Sylvain Sardy

Assessment and analysis of mechanical allodynia-like behavior induced by spared nerve injury (SNI) in the mouse

Abstract Experimental models of peripheral nerve injury have been developed to study mechanisms of neuropathic pain. In the spared nerve injury (SNI) model in rats, the common peroneal and tibial nerves are injured, producing consistent and reproducible pain hypersensitivity in the territory of the spared sural nerve. In this study, we investigated whether SNI in mice is also a valid model system for neuropathic pain. SNI results in a significant decrease in withdrawal threshold in SNI‐operated mice. The effect is very consistent between animals and persists for the four weeks of the study. We also determined the relative frequency of paw withdrawal for each of a series of 11 von Frey hairs. Analysis of response frequency using a mixed‐effects model that integrates all variables (nerve injury, paw, gender, and time) shows a very stable effect of SNI over time and also reveals subtle divergences between variables, including gender‐based differences in mechanical sensitivity. We tested two variants of the SNI model and found that injuring the tibial nerve alone induces mechanical hypersensitivity, while injuring the common peroneal and sural nerves together does not induce any significant increase in mechanical sensitivity in the territory of the spared tibial nerve. SNI induces a mechanical allodynia‐like response in mice and we believe that our improved method of assessment and data analysis will reveal additional internal and external variability factors in models of persistent pain. Use of this model in genetically altered mice should be very effective for determining the mechanisms involved in neuropathic pain.

Block Coordinate Relaxation Methods for Nonparametric Wavelet Denoising

Abstract An important class of nonparametric signal processing methods entails forming a set of predictors from an overcomplete set of basis functions associated with a fast transform (e.g., wavelet packets). In these methods, the number of basis functions can far exceed the number of sample values in the signal, leading to an ill-posed prediction problem. The “basis pursuit” denoising method of Chen, Donoho, and Saunders regularizes the prediction problem by adding an l 1 penalty term on the coefficients for the basis functions. Use of an l 1 penalty instead of l 2 has significant benefits, including higher resolution of signals close in time/frequency and a more parsimonious representation. The l 1 penalty, however, poses a challenging optimization problem that was solved by Chen, Donoho and Saunders using a novel application of interior-point algorithms (IP). This article investigates an alternative optimization approach based on block coordinate relaxation (BCR) for sets of basis functions that are the finite union of sets of orthonormal basis functions (e.g., wavelet packets). We show that the BCR algorithm is globally convergent, and empirically, the BCR algorithm is faster than the IP algorithm for a variety of signal denoising problems.

Robust wavelet denoising

For extracting a signal from noisy data, waveshrink and basis pursuit are powerful tools both from an empirical and asymptotic point of view. They are especially efficient at estimating spatially inhomogeneous signals when the noise is Gaussian. Their performance is altered when the noise has a long tail distribution, for instance, when outliers are present. We propose a robust wavelet-based estimator using a robust loss function. This entails solving a nontrivial optimization problem and appropriately choosing the smoothing and robustness parameters. We illustrate the advantage of the robust wavelet denoising procedure on simulated and real data.

Minimax threshold for denoising complex signals with Waveshrink

For the problem of signal extraction from noisy data, Waveshrink has proven to be a powerful tool, both from an empirical and an asymptotic point of view. Waveshrink is especially efficient at estimating spatially inhomogeneous signals. A key step of the procedure is the selection of the threshold parameter. Donoho and Johnstone (1994) propose a selection of the threshold based on a minimax principle. Their derivation is specifically for real signals and real wavelet transforms. In this paper, we propose to extend the use of Waveshrink to denoising complex signals with complex wavelet transforms. We illustrate the problem of denoising complex signals with an electronic surveillance application.

Wavelet shrinkage for unequally spaced data

Wavelet shrinkage (WaveShrink) is a relatively new technique for nonparametric function estimation that has been shown to have asymptotic near-optimality properties over a wide class of functions. As originally formulated by Donoho and Johnstone, WaveShrink assumes equally spaced data. Because so many statistical applications (e.g., scatterplot smoothing) naturally involve unequally spaced data, we investigate in this paper how WaveShrink can be adapted to handle such data. Focusing on the Haar wavelet, we propose four approaches that extend the Haar wavelet transform to the unequally spaced case. Each approach is formulated in terms of continuous wavelet basis functions applied to a piecewise constant interpolation of the observed data, and each approach leads to wavelet coefficients that can be computed via a matrix transform of the original data. For each approach, we propose a practical way of adapting WaveShrink. We compare the four approaches in a Monte Carlo study and find them to be quite comparable in performance. The computationally simplest approach (isometric wavelets) has an appealing justification in terms of a weighted mean square error criterion and readily generalizes to wavelets of higher order than the Haar.

Automatic Smoothing With Wavelets for a Wide Class of Distributions

Wavelet-based denoising techniques are well suited to estimate spatially inhomogeneous signals. Waveshrink (Donoho and Johnstone) assumes independent Gaussian errors and equispaced sampling of the signal. Various articles have relaxed some of these assumptions, but a systematic generalization to distributions such as Poisson, binomial, or Bernoulli is missing. We consider a unifying l1-penalized likelihood approach to regularize the maximum likelihood estimation by adding an l1 penalty of the wavelet coefficients. Our approach works for all types of wavelets and for a range of noise distributions. We develop both an algorithm to solve the estimation problem and rules to select the smoothing parameter automatically. In particular, using results from Poisson processes, we give an explicit formula for the universal smoothing parameter to denoise Poisson measurements. Simulations show that the procedure is an improvement over other methods. An astronomy example is given.

Extreme-Quantile Tracking for Financial Time Series

Time series of financial asset values exhibit well known statistical features such as heavy tails and volatility clustering. Strongly present in some series, nonstationarity is a feature that has been somewhat overlooked. This may however be a highly relevant feature when estimating extreme quantiles (VaR) for such series. We propose a nonparametric extension of the classical Peaks-Over-Threshold method to fit the time varying volatility in situations where the stationarity assumption is strongly violated by erratic changes of regime. A back testing study for the UBS share price over the subprime crisis reveals that our approach provides better extreme-quantile (VaR) estimates than methods that ignore nonstationarity.

On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions

We consider Bayesian nonparametric function estimation using a Markov random field prior based on the Laplace distribution. We describe efficient methods for finding the exact maximum a posteriori estimate, which handle constraints naturally and avoid the problems posed by nondifferentiability of the posterior distribution; the methods also make links to spline and wavelet smoothers and to a dual posterior distribution. Three automatic smoothing parameter selection procedures are described: empirical Bayes, two-fold cross-validation, and a universal rule for the Laplace prior. Monte Carlo simulation with Gaussian and Poisson responses demonstrates that the new estimator can give better estimates of nonsmooth functions than can a similar prior based on the Gaussian distribution or wavelet-based competitors. Applications are given to spectral density estimation and to Poisson image denoising.

AMlet, RAMlet, and GAMlet: Automatic Nonlinear Fitting of Additive Models, Robust and Generalized, With Wavelets

A simple and yet powerful method is presented to estimate nonlinearly and nonparametrically the components of additive models using wavelets. The estimator enjoys the good statistical and computational properties of the Waveshrink scatterplot smoother and it can be efficiently computed using the block coordinate relaxation optimization technique. A rule for the automatic selection of the smoothing parameters, suitable for data mining of large datasets, is derived. The wavelet-based method is then extended to estimate generalized additive models. A primal-dual log-barrier interior point algorithm is proposed to solve the corresponding convex programming problem. Based on an asymptotic analysis, a rule for selecting the smoothing parameters is derived, enabling the estimator to be fully automated in practice. We illustrate the finite sample property with a Gaussian and a Poisson simulation.

Adaptive shrinkage of singular values

To recover a low-rank structure from a noisy matrix, truncated singular value decomposition has been extensively used and studied. Recent studies suggested that the signal can be better estimated by shrinking the singular values as well. We pursue this line of research and propose a new estimator offering a continuum of thresholding and shrinking functions. To avoid an unstable and costly cross-validation search, we propose new rules to select two thresholding and shrinking parameters from the data. In particular we propose a generalized Stein unbiased risk estimation criterion that does not require knowledge of the variance of the noise and that is computationally fast. A Monte Carlo simulation reveals that our estimator outperforms the tested methods in terms of mean squared error on both low-rank and general signal matrices across different signal-to-noise ratio regimes. In addition, it accurately estimates the rank of the signal when it is detectable.