Improved algorithms for rare event simulation with heavy tails

The estimation of P(S-n > u) by simulation, where S, is the sum of independent. identically distributed random varibles Y-1,..., Y-n, is of importance in many applications. We propose two simulation estimators based upon the identity P(S-n > u) = nP(S, > u, M-n = Y-n), where M-n = max(Y-1,..., Y-n). One estimator uses importance sampling (for Y-n only), and the other uses conditional Monte Carlo conditioning upon Y1,..., Yn-1. Properties of the relative error of the estimators are derived and a numerical study given in terms of the M/G/1 queue in which n is replaced by an independent geometric random variable N. The conclusion is that the new estimators compare extremely favorably with previous ones. In particular, the conditional Monte Carlo estimator is the first heavy-tailed example of an estimator with bounded relative error. Further improvements are obtained in the random-N case, by incorporating control variates and stratification techniques into the new estimation procedures.

Spatially localized distortions of event time

A fundamental question about the perception of time is whether the neural mechanisms underlying temporal judgements are universal and centralized in the brain or modality specific and distributed []. Time perception has traditionally been thought to be entirely dissociated from spatial vision. Here we show that the apparent duration of a dynamic stimulus can be manipulated in a local region of visual space by adapting to oscillatory motion or flicker. This implicates spatially localized temporal mechanisms in duration perception. We do not see concomitant changes in the time of onset or offset of the test patterns, demonstrating a direct local effect on duration perception rather than an indirect effect on the time course of neural processing. The effects of adaptation on duration perception can also be dissociated from motion or flicker perception per se. Although 20 Hz adaptation reduces both the apparent temporal frequency and duration of a 10 Hz test stimulus, 5 Hz adaptation increases apparent temporal frequency but has little effect on duration perception. We conclude that there is a peripheral, spatially localized, essentially visual component involved in sensing the duration of visual events.

Linkage analyses of event-related potential slow wave phenotypes recorded in a working memory task

Working memory is an essential component of wide-ranging cognitive functions. It is a complex genetic trait probably influenced by numerous genes that individually have only a small influence. These genes may have an amplified influence on phenotypes closer to the gene action. In this study, event-related potential (ERP) phenotypes recorded during a working-memory task were collected from 656 adolescents from 299 families for whom genotypes were available. Univariate linkage analyses using the MERLIN variance-components method were conducted on slow wave phenotypes recorded at multiple sites while participants were required to remember the location of a target. Suggestive linkage (LOD > 2.2) was found on chromosomes 4, 5, 6, 10, 17, and 20. After correcting for multiple testing, suggestive linkage remained on chromosome 10. Empirical thresholds were computed for the most promising phenotypes. Those on chromosome 10 remained suggestive. A number of genes reported to regulate neural differentiation and function (i.e. NRP1, ANK3, and CHAT) were found under these linkage peaks and may influence the levels of neural activity occurring in individuals participating in a spatial working-memory task.

Finding negative event oriented patterns in long temporal sequences

Pattern discovery in a long temporal event sequence is of great importance in many application domains. Most of the previous work focuses on identifying positive associations among time stamped event types. In this paper, we introduce the problem of defining and discovering negative associations that, as positive rules, may also serve as a source of knowledge discovery. In general, an event-oriented pattern is a pattern that associates with a selected type of event, called a target event. As a counter-part of previous research, we identify patterns that have a negative relationship with the target events. A set of criteria is defined to evaluate the interestingness of patterns associated with such negative relationships. In the process of counting the frequency of a pattern, we propose a new approach, called unique minimal occurrence, which guarantees that the Apriori property holds for all patterns in a long sequence. Based on the interestingness measures, algorithms are proposed to discover potentially interesting patterns for this negative rule problem. Finally, the experiment is made for a real application.