A new system of variational inclusions with (H,eta)-monotone operators in Hilbert spaces

In this paper, we introduce and study a new system of variational inclusions involving (H, eta)-monotone operators in Hilbert space. Using the resolvent operator associated with (H, eta)monotone operators, we prove the existence and uniqueness of solutions for this new system of variational inclusions. We also construct a new algorithm for approximating the solution of this system and discuss the convergence of the sequence of iterates generated by the algorithm. (c) 2005 Elsevier Ltd. All rights reserved.

Coadaptation: A unifying principle in evolutionary thermal biology

Over the last 50 yr, thermal biology has shifted from a largely physiological science to a more integrated science of behavior, physiology, ecology, and evolution. Today, the mechanisms that underlie responses to environmental temperature are being scrutinized at levels ranging from genes to organisms. From these investigations, a theory of thermal adaptation has emerged that describes the evolution of thermoregulation, thermal sensitivity, and thermal acclimation. We review and integrate current models to form a conceptual model of coadaptation. We argue that major advances will require a quantitative theory of coadaptation that predicts which strategies should evolve in specific thermal environments. Simply combining current models, however, is insufficient to understand the responses of organisms to thermal heterogeneity; a theory of coadaptation must also consider the biotic interactions that influence the net benefits of behavioral and physiological strategies. Such a theory will be challenging to develop because each organism's perception of and response to thermal heterogeneity depends on its size, mobility, and life span. Despite the challenges facing thermal biologists, we have never been more pressed to explain the diversity of strategies that organisms use to cope with thermal heterogeneity and to predict the consequences of thermal change for the diversity of communities.

Complex numbers and symmetries in quantum mechanics, and a nonlinear superposition principle for Wigner functions

Complex numbers appear in the Hilbert space formulation of quantum mechanics, but not in the formulation in phase space. Quantum symmetries are described by complex, unitary or antiunitary operators defining ray representations in Hilbert space, whereas in phase space they are described by real, true representations. Equivalence of the formulations requires that the former representations can be obtained from the latter and vice versa. Examples are given. Equivalence of the two formulations also requires that complex superpositions of state vectors can be described in the phase space formulation, and it is shown that this leads to a nonlinear superposition principle for orthogonal, pure-state Wigner functions. It is concluded that the use of complex numbers in quantum mechanics can be regarded as a computational device to simplify calculations, as in all other applications of mathematics to physical phenomena.

First-principle study of adsorption of hydrogen on Ti-doped Mg(0001) surface

Ab initio density functional theory (DFT) calculations are performed to study the adsorption of H-2 molecules on a Ti-doped Mg(0001) surface. We find that two hydrogen molecules are able to dissociate on top of the Ti atom with very small activation barriers (0.103 and 0.145 eV for the first and second H-2 molecules, respectively). Additionally, a molecular adsorption state of H-2 above the Ti atom is observed for the first time and is attributed to the polarization of the H-2 molecule by the Ti cation. Our results parallel recent findings for H-2 adsorption on Ti-doped carbon nanotubes or fullerenes. They provide new insight into the preliminary stages of hydrogen adsorption onto Ti-incorporated Mg surfaces.

The production of male of-only offspring in beef cattle - a proof of principle project

The Australian beef industry places the greatest value in bulls, in comparison to cows, for prime beef production. Male carcasses can be sold for a larger profit due to their increased muscle mass. This project aims to demonstrate the feasibility of producing male animals that can sire male only offspring, through a transgenic approach in mice that could later be translated into livestock production systems. The mouse Sry (Sex determining region on the Y) gene has been shown to provide the initiating molecular signal leading to male sex determination in mammals. Sry has also been shown to cause sex reversal in XX mice transgenic for the gene. In this project Sry will be targeted to a locus not subject to X-inactivation on the X chromosome of XY mice. These mice will be bred to determine how the transgene is passed on, to determine expression of the transgene, and to assess its activity in causing XX sex reversal. The male mice transgenic for the Sry gene on their X chromosome will be produced using tetraploid aggregation, which in a single step produces 100% ES cell derived embryos. The same target locus can later be used to introduce the bovine SRY gene onto the X chromosome of bovidae species and using germ cell transplantation produce sex reversed animals. This would bypass the need for expensive chimera crosses and provide farmers with a stud bull capable of producing only sons.

A variational approach to learning curves

We combine the replica approach from statistical physics with a variational approach to analyze learning curves analytically. We apply the method to Gaussian process regression. As a main result we derive approximative relations between empirical error measures, the generalization error and the posterior variance.

Derivations of variational gaussian process approximation framework

Recently, within the VISDEM project (EPSRC funded EP/C005848/1), a novel variational approximation framework has been developed for inference in partially observed, continuous space-time, diffusion processes. In this technical report all the derivations of the variational framework, from the initial work, are provided in detail to help the reader better understand the framework and its assumptions.

A comparison of variational and Markov chain Monte Carlo methods for inference in partially observed stochastic dynamic systems

In recent work we have developed a novel variational inference method for partially observed systems governed by stochastic differential equations. In this paper we provide a comparison of the Variational Gaussian Process Smoother with an exact solution computed using a Hybrid Monte Carlo approach to path sampling, applied to a stochastic double well potential model. It is demonstrated that the variational smoother provides us a very accurate estimate of mean path while conditional variance is slightly underestimated. We conclude with some remarks as to the advantages and disadvantages of the variational smoother. © 2008 Springer Science + Business Media LLC.

Variational inference for Student-t MLP models

This paper presents a novel methodology to infer parameters of probabilistic models whose output noise is a Student-t distribution. The method is an extension of earlier work for models that are linear in parameters to nonlinear multi-layer perceptrons (MLPs). We used an EM algorithm combined with variational approximation, the evidence procedure, and an optimisation algorithm. The technique was tested on two regression applications. The first one is a synthetic dataset and the second is gas forward contract prices data from the UK energy market. The results showed that forecasting accuracy is significantly improved by using Student-t noise models.

Variational Markov Chain Monte Carlo for Bayesian smoothing of non-linear niffusions

In this paper we develop set of novel Markov chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. Flexible blocking strategies are introduced to further improve mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample, applications the algorithm is accurate except in the presence of large observation errors and low observation densities, which lead to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient.

Estimating parameters in stochastic systems:a variational Bayesian approach

This work is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variation of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here a new extended framework is derived that is based on a local polynomial approximation of a recently proposed variational Bayesian algorithm. The paper begins by showing that the new extension of this variational algorithm can be used for state estimation (smoothing) and converges to the original algorithm. However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new approach is validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein–Uhlenbeck process, the exact likelihood of which can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz ’63 (3D model). As a special case the algorithm is also applied to the 40 dimensional stochastic Lorenz ’96 system. In our investigation we compare this new approach with a variety of other well known methods, such as the hybrid Monte Carlo, dual unscented Kalman filter, full weak-constraint 4D-Var algorithm and analyse empirically their asymptotic behaviour as a function of observation density or length of time window increases. In particular we show that we are able to estimate parameters in both the drift (deterministic) and the diffusion (stochastic) part of the model evolution equations using our new methods.

A new variational radial basis function approximation for inference in multivariate diffusions

In this paper we present a radial basis function based extension to a recently proposed variational algorithm for approximate inference for diffusion processes. Inference, for state and in particular (hyper-) parameters, in diffusion processes is a challenging and crucial task. We show that the new radial basis function approximation based algorithm converges to the original algorithm and has beneficial characteristics when estimating (hyper-)parameters. We validate our new approach on a nonlinear double well potential dynamical system.