Conference Proceeding
Refine
Year of publication
Document Type
- Conference Proceeding (148) (remove)
Has Fulltext
- no (148) (remove)
Keywords
- Natural language processing (4)
- Clustering (2)
- Information extraction (2)
- Active learning (1)
- Agent-based simulation (1)
- Chance constrained programming (1)
- Cloud Computing (1)
- Cloud Service Broker (1)
- Deep learning (1)
- EEG (1)
- Energy market design (1)
- Evolution of damage (1)
- Extension fracture (1)
- Extension strain criterion (1)
- Force (1)
- Grid Computing (1)
- Impedance Spectroscopy (1)
- Information Extraction (1)
- Iterative learning control (1)
- Knee (1)
Institute
- Fachbereich Medizintechnik und Technomathematik (148) (remove)
Human induced pluripotent stem cells (hiPSCs) have shown to be promising in disease studies and drug screenings [1]. Cardiomyocytes derived from hiPSCs have been extensively investigated using patch-clamping and optical methods to compare their electromechanical behaviour relative to fully matured adult cells. Mathematical models can be used for translating findings on hiPSCCMs to adult cells [2] or to better understand the mechanisms of various ion channels when a drug is applied [3,4]. Paci et al. (2013) [3] developed the first model of hiPSC-CMs, which they later refined based on new data [3]. The model is based on iCells® (Fujifilm Cellular Dynamics, Inc. (FCDI), Madison WI, USA) but major differences among several cell lines and even within a single cell line have been found and motivate an approach for creating sample-specific models. We have developed an optimisation algorithm that parameterises the conductances (in S/F=Siemens/Farad) of the latest Paci et al. model (2018) [5] using current-voltage data obtained in individual patch-clamp experiments derived from an automated patch clamp system (Patchliner, Nanion Technologies GmbH, Munich).
Multi-attribute relation extraction (MARE): simplifying the application of relation extraction
(2021)
Natural language understanding’s relation extraction makes innovative and encouraging novel business concepts possible and facilitates new digitilized decision-making processes. Current approaches allow the extraction of relations with a fixed number of entities as attributes. Extracting relations with an arbitrary amount of attributes requires complex systems and costly relation-trigger annotations to assist these systems. We introduce multi-attribute relation extraction (MARE) as an assumption-less problem formulation with two approaches, facilitating an explicit mapping from business use cases to the data annotations. Avoiding elaborated annotation constraints simplifies the application of relation extraction approaches. The evaluation compares our models to current state-of-the-art event extraction and binary relation extraction methods. Our approaches show improvement compared to these on the extraction of general multi-attribute relations.
Multi-parameter detection for supporting monitoring and control of biogas processes in agriculture
(2014)
This paper presents NLP Lean Programming
framework (NLPf), a new framework
for creating custom natural language processing
(NLP) models and pipelines by utilizing
common software development build systems.
This approach allows developers to train and
integrate domain-specific NLP pipelines into
their applications seamlessly. Additionally,
NLPf provides an annotation tool which improves
the annotation process significantly by
providing a well-designed GUI and sophisticated
way of using input devices. Due to
NLPf’s properties developers and domain experts
are able to build domain-specific NLP
applications more efficiently. NLPf is Opensource
software and available at https://
gitlab.com/schrieveslaach/NLPf.
Inference on the basis of high-dimensional and functional data are two topics which are discussed frequently in the current statistical literature. A possibility to include both topics in a single approach is working on a very general space for the underlying observations, such as a separable Hilbert space. We propose a general method for consistently hypothesis testing on the basis of random variables with values in separable Hilbert spaces. We avoid concerns with the curse of dimensionality due to a projection idea. We apply well-known test statistics from nonparametric inference to the projected data and integrate over all projections from a specific set and with respect to suitable probability measures. In contrast to classical methods, which are applicable for real-valued random variables or random vectors of dimensions lower than the sample size, the tests can be applied to random vectors of dimensions larger than the sample size or even to functional and high-dimensional data. In general, resampling procedures such as bootstrap or permutation are suitable to determine critical values. The idea can be extended to the case of incomplete observations. Moreover, we develop an efficient algorithm for implementing the method. Examples are given for testing goodness-of-fit in a one-sample situation in [1] or for testing marginal homogeneity on the basis of a paired sample in [2]. Here, the test statistics in use can be seen as generalizations of the well-known Cramérvon-Mises test statistics in the one-sample and two-samples case. The treatment of other testing problems is possible as well. By using the theory of U-statistics, for instance, asymptotic null distributions of the test statistics are obtained as the sample size tends to infinity. Standard continuity assumptions ensure the asymptotic exactness of the tests under the null hypothesis and that the tests detect any alternative in the limit. Simulation studies demonstrate size and power of the tests in the finite sample case, confirm the theoretical findings, and are used for the comparison with concurring procedures. A possible application of the general approach is inference for stock market returns, also in high data frequencies. In the field of empirical finance, statistical inference of stock market prices usually takes place on the basis of related log-returns as data. In the classical models for stock prices, i.e., the exponential Lévy model, Black-Scholes model, and Merton model, properties such as independence and stationarity of the increments ensure an independent and identically structure of the data. Specific trends during certain periods of the stock price processes can cause complications in this regard. In fact, our approach can compensate those effects by the treatment of the log-returns as random vectors or even as functional data.