In this talk, we discuss some recent advances in probabilistic schemes for high-dimensional PIDEs. It is known that traditional PDE solvers, e.g., finite element, finite difference methods, do not scale well with the increase of dimension. The idea of probabilistic schemes is to link a wide class of nonlinear parabolic PIDEs to stochastic Levy processes based on nonlinear version of the Feynman-Kac theory. As such, the solution of the PIDE can be represented by a conditional expectation (i.e., a high-dimensional integral) with respect to a stochastic dynamical system driven by Levy processes. In other words, we can solve the PIDEs by performing high-dimensional numerical integration. A variety of quadrature methods could be applied, including MC, QMC, sparse grids, etc. The probabilistic schemes have been used in many application problems, e.g., particle transport in plasmas (e.g., Vlasov-Fokker-Planck equations), nonlinear filtering (e.g., Zakai equations), and option pricing, etc.
We present recent result on the numerical analysis of Quasi Monte-Carlo quadrature methods, applied to forward and inverse uncertainty quantification for elliptic and parabolic PDEs. Particular attention will be placed on Higher
-Order QMC, the stable and efficient generation of
interlaced polynomial lattice rules, and the numerical analysis of multilevel QMC Finite Element discretizations with applications to computational uncertainty quantification.
Multidimensional integrals may be approximated by weighted averages of integrand values. Quasi-Monte Carlo (QMC) methods are more accurate than simple Monte Carlo methods because they carefully choose where to evaluate the integrand. This tutorial focuses on how quickly QMC methods converge to the correct answer as the number of integrand values increases. The answer may depend on the smoothness of the integrand and the sophistication of the QMC method. QMC error analysis may assumes the integrand belongs to a reproducing kernel Hilbert space or may assume that the integrand is an instance of a stochastic process with known covariance structure. These two approaches have interesting parallels. This tutorial also explores how the computational cost of achieving a good approximation to the integral depends on the dimension of the domain of the integrand. Finally, this tutorial explores methods for determining how many integrand values are needed to satisfy the error tolerance. Relevant software is described.
On Twisted Paraproducts and some other Multilinear Singular IntegralsVjekoslavKovac1
Presentation.
9th International Conference on Harmonic Analysis and Partial Differential Equations, El Escorial, June 12, 2012.
The 24th International Conference on Operator Theory, Timisoara, July 3, 2012.
The generation of Gaussian random fields over a physical domain is a challenging problem in computational mathematics, especially when the correlation length is short and the field is rough. The traditional approach is to make use of a truncated Karhunen-Loeve (KL) expansion, but the generation of even a single realisation of the field may then be effectively beyond reach (especially for 3-dimensional domains) if the need is to obtain an expected L2 error of say 5%, because of the potentially very slow convergence of the KL expansion. In this talk, based on joint work with Ivan Graham, Frances Kuo, Dirk Nuyens, and Rob Scheichl, a completely different approach is used, in which the field is initially generated at a regular grid on a 2- or 3-dimensional rectangle that contains the physical domain, and then possibly interpolated to obtain the field at other points. In that case there is no need for any truncation. Rather the main problem becomes the factorisation of a large dense matrix. For this we use circulant embedding and FFT ideas. Quasi-Monte Carlo integration is then used to evaluate the expected value of some functional of the finite-element solution of an elliptic PDE with a random field as input.
In this paper a new form of the Hosszu-Gluskin theorem is presented in terms of polyadic powers and using the language of diagrams. It is shown that the Hosszu-Gluskin chain formula is not unique and can be generalized ("deformed") using a parameter q which takes special integer values. A version of the "q-deformed" analog of the Hosszu-Gluskin theorem in the form of an invariance is formulated, and some examples are considered. The "q-deformed" homomorphism theorem is also given.
Bayesian network structure estimation based on the Bayesian/MDL criteria when...Joe Suzuki
J. Suzuki. ``Bayesian network structure estimation based on the Bayesian/MDL criteria when both discrete and continuous variables are present". IEEE Data Compression Conference, pp. 307-316, Snowbird, Utah, April 2012.
In this talk, we discuss some recent advances in probabilistic schemes for high-dimensional PIDEs. It is known that traditional PDE solvers, e.g., finite element, finite difference methods, do not scale well with the increase of dimension. The idea of probabilistic schemes is to link a wide class of nonlinear parabolic PIDEs to stochastic Levy processes based on nonlinear version of the Feynman-Kac theory. As such, the solution of the PIDE can be represented by a conditional expectation (i.e., a high-dimensional integral) with respect to a stochastic dynamical system driven by Levy processes. In other words, we can solve the PIDEs by performing high-dimensional numerical integration. A variety of quadrature methods could be applied, including MC, QMC, sparse grids, etc. The probabilistic schemes have been used in many application problems, e.g., particle transport in plasmas (e.g., Vlasov-Fokker-Planck equations), nonlinear filtering (e.g., Zakai equations), and option pricing, etc.
We present recent result on the numerical analysis of Quasi Monte-Carlo quadrature methods, applied to forward and inverse uncertainty quantification for elliptic and parabolic PDEs. Particular attention will be placed on Higher
-Order QMC, the stable and efficient generation of
interlaced polynomial lattice rules, and the numerical analysis of multilevel QMC Finite Element discretizations with applications to computational uncertainty quantification.
Multidimensional integrals may be approximated by weighted averages of integrand values. Quasi-Monte Carlo (QMC) methods are more accurate than simple Monte Carlo methods because they carefully choose where to evaluate the integrand. This tutorial focuses on how quickly QMC methods converge to the correct answer as the number of integrand values increases. The answer may depend on the smoothness of the integrand and the sophistication of the QMC method. QMC error analysis may assumes the integrand belongs to a reproducing kernel Hilbert space or may assume that the integrand is an instance of a stochastic process with known covariance structure. These two approaches have interesting parallels. This tutorial also explores how the computational cost of achieving a good approximation to the integral depends on the dimension of the domain of the integrand. Finally, this tutorial explores methods for determining how many integrand values are needed to satisfy the error tolerance. Relevant software is described.
On Twisted Paraproducts and some other Multilinear Singular IntegralsVjekoslavKovac1
Presentation.
9th International Conference on Harmonic Analysis and Partial Differential Equations, El Escorial, June 12, 2012.
The 24th International Conference on Operator Theory, Timisoara, July 3, 2012.
The generation of Gaussian random fields over a physical domain is a challenging problem in computational mathematics, especially when the correlation length is short and the field is rough. The traditional approach is to make use of a truncated Karhunen-Loeve (KL) expansion, but the generation of even a single realisation of the field may then be effectively beyond reach (especially for 3-dimensional domains) if the need is to obtain an expected L2 error of say 5%, because of the potentially very slow convergence of the KL expansion. In this talk, based on joint work with Ivan Graham, Frances Kuo, Dirk Nuyens, and Rob Scheichl, a completely different approach is used, in which the field is initially generated at a regular grid on a 2- or 3-dimensional rectangle that contains the physical domain, and then possibly interpolated to obtain the field at other points. In that case there is no need for any truncation. Rather the main problem becomes the factorisation of a large dense matrix. For this we use circulant embedding and FFT ideas. Quasi-Monte Carlo integration is then used to evaluate the expected value of some functional of the finite-element solution of an elliptic PDE with a random field as input.
In this paper a new form of the Hosszu-Gluskin theorem is presented in terms of polyadic powers and using the language of diagrams. It is shown that the Hosszu-Gluskin chain formula is not unique and can be generalized ("deformed") using a parameter q which takes special integer values. A version of the "q-deformed" analog of the Hosszu-Gluskin theorem in the form of an invariance is formulated, and some examples are considered. The "q-deformed" homomorphism theorem is also given.
Bayesian network structure estimation based on the Bayesian/MDL criteria when...Joe Suzuki
J. Suzuki. ``Bayesian network structure estimation based on the Bayesian/MDL criteria when both discrete and continuous variables are present". IEEE Data Compression Conference, pp. 307-316, Snowbird, Utah, April 2012.
Optimal interval clustering: Application to Bregman clustering and statistica...Frank Nielsen
We present a generic dynamic programming method to compute the optimal clustering of n scalar elements into k pairwise disjoint intervals. This case includes 1D Euclidean k-means, k-medoids, k-medians, k-centers, etc. We extend the method to incorporate cluster size constraints and show how to choose the appropriate k by model selection. Finally, we illustrate and refine the method on two case studies: Bregman clustering and statistical mixture learning maximizing the complete likelihood.
http://arxiv.org/abs/1403.2485
Slides: On the Chi Square and Higher-Order Chi Distances for Approximating f-...Frank Nielsen
Slides for the paper:
On the Chi Square and Higher-Order Chi Distances for Approximating f-Divergences
published in IEEE SPL:
http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6654274
Talk presented on this workshop "Workshop: Imaging With Uncertainty Quantification (IUQ), September 2022",
https://people.compute.dtu.dk/pcha/CUQI/IUQworkshop.html
We consider a weakly supervised classification problem. It
is a classification problem where the target variable can be unknown
or uncertain for some subset of samples. This problem appears when
the labeling is impossible, time-consuming, or expensive. Noisy measurements
and lack of data may prevent accurate labeling. Our task
is to build an optimal classification function. For this, we construct and
minimize a specific objective function, which includes the fitting error on
labeled data and a smoothness term. Next, we use covariance and radial AQ1
basis functions to define the degree of similarity between points. The further
process involves the repeated solution of an extensive linear system
with the graph Laplacian operator. To speed up this solution process,
we introduce low-rank approximation techniques. We call the resulting
algorithm WSC-LR. Then we use the WSC-LR algorithm for analysis
CT brain scans to recognize ischemic stroke disease. We also compare
WSC-LR with other well-known machine learning algorithms.
Forest Learning based on the Chow-Liu Algorithm and its Application to Genom...Joe Suzuki
J. Suzuki, ``Forest Learning based on the Chow-Liu Algorithm and its Application to Genome Differential Analysis: A Novel Mutual Information Estimation", AMBN 2015, Yokohama, Japan
Structure Learning of Bayesian Networks with p Nodes from n Samples when n<...Joe Suzuki
``Structure Learning of Bayesian Networks with p Nodes from n Samples when n<<p">, presented at Probabilistic Graphical Model Workshop, ISM, March 2016.
What is greenhouse gasses and how many gasses are there to affect the Earth.moosaasad1975
What are greenhouse gasses how they affect the earth and its environment what is the future of the environment and earth how the weather and the climate effects.
A brief information about the SCOP protein database used in bioinformatics.
The Structural Classification of Proteins (SCOP) database is a comprehensive and authoritative resource for the structural and evolutionary relationships of proteins. It provides a detailed and curated classification of protein structures, grouping them into families, superfamilies, and folds based on their structural and sequence similarities.
Slide 1: Title Slide
Extrachromosomal Inheritance
Slide 2: Introduction to Extrachromosomal Inheritance
Definition: Extrachromosomal inheritance refers to the transmission of genetic material that is not found within the nucleus.
Key Components: Involves genes located in mitochondria, chloroplasts, and plasmids.
Slide 3: Mitochondrial Inheritance
Mitochondria: Organelles responsible for energy production.
Mitochondrial DNA (mtDNA): Circular DNA molecule found in mitochondria.
Inheritance Pattern: Maternally inherited, meaning it is passed from mothers to all their offspring.
Diseases: Examples include Leber’s hereditary optic neuropathy (LHON) and mitochondrial myopathy.
Slide 4: Chloroplast Inheritance
Chloroplasts: Organelles responsible for photosynthesis in plants.
Chloroplast DNA (cpDNA): Circular DNA molecule found in chloroplasts.
Inheritance Pattern: Often maternally inherited in most plants, but can vary in some species.
Examples: Variegation in plants, where leaf color patterns are determined by chloroplast DNA.
Slide 5: Plasmid Inheritance
Plasmids: Small, circular DNA molecules found in bacteria and some eukaryotes.
Features: Can carry antibiotic resistance genes and can be transferred between cells through processes like conjugation.
Significance: Important in biotechnology for gene cloning and genetic engineering.
Slide 6: Mechanisms of Extrachromosomal Inheritance
Non-Mendelian Patterns: Do not follow Mendel’s laws of inheritance.
Cytoplasmic Segregation: During cell division, organelles like mitochondria and chloroplasts are randomly distributed to daughter cells.
Heteroplasmy: Presence of more than one type of organellar genome within a cell, leading to variation in expression.
Slide 7: Examples of Extrachromosomal Inheritance
Four O’clock Plant (Mirabilis jalapa): Shows variegated leaves due to different cpDNA in leaf cells.
Petite Mutants in Yeast: Result from mutations in mitochondrial DNA affecting respiration.
Slide 8: Importance of Extrachromosomal Inheritance
Evolution: Provides insight into the evolution of eukaryotic cells.
Medicine: Understanding mitochondrial inheritance helps in diagnosing and treating mitochondrial diseases.
Agriculture: Chloroplast inheritance can be used in plant breeding and genetic modification.
Slide 9: Recent Research and Advances
Gene Editing: Techniques like CRISPR-Cas9 are being used to edit mitochondrial and chloroplast DNA.
Therapies: Development of mitochondrial replacement therapy (MRT) for preventing mitochondrial diseases.
Slide 10: Conclusion
Summary: Extrachromosomal inheritance involves the transmission of genetic material outside the nucleus and plays a crucial role in genetics, medicine, and biotechnology.
Future Directions: Continued research and technological advancements hold promise for new treatments and applications.
Slide 11: Questions and Discussion
Invite Audience: Open the floor for any questions or further discussion on the topic.
Seminar of U.V. Spectroscopy by SAMIR PANDASAMIR PANDA
Spectroscopy is a branch of science dealing the study of interaction of electromagnetic radiation with matter.
Ultraviolet-visible spectroscopy refers to absorption spectroscopy or reflect spectroscopy in the UV-VIS spectral region.
Ultraviolet-visible spectroscopy is an analytical method that can measure the amount of light received by the analyte.
Nutraceutical market, scope and growth: Herbal drug technologyLokesh Patil
As consumer awareness of health and wellness rises, the nutraceutical market—which includes goods like functional meals, drinks, and dietary supplements that provide health advantages beyond basic nutrition—is growing significantly. As healthcare expenses rise, the population ages, and people want natural and preventative health solutions more and more, this industry is increasing quickly. Further driving market expansion are product formulation innovations and the use of cutting-edge technology for customized nutrition. With its worldwide reach, the nutraceutical industry is expected to keep growing and provide significant chances for research and investment in a number of categories, including vitamins, minerals, probiotics, and herbal supplements.
Richard's entangled aventures in wonderlandRichard Gill
Since the loophole-free Bell experiments of 2020 and the Nobel prizes in physics of 2022, critics of Bell's work have retreated to the fortress of super-determinism. Now, super-determinism is a derogatory word - it just means "determinism". Palmer, Hance and Hossenfelder argue that quantum mechanics and determinism are not incompatible, using a sophisticated mathematical construction based on a subtle thinning of allowed states and measurements in quantum mechanics, such that what is left appears to make Bell's argument fail, without altering the empirical predictions of quantum mechanics. I think however that it is a smoke screen, and the slogan "lost in math" comes to my mind. I will discuss some other recent disproofs of Bell's theorem using the language of causality based on causal graphs. Causal thinking is also central to law and justice. I will mention surprising connections to my work on serial killer nurse cases, in particular the Dutch case of Lucia de Berk and the current UK case of Lucy Letby.
Deep Behavioral Phenotyping in Systems Neuroscience for Functional Atlasing a...Ana Luísa Pinho
Functional Magnetic Resonance Imaging (fMRI) provides means to characterize brain activations in response to behavior. However, cognitive neuroscience has been limited to group-level effects referring to the performance of specific tasks. To obtain the functional profile of elementary cognitive mechanisms, the combination of brain responses to many tasks is required. Yet, to date, both structural atlases and parcellation-based activations do not fully account for cognitive function and still present several limitations. Further, they do not adapt overall to individual characteristics. In this talk, I will give an account of deep-behavioral phenotyping strategies, namely data-driven methods in large task-fMRI datasets, to optimize functional brain-data collection and improve inference of effects-of-interest related to mental processes. Key to this approach is the employment of fast multi-functional paradigms rich on features that can be well parametrized and, consequently, facilitate the creation of psycho-physiological constructs to be modelled with imaging data. Particular emphasis will be given to music stimuli when studying high-order cognitive mechanisms, due to their ecological nature and quality to enable complex behavior compounded by discrete entities. I will also discuss how deep-behavioral phenotyping and individualized models applied to neuroimaging data can better account for the subject-specific organization of domain-general cognitive systems in the human brain. Finally, the accumulation of functional brain signatures brings the possibility to clarify relationships among tasks and create a univocal link between brain systems and mental functions through: (1) the development of ontologies proposing an organization of cognitive processes; and (2) brain-network taxonomies describing functional specialization. To this end, tools to improve commensurability in cognitive science are necessary, such as public repositories, ontology-based platforms and automated meta-analysis tools. I will thus discuss some brain-atlasing resources currently under development, and their applicability in cognitive as well as clinical neuroscience.
Introduction:
RNA interference (RNAi) or Post-Transcriptional Gene Silencing (PTGS) is an important biological process for modulating eukaryotic gene expression.
It is highly conserved process of posttranscriptional gene silencing by which double stranded RNA (dsRNA) causes sequence-specific degradation of mRNA sequences.
dsRNA-induced gene silencing (RNAi) is reported in a wide range of eukaryotes ranging from worms, insects, mammals and plants.
This process mediates resistance to both endogenous parasitic and exogenous pathogenic nucleic acids, and regulates the expression of protein-coding genes.
What are small ncRNAs?
micro RNA (miRNA)
short interfering RNA (siRNA)
Properties of small non-coding RNA:
Involved in silencing mRNA transcripts.
Called “small” because they are usually only about 21-24 nucleotides long.
Synthesized by first cutting up longer precursor sequences (like the 61nt one that Lee discovered).
Silence an mRNA by base pairing with some sequence on the mRNA.
Discovery of siRNA?
The first small RNA:
In 1993 Rosalind Lee (Victor Ambros lab) was studying a non- coding gene in C. elegans, lin-4, that was involved in silencing of another gene, lin-14, at the appropriate time in the
development of the worm C. elegans.
Two small transcripts of lin-4 (22nt and 61nt) were found to be complementary to a sequence in the 3' UTR of lin-14.
Because lin-4 encoded no protein, she deduced that it must be these transcripts that are causing the silencing by RNA-RNA interactions.
Types of RNAi ( non coding RNA)
MiRNA
Length (23-25 nt)
Trans acting
Binds with target MRNA in mismatch
Translation inhibition
Si RNA
Length 21 nt.
Cis acting
Bind with target Mrna in perfect complementary sequence
Piwi-RNA
Length ; 25 to 36 nt.
Expressed in Germ Cells
Regulates trnasposomes activity
MECHANISM OF RNAI:
First the double-stranded RNA teams up with a protein complex named Dicer, which cuts the long RNA into short pieces.
Then another protein complex called RISC (RNA-induced silencing complex) discards one of the two RNA strands.
The RISC-docked, single-stranded RNA then pairs with the homologous mRNA and destroys it.
THE RISC COMPLEX:
RISC is large(>500kD) RNA multi- protein Binding complex which triggers MRNA degradation in response to MRNA
Unwinding of double stranded Si RNA by ATP independent Helicase
Active component of RISC is Ago proteins( ENDONUCLEASE) which cleave target MRNA.
DICER: endonuclease (RNase Family III)
Argonaute: Central Component of the RNA-Induced Silencing Complex (RISC)
One strand of the dsRNA produced by Dicer is retained in the RISC complex in association with Argonaute
ARGONAUTE PROTEIN :
1.PAZ(PIWI/Argonaute/ Zwille)- Recognition of target MRNA
2.PIWI (p-element induced wimpy Testis)- breaks Phosphodiester bond of mRNA.)RNAse H activity.
MiRNA:
The Double-stranded RNAs are naturally produced in eukaryotic cells during development, and they have a key role in regulating gene expression .
(May 29th, 2024) Advancements in Intravital Microscopy- Insights for Preclini...Scintica Instrumentation
Intravital microscopy (IVM) is a powerful tool utilized to study cellular behavior over time and space in vivo. Much of our understanding of cell biology has been accomplished using various in vitro and ex vivo methods; however, these studies do not necessarily reflect the natural dynamics of biological processes. Unlike traditional cell culture or fixed tissue imaging, IVM allows for the ultra-fast high-resolution imaging of cellular processes over time and space and were studied in its natural environment. Real-time visualization of biological processes in the context of an intact organism helps maintain physiological relevance and provide insights into the progression of disease, response to treatments or developmental processes.
In this webinar we give an overview of advanced applications of the IVM system in preclinical research. IVIM technology is a provider of all-in-one intravital microscopy systems and solutions optimized for in vivo imaging of live animal models at sub-micron resolution. The system’s unique features and user-friendly software enables researchers to probe fast dynamic biological processes such as immune cell tracking, cell-cell interaction as well as vascularization and tumor metastasis with exceptional detail. This webinar will also give an overview of IVM being utilized in drug development, offering a view into the intricate interaction between drugs/nanoparticles and tissues in vivo and allows for the evaluation of therapeutic intervention in a variety of tissues and organs. This interdisciplinary collaboration continues to drive the advancements of novel therapeutic strategies.
Richard's aventures in two entangled wonderlandsRichard Gill
Since the loophole-free Bell experiments of 2020 and the Nobel prizes in physics of 2022, critics of Bell's work have retreated to the fortress of super-determinism. Now, super-determinism is a derogatory word - it just means "determinism". Palmer, Hance and Hossenfelder argue that quantum mechanics and determinism are not incompatible, using a sophisticated mathematical construction based on a subtle thinning of allowed states and measurements in quantum mechanics, such that what is left appears to make Bell's argument fail, without altering the empirical predictions of quantum mechanics. I think however that it is a smoke screen, and the slogan "lost in math" comes to my mind. I will discuss some other recent disproofs of Bell's theorem using the language of causality based on causal graphs. Causal thinking is also central to law and justice. I will mention surprising connections to my work on serial killer nurse cases, in particular the Dutch case of Lucia de Berk and the current UK case of Lucy Letby.
Body fluids_tonicity_dehydration_hypovolemia_hypervolemia.pptx
MDL/Bayesian Criteria based on Universal Coding/Measure
1. .
......
MDL/Bayesian Criteria based on Universal Coding/Measure
Joe Suzuki
Osaka University
November 30, 2011
Joe Suzuki (Osaka University) MDL/Bayesian Criteria based on Universal Coding/MeasureNovember 30, 2011 1 / 17
2. Road Map
...1 Problem
...2 Density Functions
...3 Generalized Density Functions
...4 The Bayesian Solution
...5 Summary
Joe Suzuki (Osaka University) MDL/Bayesian Criteria based on Universal Coding/MeasureNovember 30, 2011 2 / 17
3. Problem
Warming-Up
Identify whether X, Y are independent or not, from n examples
(x1, y1), · · · , (xn, yn) independently emitted by (X, Y )?
X ∈ A := {0, 1}
Y ∈ B := {0, 1}
p: a prior probability that X, Y are independent
WA, WB, WAB: weights
Qn
(xn
) :=
∫
P(xn
|θ)dWA(θ) , Qn
(yn
) :=
∫
P(yn
|θ)dWB(θ)
Qn
(xn
, yn
) :=
∫
P(xn
, yn
|θ)dWAB(θ)
.
The Bayesian answer
..
......pQn(xn)Qn(yn) ≥ (1 − p)Qn(xn, yn) ⇐⇒ X, Y are independent
Joe Suzuki (Osaka University) MDL/Bayesian Criteria based on Universal Coding/MeasureNovember 30, 2011 3 / 17
4. Problem
Today’s Exercise
Identify whether X, Y are independent or not, from n examples
(x1, y1), · · · , (xn, yn) independently emitted by (X, Y )?
X ∈ A := [0, 1) Continuous
Y ∈ B := {1, 2, · · · } Discrete and Infinite
.
Problem
..
......Construct something like Qn(xn), Qn(yn), Qn(xn, yn).
Extend those quantities for general X, Y
without assuming either discrete or continuous
Joe Suzuki (Osaka University) MDL/Bayesian Criteria based on Universal Coding/MeasureNovember 30, 2011 4 / 17
5. Problem
Why Qn
(xn
), Qn
(yn
), Qn
(xn
, yn
) can be probabilities?
W ∗
A, W ∗
B, W ∗
A,B: the true priors
Pn
(xn
) :=
∫
P(xn
|θ)dW ∗
A(θ) , Pn
(yn
) :=
∫
P(yn
|θ)dW ∗
B(θ)
Pn
(xn
, yn
) :=
∫
P(xn
, yn
|θ)dW ∗
AB(θ)
Known Use W ∗
A, W ∗
B, W ∗
A,B to compare
pPn(xn)Pn(yn) and (1 − p)Pn(xn, yn)
Unknown Use WA, WB, WA,B to compare
pQn(xn)Qn(yn) and (1 − p)Qn(xn, yn)
.
The main Issue
..
......What Qn is qualified to be an alternative to Pn?
Joe Suzuki (Osaka University) MDL/Bayesian Criteria based on Universal Coding/MeasureNovember 30, 2011 5 / 17
6. Problem
What is the exact Qn
for finite A?
P(X = 1) = θ, P(X = 0) = 1 − θ
If we weight
w(θ) =
1
Kθa(1 − θ)a
, K :=
∫
dθ
θa(1 − θ)a
with a > 0, then for each xn = (x1, · · · , xn) ∈ An
Qn
(xn
) :=
∫
w(θ)P(xn
|θ)dθ =
Γ(2a)
∏
x∈A
Γ(cn[x] + a)
Γ(a)2Γ(n + 2a)
ci [x]: the # of x ∈ A in xi = (x1, · · · , xi ) ∈ Ai
Γ: the Gamma function
Joe Suzuki (Osaka University) MDL/Bayesian Criteria based on Universal Coding/MeasureNovember 30, 2011 6 / 17
7. Problem
Universal Coding/Measures
If we choose
a = 1/2
(Krichevsky-Trofimov) and xn is i.i.d. emitted by
Pn
(xn
) =
n∏
i=1
P(xi )
then, for any P, almost surely,
−
1
n
log Qn
(xn
) → H :=
∑
x∈A
−P(x) log P(x)
From the law of large numbers (Shannon McMillian Breiman):
for any P, almost surely,
−
1
n
log Pn
(xn
) =
1
n
n∑
i=1
− log P(xi ) → E[− log P(xi )] = H
Joe Suzuki (Osaka University) MDL/Bayesian Criteria based on Universal Coding/MeasureNovember 30, 2011 7 / 17
8. Problem
The Essential Problem
For any P, almost surely,
1
n
log
Pn(xn)
Qn(xn)
→ 0 (1)
(the basis why Pn can be replaced by Qn)
.
X is neither discrete nor continuous
..
......Into what can Qn and (1) be generalized ?
Joe Suzuki (Osaka University) MDL/Bayesian Criteria based on Universal Coding/MeasureNovember 30, 2011 8 / 17
9. Density Functions
If X has a density function
A: the range of X
A0 := {A}
Ak+1 is a refinement of Ak
Example 1: if A0 = {[0, 1)}, the histogram sequence can be
A1 = {[0, 1/2), [1/2, 1)}
A2 = {[0, 1/4), [1/4, 1/2), [1/2, 3/4), [3/4, 1)}
. . .
Ak = {[0, 2−(k−1)), [2−(k−1), 2 · 2−(k−1)), · · · , [(2k−1 − 1)2−(k−1), 1)}
. . .
sk : A → Ak, sn
k : An → An
k
λ: Lebesgue measure, λn
(sn
k (xn
)) =
n∏
i=1
λ(sk(xi ))
Joe Suzuki (Osaka University) MDL/Bayesian Criteria based on Universal Coding/MeasureNovember 30, 2011 9 / 17
10. Density Functions
{ωk}∞
k=1:
∑
ωk = 1, ωk > 0
gn
k (xn
) :=
Qn
k (sn
k (xn))
λn(sn
k (xn))
, gn
(xn
) :=
∞∑
k=1
ωkgn
k (xn
)
fk(xn
) :=
Pn
k (sn
k (xn))
λn(sn
k (xn))
=
n∏
i=1
Pk(sk(xi ))
λ(sk(xi ))
If we choose {Ak} such that fk → f , for any f n, almost surely
1
n
log
f n(xn)
gn(xn)
→ 0 (2)
B. Ryabko. IEEE Trans. on Inform. Theory, 55, 9, 2009.
Joe Suzuki (Osaka University) MDL/Bayesian Criteria based on Universal Coding/MeasureNovember 30, 2011 10 / 17
11. Generalized Density Functions
Exactly when does density function exist?
B: the Borel set field of R
µ(D): the probabbility of Borel set D
.
When a density function exists
..
......
The following are equivalent:
for each D ∈ B, λ(D) = 0 =⇒ µ(D) = 0 (µ ≪ λ)
There exists
dµ
dλ
:= f s.t. µ(D) =
∫
t∈D
f (t)dλ(t)
Joe Suzuki (Osaka University) MDL/Bayesian Criteria based on Universal Coding/MeasureNovember 30, 2011 11 / 17
12. Generalized Density Functions
Density Functions in a General Sense
.
Radon-Nikodum’s Theorem
..
......
The following are equivalent:
for each D ∈ B, η(D) = 0 =⇒ µ(D) = 0 (µ ≪ η)
There exists
dµ
dη
:= f s.t. µ(D) =
∫
t∈D
f (t)dη(t)
Example 2: µ({j}) > 0, η({j}) :=
1
j(j + 1)
, j ∈ B := {1, 2, · · · }
µ ≪ η
µ(D) =
∑
j∈D∩B
f (j)η({j})
dµ
dη
(j) = f (j) =
µ({j})
η({j})
Joe Suzuki (Osaka University) MDL/Bayesian Criteria based on Universal Coding/MeasureNovember 30, 2011 12 / 17
13. Generalized Density Functions
In this work, ...
B1 := {{1}, {2, 3, · · · }}
B2 := {{1}, {2}, {3, 4, · · · }}
. . .
Bk := {{1}, {2}, · · · , {k}, {k + 1, k + 2, · · · }}
. . .
sk : B → Bk, sn
k : Bn → Bn
k
gn
k (yn
) :=
Qn
k (sn
k (yn))
ηn(sn
k (yn))
, gn
(yn
) :=
∞∑
k=1
ωkgn
k (yn
)
If we choose {Bk} s.t. fk → f , for any f n, almost surely
1
n
log
f n(yn)
gn(yn)
→ 0 (3)
(gn(yn)
∏n
i=1 ηn({yi }) is estimation of P(yn) = f n(yn)
∏n
i=1 ηn({yi }))
Joe Suzuki (Osaka University) MDL/Bayesian Criteria based on Universal Coding/MeasureNovember 30, 2011 13 / 17
14. Generalized Density Functions
Joint Density Functions
Example 3: A × B (based on Examples 1,2)
µ ≪ λη
A0 × B0 = {A} × {B} = {[0, 1)} × {{1, 2, · · · }}
A1 × B1
A2 × B2
. . .
Ak × Bk
. . .
sk : A × B → Ak × Bk
If {Ak × Bk} satisfies fk → f , for any f n, almost surely, we can construct
gn s.t.
1
n
log
f n(xn, yn)
gn(xn, yn)
→ 0 (4)
Joe Suzuki (Osaka University) MDL/Bayesian Criteria based on Universal Coding/MeasureNovember 30, 2011 14 / 17
15. The Bayesian Solution
If we come back to “Today’s Problem”,...
Estimate f n
X (xn), f n
Y (yn), f n
XY (xn, yn) by
gn
X (xn), gn
Y (yn), gn
XY (xn, yn)
.
The Bayesian answer
..
......p0gn
X (xn)gn
Y (yn) ≤ p1gXY (xn, yn) ⇐⇒ X, Y are independent
Joe Suzuki (Osaka University) MDL/Bayesian Criteria based on Universal Coding/MeasureNovember 30, 2011 15 / 17
16. The Bayesian Solution
In General, ...
Givem n example zn and prior {pm} over models m = 1, 2, · · · , estimate
f n(zn|m) =
dµn
dηn
(zn
|m) w.r.t. model m by gn
(zn
|m) =
dνn
dηn
(zn
|m) s.t.
1
n
log
dµn
dνn
(zn
|m) → 0 ,
where µ ≪ η, ν ≪ η, and
dµn
dνn
(zn
|m) =
dµn
dηn
(zn
|m)/
dνn
dηn
(zn
|m) =
f n(zn|m)
gn(zn|m)
to find the model m maxmizing
pm ·
dνn
dηn
(zn
|m)
Joe Suzuki (Osaka University) MDL/Bayesian Criteria based on Universal Coding/MeasureNovember 30, 2011 16 / 17
17. Summary
Summary and Discussion
.
Bayesian Measure
..
......
Generalization without assuming Discrete or Continuous
Universality as Bayes as well as MDL
.
Many Applications
..
......
Markov order estimation even when {Xi } is continuous
Bayesian network structure estimation
Joe Suzuki (Osaka University) MDL/Bayesian Criteria based on Universal Coding/MeasureNovember 30, 2011 17 / 17