Event detection in location-based social networks

With the advent of social networks and the rise of mobile technologies, users have become ubiquitous sensors capable of monitoring various real-world events in a crowd-sourced manner. Location-based social networks have proven to be faster than traditional media channels in reporting and geo-locating breaking news, i.e. Osama Bin Laden’s death was first confirmed on Twitter even before the announcement from the communication department at the White House. However, the deluge of user-generated data on these networks requires intelligent systems capable of identifying and characterizing such events in a comprehensive manner. The data mining community coined the term, event detection , to refer to the task of uncovering emerging patterns in data streams . Nonetheless, most data mining techniques do not reproduce the underlying data generation process, hampering to self-adapt in fast-changing scenarios. Because of this, we propose a probabilistic machine learning approach to event detection which explicitly models the data generation process and enables reasoning about the discovered events. With the aim to set forth the differences between both approaches, we present two techniques for the problem of event detection in Twitter : a data mining technique called Tweet-SCAN and a machine learning technique called Warble. We assess and compare both techniques in a dataset of tweets geo-located in the city of Barcelona during its annual festivities. Last but not least, we present the algorithmic changes and data processing frameworks to scale up the proposed techniques to big data workloads.This work is partially supported by Obra Social “la Caixa”, by the Spanish Ministry of Science and Innovation under contract (TIN2015-65316), by the Severo Ochoa Program (SEV2015-0493), by SGR programs of the Catalan Government (2014-SGR-1051, 2014-SGR-118), Collectiveware (TIN2015-66863-C2-1-R) and BSC/UPC NVIDIA GPU Center of Excellence.We would also like to thank the reviewers for their constructive feedback.Peer ReviewedPostprint (author's final draft

Meditation effects within the hippocampal complex revealed by voxel-based morphometry and cytoarchitectonic probabilistic mapping.

Scientific studies addressing anatomical variations in meditators' brains have emerged rapidly over the last few years, where significant links are most frequently reported with respect to gray matter (GM). To advance prior work, this study examined GM characteristics in a large sample of 100 subjects (50 meditators, 50 controls), where meditators have been practicing close to 20 years, on average. A standard, whole-brain voxel-based morphometry approach was applied and revealed significant meditation effects in the vicinity of the hippocampus, showing more GM in meditators than in controls as well as positive correlations with the number of years practiced. However, the hippocampal complex is regionally segregated by architecture, connectivity, and functional relevance. Thus, to establish differential effects within the hippocampal formation (cornu ammonis, fascia dentata, entorhinal cortex, subiculum) as well as the hippocampal-amygdaloid transition area, we utilized refined cytoarchitectonic probabilistic maps of (peri-) hippocampal subsections. Significant meditation effects were observed within the subiculum specifically. Since the subiculum is known to play a key role in stress regulation and meditation is an established form of stress reduction, these GM findings may reflect neuronal preservation in long-term meditators-perhaps due to an attenuated release of stress hormones and decreased neurotoxicity

Structural Time Series Models and the Kalman Filter: a concise review

The continued increase in availability of economic data in recent years and, more impor- tantly, the possibility to construct larger frequency time series, have fostered the use (and development) of statistical and econometric techniques to treat them more accurately. This paper presents an exposition of structural time series models by which a time series can be decomposed as the sum of a trend, seasonal and irregular components. In addition to a detailled analysis of univariate speci?cations we also address the SUTSE multivariate case and the issue of cointegration. Finally, the recursive estimation and smoothing by means of the Kalman ?lter algorithm is described taking into account its di¤erent stages, from initialisation to parameter?s estimation. JEL codes: C10, C22, C32