Bayesian orthogonal component analysis for sparse representation

This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources linearly mixed with an unknown orthogonal mixing matrix. This issue is formulated in a Bayesian framework. First, the unknown sparse sources are modeled as Bernoulli-Gaussian processes. To promote sparsity, a weighted mixture of an atom at zero and a Gaussian distribution is proposed as prior distribution for the unobserved sources. A non-informative prior distribution defined on an appropriate Stiefel manifold is elected for the mixing matrix. The Bayesian inference on the unknown parameters is conducted using a Markov chain Monte Carlo (MCMC) method. A partially collapsed Gibbs sampler is designed to generate samples asymptotically distributed according to the joint posterior distribution of the unknown model parameters and hyperparameters. These samples are then used to approximate the joint maximum a posteriori estimator of the sources and mixing matrix. Simulations conducted on synthetic data are reported to illustrate the performance of the method for recovering sparse representations. An application to sparse coding on under-complete dictionary is finally investigated.Comment: Revised version. Accepted to IEEE Trans. Signal Processin

A blind deconvolution approach to recover effective connectivity brain networks from resting state fMRI data

A great improvement to the insight on brain function that we can get from fMRI data can come from effective connectivity analysis, in which the flow of information between even remote brain regions is inferred by the parameters of a predictive dynamical model. As opposed to biologically inspired models, some techniques as Granger causality (GC) are purely data-driven and rely on statistical prediction and temporal precedence. While powerful and widely applicable, this approach could suffer from two main limitations when applied to BOLD fMRI data: confounding effect of hemodynamic response function (HRF) and conditioning to a large number of variables in presence of short time series. For task-related fMRI, neural population dynamics can be captured by modeling signal dynamics with explicit exogenous inputs; for resting-state fMRI on the other hand, the absence of explicit inputs makes this task more difficult, unless relying on some specific prior physiological hypothesis. In order to overcome these issues and to allow a more general approach, here we present a simple and novel blind-deconvolution technique for BOLD-fMRI signal. Coming to the second limitation, a fully multivariate conditioning with short and noisy data leads to computational problems due to overfitting. Furthermore, conceptual issues arise in presence of redundancy. We thus apply partial conditioning to a limited subset of variables in the framework of information theory, as recently proposed. Mixing these two improvements we compare the differences between BOLD and deconvolved BOLD level effective networks and draw some conclusions

Nonparametric volatility density estimation for discrete time models

We consider discrete time models for asset prices with a stationary volatility process. We aim at estimating the multivariate density of this process at a set of consecutive time instants. A Fourier type deconvolution kernel density estimator based on the logarithm of the squared process is proposed to estimate the volatility density. Expansions of the bias and bounds on the variance are derived

Disentangling causal webs in the brain using functional Magnetic Resonance Imaging: A review of current approaches

In the past two decades, functional Magnetic Resonance Imaging has been used to relate neuronal network activity to cognitive processing and behaviour. Recently this approach has been augmented by algorithms that allow us to infer causal links between component populations of neuronal networks. Multiple inference procedures have been proposed to approach this research question but so far, each method has limitations when it comes to establishing whole-brain connectivity patterns. In this work, we discuss eight ways to infer causality in fMRI research: Bayesian Nets, Dynamical Causal Modelling, Granger Causality, Likelihood Ratios, LiNGAM, Patel's Tau, Structural Equation Modelling, and Transfer Entropy. We finish with formulating some recommendations for the future directions in this area

Towards many colors in FISH on 3D-preserved interphase nuclei

The article reviews the existing methods of multicolor FISH on nuclear targets, first of all, interphase chromosomes. FISH proper and image acquisition are considered as two related components of a single process. We discuss (1) M-FISH (combinatorial labeling + deconvolution + widefield microscopy); (2) multicolor labeling + SIM (structured illumination microscopy); (3) the standard approach to multicolor FISH + CLSM (confocal laser scanning microscopy; one fluorochrome - one color channel); (4) combinatorial labeling + CLSM; (5) non-combinatorial labeling + CLSM + linear unmixing. Two related issues, deconvolution of images acquired with CLSM and correction of data for chromatic Z-shift, are also discussed. All methods are illustrated with practical examples. Finally, several rules of thumb helping to choose an optimal labeling + microscopy combination for the planned experiment are suggested. Copyright (c) 2006 S. Karger AG, Basel