A survey of random processes with reinforcement

The models surveyed include generalized P\'{o}lya urns, reinforced random walks, interacting urn models, and continuous reinforced processes. Emphasis is on methods and results, with sketches provided of some proofs. Applications are discussed in statistics, biology, economics and a number of other areas.Comment: Published at http://dx.doi.org/10.1214/07-PS094 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org

Taming neuronal noise with large networks

How does reliable computation emerge from networks of noisy neurons? While individual neurons are intrinsically noisy, the collective dynamics of populations of neurons taken as a whole can be almost deterministic, supporting the hypothesis that, in the brain, computation takes place at the level of neuronal populations. Mathematical models of networks of noisy spiking neurons allow us to study the effects of neuronal noise on the dynamics of large networks. Classical mean-field models, i.e., models where all neurons are identical and where each neuron receives the average spike activity of the other neurons, offer toy examples where neuronal noise is absorbed in large networks, that is, large networks behave like deterministic systems. In particular, the dynamics of these large networks can be described by deterministic neuronal population equations. In this thesis, I first generalize classical mean-field limit proofs to a broad class of spiking neuron models that can exhibit spike-frequency adaptation and short-term synaptic plasticity, in addition to refractoriness. The mean-field limit can be exactly described by a multidimensional partial differential equation; the long time behavior of which can be rigorously studied using deterministic methods. Then, we show that there is a conceptual link between mean-field models for networks of spiking neurons and latent variable models used for the analysis of multi-neuronal recordings. More specifically, we use a recently proposed finite-size neuronal population equation, which we first mathematically clarify, to design a tractable Expectation-Maximization-type algorithm capable of inferring the latent population activities of multi-population spiking neural networks from the spike activity of a few visible neurons only, illustrating the idea that latent variable models can be seen as partially observed mean-field models. In classical mean-field models, neurons in large networks behave like independent, identically distributed processes driven by the average population activity -- a deterministic quantity, by the law of large numbers. The fact the neurons are identically distributed processes implies a form of redundancy that has not been observed in the cortex and which seems biologically implausible. To show, numerically, that the redundancy present in classical mean-field models is unnecessary for neuronal noise absorption in large networks, I construct a disordered network model where networks of spiking neurons behave like deterministic rate networks, despite the absence of redundancy. This last result suggests that the concentration of measure phenomenon, which generalizes the ``law of large numbers'' of classical mean-field models, might be an instrumental principle for understanding the emergence of noise-robust population dynamics in large networks of noisy neurons

Discrete Time Systems

Discrete-Time Systems comprehend an important and broad research field. The consolidation of digital-based computational means in the present, pushes a technological tool into the field with a tremendous impact in areas like Control, Signal Processing, Communications, System Modelling and related Applications. This book attempts to give a scope in the wide area of Discrete-Time Systems. Their contents are grouped conveniently in sections according to significant areas, namely Filtering, Fixed and Adaptive Control Systems, Stability Problems and Miscellaneous Applications. We think that the contribution of the book enlarges the field of the Discrete-Time Systems with signification in the present state-of-the-art. Despite the vertiginous advance in the field, we also believe that the topics described here allow us also to look through some main tendencies in the next years in the research area

Robust Control

The need to be tolerant to changes in the control systems or in the operational environment of systems subject to unknown disturbances has generated new control methods that are able to deal with the non-parametrized disturbances of systems, without adapting itself to the system uncertainty but rather providing stability in the presence of errors bound in a model. With this approach in mind and with the intention to exemplify robust control applications, this book includes selected chapters that describe models of H-infinity loop, robust stability and uncertainty, among others. Each robust control method and model discussed in this book is illustrated by a relevant example that serves as an overview of the theoretical and practical method in robust control