Optimal static and sequential design : a critical review

The aim of this thesis is to review and augment the theory and methods of optimal experimental design. In Chapter I the scene is set by considering the possible aims of an experimenter prior to an experiment, the statistical methods one might use to achieve those aims and how experimental design might aid this procedure. It is indicated that, given a criterion for design, a priori optimal design will only be possible in certain instances and, otherwise, some form of sequential procedure would seem to be indicated. In Chapter 2 an exact experimental design problem is formulated mathematically and is compared with its continuous analogue. Motivation is provided for the solution of this continuous problem, and the remainder of the chapter concerns this problem. A necessary and sufficient condition for optimality of a design measure is given. Problems which might arise in testing this condition are discussed, in particular with respect to possible non-differentiability of the criterion function at the design being tested. Several examples are given of optimal designs which may be found analytically and which illustrate the points discussed earlier in the chapter. In Chapter 3 numerical methods of solution of the continuous optimal design problem are reviewed. A new algorithm is presented with illustrations of how it should be used in practice. It is shown that, for reasonably large sample size, continuously optimal designs may be approximated to well by an exact design. In situations where this is not satisfactory algorithms for improvement of this design are reviewed. Chapter 4 consists of a discussion of sequentially designed experiments, with regard to both the philosophies underlying, and the application of the methods of, statistical inference. In Chapter 5 we criticise constructively previous suggestions for fully sequential design procedures. Alternative suggestions are made along with conjectures as to how these might improve performance. Chapter 6 presents a simulation study, the aim of which is to investigate the conjectures of Chapter 5. The results of this study provide empirical support for these conjectures. In Chapter 7 examples are analysed. These suggest aids to sequential experimentation by means of reduction of the dimension of the design space and the possibility of experimenting semi-sequentially. Further examples are considered which stress the importance of the use of prior information in situations of this type. Finally we consider the design of experiments when semi-sequential experimentation is mandatory because of the necessity of taking batches of observations at the same time. In Chapter 8 we look at some of the assumptions which have been made and indicate what may go wrong where these assumptions no longer hold.

Mode locking in a spatially extended neuron model: active soma and compartmental tree

Understanding the mode-locked response of excitable systems to periodic forcing has important applications in neuroscience. For example it is known that spatially extended place cells in the hippocampus are driven by the theta rhythm to generate a code conveying information about spatial location. Thus it is important to explore the role of neuronal dendrites in generating the response to periodic current injection. In this paper we pursue this using a compartmental model, with linear dynamics for each compartment, coupled to an active soma model that generates action potentials. By working with the piece-wise linear McKean model for the soma we show how the response of the whole neuron model (soma and dendrites) can be written in closed form. We exploit this to construct a stroboscopic map describing the response of the spatially extended model to periodic forcing. A linear stability analysis of this map, together with a careful treatment of the non-differentiability of the soma model, allows us to construct the Arnol'd tongue structure for 1:q states (one action potential for q cycles of forcing). Importantly we show how the presence of quasi-active membrane in the dendrites can influence the shape of tongues. Direct numerical simulations confirm our theory and further indicate that resonant dendritic membrane can enlarge the windows in parameter space for chaotic behavior. These simulations also show that the spatially extended neuron model responds differently to global as opposed to point forcing. In the former case spatio-temporal patterns of activity within an Arnol'd tongue are standing waves, whilst in the latter they are traveling waves.

Low codimensional intrinsic regular submanifolds in the Heisenberg group H^n

The thesis mainly concerns the study of intrinsically regular submanifolds of low codimension in the Heisenberg group H^n, called H-regular surfaces of low codimension, from the point of view of geometric measure theory. We consider an H-regular surface of H^n of codimension k, with k between 1 and n, parametrized by a uniformly intrinsically differentiable map acting between two homogeneous complementary subgroups of H^n, with target subgroup horizontal of dimension k. In particular the considered submanifold is the intrinsic graph of the parametrization. We extend various results of Ambrosio, Serra Cassano and Vittone, available for the case when k = 1. We prove that the uniform intrinsic differentiability of the parametrizing map is equivalent to the existence and continuity of its intrinsic differential, to the local existence of a suitable approximating family of Euclidean regular maps, and, when the domain and the codomain of the map are orthogonal, to the existence and continuity of suitably defined intrinsic partial derivatives of the function. Successively, we present a series of area formulas, proved in collaboration with V. Magnani. They allow to compute the (2n+2−k)-dimensional spherical Hausdorff measure and the (2n+2−k)-dimensional centered Hausdorff measure of the parametrized H-regular surface, with respect to any homogeneous distance fixed on H^n. Furthermore, we focus on (G,M)-regular sets of G, where G and M are two arbitrary Carnot groups. Suitable implicit function theorems ensure the local existence of an intrinsic parametrization of such a set, at any of its points. We prove that it is uniformly intrinsically differentiable. Finally, we prove a coarea-type inequality for a continuously Pansu differentiable function acting between two Carnot groups endowed with homogeneous distances. We assume that the level sets of the function are uniformly lower Ahlfors regular and that the Pansu differential is everywhere surjective.