Applications of random set theory in econometrics

In recent years, the econometrics literature has shown a growing interest in the study of partially identified models, in which the object of economic and statistical interest is a set rather than a point. The characterization of this set and the development of consistent estimators and inference procedures for it with desirable properties are the main goals of partial identification analysis. This review introduces the fundamental tools of the theory of random sets, which brings together elements of topology, convex geometry, and probability theory to develop a coherent mathematical framework to analyze random elements whose realizations are sets. It then elucidates how these tools have been fruitfully applied in econometrics to reach the goals of partial identification analysis.

Quantifying the periodicty of Inter Movement Intervals of Leg Movements

ims: Periodic leg movements in sleep (PLMS) are a frequent finding in polysomnography. Most patients with restless legs syndrome (RLS) display PLMS. However, since PLMS are also often recorded in healthy elderly subjects, the clinical significance of PLMS is still discussed controversially. Leg movements are seen concurrently with arousals in obstructive sleep apnoea (OSA) may also appear periodically. Quantitative assessment of the periodicity of LM/PLM as measured by inter movement intervals (IMI) is difficult. This is mainly due to influencing factors like sleep architecture and sleep stage, medication, inter and intra patient variability, the arbitrary amplitude and sequence criteria which tend to broaden the IMI distributions or make them even multi-modal. Methods: Here a statistical method is presented that enables eliminating such effects from the raw data before analysing the statistics of IMI. Rather than studying the absolute size of IMI (measured in seconds) we focus on the shape of their distribution (suitably normalized IMI). To this end we employ methods developed in Random Matrix Theory (RMT). Patients: The periodicity of leg movements (LM) of four patient groups (10 to 15 each) showing LM without PLMS (group 1), OSA without PLMS (group 2), PLMS and OSA (group 3) as well as PLMS without OSA (group 4) are compared. Results: The IMI of patients without PLMS (groups 1 and 2) and with PLMS (groups 3 and 4) are statistically different. In patients without PLMS the distribution of normalized IMI resembles closely the one of random events. In contrary IMI of PLMS patients show features of periodic systems (e.g. a pendulum) when studied in normalized manner. Conclusions: For quantifying PLMS periodicity proper normalization of the IMI is crucial. Without this procedure important features are hidden when grouping LM/PLM over whole nights or across patients. The clinical significance of PLMS might be eluded when properly separating random LM from LM that show features of periodic systems.

Estimating and quantifying uncertainties on level sets using the Vorob'ev expectation and deviation with Gaussian process models

Several methods based on Kriging have recently been proposed for calculating a probability of failure involving costly-to-evaluate functions. A closely related problem is to estimate the set of inputs leading to a response exceeding a given threshold. Now, estimating such a level set—and not solely its volume—and quantifying uncertainties on it are not straightforward. Here we use notions from random set theory to obtain an estimate of the level set, together with a quantification of estimation uncertainty. We give explicit formulae in the Gaussian process set-up and provide a consistency result. We then illustrate how space-filling versus adaptive design strategies may sequentially reduce level set estimation uncertainty.

Vibrations, Posture, and the Stabilization of Gaze: An Experimental Study on Impedance Control

Vibrations, Posture, and the Stabilization of Gaze: An Experimental Study on Impedance Control R. KREDEL, A. GRIMM & E.-J. HOSSNER University of Bern, Switzerland Introduction Franklin and Wolpert (2011) identify impedance control, i.e., the competence to resist changes in position, velocity or acceleration caused by environmental disturbances, as one of five computational mechanisms which allow for skilled and fluent sen-sorimotor behavior. Accordingly, impedance control is of particular interest in situa-tions in which the motor task exhibits unpredictable components as it is the case in downhill biking or downhill skiing. In an experimental study, the question is asked whether impedance control, beyond its benefits for motor control, also helps to stabi-lize gaze what, in turn, may be essential for maintaining other control mechanisms (e.g., the internal modeling of future states) in an optimal range. Method In a 3x2x4 within-subject ANOVA design, 72 participants conducted three tests on visual acuity and contrast (Landolt / Grating and Vernier) in two different postures (standing vs. squat) on a platform vibrating at four different frequencies (ZEPTOR; 0 Hz, 4 Hz, 8 Hz, 12 Hz; no random noise; constant amplitude) in a counterbalanced or-der with 1-minute breaks in-between. In addition, perceived exertion (Borg) was rated by participants after each condition. Results For Landolt and Grating, significant main effects for posture and frequency are re-vealed, representing lower acuity/contrast thresholds for standing and for higher fre-quencies in general, as well as a significant interaction (p < .05), standing for in-creasing posture differences with increasing frequencies. Overall, performance could be maintained at the 0 Hz/standing level up to a frequency of 8 Hz, if bending of the knees was allowed. The fact that this result is not only due to exertion is proved by the Borg ratings showing significant main effects only, i.e., higher exertion scores for standing and for higher frequencies, but no significant interaction (p > .40). The same pattern, although not significant, is revealed for the Vernier test. Discussion Apparently, postures improving impedance control not only turn out to help to resist disturbances but also assist in stabilizing gaze in spite of these perturbations. Con-sequently, studying the interaction of these control mechanisms in complex unpre-dictable environments seems to be a fruitful field of research for the future. References Franklin, D. W., & Wolpert, D. M. (2011). Computational mechanisms of sensorimotor control. Neuron, 72, 425-442.

Quantifying uncertainty on Pareto fronts with Gaussian process conditional simulations

Multi-objective optimization algorithms aim at finding Pareto-optimal solutions. Recovering Pareto fronts or Pareto sets from a limited number of function evaluations are challenging problems. A popular approach in the case of expensive-to-evaluate functions is to appeal to metamodels. Kriging has been shown efficient as a base for sequential multi-objective optimization, notably through infill sampling criteria balancing exploitation and exploration such as the Expected Hypervolume Improvement. Here we consider Kriging metamodels not only for selecting new points, but as a tool for estimating the whole Pareto front and quantifying how much uncertainty remains on it at any stage of Kriging-based multi-objective optimization algorithms. Our approach relies on the Gaussian process interpretation of Kriging, and bases upon conditional simulations. Using concepts from random set theory, we propose to adapt the Vorob’ev expectation and deviation to capture the variability of the set of non-dominated points. Numerical experiments illustrate the potential of the proposed workflow, and it is shown on examples how Gaussian process simulations and the estimated Vorob’ev deviation can be used to monitor the ability of Kriging-based multi-objective optimization algorithms to accurately learn the Pareto front.

Foundations of stochastic geometry and theory of random sets

The first section of this chapter starts with the Buffon problem, which is one of the oldest in stochastic geometry, and then continues with the definition of measures on the space of lines. The second section defines random closed sets and related measurability issues, explains how to characterize distributions of random closed sets by means of capacity functionals and introduces the concept of a selection. Based on this concept, the third section starts with the definition of the expectation and proves its convexifying effect that is related to the Lyapunov theorem for ranges of vector-valued measures. Finally, the strong law of large numbers for Minkowski sums of random sets is proved and the corresponding limit theorem is formulated. The chapter is concluded by a discussion of the union-scheme for random closed sets and a characterization of the corresponding stable laws.

Estimating the number of motor units using random sums with independently thinned terms

The problem of estimating the numbers of motor units N in a muscle is embedded in a general stochastic model using the notion of thinning from point process theory. In the paper a new moment type estimator for the numbers of motor units in a muscle is denned, which is derived using random sums with independently thinned terms. Asymptotic normality of the estimator is shown and its practical value is demonstrated with bootstrap and approximative confidence intervals for a data set from a 31-year-old healthy right-handed, female volunteer. Moreover simulation results are presented and Monte-Carlo based quantiles, means, and variances are calculated for N in{300,600,1000}.

Hierarchical Markov Random Fields Applied to Model Soft Tissue Deformations on Graphics Hardware

Many methodologies dealing with prediction or simulation of soft tissue deformations on medical image data require preprocessing of the data in order to produce a different shape representation that complies with standard methodologies, such as mass–spring networks, finite element method s (FEM). On the other hand, methodologies working directly on the image space normally do not take into account mechanical behavior of tissues and tend to lack physics foundations driving soft tissue deformations. This chapter presents a method to simulate soft tissue deformations based on coupled concepts from image analysis and mechanics theory. The proposed methodology is based on a robust stochastic approach that takes into account material properties retrieved directly from the image, concepts from continuum mechanics and FEM. The optimization framework is solved within a hierarchical Markov random field (HMRF) which is implemented on the graphics processor unit (GPU See Graphics processing unit ).

Optical quantum random number generator

A physical random number generator based on the intrinsic randomness of quantum mechanics is described. The random events are realized by the choice of single photons between the two outputs of a beamsplitter. We present a simple device, which minimizes the impact of the photon counters’ noise, dead-time and after pulses.

Stereological Modelling of Random Particles

Stochastic models for three-dimensional particles have many applications in applied sciences. Lévy–based particle models are a flexible approach to particle modelling. The structure of the random particles is given by a kernel smoothing of a Lévy basis. The models are easy to simulate but statistical inference procedures have not yet received much attention in the literature. The kernel is not always identifiable and we suggest one approach to remedy this problem. We propose a method to draw inference about the kernel from data often used in local stereology and study the performance of our approach in a simulation study.

Robust Proximal Femur Segmentation in Conventional X-Ray Images via Random Forest Regression on Multi-resolution Gradient Features

In this paper, we propose a fully automatic, robust approach for segmenting proximal femur in conventional X-ray images. Our method is based on hierarchical landmark detection by random forest regression, where the detection results of 22 global landmarks are used to do the spatial normalization, and the detection results of the 59 local landmarks serve as the image cue for instantiation of a statistical shape model of the proximal femur. To detect landmarks in both levels, we use multi-resolution HoG (Histogram of Oriented Gradients) as features which can achieve better accuracy and robustness. The efficacy of the present method is demonstrated by experiments conducted on 150 clinical x-ray images. It was found that the present method could achieve an average point-to-curve error of 2.0 mm and that the present method was robust to low image contrast, noise and occlusions caused by implants.

Random Sampling with Interspike-Intervals of the Exponential Integrate and Fire Neuron: A Computational Interpretation of UP-States

Oscillations between high and low values of the membrane potential (UP and DOWN states respectively) are an ubiquitous feature of cortical neurons during slow wave sleep and anesthesia. Nevertheless, a surprisingly small number of quantitative studies have been conducted only that deal with this phenomenon’s implications for computation. Here we present a novel theory that explains on a detailed mathematical level the computational benefits of UP states. The theory is based on random sampling by means of interspike intervals (ISIs) of the exponential integrate and fire (EIF) model neuron, such that each spike is considered a sample, whose analog value corresponds to the spike’s preceding ISI. As we show, the EIF’s exponential sodium current, that kicks in when balancing a noisy membrane potential around values close to the firing threshold, leads to a particularly simple, approximative relationship between the neuron’s ISI distribution and input current. Approximation quality depends on the frequency spectrum of the current and is improved upon increasing the voltage baseline towards threshold. Thus, the conceptually simpler leaky integrate and fire neuron that is missing such an additional current boost performs consistently worse than the EIF and does not improve when voltage baseline is increased. For the EIF in contrast, the presented mechanism is particularly effective in the high-conductance regime, which is a hallmark feature of UP-states. Our theoretical results are confirmed by accompanying simulations, which were conducted for input currents of varying spectral composition. Moreover, we provide analytical estimations of the range of ISI distributions the EIF neuron can sample from at a given approximation level. Such samples may be considered by any algorithmic procedure that is based on random sampling, such as Markov Chain Monte Carlo or message-passing methods. Finally, we explain how spike-based random sampling relates to existing computational theories about UP states during slow wave sleep and present possible extensions of the model in the context of spike-frequency adaptation.