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.

Adaptive Mixture Modelling Metropolis Methods for Bayesian Analysis of Non-linear State-Space Models.

We describe a strategy for Markov chain Monte Carlo analysis of non-linear, non-Gaussian state-space models involving batch analysis for inference on dynamic, latent state variables and fixed model parameters. The key innovation is a Metropolis-Hastings method for the time series of state variables based on sequential approximation of filtering and smoothing densities using normal mixtures. These mixtures are propagated through the non-linearities using an accurate, local mixture approximation method, and we use a regenerating procedure to deal with potential degeneracy of mixture components. This provides accurate, direct approximations to sequential filtering and retrospective smoothing distributions, and hence a useful construction of global Metropolis proposal distributions for simulation of posteriors for the set of states. This analysis is embedded within a Gibbs sampler to include uncertain fixed parameters. We give an example motivated by an application in systems biology. Supplemental materials provide an example based on a stochastic volatility model as well as MATLAB code.

Inhibition of adaptive immune responses leads to a fatal clinical outcome in SIV-infected pigtailed macaques but not vervet African green monkeys.

African green monkeys (AGM) and other natural hosts for simian immunodeficiency virus (SIV) do not develop an AIDS-like disease following SIV infection. To evaluate differences in the role of SIV-specific adaptive immune responses between natural and nonnatural hosts, we used SIV(agmVer90) to infect vervet AGM and pigtailed macaques (PTM). This infection results in robust viral replication in both vervet AGM and pigtailed macaques (PTM) but only induces AIDS in the latter species. We delayed the development of adaptive immune responses through combined administration of anti-CD8 and anti-CD20 lymphocyte-depleting antibodies during primary infection of PTM (n = 4) and AGM (n = 4), and compared these animals to historical controls infected with the same virus. Lymphocyte depletion resulted in a 1-log increase in primary viremia and a 4-log increase in post-acute viremia in PTM. Three of the four PTM had to be euthanized within 6 weeks of inoculation due to massive CMV reactivation and disease. In contrast, all four lymphocyte-depleted AGM remained healthy. The lymphocyte-depleted AGM showed only a trend toward a prolongation in peak viremia but the groups were indistinguishable during chronic infection. These data show that adaptive immune responses are critical for controlling disease progression in pathogenic SIV infection in PTM. However, the maintenance of a disease-free course of SIV infection in AGM likely depends on a number of mechanisms including non-adaptive immune mechanisms.

Adaptive stereotactic body radiation therapy planning for lung cancer.

PURPOSE: To investigate the dosimetric effects of adaptive planning on lung stereotactic body radiation therapy (SBRT). METHODS AND MATERIALS: Forty of 66 consecutive lung SBRT patients were selected for a retrospective adaptive planning study. CBCT images acquired at each fraction were used for treatment planning. Adaptive plans were created using the same planning parameters as the original CT-based plan, with the goal to achieve comparable comformality index (CI). For each patient, 2 cumulative plans, nonadaptive plan (PNON) and adaptive plan (PADP), were generated and compared for the following organs-at-risks (OARs): cord, esophagus, chest wall, and the lungs. Dosimetric comparison was performed between PNON and PADP for all 40 patients. Correlations were evaluated between changes in dosimetric metrics induced by adaptive planning and potential impacting factors, including tumor-to-OAR distances (dT-OAR), initial internal target volume (ITV1), ITV change (ΔITV), and effective ITV diameter change (ΔdITV). RESULTS: 34 (85%) patients showed ITV decrease and 6 (15%) patients showed ITV increase throughout the course of lung SBRT. Percentage ITV change ranged from -59.6% to 13.0%, with a mean (±SD) of -21.0% (±21.4%). On average of all patients, PADP resulted in significantly (P=0 to .045) lower values for all dosimetric metrics. ΔdITV/dT-OAR was found to correlate with changes in dose to 5 cc (ΔD5cc) of esophagus (r=0.61) and dose to 30 cc (ΔD30cc) of chest wall (r=0.81). Stronger correlations between ΔdITV/dT-OAR and ΔD30cc of chest wall were discovered for peripheral (r=0.81) and central (r=0.84) tumors, respectively. CONCLUSIONS: Dosimetric effects of adaptive lung SBRT planning depend upon target volume changes and tumor-to-OAR distances. Adaptive lung SBRT can potentially reduce dose to adjacent OARs if patients present large tumor volume shrinkage during the treatment.

Adaptive temporal compressive sensing for video

This paper introduces the concept of adaptive temporal compressive sensing (CS) for video. We propose a CS algorithm to adapt the compression ratio based on the scene's temporal complexity, computed from the compressed data, without compromising the quality of the reconstructed video. The temporal adaptivity is manifested by manipulating the integration time of the camera, opening the possibility to realtime implementation. The proposed algorithm is a generalized temporal CS approach that can be incorporated with a diverse set of existing hardware systems. © 2013 IEEE.

Task-driven adaptive statistical compressive sensing of gaussian mixture models

A framework for adaptive and non-adaptive statistical compressive sensing is developed, where a statistical model replaces the standard sparsity model of classical compressive sensing. We propose within this framework optimal task-specific sensing protocols specifically and jointly designed for classification and reconstruction. A two-step adaptive sensing paradigm is developed, where online sensing is applied to detect the signal class in the first step, followed by a reconstruction step adapted to the detected class and the observed samples. The approach is based on information theory, here tailored for Gaussian mixture models (GMMs), where an information-theoretic objective relationship between the sensed signals and a representation of the specific task of interest is maximized. Experimental results using synthetic signals, Landsat satellite attributes, and natural images of different sizes and with different noise levels show the improvements achieved using the proposed framework when compared to more standard sensing protocols. The underlying formulation can be applied beyond GMMs, at the price of higher mathematical and computational complexity. © 1991-2012 IEEE.

Mental hoop diaries: emotional memories of a college basketball game in rival fans.

The rivalry between the men's basketball teams of Duke University and the University of North Carolina-Chapel Hill (UNC) is one of the most storied traditions in college sports. A subculture of students at each university form social bonds with fellow fans, develop expertise in college basketball rules, team statistics, and individual players, and self-identify as a member of a fan group. The present study capitalized on the high personal investment of these fans and the strong affective tenor of a Duke-UNC basketball game to examine the neural correlates of emotional memory retrieval for a complex sporting event. Male fans watched a competitive, archived game in a social setting. During a subsequent functional magnetic resonance imaging session, participants viewed video clips depicting individual plays of the game that ended with the ball being released toward the basket. For each play, participants recalled whether or not the shot went into the basket. Hemodynamic signal changes time locked to correct memory decisions were analyzed as a function of emotional intensity and valence, according to the fan's perspective. Results showed intensity-modulated retrieval activity in midline cortical structures, sensorimotor cortex, the striatum, and the medial temporal lobe, including the amygdala. Positively valent memories specifically recruited processing in dorsal frontoparietal regions, and additional activity in the insula and medial temporal lobe for positively valent shots recalled with high confidence. This novel paradigm reveals how brain regions implicated in emotion, memory retrieval, visuomotor imagery, and social cognition contribute to the recollection of specific plays in the mind of a sports fan.

Design of Scheduling Algorithms Using Game Theoretic Ideas

Scheduling a set of jobs over a collection of machines to optimize a certain quality-of-service measure is one of the most important research topics in both computer science theory and practice. In this thesis, we design algorithms that optimize {\em flow-time} (or delay) of jobs for scheduling problems that arise in a wide range of applications. We consider the classical model of unrelated machine scheduling and resolve several long standing open problems; we introduce new models that capture the novel algorithmic challenges in scheduling jobs in data centers or large clusters; we study the effect of selfish behavior in distributed and decentralized environments; we design algorithms that strive to balance the energy consumption and performance.

The technically interesting aspect of our work is the surprising connections we establish between approximation and online algorithms, economics, game theory, and queuing theory. It is the interplay of ideas from these different areas that lies at the heart of most of the algorithms presented in this thesis.

The main contributions of the thesis can be placed in one of the following categories.

1. Classical Unrelated Machine Scheduling: We give the first polygorithmic approximation algorithms for minimizing the average flow-time and minimizing the maximum flow-time in the offline setting. In the online and non-clairvoyant setting, we design the first non-clairvoyant algorithm for minimizing the weighted flow-time in the resource augmentation model. Our work introduces iterated rounding technique for the offline flow-time optimization, and gives the first framework to analyze non-clairvoyant algorithms for unrelated machines.

2. Polytope Scheduling Problem: To capture the multidimensional nature of the scheduling problems that arise in practice, we introduce Polytope Scheduling Problem (\psp). The \psp problem generalizes almost all classical scheduling models, and also captures hitherto unstudied scheduling problems such as routing multi-commodity flows, routing multicast (video-on-demand) trees, and multi-dimensional resource allocation. We design several competitive algorithms for the \psp problem and its variants for the objectives of minimizing the flow-time and completion time. Our work establishes many interesting connections between scheduling and market equilibrium concepts, fairness and non-clairvoyant scheduling, and queuing theoretic notion of stability and resource augmentation analysis.

3. Energy Efficient Scheduling: We give the first non-clairvoyant algorithm for minimizing the total flow-time + energy in the online and resource augmentation model for the most general setting of unrelated machines.

4. Selfish Scheduling: We study the effect of selfish behavior in scheduling and routing problems. We define a fairness index for scheduling policies called {\em bounded stretch}, and show that for the objective of minimizing the average (weighted) completion time, policies with small stretch lead to equilibrium outcomes with small price of anarchy. Our work gives the first linear/ convex programming duality based framework to bound the price of anarchy for general equilibrium concepts such as coarse correlated equilibrium.

Adaptive intervention design in mobile health: Intervention design and development in the Cell Phone Intervention for You trial.

BACKGROUND/AIMS: The obesity epidemic has spread to young adults, and obesity is a significant risk factor for cardiovascular disease. The prominence and increasing functionality of mobile phones may provide an opportunity to deliver longitudinal and scalable weight management interventions in young adults. The aim of this article is to describe the design and development of the intervention tested in the Cell Phone Intervention for You study and to highlight the importance of adaptive intervention design that made it possible. The Cell Phone Intervention for You study was a National Heart, Lung, and Blood Institute-sponsored, controlled, 24-month randomized clinical trial comparing two active interventions to a usual-care control group. Participants were 365 overweight or obese (body mass index≥25 kg/m2) young adults. METHODS: Both active interventions were designed based on social cognitive theory and incorporated techniques for behavioral self-management and motivational enhancement. Initial intervention development occurred during a 1-year formative phase utilizing focus groups and iterative, participatory design. During the intervention testing, adaptive intervention design, where an intervention is updated or extended throughout a trial while assuring the delivery of exactly the same intervention to each cohort, was employed. The adaptive intervention design strategy distributed technical work and allowed introduction of novel components in phases intended to help promote and sustain participant engagement. Adaptive intervention design was made possible by exploiting the mobile phone's remote data capabilities so that adoption of particular application components could be continuously monitored and components subsequently added or updated remotely. RESULTS: The cell phone intervention was delivered almost entirely via cell phone and was always-present, proactive, and interactive-providing passive and active reminders, frequent opportunities for knowledge dissemination, and multiple tools for self-tracking and receiving tailored feedback. The intervention changed over 2 years to promote and sustain engagement. The personal coaching intervention, alternatively, was primarily personal coaching with trained coaches based on a proven intervention, enhanced with a mobile application, but where all interactions with the technology were participant-initiated. CONCLUSION: The complexity and length of the technology-based randomized clinical trial created challenges in engagement and technology adaptation, which were generally discovered using novel remote monitoring technology and addressed using the adaptive intervention design. Investigators should plan to develop tools and procedures that explicitly support continuous remote monitoring of interventions to support adaptive intervention design in long-term, technology-based studies, as well as developing the interventions themselves.

Gene loss, adaptive evolution and the co-evolution of plumage coloration genes with opsins in birds.

BACKGROUND: The wide range of complex photic systems observed in birds exemplifies one of their key evolutionary adaptions, a well-developed visual system. However, genomic approaches have yet to be used to disentangle the evolutionary mechanisms that govern evolution of avian visual systems. RESULTS: We performed comparative genomic analyses across 48 avian genomes that span extant bird phylogenetic diversity to assess evolutionary changes in the 17 representatives of the opsin gene family and five plumage coloration genes. Our analyses suggest modern birds have maintained a repertoire of up to 15 opsins. Synteny analyses indicate that PARA and PARIE pineal opsins were lost, probably in conjunction with the degeneration of the parietal organ. Eleven of the 15 avian opsins evolved in a non-neutral pattern, confirming the adaptive importance of vision in birds. Visual conopsins sw1, sw2 and lw evolved under negative selection, while the dim-light RH1 photopigment diversified. The evolutionary patterns of sw1 and of violet/ultraviolet sensitivity in birds suggest that avian ancestors had violet-sensitive vision. Additionally, we demonstrate an adaptive association between the RH2 opsin and the MC1R plumage color gene, suggesting that plumage coloration has been photic mediated. At the intra-avian level we observed some unique adaptive patterns. For example, barn owl showed early signs of pseudogenization in RH2, perhaps in response to nocturnal behavior, and penguins had amino acid deletions in RH2 sites responsible for the red shift and retinal binding. These patterns in the barn owl and penguins were convergent with adaptive strategies in nocturnal and aquatic mammals, respectively. CONCLUSIONS: We conclude that birds have evolved diverse opsin adaptations through gene loss, adaptive selection and coevolution with plumage coloration, and that differentiated selective patterns at the species level suggest novel photic pressures to influence evolutionary patterns of more-recent lineages.