10,465 research outputs found
A Multi-scale View of the Emergent Complexity of Life: A Free-energy Proposal
We review some of the main implications of the free-energy principle (FEP) for the study of the self-organization of living systems – and how the FEP can help us to understand (and model) biotic self-organization across the many temporal and spatial scales over which life exists. In order to maintain its integrity as a bounded system, any biological system - from single cells to complex organisms and societies - has to limit the disorder or dispersion (i.e., the long-run entropy) of its constituent states. We review how this can be achieved by living systems that minimize their variational free energy. Variational free energy is an information theoretic construct, originally introduced into theoretical neuroscience and biology to explain perception, action, and learning. It has since been extended to explain the evolution, development, form, and function of entire organisms, providing a principled model of biotic self-organization and autopoiesis. It has provided insights into biological systems across spatiotemporal scales, ranging from microscales (e.g., sub- and multicellular dynamics), to intermediate scales (e.g., groups of interacting animals and culture), through to macroscale phenomena (the evolution of entire species). A crucial corollary of the FEP is that an organism just is (i.e., embodies or entails) an implicit model of its environment. As such, organisms come to embody causal relationships of their ecological niche, which, in turn, is influenced by their resulting behaviors. Crucially, free-energy minimization can be shown to be equivalent to the maximization of Bayesian model evidence. This allows us to cast natural selection in terms of Bayesian model selection, providing a robust theoretical account of how organisms come to match or accommodate the spatiotemporal complexity of their surrounding niche. In line with the theme of this volume; namely, biological complexity and self-organization, this chapter will examine a variational approach to self-organization across multiple dynamical scales
HMM based scenario generation for an investment optimisation problem
This is the post-print version of the article. The official published version can be accessed from the link below - Copyright @ 2012 Springer-Verlag.The Geometric Brownian motion (GBM) is a standard method for modelling financial time series. An important criticism of this method is that the parameters of the GBM are assumed to be constants; due to this fact, important features of the time series, like extreme behaviour or volatility clustering cannot be captured. We propose an approach by which the parameters of the GBM are able to switch between regimes, more precisely they are governed by a hidden Markov chain. Thus, we model the financial time series via a hidden Markov model (HMM) with a GBM in each state. Using this approach, we generate scenarios for a financial portfolio optimisation problem in which the portfolio CVaR is minimised. Numerical results are presented.This study was funded by NET ACE at OptiRisk Systems
Hidden Markov models for the activity profile of terrorist groups
The main focus of this work is on developing models for the activity profile
of a terrorist group, detecting sudden spurts and downfalls in this profile,
and, in general, tracking it over a period of time. Toward this goal, a
-state hidden Markov model (HMM) that captures the latent states underlying
the dynamics of the group and thus its activity profile is developed. The
simplest setting of corresponds to the case where the dynamics are
coarsely quantized as Active and Inactive, respectively. A state estimation
strategy that exploits the underlying HMM structure is then developed for spurt
detection and tracking. This strategy is shown to track even nonpersistent
changes that last only for a short duration at the cost of learning the
underlying model. Case studies with real terrorism data from open-source
databases are provided to illustrate the performance of the proposed
methodology.Comment: Published in at http://dx.doi.org/10.1214/13-AOAS682 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Multiscale Discriminant Saliency for Visual Attention
The bottom-up saliency, an early stage of humans' visual attention, can be
considered as a binary classification problem between center and surround
classes. Discriminant power of features for the classification is measured as
mutual information between features and two classes distribution. The estimated
discrepancy of two feature classes very much depends on considered scale
levels; then, multi-scale structure and discriminant power are integrated by
employing discrete wavelet features and Hidden markov tree (HMT). With wavelet
coefficients and Hidden Markov Tree parameters, quad-tree like label structures
are constructed and utilized in maximum a posterior probability (MAP) of hidden
class variables at corresponding dyadic sub-squares. Then, saliency value for
each dyadic square at each scale level is computed with discriminant power
principle and the MAP. Finally, across multiple scales is integrated the final
saliency map by an information maximization rule. Both standard quantitative
tools such as NSS, LCC, AUC and qualitative assessments are used for evaluating
the proposed multiscale discriminant saliency method (MDIS) against the
well-know information-based saliency method AIM on its Bruce Database wity
eye-tracking data. Simulation results are presented and analyzed to verify the
validity of MDIS as well as point out its disadvantages for further research
direction.Comment: 16 pages, ICCSA 2013 - BIOCA sessio
A generalized risk approach to path inference based on hidden Markov models
Motivated by the unceasing interest in hidden Markov models (HMMs), this
paper re-examines hidden path inference in these models, using primarily a
risk-based framework. While the most common maximum a posteriori (MAP), or
Viterbi, path estimator and the minimum error, or Posterior Decoder (PD), have
long been around, other path estimators, or decoders, have been either only
hinted at or applied more recently and in dedicated applications generally
unfamiliar to the statistical learning community. Over a decade ago, however, a
family of algorithmically defined decoders aiming to hybridize the two standard
ones was proposed (Brushe et al., 1998). The present paper gives a careful
analysis of this hybridization approach, identifies several problems and issues
with it and other previously proposed approaches, and proposes practical
resolutions of those. Furthermore, simple modifications of the classical
criteria for hidden path recognition are shown to lead to a new class of
decoders. Dynamic programming algorithms to compute these decoders in the usual
forward-backward manner are presented. A particularly interesting subclass of
such estimators can be also viewed as hybrids of the MAP and PD estimators.
Similar to previously proposed MAP-PD hybrids, the new class is parameterized
by a small number of tunable parameters. Unlike their algorithmic predecessors,
the new risk-based decoders are more clearly interpretable, and, most
importantly, work "out of the box" in practice, which is demonstrated on some
real bioinformatics tasks and data. Some further generalizations and
applications are discussed in conclusion.Comment: Section 5: corrected denominators of the scaled beta variables (pp.
27-30), => corrections in claims 1, 3, Prop. 12, bottom of Table 1. Decoder
(49), Corol. 14 are generalized to handle 0 probabilities. Notation is more
closely aligned with (Bishop, 2006). Details are inserted in eqn-s (43); the
positivity assumption in Prop. 11 is explicit. Fixed typing errors in
equation (41), Example
Machine Learning and Integrative Analysis of Biomedical Big Data.
Recent developments in high-throughput technologies have accelerated the accumulation of massive amounts of omics data from multiple sources: genome, epigenome, transcriptome, proteome, metabolome, etc. Traditionally, data from each source (e.g., genome) is analyzed in isolation using statistical and machine learning (ML) methods. Integrative analysis of multi-omics and clinical data is key to new biomedical discoveries and advancements in precision medicine. However, data integration poses new computational challenges as well as exacerbates the ones associated with single-omics studies. Specialized computational approaches are required to effectively and efficiently perform integrative analysis of biomedical data acquired from diverse modalities. In this review, we discuss state-of-the-art ML-based approaches for tackling five specific computational challenges associated with integrative analysis: curse of dimensionality, data heterogeneity, missing data, class imbalance and scalability issues
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