A strongly convergent numerical scheme from Ensemble Kalman inversion

The Ensemble Kalman methodology in an inverse problems setting can be viewed as an iterative scheme, which is a weakly tamed discretization scheme for a certain stochastic differential equation (SDE). Assuming a suitable approximation result, dynamical properties of the SDE can be rigorously pulled back via the discrete scheme to the original Ensemble Kalman inversion. The results of this paper make a step towards closing the gap of the missing approximation result by proving a strong convergence result in a simplified model of a scalar stochastic differential equation. We focus here on a toy model with similar properties than the one arising in the context of Ensemble Kalman filter. The proposed model can be interpreted as a single particle filter for a linear map and thus forms the basis for further analysis. The difficulty in the analysis arises from the formally derived limiting SDE with non-globally Lipschitz continuous nonlinearities both in the drift and in the diffusion. Here the standard Euler-Maruyama scheme might fail to provide a strongly convergent numerical scheme and taming is necessary. In contrast to the strong taming usually used, the method presented here provides a weaker form of taming. We present a strong convergence analysis by first proving convergence on a domain of high probability by using a cut-off or localisation, which then leads, combined with bounds on moments for both the SDE and the numerical scheme, by a bootstrapping argument to strong convergence

Stochastic Resonance Can Drive Adaptive Physiological Processes

Stochastic resonance (SR) is a concept from the physics and engineering communities that has applicability to both systems physiology and other living systems. In this paper, it will be argued that stochastic resonance plays a role in driving behavior in neuromechanical systems. The theory of stochastic resonance will be discussed, followed by a series of expected outcomes, and two tests of stochastic resonance in an experimental setting. These tests are exploratory in nature, and provide a means to parameterize systems that couple biological and mechanical components. Finally, the potential role of stochastic resonance in adaptive physiological systems will be discussed

A multi-stage recurrent neural network better describes decision-related activity in dorsal premotor cortex

We studied how a network of recurrently connected artificial units solve a visual perceptual decision-making task. The goal of this task is to discriminate the dominant color of a central static checkerboard and report the decision with an arm movement. This task has been used to study neural activity in the dorsal premotor (PMd) cortex. When a single recurrent neural network (RNN) was trained to perform the task, the activity of artificial units in the RNN differed from neural recordings in PMd, suggesting that inputs to PMd differed from inputs to the RNN. We expanded our architecture and examined how a multi-stage RNN performed the task. In the multi-stage RNN, the last stage exhibited similarities with PMd by representing direction information but not color information. We then investigated how the representation of color and direction information evolve across RNN stages. Together, our results are a demonstration of the importance of incorporating architectural constraints into RNN models. These constraints can improve the ability of RNNs to model neural activity in association areas.https://doi.org/10.32470/CCN.2019.1123-0Accepted manuscrip

The structure of borders in a small world

Geographic borders are not only essential for the effective functioning of government, the distribution of administrative responsibilities and the allocation of public resources, they also influence the interregional flow of information, cross-border trade operations, the diffusion of innovation and technology, and the spatial spread of infectious diseases. However, as growing interactions and mobility across long distances, cultural, and political borders continue to amplify the small world effect and effectively decrease the relative importance of local interactions, it is difficult to assess the location and structure of effective borders that may play the most significant role in mobility-driven processes. The paradigm of spatially coherent communities may no longer be a plausible one, and it is unclear what structures emerge from the interplay of interactions and activities across spatial scales. Here we analyse a multi-scale proxy network for human mobility that incorporates travel across a few to a few thousand kilometres. We determine an effective system of geographically continuous borders implicitly encoded in multi-scale mobility patterns. We find that effective large scale boundaries define spatially coherent subdivisions and only partially coincide with administrative borders. We find that spatial coherence is partially lost if only long range traffic is taken into account and show that prevalent models for multi-scale mobility networks cannot account for the observed patterns. These results will allow for new types of quantitative, comparative analyses of multi-scale interaction networks in general and may provide insight into a multitude of spatiotemporal phenomena generated by human activity.Comment: 9 page