Classification of chirp signals using hierarchical bayesian learning and MCMC methods

This paper addresses the problem of classifying chirp signals using hierarchical Bayesian learning together with Markov chain Monte Carlo (MCMC) methods. Bayesian learning consists of estimating the distribution of the observed data conditional on each class from a set of training samples. Unfortunately, this estimation requires to evaluate intractable multidimensional integrals. This paper studies an original implementation of hierarchical Bayesian learning that estimates the class conditional probability densities using MCMC methods. The performance of this implementation is first studied via an academic example for which the class conditional densities are known. The problem of classifying chirp signals is then addressed by using a similar hierarchical Bayesian learning implementation based on a Metropolis-within-Gibbs algorithm

Beyond element-wise interactions: identifying complex interactions in biological processes

Background: Biological processes typically involve the interactions of a number of elements (genes, cells) acting on each others. Such processes are often modelled as networks whose nodes are the elements in question and edges pairwise relations between them (transcription, inhibition). But more often than not, elements actually work cooperatively or competitively to achieve a task. Or an element can act on the interaction between two others, as in the case of an enzyme controlling a reaction rate. We call “complex” these types of interaction and propose ways to identify them from time-series observations. Methodology: We use Granger Causality, a measure of the interaction between two signals, to characterize the influence of an enzyme on a reaction rate. We extend its traditional formulation to the case of multi-dimensional signals in order to capture group interactions, and not only element interactions. Our method is extensively tested on simulated data and applied to three biological datasets: microarray data of the Saccharomyces cerevisiae yeast, local field potential recordings of two brain areas and a metabolic reaction. Conclusions: Our results demonstrate that complex Granger causality can reveal new types of relation between signals and is particularly suited to biological data. Our approach raises some fundamental issues of the systems biology approach since finding all complex causalities (interactions) is an NP hard problem

Regularization and Bayesian Learning in Dynamical Systems: Past, Present and Future

Regularization and Bayesian methods for system identification have been repopularized in the recent years, and proved to be competitive w.r.t. classical parametric approaches. In this paper we shall make an attempt to illustrate how the use of regularization in system identification has evolved over the years, starting from the early contributions both in the Automatic Control as well as Econometrics and Statistics literature. In particular we shall discuss some fundamental issues such as compound estimation problems and exchangeability which play and important role in regularization and Bayesian approaches, as also illustrated in early publications in Statistics. The historical and foundational issues will be given more emphasis (and space), at the expense of the more recent developments which are only briefly discussed. The main reason for such a choice is that, while the recent literature is readily available, and surveys have already been published on the subject, in the author's opinion a clear link with past work had not been completely clarified.Comment: Plenary Presentation at the IFAC SYSID 2015. Submitted to Annual Reviews in Contro