arXiv subjects

Jonathan Gillard

Publications and source records attributed to Jonathan Gillard.

7 recordsLinked to original sources

arXiv2022

Hankel low-rank approximation and completion in time series analysis and forecasting: a brief review

In this paper we offer a review and bibliography of work on Hankel low-rank approximation and completion, with particular emphasis on how this methodology can be used for time series analysis and forecasting. We begin by describing possible formulations of the problem and offer commentary on related topics and challenges in obtaining globally optimal solutions. Key theorems are provided, and the paper closes with some expository examples.

math.NA↗

arXiv2020

Segmentation analysis and the recovery of queuing parameters via the Wasserstein distance: a study of administrative data for patients with chronic obstructive pulmonary disease

This work uses a data-driven approach to analyse how the resource requirements of patients with chronic obstructive pulmonary disease (COPD) may change, quantifying how those changes impact the hospital system with which the patients interact. This approach is composed of a novel combination of often distinct modes of analysis: segmentation, operational queuing theory, and the recovery of parameters from incomplete data. By combining these methods as presented here, this work demonstrates that potential limitations around the availability of fine-grained data can be overcome. Thus, finding useful operational results despite using only administrative data. The paper begins by finding a useful clustering of the population from this granular data that feeds into a multi-class M/M/c model, whose parameters are recovered from the data via parameterisation and the Wasserstein distance. This model is then used to conduct an informative analysis of the underlying queuing system and the needs of the population under study through several what-if scenarios. The analyses used to form and study this model consider, in effect, all types of patient arrivals and how those types impact the system. With that, this study finds that there are no quick solutions to reduce the impact of COPD patients on the system, including adding capacity to the system. In this analysis, the only effective intervention to reduce the strain caused by those presenting with COPD is to enact external policies which directly improve the overall health of the COPD population before they arrive at the hospital.

stat.AP↗

arXiv2020

Generic probabilistic modelling and non-homogeneity issues for the UK epidemic of COVID-19

Coronavirus COVID-19 spreads through the population mostly based on social contact. To gauge the potential for widespread contagion, to cope with associated uncertainty and to inform its mitigation, more accurate and robust modelling is centrally important for policy making. We provide a flexible modelling approach that increases the accuracy with which insights can be made. We use this to analyse different scenarios relevant to the COVID-19 situation in the UK. We present a stochastic model that captures the inherently probabilistic nature of contagion between population members. The computational nature of our model means that spatial constraints (e.g., communities and regions), the susceptibility of different age groups and other factors such as medical pre-histories can be incorporated with ease. We analyse different possible scenarios of the COVID-19 situation in the UK. Our model is robust to small changes in the parameters and is flexible in being able to deal with different scenarios. This approach goes beyond the convention of representing the spread of an epidemic through a fixed cycle of susceptibility, infection and recovery (SIR). It is important to emphasise that standard SIR-type models, unlike our model, are not flexible enough and are also not stochastic and hence should be used with extreme caution. Our model allows both heterogeneity and inherent uncertainty to be incorporated. Due to the scarcity of verified data, we draw insights by calibrating our model using parameters from other relevant sources, including agreement on average (mean field) with parameters in SIR-based models.

stat.AP↗

arXiv2020

A novel initialisation based on hospital-resident assignment for the k-modes algorithm

This paper presents a new way of selecting an initial solution for the k-modes algorithm that allows for a notion of mathematical fairness and a leverage of the data that the common initialisations from literature do not. The method, which utilises the Hospital-Resident Assignment Problem to find the set of initial cluster centroids, is compared with the current initialisations on both benchmark datasets and a body of newly generated artificial datasets. Based on this analysis, the proposed method is shown to outperform the other initialisations in the majority of cases, especially when the number of clusters is optimised. In addition, we find that our method outperforms the leading established method specifically for low-density data.

cs.LG↗

arXiv2019

Evolutionary Dataset Optimisation: learning algorithm quality through evolution

In this paper we propose a novel method for learning how algorithms perform. Classically, algorithms are compared on a finite number of existing (or newly simulated) benchmark datasets based on some fixed metrics. The algorithm(s) with the smallest value of this metric are chosen to be the `best performing'. We offer a new approach to flip this paradigm. We instead aim to gain a richer picture of the performance of an algorithm by generating artificial data through genetic evolution, the purpose of which is to create populations of datasets for which a particular algorithm performs well on a given metric. These datasets can be studied so as to learn what attributes lead to a particular progression of a given algorithm. Following a detailed description of the algorithm as well as a brief description of an open source implementation, a case study in clustering is presented. This case study demonstrates the performance and nuances of the method which we call Evolutionary Dataset Optimisation. In this study, a number of known properties about preferable datasets for the clustering algorithms known as (k)-means and DBSCAN are realised in the generated datasets.

cs.DS↗

arXiv2019

Recognising and evaluating the effectiveness of extortion in the Iterated Prisoner's Dilemma

Since the introduction of zero-determinant strategies, extortionate strategies have received considerable interest. While an interesting class of strategies, the definitions of extortionate strategies are algebraically rigid, apply only to memory-one strategies, and require complete knowledge of a strategy (memory-one cooperation probabilities). We describe a method to detect extortionate behaviour from the history of play of a strategy. When applied to a corpus of 204 strategies this method detects extortionate behaviour in well-known extortionate strategies as well others that do not fit the algebraic definition. The highest performing strategies in this corpus are able to exhibit selectively extortionate behavior, cooperating with strong strategies while exploiting weaker strategies, which no memory-one strategy can do. These strategies emerged from an evolutionary selection process and their existence contradicts widely-repeated folklore in the evolutionary game theory literature: complex strategies can be extraordinarily effective, zero-determinant strategies can be outperformed by non-zero determinant strategies, and longer memory strategies are able to outperform short memory strategies. Moreover, while resistance to extortion is critical for the evolution of cooperation, the extortion of weak opponents need not prevent cooperation between stronger opponents, and this adaptability may be crucial to maintaining cooperation in the long run.

cs.GT↗

arXiv2018

Structured low-rank matrix completion for forecasting in time series analysis

In this paper we consider the low-rank matrix completion problem with specific application to forecasting in time series analysis. Briefly, the low-rank matrix completion problem is the problem of imputing missing values of a matrix under a rank constraint. We consider a matrix completion problem for Hankel matrices and a convex relaxation based on the nuclear norm. Based on new theoretical results and a number of numerical and real examples, we investigate the cases when the proposed approach can work. Our results highlight the importance of choosing a proper weighting scheme for the known observations.

stat.ME↗