Forecasting of commercial sales with large scale Gaussian Processes

This paper argues that there has not been enough discussion in the field of applications of Gaussian Process for the fast moving consumer goods industry. Yet, this technique can be important as it e.g., can provide automatic feature relevance determination and the posterior mean can unlock insights on the data. Significant challenges are the large size and high dimensionality of commercial data at a point of sale. The study reviews approaches in the Gaussian Processes modeling for large data sets, evaluates their performance on commercial sales and shows value of this type of models as a decision-making tool for management.Comment: 1o pages, 5 figure

Noise-induced behaviors in neural mean field dynamics

The collective behavior of cortical neurons is strongly affected by the presence of noise at the level of individual cells. In order to study these phenomena in large-scale assemblies of neurons, we consider networks of firing-rate neurons with linear intrinsic dynamics and nonlinear coupling, belonging to a few types of cell populations and receiving noisy currents. Asymptotic equations as the number of neurons tends to infinity (mean field equations) are rigorously derived based on a probabilistic approach. These equations are implicit on the probability distribution of the solutions which generally makes their direct analysis difficult. However, in our case, the solutions are Gaussian, and their moments satisfy a closed system of nonlinear ordinary differential equations (ODEs), which are much easier to study than the original stochastic network equations, and the statistics of the empirical process uniformly converge towards the solutions of these ODEs. Based on this description, we analytically and numerically study the influence of noise on the collective behaviors, and compare these asymptotic regimes to simulations of the network. We observe that the mean field equations provide an accurate description of the solutions of the network equations for network sizes as small as a few hundreds of neurons. In particular, we observe that the level of noise in the system qualitatively modifies its collective behavior, producing for instance synchronized oscillations of the whole network, desynchronization of oscillating regimes, and stabilization or destabilization of stationary solutions. These results shed a new light on the role of noise in shaping collective dynamics of neurons, and gives us clues for understanding similar phenomena observed in biological networks

Interpolation between multi-dimensional histograms using a new non-linear moment morphing method

A prescription is presented for the interpolation between multi-dimensional distribution templates based on one or multiple model parameters. The technique uses a linear combination of templates, each created using fixed values of the model's parameters and transformed according to a specific procedure, to model a non-linear dependency on model parameters and the dependency between them. By construction the technique scales well with the number of input templates used, which is a useful feature in modern day particle physics, where a large number of templates is often required to model the impact of systematic uncertainties.Comment: 20 pages, 6 figures. Algorithm publicly available in RooFi

Fluctuations and correlations in an individual-based model of biological coevolution

We extend our study of a simple model of biological coevolution to its statistical properties. Staring with a complete description in terms of a master equation, we provide its relation to the deterministic evolution equations used in previous investigations. The stationary states of the mutationless model are generally well approximated by Gaussian distributions, so that the fluctuations and correlations of the populations can be computed analytically. Several specific cases are studied by Monte Carlo simulations, and there is excellent agreement between the data and the theoretical predictions.Comment: 25 pages, 2 figure

A wildland fire model with data assimilation

A wildfire model is formulated based on balance equations for energy and fuel, where the fuel loss due to combustion corresponds to the fuel reaction rate. The resulting coupled partial differential equations have coefficients that can be approximated from prior measurements of wildfires. An ensemble Kalman filter technique with regularization is then used to assimilate temperatures measured at selected points into running wildfire simulations. The assimilation technique is able to modify the simulations to track the measurements correctly even if the simulations were started with an erroneous ignition location that is quite far away from the correct one.Comment: 35 pages, 12 figures; minor revision January 2008. Original version available from http://www-math.cudenver.edu/ccm/report