Adaptive intermittent control: A computational model explaining motor intermittency observed in human behavior

It is a fundamental question how our brain performs a given motor task in a real-time fashion with the slow sensorimotor system. Computational theory proposed an influential idea of feed-forward control, but it has mainly treated the case that the movement is ballistic (such as reaching) because the motor commands should be calculated in advance of movement execution. As a possible mechanism for operating feed-forward control in continuous motor tasks (such as target tracking), we propose a control model called "adaptive intermittent control" or "segmented control," that brain adaptively divides the continuous time axis into discrete segments and executes feed-forward control in each segment. The idea of intermittent control has been proposed in the fields of control theory, biological modeling and nonlinear dynamical system. Compared with these previous models, the key of the proposed model is that the system speculatively determines the segmentation based on the future prediction and its uncertainty. The result of computer simulation showed that the proposed model realized faithful visuo-manual tracking with realistic sensorimotor delays and with less computational costs (i.e., with fewer number of segments). Furthermore, it replicated "motor intermittency", that is, intermittent discontinuities commonly observed in human movement trajectories. We discuss that the temporally segmented control is an inevitable strategy for brain which has to achieve a given task with small computational (or cognitive) cost, using a slow control system in an uncertain variable environment, and the motor intermittency is the side-effect of this strategy

Gaussian process models for periodicity detection

We consider the problem of detecting and quantifying the periodic component of a function given noise-corrupted observations of a limited number of input/output tuples. Our approach is based on Gaussian process regression which provides a flexible non-parametric framework for modelling periodic data. We introduce a novel decomposition of the covariance function as the sum of periodic and aperiodic kernels. This decomposition allows for the creation of sub-models which capture the periodic nature of the signal and its complement. To quantify the periodicity of the signal, we derive a periodicity ratio which reflects the uncertainty in the fitted sub-models. Although the method can be applied to many kernels, we give a special emphasis to the Mat\'ern family, from the expression of the reproducing kernel Hilbert space inner product to the implementation of the associated periodic kernels in a Gaussian process toolkit. The proposed method is illustrated by considering the detection of periodically expressed genes in the arabidopsis genome.Comment: in PeerJ Computer Science, 201

A 4D-Var Method with Flow-Dependent Background Covariances for the Shallow-Water Equations

The 4D-Var method for filtering partially observed nonlinear chaotic dynamical systems consists of finding the maximum a-posteriori (MAP) estimator of the initial condition of the system given observations over a time window, and propagating it forward to the current time via the model dynamics. This method forms the basis of most currently operational weather forecasting systems. In practice the optimization becomes infeasible if the time window is too long due to the non-convexity of the cost function, the effect of model errors, and the limited precision of the ODE solvers. Hence the window has to be kept sufficiently short, and the observations in the previous windows can be taken into account via a Gaussian background (prior) distribution. The choice of the background covariance matrix is an important question that has received much attention in the literature. In this paper, we define the background covariances in a principled manner, based on observations in the previous $b$ assimilation windows, for a parameter $b\ge 1$. The method is at most $b$ times more computationally expensive than using fixed background covariances, requires little tuning, and greatly improves the accuracy of 4D-Var. As a concrete example, we focus on the shallow-water equations. The proposed method is compared against state-of-the-art approaches in data assimilation and is shown to perform favourably on simulated data. We also illustrate our approach on data from the recent tsunami of 2011 in Fukushima, Japan.Comment: 32 pages, 5 figure

Robustness from flexibility in the fungal circadian clock

Background Robustness is a central property of living systems, enabling function to be maintained against environmental perturbations. A key challenge is to identify the structures in biological circuits that confer system-level properties such as robustness. Circadian clocks allow organisms to adapt to the predictable changes of the 24-hour day/night cycle by generating endogenous rhythms that can be entrained to the external cycle. In all organisms, the clock circuits typically comprise multiple interlocked feedback loops controlling the rhythmic expression of key genes. Previously, we showed that such architectures increase the flexibility of the clock's rhythmic behaviour. We now test the relationship between flexibility and robustness, using a mathematical model of the circuit controlling conidiation in the fungus Neurospora crassa. Results The circuit modelled in this work consists of a central negative feedback loop, in which the frequency (frq) gene inhibits its transcriptional activator white collar-1 (wc-1), interlocked with a positive feedback loop in which FRQ protein upregulates WC-1 production. Importantly, our model reproduces the observed entrainment of this circuit under light/dark cycles with varying photoperiod and cycle duration. Our simulations show that whilst the level of frq mRNA is driven directly by the light input, the falling phase of FRQ protein, a molecular correlate of conidiation, maintains a constant phase that is uncoupled from the times of dawn and dusk. The model predicts the behaviour of mutants that uncouple WC-1 production from FRQ's positive feedback, and shows that the positive loop enhances the buffering of conidiation phase against seasonal photoperiod changes. This property is quantified using Kitano's measure for the overall robustness of a regulated system output. Further analysis demonstrates that this functional robustness is a consequence of the greater evolutionary flexibility conferred on the circuit by the interlocking loop structure. Conclusions Our model shows that the behaviour of the fungal clock in light-dark cycles can be accounted for by a transcription-translation feedback model of the central FRQ-WC oscillator. More generally, we provide an example of a biological circuit in which greater flexibility yields improved robustness, while also introducing novel sensitivity analysis techniques applicable to a broader range of cellular oscillators

Hierarchical Cluster-based Partial Least Squares Regression (HC-PLSR) is an efficient tool for metamodelling of nonlinear dynamic models

<p>Abstract</p> <p>Background</p> <p>Deterministic dynamic models of complex biological systems contain a large number of parameters and state variables, related through nonlinear differential equations with various types of feedback. A metamodel of such a dynamic model is a statistical approximation model that maps variation in parameters and initial conditions (inputs) to variation in features of the trajectories of the state variables (outputs) throughout the entire biologically relevant input space. A sufficiently accurate mapping can be exploited both instrumentally and epistemically. Multivariate regression methodology is a commonly used approach for emulating dynamic models. However, when the input-output relations are highly nonlinear or non-monotone, a standard linear regression approach is prone to give suboptimal results. We therefore hypothesised that a more accurate mapping can be obtained by locally linear or locally polynomial regression. We present here a new method for local regression modelling, Hierarchical Cluster-based PLS regression (HC-PLSR), where fuzzy <it>C</it>-means clustering is used to separate the data set into parts according to the structure of the response surface. We compare the metamodelling performance of HC-PLSR with polynomial partial least squares regression (PLSR) and ordinary least squares (OLS) regression on various systems: six different gene regulatory network models with various types of feedback, a deterministic mathematical model of the mammalian circadian clock and a model of the mouse ventricular myocyte function.</p> <p>Results</p> <p>Our results indicate that multivariate regression is well suited for emulating dynamic models in systems biology. The hierarchical approach turned out to be superior to both polynomial PLSR and OLS regression in all three test cases. The advantage, in terms of explained variance and prediction accuracy, was largest in systems with highly nonlinear functional relationships and in systems with positive feedback loops.</p> <p>Conclusions</p> <p>HC-PLSR is a promising approach for metamodelling in systems biology, especially for highly nonlinear or non-monotone parameter to phenotype maps. The algorithm can be flexibly adjusted to suit the complexity of the dynamic model behaviour, inviting automation in the metamodelling of complex systems.</p

The Self-Financing Equation in High Frequency Markets

High Frequency Trading (HFT) represents an ever growing proportion of all financial transactions as most markets have now switched to electronic order book systems. The main goal of the paper is to propose continuous time equations which generalize the self-financing relationships of frictionless markets to electronic markets with limit order books. We use NASDAQ ITCH data to identify significant empirical features such as price impact and recovery, rough paths of inventories and vanishing bid-ask spreads. Starting from these features, we identify microscopic identities holding on the trade clock, and through a diffusion limit argument, derive continuous time equations which provide a macroscopic description of properties of the order book. These equations naturally differentiate between trading via limit and market orders. We give several applications (including hedging European options with limit orders, market maker optimal spread choice, and toxicity indexes) to illustrate their impact and how they can be used to the benefit of Low Frequency Traders (LFTs)

Active Virtual Network Management Prediction: Complexity as a Framework for Prediction, Optimization, and Assurance

Research into active networking has provided the incentive to re-visit what has traditionally been classified as distinct properties and characteristics of information transfer such as protocol versus service; at a more fundamental level this paper considers the blending of computation and communication by means of complexity. The specific service examined in this paper is network self-prediction enabled by Active Virtual Network Management Prediction. Computation/communication is analyzed via Kolmogorov Complexity. The result is a mechanism to understand and improve the performance of active networking and Active Virtual Network Management Prediction in particular. The Active Virtual Network Management Prediction mechanism allows information, in various states of algorithmic and static form, to be transported in the service of prediction for network management. The results are generally applicable to algorithmic transmission of information. Kolmogorov Complexity is used and experimentally validated as a theory describing the relationship among algorithmic compression, complexity, and prediction accuracy within an active network. Finally, the paper concludes with a complexity-based framework for Information Assurance that attempts to take a holistic view of vulnerability analysis