An enhanced version of the space-alternating generalised expectation maximisation (SAGE) algorithm based on distributed-source modelling is proposed. This new algorithm shows an improved performance compared to that o...
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An enhanced version of the space-alternating generalised expectation maximisation (SAGE) algorithm based on distributed-source modelling is proposed. This new algorithm shows an improved performance compared to that of the classical SAGE algorithm when applied to a distributed-source environment, especially when the successive interference cancellation (SIC) technique is employed within the SAGE algorithm.
Let Yij(i=1, …, lii=1, …, J) be independent Poisson random variables, with expectations λ= αiβjiwhere Σαi= l. Such a model is called σ multiplicative Poisson; its factor parameters αi, are called severity fac...
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Let Yij(i=1, …, lii=1, …, J) be independent Poisson random variables, with expectations λ= αiβjiwhere Σαi= l. Such a model is called σ multiplicative Poisson; its factor parameters αi, are called severity factors, and β, are called intensity factors. The article concentrates on the problem of estimating the severity factors αi. Two types of estimators of αiare derived, Bayes and least-squares-maximum-likelihood. The expectations and mean square errors of these estimators are given and their relative efficiency is tabulated. The intensity factors β; are estimated from Ti= Σ Ii=1yij, which are independent and have Poisson distributions with expectations θj= lβj, according to the common procedures.
We examine the continuous time analogue of the work of [Shumway, R.H., Stoffer, D.S., 1982. An approach to time series smoothing and forecasting using EM algorithm. J. Time Ser. 3, 253-264] for state space models when...
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We examine the continuous time analogue of the work of [Shumway, R.H., Stoffer, D.S., 1982. An approach to time series smoothing and forecasting using EM algorithm. J. Time Ser. 3, 253-264] for state space models when the noise in the observation process is a fractional Brownian motion. We Study the estimation problem for the parameter of the system process. (c) 2008 Elsevier B.V. All rights reserved.
SUMMARY The simplex method, a derivative-free function maximisation algorithm, is used as an alternative to the EM algorithm in computing maximum likelihood estimates in mixed probit and logit models with binomial dat...
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SUMMARY The simplex method, a derivative-free function maximisation algorithm, is used as an alternative to the EM algorithm in computing maximum likelihood estimates in mixed probit and logit models with binomial data. The models are used to estimate heritability and to predict sire effects when analysing a lamb mortality data set. [ABSTRACT FROM AUTHOR]
Motivation: We have witnessed an enormous increase in ChIP-Seq data for histone modifications in the past few years. Discovering significant patterns in these data is an important problem for understanding biological ...
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Motivation: We have witnessed an enormous increase in ChIP-Seq data for histone modifications in the past few years. Discovering significant patterns in these data is an important problem for understanding biological mechanisms. Results: We propose probabilistic partitioning methods to discover significant patterns in ChIP-Seq data. Our methods take into account signal magnitude, shape, strand orientation and shifts. We compare our methods with some current methods and demonstrate significant improvements, especially with sparse data. Besides pattern discovery and classification, probabilistic partitioning can serve other purposes in ChIP-Seq data analysis. Specifically, we exemplify its merits in the context of peak finding and partitioning of nucleosome positioning patterns in human promoters.
Analysis of correlated spike trains is a hot topic of research in computational neuroscience. A general model of probability distributions for spikes includes too many parameters to be of use in analyzing real data. I...
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Analysis of correlated spike trains is a hot topic of research in computational neuroscience. A general model of probability distributions for spikes includes too many parameters to be of use in analyzing real data. Instead, we need a simple but powerful generative model for correlated spikes. We developed a class of conditional mixture models that includes a number of existing models and analyzed its capabilities and limitations. We apply the model to dynamical aspects of neuron pools. When Hebbian cell assemblies coexist in a pool of neurons, the condition is specified by these assemblies such that the probability distribution of spikes is a mixture of those of the component assemblies. The probabilities of activation of the Hebbian assemblies change dynamically. We used this model as a basis for a competitive model governing the states of assemblies.
The authors address the problem of estimating an inter-event distribution on the basis of count data. They derive a nonparametric maximum likelihood estimate of the inter-event distribution utilizing the EM algorithm ...
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The authors address the problem of estimating an inter-event distribution on the basis of count data. They derive a nonparametric maximum likelihood estimate of the inter-event distribution utilizing the EM algorithm both in the case of an ordinal renewal process and in the case of an equilibrium renewal process. In the latter case, the iterative estimation procedure follows the basic scheme proposed by Vardi for estimating the inter-event distribution on the basis of time-interval data; it combines the outputs of the E-step corresponding to the inter-event distribution and to the length-biased distribution. The authors also investigate a penalized likelihood approach to provide the proposed estimation procedures with regularization capabilities. They evaluate the practical estimation procedure using simulated count data and apply it to real count data representing the elongation of coffee-tree leafy axes.
作者:
Chen, ZheVijayan, SujithBarbieri, RiccardoWilson, Matthew A.Brown, Emery N.Harvard Univ
Massachusetts Gen Hosp Sch Med Neurosci Stat Res LabDept Anesthesia & Crit Care Boston MA 02114 USA MIT
Harvard Mit Div Hlth Sci & Technol Cambridge MA 02139 USA Harvard Univ
Program Neurosci Cambridge MA 02139 USA MIT
Dept Biol Cambridge MA 02139 USA MIT
Picower Inst Learning & Memory RIKEN MIT Neurosci Res Ctr Dept Brain & Cognit Sci Cambridge MA 02139 USA
UP and DOWN states, the periodic fluctuations between increased and decreased spiking activity of a neuronal population, are a fundamental feature of cortical circuits. Understanding UP-DOWN state dynamics is importan...
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UP and DOWN states, the periodic fluctuations between increased and decreased spiking activity of a neuronal population, are a fundamental feature of cortical circuits. Understanding UP-DOWN state dynamics is important for understanding how these circuits represent and transmit information in the brain. To date, limited work has been done on characterizing the stochastic properties of UP-DOWN state dynamics. We present a set of Markov and semi-Markov discrete-and continuous-time probability models for estimating UP and DOWN states from multiunit neural spiking activity. We model multiunit neural spiking activity as a stochastic point process, modulated by the hidden (UP and DOWN) states and the ensemble spiking history. We estimate jointly the hidden states and the model parameters by maximum likelihood using an expectation-maximization (EM) algorithm and a Monte Carlo EM algorithm that uses reversible-jump Markov chain Monte Carlo sampling in the E-step. We apply our models and algorithms in the analysis of both simulated multiunit spiking activity and actual multiunit spiking activity recorded from primary somatosensory cortex in a behaving rat during slow-wave sleep. Our approach provides a statistical characterization of UP-DOWN state dynamics that can serve as a basis for verifying and refining mechanistic descriptions of this process.
Reconstructions of spatial-distributions of radioactivity produced using maximum-likelihood estimation in positron-emission tomography exhibit noise-like artifacts in the form of sharp peaks and valleys located random...
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Reconstructions of spatial-distributions of radioactivity produced using maximum-likelihood estimation in positron-emission tomography exhibit noise-like artifacts in the form of sharp peaks and valleys located randomly throughout the image field. These become increasingly apparent with each stage of iteration when the expectation-maximization algorithm is used to produce the maximum-likelihood estimate numerically. In this paper, we present a preliminary evaluation of the use of Grenander's method of sieves to reduce these undesirable artifacts.
We propose a nonparametric procedure to achieve fast inference in generative graphical models when the number of latent states is very large. The approach is based on iterative latent variable preselection, where we a...
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We propose a nonparametric procedure to achieve fast inference in generative graphical models when the number of latent states is very large. The approach is based on iterative latent variable preselection, where we alternate between learning a selection function to reveal the relevant latent variables and using this to obtain a compact approximation of the posterior distribution for EM. This can make inference possible where the number of possible latent states is, for example, exponential in the number of latent variables, whereas an exact approach would be computationally infeasible. We learn the selection function entirely from the observed data and current expectation-maximization state via gaussian process regression. This is in contrast to earlier approaches, where selection functions were manually designed for each problem setting. We show that our approach performs as well as these bespoke selection functions on a wide variety of inference problems. In particular, for the challenging case of a hierarchical model for object localization with occlusion, we achieve results that match a customized state-of-the-art selection method at a far lower computational cost.
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