On universal hypotheses testing via large deviations

A prototype problem in hypotheses testing is discussed. The problem of deciding whether an i.i.d. sequence of random variables has originated from a known source P₁ or an unknown source P₂ is considered. The exponential rate of decrease in type II probability of error under a constraint on the minimal rate of decrease in type I probability of error is chosen for a criterion of optimality. Using large deviations estimates, a decision rule that is based on the relative entropy of the empirical measure with respect to P₁ is proposed. In the case of discrete random variables, this approach yields weaker results than the combinatorial approach used by Hoeffding (1965). However, it enables the analysis to be extended to the general case of Rⁿ-valued random variables. Finally, the results are extended to the case where P₁ is an unknown parameter-dependent distribution that is known to belong to a set of distributions (P⁰₁, &thetas;∈Θ)     

Indexing in-network trajectory flows

Indexing moving objects (MO) is a hot topic in the field of moving objects databases since many years. An impressive number of access methods have been proposed to optimize the processing of MO-related queries. Several methods have focused on spatio-temporal range queries, which represent the foundation of MO trajectory queries. Surprisingly, only a few of them consider that the objects movements are constrained. This is an important aspect for several reasons ranging from better capturing the relationship between the trajectory and the network space to more accurate trajectory representation with lower storage requirements. In this paper, we propose T-PARINET, an access method to efficiently retrieve the trajectories of objects moving in networks. T-PARINET is designed for continuous indexing of trajectory data flows. The cornerstone of T-PARINET is PARINET, an efficient index for historical trajectory data. The structure of PARINET is based on a combination of graph partitioning and a set of composite B⁺-tree local indexes. Because the network can be modeled using graphs, the partitioning of the trajectory data makes use of graph partitioning theory and can be tuned for a given query load and a given data distribution in the network space. The tuning process is built on a good quality cost model that is supplied with PARINET. The advantage of having a cost model is twofold; it allows a better integration of the index into the query optimizer of any DBMS, and it permits tuning the index structure for better performance. The tuning process can be performed before the index creation in the case of historical data or online in the case of indexing data flows. In fact, massive online updates can degrade the index quality, which can be measured by the cost model. We propose a specific maintenance process that results into T-PARINET. We study different types of queries and provide an optimized configuration for several scenarios. T-PARINET can easily be integrated into any RDBMS, which is an essential asset particularly for industrial or commercial applications. The experimental evaluation under an off-the-shelf DBMS shows that our method is robust. It also significantly outperforms the reference R-tree-based access methods for in-network trajectory databases.     

Smart preserving of cultural heritage with PACT-ART

Preserving cultural heritage is one of the most intricate jobs that need to be performed with a lot of caution. Transporting artworks on the other hand, i.e., getting them out of their home museums and exposing them in uncontrollable and dynamic environments, makes preservation even harder. So far, museums try to contend against the dynamic context during transportation by employing high-class transport cases. However, no attempts are made to exploit the science of data. In this paper, we make use of the ubiquity of sensors and IoT devices, combined with advanced predictive analytics in order to manage processes based on their context and to anticipate challenging run-time violations. Our approach is tested on real datasets and transport scenarios to prove its efficiency.

     

A note on the memory length of optimal nonlinear filters

Consider the one-dimensional filtering problem with state diffusion coefficient ^γ and observation noise coefficient ^1−γ, where is fixed. In the regime →0, we provide an example of state dynamics and a corresponding asymptotically optimal filter whose memory length is short in a strong sense. This stands in contrast with the behavior of the correlation memory length, proposed in [7], which stays bounded away from zero as →0.     

On the joint nonlinear filtering-smoothing of diffusion processes

The smoothing of diffusions dx_t = f(x_t) dt + σ(x_t) dw_t, measured by a noisy sensor dy_t = h(x_t) dt + dv_t, where w_t and v_t are independent Wiener processes, is considered in this paper. By focussing our attention on the joint p.d.f. of (x_τ x_t), 0 ≤ τ < t, conditioned on the observation path {y_s, 0 ≤ s ≤ t}, the smoothing problem is represented as a solution of an appropriate joint filtering problem of the process, together with its random initial conditions. The filtering problem thus obtained possesses a solution represented by a Zakai-type forward equation. This solution of the smoothing problem differs from the common approach where, by concentrating on the conditional p.d.f. of x_τ alone, a set of ‘forward and reverse’ equations needs to be solved.     

Nonsingular Terminal Sliding Mode Control With Ultra-Local Model and Single Input Interval Type-2 Fuzzy Logic Control for Pitch Control of Wind Turbines

As wind energy is becoming one of the fastestgrowing renewable energy resources,controlling large-scale wind turbines remains a challenging task due to its system model nonlinearities and high external uncertainties.The main goal of the current work is to propose an intelligent control of the wind turbine system without the need for model identification.For this purpose,a novel model-independent nonsingular terminal slidingmode control(MINTSMC)using the basic principles of the ultralocal model(ULM)and combined with the single input interval type-2 fuzzy logic control(SIT2-FLC)is developed for non-linear wind turbine pitch angle control.In the suggested control framework,the MINTSMC scheme is designed to regulate the wind turbine speed rotor,and a sliding-mode(SM)observer is adopted to estimate the unknown phenomena of the ULM.The auxiliary SIT2-FLC is added in the model-independent control structure to improve the rotor speed regulation and compensate for the SM observation estimation error.Extensive examinations and comparative analyses were made using a real-time softwarein-the-loop(RT-SiL)based on the dSPACE 1202 board to appraise the efficiency and applicability of the suggested modelindependent scheme in a real-time testbed.     

Central limit theorem and large deviations of the fading Wyner cellular model via product of random matrices theory

We apply the theory of products of random matrices to the analysis of multi-user communication channels similar to the Wyner model, which are characterized by short-range intra-cell broadcasting. We study fluctuations of the per-cell sum-rate capacity in the non-ergodic regime and provide results of the type of the central limit theorem (CLT) and large deviations (LD). Our results show that CLT fluctuations of the per-cell sum-rate C _m are of order \(1/\sqrt m \), where m is the number of cells, whereas they are of order 1/m in classical random matrix theory. We also show an LD regime of the form P(|C _m ? C| > ?) ≤ e ^?mα with α = α(?) > 0 and C = \(\mathop {\lim }\limits_{m \to \infty } \) C _m , as opposed to the rate \(e^{ - m^2 \alpha } \) in classical random matrix theory.     

On the non-existence of stationary diffusions which satisfy the Bene condition

The one-dimensional diffusion x_t satisfying dx_t = f(x_t)dt + dw_t, where w_t is a standard Brownian motion and f(x) satisfies the Bene condition f′(x) + f²(x) = ax² + bx + c for all real x, is considered. It is shown that this diffusion does not admit a stationary probability measure except for the linear case f(x) = αx + β, α < 0.     

On tests for normality

The problem of deciding whether a sample of a random field was generated by a Gaussian distribution is considered. Based on extensions of large deviation estimates due to M.D. Donsker and S.R.S. Varadhan (1985), a test that is optimal in a generalized Neyman-Pearson sense is proposed. This test turns out to depend on properties of the entropy of Gaussian processes and does not depend on cumulant computations