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Instabilities and oscillation in the deterministic Boltzmann machine.

Simulations indicate that the deterministic Boltzmann machine, unlike the stochastic Boltzmann machine from which it is derived, exhibits unstable behavior during contrastive Hebbian learning of nonlinear problems, including oscillation in the learning algorithm and extreme sensitivity to small weight perturbations. Although careful choice of the initial weight magnitudes, the learning rate, and the annealing schedule will produce convergence in most cases, the stability of the resulting solution depends on the parameters in a complex and generally indiscernible way. We show that this unstable behavior is the result of over parameterization (excessive freedom in the weights), which leads to continuous rather than isolated optimal weight solution sets. This allows the weights to drift without correction by the learning algorithm until the free energy landscape changes in such a way that the settling procedure employed finds a different minimum of the free energy function than it did previously and a gross output error occurs. Because all the weight sets in a continuous optimal solution set produce exactly the same network outputs, we define reliability, a measure of the robustness of the network, as a new performance criterion.

Algorithms↗

Simulating the impact of four control strategies on the population dynamics of Neospora caninum infection in Swiss dairy cattle.

A dynamic deterministic simulation model was developed to assess the impact of different putative control strategies on the seroprevalence of Neospora caninum in female Swiss dairy cattle. The model structure comprised compartments of "susceptible" and "infected" animals (SI-model) and the cattle population was divided into 12 age classes. A reference model (Model 1) was developed to simulate the current (status quo) situation (present seroprevalence in Switzerland 12%), taking into account available demographic and seroprevalence data of Switzerland. Model 1 was modified to represent four putative control strategies: testing and culling of seropositive animals (Model 2), discontinued breeding with offspring from seropositive cows (Model 3), chemotherapeutic treatment of calves from seropositive cows (Model 4), and vaccination of susceptible and infected animals (Model 5). Models 2-4 considered different sub-scenarios with regard to the frequency of diagnostic testing. Multivariable Monte Carlo sensitivity analysis was used to assess the impact of uncertainty in input parameters. A policy of annual testing and culling of all seropositive cattle in the population reduced the seroprevalence effectively and rapidly from 12% to <1% in the first year of simulation. The control strategies with discontinued breeding with offspring from all seropositive cows, chemotherapy of calves and vaccination of all cattle reduced the prevalence more slowly than culling but were still very effective (reduction of prevalence below 2% within 11, 23 and 3 years of simulation, respectively). However, sensitivity analyses revealed that the effectiveness of these strategies depended strongly on the quality of the input parameters used, such as the horizontal and vertical transmission factors, the sensitivity of the diagnostic test and the efficacy of medication and vaccination. Finally, all models confirmed that it was not possible to completely eradicate N. caninum as long as the horizontal transmission process was not interrupted.

Age Factors↗

Circadian rhythms and molecular noise.

Circadian rhythms, characterized by a period of about 24 h, are the most widespread biological rhythms generated autonomously at the molecular level. The core molecular mechanism responsible for circadian oscillations relies on the negative regulation exerted by a protein on the expression of its own gene. Deterministic models account for the occurrence of autonomous circadian oscillations, for their entrainment by light-dark cycles, and for their phase shifting by light pulses. Stochastic versions of these models take into consideration the molecular fluctuations that arise when the number of molecules involved in the regulatory mechanism is low. Numerical simulations of the stochastic models show that robust circadian oscillations can already occur with a limited number of mRNA and protein molecules, in the range of a few tens and hundreds, respectively. Various factors affect the robustness of circadian oscillations with respect to molecular noise. Besides an increase in the number of molecules, entrainment by light-dark cycles, and cooperativity in repression enhance robustness, whereas the proximity of a bifurcation point leads to less robust oscillations. Another parameter that appears to be crucial for the coherence of circadian rhythms is the binding/unbinding rate of the inhibitory protein to the promoter of the clock gene. Intercellular coupling further increases the robustness of circadian oscillations.

Animals↗

The effects of stochastic neural activity in a model predicting intensity perception with cochlear implants: low-rate stimulation.

Most models of auditory nerve response to electrical stimulation are deterministic, despite significant physiological evidence for stochastic activity. Furthermore, psychophysical models and analyses of physiological data using deterministic descriptions do not accurately predict many psychophysical phenomena. In this paper we investigate whether inclusion of stochastic activity in neural models improves such predictions. To avoid the complication of interpulse interactions and to enable the use of a simpler and faster auditory nerve model we restrict our investigation to single pulses and low-rate (< 200 pulses/s) pulse trains. We apply signal detection theory to produce direct predictions of behavioral threshold, dynamic range and intensity difference limen. Specifically, we investigate threshold versus pulse duration (the strength-duration characteristics), threshold and uncomfortable loudness (and the corresponding dynamic range) versus phase duration, the effects of electrode configuration on dynamic range and on strength-duration, threshold versus number of pulses (the temporal-integration characteristics), intensity difference limen as a function of loudness, and the effects of neural survival on these measures. For all psychophysical measures investigated, the inclusion of stochastic activity in the auditory nerve model was found to produce more accurate predictions.

Cochlear Implants↗

Fuzzy K-nearest neighbor classifiers for ventricular arrhythmia detection.

We report a study of the efficiency of 4 classifiers (the K-nearest-neighbor and single-nearest-prototype algorithms, each as parametrized by both Fuzzy C-Means and Fuzzy Covariance clustering) in the detection of ventricular arrhythmias in ECG traces characterized by 4 features derived from 7 spectral parameters. Principal components analysis was used in conjunction with a cardiologist's deterministic classification of 90 ECG traces to fix the number of trace classes to 5 (ventricular fibrillation/flutter, sinus rhythm, ventricular rhythms with aberrant complexes and 2 classes of artefact). Forty of the 90 traces were then defined as a test set; 5 different learning sets (numbering 25, 30, 35, 40 and 45 traces) were randomly selected from the remaining 50 traces; each learning set was used to parametrize both the classification algorithms using both fuzzy clustering algorithms and the parametrized classification algorithms were then applied to the test set. Optimal K for K-nearest-neighbor algorithms and optimal cluster volumes for Fuzzy Covariance algorithms were sought by trial and error to minimize classification differences with respect to the cardiologist's classification. Fuzzy Covariance clustering afforded significantly better perception of cluster structure than the Fuzzy C-Means algorithm, and the classifiers performed correspondingly with an overall empirical error ratio of just 0.10 for the K-nearest-neighbor algorithm parametrized by Fuzzy Covariance.

Algorithms↗

Trading accuracy for speed: A quantitative comparison of search algorithms in protein sequence design.

Finding the minimum energy amino acid side-chain conformation is a fundamental problem in both homology modeling and protein design. To address this issue, numerous computational algorithms have been proposed. However, there have been few quantitative comparisons between methods and there is very little general understanding of the types of problems that are appropriate for each algorithm. Here, we study four common search techniques: Monte Carlo (MC) and Monte Carlo plus quench (MCQ); genetic algorithms (GA); self-consistent mean field (SCMF); and dead-end elimination (DEE). Both SCMF and DEE are deterministic, and if DEE converges, it is guaranteed that its solution is the global minimum energy conformation (GMEC). This provides a means to compare the accuracy of SCMF and the stochastic methods. For the side-chain placement calculations, we find that DEE rapidly converges to the GMEC in all the test cases. The other algorithms converge on significantly incorrect solutions; the average fraction of incorrect rotamers for SCMF is 0.12, GA 0.09, and MCQ 0.05. For the protein design calculations, design positions are progressively added to the side-chain placement calculation until the time required for DEE diverges sharply. As the complexity of the problem increases, the accuracy of each method is determined so that the results can be extrapolated into the region where DEE is no longer tractable. We find that both SCMF and MCQ perform reasonably well on core calculations (fraction amino acids incorrect is SCMF 0.07, MCQ 0.04), but fail considerably on the boundary (SCMF 0.28, MCQ 0.32) and surface calculations (SCMF 0.37, MCQ 0.44).

Algorithms↗

Optimizer convergence and local minima errors and their clinical importance.

Two of the errors common in the inverse treatment planning optimization have been investigated. The first error is the optimizer convergence error, which appears because of non-perfect convergence to the global or local solution, usually caused by a non-zero stopping criterion. The second error is the local minima error, which occurs when the objective function is not convex and/or the feasible solution space is not convex. The magnitude of the errors, their relative importance in comparison to other errors as well as their clinical significance in terms of tumour control probability (TCP) and normal tissue complication probability (NTCP) were investigated. Two inherently different optimizers, a stochastic simulated annealing and deterministic gradient method were compared on a clinical example. It was found that for typical optimization the optimizer convergence errors are rather small, especially compared to other convergence errors, e.g., convergence errors due to inaccuracy of the current dose calculation algorithms. This indicates that stopping criteria could often be relaxed leading into optimization speed-ups. The local minima errors were also found to be relatively small and typically in the range of the dose calculation convergence errors. Even for the cases where significantly higher objective function scores were obtained the local minima errors were not significantly higher. Clinical evaluation of the optimizer convergence error showed good correlation between the convergence of the clinical TCP or NTCP measures and convergence of the physical dose distribution. On the other hand, the local minima errors resulted in significantly different TCP or NTCP values (up to a factor of 2) indicating clinical importance of the local minima produced by physical optimization.

Algorithms↗

Clinical importance, statistical significance and the assessment of economic and quality-of-life outcomes.

The assessment of economic and quality-of-life outcomes of health care interventions is moving into a new era, with such assessments increasingly being made within the context of controlled clinical trials. Traditionally the measurement of many variables in economic evaluations, particularly costs, has been deterministic. In the context of clinical trials the measurement of variables is stochastic, with the standard principles of statistical inference being applied to analyse differences between treatments in terms of effectiveness. Economists participating in clinical research are therefore being called upon to specify the sample size for the economic component of the evaluation and to undertake statistical tests for differences in cost or cost-effectiveness. This paper discusses the current methodological issues surrounding stochastic measurement in clinical trials, discusses the additional issues raised by the assessment of economic and quality-of-life outcomes and specifies the challenges facing economists if they are to answer the questions now being posed about economic analysis by statisticians and clinical researchers. It is concluded that application of the standard principles of statistical inference to economic data is not straightforward and will require value judgements to be made about statistical significance and economic importance, which may differ from those already made in purely clinical studies.

Confidence Intervals↗

The advantage of factorial mating under selection is uncovered by deterministically predicted rates of inbreeding.

Rates of inbreeding (DeltaF) in selected populations were predicted using the framework of long-term genetic contributions and validated against stochastic simulations. Deterministic predictions decomposed DeltaF into four components due to: finite population size, directional selection, covariance of genetic contribution of mates, and deviation of variance of family size from that expected from a Poisson distribution. Factorial (FM) and hierarchical (HM) mating systems were compared under mass and sib-index selection. Prediction errors were in most cases for DeltaF less than 10% and for rate of gain less than 5%. DelatF was higher with index than mass selection. DeltaF was lower with FM than HM in all cases except random selection. FM reduced the variance of the average breeding value of the mates of an individual. This reduced the impact of the covariance of contributions of mates on DeltaF. Thus, contributions of mates were less correlated with FM than HM, causing smaller deviations of converged contributions from the optimum contributions. With index selection, FM also caused a smaller variance of number of offspring selected from each parent. This reduced variance of family size reduced DeltaF further. FM increases the flexibility in breeding schemes for achieving the optimum genetic contributions.

Animals↗

Extinction times and phase transitions for spatially structured closed epidemics.

This paper considers the time to extinction for a stochastic epidemic model of SEIR form without replacement of susceptibles. It first shows how previous rigorous results can be heuristically explained in terms of the more transparent dynamics of an approximating deterministic system. The model is then extended to include a host population structured into patches, with weak nearest-neighbour mixing of infection. It is shown, by considering the approximating deterministic system, that the expected time to extinction in a population of n + 1 patches each of size N is of the form a log N + bn, provided that N > Nc where Nc is a critical patch size below which transits are unlikely to occur. This corresponds to the simple decomposition of the time of an epidemic into the time it takes to spread through one patch plus the time it takes to transit to each of n successive patches. Expressions for this threshold and the coefficients of the time to extinction are given in terms of the transmission parameters of infection and the coupling strength between patches. These expressions are compared with numerical results using parameters relevant to a study of phocine distemper virus in North Sea seals, and the agreement is found to be good for large and small N. In the region when N approximately Nc, where transits may or may not occur, interesting transitional behaviour is seen, leading to a non-monotonicity of the extinction time as a function of N.

Animals↗

A dynamic model of reaction time in a short-term memory task.

In this article we hypothesized that the trial to trial variability in speed of access to recently presented information is deterministic in nature and that it reflects important properties of immediate memory. Application of analytic techniques emerging from the science of nonlinear dynamical systems to data obtained from the Sternberg (1966, 1970) short-term memory task corroborates the view. A simple nonlinear difference equation, consistent with fuzzy-trace theory (Brainerd & Reyna, 1992), was then proposed to describe the dynamics underlying reaction time (RT) on the Sternberg task. The model posits that RT is a function of the interaction of two control parameters: susceptibility to interference (SI) and episodic activation (EA). Evaluation of the model indicated an exceptionally good fit with the raw empirical observations. Age comparisons of the model parameters revealed that adults exhibited higher levels of SI and EA. Although the finding that adults exhibited higher levels of SI than children runs counter to theory and other empirical results, further analysis revealed that adults exhibited lower levels of SI relative to EA than children. Thus, children may exhibit slower disintegration of verbatim memory traces than adults due to interference; however, adults may be more efficient at redintegrating verbatim memory traces than children.

Adult↗

Stochastic designs in event-related fMRI.

This article considers the efficiency of event-related fMRI designs in terms of the optimum temporal pattern of stimulus or trial presentations. The distinction between "stochastic" and "deterministic" is used to distinguish between designs that are specified in terms of the probability that an event will occur at a series of time points (stochastic) and those in which events always occur at prespecified time (deterministic). Stochastic designs may be "stationary," in which the probability is constant, or nonstationary, in which the probabilities change with time. All these designs can be parameterized in terms of a vector of occurrence probabilities and a prototypic design matrix that embodies constraints (such as the minimum stimulus onset asynchrony) and the model of hemodynamic responses. A simple function of these parameters is presented and used to compare the relative efficiency of different designs. Designs with slow modulation of occurrence probabilities are generally more efficient than stationary designs. Interestingly the most efficient design is a conventional block design. A critical point, made in this article, is that the most efficient design for one effect may not be the most efficient for another. This is particularly important when considering evoked responses and the differences among responses. The most efficient designs for evoked responses, as opposed to differential responses, require trial-free periods during which baseline levels can be attained. In the context of stochastic, rapid-presentation designs this is equivalent to the inclusion of "null events."

Arousal↗

Minimum recruitment frequency in plants with episodic recruitment.

There is concern about the lack of recruitment of Acacia trees in the Negev desert of Israel. We have developed three models to estimate the frequency of recruitment necessary for long-term population survival (i.e. positive average population growth for 1,000 years and < 10% probability of extinction). Two models assume purely episodic recruitment based on the general notion that recruitment in arid environments is highly episodic. They differ in that the deterministic model investigates average dynamics while the stochastic model does not. Studies indicating that recruitment episodes in arid environments have been overemphasized motivated the development of the third model. This semi-stochastic model simulates a mixture of continuous and episodic recruitment. Model analysis was done analytically for the deterministic model and via running model simulations for the stochastic and semi-stochastic models. The deterministic and stochastic models predict that, on average, 2.2 and 3.7 recruitment events per century, respectively, are necessary to sustain the population. According to the semi-stochastic model, 1.6 large recruitment events per century and an annual probability of 50% that a small recruitment event occurs are needed. A consequence of purely episodic recruitment is that all recruitment episodes produce extremely large numbers of recruits (i.e. at odds with field observations), an evaluation that holds even when considering that rare events must be large. Thus, the semi-stochastic model appears to be the most realistic model. Comparing the prediction of the semi-stochastic model to field observations in the Negev desert shows that the absence of observations of extremely large recruitment events is no reason for concern. However, the almost complete absence of small recruitment events is a serious reason for concern. The lack of recruitment may be due to decreased densities of large mammalian herbivores and might be further exacerbated by possible changes in climate, both in terms of average precipitation and the temporal distribution of rain.

Acacia↗

Does preprocessing change nonlinear measures of heart rate variability?

This work investigated if methods used to produce a uniformly sampled heart rate variability (HRV) time series significantly change the deterministic signature underlying the dynamics of such signals and some nonlinear measures of HRV. Two methods of preprocessing were used: the convolution of inverse interval function values with a rectangular window and the cubic polynomial interpolation. The HRV time series were obtained from 33 Wistar rats submitted to autonomic blockade protocols and from 17 healthy adults. The analysis of determinism was carried out by the method of surrogate data sets and nonlinear autoregressive moving average modelling and prediction. The scaling exponents alpha, alpha(1) and alpha(2) derived from the detrended fluctuation analysis were calculated from raw HRV time series and respective preprocessed signals. It was shown that the technique of cubic interpolation of HRV time series did not significantly change any nonlinear characteristic studied in this work, while the method of convolution only affected the alpha(1) index. The results suggested that preprocessed time series may be used to study HRV in the field of nonlinear dynamics.

Adolescent↗

Diffusion models for chemotaxis: a statistical analysis of noninteractive unicellular movement.

A program is developed for applying stochastic differential equations to models for chemotaxis. First a few of the experimental and theoretical models for chemotaxis both for swimming bacteria and for cells migrating along a substrate are reviewed. In physical and biological models of deterministic systems, finite difference equations are often replaced by a limiting differential equation in order to take advantage of the ease in the use of calculus. A similar but more intricate methodology is developed here for stochastic models for chemotaxis. This exposition is possible because recent work in probability theory gives ease in the use of the stochastic calculus for diffusions and broad applicability in the convergence of stochastic difference equations to a stochastic differential equation. Stochastic differential equations suggest useful data for the model and provide statistical tests. We begin with phenomenological considerations as we analyze a one-dimensional model proposed by Boyarsky, Noble, and Peterson in their study of human granulocytes. In this context, a theoretical model consists in identifying which diffusion best approximates a model for cell movement based upon theoretical considerations of cell physiology. Such a diffusion approximation theorem is presented along with discussion of the relationship between autocovariance and persistence. Both the stochastic calculus and the diffusion approximation theorem are described in one dimension. Finally, these tools are extended to multidimensional models and applied to a three-dimensional experimental setup of spherical symmetry.

Chemotaxis↗

Stochastic effects on endemic infection levels of disseminating versus local contacts.

The effects of two levels of mixing on endemic infection levels are shown to differ for identically conformed deterministic compartmental (DC) and stochastic compartmental (SC) models. Both DC and SC models give similar endemic levels when populations are large, immunity is short lived, and mixing is universal. But local transmissions and/or transient immunity decrease overall population infection levels in SC but not in DC models. DC models also fail to detect the greater effects of eliminating disseminating transmissions in comparison to eliminating local transmissions shown by SC models. These differences in model behavior arise because localities that encounter few infections from distant sites and that have stochastically low infection levels have decreased infection rates while localities with stochastically high levels of infection do not decrease the rate at which they lose infection. At the extreme this generates local stochastic die out with subsequent build up of susceptibility in SC but not DC models. This phenomenon should act upon all endemic infections that have changing geographic or social foci of infection. Neither standard epidemiological investigations nor sufficient-component cause models can capture these effects because they occur in the absence of differences between individuals.

Cryptosporidiosis↗

Deterministic chaos and noise in three in vitro hippocampal models of epilepsy.

Recent reports have suggested that chaos control techniques may be useful for electrically manipulating epileptiform bursting behavior in neuronal ensembles. Because the dynamics of spontaneous in vitro bursting had not been well determined previously, analysis of this behavior in the rat hippocampus was performed. Epileptiform bursting was induced in transverse rat hippocampal slices using three experimental methods. Slices were bathed in artificial cerebrospinal fluid containing: (1) elevated potassium ([K+]o= 10.5 mM), (2) zero magnesium, or (3) the GABAA-receptor antagonists bicuculline (20 microM) and picrotoxin (250 microM). The existence of chaos and determinism was assessed using two different analytical techniques: unstable periodic orbit (UPO) analysis and a new technique for estimating Lyapunov exponents. Significance of these results was assessed by comparing the calculations for each experiment with corresponding randomized surrogate data. UPOs of multiple periods were highly prevalent in experiments from all three epilepsy models: 73% of all experiments contained at least one statistically significant period-1 or period-2 orbit. However, the expansion rate analysis did not provide any evidence of determinism in the data. This suggests that the system may be globally stochastic but contains local pockets of determinism. Thus, manipulation of bursting behavior using chaos control algorithms may yet hold promise for reverting or preventing epileptic seizures.

Animals↗

Stochastic modelling of human exposure to food chemicals and nutrients within the "Montecarlo" project: an exploration of the influence of brand loyalty and market share on intake estimates of intense sweeteners from sugar-free soft drinks.

To get a more realistic view of exposure to food chemicals, risk managers are getting more interested in stochastic modelling as an alternative to deterministic approaches based on conservative assumptions. It allows to take into account all the available information in the concentration of the chemical present in foods and in food consumption patterns. Within the EC-funded "Montecarlo" project, a comprehensive set of mathematical algorithms was developed to take into account all the necessary components for stochastic modelling of a variety of food chemicals, nutrients and ingredients. An appropriate computer software is being developed. Since the concentration of food chemicals may vary among different brands of the same product, consumer behaviour with respect to brands may have an impact on exposure assessments. Numeric experiments were carried out on different ways of incorporating indicators of market share and brand loyalty in the mathematical algorithms developed within the stochastic model of exposure to intense sweeteners from sugar-free beverages. The 95th percentiles of intake were shown to vary according to the inclusion/exclusion of these indicators. The market share should be included in the model especially if the market is not equitably distributed between brands. If brand loyalty data are not available, the model may be run under theoretical scenarios.

Algorithms↗