Structural equation models and Bayesian networks have been widely used to study causal relationships between continuous variables. Recently, a non-Gaussian method called LiNGAM was proposed to discover such causal models and has been extended in various directions. An important problem with LiNGAM is that the results are affected by the random sampling of the data as with any statistical method. Thus, some analysis of the statistical reliability or confidence level should be conducted. A common method to evaluate a confidence level is a bootstrap method. However, a confidence level computed by ordinary bootstrap method is known to be biased as a probability-value ($p$-value) of hypothesis testing. In this paper, we propose a new procedure to apply an advanced bootstrap method called multiscale bootstrap to compute confidence levels, i.e., p-values, of LiNGAM outputs. The multiscale bootstrap method gives unbiased $p$-values with asymptotic much higher accuracy. Experiments on artificial data demonstrate the utility of our approach.

Often models for understanding the impact of management practices on retail performance are developed under the assumption of stability, equilibrium and linearity, whereas retail operations are considered in reality to be dynamic, non-linear and complex. Alternatively, discrete event and agent-based modelling are approaches that allow the development of simulation models of heterogeneous non-equilibrium systems for testing out different scenarios. When developing simulation models one has to abstract and simplify from the real world, which means that one has to try and capture the 'essence' of the system required for developing a representation of the mechanisms that drive the progression in the real system. Simulation models can be developed at different levels of abstraction. To know the appropriate level of abstraction for a specific application is often more of an art than a science. We have developed a retail branch simulation model to investigate which level of model accuracy is required for such a model to obtain meaningful results for practitioners.

Undirected graphical models encode in a graph $G$ the dependency structure of a random vector $Y$. In many applications, it is of interest to model $Y$ given another random vector $X$ as input. We refer to the problem of estimating the graph $G(x)$ of $Y$ conditioned on $X=x$ as ``graph-valued regression.'' In this paper, we propose a semiparametric method for estimating $G(x)$ that builds a tree on the $X$ space just as in CART (classification and regression trees), but at each leaf of the tree estimates a graph. We call the method ``Graph-optimized CART,'' or Go-CART. We study the theoretical properties of Go-CART using dyadic partitioning trees, establishing oracle inequalities on risk minimization and tree partition consistency. We also demonstrate the application of Go-CART to a meteorological dataset, showing how graph-valued regression can provide a useful tool for analyzing complex data.

Call control features (e.g., call-divert, voice-mail) are primitive options to which users can subscribe off-line to personalise their service. The configuration of a feature subscription involves choosing and sequencing features from a catalogue and is subject to constraints that prevent undesirable feature interactions at run-time. When the subscription requested by a user is inconsistent, one problem is to find an optimal relaxation, which is a generalisation of the feedback vertex set problem on directed graphs, and thus it is an NP-hard task. We present several constraint programming formulations of the problem. We also present formulations using partial weighted maximum Boolean satisfiability and mixed integer linear programming. We study all these formulations by experimentally comparing them on a variety of randomly generated instances of the feature subscription problem.

In this paper we propose an extension of Answer Set Programming (ASP), and in particular, of its most general logical counterpart, Quantified Equilibrium Logic (QEL), to deal with partial functions. Although the treatment of equality in QEL can be established in different ways, we first analyse the choice of decidable equality with complete functions and Herbrand models, recently proposed in the literature. We argue that this choice yields some counterintuitive effects from a logic programming and knowledge representation point of view. We then propose a variant called QELF where the set of functions is partitioned into partial and Herbrand functions (we also call constructors). In the rest of the paper, we show a direct connection to Scott's Logic of Existence and present a practical application, proposing an extension of normal logic programs to deal with partial functions and equality, so that they can be translated into function-free normal programs, being possible in this way to compute their answer sets with any standard ASP solver.

Artificial Immune Systems have been successfully applied to a number of problem domains including fault tolerance and data mining, but have been shown to scale poorly when applied to computer intrusion detec- tion despite the fact that the biological immune system is a very effective anomaly detector. This may be because AIS algorithms have previously been based on the adaptive immune system and biologically-naive mod- els. This paper focuses on describing and testing a more complex and biologically-authentic AIS model, inspired by the interactions between the innate and adaptive immune systems. Its performance on a realistic process anomaly detection problem is shown to be better than standard AIS methods (negative-selection), policy-based anomaly detection methods (systrace), and an alternative innate AIS approach (the DCA). In addition, it is shown that runtime information can be used in combination with system call information to enhance detection capability.

This research investigated the simulation model behaviour of a traditional and combined discrete event as well as agent based simulation models when modelling human reactive and proactive behaviour in human centric complex systems. A departmental store was chosen as human centric complex case study where the operation system of a fitting room in WomensWear department was investigated. We have looked at ways to determine the efficiency of new management policies for the fitting room operation through simulating the reactive and proactive behaviour of staff towards customers. Once development of the simulation models and their verification had been done, we carried out a validation experiment in the form of a sensitivity analysis. Subsequently, we executed a statistical analysis where the mixed reactive and proactive behaviour experimental results were compared with some reactive experimental results from previously published works. Generally, this case study discovered that simple proactive individual behaviour could be modelled in both simulation models. In addition, we found the traditional discrete event model performed similar in the simulation model output compared to the combined discrete event and agent based simulation when modelling similar human behaviour.

We propose and evaluate an immuno-inspired approach to misbehavior detection in ad hoc wireless networks. Node misbehavior can be the result of an intrusion, or a software or hardware failure. Our approach is motivated by co-stimulatory signals present in the Biological immune system. The results show that co-stimulation in ad hoc wireless networks can both substantially improve energy efficiency of detection and, at the same time, help achieve low false positives rates. The energy efficiency improvement is almost two orders of magnitude, if compared to misbehavior detection based on watchdogs. We provide a characterization of the trade-offs between detection approaches executed by a single node and by several nodes in cooperation. Additionally, we investigate several feature sets for misbehavior detection. These feature sets impose different requirements on the detection system, most notably from the energy efficiency point of view.

A challenging problem in estimating high-dimensional graphical models is to choose the regularization parameter in a data-dependent way. The standard techniques include $K$-fold cross-validation ($K$-CV), Akaike information criterion (AIC), and Bayesian information criterion (BIC). Though these methods work well for low-dimensional problems, they are not suitable in high dimensional settings. In this paper, we present StARS: a new stability-based method for choosing the regularization parameter in high dimensional inference for undirected graphs. The method has a clear interpretation: we use the least amount of regularization that simultaneously makes a graph sparse and replicable under random sampling. This interpretation requires essentially no conditions. Under mild conditions, we show that StARS is partially sparsistent in terms of graph estimation: i.e. with high probability, all the true edges will be included in the selected model even when the graph size diverges with the sample size. Empirically, the performance of StARS is compared with the state-of-the-art model selection procedures, including $K$-CV, AIC, and BIC, on both synthetic data and a real microarray dataset. StARS outperforms all these competing procedures.

Functional constraints and bi-functional constraints are an important constraint class in Constraint Programming (CP) systems, in particular for Constraint Logic Programming (CLP) systems. CP systems with finite domain constraints usually employ CSP-based solvers which use local consistency, for example, arc consistency. We introduce a new approach which is based instead on variable substitution. We obtain efficient algorithms for reducing systems involving functional and bi-functional constraints together with other nonfunctional constraints. It also solves globally any CSP where there exists a variable such that any other variable is reachable from it through a sequence of functional constraints. Our experiments on random problems show that variable elimination can significantly improve the efficiency of solving problems with functional constraints. To appear in Theory and Practice of Logic Programming (TPLP).