Multivariate Granger causality: an estimation framework based on factorization of the spectral density matrix

Granger causality is increasingly being applied to multi-electrode neurophysiological and functional imaging data to characterize directional interactions between neurons and brain regions. For a multivariate dataset, one might be interested in different subsets of the recorded neurons or brain regions. According to the current estimation framework, for each subset, one conducts a separate autoregressive model fitting process, introducing the potential for unwanted variability and uncertainty. In this paper, we propose a multivariate framework for estimating Granger causality. It is based on spectral density matrix factorization and offers the advantage that the estimation of such a matrix needs to be done only once for the entire multivariate dataset. For any subset of recorded data, Granger causality can be calculated through factorizing the appropriate submatrix of the overall spectral density matrix.

Quantitative estimation of density variation in high-speed flows through inversion of the measured wavefront distortion

A simple method employing an optical probe is presented to measure density variations in a hypersonic flow obstructed by a test model in a typical shock tunnel. The probe has a plane light wave trans-illuminating the flow and casting a shadow of a random dot pattern. Local slopes of the distorted wavefront are obtained from shifts of the dots in the pattern. Local shifts in the dots are accurately measured by cross-correlating local shifted shadows with the corresponding unshifted originals. The measured slopes are suitably unwrapped by using a discrete cosine transform based phase unwrapping procedure and also through iterative procedures. The unwrapped phase information is used in an iterative scheme for a full quantitative recovery of density distribution in the shock around the model through refraction tomographic inversion. Hypersonic flow field parameters around a missile shaped body at a free-stream Mach number of 5.8 measured using this technique are compared with the numerically estimated values. (C) 2014 Society of Photo-Optical Instrumentation Engineers (SPIE)

Uncertainties in annual riverine phosphorus load estimation: Impact of load estimation methodology, sampling frequency, baseflow index and catchment population density

Models developed to identify the rates and origins of nutrient export from land to stream require an accurate assessment of the nutrient load present in the water body in order to calibrate model parameters and structure. These data are rarely available at a representative scale and in an appropriate chemical form except in research catchments. Observational errors associated with nutrient load estimates based on these data lead to a high degree of uncertainty in modelling and nutrient budgeting studies. Here, daily paired instantaneous P and flow data for 17 UK research catchments covering a total of 39 water years (WY) have been used to explore the nature and extent of the observational error associated with nutrient flux estimates based on partial fractions and infrequent sampling. The daily records were artificially decimated to create 7 stratified sampling records, 7 weekly records, and 30 monthly records from each WY and catchment. These were used to evaluate the impact of sampling frequency on load estimate uncertainty. The analysis underlines the high uncertainty of load estimates based on monthly data and individual P fractions rather than total P. Catchments with a high baseflow index and/or low population density were found to return a lower RMSE on load estimates when sampled infrequently than those with a tow baseflow index and high population density. Catchment size was not shown to be important, though a limitation of this study is that daily records may fail to capture the full range of P export behaviour in smaller catchments with flashy hydrographs, leading to an underestimate of uncertainty in Load estimates for such catchments. Further analysis of sub-daily records is needed to investigate this fully. Here, recommendations are given on load estimation methodologies for different catchment types sampled at different frequencies, and the ways in which this analysis can be used to identify observational error and uncertainty for model calibration and nutrient budgeting studies. (c) 2006 Elsevier B.V. All rights reserved.

Using zero-norm constraint for sparse probability density function estimation

A new sparse kernel probability density function (pdf) estimator based on zero-norm constraint is constructed using the classical Parzen window (PW) estimate as the target function. The so-called zero-norm of the parameters is used in order to achieve enhanced model sparsity, and it is suggested to minimize an approximate function of the zero-norm. It is shown that under certain condition, the kernel weights of the proposed pdf estimator based on the zero-norm approximation can be updated using the multiplicative nonnegative quadratic programming algorithm. Numerical examples are employed to demonstrate the efficacy of the proposed approach.

Sparse probability density function estimation using the minimum integrated square error

We develop a new sparse kernel density estimator using a forward constrained regression framework, within which the nonnegative and summing-to-unity constraints of the mixing weights can easily be satisfied. Our main contribution is to derive a recursive algorithm to select significant kernels one at time based on the minimum integrated square error (MISE) criterion for both the selection of kernels and the estimation of mixing weights. The proposed approach is simple to implement and the associated computational cost is very low. Specifically, the complexity of our algorithm is in the order of the number of training data N, which is much lower than the order of N2 offered by the best existing sparse kernel density estimators. Numerical examples are employed to demonstrate that the proposed approach is effective in constructing sparse kernel density estimators with comparable accuracy to those of the classical Parzen window estimate and other existing sparse kernel density estimators.

Automatic estimation of crowd density using texture

This paper considers the role of automatic estimation of crowd density and its importance for the automatic monitoring of areas where crowds are expected to be present. A new technique is proposed which is able to estimate densities ranging from very low to very high concentration of people, which is a difficult problem because in a crowd only parts of people's body appear. The new technique is based on the differences of texture patterns of the images of crowds. Images of low density crowds tend to present coarse textures, while images of dense crowds tend to present fine textures. The image pixels are classified in different texture classes and statistics of such classes are used to estimate the number of people. The texture classification and the estimation of people density are carried out by means of self organising neural networks. Results obtained respectively to the estimation of the number of people in a specific area of Liverpool Street Railway Station in London (UK) are presented. (C) 1998 Elsevier B.V. Ltd. All rights reserved.

Smooth Estimation of a Monotone Density

We investigate the interplay of smoothness and monotonicity assumptions when estimating a density from a sample of observations. The nonparametric maximum likelihood estimator of a decreasing density on the positive half line attains a rate of convergence at a fixed point if the density has a negative derivative. The same rate is obtained by a kernel estimator, but the limit distributions are different. If the density is both differentiable and known to be monotone, then a third estimator is obtained by isotonization of a kernel estimator. We show that this again attains the rate of convergence and compare the limit distributors of the three types of estimators. It is shown that both isotonization and smoothing lead to a more concentrated limit distribution and we study the dependence on the proportionality constant in the bandwidth. We also show that isotonization does not change the limit behavior of a kernel estimator with a larger bandwidth, in the case that the density is known to have more than one derivative.

Non-invasive quantitative estimation of bone density in rats throughout the life cycle and in arthritic osteopenia: preliminary results

A longitudinal bone survey was conducted in 86 female Wistar rats in order to assess mineral density kinetics from young age (5 weeks: 115 g) till late adulthood (64 weeks: 586 g). In vivo quantitative radiographic scanning was performed on the caudal vertebrae, taking trabecular mass as the parameter. Measurements were expressed as Relative Optical Density (ROD) units by means of a high resolution densitometric device. Results showed a progressive increase in mineral density throughout the life cycle, with a tendency to level in the higher weight range, indicating that progressive mineral aposition occurs in rats in dependency of age. This phenomenon, however, should be always considered within the context of continuous skeletal growth and related changes typical of this species. Twelve different animals were also examined following induction of articular inflammation with Freund's adjuvant in six of them. Bone survey conducted 12 to 18 days after inoculation revealed a significant (P less than 0.01) reduction in trabecular bone mass of scanned vertebrae in comparison with the weight-matched untreated controls. It is concluded that the in vivo quantitative assessment of bone density illustrated in this report represents a sensitive and useful tool for the long-term survey of naturally occurring or experimentally induced bone changes. Scanning of the same part of the skeleton can be repeated, thereby avoiding sacrifice of the animal and time-consuming preparation of post-mortem material.

Estimation of tool pose based on force-density correlation during robotic drilling

The application of image-guided systems with or without support by surgical robots relies on the accuracy of the navigation process, including patient-to-image registration. The surgeon must carry out the procedure based on the information provided by the navigation system, usually without being able to verify its correctness beyond visual inspection. Misleading surrogate parameters such as the fiducial registration error are often used to describe the success of the registration process, while a lack of methods describing the effects of navigation errors, such as those caused by tracking or calibration, may prevent the application of image guidance in certain accuracy-critical interventions. During minimally invasive mastoidectomy for cochlear implantation, a direct tunnel is drilled from the outside of the mastoid to a target on the cochlea based on registration using landmarks solely on the surface of the skull. Using this methodology, it is impossible to detect if the drill is advancing in the correct direction and that injury of the facial nerve will be avoided. To overcome this problem, a tool localization method based on drilling process information is proposed. The algorithm estimates the pose of a robot-guided surgical tool during a drilling task based on the correlation of the observed axial drilling force and the heterogeneous bone density in the mastoid extracted from 3-D image data. We present here one possible implementation of this method tested on ten tunnels drilled into three human cadaver specimens where an average tool localization accuracy of 0.29 mm was observed.