Convergence analysis of stochastic diffusion search

In this paper we present a connectionist searching technique - the Stochastic Diffusion Search (SDS), capable of rapidly locating a specified pattern in a noisy search space. In operation SDS finds the position of the pre-specified pattern or if it does not exist - its best instantiation in the search space. This is achieved via parallel exploration of the whole search space by an ensemble of agents searching in a competitive cooperative manner. We prove mathematically the convergence of stochastic diffusion search. SDS converges to a statistical equilibrium when it locates the best instantiation of the object in the search space. Experiments presented in this paper indicate the high robustness of SDS and show good scalability with problem size. The convergence characteristic of SDS makes it a fully adaptive algorithm and suggests applications in dynamically changing environments.

Continental shift? An analysis of convergence trends in European real estate equities

European economic and political integration have been recognised as having implications for patterns of performance in national real estate and capital markets and have generated a wide body of research and commentary. In 1999, progress towards monetary integration within the European Union culminated in the introduction of a common currency and monetary policy. This paper investigates the effects of this ‘event’ on the behaviour of stock returns in European real estate companies. A range of statistical tests is applied to the performance of European property companies to test for changes in segmentation, co-movement and causality. The results suggest that, relative to the wider equity markets, the dispersion of performance is higher, correlations are lower, a common contemporaneous factor has much lower explanatory power whilst lead-lag relationships are stronger. Consequently, the evidence of transmission of monetary integration to real estate securities is less noticeable than to general securities. Less and slower integration is attributed to the relatively small size of the real estate securities market and the local and national nature of the majority of the companies’ portfolios.

Numerical convergence of the Block-Maxima approach to the generalized extreme value distribution

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme Value Theory. We pursue these investigations by giving analytical expressions of Extreme Value distribution parameters for maps that have an absolutely continuous invariant measure. We compare these analytical results with numerical experiments in which we study the convergence to limiting distributions using the so called block-maxima approach, pointing out in which cases we obtain robust estimation of parameters. In regular maps for which mixing properties do not hold, we show that the fitting procedure to the classical Extreme Value Distribution fails, as expected. However, we obtain an empirical distribution that can be explained starting from a different observable function for which Nicolis et al. (Phys. Rev. Lett. 97(21): 210602, 2006) have found analytical results.

Density-Profile Processes Describing Biological Signaling Networks: Almost Sure Convergence to Deterministic Trajectories

We introduce jump processes in R(k), called density-profile processes, to model biological signaling networks. Our modeling setup describes the macroscopic evolution of a finite-size spin-flip model with k types of spins with arbitrary number of internal states interacting through a non-reversible stochastic dynamics. We are mostly interested on the multi-dimensional empirical-magnetization vector in the thermodynamic limit, and prove that, within arbitrary finite time-intervals, its path converges almost surely to a deterministic trajectory determined by a first-order (non-linear) differential equation with explicit bounds on the distance between the stochastic and deterministic trajectories. As parameters of the spin-flip dynamics change, the associated dynamical system may go through bifurcations, associated to phase transitions in the statistical mechanical setting. We present a simple example of spin-flip stochastic model, associated to a synthetic biology model known as repressilator, which leads to a dynamical system with Hopf and pitchfork bifurcations. Depending on the parameter values, the magnetization random path can either converge to a unique stable fixed point, converge to one of a pair of stable fixed points, or asymptotically evolve close to a deterministic orbit in Rk. We also discuss a simple signaling pathway related to cancer research, called p53 module.

Testing convergence of Fiji's tourism markets

The convergence hypothesis for tourism markets is based on the tenet that when tourism markets are converging the difference between total international visitor arrivals to a country and international visitor arrivals from a particular country will be stationary. We argue that if this is true, then convergence can also be tested through examining whether total visitor arrivals and visitor arrivals from a particular market are cointegrated. We test the convergence hypothesis by examining visitor arrivals to Fiji from eight tourist source markets, using both unit root and cointegration tests. We find strong statistical evidence that Fiji's tourism markets converge.

A neural networks learning algorithm for minor component analysis and its convergence analysis

The eigenvector associated with the smallest eigenvalue of the autocorrelation matrix of input signals is called minor component. Minor component analysis (MCA) is a statistical approach for extracting minor component from input signals and has been applied in many fields of signal processing and data analysis. In this letter, we propose a neural networks learning algorithm for estimating adaptively minor component from input signals. Dynamics of the proposed algorithm are analyzed via a deterministic discrete time (DDT) method. Some sufficient conditions are obtained to guarantee convergence of the proposed algorithm.

Squared Extrapolation Methods (SQUAREM): A New Class of Simple and Efficient Numerical Schemes for Accelerating the Convergence of the EM Algorithm

We derive a new class of iterative schemes for accelerating the convergence of the EM algorithm, by exploiting the connection between fixed point iterations and extrapolation methods. First, we present a general formulation of one-step iterative schemes, which are obtained by cycling with the extrapolation methods. We, then square the one-step schemes to obtain the new class of methods, which we call SQUAREM. Squaring a one-step iterative scheme is simply applying it twice within each cycle of the extrapolation method. Here we focus on the first order or rank-one extrapolation methods for two reasons, (1) simplicity, and (2) computational efficiency. In particular, we study two first order extrapolation methods, the reduced rank extrapolation (RRE1) and minimal polynomial extrapolation (MPE1). The convergence of the new schemes, both one-step and squared, is non-monotonic with respect to the residual norm. The first order one-step and SQUAREM schemes are linearly convergent, like the EM algorithm but they have a faster rate of convergence. We demonstrate, through five different examples, the effectiveness of the first order SQUAREM schemes, SqRRE1 and SqMPE1, in accelerating the EM algorithm. The SQUAREM schemes are also shown to be vastly superior to their one-step counterparts, RRE1 and MPE1, in terms of computational efficiency. The proposed extrapolation schemes can fail due to the numerical problems of stagnation and near breakdown. We have developed a new hybrid iterative scheme that combines the RRE1 and MPE1 schemes in such a manner that it overcomes both stagnation and near breakdown. The squared first order hybrid scheme, SqHyb1, emerges as the iterative scheme of choice based on our numerical experiments. It combines the fast convergence of the SqMPE1, while avoiding near breakdowns, with the stability of SqRRE1, while avoiding stagnations. The SQUAREM methods can be incorporated very easily into an existing EM algorithm. They only require the basic EM step for their implementation and do not require any other auxiliary quantities such as the complete data log likelihood, and its gradient or hessian. They are an attractive option in problems with a very large number of parameters, and in problems where the statistical model is complex, the EM algorithm is slow and each EM step is computationally demanding.

Statistical model-based segmentation of the proximal femur in digital antero-posterior (AP) pelvic radiographs.

PURPOSE    Segmentation of the proximal femur in digital antero-posterior (AP) pelvic radiographs is required to create a three-dimensional model of the hip joint for use in planning and treatment. However, manually extracting the femoral contour is tedious and prone to subjective bias, while automatic segmentation must accommodate poor image quality, anatomical structure overlap, and femur deformity. A new method was developed for femur segmentation in AP pelvic radiographs. METHODS    Using manual annotations on 100 AP pelvic radiographs, a statistical shape model (SSM) and a statistical appearance model (SAM) of the femur contour were constructed. The SSM and SAM were used to segment new AP pelvic radiographs with a three-stage approach. At initialization, the mean SSM model is coarsely registered to the femur in the AP radiograph through a scaled rigid registration. Mahalanobis distance defined on the SAM is employed as the search criteria for each annotated suggested landmark location. Dynamic programming was used to eliminate ambiguities. After all landmarks are assigned, a regularized non-rigid registration method deforms the current mean shape of SSM to produce a new segmentation of proximal femur. The second and third stages are iteratively executed to convergence. RESULTS    A set of 100 clinical AP pelvic radiographs (not used for training) were evaluated. The mean segmentation error was [Formula: see text], requiring [Formula: see text] s per case when implemented with Matlab. The influence of the initialization on segmentation results was tested by six clinicians, demonstrating no significance difference. CONCLUSIONS    A fast, robust and accurate method for femur segmentation in digital AP pelvic radiographs was developed by combining SSM and SAM with dynamic programming. This method can be extended to segmentation of other bony structures such as the pelvis.

Searching for convergence in phylogenetic Markov chain Monte Carlo

Markov chain Monte Carlo (MCMC) is a methodology that is gaining widespread use in the phylogenetics community and is central to phylogenetic software packages such as MrBayes. An important issue for users of MCMC methods is how to select appropriate values for adjustable parameters such as the length of the Markov chain or chains, the sampling density, the proposal mechanism, and, if Metropolis-coupled MCMC is being used, the number of heated chains and their temperatures. Although some parameter settings have been examined in detail in the literature, others are frequently chosen with more regard to computational time or personal experience with other data sets. Such choices may lead to inadequate sampling of tree space or an inefficient use of computational resources. We performed a detailed study of convergence and mixing for 70 randomly selected, putatively orthologous protein sets with different sizes and taxonomic compositions. Replicated runs from multiple random starting points permit a more rigorous assessment of convergence, and we developed two novel statistics, delta and epsilon, for this purpose. Although likelihood values invariably stabilized quickly, adequate sampling of the posterior distribution of tree topologies took considerably longer. Our results suggest that multimodality is common for data sets with 30 or more taxa and that this results in slow convergence and mixing. However, we also found that the pragmatic approach of combining data from several short, replicated runs into a metachain to estimate bipartition posterior probabilities provided good approximations, and that such estimates were no worse in approximating a reference posterior distribution than those obtained using a single long run of the same length as the metachain. Precision appears to be best when heated Markov chains have low temperatures, whereas chains with high temperatures appear to sample trees with high posterior probabilities only rarely. [Bayesian phylogenetic inference; heating parameter; Markov chain Monte Carlo; replicated chains.]

Toward prediction of class II mouse major histocompatibility complex peptide binding affinity:in silico bioinformatic evaluation using partial least squares, a robust multivariate statistical technique

The accurate identification of T-cell epitopes remains a principal goal of bioinformatics within immunology. As the immunogenicity of peptide epitopes is dependent on their binding to major histocompatibility complex (MHC) molecules, the prediction of binding affinity is a prerequisite to the reliable prediction of epitopes. The iterative self-consistent (ISC) partial-least-squares (PLS)-based additive method is a recently developed bioinformatic approach for predicting class II peptide−MHC binding affinity. The ISC−PLS method overcomes many of the conceptual difficulties inherent in the prediction of class II peptide−MHC affinity, such as the binding of a mixed population of peptide lengths due to the open-ended class II binding site. The method has applications in both the accurate prediction of class II epitopes and the manipulation of affinity for heteroclitic and competitor peptides. The method is applied here to six class II mouse alleles (I-Ab, I-Ad, I-Ak, I-As, I-Ed, and I-Ek) and included peptides up to 25 amino acids in length. A series of regression equations highlighting the quantitative contributions of individual amino acids at each peptide position was established. The initial model for each allele exhibited only moderate predictivity. Once the set of selected peptide subsequences had converged, the final models exhibited a satisfactory predictive power. Convergence was reached between the 4th and 17th iterations, and the leave-one-out cross-validation statistical terms - q2, SEP, and NC - ranged between 0.732 and 0.925, 0.418 and 0.816, and 1 and 6, respectively. The non-cross-validated statistical terms r2 and SEE ranged between 0.98 and 0.995 and 0.089 and 0.180, respectively. The peptides used in this study are available from the AntiJen database (http://www.jenner.ac.uk/AntiJen). The PLS method is available commercially in the SYBYL molecular modeling software package. The resulting models, which can be used for accurate T-cell epitope prediction, will be made freely available online (http://www.jenner.ac.uk/MHCPred).

Efficient algorithm for routing optimization via statistical mechanics

Many practical routing algorithms are heuristic, adhoc and centralized, rendering generic and optimal path configurations difficult to obtain. Here we study a scenario whereby selected nodes in a given network communicate with fixed routers and employ statistical physics methods to obtain optimal routing solutions subject to a generic cost. A distributive message-passing algorithm capable of optimizing the path configuration in real instances is devised, based on the analytical derivation, and is greatly simplified by expanding the cost function around the optimized flow. Good algorithmic convergence is observed in most of the parameter regimes. By applying the algorithm, we study and compare the pros and cons of balanced traffic configurations to that of consolidated traffic, which provides important implications to practical communication and transportation networks. Interesting macroscopic phenomena are observed from the optimized states as an interplay between the communication density and the cost functions used. © 2013 IEEE.