The use of ensemble empirical mode decomposition with canonical correlation analysis as a novel artifact removal technique

Biosignal measurement and processing is increasingly being deployed in ambulatory situations particularly in connected health applications. Such an environment dramatically increases the likelihood of artifacts which can occlude features of interest and reduce the quality of information available in the signal. If multichannel recordings are available for a given signal source, then there are currently a considerable range of methods which can suppress or in some cases remove the distorting effect of such artifacts. There are, however, considerably fewer techniques available if only a single-channel measurement is available and yet single-channel measurements are important where minimal instrumentation complexity is required. This paper describes a novel artifact removal technique for use in such a context. The technique known as ensemble empirical mode decomposition with canonical correlation analysis (EEMD-CCA) is capable of operating on single-channel measurements. The EEMD technique is first used to decompose the single-channel signal into a multidimensional signal. The CCA technique is then employed to isolate the artifact components from the underlying signal using second-order statistics. The new technique is tested against the currently available wavelet denoising and EEMD-ICA techniques using both electroencephalography and functional near-infrared spectroscopy data and is shown to produce significantly improved results. © 1964-2012 IEEE.

Efficient Marginal Likelihood Computation for Gaussian Process Regression

In a Bayesian learning setting, the posterior distribution of a predictive model arises from a trade-off between its prior distribution and the conditional likelihood of observed data. Such distribution functions usually rely on additional hyperparameters which need to be tuned in order to achieve optimum predictive performance; this operation can be efficiently performed in an Empirical Bayes fashion by maximizing the posterior marginal likelihood of the observed data. Since the score function of this optimization problem is in general characterized by the presence of local optima, it is necessary to resort to global optimization strategies, which require a large number of function evaluations. Given that the evaluation is usually computationally intensive and badly scaled with respect to the dataset size, the maximum number of observations that can be treated simultaneously is quite limited. In this paper, we consider the case of hyperparameter tuning in Gaussian process regression. A straightforward implementation of the posterior log-likelihood for this model requires O(N^3) operations for every iteration of the optimization procedure, where N is the number of examples in the input dataset. We derive a novel set of identities that allow, after an initial overhead of O(N^3), the evaluation of the score function, as well as the Jacobian and Hessian matrices, in O(N) operations. We prove how the proposed identities, that follow from the eigendecomposition of the kernel matrix, yield a reduction of several orders of magnitude in the computation time for the hyperparameter optimization problem. Notably, the proposed solution provides computational advantages even with respect to state of the art approximations that rely on sparse kernel matrices.

The Financial Accountability of Irish Credit Unions: an initial empirical study

Credit unions are member-owned, voluntary, self-help, democratic, not-for-profit institutions that provide financial services to their members. They have both economic and social goals. Over this last decade they have achieved remarkable growth levels and currently there are 600 such organisations in Ireland, with approximately 50 per cent of the adult population of Ireland belonging to a credit union. Accounting for credit unions is a much-neglected area and relatively little is known about the sector's accountability. This paper presents the results of an initial empirical study of the financial accountability of Irish credit unions. A series of interviews and a basic content analysis of 178 recent financial statements were used to identify the views of key stakeholders with respect to the discharge of financial accountability by credit unions and the current quality of financial reporting. Overall, the research points to a sector where financial accountability through the medium of the annual report is weak and possible adverse consequences of this are explored. On the basis of the interviews it is suggested that if changes in financial accountability are to be achieved then some more proactive engagement of parties external to the management of individual credit unions is needed.