A control algorithm for autonomous optimization of extracellular recordings

This paper develops a control algorithm that can autonomously position an electrode so as to find and then maintain an optimal extracellular recording position. The algorithm was developed and tested in a two-neuron computational model representative of the cells found in cerebral cortex. The algorithm is based on a stochastic optimization of a suitably defined signal quality metric and is shown capable of finding the optimal recording position along representative sampling directions, as well as maintaining the optimal signal quality in the face of modeled tissue movements. The application of the algorithm to acute neurophysiological recording experiments and its potential implications to chronic recording electrode arrays are discussed

Horizons of fractional Brownian surfaces

International audienceWe investigate the conjecture that the horizon of an index alpha fractional Brownian surface has (almost surely) the same Hölder exponents as the surface itself, with corresponding relationships for fractal dimensions. We establish this formally for the usual Brownian surface (where alpha = 1/ 2 ), and also for other alpha, 0 < alpha< 1, assuming a hypothesis concerning maxima of index alpha Brownian motion. We provide computational evidence that the conjecture is indeed true for all alpha

Techniques for enhancing digital images

The images obtain from either research studies or optical instruments are often corrupted with noise. Image denoising involves the manipulation of image data to produce a visually high quality image. This thesis reviews the existing denoising algorithms and the filtering approaches available for enhancing images and/or data transmission. Spatial-domain and Transform-domain digital image filtering algorithms have been used in the past to suppress different noise models. The different noise models can be either additive or multiplicative. Selection of the denoising algorithm is application dependent. It is necessary to have knowledge about the noise present in the image so as to select the appropriated denoising algorithm. Noise models may include Gaussian noise, Salt and Pepper noise, Speckle noise and Brownian noise. The Wavelet Transform is similar to the Fourier transform with a completely different merit function. The main difference between Wavelet transform and Fourier transform is that, in the Wavelet Transform, Wavelets are localized in both time and frequency. In the standard Fourier Transform, Wavelets are only localized in frequency. Wavelet analysis consists of breaking up the signal into shifted and scales versions of the original (or mother) Wavelet. The Wiener Filter (mean squared estimation error) finds implementations as a LMS filter (least mean squares), RLS filter (recursive least squares), or Kalman filter. Quantitative measure (metrics) of the comparison of the denoising algorithms is provided by calculating the Peak Signal to Noise Ratio (PSNR), the Mean Square Error (MSE) value and the Mean Absolute Error (MAE) evaluation factors. A combination of metrics including the PSNR, MSE, and MAE are often required to clearly assess the model performance

Studies in stochastic processes: adaptive wavelet decompositions and operator fractional Brownian motions

The thesis is centered around the themes of wavelet methods for stochastic processes, and of operator self-similarity. It comprises three parts. The first two parts concern particular wavelet-based decompositions of stationary processes, in either continuous or discrete time. The decompositions are essentially characterized by uncorrelated detail coefficients and possibly correlated approximation coefficients. This is of interest, for example, in simulation and maximum likelihood estimation. In discrete time, the focus is somewhat on long memory time series. The last part of the thesis concerns operator fractional Brownian motions. These are Gaussian operator self-similar processes with stationary increments, and are multivariate analogues of the one-dimensional fractional Brownian motion. We establish integral representations of operator fractional Brownian motions, study their basic properties and examine questions of uniqueness

Modeling operating system crash behavior through multifractal analysis, long range dependence and mining of memory usage patterns

Software Aging is a phenomenon where the state of the operating systems degrades over a period of time due to transient errors. These transient errors can result in resource exhaustion and operating system hangups or crashes.;Three different techniques from fractal geometry are studied using the same datasets for operating system crash modeling and prediction. Holder Exponent is an indicator of how chaotic a signal is. M5 Prime is a nominal classification algorithm that allows prediction of a numerical quantity such as time to crash based on current and previous data. Hurst exponent measures the self similarity and long range dependence or memory of a process or data set and has been used to predict river flows and network usage.;For each of these techniques, a thorough investigation was conducted using crash, hangup and nominal operating system monitoring data. All three approaches demonstrated a promising ability to identify software aging and predict upcoming operating system crashes. This thesis describes the experiments, reports the best candidate techniques and identifies the topics for further investigation

Essays on the nonlinear and nonstochastic nature of stock market data

The nature and structure of stock-market price dynamics is an area of ongoing and rigourous scientific debate. For almost three decades, most emphasis has been given on upholding the concepts of Market Efficiency and rational investment behaviour. Such an approach has favoured the development of numerous linear and nonlinear models mainly of stochastic foundations. Advances in mathematics have shown that nonlinear deterministic processes i.e. "chaos" can produce sequences that appear random to linear statistical techniques. Till recently, investment finance has been a science based on linearity and stochasticity. Hence it is important that studies of Market Efficiency include investigations of chaotic determinism and power laws. As far as chaos is concerned, there are rather mixed or inconclusive research results, prone with controversy. This inconclusiveness is attributed to two things: the nature of stock market time series, which are highly volatile and contaminated with a substantial amount of noise of largely unknown structure, and the lack of appropriate robust statistical testing procedures. In order to overcome such difficulties, within this thesis it is shown empirically and for the first time how one can combine novel techniques from recent chaotic and signal analysis literature, under a univariate time series analysis framework. Three basic methodologies are investigated: Recurrence analysis, Surrogate Data and Wavelet transforms. Recurrence Analysis is used to reveal qualitative and quantitative evidence of nonlinearity and nonstochasticity for a number of stock markets. It is then demonstrated how Surrogate Data, under a statistical hypothesis testing framework, can be simulated to provide similar evidence. Finally, it is shown how wavelet transforms can be applied in order to reveal various salient features of the market data and provide a platform for nonparametric regression and denoising. The results indicate that without the invocation of any parametric model-based assumptions, one can easily deduce that there is more to linearity and stochastic randomness in the data. Moreover, substantial evidence of recurrent patterns and aperiodicities is discovered which can be attributed to chaotic dynamics. These results are therefore very consistent with existing research indicating some types of nonlinear dependence in financial data. Concluding, the value of this thesis lies in its contribution to the overall evidence on Market Efficiency and chaotic determinism in financial markets. The main implication here is that the theory of equilibrium pricing in financial markets may need reconsideration in order to accommodate for the structures revealed

Statistical Diffusion Tensor Imaging

Magnetic resonance diffusion tensor imaging (DTI) allows to infere the ultrastructure of living tissue. In brain mapping, neural fiber trajectories can be identified by exploiting the anisotropy of diffusion processes. Manifold statistical methods may be linked into the comprehensive processing chain that is spanned between DTI raw images and the reliable visualization of fibers. In this work, a space varying coefficients model (SVCM) using penalized B-splines was developed to integrate diffusion tensor estimation, regularization and interpolation into a unified framework. The implementation challenges originating in multiple 3d space varying coefficient surfaces and the large dimensions of realistic datasets were met by incorporating matrix sparsity and efficient model approximation. Superiority of B-spline based SVCM to the standard approach was demonstrable from simulation studies in terms of the precision and accuracy of the individual tensor elements. The integration with a probabilistic fiber tractography algorithm and application on real brain data revealed that the unified approach is at least equivalent to the serial application of voxelwise estimation, smoothing and interpolation. From the error analysis using boxplots and visual inspection the conclusion was drawn that both the standard approach and the B-spline based SVCM may suffer from low local adaptivity. Therefore, wavelet basis functions were employed for filtering diffusion tensor fields. While excellent local smoothing was indeed achieved by combining voxelwise tensor estimation with wavelet filtering, no immediate improvement was gained for fiber tracking. However, the thresholding strategy needs to be refined and the proposed model of an incorporation of wavelets into an SVCM needs to be implemented to finally assess their utility for DTI data processing. In summary, an SVCM with specific consideration of the demands of human brain DTI data was developed and implemented, eventually representing a unified postprocessing framework. This represents an experimental and statistical platform to further improve the reliability of tractography