A Nonparametric Conjugate Prior Distribution for the Maximizing Argument of a Noisy Function

We propose a novel Bayesian approach to solve stochastic optimization problems that involve finding extrema of noisy, nonlinear functions. Previous work has focused on representing possible functions explicitly, which leads to a two-step procedure of first, doing inference over the function space and second, finding the extrema of these functions. Here we skip the representation step and directly model the distribution over extrema. To this end, we devise a non-parametric conjugate prior based on a kernel regressor. The resulting posterior distribution directly captures the uncertainty over the maximum of the unknown function. We illustrate the effectiveness of our model by optimizing a noisy, high-dimensional, non-convex objective function.Comment: 9 pages, 5 figure

Complexity of multi-dimensional spontaneous EEG decreases during propofol induced general anaesthesia

Emerging neural theories of consciousness suggest a correlation between a specific type of neural dynamical complexity and the level of consciousness: When awake and aware, causal interactions between brain regions are both integrated (all regions are to a certain extent connected) and differentiated (there is inhomogeneity and variety in the interactions). In support of this, recent work by Casali et al (2013) has shown that Lempel-Ziv complexity correlates strongly with conscious level, when computed on the EEG response to transcranial magnetic stimulation. Here we investigated complexity of spontaneous high-density EEG data during propofol-induced general anaesthesia. We consider three distinct measures: (i) Lempel-Ziv complexity, which is derived from how compressible the data are; (ii) amplitude coalition entropy, which measures the variability in the constitution of the set of active channels; and (iii) the novel synchrony coalition entropy (SCE), which measures the variability in the constitution of the set of synchronous channels. After some simulations on Kuramoto oscillator models which demonstrate that these measures capture distinct ‘flavours’ of complexity, we show that there is a robustly measurable decrease in the complexity of spontaneous EEG during general anaesthesia

Dynamical complexity in the C.elegans neural network

We model the neuronal circuit of the C.elegans soil worm in terms of a Hindmarsh-Rose system of ordinary differential equa- tions, dividing its circuit into six communities which are determined via the Walktrap and Louvain methods. Using the numerical solution of these equations, we analyze important measures of dynamical com- plexity, namely synchronicity, the largest Lyapunov exponent, and the ?AR auto-regressive integrated information theory measure. We show that ?AR provides a useful measure of the information contained in the C.elegans brain dynamic network. Our analysis reveals that the C.elegans brain dynamic network generates more information than the sum of its constituent parts, and that attains higher levels of integrated information for couplings for which either all its communities are highly synchronized, or there is a mixed state of highly synchronized and de- synchronized communities

A Geological Itinerary Through the Southern Apennine Thrust-Belt (Basilicata—Southern Italy)

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Integrated information increases with fitness in the evolution of animats

One of the hallmarks of biological organisms is their ability to integrate disparate information sources to optimize their behavior in complex environments. How this capability can be quantified and related to the functional complexity of an organism remains a challenging problem, in particular since organismal functional complexity is not well-defined. We present here several candidate measures that quantify information and integration, and study their dependence on fitness as an artificial agent ("animat") evolves over thousands of generations to solve a navigation task in a simple, simulated environment. We compare the ability of these measures to predict high fitness with more conventional information-theoretic processing measures. As the animat adapts by increasing its "fit" to the world, information integration and processing increase commensurately along the evolutionary line of descent. We suggest that the correlation of fitness with information integration and with processing measures implies that high fitness requires both information processing as well as integration, but that information integration may be a better measure when the task requires memory. A correlation of measures of information integration (but also information processing) and fitness strongly suggests that these measures reflect the functional complexity of the animat, and that such measures can be used to quantify functional complexity even in the absence of fitness data.Comment: 27 pages, 8 figures, one supplementary figure. Three supplementary video files available on request. Version commensurate with published text in PLoS Comput. Bio

Incomplete financial markets and jumps in asset prices

For incomplete financial markets, jumps in both prices and consumption can be unavoidable. We consider pure-exchange economies with infinite horizon, discrete time, uncertainty with a continuum of possible shocks at every date. The evolution of shocks follows a Markov process, and fundamentals depend continuously on shocks. It is shown that: (1) equilibria exist; (2) for effectively complete financial markets, asset prices depend continuously on shocks; and (3) for incomplete financial markets, there is an open set of economies U such that for every equilibrium of every economy in U, asset prices at every date depend discontinuously on the shock at that date

Orbital structure of the effective pairing interaction in the high-temperature superconducting cuprates

The nature of the effective interaction responsible for pairing in the high-temperature superconducting cuprates remains unsettled. This question has been studied extensively using the simplified single-band Hubbard model, which does not explicitly consider the orbital degrees of freedom of the relevant CuO$_2$ planes. Here, we use a dynamic cluster quantum Monte Carlo approximation to study the orbital structure of the pairing interaction in the three-band Hubbard model, which treats the orbital degrees of freedom explicitly. We find that the interaction predominately acts between neighboring copper orbitals, but with significant additional weight appearing on the surrounding bonding molecular oxygen orbitals. By explicitly comparing these results to those from the simpler single-band Hubbard model, our study provides strong support for the single-band framework for describing superconductivity in the cuprates