Time course of information processing in visual and haptic object classification

Peer reviewedPublisher PD

Bayesian alignments of warped multi-output Gaussian processes

We propose a novel Bayesian approach to modelling nonlinear alignments of time series based on latent shared information. We apply the method to the real-world problem of finding common structure in the sensor data of wind turbines introduced by the underlying latent and turbulent wind field. The proposed model allows for both arbitrary alignments of the inputs and non-parametric output warpings to transform the observations. This gives rise to multiple deep Gaussian process models connected via latent generating processes. We present an efficient varia-tional approximation based on nested variational compression and show how the model can be used to extract shared information between dependent time series, recovering an interpretable functional decomposition of the learning problem. We show results for an artificial data set and real-world data of two wind turbines

Entrepreneurship and Resource Allocation

Historical surveys show that most analyses of the entrepreneur focus primarily upon one aspect or function of entrepreneurship such as risk-bearing, innovation, or the perception of and response to market disequilibria. Despite the richness of entrepreneurial theory over the last two hundred years, economists have yet to adequately model the market for entrepreneurship. The analysis in this paper implies a supply of entrepreneurial expenditures function, that when coupled with a concept of the demand for entrepreneurial expenditures, yields a market model of the entrepreneurial process. The model is significant in three important ways; first, it synthesizes the different but complementary elements of entrepreneurial behavior that have been separately developed in the received literature, second, it explains how market forces drive an economy toward an efficient allocation of entrepreneurial resources, and third, it provides a framework for considering and analyzing policy actions to stimulate entrepreneurial activity and economic growth.

A locally time-invariant metric for climate model ensemble predictions of extreme risk

Adaptation-relevant predictions of climate change are often derived by combining climate model simulations in a multi-model ensemble. Model evaluation methods used in performance-based ensemble weighting schemes have limitations in the context of high-impact extreme events. We introduce a locally time-invariant method for evaluating climate model simulations with a focus on assessing the simulation of extremes. We explore the behaviour of the proposed method in predicting extreme heat days in Nairobi and provide comparative results for eight additional cities

Nonminimal Couplings in the Early Universe: Multifield Models of Inflation and the Latest Observations

Models of cosmic inflation suggest that our universe underwent an early phase of accelerated expansion, driven by the dynamics of one or more scalar fields. Inflationary models make specific, quantitative predictions for several observable quantities, including particular patterns of temperature anistropies in the cosmic microwave background radiation. Realistic models of high-energy physics include many scalar fields at high energies. Moreover, we may expect these fields to have nonminimal couplings to the spacetime curvature. Such couplings are quite generic, arising as renormalization counterterms when quantizing scalar fields in curved spacetime. In this chapter I review recent research on a general class of multifield inflationary models with nonminimal couplings. Models in this class exhibit a strong attractor behavior: across a wide range of couplings and initial conditions, the fields evolve along a single-field trajectory for most of inflation. Across large regions of phase space and parameter space, therefore, models in this general class yield robust predictions for observable quantities that fall squarely within the "sweet spot" of recent observations.Comment: 17pp, 2 figs. References added to match the published version. Published in {\it At the Frontier of Spacetime: Scalar-Tensor Theory, Bell's Inequality, Mach's Principle, Exotic Smoothness}, ed. T. Asselmeyer-Maluga (Springer, 2016), pp. 41-57, in honor of Carl Brans's 80th birthda

Compositional Uncertainty in Deep Gaussian Processes

Gaussian processes (GPs) are nonparametric priors over functions. Fitting a GP implies computing a posterior distribution of functions consistent with the observed data. Similarly, deep Gaussian processes (DGPs) should allow us to compute a posterior distribution of compositions of multiple functions giving rise to the observations. However, exact Bayesian inference is intractable for DGPs, motivating the use of various approximations. We show that the application of simplifying mean-field assumptions across the hierarchy leads to the layers of a DGP collapsing to near-deterministic transformations. We argue that such an inference scheme is suboptimal, not taking advantage of the potential of the model to discover the compositional structure in the data. To address this issue, we examine alternative variational inference schemes allowing for dependencies across different layers and discuss their advantages and limitations.Comment: 17 page