154 resultados para optimal stopping rule

em Cambridge University Engineering Department Publications Database


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A venerable history of classical work on autoassociative memory has significantly shaped our understanding of several features of the hippocampus, and most prominently of its CA3 area, in relation to memory storage and retrieval. However, existing theories of hippocampal memory processing ignore a key biological constraint affecting memory storage in neural circuits: the bounded dynamical range of synapses. Recent treatments based on the notion of metaplasticity provide a powerful model for individual bounded synapses; however, their implications for the ability of the hippocampus to retrieve memories well and the dynamics of neurons associated with that retrieval are both unknown. Here, we develop a theoretical framework for memory storage and recall with bounded synapses. We formulate the recall of a previously stored pattern from a noisy recall cue and limited-capacity (and therefore lossy) synapses as a probabilistic inference problem, and derive neural dynamics that implement approximate inference algorithms to solve this problem efficiently. In particular, for binary synapses with metaplastic states, we demonstrate for the first time that memories can be efficiently read out with biologically plausible network dynamics that are completely constrained by the synaptic plasticity rule, and the statistics of the stored patterns and of the recall cue. Our theory organises into a coherent framework a wide range of existing data about the regulation of excitability, feedback inhibition, and network oscillations in area CA3, and makes novel and directly testable predictions that can guide future experiments.

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We present a statistical model-based approach to signal enhancement in the case of additive broadband noise. Because broadband noise is localised in neither time nor frequency, its removal is one of the most pervasive and difficult signal enhancement tasks. In order to improve perceived signal quality, we take advantage of human perception and define a best estimate of the original signal in terms of a cost function incorporating perceptual optimality criteria. We derive the resultant signal estimator and implement it in a short-time spectral attenuation framework. Audio examples, references, and further information may be found at http://www-sigproc.eng.cam.ac.uk/~pjw47.

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The sensor scheduling problem can be formulated as a controlled hidden Markov model and this paper solves the problem when the state, observation and action spaces are continuous. This general case is important as it is the natural framework for many applications. The aim is to minimise the variance of the estimation error of the hidden state w.r.t. the action sequence. We present a novel simulation-based method that uses a stochastic gradient algorithm to find optimal actions. © 2007 Elsevier Ltd. All rights reserved.

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Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity, or derivative, of the optimal filter with respect to the static parameters of the state-space model; for instance, in order to obtain maximum likelihood model parameters of interest, or to compute the optimal controller in an optimal control problem. In Poyiadjis et al. [2011] an original particle algorithm to compute the filter derivative was proposed and it was shown using numerical examples that the particle estimate was numerically stable in the sense that it did not deteriorate over time. In this paper we substantiate this claim with a detailed theoretical study. Lp bounds and a central limit theorem for this particle approximation of the filter derivative are presented. It is further shown that under mixing conditions these Lp bounds and the asymptotic variance characterized by the central limit theorem are uniformly bounded with respect to the time index. We demon- strate the performance predicted by theory with several numerical examples. We also use the particle approximation of the filter derivative to perform online maximum likelihood parameter estimation for a stochastic volatility model.

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This paper explores the use of Monte Carlo techniques in deterministic nonlinear optimal control. Inter-dimensional population Markov Chain Monte Carlo (MCMC) techniques are proposed to solve the nonlinear optimal control problem. The linear quadratic and Acrobot problems are studied to demonstrate the successful application of the relevant techniques.