Constructing Structural VAR Models with Conditional Independence Graphs

In this paper graphical modelling is used to select a sparse structure for a multivariate time series model of New Zealand interest rates. In particular, we consider a recursive structural vector autoregressions that can subsequently be described parsimoniously by a directed acyclic graph, which could be given a causal interpretation. A comparison between competing models is then made by considering likelihood and economic theory.Graphical models; directed acyclic graphs; term structure; causality.

Feature and Variable Selection in Classification

The amount of information in the form of features and variables avail- able to machine learning algorithms is ever increasing. This can lead to classifiers that are prone to overfitting in high dimensions, high di- mensional models do not lend themselves to interpretable results, and the CPU and memory resources necessary to run on high-dimensional datasets severly limit the applications of the approaches. Variable and feature selection aim to remedy this by finding a subset of features that in some way captures the information provided best. In this paper we present the general methodology and highlight some specific approaches.Comment: Part of master seminar in document analysis held by Marcus Eichenberger-Liwick

Online Ensemble Learning of Sensorimotor Contingencies

Forward models play a key role in cognitive agents by providing predictions of the sensory consequences of motor commands, also known as sensorimotor contingencies (SMCs). In continuously evolving environments, the ability to anticipate is fundamental in distinguishing cognitive from reactive agents, and it is particularly relevant for autonomous robots, that must be able to adapt their models in an online manner. Online learning skills, high accuracy of the forward models and multiple-step-ahead predictions are needed to enhance the robots’ anticipation capabilities. We propose an online heterogeneous ensemble learning method for building accurate forward models of SMCs relating motor commands to effects in robots’ sensorimotor system, in particular considering proprioception and vision. Our method achieves up to 98% higher accuracy both in short and long term predictions, compared to single predictors and other online and offline homogeneous ensembles. This method is validated on two different humanoid robots, namely the iCub and the Baxter

Longitudinal clinical score prediction in Alzheimer's disease with soft-split sparse regression based random forest

Alzheimer’s disease (AD) is an irreversible neurodegenerative disease and affects a large population in the world. Cognitive scores at multiple time points can be reliably used to evaluate the progression of the disease clinically. In recent studies, machine learning techniques have shown promising results on the prediction of AD clinical scores. However, there are multiple limitations in the current models such as linearity assumption and missing data exclusion. Here, we present a nonlinear supervised sparse regression–based random forest (RF) framework to predict a variety of longitudinal AD clinical scores. Furthermore, we propose a soft-split technique to assign probabilistic paths to a test sample in RF for more accurate predictions. In order to benefit from the longitudinal scores in the study, unlike the previous studies that often removed the subjects with missing scores, we first estimate those missing scores with our proposed soft-split sparse regression–based RF and then utilize those estimated longitudinal scores at all the previous time points to predict the scores at the next time point. The experiment results demonstrate that our proposed method is superior to the traditional RF and outperforms other state-of-art regression models. Our method can also be extended to be a general regression framework to predict other disease scores

A Survey on Deep Learning in Medical Image Analysis

Deep learning algorithms, in particular convolutional networks, have rapidly become a methodology of choice for analyzing medical images. This paper reviews the major deep learning concepts pertinent to medical image analysis and summarizes over 300 contributions to the field, most of which appeared in the last year. We survey the use of deep learning for image classification, object detection, segmentation, registration, and other tasks and provide concise overviews of studies per application area. Open challenges and directions for future research are discussed.Comment: Revised survey includes expanded discussion section and reworked introductory section on common deep architectures. Added missed papers from before Feb 1st 201

Identification of progressive mild cognitive impairment patients using incomplete longitudinal MRI scans

Distinguishing progressive mild cognitive impairment (pMCI) from stable mild cognitive impairment (sMCI) is critical for identification of patients who are at-risk for Alzheimer’s disease (AD), so that early treatment can be administered. In this paper, we propose a pMCI/sMCI classification framework that harnesses information available in longitudinal magnetic resonance imaging (MRI) data, which could be incomplete, to improve diagnostic accuracy. Volumetric features were first extracted from the baseline MRI scan and subsequent scans acquired after 6, 12, and 18 months. Dynamic features were then obtained by using the 18th-month scan as the reference and computing the ratios of feature differences for the earlier scans. Features that are linearly or non-linearly correlated with diagnostic labels are then selected using two elastic net sparse learning algorithms. Missing feature values due to the incomplete longitudinal data are imputed using a low-rank matrix completion method. Finally, based on the completed feature matrix, we build a multi-kernel support vector machine (mkSVM) to predict the diagnostic label of samples with unknown diagnostic statuses. Our evaluation indicates that a diagnosis accuracy as high as 78.2% can be achieved when information from the longitudinal scans is used – 6.6% higher than the case using only the reference time point image. In other words, information provided by the longitudinal history of the disease improves diagnosis accuracy