Space-Varying Coefficient Models for Brain Imaging

The methodological development and the application in this paper originate from diffusion tensor imaging (DTI), a powerful nuclear magnetic resonance technique enabling diagnosis and monitoring of several diseases as well as reconstruction of neural pathways. We reformulate the current analysis framework of separate voxelwise regressions as a 3d space-varying coefficient model (VCM) for the entire set of DTI images recorded on a 3d grid of voxels. Hence by allowing to borrow strength from spatially adjacent voxels, to smooth noisy observations, and to estimate diffusion tensors at any location within the brain, the three-step cascade of standard data processing is overcome simultaneously. We conceptualize two VCM variants based on B-spline basis functions: a full tensor product approach and a sequential approximation, rendering the VCM numerically and computationally feasible even for the huge dimension of the joint model in a realistic setup. A simulation study shows that both approaches outperform the standard method of voxelwise regressions with subsequent regularization. Due to major efficacy, we apply the sequential method to a clinical DTI data set and demonstrate the inherent ability of increasing the rigid grid resolution by evaluating the incorporated basis functions at intermediate points. In conclusion, the suggested fitting methods clearly improve the current state-of-the-art, but ameloriation of local adaptivity remains desirable

Some Results on the Identification and Estimation of Vector ARMAX Processes

This paper addresses the problem of identifying echelon canonical forms for a vector autoregressive moving average model with exogenous variables using finite algorithms. For given values of the Kronecker indices a method for estimating the structural parameters of a model using ordinary least squares calculations is presented. These procedures give rise, rather naturally, to a technique for the determination of the structural indices based on the use of conventional model selection criteria. A detailed analysis of the statistical properties of the estimation and identification procedures is given and some evidence on the practical significance of the results obtained is also provided. Modifications designed to improve the performance of the methods are presented. Some discussion of the practical significance of the results obtained is also provided.ARMAX model, consistency, echelon canonical form, efficiency, estimation, identification, Kronecker invariants, least squares, selection criterion, structure determination, subspace algorithm.

Paved with Good Intentions: Analysis of a Randomized Block Kaczmarz Method

The block Kaczmarz method is an iterative scheme for solving overdetermined least-squares problems. At each step, the algorithm projects the current iterate onto the solution space of a subset of the constraints. This paper describes a block Kaczmarz algorithm that uses a randomized control scheme to choose the subset at each step. This algorithm is the first block Kaczmarz method with an (expected) linear rate of convergence that can be expressed in terms of the geometric properties of the matrix and its submatrices. The analysis reveals that the algorithm is most effective when it is given a good row paving of the matrix, a partition of the rows into well-conditioned blocks. The operator theory literature provides detailed information about the existence and construction of good row pavings. Together, these results yield an efficient block Kaczmarz scheme that applies to many overdetermined least-squares problem

On The Identification and Estimation of Partially Nonstationary ARMAX Systems

This paper extends current theory on the identification and estimation of vector time series models to nonstationary processes. It examines the structure of dynamic simultaneous equations systems or ARMAX processes that start from a given set of initial conditions and evolve over a given, possibly infinite, future time horizon. The analysis proceeds by deriving the echelon canonical form for such processes. The results are obtained by amalgamating ideas from the theory of stochastic difference equations with adaptations of the Kronecker index theory of dynamic systems. An extension of these results to the analysis of unit-root, partially nonstationary (cointegrated) time series models is also presented, leading to straightforward identification conditions for the error correction, echelon canonical form. An innovations algorithm for the evaluation of the exact Gaussian likelihood is given and the asymptotic properties of the approximate Gaussian estimator and the exact maximum likelihood estimator based upon the algorithm are derived. Examples illustrating the theory are discussed and some experimental evidence is also presented.ARMAX, partially nonstationary, Kronecker index theory identification.

Overview of Constrained PARAFAC Models

In this paper, we present an overview of constrained PARAFAC models where the constraints model linear dependencies among columns of the factor matrices of the tensor decomposition, or alternatively, the pattern of interactions between different modes of the tensor which are captured by the equivalent core tensor. Some tensor prerequisites with a particular emphasis on mode combination using Kronecker products of canonical vectors that makes easier matricization operations, are first introduced. This Kronecker product based approach is also formulated in terms of the index notation, which provides an original and concise formalism for both matricizing tensors and writing tensor models. Then, after a brief reminder of PARAFAC and Tucker models, two families of constrained tensor models, the co-called PARALIND/CONFAC and PARATUCK models, are described in a unified framework, for $N^{th}$ order tensors. New tensor models, called nested Tucker models and block PARALIND/CONFAC models, are also introduced. A link between PARATUCK models and constrained PARAFAC models is then established. Finally, new uniqueness properties of PARATUCK models are deduced from sufficient conditions for essential uniqueness of their associated constrained PARAFAC models

Rectangular Kronecker coefficients and plethysms in geometric complexity theory

We prove that in the geometric complexity theory program the vanishing of rectangular Kronecker coefficients cannot be used to prove superpolynomial determinantal complexity lower bounds for the permanent polynomial. Moreover, we prove the positivity of rectangular Kronecker coefficients for a large class of partitions where the side lengths of the rectangle are at least quadratic in the length of the partition. We also compare rectangular Kronecker coefficients with their corresponding plethysm coefficients, which leads to a new lower bound for rectangular Kronecker coefficients. Moreover, we prove that the saturation of the rectangular Kronecker semigroup is trivial, we show that the rectangular Kronecker positivity stretching factor is 2 for a long first row, and we completely classify the positivity of rectangular limit Kronecker coefficients that were introduced by Manivel in 2011.Comment: 20 page