Sequential anomaly detection in the presence of noise and limited feedback

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: 1) filtering, or assigning a belief or likelihood to each successive measurement based upon our ability to predict it from previous noisy observations and 2) hedging, or flagging potential anomalies by comparing the current belief against a time-varying and data-adaptive threshold. The threshold is adjusted based on the available feedback from an end user. Our algorithms, which combine universal prediction with recent work on online convex programming, do not require computing posterior distributions given all current observations and involve simple primal-dual parameter updates. At the heart of the proposed approach lie exponential-family models which can be used in a wide variety of contexts and applications, and which yield methods that achieve sublinear per-round regret against both static and slowly varying product distributions with marginals drawn from the same exponential family. Moreover, the regret against static distributions coincides with the minimax value of the corresponding online strongly convex game. We also prove bounds on the number of mistakes made during the hedging step relative to the best offline choice of the threshold with access to all estimated beliefs and feedback signals. We validate the theory on synthetic data drawn from a time-varying distribution over binary vectors of high dimensionality, as well as on the Enron email dataset. © 1963-2012 IEEE.

Finite mixture distributions, sequential likelihood and the EM algorithm

A popular way to account for unobserved heterogeneity is to assume that the data are drawn from a finite mixture distribution. A barrier to using finite mixture models is that parameters that could previously be estimated in stages must now be estimated jointly: using mixture distributions destroys any additive separability of the log-likelihood function. We show, however, that an extension of the EM algorithm reintroduces additive separability, thus allowing one to estimate parameters sequentially during each maximization step. In establishing this result, we develop a broad class of estimators for mixture models. Returning to the likelihood problem, we show that, relative to full information maximum likelihood, our sequential estimator can generate large computational savings with little loss of efficiency.

Serotonin synthesis, release and reuptake in terminals: a mathematical model.

BACKGROUND: Serotonin is a neurotransmitter that has been linked to a wide variety of behaviors including feeding and body-weight regulation, social hierarchies, aggression and suicidality, obsessive compulsive disorder, alcoholism, anxiety, and affective disorders. Full understanding of serotonergic systems in the central nervous system involves genomics, neurochemistry, electrophysiology, and behavior. Though associations have been found between functions at these different levels, in most cases the causal mechanisms are unknown. The scientific issues are daunting but important for human health because of the use of selective serotonin reuptake inhibitors and other pharmacological agents to treat disorders in the serotonergic signaling system. METHODS: We construct a mathematical model of serotonin synthesis, release, and reuptake in a single serotonergic neuron terminal. The model includes the effects of autoreceptors, the transport of tryptophan into the terminal, and the metabolism of serotonin, as well as the dependence of release on the firing rate. The model is based on real physiology determined experimentally and is compared to experimental data. RESULTS: We compare the variations in serotonin and dopamine synthesis due to meals and find that dopamine synthesis is insensitive to the availability of tyrosine but serotonin synthesis is sensitive to the availability of tryptophan. We conduct in silico experiments on the clearance of extracellular serotonin, normally and in the presence of fluoxetine, and compare to experimental data. We study the effects of various polymorphisms in the genes for the serotonin transporter and for tryptophan hydroxylase on synthesis, release, and reuptake. We find that, because of the homeostatic feedback mechanisms of the autoreceptors, the polymorphisms have smaller effects than one expects. We compute the expected steady concentrations of serotonin transporter knockout mice and compare to experimental data. Finally, we study how the properties of the the serotonin transporter and the autoreceptors give rise to the time courses of extracellular serotonin in various projection regions after a dose of fluoxetine. CONCLUSIONS: Serotonergic systems must respond robustly to important biological signals, while at the same time maintaining homeostasis in the face of normal biological fluctuations in inputs, expression levels, and firing rates. This is accomplished through the cooperative effect of many different homeostatic mechanisms including special properties of the serotonin transporters and the serotonin autoreceptors. Many difficult questions remain in order to fully understand how serotonin biochemistry affects serotonin electrophysiology and vice versa, and how both are changed in the presence of selective serotonin reuptake inhibitors. Mathematical models are useful tools for investigating some of these questions.

A genetically engineered thermally responsive sustained release curcumin depot to treat neuroinflammation.

Radiculopathy, a painful neuroinflammation that can accompany intervertebral disc herniation, is associated with locally increased levels of the pro-inflammatory cytokine tumor necrosis factor alpha (TNFα). Systemic administration of TNF antagonists for radiculopathy in the clinic has shown mixed results, and there is growing interest in the local delivery of anti-inflammatory drugs to treat this pathology as well as similar inflammatory events of peripheral nerve injury. Curcumin, a known antagonist of TNFα in multiple cell types and tissues, was chemically modified and conjugated to a thermally responsive elastin-like polypeptide (ELP) to create an injectable depot for sustained, local delivery of curcumin to treat neuroinflammation. ELPs are biopolymers capable of thermally-triggered in situ depot formation that have been successfully employed as drug carriers and biomaterials in several applications. ELP-curcumin conjugates were shown to display high drug loading, rapidly release curcumin in vitro via degradable carbamate bonds, and retain in vitro bioactivity against TNFα-induced cytotoxicity and monocyte activation with IC50 only two-fold higher than curcumin. When injected proximal to the sciatic nerve in mice via intramuscular (i.m.) injection, ELP-curcumin conjugates underwent a thermally triggered soluble-insoluble phase transition, leading to in situ formation of a depot that released curcumin over 4days post-injection and decreased plasma AUC 7-fold.

A model of sequential heart and composite tissue allotransplant in rats.

BACKGROUND: Some of the 600,000 patients with solid organ allotransplants need reconstruction with a composite tissue allotransplant, such as the hand, abdominal wall, or face. The aim of this study was to develop a rat model for assessing the effects of a secondary composite tissue allotransplant on a primary heart allotransplant. METHODS: Hearts of Wistar Kyoto rats were harvested and transplanted heterotopically to the neck of recipient Fisher 344 rats. The anastomoses were performed between the donor brachiocephalic artery and the recipient left common carotid artery, and between the donor pulmonary artery and the recipient external jugular vein. Recipients received cyclosporine A for 10 days only. Heart rate was assessed noninvasively. The sequential composite tissue allotransplant consisted of a 3 x 3-cm abdominal musculocutaneous flap harvested from Lewis rats and transplanted to the abdomen of the heart allotransplant recipients. The abdominal flap vessels were connected to the femoral vessels. No further immunosuppression was administered following the composite tissue allotransplant. Ten days after composite tissue allotransplantation, rejection of the heart and abdominal flap was assessed histologically. RESULTS: The rat survival rate of the two-stage transplant surgery was 80 percent. The transplanted heart rate decreased from 150 +/- 22 beats per minute immediately after transplant to 83 +/- 12 beats per minute on day 20 (10 days after stopping immunosuppression). CONCLUSIONS: This sequential allotransplant model is technically demanding. It will facilitate investigation of the effects of a secondary composite tissue allotransplant following primary solid organ transplantation and could be useful in developing future immunotherapeutic strategies.

Increased in vivo glucose recovery via nitric oxide release.

The in vivo glucose recovery of subcutaneously implanted nitric oxide (NO)-releasing microdialysis probes was evaluated in a rat model using saturated NO solutions to steadily release NO. Such methodology resulted in a constant NO flux of 162 pmol cm(-2) s(-1) from the probe membrane over 8 h of perfusion daily. The in vivo effects of enhanced localized NO were evaluated by monitoring glucose recovery over a 14 day period, with histological analysis thereafter. A difference in glucose recovery was observed starting at 7 days for probes releasing NO relative to controls. Histological analysis at 14 days revealed lessened inflammatory cell density at the probe surface and decreased capsule thickness. Collectively, the results suggest that intermittent sustained NO release from implant surfaces may improve glucose diffusion for subcutaneously implanted sensors by mitigating the foreign body reaction.

Release of outer membrane vesicles by Gram-negative bacteria is a novel envelope stress response.

Conditions that impair protein folding in the Gram-negative bacterial envelope cause stress. The destabilizing effects of stress in this compartment are recognized and countered by a number of signal transduction mechanisms. Data presented here reveal another facet of the complex bacterial stress response, release of outer membrane vesicles. Native vesicles are composed of outer membrane and periplasmic material, and they are released from the bacterial surface without loss of membrane integrity. Here we demonstrate that the quantity of vesicle release correlates directly with the level of protein accumulation in the cell envelope. Accumulation of material occurs under stress, and is exacerbated upon impairment of the normal housekeeping and stress-responsive mechanisms of the cell. Mutations that cause increased vesiculation enhance bacterial survival upon challenge with stressing agents or accumulation of toxic misfolded proteins. Preferential packaging of a misfolded protein mimic into vesicles for removal indicates that the vesiculation process can act to selectively eliminate unwanted material. Our results demonstrate that production of bacterial outer membrane vesicles is a fully independent, general envelope stress response. In addition to identifying a novel mechanism for alleviating stress, this work provides physiological relevance for vesicle production as a protective mechanism.