A Bayesian perspective on stochastic neurocontrol

Control design for stochastic uncertain nonlinear systems is traditionally based on minimizing the expected value of a suitably chosen loss function. Moreover, most control methods usually assume the certainty equivalence principle to simplify the problem and make it computationally tractable. We offer an improved probabilistic framework which is not constrained by these previous assumptions, and provides a more natural framework for incorporating and dealing with uncertainty. The focus of this paper is on developing this framework to obtain an optimal control law strategy using a fully probabilistic approach for information extraction from process data, which does not require detailed knowledge of system dynamics. Moreover, the proposed control method framework allows handling the problem of input-dependent noise. A basic paradigm is proposed and the resulting algorithm is discussed. The proposed probabilistic control method is for the general nonlinear class of discrete-time systems. It is demonstrated theoretically on the affine class. A nonlinear simulation example is also provided to validate theoretical development.

Two-section fiber optic Raman polarizer

We report on a theoretical study of polarization impairments in periodically spun fiber Raman amplifiers. Based on the Stochastic Generator approach we have derived averaged equations to calculate polarization dependent gain and mean-square gain fluctuations. We show that periodically spun fiber can work as a Raman polarizer but it suffers from increased polarization dependent gain and gain fluctuations. Unlike this, application of a depolarizer can result in suppression of polarization dependent gain and gain fluctuations. We demonstrate that it is possible to design a new fiber Raman polarizer by combining a short fiber without spin and properly chosen parameters and a long periodically spun fiber. This polarizer provides almost the same polarization pulling for all input signal states of polarization and so has very small polarization dependent gain.

A procedure for the reconstruction of a stochastic stationary temperature field

An iterative procedure is proposed for the reconstruction of a temperature field from a linear stationary heat equation with stochastic coefficients, and stochastic Cauchy data given on a part of the boundary of a bounded domain. In each step, a series of mixed well-posed boundary-value problems are solved for the stochastic heat operator and its adjoint. Well-posedness of these problems is shown to hold and convergence in the mean of the procedure is proved. A discretized version of this procedure, based on a Monte Carlo Galerkin finite-element method, suitable for numerical implementation is discussed. It is demonstrated that the solution to the discretized problem converges to the continuous as the mesh size tends to zero.

A stochastic frontier approach to modelling financial constraints in firms:an application to India

We propose the use of stochastic frontier approach to modelling financial constraints of firms. The main advantage of the stochastic frontier approach over the stylised approaches that use pooled OLS or fixed effects panel regression models is that we can not only decide whether or not the average firm is financially constrained, but also estimate a measure of the degree of the constraint for each firm and for each time period, and also the marginal impact of firm characteristics on this measure. We then apply the stochastic frontier approach to a panel of Indian manufacturing firms, for the 1997–2006 period. In our application, we highlight and discuss the aforementioned advantages, while also demonstrating that the stochastic frontier approach generates regression estimates that are consistent with the stylised intuition found in the literature on financial constraint and the wider literature on the Indian credit/capital market.

Semiparametric smooth-coefficient stochastic frontier model

This paper proposes a semiparametric smooth-coefficient (SPSC) stochastic production frontier model where regression coefficients are unknown smooth functions of environmental factors (ZZ). Technical inefficiency is specified in the form of a parametric scaling function which also depends on the ZZ variables. Thus, in our SPSC model the ZZ variables affect productivity directly via the technology parameters as well as through inefficiency. A residual-based bootstrap test of the relevance of the environmental factors in the SPSC model is suggested. An empirical application is also used to illustrate the technique.

Bayesian precalibration of a large stochastic microsimulation model

Calibration of stochastic traffic microsimulation models is a challenging task. This paper proposes a fast iterative probabilistic precalibration framework and demonstrates how it can be successfully applied to a real-world traffic simulation model of a section of the M40 motorway and its surrounding area in the U.K. The efficiency of the method stems from the use of emulators of the stochastic microsimulator, which provides fast surrogates of the traffic model. The use of emulators minimizes the number of microsimulator runs required, and the emulators' probabilistic construction allows for the consideration of the extra uncertainty introduced by the approximation. It is shown that automatic precalibration of this real-world microsimulator, using turn-count observational data, is possible, considering all parameters at once, and that this precalibrated microsimulator improves on the fit to observations compared with the traditional expertly tuned microsimulation. © 2000-2011 IEEE.

Background synaptic activity in rat entorhinal cortex shows a progressively greater dominance of inhibition over excitation from deep to superficial layers

The entorhinal cortex (EC) controls hippocampal input and output, playing major roles in memory and spatial navigation. Different layers of the EC subserve different functions and a number of studies have compared properties of neurones across layers. We have studied synaptic inhibition and excitation in EC neurones, and we have previously compared spontaneous synaptic release of glutamate and GABA using patch clamp recordings of synaptic currents in principal neurones of layers II (L2) and V (L5). Here, we add comparative studies in layer III (L3). Such studies essentially look at neuronal activity from a presynaptic viewpoint. To correlate this with the postsynaptic consequences of spontaneous transmitter release, we have determined global postsynaptic conductances mediated by the two transmitters, using a method to estimate conductances from membrane potential fluctuations. We have previously presented some of this data for L3 and now extend to L2 and L5. Inhibition dominates excitation in all layers but the ratio follows a clear rank order (highest to lowest) of L2>L3>L5. The variance of the background conductances was markedly higher for excitation and inhibition in L2 compared to L3 or L5. We also show that induction of synchronized network epileptiform activity by blockade of GABA inhibition reveals a relative reluctance of L2 to participate in such activity. This was associated with maintenance of a dominant background inhibition in L2, whereas in L3 and L5 the absolute level of inhibition fell below that of excitation, coincident with the appearance of synchronized discharges. Further experiments identified potential roles for competition for bicuculline by ambient GABA at the GABAA receptor, and strychnine-sensitive glycine receptors in residual inhibition in L2. We discuss our results in terms of control of excitability in neuronal subpopulations of EC neurones and what these may suggest for their functional roles. © 2014 Greenhill et al.

Fully probabilistic control for stochastic nonlinear control systems with input dependent noise

Robust controllers for nonlinear stochastic systems with functional uncertainties can be consistently designed using probabilistic control methods. In this paper a generalised probabilistic controller design for the minimisation of the Kullback-Leibler divergence between the actual joint probability density function (pdf) of the closed loop control system, and an ideal joint pdf is presented emphasising how the uncertainty can be systematically incorporated in the absence of reliable systems models. To achieve this objective all probabilistic models of the system are estimated from process data using mixture density networks (MDNs) where all the parameters of the estimated pdfs are taken to be state and control input dependent. Based on this dependency of the density parameters on the input values, explicit formulations to the construction of optimal generalised probabilistic controllers are obtained through the techniques of dynamic programming and adaptive critic methods. Using the proposed generalised probabilistic controller, the conditional joint pdfs can be made to follow the ideal ones. A simulation example is used to demonstrate the implementation of the algorithm and encouraging results are obtained.

Enhanced information transmission with signal-dependent noise in an array of nonlinear elements

We have investigated information transmission in an array of threshold units that have signal-dependent noise and a common input signal. We demonstrate a phenomenon similar to stochastic resonance and suprathreshold stochastic resonance with additive noise and show that information transmission can be enhanced by a nonzero level of noise. By comparing system performance to one with additive noise we also demonstrate that the information transmission of weak signals is significantly better with signal-dependent noise. Indeed, information rates are not compromised even for arbitrary small input signals. Furthermore, by an appropriate selection of parameters, we observe that the information can be made to be (almost) independent of the level of the noise, thus providing a robust method of transmitting information in the presence of noise. These result could imply that the ability of hair cells to code and transmit sensory information in biological sensory systems is not limited by the level of signal-dependent noise. © 2007 The American Physical Society.

One Class of Stochastic Local Search Algorithms

Accelerated probabilistic modeling algorithms, presenting stochastic local search (SLS) technique, are considered. General algorithm scheme and specific combinatorial optimization method, using “golden section” rule (GS-method), are given. Convergence rates using Markov chains are received. An overview of current combinatorial optimization techniques is presented.

Variational mean-field algorithm for efficient inference in large systems of stochastic differential equations

This work introduces a Gaussian variational mean-field approximation for inference in dynamical systems which can be modeled by ordinary stochastic differential equations. This new approach allows one to express the variational free energy as a functional of the marginal moments of the approximating Gaussian process. A restriction of the moment equations to piecewise polynomial functions, over time, dramatically reduces the complexity of approximate inference for stochastic differential equation models and makes it comparable to that of discrete time hidden Markov models. The algorithm is demonstrated on state and parameter estimation for nonlinear problems with up to 1000 dimensional state vectors and compares the results empirically with various well-known inference methodologies.

Almost Separable Data Aggregation by Layers of Formal Neurons

Information extraction or knowledge discovery from large data sets should be linked to data aggregation process. Data aggregation process can result in a new data representation with decreased number of objects of a given set. A deterministic approach to separable data aggregation means a lesser number of objects without mixing of objects from different categories. A statistical approach is less restrictive and allows for almost separable data aggregation with a low level of mixing of objects from different categories. Layers of formal neurons can be designed for the purpose of data aggregation both in the case of deterministic and statistical approach. The proposed designing method is based on minimization of the of the convex and piecewise linear (CPL) criterion functions.

Boundary-Value Problems for almost Nonlinear Singularly Perturbed Systems of Ordinary Differential Equations

A boundary-value problems for almost nonlinear singularly perturbed systems of ordinary differential equations are considered. An asymptotic solution is constructed under some assumption and using boundary functions and generalized inverse matrix and projectors.

A decision support system for supplier selection and order allocation in stochastic, multi-stakeholder and multi-criteria environments

Integrated supplier selection and order allocation is an important decision for both designing and operating supply chains. This decision is often influenced by the concerned stakeholders, suppliers, plant operators and customers in different tiers. As firms continue to seek competitive advantage through supply chain design and operations they aim to create optimized supply chains. This calls for on one hand consideration of multiple conflicting criteria and on the other hand consideration of uncertainties of demand and supply. Although there are studies on supplier selection using advanced mathematical models to cover a stochastic approach, multiple criteria decision making techniques and multiple stakeholder requirements separately, according to authors' knowledge there is no work that integrates these three aspects in a common framework. This paper proposes an integrated method for dealing with such problems using a combined Analytic Hierarchy Process-Quality Function Deployment (AHP-QFD) and chance constrained optimization algorithm approach that selects appropriate suppliers and allocates orders optimally between them. The effectiveness of the proposed decision support system has been demonstrated through application and validation in the bioenergy industry.

Optimization of Discrete-Time, Stochastic Systems

* This research was supported by a grant from the Greek Ministry of Industry and Technology.