Nonlinear model structure design and construction using orthogonal least squares and D-optimality design

A very efficient learning algorithm for model subset selection is introduced based on a new composite cost function that simultaneously optimizes the model approximation ability and model robustness and adequacy. The derived model parameters are estimated via forward orthogonal least squares, but the model subset selection cost function includes a D-optimality design criterion that maximizes the determinant of the design matrix of the subset to ensure the model robustness, adequacy, and parsimony of the final model. The proposed approach is based on the forward orthogonal least square (OLS) algorithm, such that new D-optimality-based cost function is constructed based on the orthogonalization process to gain computational advantages and hence to maintain the inherent advantage of computational efficiency associated with the conventional forward OLS approach. Illustrative examples are included to demonstrate the effectiveness of the new approach.

Nonlinear model structure detection using optimum experimental design and orthogonal least squares

A very efficient learning algorithm for model subset selection is introduced based on a new composite cost function that simultaneously optimizes the model approximation ability and model adequacy. The derived model parameters are estimated via forward orthogonal least squares, but the subset selection cost function includes an A-optimality design criterion to minimize the variance of the parameter estimates that ensures the adequacy and parsimony of the final model. An illustrative example is included to demonstrate the effectiveness of the new approach.

Dual-orthogonal radial basis function networks for nonlinear time series prediction

A new structure of Radial Basis Function (RBF) neural network called the Dual-orthogonal RBF Network (DRBF) is introduced for nonlinear time series prediction. The hidden nodes of a conventional RBF network compare the Euclidean distance between the network input vector and the centres, and the node responses are radially symmetrical. But in time series prediction where the system input vectors are lagged system outputs, which are usually highly correlated, the Euclidean distance measure may not be appropriate. The DRBF network modifies the distance metric by introducing a classification function which is based on the estimation data set. Training the DRBF networks consists of two stages. Learning the classification related basis functions and the important input nodes, followed by selecting the regressors and learning the weights of the hidden nodes. In both cases, a forward Orthogonal Least Squares (OLS) selection procedure is applied, initially to select the important input nodes and then to select the important centres. Simulation results of single-step and multi-step ahead predictions over a test data set are included to demonstrate the effectiveness of the new approach.

Generalised Dirichelt-to-Neumann map in time dependent domains

We study the heat, linear Schrodinger and linear KdV equations in the domain l(t) < x < ∞, 0 < t < T, with prescribed initial and boundary conditions and with l(t) a given differentiable function. For the first two equations, we show that the unknown Neumann or Dirichlet boundary value can be computed as the solution of a linear Volterra integral equation with an explicit weakly singular kernel. This integral equation can be derived from the formal Fourier integral representation of the solution. For the linear KdV equation we show that the two unknown boundary values can be computed as the solution of a system of linear Volterra integral equations with explicit weakly singular kernels. The derivation in this case makes crucial use of analyticity and certain invariance properties in the complex spectral plane. The above Volterra equations are shown to admit a unique solution.

On combination of SMOTE and particle swarm optimization based radial basis function classifier for imbalanced problems

The combination of the synthetic minority oversampling technique (SMOTE) and the radial basis function (RBF) classifier is proposed to deal with classification for imbalanced two-class data. In order to enhance the significance of the small and specific region belonging to the positive class in the decision region, the SMOTE is applied to generate synthetic instances for the positive class to balance the training data set. Based on the over-sampled training data, the RBF classifier is constructed by applying the orthogonal forward selection procedure, in which the classifier structure and the parameters of RBF kernels are determined using a particle swarm optimization algorithm based on the criterion of minimizing the leave-one-out misclassification rate. The experimental results on both simulated and real imbalanced data sets are presented to demonstrate the effectiveness of our proposed algorithm.

The plastic self organising map

A novel extension to Kohonen's self-organising map, called the plastic self organising map (PSOM), is presented. PSOM is unlike any other network because it only has one phase of operation. The PSOM does not go through a training cycle before testing, like the SOM does and its variants. Each pattern is thus treated identically for all time. The algorithm uses a graph structure to represent data and can add or remove neurons to learn dynamic nonstationary pattern sets. The network is tested on a real world radar application and an artificial nonstationary problem.

The structure and evolution of the stratospheric vortex in response to natural forcings

The structure and evolution of the Arctic stratospheric polar vortex is assessed during opposing phases of, primarily, the El Niño–Southern Oscillation (ENSO) and the Quasi-Biennial Oscillation (QBO), but the 11 year solar cycle and winters following large volcanic eruptions are also examined. The analysis is performed by taking 2-D moments of vortex potential vorticity (PV) fields which allow the area and centroid of the vortex to be calculated throughout the ERA-40 reanalysis data set (1958–2002). Composites of these diagnostics for the different phases of the natural forcings are then considered. Statistically significant results are found regarding the structure and evolution of the vortex during, in particular, the ENSO and QBO phases. When compared with the more traditional zonal mean zonal wind diagnostic at 60°N, the moment-based diagnostics are far more robust and contain more information regarding the state of the vortex. The study details, for the first time, a comprehensive sequence of events which map the evolution of the vortex during each of the forcings throughout an extended winter period.

Amygdalar function reflects common individual differences in emotion and pain regulation success

Although the co-occurrence of negative affect and pain is well recognized, the mechanism underlying their association is unclear. To examine whether a common self-regulatory ability impacts the experience of both emotion and pain, we integrated neuroimaging, behavioral, and physiological measures obtained from three assessments separated by substantial temporal intervals. Out results demonstrated that individual differences in emotion regulation ability, as indexed by an objective measure of emotional state, corrugator electromyography, predicted self-reported success while regulating pain. In both emotion and pain paradigms, the amygdala reflected regulatory success. Notably, we found that greater emotion regulation success was associated with greater change of amygdalar activity following pain regulation. Furthermore, individual differences in degree of amygdalar change following emotion regulation were a strong predictor of pain regulation success, as well as of the degree of amygdalar engagement following pain regulation. These findings suggest that common individual differences in emotion and pain regulatory success are reflected in a neural structure known to contribute to appraisal processes.

Determination by MAD-DM of the structure of the DNA duplex d[ACGTACG(5-BrU)]2 at 1.46 Å and 100 K

A four-wavelength MAD experiment on a new brominated octanucleotide is reported here. d[ACGTACG(5-BrU)], C77H81BrN30O32P7, (DNA) = 2235, tetragonal, P43212 (No. 96), a = 43.597, c = 26.268 Å, V = 49927.5 Å3, Z = 8, T = 100 K, R = 10.91% for 4312 reflections between 15.0 and 1.46 Å resolution. The self-complementary brominated octanucleotide d[ACGTACG(5-BrU)]2 has been crystallized and data measured to 1.45 Å at both 293 K and a second crystal flash frozen at 100 K. The latter data collection was carried out to the same resolution at the four wavelengths 0.9344, 0.9216, 0.9208 and 0.9003 Å, around the Br K edge at 0.92 Å and the structure determined from a map derived from a MAD data analysis using pseudo-MIR methodology, as implemented in the program MLPHARE. This is one of the first successful MAD phasing experiments carried out at Sincrotrone Elettra in Trieste, Italy. The structure was refined using the data measured at 0.9003 Å, anisotropic temperature factors and the restrained least-squares refinement implemented in the program SHELX96, and the helical parameters are compared with those previously determined for the isomorphous d(ACGTACGT)2 analogue. The asymmetric unit consists of a single strand of octamer with 96 water molecules. No countercations were located. The A-DNA helix geometry obtained has been analysed using the CURVES program.

Synthesis and X-ray crystal structure of the copper(I) dicarboxylic acid complex [Cu(η1-bdoaH)(PPh3)3] (bdoaH2 = benzene-1,2- dioxyacetic acid)

The copper(II) complex [Cu(bdoa)(H2O)2] (bdoaH2 = benzene-1,2-dioxyacetic acid) reacts with triphenylphosphine (1:4 mol ratio) to give the colourless copper(I) complex [Cu(η1-bdoaH)(PPh3)3] (1) in good yield. The X-ray crystal structure of the complex shows the copper atom at the centre of a distorted tetrahedron, and is ligated by the phosphorus atoms of the three triphenylphosphines and one carboxylate oxygen atom of the bdoaH− ligand. Significant intermolecular hydrogen-bonding exists between the pendant carboxylate OH function of one molecule and the uncoordinated “ketonic” oxygen of a neighbouring molecule. Complex 1 is non-conducting in chloroform but ionizes readily in acetonitrile. The cyclic voltammogram of an acetonitrile solution of 1 shows a single irreversible anodic peak for the oxidation of the PPh3 ligands and the copper(I) centre, and a single irreversible cathodic peak for the reduction of the bdoaH− ion. IR and mass spectral data for 1 are given.

The Dirichlet-to-Neumann map for the elliptic sine Gordon

We analyse the Dirichlet problem for the elliptic sine Gordon equation in the upper half plane. We express the solution $q(x,y)$ in terms of a Riemann-Hilbert problem whose jump matrix is uniquely defined by a certain function $b(\la)$, $\la\in\R$, explicitly expressed in terms of the given Dirichlet data $g_0(x)=q(x,0)$ and the unknown Neumann boundary value $g_1(x)=q_y(x,0)$, where $g_0(x)$ and $g_1(x)$ are related via the global relation $\{b(\la)=0$, $\la\geq 0\}$. Furthermore, we show that the latter relation can be used to characterise the Dirichlet to Neumann map, i.e. to express $g_1(x)$ in terms of $g_0(x)$. It appears that this provides the first case that such a map is explicitly characterised for a nonlinear integrable {\em elliptic} PDE, as opposed to an {\em evolution} PDE.

Asset allocation, cross-class correlation and the structure of property returns

Practical applications of portfolio optimisation tend to proceed on a “top down” basis where funds are allocated first at asset class level (between, say, bonds, cash, equities and real estate) and then, progressively, at sub-class level (within property to sectors, office, retail, industrial for example). While there are organisational benefits from such an approach, it can potentially lead to sub-optimal allocations when compared to a “global” or “side-by-side” optimisation. This will occur where there are correlations between sub-classes across the asset divide that are masked in aggregation – between, for instance, City offices and the performance of financial services stocks. This paper explores such sub-class linkages using UK monthly stock and property data. Exploratory analysis using clustering procedures and factor analysis suggests that property performance and equity performance are distinctive: there is little persuasive evidence of contemporaneous or lagged sub-class linkages. Formal tests of the equivalence of optimised portfolios using top-down and global approaches failed to demonstrate significant differences, whether or not allocations were constrained. While the results may be a function of measurement of market returns, it is those returns that are used to assess fund performance. Accordingly, the treatment of real estate as a distinct asset class with diversification potential seems justified.

Individual differences in brain structure underpin empathizing–systemizing cognitive styles in male adults

Individual differences in cognitive style can be characterized along two dimensions: ‘systemizing’ (S, the drive to analyze or build ‘rule-based’ systems) and ‘empathizing’ (E, the drive to identify another's mental state and respond to this with an appropriate emotion). Discrepancies between these two dimensions in one direction (S > E) or the other (E > S) are associated with sex differences in cognition: on average more males show an S > E cognitive style, while on average more females show an E > S profile. The neurobiological basis of these different profiles remains unknown. Since individuals may be typical or atypical for their sex, it is important to move away from the study of sex differences and towards the study of differences in cognitive style. Using structural magnetic resonance imaging we examined how neuroanatomy varies as a function of the discrepancy between E and S in 88 adult males from the general population. Selecting just males allows us to study discrepant E-S profiles in a pure way, unconfounded by other factors related to sex and gender. An increasing S > E profile was associated with increased gray matter volume in cingulate and dorsal medial prefrontal areas which have been implicated in processes related to cognitive control, monitoring, error detection, and probabilistic inference. An increasing E > S profile was associated with larger hypothalamic and ventral basal ganglia regions which have been implicated in neuroendocrine control, motivation and reward. These results suggest an underlying neuroanatomical basis linked to the discrepancy between these two important dimensions of individual differences in cognitive style.

The structure of the optimal income tax in the quasi-linear model

Existing numerical characterizations of the optimal income tax have been based on a limited number of model specifications. As a result, they do not reveal which properties are general. We determine the optimal tax in the quasi-linear model under weaker assumptions than have previously been used; in particular, we remove the assumption of a lower bound on the utility of zero consumption and the need to permit negative labor incomes. A Monte Carlo analysis is then conducted in which economies are selected at random and the optimal tax function constructed. The results show that in a significant proportion of economies the marginal tax rate rises at low skills and falls at high. The average tax rate is equally likely to rise or fall with skill at low skill levels, rises in the majority of cases in the centre of the skill range, and falls at high skills. These results are consistent across all the specifications we test. We then extend the analysis to show that these results also hold for Cobb-Douglas utility.

Genetic structure and linkage disequilibrium in landrace populations of barley in Sardinia

Multilocus digenic linkage disequilibria (LD) and their population structure were investigated in eleven landrace populations of barley (Hordeum vulgare ssp. vulgare L.) in Sardinia, using 134 dominant simple-sequence amplified polymorphism markers. The analysis of molecular variance for these markers indicated that the populations were partially differentiated (F ST = 0.18), and clustered into three geographic areas. Consistent with this population pattern, STRUCTURE analysis allocated individuals from a bulk of all populations into four genetic groups, and these groups also showed geographic patterns. In agreement with other molecular studies in barley, the general level of LD was low (13 % of locus pairs, with P < 0.01) in the bulk of 337 lines, and decayed steeply with map distance between markers. The partitioning of multilocus associations into various components indicated that genetic drift and founder effects played a major role in determining the overall genetic makeup of the diversity in these landrace populations, but that epistatic homogenising or diversifying selection was also present. Notably, the variance of the disequilibrium component was relatively high, which implies caution in the pooling of barley lines for association studies. Finally, we compared the analyses of multilocus structure in barley landrace populations with parallel analyses in both composite crosses of barley on the one hand and in natural populations of wild barley on the other. Neither of these serves as suitable mimics of landraces in barley, which require their own study. Overall, the results suggest that these populations can be exploited for LD mapping if population structure is controlled.