Notes on Agents’ Behavioral Rules Under Adaptive Learning and Studies of Monetary Policy

These notes try to clarify some discussions on the formulation of individual intertemporal behavior under adaptive learning in representative agent models. First, we discuss two suggested approaches and related issues in the context of a simple consumption-saving model. Second, we show that the analysis of learning in the NewKeynesian monetary policy model based on “Euler equations” provides a consistent and valid approach.

Adaptive Continuous time Markov Chain Approximation Model to General Jump-Diusions

We propose a non-equidistant Q rate matrix formula and an adaptive numerical algorithm for a continuous time Markov chain to approximate jump-diffusions with affine or non-affine functional specifications. Our approach also accommodates state-dependent jump intensity and jump distribution, a flexibility that is very hard to achieve with other numerical methods. The Kolmogorov-Smirnov test shows that the proposed Markov chain transition density converges to the one given by the likelihood expansion formula as in Ait-Sahalia (2008). We provide numerical examples for European stock option pricing in Black and Scholes (1973), Merton (1976) and Kou (2002).

Automatic front-crawl temporal phase detection using adaptive filtering of inertial signals

This study introduces a novel approach for automatic temporal phase detection and inter-arm coordination estimation in front-crawl swimming using inertial measurement units (IMUs). We examined the validity of our method by comparison against a video-based system. Three waterproofed IMUs (composed of 3D accelerometer, 3D gyroscope) were placed on both forearms and the sacrum of the swimmer. We used two underwater video cameras in side and frontal views as our reference system. Two independent operators performed the video analysis. To test our methodology, seven well-trained swimmers performed three 300 m trials in a 50 m indoor pool. Each trial was in a different coordination mode quantified by the index of coordination. We detected different phases of the arm stroke by employing orientation estimation techniques and a new adaptive change detection algorithm on inertial signals. The difference of 0.2 +/- 3.9% between our estimation and video-based system in assessment of the index of coordination was comparable to experienced operators' difference (1.1 +/- 3.6%). The 95% limits of agreement of the difference between the two systems in estimation of the temporal phases were always less than 7.9% of the cycle duration. The inertial system offers an automatic easy-to-use system with timely feedback for the study of swimming.

Some variational problems from image processing

"Vegeu el resum a l'inici del document del fitxer adjunt."

Generating controlled image sets in cognitive neuroscience research.

The investigation of perceptual and cognitive functions with non-invasive brain imaging methods critically depends on the careful selection of stimuli for use in experiments. For example, it must be verified that any observed effects follow from the parameter of interest (e.g. semantic category) rather than other low-level physical features (e.g. luminance, or spectral properties). Otherwise, interpretation of results is confounded. Often, researchers circumvent this issue by including additional control conditions or tasks, both of which are flawed and also prolong experiments. Here, we present some new approaches for controlling classes of stimuli intended for use in cognitive neuroscience, however these methods can be readily extrapolated to other applications and stimulus modalities. Our approach is comprised of two levels. The first level aims at equalizing individual stimuli in terms of their mean luminance. Each data point in the stimulus is adjusted to a standardized value based on a standard value across the stimulus battery. The second level analyzes two populations of stimuli along their spectral properties (i.e. spatial frequency) using a dissimilarity metric that equals the root mean square of the distance between two populations of objects as a function of spatial frequency along x- and y-dimensions of the image. Randomized permutations are used to obtain a minimal value between the populations to minimize, in a completely data-driven manner, the spectral differences between image sets. While another paper in this issue applies these methods in the case of acoustic stimuli (Aeschlimann et al., Brain Topogr 2008), we illustrate this approach here in detail for complex visual stimuli.

A Survey of Active Learning Algorithms for Supervised Remote Sensing Image Classification

Defining an efficient training set is one of the most delicate phases for the success of remote sensing image classification routines. The complexity of the problem, the limited temporal and financial resources, as well as the high intraclass variance can make an algorithm fail if it is trained with a suboptimal dataset. Active learning aims at building efficient training sets by iteratively improving the model performance through sampling. A user-defined heuristic ranks the unlabeled pixels according to a function of the uncertainty of their class membership and then the user is asked to provide labels for the most uncertain pixels. This paper reviews and tests the main families of active learning algorithms: committee, large margin, and posterior probability-based. For each of them, the most recent advances in the remote sensing community are discussed and some heuristics are detailed and tested. Several challenging remote sensing scenarios are considered, including very high spatial resolution and hyperspectral image classification. Finally, guidelines for choosing the good architecture are provided for new and/or unexperienced user.

MSight: an image analysis software for liquid chromatography-mass spectrometry.

Images obtained from high-throughput mass spectrometry (MS) contain information that remains hidden when looking at a single spectrum at a time. Image processing of liquid chromatography-MS datasets can be extremely useful for quality control, experimental monitoring and knowledge extraction. The importance of imaging in differential analysis of proteomic experiments has already been established through two-dimensional gels and can now be foreseen with MS images. We present MSight, a new software designed to construct and manipulate MS images, as well as to facilitate their analysis and comparison.

Control of the adaptive response of the heart to stress via the Notch1 receptor pathway.

In the damaged heart, cardiac adaptation relies primarily on cardiomyocyte hypertrophy. The recent discovery of cardiac stem cells in the postnatal heart, however, suggests that these cells could participate in the response to stress via their capacity to regenerate cardiac tissues. Using models of cardiac hypertrophy and failure, we demonstrate that components of the Notch pathway are up-regulated in the hypertrophic heart. The Notch pathway is an evolutionarily conserved cell-to-cell communication system, which is crucial in many developmental processes. Notch also plays key roles in the regenerative capacity of self-renewing organs. In the heart, Notch1 signaling takes place in cardiomyocytes and in mesenchymal cardiac precursors and is activated secondary to stimulated Jagged1 expression on the surface of cardiomyocytes. Using mice lacking Notch1 expression specifically in the heart, we show that the Notch1 pathway controls pathophysiological cardiac remodeling. In the absence of Notch1, cardiac hypertrophy is exacerbated, fibrosis develops, function is altered, and the mortality rate increases. Therefore, in cardiomyocytes, Notch controls maturation, limits the extent of the hypertrophic response, and may thereby contribute to cell survival. In cardiac precursors, Notch prevents cardiogenic differentiation, favors proliferation, and may facilitate the expansion of a transient amplifying cell compartment.

Innate receptors for adaptive immunity.

Pattern recognition receptors (PRRs) are commonly known as sensor proteins crucial for the early detection of microbial or host-derived stress signals by innate immune cells. Interestingly, some PRRs are also expressed and functional in cells of the adaptive immune system. These receptors provide lymphocytes with innate sensing abilities; for example, B cells express Toll-like receptors, which are important for the humoral response. Strikingly, certain other NOD-like receptors are not only highly expressed in adaptive immune cells, but also exert functions related specifically to adaptive immune system pathways, such as regulating antigen presentation. In this review, we will focus particularly on the current understanding of PRR functions intrinsic to B and T lymphocytes; a developing aspect of PRR biology.

Regulation of adaptive behaviour during fasting by hypothalamic Foxa2.

The lateral hypothalamic area is considered the classic 'feeding centre', regulating food intake, arousal and motivated behaviour through the actions of orexin and melanin-concentrating hormone (MCH). These neuropeptides are inhibited in response to feeding-related signals and are released during fasting. However, the molecular mechanisms that regulate and integrate these signals remain poorly understood. Here we show that the forkhead box transcription factor Foxa2, a downstream target of insulin signalling, regulates the expression of orexin and MCH. During fasting, Foxa2 binds to MCH and orexin promoters and stimulates their expression. In fed and in hyperinsulinemic obese mice, insulin signalling leads to nuclear exclusion of Foxa2 and reduced expression of MCH and orexin. Constitutive activation of Foxa2 in the brain (Nes-Cre/+;Foxa2T156A(flox/flox) genotype) results in increased neuronal MCH and orexin expression and increased food consumption, metabolism and insulin sensitivity. Spontaneous physical activity of these animals in the fed state is significantly increased and is similar to that in fasted mice. Conditional activation of Foxa2 through the T156A mutation expression in the brain of obese mice also resulted in improved glucose homeostasis, decreased fat and increased lean body mass. Our results demonstrate that Foxa2 can act as a metabolic sensor in neurons of the lateral hypothalamic area to integrate metabolic signals, adaptive behaviour and physiological responses.