A NOTE ON THE CONVENTIONAL OUTLIER DETECTION TEST PROCEDURES

Under the assumption of that the variance-covariance matrix is fully populated, Baarda’s w-test is turn out to be completely different from the standardized least-squares residual. Unfortunately, this is not generally recognized. In the limiting case of only one degree of freedom, all the three types of test statistics, including Gaussian normal test, Student’s t-test and Pope’s Tau-test, will be invalid for identification of outliers: (1) all the squares of the Gaussian normal test statistic coincide with the goodness-of-fit (global) test statistic, even for correlated observations. Hence, the failure of the global test implies that all the observations will be flagged as outliers, and thus the Gaussian normal test is inconclusive for localization of outliers; (2) the absolute values of the Tau-test statistic are all exactly equal to one, no matter whether the observations are contaminated. Therefore, the Tau-test cannot work for outlier detection in this situation; and (3) Student’s t-test statistics are undefined

Continuum limit of a mesoscopic model with elasticity of step motion on vicinal surfaces

This work considers the rigorous derivation of continuum models of step motion starting from a mesoscopic Burton-Cabrera-Frank (BCF) type model following the work [Xiang, SIAM J. Appl. Math. 2002]. We prove that as the lattice parameter goes to zero, for a finite time interval, a modified discrete model converges to the strong solution of the limiting PDE with first order convergence rate.Comment: 52 page

ANALYTICAL QUALITY ASSESSMENT OF ITERATIVELY REWEIGHTED LEAST-SQUARES (IRLS) METHOD

The iteratively reweighted least-squares (IRLS) technique has been widelyemployed in geodetic and geophysical literature. The reliability measures areimportant diagnostic tools for inferring the strength of the model validation. Anexact analytical method is adopted to obtain insights on how much iterativereweighting can affect the quality indicators. Theoretical analyses and numericalresults show that, when the downweighting procedure is performed, (1) theprecision, all kinds of dilution of precision (DOP) metrics and the minimaldetectable bias (MDB) will become larger; (2) the variations of the bias-to-noiseratio (BNR) are involved, and (3) all these results coincide with those obtained bythe first-order approximation method

Fractional stochastic differential equations satisfying fluctuation-dissipation theorem

We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential equations driven by fractional Brownian noise to model memory effects should be paired with Caputo derivatives, and this FSDE model should be understood in an integral form. We establish the existence of strong solutions for such equations and discuss the ergodicity and convergence to Gibbs measure. In the linear forcing regime, we show rigorously the algebraic convergence to Gibbs measure when the `fluctuation-dissipation theorem' is satisfied, and this verifies that satisfying `fluctuation-dissipation theorem' indeed leads to the correct physical behavior. We further discuss possible approaches to analyze the ergodicity and convergence to Gibbs measure in the nonlinear forcing regime, while leave the rigorous analysis for future works. The FSDE model proposed is suitable for systems in contact with heat bath with power-law kernel and subdiffusion behaviors

Uncovering interactions in the frequency domain

Oscillatory activity plays a critical role in regulating biological processes at levels ranging from subcellular, cellular, and network to the whole organism, and often involves a large number of interacting elements. We shed light on this issue by introducing a novel approach called partial Granger causality to reliably reveal interaction patterns in multivariate data with exogenous inputs and latent variables in the frequency domain. The method is extensively tested with toy models, and successfully applied to experimental datasets, including (1) gene microarray data of HeLa cell cycle; (2) in vivo multielectrode array (MEA) local field potentials (LFPs) recorded from the inferotemporal cortex of a sheep; and (3) in vivo LFPs recorded from distributed sites in the right hemisphere of a macaque monkey

A reversal coarse-grained analysis with application to an altered functional circuit in depression

Introduction: When studying brain function using functional magnetic resonance imaging (fMRI) data containing tens of thousands of voxels, a coarse-grained approach – dividing the whole brain into regions of interest – is applied frequently to investigate the organization of the functional network on a relatively coarse scale. However, a coarse-grained scheme may average out the fine details over small spatial scales, thus rendering it difficult to identify the exact locations of functional abnormalities. Methods: A novel and general approach to reverse the coarse-grained approach by locating the exact sources of the functional abnormalities is proposed. Results: Thirty-nine patients with major depressive disorder (MDD) and 37 matched healthy controls are studied. A circuit comprising the left superior frontal gyrus (SFGdor), right insula (INS), and right putamen (PUT) exhibit the greatest changes between the patients with MDD and controls. A reversal coarse-grained analysis is applied to this circuit to determine the exact location of functional abnormalities. Conclusions: The voxel-wise time series extracted from the reversal coarse-grained analysis (source) had several advantages over the original coarse-grained approach: (1) presence of a larger and detectable amplitude of fluctuations, which indicates that neuronal activities in the source are more synchronized; (2) identification of more significant differences between patients and controls in terms of the functional connectivity associated with the sources; and (3) marked improvement in performing discrimination tasks. A software package for pattern classification between controls and patients is available in Supporting Information

Identifying interactions in the time and frequency domains in local and global networks : a Granger causality approach

Background Reverse-engineering approaches such as Bayesian network inference, ordinary differential equations (ODEs) and information theory are widely applied to deriving causal relationships among different elements such as genes, proteins, metabolites, neurons, brain areas and so on, based upon multi-dimensional spatial and temporal data. There are several well-established reverse-engineering approaches to explore causal relationships in a dynamic network, such as ordinary differential equations (ODE), Bayesian networks, information theory and Granger Causality. Results Here we focused on Granger causality both in the time and frequency domain and in local and global networks, and applied our approach to experimental data (genes and proteins). For a small gene network, Granger causality outperformed all the other three approaches mentioned above. A global protein network of 812 proteins was reconstructed, using a novel approach. The obtained results fitted well with known experimental findings and predicted many experimentally testable results. In addition to interactions in the time domain, interactions in the frequency domain were also recovered. Conclusions The results on the proteomic data and gene data confirm that Granger causality is a simple and accurate approach to recover the network structure. Our approach is general and can be easily applied to other types of temporal data