Simulating dynamic covariance structures for testing the adaptive behavior of variable selection algorithms (Invited Paper)

Variable selection for regression is a classical statistical problem, motivated by concerns that too large a number of covariates may bring about overfitting and unnecessarily high measurement costs. Novel difficulties arise in streaming contexts, where the correlation structure of the process may be drifting, in which case it must be constantly tracked so that selections may be revised accordingly. A particularly interesting phenomenon is that non-selected covariates become missing variables, inducing bias on subsequent decisions. This raises an intricate exploration-exploitation tradeoff, whose dependence on the covariance tracking algorithm and the choice of variable selection scheme is too complex to be dealt with analytically. We hence capitalise on the strength of simulations to explore this problem, taking the opportunity to tackle the difficult task of simulating dynamic correlation structures. © 2008 IEEE.

Temporally adaptive estimation of logistic classifiers on data streams

Modern technology has allowed real-time data collection in a variety of domains, ranging from environmental monitoring to healthcare. Consequently, there is a growing need for algorithms capable of performing inferential tasks in an online manner, continuously revising their estimates to reflect the current status of the underlying process. In particular, we are interested in constructing online and temporally adaptive classifiers capable of handling the possibly drifting decision boundaries arising in streaming environments. We first make a quadratic approximation to the log-likelihood that yields a recursive algorithm for fitting logistic regression online. We then suggest a novel way of equipping this framework with self-tuning forgetting factors. The resulting scheme is capable of tracking changes in the underlying probability distribution, adapting the decision boundary appropriately and hence maintaining high classification accuracy in dynamic or unstable environments. We demonstrate the scheme's effectiveness in both real and simulated streaming environments. © Springer-Verlag 2009.

Characteristics of the spectral dynamics of picosecond modulated AlGaAs/GaAs injection lasers

Breakdown of the optical spectrum of a train of picosecond pulses into components with a distance which exceeds kT (200 cm-1 at λ = 955 nm and T = 300 K) is discovered for the first time in an injection laser. The effect may be caused by combined interaction between photons and phonons, with collective excitations in the degraded electron-hole GaAs plasma, and with the stream of drifting carriers in the active medium of the laser.