Estimating Parameters of Partial Differential Equations with Gradient Matching

Parameter inference in partial differential equations (PDEs) is a problem that many researchers are interested in. The conventional methods suffer from severe computational costs because these method require to solve the PDEs repeatedly by numerical integration. The concept of gradient matching have been proposed in order to reduce the computational complexity, which consists of two steps. First, the data are interpolated with certain smoothing methods. Then, the partial derivatives of the interpolants are calculated and the parameters are optimized to minimize the distance (measured by loss functions) between partial derivatives of interpolants and the PDE systems. In this article, we first studied the parameter inference accuracy of gradient matching based on two simple PDE models. Then the method of gradient matching was used to infer the parameters of PDE models describing cell movement and select the most appropriate model

On estimating extremal dependence structures by parametric spectral measures

Estimation of extreme value copulas is often required in situations where available data are sparse. Parametric methods may then be the preferred approach. A possible way of defining parametric families that are simple and, at the same time, cover a large variety of multivariate extremal dependence structures is to build models based on spectral measures. This approach is considered here. Parametric families of spectral measures are defined as convex hulls of suitable basis elements, and parameters are estimated by projecting an initial nonparametric estimator on these finite-dimensional spaces. Asymptotic distributions are derived for the estimated parameters and the resulting estimates of the spectral measure and the extreme value copula. Finite sample properties are illustrated by a simulation study

Pareto Smoothed Importance Sampling

Importance weighting is a general way to adjust Monte Carlo integration to account for draws from the wrong distribution, but the resulting estimate can be noisy when the importance ratios have a heavy right tail. This routinely occurs when there are aspects of the target distribution that are not well captured by the approximating distribution, in which case more stable estimates can be obtained by modifying extreme importance ratios. We present a new method for stabilizing importance weights using a generalized Pareto distribution fit to the upper tail of the distribution of the simulated importance ratios. The method, which empirically performs better than existing methods for stabilizing importance sampling estimates, includes stabilized effective sample size estimates, Monte Carlo error estimates and convergence diagnostics.Comment: Major revision: 1) proofs for consistency, finite variance, and asymptotic normality, 2) justification of k<0.7 with theoretical computational complexity analysis, 3) major rewrit

Classical-to-critical crossovers from field theory

We extent the previous determinations of nonasymptotic critical behavior of Phys. Rev B32, 7209 (1985) and B35, 3585 (1987) to accurate expressions of the complete classical-to-critical crossover (in the 3-d field theory) in terms of the temperature-like scaling field (i.e., along the critical isochore) for : 1) the correlation length, the susceptibility and the specific heat in the homogeneous phase for the n-vector model (n=1 to 3) and 2) for the spontaneous magnetization (coexistence curve), the susceptibility and the specific heat in the inhomogeneous phase for the Ising model (n=1). The present calculations include the seventh loop order of Murray and Nickel (1991) and closely account for the up-to-date estimates of universal asymptotic critical quantities (exponents and amplitude combinations) provided by Guida and Zinn-Justin [J. Phys. A31, 8103 (1998)].Comment: 4 figs, 4 program documents in appendix, some corrections adde

Decline of long-range temporal correlations in the human brain during sustained wakefulness

Sleep is crucial for daytime functioning, cognitive performance and general well-being. These aspects of daily life are known to be impaired after extended wake, yet, the underlying neuronal correlates have been difficult to identify. Accumulating evidence suggests that normal functioning of the brain is characterized by long-range temporal correlations (LRTCs) in cortex, which are supportive for decision-making and working memory tasks. Here we assess LRTCs in resting state human EEG data during a 40-hour sleep deprivation experiment by evaluating the decay in autocorrelation and the scaling exponent of the detrended fluctuation analysis from EEG amplitude fluctuations. We find with both measures that LRTCs decline as sleep deprivation progresses. This decline becomes evident when taking changes in signal power into appropriate consideration. Our results demonstrate the importance of sleep to maintain LRTCs in the human brain. In complex networks, LRTCs naturally emerge in the vicinity of a critical state. The observation of declining LRTCs during wake thus provides additional support for our hypothesis that sleep reorganizes cortical networks towards critical dynamics for optimal functioning

Fitting Linear Mixed-Effects Models using lme4

Maximum likelihood or restricted maximum likelihood (REML) estimates of the parameters in linear mixed-effects models can be determined using the lmer function in the lme4 package for R. As for most model-fitting functions in R, the model is described in an lmer call by a formula, in this case including both fixed- and random-effects terms. The formula and data together determine a numerical representation of the model from which the profiled deviance or the profiled REML criterion can be evaluated as a function of some of the model parameters. The appropriate criterion is optimized, using one of the constrained optimization functions in R, to provide the parameter estimates. We describe the structure of the model, the steps in evaluating the profiled deviance or REML criterion, and the structure of classes or types that represents such a model. Sufficient detail is included to allow specialization of these structures by users who wish to write functions to fit specialized linear mixed models, such as models incorporating pedigrees or smoothing splines, that are not easily expressible in the formula language used by lmer.Comment: 51 pages, including R code, and an appendi