Iead Rezek

2papers

2 Papers

MLJun 14, 2014
Dimensionality reduction for time series data

Diego Vidaurre, Iead Rezek, Samuel L. Harrison et al.

Despite the fact that they do not consider the temporal nature of data, classic dimensionality reduction techniques, such as PCA, are widely applied to time series data. In this paper, we introduce a factor decomposition specific for time series that builds upon the Bayesian multivariate autoregressive model and hence evades the assumption that data points are mutually independent. The key is to find a low-rank estimation of the autoregressive matrices. As in the probabilistic version of other factor models, this induces a latent low-dimensional representation of the original data. We discuss some possible generalisations and alternatives, with the most relevant being a technique for simultaneous smoothing and dimensionality reduction. To illustrate the potential applications, we apply the model on a synthetic data set and different types of neuroimaging data (EEG and ECoG).

MLJul 19, 2012
Models of Disease Spectra

Iead Rezek, Christian Beckmann

Case vs control comparisons have been the classical approach to the study of neurological diseases. However, most patients will not fall cleanly into either group. Instead, clinicians will typically find patients that cannot be classified as having clearly progressed into the disease state. For those subjects, very little can be said about their brain function on the basis of analyses of group differences. To describe the intermediate brain function requires models that interpolate between the disease states. We have chosen Gaussian Processes (GP) regression to obtain a continuous spectrum of brain activation and to extract the unknown disease progression profile. Our models incorporate spatial distribution of measures of activation, e.g. the correlation of an fMRI trace with an input stimulus, and so constitute ultra-high multi-variate GP regressors. We applied GPs to model fMRI image phenotypes across Alzheimer's Disease (AD) behavioural measures, e.g. MMSE, ACE etc. scores, and obtained predictions at non-observed MMSE/ACE values. The overall model confirmed the known reduction in the spatial extent of activity in response to reading versus false-font stimulation. The predictive uncertainty indicated the worsening confidence intervals at behavioural scores distance from those used for GP training. Thus, the model indicated the type of patient (what behavioural score) that would need to included in the training data to improve models predictions.