BC Cancer Agency 601 West 10th Ave, Epidemiology 601 West 10th Ave, Epidemiology Vancouver BC Canada V5Z 1L3 Vancouver BC Canada V5Z 1L3 tap@comp.vuw.ac.nz Abstract Epidemiological data is traditionally analyzed with very simple techniques. Flexible models, such as neural networks, have the potential to discover unanticipated features in the data. However, to be useful, flexible models must have effective control on overfitting. This paper reports on a comparative study of the predictive quality of neural networks and other flexible models applied to real and artificial epidemiological data. The results suggest that there are no major unanticipated complex features in the real data, and also demonstrate that MacKay's [1995] Bayesian neural network methodology provides effective control on overfitting while retaining the ability to discover complex features in the artificial data. 1 Introduction Traditionally, very simple statistical techniques are used in the analysis of epidemiological studies.

This paper shows how the prices of option contracts traded in financial markets can be tracked sequentially by means of the Extended Kalman Filter algorithm. I consider call and put option pairs with identical strike price and time of maturity as a two output nonlinear system. The Black-Scholes approach popular in Finance literature and the Radial Basis Functions neural network are used in modelling the nonlinear system generating these observations. I show how both these systems may be identified recursively using the EKF algorithm. I present results of simulations on some FTSE 100 Index options data and discuss the implications of viewing the pricing problem in this sequential manner. 1 INTRODUCTION Data from the financial markets has recently been of much interest to the neural computing community. The complexity of the underlying macroeconomic system and how traders react to the flow of information leads to highly nonlinear relationships between observations.

The Neurothermostat is an adaptive controller that regulates indoor air temperature in a residence by switching a furnace on or off. The task is framed as an optimal control problem in which both comfort and energy costs are considered as part of the control objective. Because the consequences of control decisions are delayed in time, the N eurothermostat must anticipate heating demands with predictive models of occupancy patterns and the thermal response of the house and furnace. Occupancy pattern prediction is achieved by a hybrid neural net / lookup table. The Neurothermostat searches, at each discrete time step, for a decision sequence that minimizes the expected cost over a fixed planning horizon.

Artificial Neural Networks can be used to predict future returns of stocks in order to take financial decisions. Should one build a separate network for each stock or share the same network for all the stocks? In this paper we also explore other alternatives, in which some layers are shared and others are not shared. When the prediction of future returns for different stocks are viewed as different tasks, sharing some parameters across stocks is a form of multi-task learning. In a series of experiments with Canadian stocks, we obtain yearly returns that are more than 14% above various benchmarks.

In a communication network in which traffic sources can be dynamically added or removed, an access controller must decide when to accept or reject a new traffic source based on whether, if added, acceptable service would be given to all carried sources. Unlike best-effort services such as the internet, we consider the case where traffic sources are given quality of service (QoS) guarantees such as maximum delay, delay variation, or loss rate. The goal of the controller is to accept the maximal number of users while guaranteeing QoS. To accommodate diverse sources such as constant bit rate voice, variablerate video, and bursty computer data, packet-based protocols are used. We consider QOS in terms of lost packets (Le.

It has been suggested that long-range intrinsic connections in striate cortex may play a role in contour extraction (Gilbert et aI., 1996). A number of recent physiological and psychophysical studies have examined the possible role of long range connections in the modulation of contrast detection thresholds (Polat and Sagi, 1993,1994; Kapadia et aI., 1995; Kovacs and Julesz, 1994) and various pre-attentive detection tasks (Kovacs and Julesz, 1993; Field et aI., 1993). We have developed a network architecture based on the anatomical connectivity of striate cortex, as well as the temporal dynamics of neuronal processing, that is able to reproduce the observed experimental results. The network has been tested on real images and has applications in terms of identifying salient contours in automatic image processing systems. 1 INTRODUCTION Vision is an active process, and one of the earliest, preattentive actions in visual processing is the identification of the salient contours in a scene. We propose that this process depends upon two properties of striate cortex: the pattern of horizontal connections between orientation columns, and temporal synchronization of cell responses. In particular, we propose that perceptual salience is directly related to the degree of cell synchronization. We present results of network simulations that account for recent physiological and psychophysical "pop-out" experiments, and which successfully extract salient contours from real images.

We have investigated the possibility that rapid processing in the visual system could be achieved by using the order of firing in different neurones as a code, rather than more conventional firing rate schemes. Using SPIKENET, a neural net simulator based on integrate-and-fire neurones and in which neurones in the input layer function as analogto-delay converters, we have modeled the initial stages of visual processing. Initial results are extremely promising. Even with activity in retinal output cells limited to one spike per neuron per image (effectively ruling out any form of rate coding), sophisticated processing based on asynchronous activation was nonetheless possible.

A simple mathematical model for the large-scale circuitry of primary visual cortex is introduced. It is shown that a basic cortical architecture of recurrent local excitation and lateral inhibition can account quantitatively for such properties as orientation tuning. The model can also account for such local effects as cross-orientation suppression. It is also shown that nonlocal state-dependent coupling between similar orientation patches, when added to the model, can satisfactorily reproduce such effects as non-local iso--orientation suppression, and non-local crossorientation enhancement. Following this an account is given of perceptual phenomena involving object segmentation, such as "popout", and the direct and indirect tilt illusions.

Local disparity information is often sparse and noisy, which creates two conflicting demands when estimating disparity in an image region: the need to spatially average to get an accurate estimate, and the problem of not averaging over discontinuities. We have developed a network model of disparity estimation based on disparityselective neurons, such as those found in the early stages of processing in visual cortex. The model can accurately estimate multiple disparities in a region, which may be caused by transparency or occlusion, in real images and random-dot stereograms. The use of a selection mechanism to selectively integrate reliable local disparity estimates results in superior performance compared to standard back-propagation and cross-correlation approaches. In addition, the representations learned with this selection mechanism are consistent with recent neurophysiological results of von der Heydt, Zhou, Friedman, and Poggio [8] for cells in cortical visual area V2. Combining multi-scale biologically-plausible image processing with the power of the mixture-of-experts learning algorithm represents a promising approach that yields both high performance and new insights into visual system function.

In this paper we propose a model for the lateral connectivity of orientation-selective cells in the visual cortex based on informationtheoretic considerations. We study the properties of the input signal to the visual cortex and find new statistical structures which have not been processed in the retino-geniculate pathway. Applying the idea that the system optimizes the representation of incoming signals, we derive the lateral connectivity that will achieve this for a set of local orientation-selective patches, as well as the complete spatial structure of a layer of such patches. We compare the results with various physiological measurements.