Stochastic Nerve Axon Equations
|
|
- Cecily Gibson
- 6 years ago
- Views:
Transcription
1 Stochastic Nerve Axo Equatios Wilhelm Staat Istitut fu r Mathematik, Fakulta t II TU Berli Berstei Ceter for Computatioal Neurosciece Berli Liz, December 13, 216
2 Stochastic processes i Neurosciece Modellig impact of oise i eural systems o all scales - microscopic - e.g., i io chael dyamics - mezoscopic - o observables i sigle euros, e.g. membrae potetial - macroscopic - e.g., i eural populatios Aalysis - mathematical framework for cotiuum limits (bridgig scales) - multiscale aalysis, w.r.t. coheret structures - model reductio, w.r.t. observables, mea field theories Numerical approximatio - strog ad weak approximatio errors - robust estimatio
3 Hodgki-Huxley Equatios (1952) math. descriptio for the geeratio of Actio Potetials (AP) τ tv = λ 2 2 xxv g Na m 3 h(v E Na ) g K 4 (v E K ) g L (v E L ) + I dp dt = αp(v)(1 p) βp(v)p p {m,, h} where v membrae potetial, v = v(t, x), t, x [, L] m,, h gatig variables, m,, h 1 τ resp. λ specific time resp. space costats gna, g K, g L coductaces ENa, E K, E L restig potetials αp(v) = ap 1 v+ap 1 e a2 p (v+ap ), βp(v) = 2 b1 p e b p (v+bp ) typical shape of v
4 Hodgki-Huxley Equatios (1952) math. descriptio for the geeratio of Actio Potetials (AP) τ tv = λ 2 2 xxv g Na m 3 h(v E Na ) g K 4 (v E K ) g L (v E L ) + I dp dt = αp(v)(1 p) βp(v)p, p {m,, h} biophysiological relevat feature: I < I + excitable I < I oscillatory I (I, I +) ihibitory I > I +
5 I reality more like this... [Höpfer, Math. Bioscieces, 27] due to fluctuatios betwee ope ad closed states of io chaels regulatig v
6 Chael oise Illustratio: measuremets of sigle Na-chael i the giat axo of squid (cosidered by Hodgki-Huxley) [Vadeberg, Bezailla, Biophys. J., 1991]
7 Chael oise impact o APs spotaeous spikig (due to radom opeeig of sufficiet umbers of Na-chaels) time jitter - spike time distributio icreases with time APs ca split up or aihilate propagatio failure places limits o the axo diameter (aroud.1µm), hece also o the wirig desity e.g., [White, et al., Treds Neurosci. 2, Faisal, et al., Curret Biology 25, Faisal, et al., PLOS 27]
8 Addig oise to Hodgki-Huxley equatios Addig chael oise yields a stochastic partial differetial equatio: Curret oise τ tv = λ 2 xxv g Na m 3 h(v E Na ) g K 4 (v E K ) g L (v E L ) + I + σ tξ(t, x) dp dt = αp(v)(1 p) βp(v)p, p {m,, h} (1) σ =.2 σ =.35 σ =.6
9 Addig oise to Hodgki-Huxley equatios addig chael oise yields a stochastic pde τ tv = λ 2 xxv g Na m 3 h(v E Na ) g K 4 (v E K ) g L (v E L ) + I + σ tξ(t, x) dp dt = αp(v)(1 p) βp(v)p, p {m,, h} (2) 1 u u x features: subthreshold excitability (well-kow already i the poit euro) due to spatial extesio: spotaeous spikig, backpropagatio, aihilatio, propagatio failure
10 Illustratio - subthreshold excitability (already kow from the poit euro case) I = 6., σ =. I = 6., σ =.25
11 Illustratio - spotaeous activatio, backpropagatio I = 6., σ =.25 I = 2., σ =.36
12 Subuit oise (classical) diffusio approximatio for the Markov chai dyamics p(t) modellig io chael dyamics with p(t) = p() + t α p(v(s))(1 p(s)) β p(v(s))p(s) ds + M (Np) t E ( ( M (Np) t ) ) 2 = 1 t E (α p(v(s))(1 p(s)) + β p(v(s))p(s)) ds N p τ t v = λ 2 xx v + g L (v E L ) g Na (X)(v E Na ) g K (X)(v E Na ) + ξ v t X = α(v)(1 X) β(v)x + σ(v, X)ξ X Rem represetatio i terms of Wieer oise drive sde causes troubles at reflectig boudaries {, 1}
13 Coductace oise leads to pde with radom coefficiets... τ t v = λ 2 xx v + g L (v E L ) g Na (X, ξ Na )(v E Na ) g K (X, ξ K )(v E Na ) + ξ v t X = α(v)(1 X) β(v)x + σ(v, X)ξ X compariso ad validatio of differet types, except i case studies, largely ope also derivatio from first priciples
14 Illustratio: Stochastic Hodgki-Huxley equatios u u u u u x u x realizatios of propagatio failure (resp. spotaeous activity) i more realistic models, see Sauer, S., J Comput Neurosci 216
15 Propagatio failure - umerical studies Tuckwell, et al. (28,21,211) - umerical study of P ( Propagatio failure ) w.r.t. σ from [Tuckwell, Neural Computatio, 28]
16 Propagatio failure - computatioal approach detectig propagatio failure Φ(v) := L v(x) v dx, v = restig potetial failure occurs w.r.t. give threshold θ if Φ(v(t)) < θ for some t [T, T ] hece iterested i computig ( ) p σ := P σ mi Φ(v(t)) < θ T t T
17 Spotaeous activity - computatioal approach detectig spotaeous activity usig Φ(v) = L v(x) v dx, v = restig potetial w.r.t. give threshold θ if Φ(v(t)) > θ for some t [T, T ] leads to the probability ( ) s σ := P σ mi Φ(v(t)) > θ T t T
18 Numerical Illustratios 1 pσ sσ θ =.5.5 θ =.2 θ = p ref σ σ 1.5 θ =.2 θ =.4 θ =.5 θ = σ typical plots for p σ vs. σ (resp. s σ vs. σ)
19 Model reductio w.r.t. Φ Assumig the AP ˆv is loc. exp. attractig with rate κ, hece implies where d(v ˆv) κ (v ˆv) dt + σ dξ(t) dφ(v(t)) κ (c Φ(v(t))) dt + σdβ(t) c = L ˆv(t, x) v dx idep. of time, σ2 = σ 2 1 t Var ( L W(t, x) dx ) (β(t)) - 1-dim BM ad reduces the problem to computig first passage-time probabilities of 1-dim. OU-processes d Φ = κ (c Φ) dt + σdβ(t)
20 Numerical Illustratios 1 sσ θ =.2.5 s σ θ =.3 s σ σ 1 pσ θ =.7.5 p σ θ =.5 p σ σ compariso of p σ (resp. s σ) for the full spde with the 1-dim ou typical plots for p σ vs. σ (resp. s σ vs. σ)
21 A better fit i the case of FHN parameters for FHN-system take from Tuckwell, op.cit. OU-Approximatio: κ =.2, c = 8.6 θ = 5
22 Aalysis ad Numerical Approximatio joit with Marti Sauer (TU Berli) realizatio of (2) as (desity cotrolled) (stochastic) evolutio equatio τ tv = λ 2 2 xxv g Na m 3 h(v E Na ) g K 4 (v E K ) g L (v E L ) + I dp dt = αp(v)(1 p) βp(v)p, p {m,, h} crucial properties eq is either Lipschitz or oe-sided Lipschitz joitly i (v, m,, h) coditio o io-chael cocetratios X = (m,, h), first part is liear w.r.t. v (oe-sided Lipschitz will be sufficiet for the geeral theory) coditio o v, secod part is a forward Kolmogorov eq, i particular, p (x) [, 1] implies p(t, x) [, 1]
23 Abstract settig Mathematical modellig as stochastic evolutio equatio o the fuctio space H = L 2 (, 1) dv(t) = v(t) + f (v(t), X(t)) dt + BdW (t), dx i (t) = f i (v(t), X i (t)) dt + B i (v(t), X i (t)) dw i (t). Assumptio A Local Lipschitz cotiuity ad coditioal mootoicity ( f (v, x), f (v, x) L 1 + v r 1) (1 + ρ(x)) for some r [2, 4] f i (v, x i ), f i (v, x i ) L (1 + ρ i ( v )) (1 + x i ) for ρ i s.th. ρ i (v) e α v v f (v, x) L(1 + ρ(x)) xi f i (v, x i ) L
24 Abstract settig, ctd. Mathematical modellig as stochastic evolutio equatio o the fuctio space H = L 2 (, 1) dv(t) = v(t) + f (v(t), X(t)) dt + BdW (t), dx i (t) = f i (v(t), X i (t)) dt + B i (v(t), X i (t)) dw i (t). Assumptio B Recurrece for voltage & ivariace of [, 1] for gatig variables v f (v, x) κ K v > K, x 1 f i (v, x i ) f i (v, x i ) x i, v R x i 1, v R
25 Abstract settig, ctd. dv(t) = v(t) + f (v(t), X(t)) dt + BdW (t), dx i (t) = f i (v(t), X i (t)) dt + B i (v(t), X i (t)) dw i (t). Assumptio C B L 2(H, H 1 ), i.e., (Bv)(x) = 1 B i : H H d L 2(H) with itegral kerels b(x, y)v(y) dy b H 1 ([, 1] 2 ) 1 (B i (v, x)u)(x) = 1 { x 1} b i (v(x), x(x), x, y)u(y) dy b i (v, x) L 2 ([, 1] 2 ) beig Lipschitz w.r.t. v ad x with liear growth b i (v 1, x 1, x, y) b i (v 2, x 2, x, y) L( v 1 v 2 + x 1 x 2 ) B i (v, x) L2 (H,H 1 ) b i (v, x) H 1 ([,1] 2 ) L( v H 1 + x H 1 d )
26 A priori solutio sets X := { X Ft -adapted : X(t, x) 1 P a.s. a.e. for all t [, T ] } V := v F t -adapted : v(t) L R t P-a.s. for all t [, T ] for some R t with Gaussia momets E [ exp ( α 2 R2 T )] < for some α >
27 2 step fixed poit iteratio give X v X Step 1 solve v +1 X i V Step 2 coversely solve X +1 X v +1 set + 1
28 Step 1 dv +1 (t) = v +1 (t) dt + f (v +1 (t), X (t)) dt + B dw (t) Decompose v +1 (t) = Z(t) + Y (t), where dy (t) = Y (t) dt + B dw (t) is a Orstei-Uhlebeck process, ad t Z(t) = Z(t) + f (Z(t) + Y (t), X (t)) solves a radom pde
29 Step 1, ctd. verify v +1 V usig cutoff via ormal cotractio φ(v) := mi / max{, v ± R ± R Y t } with R Y t := sup Y (s) L s [,t]
30 Step 2 dx +1 i (t) = f i (v +1 (t), X +1 i (t)) dt + B i (v +1, X +1 (t)) dw i (t) verify X +1 X usig cutoff via ormal cotractio φ(x i ) := mi{, x i } φ(x i ) := max{1, x i } i
31 Mai result: Existece & Uiqueess Theorem 1 [Sauer, S, Math Comp 216] p max{2(r 1), 4} v L p (Ω, F, P, H), with Gaussia momets (w.r.t. L ) x L p (Ω, F, P; H d ) with x 1 P-a.s. for a.e. x The there exists a uique variatioal solutio (v, X) with v V ad X X
32 Spatial approximatio No previous results for this settig Neither weak or strog rates restrict to fiite differece approximatio, but geeral fiite elemet method (w.r.t. H 1 ) should work as well v 3 v v1 v2 v
33 Spatial approximatio, ctd. Well-kow ad simple fiite differece method v3 v v 1 v2 v (D + v) k = (v k+1 v k ) (D v) k = (v k v k 1 ) ( v) k = 2 (v k+1 2v k + v k 1 )
34 Spatial approximatio, ctd. Well-kow ad simple fiite differece method v3 v v 1 v2 v ṽ H 1 (, 1) liear iterpolatio Dṽ(x) = k ṽ(x) = k (v k+1 v k )1 [ ) k (x) H, k+1 2 (v k+1 2v k + v k 1 )δ k (x) H 1 (, 1)
35 Spatial approximatio, ctd. Discretizatio of oise part without additioal assumptios β k (t) := W (t), I k 1 2 Ik H bk,l := ( I k I l ) 1 I k I l b(x, y) dy dx BW (t) bk,l W (t), 1 I l H = bk,l I l 1 2 β l (t) l l =: (B P W (t)) k
36 Mai result: Numerical Approximatio Key observatio: X X, ṽ V with the same uiform boud R t as for v i.e., uiform bouds for the supremum i terms of the Orstei-Uhlebeck process Y Theorem 2 [Sauer, S, Math Comp 216] Defie the error as E (t) := (v(t) ṽ (t), X(t) X (t)), the there exists a costat C ad a process G t < P-a.s. such that [ ] ] E sup e Gt E (t) 2 H d+1 2E [ E() 2 Hd+1 + C t [,T ] 2.
37 Mai result: Numerical Approximatio, ctd. Theorem 2 [Sauer, S, Math Comp 216] Defie the error as E (t) := (v(t) ṽ (t), X(t) X (t)), the there exists a costat C ad a process G t < P-a.s. such that [ ] ] E sup e Gt E (t) 2 H d+1 2E [ E() 2 Hd+1 + C t [,T ] 2. Corollary For all ε (, 1) there exists a r.v. C ε, P-a.s. fiite, such that sup E (t) 2 H d+1 C ε t [,T ] 1 ε.
38 Strog covergece rates NB itegrability of exp(g t) yields strog covergece rates Assumptio D Let f ad f = (f i ) i satisfy [ ] [ ] f (v1, x 1 ) f (v 2, x 2 ) v1 v 2 L( v f(v 1, x 1 ) f(v 2, x 2 ) x 1 x 1 v x 1 x 2 2 ) 2 (e.g. FitzHugh-Nagumo) Theorem 3 [Sauer, S, Math Comp 216] Uder the additioal Assumptio D there exists a costat C such that [ ] ] E sup E (t) 2 H d+1 2e LT E [ E() 2 Hd+1 + C t [,T ] 2.
Appendix to: Hypothesis Testing for Multiple Mean and Correlation Curves with Functional Data
Appedix to: Hypothesis Testig for Multiple Mea ad Correlatio Curves with Fuctioal Data Ao Yua 1, Hog-Bi Fag 1, Haiou Li 1, Coli O. Wu, Mig T. Ta 1, 1 Departmet of Biostatistics, Bioiformatics ad Biomathematics,
More informationOn forward improvement iteration for stopping problems
O forward improvemet iteratio for stoppig problems Mathematical Istitute, Uiversity of Kiel, Ludewig-Mey-Str. 4, D-24098 Kiel, Germay irle@math.ui-iel.de Albrecht Irle Abstract. We cosider the optimal
More informationGoal. Adaptive Finite Element Methods for Non-Stationary Convection-Diffusion Problems. Outline. Differential Equation
Goal Adaptive Fiite Elemet Methods for No-Statioary Covectio-Diffusio Problems R. Verfürth Ruhr-Uiversität Bochum www.ruhr-ui-bochum.de/um1 Tübige / July 0th, 017 Preset space-time adaptive fiite elemet
More informationECE 8527: Introduction to Machine Learning and Pattern Recognition Midterm # 1. Vaishali Amin Fall, 2015
ECE 8527: Itroductio to Machie Learig ad Patter Recogitio Midterm # 1 Vaishali Ami Fall, 2015 tue39624@temple.edu Problem No. 1: Cosider a two-class discrete distributio problem: ω 1 :{[0,0], [2,0], [2,2],
More informationLecture 19: Convergence
Lecture 19: Covergece Asymptotic approach I statistical aalysis or iferece, a key to the success of fidig a good procedure is beig able to fid some momets ad/or distributios of various statistics. I may
More informationEECS564 Estimation, Filtering, and Detection Hwk 2 Solns. Winter p θ (z) = (2θz + 1 θ), 0 z 1
EECS564 Estimatio, Filterig, ad Detectio Hwk 2 Sols. Witer 25 4. Let Z be a sigle observatio havig desity fuctio where. p (z) = (2z + ), z (a) Assumig that is a oradom parameter, fid ad plot the maximum
More informationBerry-Esseen bounds for self-normalized martingales
Berry-Essee bouds for self-ormalized martigales Xiequa Fa a, Qi-Ma Shao b a Ceter for Applied Mathematics, Tiaji Uiversity, Tiaji 30007, Chia b Departmet of Statistics, The Chiese Uiversity of Hog Kog,
More informationAdditional Notes on Power Series
Additioal Notes o Power Series Mauela Girotti MATH 37-0 Advaced Calculus of oe variable Cotets Quick recall 2 Abel s Theorem 2 3 Differetiatio ad Itegratio of Power series 4 Quick recall We recall here
More informationMultilevel ensemble Kalman filtering
Multilevel esemble Kalma filterig Håko Hoel 1 Kody Law 2 Raúl Tempoe 3 1 Departmet of Mathematics, Uiversity of Oslo, Norway 2 Oak Ridge Natioal Laboratory, TN, USA 3 Applied Mathematics ad Computatioal
More informationStochastic Simulation
Stochastic Simulatio 1 Itroductio Readig Assigmet: Read Chapter 1 of text. We shall itroduce may of the key issues to be discussed i this course via a couple of model problems. Model Problem 1 (Jackso
More informationFind quadratic function which pass through the following points (0,1),(1,1),(2, 3)... 11
Adrew Powuk - http://www.powuk.com- Math 49 (Numerical Aalysis) Iterpolatio... 4. Polyomial iterpolatio (system of equatio)... 4.. Lier iterpolatio... 5... Fid a lie which pass through (,) (,)... 8...
More informationNumerical Method for Blasius Equation on an infinite Interval
Numerical Method for Blasius Equatio o a ifiite Iterval Alexader I. Zadori Omsk departmet of Sobolev Mathematics Istitute of Siberia Brach of Russia Academy of Scieces, Russia zadori@iitam.omsk.et.ru 1
More informationMASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.436J/15.085J Fall 2008 Lecture 19 11/17/2008 LAWS OF LARGE NUMBERS II THE STRONG LAW OF LARGE NUMBERS
MASSACHUSTTS INSTITUT OF TCHNOLOGY 6.436J/5.085J Fall 2008 Lecture 9 /7/2008 LAWS OF LARG NUMBRS II Cotets. The strog law of large umbers 2. The Cheroff boud TH STRONG LAW OF LARG NUMBRS While the weak
More information62. Power series Definition 16. (Power series) Given a sequence {c n }, the series. c n x n = c 0 + c 1 x + c 2 x 2 + c 3 x 3 +
62. Power series Defiitio 16. (Power series) Give a sequece {c }, the series c x = c 0 + c 1 x + c 2 x 2 + c 3 x 3 + is called a power series i the variable x. The umbers c are called the coefficiets of
More information1 The Haar functions and the Brownian motion
1 The Haar fuctios ad the Browia motio 1.1 The Haar fuctios ad their completeess The Haar fuctios The basic Haar fuctio is 1 if x < 1/2, ψx) = 1 if 1/2 x < 1, otherwise. 1.1) It has mea zero 1 ψx)dx =,
More informationLECTURE 8: ASYMPTOTICS I
LECTURE 8: ASYMPTOTICS I We are iterested i the properties of estimators as. Cosider a sequece of radom variables {, X 1}. N. M. Kiefer, Corell Uiversity, Ecoomics 60 1 Defiitio: (Weak covergece) A sequece
More informationSTA Object Data Analysis - A List of Projects. January 18, 2018
STA 6557 Jauary 8, 208 Object Data Aalysis - A List of Projects. Schoeberg Mea glaucomatous shape chages of the Optic Nerve Head regio i aimal models 2. Aalysis of VW- Kedall ati-mea shapes with a applicatio
More informationLinear Elliptic PDE s Elliptic partial differential equations frequently arise out of conservation statements of the form
Liear Elliptic PDE s Elliptic partial differetial equatios frequetly arise out of coservatio statemets of the form B F d B Sdx B cotaied i bouded ope set U R. Here F, S deote respectively, the flux desity
More informationChapter 6 Principles of Data Reduction
Chapter 6 for BST 695: Special Topics i Statistical Theory. Kui Zhag, 0 Chapter 6 Priciples of Data Reductio Sectio 6. Itroductio Goal: To summarize or reduce the data X, X,, X to get iformatio about a
More informationSingular Continuous Measures by Michael Pejic 5/14/10
Sigular Cotiuous Measures by Michael Peic 5/4/0 Prelimiaries Give a set X, a σ-algebra o X is a collectio of subsets of X that cotais X ad ad is closed uder complemetatio ad coutable uios hece, coutable
More informationOptimally Sparse SVMs
A. Proof of Lemma 3. We here prove a lower boud o the umber of support vectors to achieve geeralizatio bouds of the form which we cosider. Importatly, this result holds ot oly for liear classifiers, but
More informationKolmogorov-Smirnov type Tests for Local Gaussianity in High-Frequency Data
Proceedigs 59th ISI World Statistics Cogress, 5-30 August 013, Hog Kog (Sessio STS046) p.09 Kolmogorov-Smirov type Tests for Local Gaussiaity i High-Frequecy Data George Tauche, Duke Uiversity Viktor Todorov,
More informationMcGill University Math 354: Honors Analysis 3 Fall 2012 Solutions to selected problems
McGill Uiversity Math 354: Hoors Aalysis 3 Fall 212 Assigmet 3 Solutios to selected problems Problem 1. Lipschitz fuctios. Let Lip K be the set of all fuctios cotiuous fuctios o [, 1] satisfyig a Lipschitz
More information10-701/ Machine Learning Mid-term Exam Solution
0-70/5-78 Machie Learig Mid-term Exam Solutio Your Name: Your Adrew ID: True or False (Give oe setece explaatio) (20%). (F) For a cotiuous radom variable x ad its probability distributio fuctio p(x), it
More informationProblem Set 4 Due Oct, 12
EE226: Radom Processes i Systems Lecturer: Jea C. Walrad Problem Set 4 Due Oct, 12 Fall 06 GSI: Assae Gueye This problem set essetially reviews detectio theory ad hypothesis testig ad some basic otios
More informationChapter 3. Strong convergence. 3.1 Definition of almost sure convergence
Chapter 3 Strog covergece As poited out i the Chapter 2, there are multiple ways to defie the otio of covergece of a sequece of radom variables. That chapter defied covergece i probability, covergece i
More informationChapter 7 Isoperimetric problem
Chapter 7 Isoperimetric problem Recall that the isoperimetric problem (see the itroductio its coectio with ido s proble) is oe of the most classical problem of a shape optimizatio. It ca be formulated
More informationGeneralized Semi- Markov Processes (GSMP)
Geeralized Semi- Markov Processes (GSMP) Summary Some Defiitios Markov ad Semi-Markov Processes The Poisso Process Properties of the Poisso Process Iterarrival times Memoryless property ad the residual
More informationSTAT Homework 1 - Solutions
STAT-36700 Homework 1 - Solutios Fall 018 September 11, 018 This cotais solutios for Homework 1. Please ote that we have icluded several additioal commets ad approaches to the problems to give you better
More informationAn Introduction to Asymptotic Theory
A Itroductio to Asymptotic Theory Pig Yu School of Ecoomics ad Fiace The Uiversity of Hog Kog Pig Yu (HKU) Asymptotic Theory 1 / 20 Five Weapos i Asymptotic Theory Five Weapos i Asymptotic Theory Pig Yu
More informationSequential Monte Carlo Methods - A Review. Arnaud Doucet. Engineering Department, Cambridge University, UK
Sequetial Mote Carlo Methods - A Review Araud Doucet Egieerig Departmet, Cambridge Uiversity, UK http://www-sigproc.eg.cam.ac.uk/ ad2/araud doucet.html ad2@eg.cam.ac.uk Istitut Heri Poicaré - Paris - 2
More informationOutline. Linear regression. Regularization functions. Polynomial curve fitting. Stochastic gradient descent for regression. MLE for regression
REGRESSION 1 Outlie Liear regressio Regularizatio fuctios Polyomial curve fittig Stochastic gradiet descet for regressio MLE for regressio Step-wise forward regressio Regressio methods Statistical techiques
More informationEFFECTIVE WLLN, SLLN, AND CLT IN STATISTICAL MODELS
EFFECTIVE WLLN, SLLN, AND CLT IN STATISTICAL MODELS Ryszard Zieliński Ist Math Polish Acad Sc POBox 21, 00-956 Warszawa 10, Polad e-mail: rziel@impagovpl ABSTRACT Weak laws of large umbers (W LLN), strog
More informationy X F n (y), To see this, let y Y and apply property (ii) to find a sequence {y n } X such that y n y and lim sup F n (y n ) F (y).
Modica Mortola Fuctioal 2 Γ-Covergece Let X, d) be a metric space ad cosider a sequece {F } of fuctioals F : X [, ]. We say that {F } Γ-coverges to a fuctioal F : X [, ] if the followig properties hold:
More information5.1 A mutual information bound based on metric entropy
Chapter 5 Global Fao Method I this chapter, we exted the techiques of Chapter 2.4 o Fao s method the local Fao method) to a more global costructio. I particular, we show that, rather tha costructig a local
More information1 Approximating Integrals using Taylor Polynomials
Seughee Ye Ma 8: Week 7 Nov Week 7 Summary This week, we will lear how we ca approximate itegrals usig Taylor series ad umerical methods. Topics Page Approximatig Itegrals usig Taylor Polyomials. Defiitios................................................
More informationGamma Distribution and Gamma Approximation
Gamma Distributio ad Gamma Approimatio Xiaomig Zeg a Fuhua (Frak Cheg b a Xiame Uiversity, Xiame 365, Chia mzeg@jigia.mu.edu.c b Uiversity of Ketucky, Leigto, Ketucky 456-46, USA cheg@cs.uky.edu Abstract
More informationCEE 522 Autumn Uncertainty Concepts for Geotechnical Engineering
CEE 5 Autum 005 Ucertaity Cocepts for Geotechical Egieerig Basic Termiology Set A set is a collectio of (mutually exclusive) objects or evets. The sample space is the (collectively exhaustive) collectio
More informationK. Grill Institut für Statistik und Wahrscheinlichkeitstheorie, TU Wien, Austria
MARKOV PROCESSES K. Grill Istitut für Statistik ud Wahrscheilichkeitstheorie, TU Wie, Austria Keywords: Markov process, Markov chai, Markov property, stoppig times, strog Markov property, trasitio matrix,
More informationBeyond simple iteration of a single function, or even a finite sequence of functions, results
A Primer o the Elemetary Theory of Ifiite Compositios of Complex Fuctios Joh Gill Sprig 07 Abstract: Elemetary meas ot requirig the complex fuctios be holomorphic Theorem proofs are fairly simple ad are
More informationECONOMETRIC THEORY. MODULE XIII Lecture - 34 Asymptotic Theory and Stochastic Regressors
ECONOMETRIC THEORY MODULE XIII Lecture - 34 Asymptotic Theory ad Stochastic Regressors Dr. Shalabh Departmet of Mathematics ad Statistics Idia Istitute of Techology Kapur Asymptotic theory The asymptotic
More informationAsymptotic distribution of products of sums of independent random variables
Proc. Idia Acad. Sci. Math. Sci. Vol. 3, No., May 03, pp. 83 9. c Idia Academy of Scieces Asymptotic distributio of products of sums of idepedet radom variables YANLING WANG, SUXIA YAO ad HONGXIA DU ollege
More informationOn the convergence rates of Gladyshev s Hurst index estimator
Noliear Aalysis: Modellig ad Cotrol, 2010, Vol 15, No 4, 445 450 O the covergece rates of Gladyshev s Hurst idex estimator K Kubilius 1, D Melichov 2 1 Istitute of Mathematics ad Iformatics, Vilius Uiversity
More informationTopic 5 [434 marks] (i) Find the range of values of n for which. (ii) Write down the value of x dx in terms of n, when it does exist.
Topic 5 [44 marks] 1a (i) Fid the rage of values of for which eists 1 Write dow the value of i terms of 1, whe it does eist Fid the solutio to the differetial equatio 1b give that y = 1 whe = π (cos si
More informationTime-Domain Representations of LTI Systems
2.1 Itroductio Objectives: 1. Impulse resposes of LTI systems 2. Liear costat-coefficiets differetial or differece equatios of LTI systems 3. Bloc diagram represetatios of LTI systems 4. State-variable
More informationPC5215 Numerical Recipes with Applications - Review Problems
PC55 Numerical Recipes with Applicatios - Review Problems Give the IEEE 754 sigle precisio bit patter (biary or he format) of the followig umbers: 0 0 05 00 0 00 Note that it has 8 bits for the epoet,
More informationPRELIM PROBLEM SOLUTIONS
PRELIM PROBLEM SOLUTIONS THE GRAD STUDENTS + KEN Cotets. Complex Aalysis Practice Problems 2. 2. Real Aalysis Practice Problems 2. 4 3. Algebra Practice Problems 2. 8. Complex Aalysis Practice Problems
More informationChapter 9: Numerical Differentiation
178 Chapter 9: Numerical Differetiatio Numerical Differetiatio Formulatio of equatios for physical problems ofte ivolve derivatives (rate-of-chage quatities, such as velocity ad acceleratio). Numerical
More information6a Time change b Quadratic variation c Planar Brownian motion d Conformal local martingales e Hints to exercises...
Tel Aviv Uiversity, 28 Browia motio 59 6 Time chage 6a Time chage..................... 59 6b Quadratic variatio................. 61 6c Plaar Browia motio.............. 64 6d Coformal local martigales............
More informationDiscrete Mathematics for CS Spring 2008 David Wagner Note 22
CS 70 Discrete Mathematics for CS Sprig 2008 David Wager Note 22 I.I.D. Radom Variables Estimatig the bias of a coi Questio: We wat to estimate the proportio p of Democrats i the US populatio, by takig
More informationSimple Linear Regression
Chapter 2 Simple Liear Regressio 2.1 Simple liear model The simple liear regressio model shows how oe kow depedet variable is determied by a sigle explaatory variable (regressor). Is is writte as: Y i
More informationb i u x i U a i j u x i u x j
M ath 5 2 7 Fall 2 0 0 9 L ecture 1 9 N ov. 1 6, 2 0 0 9 ) S ecod- Order Elliptic Equatios: Weak S olutios 1. Defiitios. I this ad the followig two lectures we will study the boudary value problem Here
More informationMAS111 Convergence and Continuity
MAS Covergece ad Cotiuity Key Objectives At the ed of the course, studets should kow the followig topics ad be able to apply the basic priciples ad theorems therei to solvig various problems cocerig covergece
More informationMASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 6 9/23/2013. Brownian motion. Introduction
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/5.070J Fall 203 Lecture 6 9/23/203 Browia motio. Itroductio Cotet.. A heuristic costructio of a Browia motio from a radom walk. 2. Defiitio ad basic properties
More informationMath Solutions to homework 6
Math 175 - Solutios to homework 6 Cédric De Groote November 16, 2017 Problem 1 (8.11 i the book): Let K be a compact Hermitia operator o a Hilbert space H ad let the kerel of K be {0}. Show that there
More informationA Slight Extension of Coherent Integration Loss Due to White Gaussian Phase Noise Mark A. Richards
A Slight Extesio of Coheret Itegratio Loss Due to White Gaussia Phase oise Mark A. Richards March 3, Goal I [], the itegratio loss L i computig the coheret sum of samples x with weights a is cosidered.
More informationConvergence of random variables. (telegram style notes) P.J.C. Spreij
Covergece of radom variables (telegram style otes).j.c. Spreij this versio: September 6, 2005 Itroductio As we kow, radom variables are by defiitio measurable fuctios o some uderlyig measurable space
More information3. Z Transform. Recall that the Fourier transform (FT) of a DT signal xn [ ] is ( ) [ ] = In order for the FT to exist in the finite magnitude sense,
3. Z Trasform Referece: Etire Chapter 3 of text. Recall that the Fourier trasform (FT) of a DT sigal x [ ] is ω ( ) [ ] X e = j jω k = xe I order for the FT to exist i the fiite magitude sese, S = x [
More informationA) is empty. B) is a finite set. C) can be a countably infinite set. D) can be an uncountable set.
M.A./M.Sc. (Mathematics) Etrace Examiatio 016-17 Max Time: hours Max Marks: 150 Istructios: There are 50 questios. Every questio has four choices of which exactly oe is correct. For correct aswer, 3 marks
More informationOrthogonal Gaussian Filters for Signal Processing
Orthogoal Gaussia Filters for Sigal Processig Mark Mackezie ad Kiet Tieu Mechaical Egieerig Uiversity of Wollogog.S.W. Australia Abstract A Gaussia filter usig the Hermite orthoormal series of fuctios
More informationResearch Article Nonautonomous Discrete Neuron Model with Multiple Periodic and Eventually Periodic Solutions
Discrete Dyamics i Nature ad Society Volume 21, Article ID 147282, 6 pages http://dx.doi.org/1.11/21/147282 Research Article Noautoomous Discrete Neuro Model with Multiple Periodic ad Evetually Periodic
More informationResampling Methods. X (1/2), i.e., Pr (X i m) = 1/2. We order the data: X (1) X (2) X (n). Define the sample median: ( n.
Jauary 1, 2019 Resamplig Methods Motivatio We have so may estimators with the property θ θ d N 0, σ 2 We ca also write θ a N θ, σ 2 /, where a meas approximately distributed as Oce we have a cosistet estimator
More informationOPTIMAL STOPPING AND EXIT TIMES FOR SOME CLASSES OF RANDOM PROCESSES. Vladyslav Tomashyk
NATIONAL TARAS SHEVCHENKO UNIVERSITY OF KYIV UKRAINE OPTIMAL STOPPING AND EXIT TIMES FOR SOME CLASSES OF RANDOM PROCESSES Vladyslav Tomashyk Mechaics ad Mathematics Faculty Departmet of Probability Theory,
More informationChapter 10 Advanced Topics in Random Processes
ery Stark ad Joh W. Woods, Probability, Statistics, ad Radom Variables for Egieers, 4th ed., Pearso Educatio Ic.,. ISBN 978--3-33-6 Chapter Advaced opics i Radom Processes Sectios. Mea-Square (m.s.) Calculus
More informationLECTURE 2 LEAST SQUARES CROSS-VALIDATION FOR KERNEL DENSITY ESTIMATION
Jauary 3 07 LECTURE LEAST SQUARES CROSS-VALIDATION FOR ERNEL DENSITY ESTIMATION Noparametric kerel estimatio is extremely sesitive to te coice of badwidt as larger values of result i averagig over more
More informationDefinition 4.2. (a) A sequence {x n } in a Banach space X is a basis for X if. unique scalars a n (x) such that x = n. a n (x) x n. (4.
4. BASES I BAACH SPACES 39 4. BASES I BAACH SPACES Sice a Baach space X is a vector space, it must possess a Hamel, or vector space, basis, i.e., a subset {x γ } γ Γ whose fiite liear spa is all of X ad
More informationExponential Families and Bayesian Inference
Computer Visio Expoetial Families ad Bayesia Iferece Lecture Expoetial Families A expoetial family of distributios is a d-parameter family f(x; havig the followig form: f(x; = h(xe g(t T (x B(, (. where
More informationLarge Sample Theory. Convergence. Central Limit Theorems Asymptotic Distribution Delta Method. Convergence in Probability Convergence in Distribution
Large Sample Theory Covergece Covergece i Probability Covergece i Distributio Cetral Limit Theorems Asymptotic Distributio Delta Method Covergece i Probability A sequece of radom scalars {z } = (z 1,z,
More informationTaylor polynomial solution of difference equation with constant coefficients via time scales calculus
TMSCI 3, o 3, 129-135 (2015) 129 ew Treds i Mathematical Scieces http://wwwtmscicom Taylor polyomial solutio of differece equatio with costat coefficiets via time scales calculus Veysel Fuat Hatipoglu
More informationECE 901 Lecture 12: Complexity Regularization and the Squared Loss
ECE 90 Lecture : Complexity Regularizatio ad the Squared Loss R. Nowak 5/7/009 I the previous lectures we made use of the Cheroff/Hoeffdig bouds for our aalysis of classifier errors. Hoeffdig s iequality
More informationStatistical and Mathematical Methods DS-GA 1002 December 8, Sample Final Problems Solutions
Statistical ad Mathematical Methods DS-GA 00 December 8, 05. Short questios Sample Fial Problems Solutios a. Ax b has a solutio if b is i the rage of A. The dimesio of the rage of A is because A has liearly-idepedet
More informationFinite Difference Approximation for Transport Equation with Shifts Arising in Neuronal Variability
Iteratioal Joural of Sciece ad Research (IJSR) ISSN (Olie): 39-764 Ide Copericus Value (3): 64 Impact Factor (3): 4438 Fiite Differece Approimatio for Trasport Equatio with Shifts Arisig i Neuroal Variability
More informationNUMERICAL METHOD FOR SINGULARLY PERTURBED DELAY PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS
THERMAL SCIENCE, Year 07, Vol., No. 4, pp. 595-599 595 NUMERICAL METHOD FOR SINGULARLY PERTURBED DELAY PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS by Yula WANG *, Da TIAN, ad Zhiyua LI Departmet of Mathematics,
More informationWeek 1, Lecture 2. Neural Network Basics. Announcements: HW 1 Due on 10/8 Data sets for HW 1 are online Project selection 10/11. Suggested reading :
ME 537: Learig-Based Cotrol Week 1, Lecture 2 Neural Network Basics Aoucemets: HW 1 Due o 10/8 Data sets for HW 1 are olie Proect selectio 10/11 Suggested readig : NN survey paper (Zhag Chap 1, 2 ad Sectios
More information7.1 Convergence of sequences of random variables
Chapter 7 Limit Theorems Throughout this sectio we will assume a probability space (, F, P), i which is defied a ifiite sequece of radom variables (X ) ad a radom variable X. The fact that for every ifiite
More informationMath 220B Final Exam Solutions March 18, 2002
Math 0B Fial Exam Solutios March 18, 00 1. (1 poits) (a) (6 poits) Fid the Gree s fuctio for the tilted half-plae {(x 1, x ) R : x 1 + x > 0}. For x (x 1, x ), y (y 1, y ), express your Gree s fuctio G(x,
More informationComputational Fluid Dynamics. Lecture 3
Computatioal Fluid Dyamics Lecture 3 Discretizatio Cotiued. A fourth order approximatio to f x ca be foud usig Taylor Series. ( + ) + ( + ) + + ( ) + ( ) = a f x x b f x x c f x d f x x e f x x f x 0 0
More information7.1 Convergence of sequences of random variables
Chapter 7 Limit theorems Throughout this sectio we will assume a probability space (Ω, F, P), i which is defied a ifiite sequece of radom variables (X ) ad a radom variable X. The fact that for every ifiite
More informationDimension-free PAC-Bayesian bounds for the estimation of the mean of a random vector
Dimesio-free PAC-Bayesia bouds for the estimatio of the mea of a radom vector Olivier Catoi CREST CNRS UMR 9194 Uiversité Paris Saclay olivier.catoi@esae.fr Ilaria Giulii Laboratoire de Probabilités et
More informationA NOTE ON BOUNDARY BLOW-UP PROBLEM OF u = u p
A NOTE ON BOUNDARY BLOW-UP PROBLEM OF u = u p SEICK KIM Abstract. Assume that Ω is a bouded domai i R with 2. We study positive solutios to the problem, u = u p i Ω, u(x) as x Ω, where p > 1. Such solutios
More informationLecture Stat Maximum Likelihood Estimation
Lecture Stat 461-561 Maximum Likelihood Estimatio A.D. Jauary 2008 A.D. () Jauary 2008 1 / 63 Maximum Likelihood Estimatio Ivariace Cosistecy E ciecy Nuisace Parameters A.D. () Jauary 2008 2 / 63 Parametric
More informationLast time: Moments of the Poisson distribution from its generating function. Example: Using telescope to measure intensity of an object
6.3 Stochastic Estimatio ad Cotrol, Fall 004 Lecture 7 Last time: Momets of the Poisso distributio from its geeratig fuctio. Gs () e dg µ e ds dg µ ( s) µ ( s) µ ( s) µ e ds dg X µ ds X s dg dg + ds ds
More information2.29 Numerical Fluid Mechanics Fall 2011 Lecture 3
Numerical Fluid Mechaics Fall 2011 Lecture 3 REVIEW Lectures 1-2 Approximatio ad roud-off errors ˆx a xˆ Absolute ad relative errors: E a xˆ a ˆx, a ˆx a xˆ Iterative schemes ad stop criterio: ˆx 1 a ˆx
More informationMASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 3 9/11/2013. Large deviations Theory. Cramér s Theorem
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/5.070J Fall 203 Lecture 3 9//203 Large deviatios Theory. Cramér s Theorem Cotet.. Cramér s Theorem. 2. Rate fuctio ad properties. 3. Chage of measure techique.
More informationNumerical Solution of the Two Point Boundary Value Problems By Using Wavelet Bases of Hermite Cubic Spline Wavelets
Australia Joural of Basic ad Applied Scieces, 5(): 98-5, ISSN 99-878 Numerical Solutio of the Two Poit Boudary Value Problems By Usig Wavelet Bases of Hermite Cubic Splie Wavelets Mehdi Yousefi, Hesam-Aldie
More informationMATHEMATICAL SCIENCES PAPER-II
MATHEMATICAL SCIENCES PAPER-II. Let {x } ad {y } be two sequeces of real umbers. Prove or disprove each of the statemets :. If {x y } coverges, ad if {y } is coverget, the {x } is coverget.. {x + y } coverges
More informationFinite Difference Approximation for First- Order Hyperbolic Partial Differential Equation Arising in Neuronal Variability with Shifts
Iteratioal Joural of Scietific Egieerig ad Research (IJSER) wwwiseri ISSN (Olie): 347-3878, Impact Factor (4): 35 Fiite Differece Approimatio for First- Order Hyperbolic Partial Differetial Equatio Arisig
More informationNonequilibrium Excess Carriers in Semiconductors
Lecture 8 Semicoductor Physics VI Noequilibrium Excess Carriers i Semicoductors Noequilibrium coditios. Excess electros i the coductio bad ad excess holes i the valece bad Ambiolar trasort : Excess electros
More informationLecture 7: Properties of Random Samples
Lecture 7: Properties of Radom Samples 1 Cotiued From Last Class Theorem 1.1. Let X 1, X,...X be a radom sample from a populatio with mea µ ad variace σ
More information1 Convergence in Probability and the Weak Law of Large Numbers
36-752 Advaced Probability Overview Sprig 2018 8. Covergece Cocepts: i Probability, i L p ad Almost Surely Istructor: Alessadro Rialdo Associated readig: Sec 2.4, 2.5, ad 4.11 of Ash ad Doléas-Dade; Sec
More informationNotes 5 : More on the a.s. convergence of sums
Notes 5 : More o the a.s. covergece of sums Math 733-734: Theory of Probability Lecturer: Sebastie Roch Refereces: Dur0, Sectios.5; Wil9, Sectio 4.7, Shi96, Sectio IV.4, Dur0, Sectio.. Radom series. Three-series
More informationProbability and Statistics
ICME Refresher Course: robability ad Statistics Staford Uiversity robability ad Statistics Luyag Che September 20, 2016 1 Basic robability Theory 11 robability Spaces A probability space is a triple (Ω,
More informationBIRKHOFF ERGODIC THEOREM
BIRKHOFF ERGODIC THEOREM Abstract. We will give a proof of the poitwise ergodic theorem, which was first proved by Birkhoff. May improvemets have bee made sice Birkhoff s orgial proof. The versio we give
More informationExpected Number of Level Crossings of Legendre Polynomials
Expected Number of Level Crossigs of Legedre olomials ROUT, LMNAYAK, SMOHANTY, SATTANAIK,NC OJHA,DRKMISHRA Research Scholar, G DEARTMENT OF MATHAMATICS,COLLEGE OF ENGINEERING AND TECHNOLOGY,BHUBANESWAR,ODISHA
More informationLarge Deviations in Quantum Information Theory
Large Deviatios i Quatum Iformatio Theory R. Ahlswede ad V. Bliovsky Abstract We obtai asymptotic estimates o the probabilities of evets of special types which are usefull i quatum iformatio theory, especially
More informationTaylor expansion: Show that the TE of f(x)= sin(x) around. sin(x) = x - + 3! 5! L 7 & 8: MHD/ZAH
Taylor epasio: Let ƒ() be a ifiitely differetiable real fuctio. A ay poit i the eighbourhood of 0, the fuctio ƒ() ca be represeted by a power series of the followig form: X 0 f(a) f() f() ( ) f( ) ( )
More informationLecture 11 and 12: Basic estimation theory
Lecture ad 2: Basic estimatio theory Sprig 202 - EE 94 Networked estimatio ad cotrol Prof. Kha March 2 202 I. MAXIMUM-LIKELIHOOD ESTIMATORS The maximum likelihood priciple is deceptively simple. Louis
More informationL 5 & 6: RelHydro/Basel. f(x)= ( ) f( ) ( ) ( ) ( ) n! 1! 2! 3! If the TE of f(x)= sin(x) around x 0 is: sin(x) = x - 3! 5!
aylor epasio: Let ƒ() be a ifiitely differetiable real fuctio. At ay poit i the eighbourhood of =0, the fuctio ca be represeted as a power series of the followig form: X 0 f(a) f() ƒ() f()= ( ) f( ) (
More informationStatisticians use the word population to refer the total number of (potential) observations under consideration
6 Samplig Distributios Statisticias use the word populatio to refer the total umber of (potetial) observatios uder cosideratio The populatio is just the set of all possible outcomes i our sample space
More informationPARAMETER ESTIMATION FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SMALL STABLE NOISES FROM DISCRETE OBSERVATIONS
Acta Mathematica Scietia 21,3B(3:645 663 http://actams.wipm.ac.c PARAMETER ESTIMATION FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SMALL STABLE NOISES FROM DISCRETE OBSERVATIONS Log Hogwei
More information