automotive lane-assist systems, but with the added constraints of the lane markers, camera positioning, control response and noise increasing the challenge.

Keywords: auto-pilot, lane-assist, marine, optical, rowing

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Authors: Jeremie Coullon, Robert J. Webber

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We introduce a Markov chain Monte Carlo (MCMC) sam-pler for infinite-dimensional inverse problems. Our sam-pler is based on the affine invariant ensemble sampler, which uses interacting walkers to adapt to the covariance structure of the target distribution. We extend this ensem-ble sampler for the first time to infinite-dimensional func-tion spaces, yielding a highly efficient gradient-free MCMC algorithm. Because our ensemble sampler does not require gradients or posterior covariance estimates, it is simple to implement and broadly applicable. In many Bayes-ian inverse problems, Markov chain Monte Carlo (MCMC) meth-ods are needed to approximate distributions on infinite-dimensional function spaces, for example, in groundwater flow, medical imaging, and traffic flow. Yet designing efficient MCMC methods for function spaces has proved challenging. Recent gradi-ent-based MCMC methods preconditioned MCMC methods, and SMC methods have improved the computational efficiency of functional random walk. However, these samplers require gradi-ents or posterior covariance estimates that may be challenging to obtain. Calculating gradients is difficult or impossible in many high-dimensional inverse problems involving a numerical integra-tor with a black-box code base. Additionally, accurately estimating posterior covariances can require a lengthy pilot run or adaptation period. These concerns raise the question: is there a functional sampler that outperforms functional random walk without requir-ing gradients or posterior covariance estimates? To address this question, we consider a gradient-free sampler that avoids explicit covariance estimation yet adapts naturally to the covariance struc-ture of the sampled distribution. This sampler works by consider-ing an ensemble of walkers and interpolating and extrapolating between walkers to make a proposal. This is called the affine in-variant ensemble sampler (AIES), which is easy to tune, easy to parallelize, and efficient at sampling spaces of moderate dimen-sionality (less than 20). The main contribution of this work is to propose a functional ensemble sampler (FES) that combines func-tional random walk and AIES. To apply this sampler, we first cal-culate the Karhunen–Loeve (KL) expansion for the Bayesian prior distribution, assumed to be Gaussian and trace-class. Then, we use AIES to sample the posterior distribution on the low-wavenumber KL components and use the functional random walk to sample the posterior distribution on the high-wavenumber KL components. Alternating between AIES and functional random walk updates, we obtain our functional ensemble sampler that is efficient and easy to use without requiring detailed knowledge of the target dis-tribution. In past work, several authors have proposed splitting the Bayesian posterior into low-wavenumber and high-wavenumber components and then applying enhanced sampling to the low-wavenumber components. Yet compared to these other samplers, FES is unique in its simplicity and broad applicability. FES does not require any derivatives, and the need for derivative-free sam-plers has previously been emphasized. FES also eliminates the requirement for posterior covariance estimates. Lastly, FES is more efficient than other gradient-free samplers in our tests. In two nu-merical examples, we apply FES to challenging inverse problems that involve estimating a functional parameter and one or more scalar parameters. We compare the performance of functional random walk, FES, and an alternative derivative-free sampler that explicitly estimates the posterior covariance matrix. We conclude that FES is the fastest available gradient-free sampler for these challenging and multimodal test problems.

Keywords: Bayesian inverse problems, Markov chain Monte Carlo, infinite-dimensional inverse problems, dimensionality reduction

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Authors: Kanokwan Chancharoenchai

Abstract:

Economic growth can be considered as an important element of countries’ development process. For developing countries, like Thailand, to ensure the continuous growth of the economy, the Thai government usually implements various policies to stimulate economic growth. They may take the form of fiscal, monetary, trade, and other policies. Because of these different aspects, understanding factors relating to economic growth could allow the government to introduce the proper plan for the future economic stimulating scheme. Consequently, this issue has caught interest of not only policymakers but also academics. This study, therefore, investigates explanatory variables for economic growth in Thailand from 2005 to 2017 with a total of 52 quarters. The findings would contribute to the field of economic growth and become helpful information to policymakers. The investigation is estimated throughout the production function with non-linear Cobb-Douglas equation. The rate of growth is indicated by the change of GDP in the natural logarithmic form. The relevant factors included in the estimation cover three traditional means of production and implicit effects, such as human capital, international activity and technological transfer from developed countries. Besides, this investigation takes the internal and external instabilities into account as proxied by the unobserved inflation estimation and the real effective exchange rate (REER) of the Thai baht, respectively. The unobserved inflation series are obtained from the AR(1)-ARCH(1) model, while the unobserved REER of Thai baht is gathered from naive OLS-GARCH(1,1) model. According to empirical results, the AR(|2|) equation which includes seven significant variables, namely capital stock, labor, the imports of capital goods, trade openness, the REER of Thai baht uncertainty, one previous GDP, and the world financial crisis in 2009 dummy, presents the most suitable model. The autoregressive model is assumed constant estimator that would somehow cause the unbias. However, this is not the case of the recursive coefficient model from the state space model that allows the transition of coefficients. With the powerful state space model, it provides the productivity or effect of each significant factor more in detail. The state coefficients are estimated based on the AR(|2|) with the exception of the one previous GDP and the 2009 world financial crisis dummy. The findings shed the light that those factors seem to be stable through time since the occurrence of the world financial crisis together with the political situation in Thailand. These two events could lower the confidence in the Thai economy. Moreover, state coefficients highlight the sluggish rate of machinery replacement and quite low technology of capital goods imported from abroad. The Thai government should apply proactive policies via taxation and specific credit policy to improve technological advancement, for instance. Another interesting evidence is the issue of trade openness which shows the negative transition effect along the sample period. This could be explained by the loss of price competitiveness to imported goods, especially under the widespread implementation of free trade agreement. The Thai government should carefully handle with regulations and the investment incentive policy by focusing on strengthening small and medium enterprises.

Keywords: autoregressive model, economic growth, state space model, Thailand

Procedia PDF Downloads 122