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| A Probabilistic Framework for Text To Sketch |
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Text to Sketch (T2S) is a technology that attempts to
produce visual "sketches" from textual accounts. A
typical scenario inolves a physical description of a
scene, perhaps generated by a person lost in an
unfamiliar location, which the T2S system uses to
generate a sketch that may be registered against a map
for accurate geolocation. Our work extends the T2S
paradigm by adding a temporal dimension; in this case a
sketch is a series of waypoints and routes on a
map. There is tremendous uncertainty introduced by the
language processing and ambiguity and vagueness in
terms used for spatial description; our work provides a
probabilistic framework that can facilitate useful
sketches in the face of such uncertainty.
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| Enabling Global Collaboration for Regional Science |
The Global Collaboration Engine represents joint work
with a diverse group of UMBC scientists aimed at
improving global collaboration among researchers
performing local and regional studies with a view
toward global impact. The GLOBE system couples local
and global land change data with real-time
visualization and data aggregation to enable new
scientific workflows that accelerate global
collaboration, data integration and synthesis for
global change research.
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| Metcognition in Robust Autonomous Systems |
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I am currently working
with Tim Oates
at the University of Maryland, Baltimore County at the
Cognition, Robotics, and Learning Lab. We are developing a
system called the MetaCognitive Loop (MCL), a
general-purpose metareasoning system that endows AI
systems with improved fault tolerance. MCL is modeled
after human problem-solving, and entails discovery,
assessment, and recovery from unanticipated failures in AI
systems.
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| Predicting Price Trends and Events in Financial Markets |
Is it possible to beat
the market? The efficient market hypothesis states that it is not
possible to consistently outperform the market — appropriately
adjusted for risk — by using any information that the market
already knows, except through luck. But are financial markets truly
efficient? Are there opportunities to trade outside the boundaries
of the efficient market hypothesis that would allow one to
consistently outperform market indices?
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