A mixture experiment is an experiments in which the q-ingredients are nonnegative and subject to the simplex restriction on the (q-1)-dimentional probability simplex. In this work , we investigate the robust A-optimal designs for mixture experiments with uncertainty on the linear, quadratic models considered by Scheffe' (1958). In Chan (2000), a review on the optimal designs including A-optimal designs are presented for each of the Scheffe's linear and quadratic models. We will use these results to find the robust A-optimal design for the linear and quadratic models under some robust A-criteria. It is shown with the two types of robust A-criteria defined here, there exists a convex combination of the individual A-optimal designs for linear and quadratic models respectively to be robust A-optimal. In the end, we compare efficiencies of these optimal designs with respect to different A-criteria.

A mixture experiment is an experiment in which the q-ingredients {xi,i=1,...,q} are nonnegative and subject to the simplex restriction sum_{i=1}^q x_i=1 on the (q-1)-dimensional probability simplex S^{q-1}. In this work, we investigate the robust D-optimal designs for mixture experiments with consideration on uncertainties in the Scheffe's linear, quadratic and cubic model without 3-way effects. The D-optimal designs for each of the Scheffe's models are used to find the robust D-optimal designs. With uncertianties on the Scheffe's linear and quadratic models, the optimal convex combination of the two model's D-optimal designs can be proved to be a robust D-optimal design. For the case of the Scheffe's linear and cubic model without 3-way effects, we have some numerical results about the robust D-optimal designs, as well as that for Scheffe's linear, quadratic and cubic model without 3-way effects. Ultimately, we discuss the efficiency of a maxmin type criterion D_r under given the robust D-optimal designs for the Scheffe's linear and quadratic models.

In order to reduce the detrimental effects of inter-area oscillations on system stability, it is possible to use Linear Matrix Inequalities (LMIs) to design a multi-objective state feedback. The LMI optimization finds a control law that stabilizes several contingencies simultaneously using a polytopic model of the system. However, the number of cases to be considered is limited by computational complexity which increases the chances of infeasibility. In order to circumvent this problem, this paper presents a method for solving multiple polytopic problems having a common base case. The proposed algorithm determines the necessary polytopic control for a particular contingency and classifies the data as belonging to that polytopic domain. The technique has been tested on an 8-machine, 13 bus, system and has been found to give satisfactory results. / Master of Science

Neste trabalho uma nova estratégia de combinação de filtros adaptativos é apresentada e estudada. Inspirada por esquemas incrementais e filtragem adaptativa cooperativa, a combinação convexa usual de filtros em paralelo e independentes é reestruturada como uma configuração série-cooperativa, sem aumento da complexidade computacional. Dois novos algoritmos são projetados utilizando Recursive Least-Squares (RLS) e Least-Mean-Squares (LMS) como subfiltros que compõem a combinação. Para avaliar a performance da estrutura incremental, uma análise de média quadrática é realizada. Esta é feita assumindo que os combinadores têm valores fixos, de forma a permitir o estudo da universalidade da estrutura desacoplada da dinâmica do supervisor. As simulações realizadas mostram uma boa concordância com o modelo teórico obtido. / In this work a new strategy for combination of adaptive filters is introduced and studied. Inspired by incremental schemes and cooperative adaptive filtering, the standard convex combination of parallel-independent filters is rearranged into a series-cooperative configuration, while preserving computational complexity. Two new algorithms are derived employing Recursive Least-Squares (RLS) and Least-Mean-Squares (LMS) algorithms as the component filters. In order to assess the performance of the incremental structure, tracking and steady-state mean-square analysis is derived. The analysis is carried out assuming the combiners are fixed, so that the universality of the new structure may be studied decoupled from the supervisor\'s dynamics. The resulting analytical model shows good agreement with simulation results.

Neste trabalho uma nova estratégia de combinação de filtros adaptativos é apresentada e estudada. Inspirada por esquemas incrementais e filtragem adaptativa cooperativa, a combinação convexa usual de filtros em paralelo e independentes é reestruturada como uma configuração série-cooperativa, sem aumento da complexidade computacional. Dois novos algoritmos são projetados utilizando Recursive Least-Squares (RLS) e Least-Mean-Squares (LMS) como subfiltros que compõem a combinação. Para avaliar a performance da estrutura incremental, uma análise de média quadrática é realizada. Esta é feita assumindo que os combinadores têm valores fixos, de forma a permitir o estudo da universalidade da estrutura desacoplada da dinâmica do supervisor. As simulações realizadas mostram uma boa concordância com o modelo teórico obtido. / In this work a new strategy for combination of adaptive filters is introduced and studied. Inspired by incremental schemes and cooperative adaptive filtering, the standard convex combination of parallel-independent filters is rearranged into a series-cooperative configuration, while preserving computational complexity. Two new algorithms are derived employing Recursive Least-Squares (RLS) and Least-Mean-Squares (LMS) algorithms as the component filters. In order to assess the performance of the incremental structure, tracking and steady-state mean-square analysis is derived. The analysis is carried out assuming the combiners are fixed, so that the universality of the new structure may be studied decoupled from the supervisor\'s dynamics. The resulting analytical model shows good agreement with simulation results.

No description available.

[EN] Common audio systems are designed with the intent of creating real and immersive scenarios that allow the user to experience a particular acoustic sensation that does not depend on the room he is perceiving the sound. However, acoustic devices and multichannel rendering systems working inside a room, can impair the global audio effect and thus the 3D spatial sound. In order to preserve the spatial sound characteristics of multichannel rendering techniques, adaptive filtering schemes are presented in this dissertation to compensate these electroacoustic effects and to achieve the immersive sensation of the desired acoustic system. Adaptive filtering offers a solution to the room equalization problem that is doubly interesting. First of all, it iteratively solves the room inversion problem, which can become computationally complex to obtain when direct methods are used. Secondly, the use of adaptive filters allows to follow the time-varying room conditions. In this regard, adaptive equalization (AE) filters try to cancel the echoes due to the room effects. In this work, we consider this problem and propose effective and robust linear schemes to solve this equalization problem by using adaptive filters. To do this, different adaptive filtering schemes are introduced in the AE context. These filtering schemes are based on three strategies previously introduced in the literature: the convex combination of filters, the biasing of the filter weights and the block-based filtering. More specifically, and motivated by the sparse nature of the acoustic impulse response and its corresponding optimal inverse filter, we introduce different adaptive equalization algorithms. In addition, since audio immersive systems usually require the use of multiple transducers, the multichannel adaptive equalization problem should be also taken into account when new single-channel approaches are presented, in the sense that they can be straightforwardly extended to the multichannel case. On the other hand, when dealing with audio devices, consideration must be given to the nonlinearities of the system in order to properly equalize the electroacoustic system. For that purpose, we propose a novel nonlinear filtered-x approach to compensate both room reverberation and nonlinear distortion with memory caused by the amplifier and loudspeaker devices. Finally, it is important to validate the algorithms proposed in a real-time implementation. Thus, some initial research results demonstrate that an adaptive equalizer can be used to compensate room distortions. / [ES] Los sistemas de audio actuales están diseñados con la idea de crear escenarios reales e inmersivos que permitan al usuario experimentar determinadas sensaciones acústicas que no dependan de la sala o situación donde se esté percibiendo el sonido. Sin embargo, los dispositivos acústicos y los sistemas multicanal funcionando dentro de salas, pueden perjudicar el efecto global sonoro y de esta forma, el sonido espacial 3D. Para poder preservar las características espaciales sonoras de los sistemas de reproducción multicanal, en esta tesis se presentan los esquemas de filtrado adaptativo para compensar dichos efectos electroacústicos y conseguir la sensación inmersiva del sistema sonoro deseado. El filtrado adaptativo ofrece una solución al problema de salas que es interesante por dos motivos. Por un lado, resuelve de forma iterativa el problema de inversión de salas, que puede llegar a ser computacionalmente costoso para los métodos de inversión directos existentes. Por otro lado, el uso de filtros adaptativos permite seguir las variaciones cambiantes de los efectos de la sala de escucha. A este respecto, los filtros de ecualización adaptativa (AE) intentan cancelar los ecos introducidos por la sala de escucha. En esta tesis se considera este problema y se proponen esquemas lineales efectivos y robustos para resolver el problema de ecualización mediante filtros adaptativos. Para conseguirlo, se introducen diferentes esquemas de filtrado adaptativo para AE. Estos esquemas de filtrado se basan en tres estrategias ya usadas en la literatura: la combinación convexa de filtros, el sesgado de los coeficientes del filtro y el filtrado basado en bloques. Más especificamente y motivado por la naturaleza dispersiva de las respuestas al impulso acústicas y de sus correspondientes filtros inversos óptimos, se presentan diversos algoritmos adaptativos de ecualización específicos. Además, ya que los sistemas de audio inmersivos requieren usar normalmente múltiples trasductores, se debe considerar también el problema de ecualización multicanal adaptativa cuando se diseñan nuevas estrategias de filtrado adaptativo para sistemas monocanal, ya que éstas deben ser fácilmente extrapolables al caso multicanal. Por otro lado, cuando se utilizan dispositivos acústicos, se debe considerar la existencia de no linearidades en el sistema elactroacústico, para poder ecualizarlo correctamente. Por este motivo, se propone un nuevo modelo no lineal de filtrado-x que compense a la vez la reverberación introducida por la sala y la distorsión no lineal con memoria provocada por el amplificador y el altavoz. Por último, es importante validar los algoritmos propuestos mediante implementaciones en tiempo real, para asegurarnos que pueden realizarse. Para ello, se presentan algunos resultados experimentales iniciales que muestran la idoneidad de la ecualización adaptativa en problemas de compensación de salas. / [CAT] Els sistemes d'àudio actuals es dissenyen amb l'objectiu de crear ambients reals i immersius que permeten a l'usuari experimentar una sensació acústica particular que no depèn de la sala on està percebent el so. No obstant això, els dispositius acústics i els sistemes de renderització multicanal treballant dins d'una sala poden arribar a modificar l'efecte global de l'àudio i per tant, l'efecte 3D del so a l'espai. Amb l'objectiu de conservar les característiques espacials del so obtingut amb tècniques de renderització multicanal, aquesta tesi doctoral presenta esquemes de filtrat adaptatiu per a compensar aquests efectes electroacústics i aconseguir una sensació immersiva del sistema acústic desitjat. El filtrat adaptatiu presenta una solució al problema d'equalització de sales que es interessant baix dos punts de vista. Per una banda, el filtrat adaptatiu resol de forma iterativa el problema inversió de sales, que pot arribar a ser molt complexe computacionalment quan s'utilitzen mètodes directes. Per altra banda, l'ús de filtres adaptatius permet fer un seguiment de les condicions canviants de la sala amb el temps. Més concretament, els filtres d'equalització adaptatius (EA) intenten cancel·lar els ecos produïts per la sala. A aquesta tesi, considerem aquest problema i proposem esquemes lineals efectius i robustos per a resoldre aquest problema d'equalització mitjançant filtres adaptatius. Per aconseguir-ho, diferent esquemes de filtrat adaptatiu es presenten dins del context del problema d'EA. Aquests esquemes de filtrat es basen en tres estratègies ja presentades a l'estat de l'art: la combinació convexa de filtres, el sesgat dels pesos del filtre i el filtrat basat en blocs. Més concretament, i motivat per la naturalesa dispersa de la resposta a l'impuls acústica i el corresponent filtre òptim invers, presentem diferents algorismes d'equalització adaptativa. A més a més, com que els sistemes d'àudio immersiu normalment requereixen l'ús de múltiples transductors, cal considerar també el problema d'equalització adaptativa multicanal quan es presenten noves solucions de canal simple, ja que aquestes s'han de poder estendre fàcilment al cas multicanal. Un altre aspecte a considerar quan es treballa amb dispositius d'àudio és el de les no linealitats del sistema a l'hora d'equalitzar correctament el sistema electroacústic. Amb aquest objectiu, a aquesta tesi es proposa una nova tècnica basada en filtrat-x no lineal, per a compensar tant la reverberació de la sala com la distorsió no lineal amb memòria introduïda per l'amplificador i els altaveus. Per últim, és important validar la implementació en temps real dels algorismes proposats. Amb aquest objectiu, alguns resultats inicials demostren la idoneïtat de l'equalització adaptativa en problemes de compensació de sales. / Fuster Criado, L. (2015). Linear and nonlinear room compensation of audio rendering systems [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/59459 / TESIS

Diese Dissertation konzentriert sich auf das hochdimensionale Financial Engineering, insbesondere in der Dependenzmodellierung und der sequentiellen Überwachung. Im Bereich der Dependenzmodellierung wird eine Einführung hochdimensionaler Kopula vorgestellt, die sich auf den Stand der Forschung in Kopula konzentriert. Eine komplexere Anwendung im Financial Engineering, bei der eine hochdimensionale Kopula verwendet wird, konzentriert sich auf die Bepreisung von Portfolio-ähnlichen Kreditderivaten, d. h. CDX-Tranchen (Credit Default Swap Index). In diesem Teil wird die konvexe Kombination von Kopulas in der CDX-Tranche mit Komponenten aus der elliptischen Kopula-Familie (Gaussian und Student-t), archimedischer Kopula-Familie (Frank, Gumbel, Clayton und Joe) und hierarchischer archimedischer Kopula-Familie vorgeschlagen. Im Abschnitt über finanzielle Überwachung konzentriert sich das Kapitel auf die Überwachung von hochdimensionalen Portfolios (in den Dimensionen 5, 29 und 90) durch die Entwicklung eines nichtparametrischen multivariaten statistischen Prozesssteuerungsdiagramms, d.h. eines Energietest-basierten Kontrolldiagramms (ETCC). Um die weitere Forschung und Praxis der nichtparametrischen multivariaten statistischen Prozesskontrolle zu unterstützen, die in dieser Dissertation entwickelt wurde, wird ein R-Paket "EnergyOnlineCPM" entwickelt. Dieses Paket wurde im Moment akzeptiert und veröffentlicht im Comprehensive R Archive Network (CRAN), welches das erste Paket ist, das die Verschiebung von Mittelwert und Kovarianz online überwachen kann. / This dissertation focuses on the high dimensional financial engineering, especially in dependence modeling and sequential surveillance. In aspect of dependence modeling, an introduction of high dimensional copula concentrating on state-of-the-art research in copula is presented. A more complex application in financial engineering using high dimensional copula is concentrated on the pricing of the portfolio-like credit derivative, i.e. credit default swap index (CDX) tranches. In this part, the convex combination of copulas is proposed in CDX tranche pricing with components stemming from elliptical copula family (Gaussian and Student-t), Archimedean copula family (Frank, Gumbel, Clayton and Joe) and hierarchical Archimedean copula family used in some publications. In financial surveillance part, the chapter focuses on the monitoring of high dimensional portfolios (in 5, 29 and 90 dimensions) by development of a nonparametric multivariate statistical process control chart, i.e. energy test based control chart (ETCC). In order to support the further research and practice of nonparametric multivariate statistical process control chart devised in this dissertation, an R package "EnergyOnlineCPM" is developed. At moment, this package has been accepted and published in the Comprehensive R Archive Network (CRAN), which is the first package that can online monitor the shift in mean and covariance jointly.

Submitted by Sáboia Nágila (nagila.saboia01@gmail.com) on 2016-07-29T14:09:40Z No. of bitstreams: 1 Disertação-Anibrata Pal.pdf: 1139751 bytes, checksum: a29e1923e75e239365abac2dc74c7f40 (MD5) / Approved for entry into archive by Divisão de Documentação/BC Biblioteca Central (ddbc@ufam.edu.br) on 2016-08-15T17:54:46Z (GMT) No. of bitstreams: 1 Disertação-Anibrata Pal.pdf: 1139751 bytes, checksum: a29e1923e75e239365abac2dc74c7f40 (MD5) / Approved for entry into archive by Divisão de Documentação/BC Biblioteca Central (ddbc@ufam.edu.br) on 2016-08-15T17:57:29Z (GMT) No. of bitstreams: 1 Disertação-Anibrata Pal.pdf: 1139751 bytes, checksum: a29e1923e75e239365abac2dc74c7f40 (MD5) / Made available in DSpace on 2016-08-15T17:57:29Z (GMT). No. of bitstreams: 1 Disertação-Anibrata Pal.pdf: 1139751 bytes, checksum: a29e1923e75e239365abac2dc74c7f40 (MD5) Previous issue date: 2016-04-19 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / The world of information retrieval revolves around web search engines. Text search engines are one of the most important source for routing information. The web search engines index huge volumes of data and handles billions of documents. The learn to rank methods have been adopted in the recent past to generate high quality answers for the search engines. The ultimate goal of these systems are to provide high quality results and, at the same time, reduce the computational time for query processing. Drawing direct correlation from the aforementioned fact; reading from smaller or compact indexes always accelerate data read or in other words, reduce computational time during query processing. In this thesis we study about using learning to rank method to not only produce high quality ranking of search results, but also to optimize another important aspect of search systems, the compression achieved in their indexes. We show that it is possible to achieve impressive gains in search engine index compression with virtually no loss in the final quality of results by using simple, yet effective, multi objective optimization techniques in the learning process. We also used basic pruning techniques to find out the impact of pruning in the compression of indexes. In our best approach, we were able to achieve more than 40% compression of the existing index, while keeping the quality of results at par with methods that disregard compression. / Máquinas de busca web para a web indexam grandes volumes de dados, lidando com coleções que muitas vezes são compostas por dezenas de bilhões de documentos. Métodos aprendizagem de máquina têm sido adotados para gerar as respostas de alta qualidade nesses sistemas e, mais recentemente, há métodos de aprendizagem de máquina propostos para a fusão de evidências durante o processo de indexação das bases de dados. Estes métodos servem então não somente para melhorar a qualidade de respostas em sistemas de busca, mas também para reduzir custos de processamento de consultas. O único método de fusão de evidências em tempo de indexação proposto na literatura tem como foco exclusivamente o aprendizado de funções de fusão de evidências que gerem bons resultados durante o processamento de consulta, buscando otimizar este único objetivo no processo de aprendizagem. O presente trabalho apresenta uma proposta onde utiliza-se o método de aprendizagem com múltiplos objetivos, visando otimizar, ao mesmo tempo, tanto a qualidade de respostas produzidas quando o grau de compressão do índice produzido pela fusão de rankings. Os resultados apresentados indicam que a adoção de um processo de aprendizagem com múltiplos objetivos permite que se obtenha melhora significativa na compressão dos índices produzidos sem que haja perda significativa na qualidade final do ranking produzido pelo sistema.

<p>Contest outcomes often involve some mix of skill and chance.  In three essays, I vary the sources of noise and show how player actions either influence, or are influenced by, noise.  I begin with a classic multi-battle contest, the Colonel Blotto game.  Due to his disadvantage in resources, the weak player in this contest stochastically distributes resources to a subset of battlefields while neglecting all others in an attempt to achieve a positive payoff.  In contrast, the strong player evenly distributes his resources in order to defend all battlefields, while randomly assigning extra resources to some.  Because the weak player benefits from randomizing over larger numbers of battlefields, a strong player has incentive to decrease the range over which the weak player can randomize.  When battlefields are exogenously partitioned into subsets, or \textit{fronts}, he is able to do this by decentralizing his forces to each front in a stage prior to the distribution of forces to battlefields and actual conflict.  These allocations are permanent, and each subset of battlefields effectively becomes its own, independent Blotto subgame.  I show that there exist parameter regions in which the strong player's unique equilibrium payoffs with decentralization are strictly higher than the unique equilibrium payoffs without decentralization.</p> <p><br></p> <p>In my second paper, I show how sources of exogenous noise, what Clausewitz referred to as the ``fog of war," obscure developments on the battlefield from the view of a military leader, while individual inexperience and lack of expertise in a particular situation influence his decisionmaking.  I model both forms of uncertainty using the decentralized Colonel Blotto game from the first chapter.  To do so, I first test the robustness of allocation-stage subgame perfect equilibria by changing the contest success function to a lottery, then I find the players' quantal response equilibria (QRE) to show how individual decision-making is impacted by bounded rationality and noisy best responses, represented by a range of psi values in the logit QRE.  I find that player actions rely significantly less on decentralization strategies under the lottery CSF compared to the case of the all-pay auction, owing mainly to the increased exogenous noise.  Moreover, agent QRE and heterogeneous QRE approximate subgame perfect equilibria for high values of psi in the case of an all-pay auction, but under the lottery CSF, QRE is largely unresponsive to changes in psi due to the increase in exogenous noise.</p> <p><br></p> <p>Finally, I examine a potential method for introducing noise into the all-pay auction (APA) contest success function (CSF) utilized in the Colonel Blotto games of the first two chapters.  Many contests are fundamentally structured as APA, yet there is a tendency in the empirical literature to utilize a lottery CSF when stochastic outcomes are possible or the tractability of pure strategy equilibria is desired.  However, previous literature has shown that using a lottery CSF sacrifices multiple distinguishing characteristics of the APA, such as the mixed strategy equilibria described by Baye, Kovenock, and de Vries (1996), the exclusion principle of Baye, Kovenock, and de Vries (1993), and the caps on lobbying principle of Che and Gale (1998).  I overcome this by formulating an APA that incorporates noise and retains the defining characteristics of an auction by forming a convex combination of the APA and fair lottery with the risk parameter lambda.  I prove that equilibria hold by following the proofs of Baye et al. (1996, 1993) and Che and Gale (1998), and I show the new CSF satisfies the axioms of Skaperdas (1996).  While player and auctioneer actions, payments, and revenues in the noisy APA adhere closely to the those of the APA for low levels of noise, the effect of discounted expected payoffs results in lower aggregate payments and payoffs when noise is high.  Finally, I show the noisy APA is only noise equivalent to the lottery CSF when lambda = 0, i.e., the fair lottery.</p>