A Wiener--Hopf Monte Carlo simulation technique for L\'{e}vy processes

We develop a completely new and straightforward method for simulating the joint law of the position and running maximum at a fixed time of a general L\'{e}vy process with a view to application in insurance and financial mathematics. Although different, our method takes lessons from Carr's so-called "Canadization" technique as well as Doney's method of stochastic bounds for L\'{e}vy processes; see Carr [Rev. Fin. Studies 11 (1998) 597--626] and Doney [Ann. Probab. 32 (2004) 1545-1552]. We rely fundamentally on the Wiener-Hopf decomposition for L\'{e}vy processes as well as taking advantage of recent developments in factorization techniques of the latter theory due to Vigon [Simplifiez vos L\'{e}vy en titillant la factorization de Wiener-Hopf (2002) Laboratoire de Math\'{e}matiques de L'INSA de Rouen] and Kuznetsov [Ann. Appl. Probab. 20 (2010) 1801--1830]. We illustrate our Wiener--Hopf Monte Carlo method on a number of different processes, including a new family of L\'{e}vy processes called hypergeometric L\'{e}vy processes. Moreover, we illustrate the robustness of working with a Wiener--Hopf decomposition with two extensions. The first extension shows that if one can successfully simulate for a given L\'{e}vy processes then one can successfully simulate for any independent sum of the latter process and a compound Poisson process. The second extension illustrates how one may produce a straightforward approximation for simulating the two-sided exit problem.Comment: Published in at http://dx.doi.org/10.1214/10-AAP746 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Modeling judgment of sequentially presented categories using weighting and sampling without replacement

In a series of experiments, Kusev et al. (Journal of Experimental Psychology: Human Perception and Performance 37:1874–1886, 2011) studied relative-frequency judgments of items drawn from two distinct categories. The experiments showed that the judged frequencies of categories of sequentially encountered stimuli are affected by the properties of the experienced sequences. Specifically, a first-run effect was observed, whereby people overestimated the frequency of a given category when that category was the first repeated category to occur in the sequence. Here, we (1) interpret these findings as reflecting the operation of a judgment heuristic sensitive to sequential patterns, (2) present mathematical definitions of the sequences used in Kusev et al. (Journal of Experimental Psychology: Human Perception and Performance 37:1874–1886, 2011), and (3) present a mathematical formalization of the first-run effect—the judgments-relative-to-patterns model—to account for the judged frequencies of sequentially encountered stimuli. The model parameter w accounts for the effect of the length of the first run on frequency estimates, given the total sequence length. We fitted data from Kusev et al. (Journal of Experimental Psychology: Human Perception and Performance 37:1874–1886, 2011) to the model parameters, so that with increasing values of w, subsequent items in the first run have less influence on judgments. We see the role of the model as essential for advancing knowledge in the psychology of judgments, as well as in other disciplines, such as computer science, cognitive neuroscience, artificial intelligence, and human–computer interaction

Effects of seasonality on brain size evolution: evidence from strepsirrhine primates

Seasonal changes in energy supply impose energetic constraints that affect many physiological and behavioral characteristics of organisms. As brains are costly, we predict brain size to be relatively small in species that experience a higher degree of seasonality (expensive brain framework). Alternatively, it has been argued that larger brains give animals the behavioral flexibility to buffer the effects of habitat seasonality (cognitive buffer hypothesis). Here, we test these two hypotheses in a comparative study on strepsirrhine primates (African lorises and Malagasy lemurs) that experience widely varying degrees of seasonality. We found that experienced seasonality is negatively correlated with relative brain size in both groups, controlling for the effect of phylogenetic relationships and possible confounding variables such as the extent of folivory. However, relatively larger-brained lemur species tend to experience less variation in their dietary intake than indicated by the seasonality of their habitat. In conclusion, we found clear support for the hypothesis that seasonality restricts brain size in strepsirrhines as predicted by the expensive brain framework and weak support for the cognitive buffer hypothesis in lemurs

ADAPTr Exhibition

The book is one of the outcomes of the grant (funded by the EU seventh framework Programme grant number 317325. Period of grant 01.01.2013 to 31.12.20160. It describes the exhibition held in Ambika P3. It includes a double page statement from each of the seven partners and from each of the 42 research fellows employed under the scheme. There are four new essays (Prof Richard Blythe, Prof Kester Rattenbury, Prof Leon van Schaik, Dr Fleur Watson) a preface by Prof John Verbeke, and introduction by Prof Katharine Heron. It is included on the ADAPTr website and submitted to the EU as one of the deliverable outputs

Synthesis of neural networks for spatio-temporal spike pattern recognition and processing

The advent of large scale neural computational platforms has highlighted the lack of algorithms for synthesis of neural structures to perform predefined cognitive tasks. The Neural Engineering Framework offers one such synthesis, but it is most effective for a spike rate representation of neural information, and it requires a large number of neurons to implement simple functions. We describe a neural network synthesis method that generates synaptic connectivity for neurons which process time-encoded neural signals, and which makes very sparse use of neurons. The method allows the user to specify, arbitrarily, neuronal characteristics such as axonal and dendritic delays, and synaptic transfer functions, and then solves for the optimal input-output relationship using computed dendritic weights. The method may be used for batch or online learning and has an extremely fast optimization process. We demonstrate its use in generating a network to recognize speech which is sparsely encoded as spike times.Comment: In submission to Frontiers in Neuromorphic Engineerin

Сутність та особливості періодизації функціонування прокуратури України

У статті розглядаються суть та особливості періодизації функціонування прокуратури України як одного з основних методологічних аспектів наукового дослідження. Крім того, проведений аналіз різних підходів до періодизації функціонування прокуратури, як вітчизняних, так і деяких зарубіжних науковців. Ключові слова: прокуратура, періодизація розвитку прокуратури.В статье рассматриваются сущность и особенности периодизации функционирования прокуратуры Украины как одного из основных методологических аспектов научного исследования. Кроме того, проведен анализ различных подходов к периодизации функционирования прокуратуры, как отечественных, так и некоторых зарубежных ученых. Ключевые слова: прокуратура, периодизация развития прокуратуры.This article discusses the nature and features periodization of functioning Prosecutor of Ukraine as one of the main methodological aspects of research. In addition, analysis of different approaches to periodization functioning prosecutor's office, both domestic, and some foreign scholars. Key words: prosecutor's office, periodization development of prosecutor's office

Judgments Relative to Patterns: How Temporal Sequence Patterns Affect Judgments and Memory

Six experiments studied relative frequency judgment and recall of sequentially presented items drawn from 2 distinct categories (i.e., city and animal). The experiments show that judged frequencies of categories of sequentially encountered stimuli are affected by certain properties of the sequence configuration. We found (a) a first-run effect whereby people overestimated the frequency of a given category when that category was the first repeated category to occur in the sequence and (b) a dissociation between judgments and recall; respondents may judge 1 event more likely than the other and yet recall more instances of the latter. Specifically, the distribution of recalled items does not correspond to the frequency estimates for the event categories, indicating that participants do not make frequency judgments by sampling their memory for individual items as implied by other accounts such as the availability heuristic (Tversky & Kahneman, 1973) and the availability process model (Hastie & Park, 1986). We interpret these findings as reflecting the operation of a judgment heuristic sensitive to sequential patterns and offer an account for the relationship between memory and judged frequencies of sequentially encountered stimuli

Allomaternal care, life history and brain size evolution in mammals

Humans stand out among the apes by having both an extremely large brain and a relatively high reproductive output, which has been proposed to be a consequence of cooperative breeding. Here, we test for general correlates of allomaternal care in a broad sample of 445 mammal species, by examining life history traits, brain size, and different helping behaviors, such as provisioning, carrying, huddling or protecting the offspring and the mother. As predicted from an energetic-cost perspective, a positive correlation between brain size and the amount of help by non-mothers is found among mammalian clades as a whole and within most groups, especially carnivores, with the notable exception of primates. In the latter group, the presence of energy subsidies during breeding instead resulted in increased fertility, up to the extreme of twinning in callitrichids, as well as a more altricial state at birth. In conclusion, humans exhibit a combination of the pattern found in provisioning carnivores, and the enhanced fertility shown by cooperatively breeding primates. Our comparative results provide support for the notion that cooperative breeding allowed early humans to sidestep the generally existing trade-off between brain size and reproductive output, and suggest an alternative explanation to the controversial 'obstetrical dilemma'-argument for the relatively altricial state of human neonates at birth

Picturing and modeling catchments by representative hillslopes

This study explores the suitability of a single hillslope as a parsimonious representation of a catchment in a physically based model. We test this hypothesis by picturing two distinctly different catchments in perceptual models and translating these pictures into parametric setups of 2-D physically based hillslope models. The model parametrizations are based on a comprehensive field data set, expert knowledge and process-based reasoning. Evaluation against streamflow data highlights that both models predicted the annual pattern of streamflow generation as well as the hydrographs acceptably. However, a look beyond performance measures revealed deficiencies in streamflow simulations during the summer season and during individual rainfall–runoff events as well as a mismatch between observed and simulated soil water dynamics. Some of these shortcomings can be related to our perception of the systems and to the chosen hydrological model, while others point to limitations of the representative hillslope concept itself. Nevertheless, our results confirm that representative hillslope models are a suitable tool to assess the importance of different data sources as well as to challenge our perception of the dominant hydrological processes we want to represent therein. Consequently, these models are a promising step forward in the search for the optimal representation of catchments in physically based models