We consider the traffic data reconstruction problem. Suppose we have the traffic data of an entire city that are incomplete because some road data are unobserved. The problem is to reconstruct the unobserved parts of the data. In this paper, we propose a new method to reconstruct incomplete traffic data collected from various traffic sensors. Our approach is based on Markov random field modeling of road traffic. The reconstruction is achieved by using mean-field method and a machine learning method. We numerically verify the performance of our method using realistic simulated traffic data for the real road network of Sendai, Japan.

As the education fees are becoming more expe nsive, more students apply for scholarships. Consequently, hundreds and even thousands of applicati ons need to be handled by the sponsor. To solve the problems, some alternatives based on several attri butes (criteria) need to be selected. In order to make a decision on such fuzzy problems, Fuzzy Multiple Attribute Decision Making (FMDAM) can be applied. In this study, Unified Modeling Language (UML) in FMADM with TOPSIS and Weighted Product (WP) methods is applied to select the candidates for ac ademic and non-academic scholarships at Universitas Islam Negeri Sunan Kalijaga. Data used were a crisp and fuzzy data. The result s show that TOPSIS and Weighted Product FMADM methods can be used to se lect the most suitable candidates to receive the scholarships since the preference values applied in this method can show applicants with the highest eligibility.

We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic programming for small to medium sized problems. However, due to the "curse of dimensionality", MDPs that model real-life problems are typically prohibitively large for such approaches. In this work we employ a reinforcement learning approach to tackle this planning problem: we develop a robust approximate dynamic programming method based on a projected fixed point equation to approximately solve large scale robust MDPs. We show that the proposed method provably succeeds under certain technical conditions, and demonstrate its effectiveness through simulation of an option pricing problem. To the best of our knowledge, this is the first attempt to scale up the robust MDPs paradigm.

A risk assessment method is then used to identify the flood risk in each community using the following risk factors: the area's urbanized area ratio, literacy rate, mortality rate, poverty incidence, radio/TV penetration, and state of structural and nonstructural measures. Vulnerability is defined as a weighted-sum of these components. A „penalty‟ was imposed for reduced vulnerability. Optimization comparison was done with MatLab‟s Genetic Algorithms and Simulated Annealing; Results showed „extreme‟ solutions and realistic designs, for simulated annealing and genetic algorithm, respectively. INTRODUCTION Disaster Risk Management (DRM) at the local, regional, and global scale continues to generate great research interest of a complex, multidisciplinary nature, involving the interplay of scientific, social, economic, and political dimensions. Driven by the series of disasters of increasing frequency and magnitude, DRM meaning and context has evolved into an internationally accepted definition: a systemic approach to identifying, assessing and reducing risk of all kinds associated with hazards and human activities with identified operational and practical disaster risk reduction initiatives. These initiatives have been clarified by the international community through UN‟s 2005 World Conference on Disaster Reduction in Kobe, Japan and accepted as the DRR framework, known as the Hyogo Framework of Action [1]. The ultimate objective of all DRM initiatives remains simple: reduce the loss of lives and property, and improve the capacity of communities to cope with disasters. The 2005 Hyogo Framework of Action (HFA) has been used to review UN member states‟ respective DRM initiatives.

Our aim is to compute the minimal data-set implied by the assertions of the English language, extract it from the database, and store it in files of our own format. Towards this direction we read the table of assertions (conceptnet assertion) and keep the entries that have their language id set to en. According to Table A.1 in Appendix A, every assertion is associated with entries from the database tables conceptnet concept (Table A.2), conceptnet relation (Table A.3), nl frequency (Table A.4), conceptnet frame (Table A.5), conceptnet surfaceform (Table A.6), and conceptnet rawassertion (Table A.7). Through conceptnet rawassertion the assertions are also associated with the actual sentences which are located in the table corpus sentence (Table A.6). Moreover, we do not need any other table from the database, as the important entries from all the above tables are contained in among these tables. It turns out that reading once the assertions and then all the entries referenced from the assertions in the English language is not enough to produce a minimal consistent data-set. Section 1.1 explains why, and gives a high-level overview of the process that we follow in order to compute the closure of the data-set implied by the assertions of the English language. However, before we describe these reasons we mention which fields we are going to keep from each table of the original ConceptNet 4 database.

In modeling multivariate time series, it is important to allow time-varying smoothness in the mean and covariance process. In particular, there may be certain time intervals exhibiting rapid changes and others in which changes are slow. If such time-varying smoothness is not accounted for, one can obtain misleading inferences and predictions, with over-smoothing across erratic time intervals and under-smoothing across times exhibiting slow variation. This can lead to mis-calibration of predictive intervals, which can be substantially too narrow or wide depending on the time. We propose a locally adaptive factor process for characterizing multivariate mean-covariance changes in continuous time, allowing locally varying smoothness in both the mean and covariance matrix. This process is constructed utilizing latent dictionary functions evolving in time through nested Gaussian processes and linearly related to the observed data with a sparse mapping. Using a differential equation representation, we bypass usual computational bottlenecks in obtaining MCMC and online algorithms for approximate Bayesian inference. The performance is assessed in simulations and illustrated in a financial application.

Answer Set Programming (ASP) is a truly-declarative programming paradigm proposed in the area of non-monotonic reasoning and logic programming, that has been recently employed in many applications. The development of efficient ASP systems is, thus, crucial. Having in mind the task of improving the solving methods for ASP, there are two usual ways to reach this goal: $(i)$ extending state-of-the-art techniques and ASP solvers, or $(ii)$ designing a new ASP solver from scratch. An alternative to these trends is to build on top of state-of-the-art solvers, and to apply machine learning techniques for choosing automatically the "best" available solver on a per-instance basis. In this paper we pursue this latter direction. We first define a set of cheap-to-compute syntactic features that characterize several aspects of ASP programs. Then, we apply classification methods that, given the features of the instances in a {\sl training} set and the solvers' performance on these instances, inductively learn algorithm selection strategies to be applied to a {\sl test} set. We report the results of a number of experiments considering solvers and different training and test sets of instances taken from the ones submitted to the "System Track" of the 3rd ASP Competition. Our analysis shows that, by applying machine learning techniques to ASP solving, it is possible to obtain very robust performance: our approach can solve more instances compared with any solver that entered the 3rd ASP Competition. (To appear in Theory and Practice of Logic Programming (TPLP).)

We consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian distribution methods, usually involve non-convex minimization problems. Recently, it was shown that the underlying principle behind their success is an extended form of convexity over the geodesics in the manifold of positive definite matrices. A modern approach to improve estimation accuracy is to exploit prior knowledge via additional constraints, e.g., restricting the attention to specific classes of covariances which adhere to prior symmetry structures. In this paper, we prove that such group symmetry constraints are also geodesically convex and can therefore be incorporated into various non-Gaussian covariance estimators. Practical examples of such sets include: circulant, persymmetric and complex/quaternion proper structures. We provide a simple numerical technique for finding maximum likelihood estimates under such constraints, and demonstrate their performance advantage using synthetic experiments.

Divergences and distributions are deeply related concepts studied extensively in various fields. This paper is another attempt that casts their relations specifically into that of beta divergences and dispersion models and studies accordingly. The main consequence of this study is that beta divergence and (half of) statistical deviance are represented identical equations and they are, therefore, equivalent measures. In this respect, formulation of beta divergence is generalized and thus is extended beyond its Tweedie related classical forms [1], [2], [3], [4] and is aligned with exponential dispersion models. This is achieved by defining beta divergences as a function of so-called variance functions of exponential dispersion models. One immediate consequence is that we can compute beta divergence for non-Tweedie models such as negative binomial or hyperbolic secant distribution.

We consider how selfish agents are likely to share revenues derived from maintaining connectivity between important network servers. We model a network where a failure of one node may disrupt communication between other nodes as a cooperative game called the vertex Connectivity Game (CG). In this game, each agent owns a vertex, and controls all the edges going to and from that vertex. A coalition of agents wins if it fully connects a certain subset of vertices in the graph, called the primary vertices. Power indices measure an agent's ability to affect the outcome of the game. We show that in our domain, such indices can be used to both determine the fair share of the revenues an agent is entitled to, and identify significant possible points of failure affecting the reliability of communication in the network. We show that in general graphs, calculating the Shapley and Banzhaf power indices is #P-complete, but suggest a polynomial algorithm for calculating them in trees. We also investigate finding stable payoff divisions of the revenues in CGs, captured by the game theoretic solution of the core, and its relaxations, the epsilon-core and least core. We show a polynomial algorithm for computing the core of a CG, but show that testing whether an imputation is in the epsilon-core is coNP-complete. Finally, we show that for trees, it is possible to test for epsilon-core imputations in polynomial time.