A latent discriminative model-based approach for classification of imaginary motor tasks from EEG data

We consider the problem of classification of imaginary motor tasks from electroencephalography (EEG) data for brain-computer interfaces (BCIs) and propose a new approach based on hidden conditional random fields (HCRFs). HCRFs are discriminative graphical models that are attractive for this problem because they (1) exploit the temporal structure of EEG; (2) include latent variables that can be used to model different brain states in the signal; and (3) involve learned statistical models matched to the classification task, avoiding some of the limitations of generative models. Our approach involves spatial filtering of the EEG signals and estimation of power spectra based on auto-regressive modeling of temporal segments of the EEG signals. Given this time-frequency representation, we select certain frequency bands that are known to be associated with execution of motor tasks. These selected features constitute the data that are fed to the HCRF, parameters of which are learned from training data. Inference algorithms on the HCRFs are used for classification of motor tasks. We experimentally compare this approach to the best performing methods in BCI competition IV as well as a number of more recent methods and observe that our proposed method yields better classification accuracy

Beliefs, Doubts and Learning: Valuing Economic Risk

This paper explores two perspectives on the rational expectations hypothesis. One perspective is that of economic agents in such a model, who form inferences about the future using probabilities implied by the model. The other is that of an econometrician who makes inferences about the probability model that economic agents are presumed to use. Typically it is assumed that economic agents know more than the econometrician, and econometric ambiguity is often withheld from the economic agents. To understand better both of these perspectives and the relation between them, I appeal to statistical decision theory to characterize when learning or discriminating among competing probability models is challenging. I also use choice theory under uncertainty to explore the ramifications of model uncertainty and learning in environments in which historical data may be insufficient to yield precise probability statements. I use both tools to reassess the macroeconomic underpinnings of asset pricing models. I illustrate how statistical ambiguity can alter the risk-return tradeoff familiar from asset pricing; and I show that when real time learning is included risk premia are larger when macroeconomic growth is lower than average.

Acoustic sequences in non-human animals: a tutorial review and prospectus.

Animal acoustic communication often takes the form of complex sequences, made up of multiple distinct acoustic units. Apart from the well-known example of birdsong, other animals such as insects, amphibians, and mammals (including bats, rodents, primates, and cetaceans) also generate complex acoustic sequences. Occasionally, such as with birdsong, the adaptive role of these sequences seems clear (e.g. mate attraction and territorial defence). More often however, researchers have only begun to characterise - let alone understand - the significance and meaning of acoustic sequences. Hypotheses abound, but there is little agreement as to how sequences should be defined and analysed. Our review aims to outline suitable methods for testing these hypotheses, and to describe the major limitations to our current and near-future knowledge on questions of acoustic sequences. This review and prospectus is the result of a collaborative effort between 43 scientists from the fields of animal behaviour, ecology and evolution, signal processing, machine learning, quantitative linguistics, and information theory, who gathered for a 2013 workshop entitled, 'Analysing vocal sequences in animals'. Our goal is to present not just a review of the state of the art, but to propose a methodological framework that summarises what we suggest are the best practices for research in this field, across taxa and across disciplines. We also provide a tutorial-style introduction to some of the most promising algorithmic approaches for analysing sequences. We divide our review into three sections: identifying the distinct units of an acoustic sequence, describing the different ways that information can be contained within a sequence, and analysing the structure of that sequence. Each of these sections is further subdivided to address the key questions and approaches in that area. We propose a uniform, systematic, and comprehensive approach to studying sequences, with the goal of clarifying research terms used in different fields, and facilitating collaboration and comparative studies. Allowing greater interdisciplinary collaboration will facilitate the investigation of many important questions in the evolution of communication and sociality.This review was developed at an investigative workshop, “Analyzing Animal Vocal Communication Sequences” that took place on October 21–23 2013 in Knoxville, Tennessee, sponsored by the National Institute for Mathematical and Biological Synthesis (NIMBioS). NIMBioS is an Institute sponsored by the National Science Foundation, the U.S. Department of Homeland Security, and the U.S. Department of Agriculture through NSF Awards #EF-0832858 and #DBI-1300426, with additional support from The University of Tennessee, Knoxville. In addition to the authors, Vincent Janik participated in the workshop. D.T.B.’s research is currently supported by NSF DEB-1119660. M.A.B.’s research is currently supported by NSF IOS-0842759 and NIH R01DC009582. M.A.R.’s research is supported by ONR N0001411IP20086 and NOPP (ONR/BOEM) N00014-11-1-0697. S.L.DeR.’s research is supported by the U.S. Office of Naval Research. R.F.-i-C.’s research was supported by the grant BASMATI (TIN2011-27479-C04-03) from the Spanish Ministry of Science and Innovation. E.C.G.’s research is currently supported by a National Research Council postdoctoral fellowship. E.E.V.’s research is supported by CONACYT, Mexico, award number I010/214/2012.This is the accepted manuscript. The final version is available at http://dx.doi.org/10.1111/brv.1216

Combining local regularity estimation and total variation optimization for scale-free texture segmentation

Texture segmentation constitutes a standard image processing task, crucial to many applications. The present contribution focuses on the particular subset of scale-free textures and its originality resides in the combination of three key ingredients: First, texture characterization relies on the concept of local regularity ; Second, estimation of local regularity is based on new multiscale quantities referred to as wavelet leaders ; Third, segmentation from local regularity faces a fundamental bias variance trade-off: In nature, local regularity estimation shows high variability that impairs the detection of changes, while a posteriori smoothing of regularity estimates precludes from locating correctly changes. Instead, the present contribution proposes several variational problem formulations based on total variation and proximal resolutions that effectively circumvent this trade-off. Estimation and segmentation performance for the proposed procedures are quantified and compared on synthetic as well as on real-world textures

Minimal Infrastructure Radio Frequency Home Localisation Systems

The ability to track the location of a subject in their home allows the provision of a number of location based services, such as remote activity monitoring, context sensitive prompts and detection of safety critical situations such as falls. Such pervasive monitoring functionality offers the potential for elders to live at home for longer periods of their lives with minimal human supervision. The focus of this thesis is on the investigation and development of a home roomlevel localisation technique which can be readily deployed in a realistic home environment with minimal hardware requirements. A conveniently deployed Bluetooth ® localisation platform is designed and experimentally validated throughout the thesis. The platform adopts the convenience of a mobile phone and the processing power of a remote location calculation computer. The use of Bluetooth ® also ensures the extensibility of the platform to other home health supervision scenarios such as wireless body sensor monitoring. Central contributions of this work include the comparison of probabilistic and nonprobabilistic classifiers for location prediction accuracy and the extension of probabilistic classifiers to a Hidden Markov Model Bayesian filtering framework. New location prediction performance metrics are developed and signicant performance improvements are demonstrated with the novel extension of Hidden Markov Models to higher-order Markov movement models. With the simple probabilistic classifiers, location is correctly predicted 80% of the time. This increases to 86% with the application of the Hidden Markov Models and 88% when high-order Hidden Markov Models are employed. Further novelty is exhibited in the derivation of a real-time Hidden Markov Model Viterbi decoding algorithm which presents all the advantages of the original algorithm, while producing location estimates in real-time. Significant contributions are also made to the field of human gait-recognition by applying Bayesian filtering to the task of motion detection from accelerometers which are already present in many mobile phones. Bayesian filtering is demonstrated to enable a 35% improvement in motion recognition rate and even enables a floor recognition rate of 68% using only accelerometers. The unique application of time-varying Hidden Markov Models demonstrates the effect of integrating these freely available motion predictions on long-term location predictions

Integrating Overlapping Structures and Background Information of Words Significantly Improves Biological Sequence Comparison

Word-based models have achieved promising results in sequence comparison. However, as the important statistical properties of words in biological sequence, how to use the overlapping structures and background information of the words to improve sequence comparison is still a problem. This paper proposed a new statistical method that integrates the overlapping structures and the background information of the words in biological sequences. To assess the effectiveness of this integration for sequence comparison, two sets of evaluation experiments were taken to test the proposed model. The first one, performed via receiver operating curve analysis, is the application of proposed method in discrimination between functionally related regulatory sequences and unrelated sequences, intron and exon. The second experiment is to evaluate the performance of the proposed method with f-measure for clustering Hepatitis E virus genotypes. It was demonstrated that the proposed method integrating the overlapping structures and the background information of words significantly improves biological sequence comparison and outperforms the existing models

Generalized multi-stream hidden Markov models.

For complex classification systems, data is usually gathered from multiple sources of information that have varying degree of reliability. In fact, assuming that the different sources have the same relevance in describing all the data might lead to an erroneous behavior. The classification error accumulates and can be more severe for temporal data where each sample is represented by a sequence of observations. Thus, there is compelling evidence that learning algorithms should include a relevance weight for each source of information (stream) as a parameter that needs to be learned. In this dissertation, we assumed that the multi-stream temporal data is generated by independent and synchronous streams. Using this assumption, we develop, implement, and test multi- stream continuous and discrete hidden Markov model (HMM) algorithms. For the discrete case, we propose two new approaches to generalize the baseline discrete HMM. The first one combines unsupervised learning, feature discrimination, standard discrete HMMs and weighted distances to learn the codebook with feature-dependent weights for each symbol. The second approach consists of modifying the HMM structure to include stream relevance weights, generalizing the standard discrete Baum-Welch learning algorithm, and deriving the necessary conditions to optimize all model parameters simultaneously. We also generalize the minimum classification error (MCE) discriminative training algorithm to include stream relevance weights. For the continuous HMM, we introduce a. new approach that integrates the stream relevance weights in the objective function. Our approach is based on the linearization of the probability density function. Two variations are proposed: the mixture and state level variations. As in the discrete case, we generalize the continuous Baum-Welch learning algorithm to accommodate these changes, and we derive the necessary conditions for updating the model parameters. We also generalize the MCE learning algorithm to derive the necessary conditions for the model parameters\u27 update. The proposed discrete and continuous HMM are tested on synthetic data sets. They are also validated on various applications including Australian Sign Language, audio classification, face classification, and more extensively on the problem of landmine detection using ground penetrating radar data. For all applications, we show that considerable improvement can be achieved compared to the baseline HMM and the existing multi-stream HMM algorithms

Unsupervised Bayesian reconstruction of individual life histories from otolith signatures : case study of Sr : Ca transects of eel (Anguilla anguilla) otoliths

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