Seminar 5 - Probability and Statistics (DM-IST & CEMAT)

5 Janeiro 2020, 10:53 Ana Maria Santos Ferreira Gorjão Henriques

Title: Gaussian Process Regression for Animation Rig Towards the Face Model
Speaker: Stevo Rackovic (Mathematics Department, IST)

Date: 9 January (5a.)
Hour: 16:00
Local: Room P3.10 (Pav. de Matemática, IST, Av. Rovisco Pais, 1049-001 Lisboa)

Abstract: In professional 3D animation artists model movements and scenes using rig functions - constrained set of sliders or controllers that propagate deformations and drive mechanism of object or character in systems of 3D tools. These controllers are manually built for each character and cannot be reused if the underlying structure is not exactly the same. There are often hundreds of adjustable parameters, and artists have to learn the structure for each new character. This is usually bottleneck in production, that might be avoided by automating this process. D. Holden et. al. proposed possible solutions using Gaussian Processes Regression, which showed useful in the case of skeletal (quadriped) characters. We want to further apply this on face model, that has a completely different structure than the skeletal model. In this work we explain the model for 3D face animation, the theory of Gaussian processes regression and a method to apply it for solving the problem of interest. At the end results and examples are presented with a simple animation model we have at our disposal.

Seminar 4 - Probability and Statistics (DM-IST & CEMAT)

11 Novembro 2019, 09:19 Ana Maria Santos Ferreira Gorjão Henriques

Title: Extreme Value Theory applied to Longevity of Humans
Speaker: Ana Ferreira (Mathematics Department, IST)

Date: 19 November (3a.)
Hour: 14:00
Local: Room P3.10 (Pav. de Matemática, IST, Av. Rovisco Pais, 1049-001 Lisboa)

Abstract: There has been a long discussion on whether the distribution of human longevity has a finite or infinite right support. We shall discuss some recent results on Extreme Value Theory applied to Longevity of Humans. Some basic methods of EVT will be reviewed, where discussion will be oriented towards applications on human life-span data. It turns out that the quality of the actual data is a crucial issue. The results are based on data sets from the International Database on Longevity.

Joint work with Fei Huang (RSFAS, College of Business and Economics, Australian National University)

Seminar 3 - Probability and Statistics (DM-IST & CEMAT)

31 Outubro 2019, 13:28 Ana Maria Santos Ferreira Gorjão Henriques

Title: Monitoring Image Processes
Speaker: Wolfgang Schmid (European University Viadrina, Department of Statistics\\
PO Box 1786, 15207 Frankfurt Oder, Germany)

Date: 29 October (3a.)
Hour: 14:00
Local: Room P3.10 (Pav. de Matemática, IST, Av. Rovisco Pais, 1049-001 Lisboa)

Abstract: In recent years we observe dramatic changes in the way in which quality features of manufactured products are designed and inspected. The modeling and monitoring problems obtained by new inspection methods and fast multi-stream high-speed sensors are quite complex. These measurement tools are used in emerging technologies like, e.g., additive manufacturing. It has been shown that in these fields other types of quality characteristics have to be monitored. It is mainly not the mean, the variance, the covariance
matrix or a simple profile which reflects the behavior of the quality characteristics
but the shape, surfaces and images, etc. This is a new area for SPC. Note that
more complicated characteristics arise in other fields of applications as well like, e.g.,
the monitoring of optimal portfolio weights in finance. Since in the last years many
new approaches have been developed in the fields of image analysis, spatial statistics
and for spatio-temporal modeling a huge amount of tools are available to model the
underlying processes. Thus the main problem lies on the development of monitoring
schemes for such structures.

In this talk new procedures for monitoring image processes are introduced. They are based on multivariate exponential smoothing and cumulative sums taking into account the local correlation structure. A comparison is given with existing methods. Within an extensive simulation study the performance of the analyzed methods is discussed.

The presented results are based on a joint work with Yarema Okhrin and Ivan Semeniuk.

Seminar 2 - Probability and Statistics (DM-IST & CEMAT)

31 Outubro 2019, 13:24 Ana Maria Santos Ferreira Gorjão Henriques

Title: A LASSO-type model for the bulk and tail of a heavy-tailed response
Speaker: Soraia Pereira (CEAUL and Faculdade de Ciências, Universidade de Lisboa)

Date: 15 October (3a.)
Hour: 14:00
Local: Room P3.10 (Pav. de Matemática, IST, Av. Rovisco Pais, 1049-001 Lisboa)

Abstract:As widely known, in an extreme value framework, interest focuses on modelling the most extreme observations - disregarding the central part of the distribution; commonly, the effort centers on modelling the tail of the distribution by the generalized Pareto distribution, in a Peaks over threshold framework. Yet, in most practical situations it would be desirable to model both the bulk of the data along with the extreme values. In this talk, I will introduce a novel regression model for the bulk and the tail of a heavy-tailed response. Our regression model builds over the extended generalized Pareto distribution, as recently proposed by Naveau et al (2016). The proposed model allows us to learn the effect of covariates on a heavy-tailed response via a LASSO-type specification conducted via a Lagrangian restriction. The performance of the proposed approach will be assessed through a simulation study, and the method will be applied to a real data set.  

Seminar 1 - Probability and Statistics (DM-IST & CEMAT)

31 Outubro 2019, 13:13 Ana Maria Santos Ferreira Gorjão Henriques

Title: First Come, First Served Queues with Two Classes of Impatient Customers
Speaker: V. G. Kulkarni (Department of Statistics and Operations Research, University of North Carolina at Chapel Hill,  Chapel Hill, NC, USA)

Date: 26 September (5a.)
Hour: 14:00

Local: Room P3.10 (Pav. de Matemática, IST, Av. Rovisco Pais, 1049-001 Lisboa)

Abstract: We study systems with two classes of impatient customers who differ across the classes in their distribution of service times and patience times. The customers are served on a first-come, first served basis (FCFS), regardless of their class. Such systems are common in customer call centers, which often segment their arrivals into classes of callers whose requests may differ greatly in their complexity and criticality. We first consider an M/G/1 + M queue and then analyze the M/M/k + M case. Analyzing these systems using a queue length process proves intractable as it would require us to keep track of the class of each customer at each position in queue. Consequently, we introduce a virtual waiting time process where the service times of customers who will eventually abandon the system are not considered. We analyze this process to obtain performance characteristics such as the percentage of customers who receive service in each class, the expected waiting times of customers in each class, and the average number of customers waiting in queue. We use our characterization of the system to perform a numerical analysis of the M/M/k + M system, and find several managerial implications of administering a FCFS system with multiple classes of impatient customers. Finally, we compare the performance a system based on data from a call center with the steady-state performance measures of a comparable M/M/k + M system. We find that the performance measures of the M/M/k + M system serve as good approximations of the system based on real data.  

  Joint work with :

  Ivo Adan, Eindhoven University of Technology, the Netherlands


  Brett Hathaway, Kenan-Flagler School of Business, University of North Carolina at Chapel Hill, Chapel Hill, NC, USA