Risk-sensitivity and the mean-variance trade-off: decision making in sensorimotor control.

Numerous psychophysical studies suggest that the sensorimotor system chooses actions that optimize the average cost associated with a movement. Recently, however, violations of this hypothesis have been reported in line with economic theories of decision-making that not only consider the mean payoff, but are also sensitive to risk, that is the variability of the payoff. Here, we examine the hypothesis that risk-sensitivity in sensorimotor control arises as a mean-variance trade-off in movement costs. We designed a motor task in which participants could choose between a sure motor action that resulted in a fixed amount of effort and a risky motor action that resulted in a variable amount of effort that could be either lower or higher than the fixed effort. By changing the mean effort of the risky action while experimentally fixing its variance, we determined indifference points at which participants chose equiprobably between the sure, fixed amount of effort option and the risky, variable effort option. Depending on whether participants accepted a variable effort with a mean that was higher, lower or equal to the fixed effort, they could be classified as risk-seeking, risk-averse or risk-neutral. Most subjects were risk-sensitive in our task consistent with a mean-variance trade-off in effort, thereby, underlining the importance of risk-sensitivity in computational models of sensorimotor control.

Sequential Monte Carlo computation of the score and observed information matrix in state-space models with application to parameter estimation

Sequential Monte Carlo (SMC) methods are popular computational tools for Bayesian inference in non-linear non-Gaussian state-space models. For this class of models, we propose SMC algorithms to compute the score vector and observed information matrix recursively in time. We propose two different SMC implementations, one with computational complexity $\mathcal{O}(N)$ and the other with complexity $\mathcal{O}(N^{2})$ where $N$ is the number of importance sampling draws. Although cheaper, the performance of the $\mathcal{O}(N)$ method degrades quickly in time as it inherently relies on the SMC approximation of a sequence of probability distributions whose dimension is increasing linearly with time. In particular, even under strong \textit{mixing} assumptions, the variance of the estimates computed with the $\mathcal{O}(N)$ method increases at least quadratically in time. The $\mathcal{O}(N^{2})$ is a non-standard SMC implementation that does not suffer from this rapid degrade. We then show how both methods can be used to perform batch and recursive parameter estimation.

Time-frequency spectral estimation of speech

In recent years there has been a growing interest amongst the speech research community into the use of spectral estimators which circumvent the traditional quasi-stationary assumption and provide greater time-frequency (t-f) resolution than conventional spectral estimators, such as the short time Fourier power spectrum (STFPS). One distribution in particular, the Wigner distribution (WD), has attracted considerable interest. However, experimental studies have indicated that, despite its improved t-f resolution, employing the WD as the front end of speech recognition system actually reduces recognition performance; only by explicitly re-introducing t-f smoothing into the WD are recognition rates improved. In this paper we provide an explanation for these findings. By treating the spectral estimation problem as one of optimization of a bias variance trade off, we show why additional t-f smoothing improves recognition rates, despite reducing the t-f resolution of the spectral estimator. A practical adaptive smoothing algorithm is presented, whicy attempts to match the degree of smoothing introduced into the WD with the time varying quasi-stationary regions within the speech waveform. The recognition performance of the resulting adaptively smoothed estimator is found to be comparable to that of conventional filterbank estimators, yet the average temporal sampling rate of the resulting spectral vectors is reduced by around a factor of 10. © 1992.

Variance prediction in sea

A method is presented for predicting the variance of the energy levels in a built-up system to accompany the mean values predicted by SEA. Closed form expressions for the variance are obtained in terms of the standard SEA parameters and an additional set of parameters αk that describe the nature of the power input to each subsystem k, and αks that describe the nature of the coupling between subsystems k and s.

Scalar dissipation and mean reaction rates in premixed turbulent combustion

A general equation for a variance parameter, appearing as a crucial quantity in a simple algebraic expression for the mean chemical rate, is derived. This derivation is based on a flamelet approach to model a turbulent premixed flame, for high but finite values of the Damköhler number. Application of this equation to the case of a planar turbulent flame normal to the oncoming flow of reactants gives good agreement with DNS data corresponding to three different values of the Damköhler number and two values of the heat release parameter. © 2011.

Know thy neighbour: A normative theory of synaptic depression

Synapses exhibit an extraordinary degree of short-term malleability, with release probabilities and effective synaptic strengths changing markedly over multiple timescales. From the perspective of a fixed computational operation in a network, this seems like a most unacceptable degree of added variability. We suggest an alternative theory according to which short-term synaptic plasticity plays a normatively-justifiable role. This theory starts from the commonplace observation that the spiking of a neuron is an incomplete, digital, report of the analog quantity that contains all the critical information, namely its membrane potential. We suggest that a synapse solves the inverse problem of estimating the pre-synaptic membrane potential from the spikes it receives, acting as a recursive filter. We show that the dynamics of short-term synaptic depression closely resemble those required for optimal filtering, and that they indeed support high quality estimation. Under this account, the local postsynaptic potential and the level of synaptic resources track the (scaled) mean and variance of the estimated presynaptic membrane potential. We make experimentally testable predictions for how the statistics of subthreshold membrane potential fluctuations and the form of spiking non-linearity should be related to the properties of short-term plasticity in any particular cell type.

Linear gaussian computations for near-exact Bayesian Monte Carlo inference in skewed alpha-stable time series models

In this paper we study parameter estimation for time series with asymmetric α-stable innovations. The proposed methods use a Poisson sum series representation (PSSR) for the asymmetric α-stable noise to express the process in a conditionally Gaussian framework. That allows us to implement Bayesian parameter estimation using Markov chain Monte Carlo (MCMC) methods. We further enhance the series representation by introducing a novel approximation of the series residual terms in which we are able to characterise the mean and variance of the approximation. Simulations illustrate the proposed framework applied to linear time series, estimating the model parameter values and model order P for an autoregressive (AR(P)) model driven by asymmetric α-stable innovations. © 2012 IEEE.

Blade Loading and Its Application in the Mean-Line Design of Low Pressure Turbines

In order to minimize the number of iterations to a turbine design, reasonable choices of the key parameters must be made at the preliminary design stage. The choice of blade loading is of particular concern in the low pressure (LP) turbine of civil aero engines, where the use of high-lift blades is widespread. This paper considers how blade loading should be measured, compares the performance of various loss correlations, and explores the impact of blade lift on performance and lapse rates. To these ends, an analytical design study is presented for a repeating-stage, axial-flow LP turbine. It is demonstrated that the long-established Zweifel lift coefficient (Zweifel, 1945, "The Spacing of Turbomachine Blading, Especially with Large Angular Deflection" Brown Boveri Rev., 32(1), pp. 436-444) is flawed because it does not account for the blade camber. As a result the Zweifel coefficient is only meaningful for a fixed set of flow angles and cannot be used as an absolute measure of blade loading. A lift coefficient based on circulation is instead proposed that accounts for the blade curvature and is independent of the flow angles. Various existing profile and secondary loss correlations are examined for their suitability to preliminary design. A largely qualitative comparison demonstrates that the loss correlations based on Ainley and Mathieson (Ainley and Mathieson, 1957, "A Method of Performance Estimation for Axial-Flow Turbines," ARC Reports and Memoranda No. 2974; Dunham and Came, 1970, "Improvements to the Ainley-Mathieson Method of Turbine Performance Prediction," Trans. ASME: J. Eng. Gas Turbines Power, July, pp. 252-256; Kacker and Okapuu, 1982, "A Mean Line Performance Method for Axial Flow Turbine Efficiency," J. Eng. Power, 104, pp. 111-119). are not realistic, while the profile loss model of Coull and Hodson (Coull and Hodson, 2011, "Predicting the Profile Loss of High-Lift Low Pressure Turbines," J. Turbomach., 134(2), pp. 021002) and the secondary loss model of (Traupel, W, 1977, Thermische Turbomaschinen, Springer-Verlag, Berlin) are arguably the most reasonable. A quantitative comparison with multistage rig data indicates that, together, these methods over-predict lapse rates by around 30%, highlighting the need for improved loss models and a better understanding of the multistage environment. By examining the influence of blade lift across the Smith efficiency chart, the analysis demonstrates that designs with higher flow turning will tend to be less sensitive to increases in blade loading. © 2013 American Society of Mechanical Engineers.

Cortical thickness estimation of the proximal femur from multi-view Dual-Energy X-ray Absorptiometry (DXA)

Hip fracture is the leading cause of acute orthopaedic hospital admission amongst the elderly, with around a third of patients not surviving one year post-fracture. Although various preventative therapies are available, patient selection is difficult. The current state-of-the-art risk assessment tool (FRAX) ignores focal structural defects, such as cortical bone thinning, a critical component in characterizing hip fragility. Cortical thickness can be measured using CT, but this is expensive and involves a significant radiation dose. Instead, Dual-Energy X-ray Absorptiometry (DXA) is currently the preferred imaging modality for assessing hip fracture risk and is used routinely in clinical practice. Our ambition is to develop a tool to measure cortical thickness using multi-view DXA instead of CT. In this initial study, we work with digitally reconstructed radiographs (DRRs) derived from CT data as a surrogate for DXA scans: this enables us to compare directly the thickness estimates with the gold standard CT results. Our approach involves a model-based femoral shape reconstruction followed by a data-driven algorithm to extract numerous cortical thickness point estimates. In a series of experiments on the shaft and trochanteric regions of 48 proximal femurs, we validated our algorithm and established its performance limits using 20 views in the range 0°-171°: estimation errors were 0:19 ± 0:53mm (mean +/- one standard deviation). In a more clinically viable protocol using four views in the range 0°-51°, where no other bony structures obstruct the projection of the femur, measurement errors were -0:07 ± 0:79 mm. © 2013 SPIE.

Instantaneous frequency and bandwidth estimation using filterbank arrays

Accurate estimation of the instantaneous frequency of speech resonances is a hard problem mainly due to phase discontinuities in the speech signal associated with excitation instants. We review a variety of approaches for enhanced frequency and bandwidth estimation in the time-domain and propose a new cognitively motivated approach using filterbank arrays. We show that by filtering speech resonances using filters of different center frequency, bandwidth and shape, the ambiguity in instantaneous frequency estimation associated with amplitude envelope minima and phase discontinuities can be significantly reduced. The novel estimators are shown to perform well on synthetic speech signals with frequency and bandwidth micro-modulations (i.e., modulations within a pitch period), as well as on real speech signals. Filterbank arrays, when applied to frequency and bandwidth modulation index estimation, are shown to reduce the estimation error variance by 85% and 70% respectively. © 2013 IEEE.