Minimum description length, regularisation and multi-modal data

Relationships between clustering, description length, and regularisation are pointed out, motivating the introduction of a cost function with a description length interpretation and the unusual and useful property of having its minimum approximated by the densest mode of a distribution. A simple inverse kinematics example is used to demonstrate that this property can be used to select and learn one branch of a multi-valued mapping. This property is also used to develop a method for setting regularisation parameters according to the scale on which structure is exhibited in the training data. The regularisation technique is demonstrated on two real data sets, a classification problem and a regression problem.

Estimating conditional volatility with neural networks

It is well known that one of the obstacles to effective forecasting of exchange rates is heteroscedasticity (non-stationary conditional variance). The autoregressive conditional heteroscedastic (ARCH) model and its variants have been used to estimate a time dependent variance for many financial time series. However, such models are essentially linear in form and we can ask whether a non-linear model for variance can improve results just as non-linear models (such as neural networks) for the mean have done. In this paper we consider two neural network models for variance estimation. Mixture Density Networks (Bishop 1994, Nix and Weigend 1994) combine a Multi-Layer Perceptron (MLP) and a mixture model to estimate the conditional data density. They are trained using a maximum likelihood approach. However, it is known that maximum likelihood estimates are biased and lead to a systematic under-estimate of variance. More recently, a Bayesian approach to parameter estimation has been developed (Bishop and Qazaz 1996) that shows promise in removing the maximum likelihood bias. However, up to now, this model has not been used for time series prediction. Here we compare these algorithms with two other models to provide benchmark results: a linear model (from the ARIMA family), and a conventional neural network trained with a sum-of-squares error function (which estimates the conditional mean of the time series with a constant variance noise model). This comparison is carried out on daily exchange rate data for five currencies.

Differences in the density and spatial distribution of florid and diffuse plaques in variant Creutzfeldt-Jakob disease (vCJD)

Objective: To determine whether in cases of variant Creutzfeldt-Jakob disease (vCJD), the florid-type plaques are derived from the diffuse plaques or whether the 2 plaque types develop independently. Material: Blocks of frontal, parietal, occipital and temporal neocortex and cerebellar cortex from 11 cases of vCJD. Method: The density, distribution and spatial pattern of the florid and diffuse plaques were determined in each brain region using spatial pattern analysis. Results: The density of the diffuse plaques was significantly greater than that of the florid plaques in most areas. The ratio of the diffuse to florid plaques varied between brain regions and was maximal in the molecular layer of the cerebellum. The densities of the florid and diffuse plaques were positively correlated in the parietal cortex, occipital cortex, the inferior temporal gyrus and the dentate gyrus. Plaque densities were not related to disease duration. In the cerebral cortex, the diffuse plaques were more commonly evenly distributed or occurred in large clusters along the cortex parallel to the pia mater compared with the florid plaques which occurred more frequently in regularly distributed clusters. Conclusion: The florid plaques may not be derived from the diffuse plaques, the 2 plaque types appearing to develop independently with unique factors involved in their pathogenesis.

Statistical mechanics of distribution networks

This thesis presents an analysis of the stability of complex distribution networks. We present a stability analysis against cascading failures. We propose a spin [binary] model, based on concepts of statistical mechanics. We test macroscopic properties of distribution networks with respect to various topological structures and distributions of microparameters. The equilibrium properties of the systems are obtained in a statistical mechanics framework by application of the replica method. We demonstrate the validity of our approach by comparing it with Monte Carlo simulations. We analyse the network properties in terms of phase diagrams and found both qualitative and quantitative dependence of the network properties on the network structure and macroparameters. The structure of the phase diagrams points at the existence of phase transition and the presence of stable and metastable states in the system. We also present an analysis of robustness against overloading in the distribution networks. We propose a model that describes a distribution process in a network. The model incorporates the currents between any connected hubs in the network, local constraints in the form of Kirchoff's law and a global optimizational criterion. The flow of currents in the system is driven by the consumption. We study two principal types of model: infinite and finite link capacity. The key properties are the distributions of currents in the system. We again use a statistical mechanics framework to describe the currents in the system in terms of macroscopic parameters. In order to obtain observable properties we apply the replica method. We are able to assess the criticality of the level of demand with respect to the available resources and the architecture of the network. Furthermore, the parts of the system, where critical currents may emerge, can be identified. This, in turn, provides us with the characteristic description of the spread of the overloading in the systems.

The slope of the psychometric function and non-stationarity of thresholds in spatiotemporal contrast vision

The slope of the two-interval, forced-choice psychometric function (e.g. the Weibull parameter, ß) provides valuable information about the relationship between contrast sensitivity and signal strength. However, little is known about how or whether ß varies with stimulus parameters such as spatiotemporal frequency and stimulus size and shape. A second unresolved issue concerns the best way to estimate the slope of the psychometric function. For example, if an observer is non-stationary (e.g. their threshold drifts between experimental sessions), ß will be underestimated if curve fitting is performed after collapsing the data across experimental sessions. We measured psychometric functions for 2 experienced observers for 14 different spatiotemporal configurations of pulsed or flickering grating patches and bars on each of 8 days. We found ß ˜ 3 to be fairly constant across almost all conditions, consistent with a fixed nonlinear contrast transducer and/or a constant level of intrinsic stimulus uncertainty (e.g. a square law transducer and a low level of intrinsic uncertainty). Our analysis showed that estimating a single ß from results averaged over several experimental sessions was slightly more accurate than averaging multiple estimates from several experimental sessions. However, the small levels of non-stationarity (SD ˜ 0.8 dB) meant that the difference between the estimates was, in practice, negligible.

Asymptotically exact probability distribution for the Sinai model with finite drift

We obtain the exact asymptotic result for the disorder-averaged probability distribution function for a random walk in a biased Sinai model and show that it is characterized by a creeping behavior of the displacement moments with time, similar to v(mu n), where mu <1 is dimensionless mean drift. We employ a method originated in quantum diffusion which is based on the exact mapping of the problem to an imaginary-time Schrodinger equation. For nonzero drift such an equation has an isolated lowest eigenvalue separated by a gap from quasicontinuous excited states, and the eigenstate corresponding to the former governs the long-time asymptotic behavior.

Laminar distribution of the pathological changes in sporadic frontotemporal lobar degeneration with transactive response (TAR) DNA-binding protein of 43kDa (TDP-43) proteinopathy:a quantitative study using polynomial curve fitting

Aims: Previous data suggest heterogeneity in laminar distribution of the pathology in the molecular disorder frontotemporal lobar degeneration (FTLD) with transactive response (TAR) DNA-binding protein of 43kDa (TDP-43) proteinopathy (FTLD-TDP). To study this heterogeneity, we quantified the changes in density across the cortical laminae of neuronal cytoplasmic inclusions, glial inclusions, neuronal intranuclear inclusions, dystrophic neurites, surviving neurones, abnormally enlarged neurones, and vacuoles in regions of the frontal and temporal lobe. Methods: Changes in density of histological features across cortical gyri were studied in 10 sporadic cases of FTLD-TDP using quantitative methods and polynomial curve fitting. Results: Our data suggest that laminar neuropathology in sporadic FTLD-TDP is highly variable. Most commonly, neuronal cytoplasmic inclusions, dystrophic neurites and vacuolation were abundant in the upper laminae and glial inclusions, neuronal intranuclear inclusions, abnormally enlarged neurones, and glial cell nuclei in the lower laminae. TDP-43-immunoreactive inclusions affected more of the cortical profile in longer duration cases; their distribution varied with disease subtype, but was unrelated to Braak tangle score. Different TDP-43-immunoreactive inclusions were not spatially correlated. Conclusions: Laminar distribution of pathological features in 10 sporadic cases of FTLD-TDP is heterogeneous and may be accounted for, in part, by disease subtype and disease duration. In addition, the feedforward and feedback cortico-cortical connections may be compromised in FTLD-TDP. © 2012 The Authors. Neuropathology and Applied Neurobiology © 2012 British Neuropathological Society.

Statistical model of OFDMA cellular networks uplink interference using lognormal distribution

In this letter, we propose an analytical approach to model uplink intercell interference (ICI) in hexagonal grid based orthogonal frequency division multiple access (OFMDA) cellular networks. The key idea is that the uplink ICI from individual cells is approximated with a lognormal distribution with statistical parameters being determined analytically. Accordingly, the aggregated uplink ICI is approximated with another lognormal distribution and its statistical parameters can be determined from those of individual cells using Fenton-Wilkson method. Analytic expressions of uplink ICI are derived with two traditional frequency reuse schemes, namely integer frequency reuse schemes with factor 1 (IFR-1) and factor 3 (IFR-3). Uplink fractional power control and lognormal shadowing are modeled. System performances in terms of signal to interference plus noise ratio (SINR) and spectrum efficiency are also derived. The proposed model has been validated by simulations. © 2013 IEEE.

Higher-order aberrations in amblyopia:an analysis of pre- and post-wavefront-guided laser refractive correction

For more than a century it has been known that the eye is not a perfect optical system, but rather a system that suffers from aberrations beyond conventional prescriptive descriptions of defocus and astigmatism. Whereas traditional refraction attempts to describe the error of the eye with only two parameters, namely sphere and cylinder, measurements of wavefront aberrations depict the optical error with many more parameters. What remains questionable is the impact these additional parameters have on visual function. Some authors have argued that higher-order aberrations have a considerable effect on visual function and in certain cases this effect is significant enough to induce amblyopia. This has been referred to as ‘higher-order aberration-associated amblyopia’. In such cases, correction of higher-order aberrations would not restore visual function. Others have reported that patients with binocular asymmetric aberrations display an associated unilateral decrease in visual acuity and, if the decline in acuity results from the aberrations alone, such subjects may have been erroneously diagnosed as amblyopes. In these cases, correction of higher-order aberrations would restore visual function. This refractive entity has been termed ‘aberropia’. In order to investigate these hypotheses, the distribution of higher-order aberrations in strabismic, anisometropic and idiopathic amblyopes, and in a group of visual normals, was analysed both before and after wavefront-guided laser refractive correction. The results show: (i) there is no significant asymmetry in higher-order aberrations between amblyopic and fixing eyes prior to laser refractive treatment; (ii) the mean magnitude of higher-order aberrations is similar within the amblyopic and visually normal populations; (iii) a significant improvement in visual acuity can be realised for adult amblyopic patients utilising wavefront-guided laser refractive surgery and a modest increase in contrast sensitivity was observed for the amblyopic eye of anisometropes following treatment (iv) an overall trend towards increased higher-order aberrations following wavefront-guided laser refractive treatment was observed for both visually normal and amblyopic eyes. In conclusion, while the data do not provide any direct evidence for the concepts of either ‘aberropia’ or ‘higher-order aberration-associated amblyopia’, it is clear that gains in visual acuity and contrast sensitivity may be realised following laser refractive treatment of the amblyopic adult eye. Possible mechanisms by which these gains are realised are discussed.

Thermalized polarization dynamics of a discrete optical-waveguide system with four-wave mixing

Statistical mechanics of two coupled vector fields is studied in the tight-binding model that describes propagation of polarized light in discrete waveguides in the presence of the four-wave mixing. The energy and power conservation laws enable the formulation of the equilibrium properties of the polarization state in terms of the Gibbs measure with positive temperature. The transition line T=∞ is established beyond which the discrete vector solitons are created. Also in the limit of the large nonlinearity an analytical expression for the distribution of Stokes parameters is obtained, which is found to be dependent only on the statistical properties of the initial polarization state and not on the strength of nonlinearity. The evolution of the system to the final equilibrium state is shown to pass through the intermediate stage when the energy exchange between the waveguides is still negligible. The distribution of the Stokes parameters in this regime has a complex multimodal structure strongly dependent on the nonlinear coupling coefficients and the initial conditions.