Stochastic analytic regularization
International Nuclear Information System (INIS)
Alfaro, J.
1984-07-01
Stochastic regularization is reexamined, pointing out a restriction on its use due to a new type of divergence which is not present in the unregulated theory. Furthermore, we introduce a new form of stochastic regularization which permits the use of a minimal subtraction scheme to define the renormalized Green functions. (author)
RES: Regularized Stochastic BFGS Algorithm
Mokhtari, Aryan; Ribeiro, Alejandro
2014-12-01
RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.
Analytic stochastic regularization and gange invariance
International Nuclear Information System (INIS)
Abdalla, E.; Gomes, M.; Lima-Santos, A.
1986-05-01
A proof that analytic stochastic regularization breaks gauge invariance is presented. This is done by an explicit one loop calculation of the vaccum polarization tensor in scalar electrodynamics, which turns out not to be transversal. The counterterm structure, Langevin equations and the construction of composite operators in the general framework of stochastic quantization, are also analysed. (Author) [pt
Analytic stochastic regularization and gauge theories
International Nuclear Information System (INIS)
Abdalla, E.; Gomes, M.; Lima-Santos, A.
1987-04-01
We prove that analytic stochatic regularization braks gauge invariance. This is done by an explicit one loop calculation of the two three and four point vertex functions of the gluon field in scalar chromodynamics, which turns out not to be geuge invariant. We analyse the counter term structure, Langevin equations and the construction of composite operators in the general framework of stochastic quantization. (author) [pt
Analytic stochastic regularization: gauge and supersymmetry theories
International Nuclear Information System (INIS)
Abdalla, M.C.B.
1988-01-01
Analytic stochastic regularization for gauge and supersymmetric theories is considered. Gauge invariance in spinor and scalar QCD is verified to brak fown by an explicit one loop computation of the two, theree and four point vertex function of the gluon field. As a result, non gauge invariant counterterms must be added. However, in the supersymmetric multiplets there is a cancellation rendering the counterterms gauge invariant. The calculation is considered at one loop order. (author) [pt
Manifold Regularized Reinforcement Learning.
Li, Hongliang; Liu, Derong; Wang, Ding
2018-04-01
This paper introduces a novel manifold regularized reinforcement learning scheme for continuous Markov decision processes. Smooth feature representations for value function approximation can be automatically learned using the unsupervised manifold regularization method. The learned features are data-driven, and can be adapted to the geometry of the state space. Furthermore, the scheme provides a direct basis representation extension for novel samples during policy learning and control. The performance of the proposed scheme is evaluated on two benchmark control tasks, i.e., the inverted pendulum and the energy storage problem. Simulation results illustrate the concepts of the proposed scheme and show that it can obtain excellent performance.
Regularization in Matrix Relevance Learning
Schneider, Petra; Bunte, Kerstin; Stiekema, Han; Hammer, Barbara; Villmann, Thomas; Biehl, Michael
A In this paper, we present a regularization technique to extend recently proposed matrix learning schemes in learning vector quantization (LVQ). These learning algorithms extend the concept of adaptive distance measures in LVQ to the use of relevance matrices. In general, metric learning can
Stochastic dynamic modeling of regular and slow earthquakes
Aso, N.; Ando, R.; Ide, S.
2017-12-01
Both regular and slow earthquakes are slip phenomena on plate boundaries and are simulated by a (quasi-)dynamic modeling [Liu and Rice, 2005]. In these numerical simulations, spatial heterogeneity is usually considered not only for explaining real physical properties but also for evaluating the stability of the calculations or the sensitivity of the results on the condition. However, even though we discretize the model space with small grids, heterogeneity at smaller scales than the grid size is not considered in the models with deterministic governing equations. To evaluate the effect of heterogeneity at the smaller scales we need to consider stochastic interactions between slip and stress in a dynamic modeling. Tidal stress is known to trigger or affect both regular and slow earthquakes [Yabe et al., 2015; Ide et al., 2016], and such an external force with fluctuation can also be considered as a stochastic external force. A healing process of faults may also be stochastic, so we introduce stochastic friction law. In the present study, we propose a stochastic dynamic model to explain both regular and slow earthquakes. We solve mode III problem, which corresponds to the rupture propagation along the strike direction. We use BIEM (boundary integral equation method) scheme to simulate slip evolution, but we add stochastic perturbations in the governing equations, which is usually written in a deterministic manner. As the simplest type of perturbations, we adopt Gaussian deviations in the formulation of the slip-stress kernel, external force, and friction. By increasing the amplitude of perturbations of the slip-stress kernel, we reproduce complicated rupture process of regular earthquakes including unilateral and bilateral ruptures. By perturbing external force, we reproduce slow rupture propagation at a scale of km/day. The slow propagation generated by a combination of fast interaction at S-wave velocity is analogous to the kinetic theory of gasses: thermal
Analytic stochastic regularization in QCD and its supersymmetric extension
International Nuclear Information System (INIS)
Abdalla, E.; Vianna, R.L.
1987-08-01
We outline some features of stochastic quantization and regularization of fermionic fields with applications to spinor QCD, showing the appearence of a non-gauge invariant counterterm. We also show that non-invariant terms cancel in supersymmetric multiplets. (Author) [pt
Regular and stochastic particle motion in plasma dynamics
International Nuclear Information System (INIS)
Kaufman, A.N.
1979-08-01
A Hamiltonian formalism is presented for the study of charged-particle trajectories in the self-consistent field of the particles. The intention is to develop a general approach to plasma dynamics. Transformations of phase-space variables are used to separate out the regular, adiabatic motion from the irregular, stochastic trajectories. Several new techniques are included in this presentation
Sparse Learning with Stochastic Composite Optimization.
Zhang, Weizhong; Zhang, Lijun; Jin, Zhongming; Jin, Rong; Cai, Deng; Li, Xuelong; Liang, Ronghua; He, Xiaofei
2017-06-01
In this paper, we study Stochastic Composite Optimization (SCO) for sparse learning that aims to learn a sparse solution from a composite function. Most of the recent SCO algorithms have already reached the optimal expected convergence rate O(1/λT), but they often fail to deliver sparse solutions at the end either due to the limited sparsity regularization during stochastic optimization (SO) or due to the limitation in online-to-batch conversion. Even when the objective function is strongly convex, their high probability bounds can only attain O(√{log(1/δ)/T}) with δ is the failure probability, which is much worse than the expected convergence rate. To address these limitations, we propose a simple yet effective two-phase Stochastic Composite Optimization scheme by adding a novel powerful sparse online-to-batch conversion to the general Stochastic Optimization algorithms. We further develop three concrete algorithms, OptimalSL, LastSL and AverageSL, directly under our scheme to prove the effectiveness of the proposed scheme. Both the theoretical analysis and the experiment results show that our methods can really outperform the existing methods at the ability of sparse learning and at the meantime we can improve the high probability bound to approximately O(log(log(T)/δ)/λT).
Stochastic Synapses Enable Efficient Brain-Inspired Learning Machines
Neftci, Emre O.; Pedroni, Bruno U.; Joshi, Siddharth; Al-Shedivat, Maruan; Cauwenberghs, Gert
2016-01-01
Recent studies have shown that synaptic unreliability is a robust and sufficient mechanism for inducing the stochasticity observed in cortex. Here, we introduce Synaptic Sampling Machines (S2Ms), a class of neural network models that uses synaptic stochasticity as a means to Monte Carlo sampling and unsupervised learning. Similar to the original formulation of Boltzmann machines, these models can be viewed as a stochastic counterpart of Hopfield networks, but where stochasticity is induced by a random mask over the connections. Synaptic stochasticity plays the dual role of an efficient mechanism for sampling, and a regularizer during learning akin to DropConnect. A local synaptic plasticity rule implementing an event-driven form of contrastive divergence enables the learning of generative models in an on-line fashion. S2Ms perform equally well using discrete-timed artificial units (as in Hopfield networks) or continuous-timed leaky integrate and fire neurons. The learned representations are remarkably sparse and robust to reductions in bit precision and synapse pruning: removal of more than 75% of the weakest connections followed by cursory re-learning causes a negligible performance loss on benchmark classification tasks. The spiking neuron-based S2Ms outperform existing spike-based unsupervised learners, while potentially offering substantial advantages in terms of power and complexity, and are thus promising models for on-line learning in brain-inspired hardware. PMID:27445650
Full particle orbit effects in regular and stochastic magnetic fields
Energy Technology Data Exchange (ETDEWEB)
Ogawa, Shun, E-mail: shun.ogawa@cpt.univ-mrs.fr [Aix Marseille Univ., Univ. Toulon, CNRS, CPT, Marseille (France); CEA, IRFM, F-13108 St. Paul-lez-Durance Cedex (France); Cambon, Benjamin; Leoncini, Xavier; Vittot, Michel [Aix Marseille Univ., Univ. Toulon, CNRS, CPT, Marseille (France); Castillo-Negrete, Diego del [Oak Ridge National Laboratory, Oak Ridge, Tennessee 37831-6169 (United States); Dif-Pradalier, Guilhem; Garbet, Xavier [CEA, IRFM, F-13108 St. Paul-lez-Durance Cedex (France)
2016-07-15
We present a numerical study of charged particle motion in a time-independent magnetic field in cylindrical geometry. The magnetic field model consists of an unperturbed reversed-shear (non-monotonic q-profile) helical part and a perturbation consisting of a superposition of modes. Contrary to most of the previous studies, the particle trajectories are computed by directly solving the full Lorentz force equations of motion in a six-dimensional phase space using a sixth-order, implicit, symplectic Gauss-Legendre method. The level of stochasticity in the particle orbits is diagnosed using averaged, effective Poincare sections. It is shown that when only one mode is present, the particle orbits can be stochastic even though the magnetic field line orbits are not stochastic (i.e., fully integrable). The lack of integrability of the particle orbits in this case is related to separatrix crossing and the breakdown of the global conservation of the magnetic moment. Some perturbation consisting of two modes creates resonance overlapping, leading to Hamiltonian chaos in magnetic field lines. Then, the particle orbits exhibit a nontrivial dynamics depending on their energy and pitch angle. It is shown that the regions where the particle motion is stochastic decrease as the energy increases. The non-monotonicity of the q-profile implies the existence of magnetic ITBs (internal transport barriers) which correspond to shearless flux surfaces located in the vicinity of the q-profile minimum. It is shown that depending on the energy, these magnetic ITBs might or might not confine particles. That is, magnetic ITBs act as an energy-dependent particle confinement filter. Magnetic field lines in reversed-shear configurations exhibit topological bifurcations (from homoclinic to heteroclinic) due to separatrix reconnection. We show that a similar but more complex scenario appears in the case of particle orbits that depend in a non-trivial way on the energy and pitch angle of the
A Regularization SAA Scheme for a Stochastic Mathematical Program with Complementarity Constraints
Directory of Open Access Journals (Sweden)
Yu-xin Li
2014-01-01
Full Text Available To reflect uncertain data in practical problems, stochastic versions of the mathematical program with complementarity constraints (MPCC have drawn much attention in the recent literature. Our concern is the detailed analysis of convergence properties of a regularization sample average approximation (SAA method for solving a stochastic mathematical program with complementarity constraints (SMPCC. The analysis of this regularization method is carried out in three steps: First, the almost sure convergence of optimal solutions of the regularized SAA problem to that of the true problem is established by the notion of epiconvergence in variational analysis. Second, under MPCC-MFCQ, which is weaker than MPCC-LICQ, we show that any accumulation point of Karash-Kuhn-Tucker points of the regularized SAA problem is almost surely a kind of stationary point of SMPCC as the sample size tends to infinity. Finally, some numerical results are reported to show the efficiency of the method proposed.
Linear System Control Using Stochastic Learning Automata
Ziyad, Nigel; Cox, E. Lucien; Chouikha, Mohamed F.
1998-01-01
This paper explains the use of a Stochastic Learning Automata (SLA) to control switching between three systems to produce the desired output response. The SLA learns the optimal choice of the damping ratio for each system to achieve a desired result. We show that the SLA can learn these states for the control of an unknown system with the proper choice of the error criteria. The results of using a single automaton are compared to using multiple automata.
Learning Theory Estimates with Observations from General Stationary Stochastic Processes.
Hang, Hanyuan; Feng, Yunlong; Steinwart, Ingo; Suykens, Johan A K
2016-12-01
This letter investigates the supervised learning problem with observations drawn from certain general stationary stochastic processes. Here by general, we mean that many stationary stochastic processes can be included. We show that when the stochastic processes satisfy a generalized Bernstein-type inequality, a unified treatment on analyzing the learning schemes with various mixing processes can be conducted and a sharp oracle inequality for generic regularized empirical risk minimization schemes can be established. The obtained oracle inequality is then applied to derive convergence rates for several learning schemes such as empirical risk minimization (ERM), least squares support vector machines (LS-SVMs) using given generic kernels, and SVMs using gaussian kernels for both least squares and quantile regression. It turns out that for independent and identically distributed (i.i.d.) processes, our learning rates for ERM recover the optimal rates. For non-i.i.d. processes, including geometrically [Formula: see text]-mixing Markov processes, geometrically [Formula: see text]-mixing processes with restricted decay, [Formula: see text]-mixing processes, and (time-reversed) geometrically [Formula: see text]-mixing processes, our learning rates for SVMs with gaussian kernels match, up to some arbitrarily small extra term in the exponent, the optimal rates. For the remaining cases, our rates are at least close to the optimal rates. As a by-product, the assumed generalized Bernstein-type inequality also provides an interpretation of the so-called effective number of observations for various mixing processes.
Directory of Open Access Journals (Sweden)
Mohammed Alawad
2015-03-01
Full Text Available This paper considers the problem of how to efficiently measure a large and complex information field with optimally few observations. Specifically, we investigate how to stochastically estimate modular criticality values in a large-scale digital circuit with a very limited number of measurements in order to minimize the total measurement efforts and time. We prove that, through sparsity-promoting transform domain regularization and by strategically integrating compressive sensing with Bayesian learning, more than 98% of the overall measurement accuracy can be achieved with fewer than 10% of measurements as required in a conventional approach that uses exhaustive measurements. Furthermore, we illustrate that the obtained criticality results can be utilized to selectively fortify large-scale digital circuits for operation with narrow voltage headrooms and in the presence of soft-errors rising at near threshold voltage levels, without excessive hardware overheads. Our numerical simulation results have shown that, by optimally allocating only 10% circuit redundancy, for some large-scale benchmark circuits, we can achieve more than a three-times reduction in its overall error probability, whereas if randomly distributing such 10% hardware resource, less than 2% improvements in the target circuit’s overall robustness will be observed. Finally, we conjecture that our proposed approach can be readily applied to estimate other essential properties of digital circuits that are critical to designing and analyzing them, such as the observability measure in reliability analysis and the path delay estimation in stochastic timing analysis. The only key requirement of our proposed methodology is that these global information fields exhibit a certain degree of smoothness, which is universally true for almost any physical phenomenon.
Manifold Regularized Experimental Design for Active Learning.
Zhang, Lining; Shum, Hubert P H; Shao, Ling
2016-12-02
Various machine learning and data mining tasks in classification require abundant data samples to be labeled for training. Conventional active learning methods aim at labeling the most informative samples for alleviating the labor of the user. Many previous studies in active learning select one sample after another in a greedy manner. However, this is not very effective because the classification models has to be retrained for each newly labeled sample. Moreover, many popular active learning approaches utilize the most uncertain samples by leveraging the classification hyperplane of the classifier, which is not appropriate since the classification hyperplane is inaccurate when the training data are small-sized. The problem of insufficient training data in real-world systems limits the potential applications of these approaches. This paper presents a novel method of active learning called manifold regularized experimental design (MRED), which can label multiple informative samples at one time for training. In addition, MRED gives an explicit geometric explanation for the selected samples to be labeled by the user. Different from existing active learning methods, our method avoids the intrinsic problems caused by insufficiently labeled samples in real-world applications. Various experiments on synthetic datasets, the Yale face database and the Corel image database have been carried out to show how MRED outperforms existing methods.
Learning Sparse Visual Representations with Leaky Capped Norm Regularizers
Wangni, Jianqiao; Lin, Dahua
2017-01-01
Sparsity inducing regularization is an important part for learning over-complete visual representations. Despite the popularity of $\\ell_1$ regularization, in this paper, we investigate the usage of non-convex regularizations in this problem. Our contribution consists of three parts. First, we propose the leaky capped norm regularization (LCNR), which allows model weights below a certain threshold to be regularized more strongly as opposed to those above, therefore imposes strong sparsity and...
MRI reconstruction with joint global regularization and transform learning.
Tanc, A Korhan; Eksioglu, Ender M
2016-10-01
Sparsity based regularization has been a popular approach to remedy the measurement scarcity in image reconstruction. Recently, sparsifying transforms learned from image patches have been utilized as an effective regularizer for the Magnetic Resonance Imaging (MRI) reconstruction. Here, we infuse additional global regularization terms to the patch-based transform learning. We develop an algorithm to solve the resulting novel cost function, which includes both patchwise and global regularization terms. Extensive simulation results indicate that the introduced mixed approach has improved MRI reconstruction performance, when compared to the algorithms which use either of the patchwise transform learning or global regularization terms alone. Copyright © 2016 Elsevier Ltd. All rights reserved.
Path to Stochastic Stability: Comparative Analysis of Stochastic Learning Dynamics in Games
Jaleel, Hassan; Shamma, Jeff S.
2018-01-01
dynamics: Log-Linear Learning (LLL) and Metropolis Learning (ML). Although both of these dynamics have the same stochastically stable states, LLL and ML correspond to different behavioral models for decision making. Moreover, we demonstrate through
Path to Stochastic Stability: Comparative Analysis of Stochastic Learning Dynamics in Games
Jaleel, Hassan
2018-04-08
Stochastic stability is a popular solution concept for stochastic learning dynamics in games. However, a critical limitation of this solution concept is its inability to distinguish between different learning rules that lead to the same steady-state behavior. We address this limitation for the first time and develop a framework for the comparative analysis of stochastic learning dynamics with different update rules but same steady-state behavior. We present the framework in the context of two learning dynamics: Log-Linear Learning (LLL) and Metropolis Learning (ML). Although both of these dynamics have the same stochastically stable states, LLL and ML correspond to different behavioral models for decision making. Moreover, we demonstrate through an example setup of sensor coverage game that for each of these dynamics, the paths to stochastically stable states exhibit distinctive behaviors. Therefore, we propose multiple criteria to analyze and quantify the differences in the short and medium run behavior of stochastic learning dynamics. We derive and compare upper bounds on the expected hitting time to the set of Nash equilibria for both LLL and ML. For the medium to long-run behavior, we identify a set of tools from the theory of perturbed Markov chains that result in a hierarchical decomposition of the state space into collections of states called cycles. We compare LLL and ML based on the proposed criteria and develop invaluable insights into the comparative behavior of the two dynamics.
Regularity of random attractors for fractional stochastic reaction-diffusion equations on Rn
Gu, Anhui; Li, Dingshi; Wang, Bixiang; Yang, Han
2018-06-01
We investigate the regularity of random attractors for the non-autonomous non-local fractional stochastic reaction-diffusion equations in Hs (Rn) with s ∈ (0 , 1). We prove the existence and uniqueness of the tempered random attractor that is compact in Hs (Rn) and attracts all tempered random subsets of L2 (Rn) with respect to the norm of Hs (Rn). The main difficulty is to show the pullback asymptotic compactness of solutions in Hs (Rn) due to the noncompactness of Sobolev embeddings on unbounded domains and the almost sure nondifferentiability of the sample paths of the Wiener process. We establish such compactness by the ideas of uniform tail-estimates and the spectral decomposition of solutions in bounded domains.
Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity
Haji Ali, Abdul Lateef; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raul
2016-01-01
We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation (PDE) with random data, where the random coefficient is parametrized by means of a countable sequence of terms in a suitable expansion. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data, and naturally, the error analysis uses the joint regularity of the solution with respect to both the variables in the physical domain and parametric variables. In MISC, the number of problem solutions performed at each discretization level is not determined by balancing the spatial and stochastic components of the error, but rather by suitably extending the knapsack-problem approach employed in the construction of the quasi-optimal sparse-grids and Multi-index Monte Carlo methods, i.e., we use a greedy optimization procedure to select the most effective mixed differences to include in the MISC estimator. We apply our theoretical estimates to a linear elliptic PDE in which the log-diffusion coefficient is modeled as a random field, with a covariance similar to a Matérn model, whose realizations have spatial regularity determined by a scalar parameter. We conduct a complexity analysis based on a summability argument showing algebraic rates of convergence with respect to the overall computational work. The rate of convergence depends on the smoothness parameter, the physical dimensionality and the efficiency of the linear solver. Numerical experiments show the effectiveness of MISC in this infinite dimensional setting compared with the Multi-index Monte Carlo method and compare the convergence rate against the rates predicted in our theoretical analysis. © 2016 SFoCM
Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity
Haji Ali, Abdul Lateef
2016-08-26
We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation (PDE) with random data, where the random coefficient is parametrized by means of a countable sequence of terms in a suitable expansion. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data, and naturally, the error analysis uses the joint regularity of the solution with respect to both the variables in the physical domain and parametric variables. In MISC, the number of problem solutions performed at each discretization level is not determined by balancing the spatial and stochastic components of the error, but rather by suitably extending the knapsack-problem approach employed in the construction of the quasi-optimal sparse-grids and Multi-index Monte Carlo methods, i.e., we use a greedy optimization procedure to select the most effective mixed differences to include in the MISC estimator. We apply our theoretical estimates to a linear elliptic PDE in which the log-diffusion coefficient is modeled as a random field, with a covariance similar to a Matérn model, whose realizations have spatial regularity determined by a scalar parameter. We conduct a complexity analysis based on a summability argument showing algebraic rates of convergence with respect to the overall computational work. The rate of convergence depends on the smoothness parameter, the physical dimensionality and the efficiency of the linear solver. Numerical experiments show the effectiveness of MISC in this infinite dimensional setting compared with the Multi-index Monte Carlo method and compare the convergence rate against the rates predicted in our theoretical analysis. © 2016 SFoCM
Multi-task feature learning by using trace norm regularization
Directory of Open Access Journals (Sweden)
Jiangmei Zhang
2017-11-01
Full Text Available Multi-task learning can extract the correlation of multiple related machine learning problems to improve performance. This paper considers applying the multi-task learning method to learn a single task. We propose a new learning approach, which employs the mixture of expert model to divide a learning task into several related sub-tasks, and then uses the trace norm regularization to extract common feature representation of these sub-tasks. A nonlinear extension of this approach by using kernel is also provided. Experiments conducted on both simulated and real data sets demonstrate the advantage of the proposed approach.
Stochastic learning in oxide binary synaptic device for neuromorphic computing.
Yu, Shimeng; Gao, Bin; Fang, Zheng; Yu, Hongyu; Kang, Jinfeng; Wong, H-S Philip
2013-01-01
Hardware implementation of neuromorphic computing is attractive as a computing paradigm beyond the conventional digital computing. In this work, we show that the SET (off-to-on) transition of metal oxide resistive switching memory becomes probabilistic under a weak programming condition. The switching variability of the binary synaptic device implements a stochastic learning rule. Such stochastic SET transition was statistically measured and modeled for a simulation of a winner-take-all network for competitive learning. The simulation illustrates that with such stochastic learning, the orientation classification function of input patterns can be effectively realized. The system performance metrics were compared between the conventional approach using the analog synapse and the approach in this work that employs the binary synapse utilizing the stochastic learning. The feasibility of using binary synapse in the neurormorphic computing may relax the constraints to engineer continuous multilevel intermediate states and widens the material choice for the synaptic device design.
Stochastic Learning and the Intuitive Criterion in Simple Signaling Games
DEFF Research Database (Denmark)
Sloth, Birgitte; Whitta-Jacobsen, Hans Jørgen
A stochastic learning process for signaling games with two types, two signals, and two responses gives rise to equilibrium selection which is in remarkable accordance with the selection obtained by the intuitive criterion......A stochastic learning process for signaling games with two types, two signals, and two responses gives rise to equilibrium selection which is in remarkable accordance with the selection obtained by the intuitive criterion...
Stochastic Online Learning in Dynamic Networks under Unknown Models
2016-08-02
The key is to develop online learning strategies at each individual node. Specifically, through local information exchange with its neighbors, each...infinitely repeated game with incomplete information and developed a dynamic pricing strategy referred to as Competitive and Cooperative Demand Learning...Stochastic Online Learning in Dynamic Networks under Unknown Models This research aims to develop fundamental theories and practical algorithms for
Learning regularization parameters for general-form Tikhonov
International Nuclear Information System (INIS)
Chung, Julianne; Español, Malena I
2017-01-01
Computing regularization parameters for general-form Tikhonov regularization can be an expensive and difficult task, especially if multiple parameters or many solutions need to be computed in real time. In this work, we assume training data is available and describe an efficient learning approach for computing regularization parameters that can be used for a large set of problems. We consider an empirical Bayes risk minimization framework for finding regularization parameters that minimize average errors for the training data. We first extend methods from Chung et al (2011 SIAM J. Sci. Comput. 33 3132–52) to the general-form Tikhonov problem. Then we develop a learning approach for multi-parameter Tikhonov problems, for the case where all involved matrices are simultaneously diagonalizable. For problems where this is not the case, we describe an approach to compute near-optimal regularization parameters by using operator approximations for the original problem. Finally, we propose a new class of regularizing filters, where solutions correspond to multi-parameter Tikhonov solutions, that requires less data than previously proposed optimal error filters, avoids the generalized SVD, and allows flexibility and novelty in the choice of regularization matrices. Numerical results for 1D and 2D examples using different norms on the errors show the effectiveness of our methods. (paper)
Stochastic sensitivity analysis and Langevin simulation for neural network learning
International Nuclear Information System (INIS)
Koda, Masato
1997-01-01
A comprehensive theoretical framework is proposed for the learning of a class of gradient-type neural networks with an additive Gaussian white noise process. The study is based on stochastic sensitivity analysis techniques, and formal expressions are obtained for stochastic learning laws in terms of functional derivative sensitivity coefficients. The present method, based on Langevin simulation techniques, uses only the internal states of the network and ubiquitous noise to compute the learning information inherent in the stochastic correlation between noise signals and the performance functional. In particular, the method does not require the solution of adjoint equations of the back-propagation type. Thus, the present algorithm has the potential for efficiently learning network weights with significantly fewer computations. Application to an unfolded multi-layered network is described, and the results are compared with those obtained by using a back-propagation method
Stochastic methods of data modeling: application to the reconstruction of non-regular data
International Nuclear Information System (INIS)
Buslig, Leticia
2014-01-01
This research thesis addresses two issues or applications related to IRSN studies. The first one deals with the mapping of measurement data (the IRSN must regularly control the radioactivity level in France and, for this purpose, uses a network of sensors distributed among the French territory). The objective is then to predict, by means of reconstruction model which used observations, maps which will be used to inform the population. The second application deals with the taking of uncertainties into account in complex computation codes (the IRSN must perform safety studies to assess the risks of loss of integrity of a nuclear reactor in case of hypothetical accidents, and for this purpose, codes are used which simulate physical phenomena occurring within an installation). Some input parameters are not precisely known, and the author therefore tries to assess the impact of some uncertainties on simulated values. She notably aims at seeing whether variations of input parameters may push the system towards a behaviour which is very different from that obtained with parameters having a reference value, or even towards a state in which safety conditions are not met. The precise objective of this second part is then to a reconstruction model which is not costly (in terms of computation time) and to perform simulation in relevant areas (strong gradient areas, threshold overrun areas, so on). Two issues are then important: the choice of the approximation model and the construction of the experiment plan. The model is based on a kriging-type stochastic approach, and an important part of the work addresses the development of new numerical techniques of experiment planning. The first part proposes a generic criterion of adaptive planning, and reports its analysis and implementation. In the second part, an alternative to error variance addition is developed. Methodological developments are tested on analytic functions, and then applied to the cases of measurement mapping and
Forecasting financial asset processes: stochastic dynamics via learning neural networks.
Giebel, S; Rainer, M
2010-01-01
Models for financial asset dynamics usually take into account their inherent unpredictable nature by including a suitable stochastic component into their process. Unknown (forward) values of financial assets (at a given time in the future) are usually estimated as expectations of the stochastic asset under a suitable risk-neutral measure. This estimation requires the stochastic model to be calibrated to some history of sufficient length in the past. Apart from inherent limitations, due to the stochastic nature of the process, the predictive power is also limited by the simplifying assumptions of the common calibration methods, such as maximum likelihood estimation and regression methods, performed often without weights on the historic time series, or with static weights only. Here we propose a novel method of "intelligent" calibration, using learning neural networks in order to dynamically adapt the parameters of the stochastic model. Hence we have a stochastic process with time dependent parameters, the dynamics of the parameters being themselves learned continuously by a neural network. The back propagation in training the previous weights is limited to a certain memory length (in the examples we consider 10 previous business days), which is similar to the maximal time lag of autoregressive processes. We demonstrate the learning efficiency of the new algorithm by tracking the next-day forecasts for the EURTRY and EUR-HUF exchange rates each.
Less is more: regularization perspectives on large scale machine learning
CERN. Geneva
2017-01-01
Deep learning based techniques provide a possible solution at the expanse of theoretical guidance and, especially, of computational requirements. It is then a key challenge for large scale machine learning to devise approaches guaranteed to be accurate and yet computationally efficient. In this talk, we will consider a regularization perspectives on machine learning appealing to classical ideas in linear algebra and inverse problems to scale-up dramatically nonparametric methods such as kernel methods, often dismissed because of prohibitive costs. Our analysis derives optimal theoretical guarantees while providing experimental results at par or out-performing state of the art approaches.
Evolving Stochastic Learning Algorithm based on Tsallis entropic index
Anastasiadis, A. D.; Magoulas, G. D.
2006-03-01
In this paper, inspired from our previous algorithm, which was based on the theory of Tsallis statistical mechanics, we develop a new evolving stochastic learning algorithm for neural networks. The new algorithm combines deterministic and stochastic search steps by employing a different adaptive stepsize for each network weight, and applies a form of noise that is characterized by the nonextensive entropic index q, regulated by a weight decay term. The behavior of the learning algorithm can be made more stochastic or deterministic depending on the trade off between the temperature T and the q values. This is achieved by introducing a formula that defines a time-dependent relationship between these two important learning parameters. Our experimental study verifies that there are indeed improvements in the convergence speed of this new evolving stochastic learning algorithm, which makes learning faster than using the original Hybrid Learning Scheme (HLS). In addition, experiments are conducted to explore the influence of the entropic index q and temperature T on the convergence speed and stability of the proposed method.
Sparse learning of stochastic dynamical equations
Boninsegna, Lorenzo; Nüske, Feliks; Clementi, Cecilia
2018-06-01
With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics (SINDy) has been introduced to identify the governing equations of dynamical systems from simulation data. In this study, we extend SINDy to stochastic dynamical systems which are frequently used to model biophysical processes. We prove the asymptotic correctness of stochastic SINDy in the infinite data limit, both in the original and projected variables. We discuss algorithms to solve the sparse regression problem arising from the practical implementation of SINDy and show that cross validation is an essential tool to determine the right level of sparsity. We demonstrate the proposed methodology on two test systems, namely, the diffusion in a one-dimensional potential and the projected dynamics of a two-dimensional diffusion process.
An Analysis of Stochastic Game Theory for Multiagent Reinforcement Learning
National Research Council Canada - National Science Library
Bowling, Michael
2000-01-01
.... In this paper we contribute a comprehensive presentation of the relevant techniques for solving stochastic games from both the game theory community and reinforcement learning communities. We examine the assumptions and limitations of these algorithms, and identify similarities between these algorithms, single agent reinforcement learners, and basic game theory techniques.
Stochastic abstract policies: generalizing knowledge to improve reinforcement learning.
Koga, Marcelo L; Freire, Valdinei; Costa, Anna H R
2015-01-01
Reinforcement learning (RL) enables an agent to learn behavior by acquiring experience through trial-and-error interactions with a dynamic environment. However, knowledge is usually built from scratch and learning to behave may take a long time. Here, we improve the learning performance by leveraging prior knowledge; that is, the learner shows proper behavior from the beginning of a target task, using the knowledge from a set of known, previously solved, source tasks. In this paper, we argue that building stochastic abstract policies that generalize over past experiences is an effective way to provide such improvement and this generalization outperforms the current practice of using a library of policies. We achieve that contributing with a new algorithm, AbsProb-PI-multiple and a framework for transferring knowledge represented as a stochastic abstract policy in new RL tasks. Stochastic abstract policies offer an effective way to encode knowledge because the abstraction they provide not only generalizes solutions but also facilitates extracting the similarities among tasks. We perform experiments in a robotic navigation environment and analyze the agent's behavior throughout the learning process and also assess the transfer ratio for different amounts of source tasks. We compare our method with the transfer of a library of policies, and experiments show that the use of a generalized policy produces better results by more effectively guiding the agent when learning a target task.
Regular graph construction for semi-supervised learning
International Nuclear Information System (INIS)
Vega-Oliveros, Didier A; Berton, Lilian; Eberle, Andre Mantini; Lopes, Alneu de Andrade; Zhao, Liang
2014-01-01
Semi-supervised learning (SSL) stands out for using a small amount of labeled points for data clustering and classification. In this scenario graph-based methods allow the analysis of local and global characteristics of the available data by identifying classes or groups regardless data distribution and representing submanifold in Euclidean space. Most of methods used in literature for SSL classification do not worry about graph construction. However, regular graphs can obtain better classification accuracy compared to traditional methods such as k-nearest neighbor (kNN), since kNN benefits the generation of hubs and it is not appropriate for high-dimensionality data. Nevertheless, methods commonly used for generating regular graphs have high computational cost. We tackle this problem introducing an alternative method for generation of regular graphs with better runtime performance compared to methods usually find in the area. Our technique is based on the preferential selection of vertices according some topological measures, like closeness, generating at the end of the process a regular graph. Experiments using the global and local consistency method for label propagation show that our method provides better or equal classification rate in comparison with kNN
Manifold regularized multitask feature learning for multimodality disease classification.
Jie, Biao; Zhang, Daoqiang; Cheng, Bo; Shen, Dinggang
2015-02-01
Multimodality based methods have shown great advantages in classification of Alzheimer's disease (AD) and its prodromal stage, that is, mild cognitive impairment (MCI). Recently, multitask feature selection methods are typically used for joint selection of common features across multiple modalities. However, one disadvantage of existing multimodality based methods is that they ignore the useful data distribution information in each modality, which is essential for subsequent classification. Accordingly, in this paper we propose a manifold regularized multitask feature learning method to preserve both the intrinsic relatedness among multiple modalities of data and the data distribution information in each modality. Specifically, we denote the feature learning on each modality as a single task, and use group-sparsity regularizer to capture the intrinsic relatedness among multiple tasks (i.e., modalities) and jointly select the common features from multiple tasks. Furthermore, we introduce a new manifold-based Laplacian regularizer to preserve the data distribution information from each task. Finally, we use the multikernel support vector machine method to fuse multimodality data for eventual classification. Conversely, we also extend our method to the semisupervised setting, where only partial data are labeled. We evaluate our method using the baseline magnetic resonance imaging (MRI), fluorodeoxyglucose positron emission tomography (FDG-PET), and cerebrospinal fluid (CSF) data of subjects from AD neuroimaging initiative database. The experimental results demonstrate that our proposed method can not only achieve improved classification performance, but also help to discover the disease-related brain regions useful for disease diagnosis. © 2014 Wiley Periodicals, Inc.
Stochastic Variational Learning in Recurrent Spiking Networks
Directory of Open Access Journals (Sweden)
Danilo eJimenez Rezende
2014-04-01
Full Text Available The ability to learn and perform statistical inference with biologically plausible recurrent network of spiking neurons is an important step towards understanding perception and reasoning. Here we derive and investigate a new learning rule for recurrent spiking networks with hidden neurons, combining principles from variational learning and reinforcement learning. Our network defines a generative model over spike train histories and the derived learning rule has the form of a local Spike Timing Dependent Plasticity rule modulated by global factors (neuromodulators conveying information about ``novelty on a statistically rigorous ground.Simulations show that our model is able to learn bothstationary and non-stationary patterns of spike trains.We also propose one experiment that could potentially be performed with animals in order to test the dynamics of the predicted novelty signal.
Stochastic variational learning in recurrent spiking networks.
Jimenez Rezende, Danilo; Gerstner, Wulfram
2014-01-01
The ability to learn and perform statistical inference with biologically plausible recurrent networks of spiking neurons is an important step toward understanding perception and reasoning. Here we derive and investigate a new learning rule for recurrent spiking networks with hidden neurons, combining principles from variational learning and reinforcement learning. Our network defines a generative model over spike train histories and the derived learning rule has the form of a local Spike Timing Dependent Plasticity rule modulated by global factors (neuromodulators) conveying information about "novelty" on a statistically rigorous ground. Simulations show that our model is able to learn both stationary and non-stationary patterns of spike trains. We also propose one experiment that could potentially be performed with animals in order to test the dynamics of the predicted novelty signal.
Stochastic microstructure characterization and reconstruction via supervised learning
International Nuclear Information System (INIS)
Bostanabad, Ramin; Bui, Anh Tuan; Xie, Wei; Apley, Daniel W.; Chen, Wei
2016-01-01
Microstructure characterization and reconstruction have become indispensable parts of computational materials science. The main contribution of this paper is to introduce a general methodology for practical and efficient characterization and reconstruction of stochastic microstructures based on supervised learning. The methodology is general in that it can be applied to a broad range of microstructures (clustered, porous, and anisotropic). By treating the digitized microstructure image as a set of training data, we generically learn the stochastic nature of the microstructure via fitting a supervised learning model to it (we focus on classification trees). The fitted supervised learning model provides an implicit characterization of the joint distribution of the collection of pixel phases in the image. Based on this characterization, we propose two different approaches to efficiently reconstruct any number of statistically equivalent microstructure samples. We test the approach on five examples and show that the spatial dependencies within the microstructures are well preserved, as evaluated via correlation and lineal-path functions. The main advantages of our approach stem from having a compact empirically-learned model that characterizes the stochastic nature of the microstructure, which not only makes reconstruction more computationally efficient than existing methods, but also provides insight into morphological complexity.
Learning stochastic reward distributions in a speeded pointing task.
Seydell, Anna; McCann, Brian C; Trommershäuser, Julia; Knill, David C
2008-04-23
Recent studies have shown that humans effectively take into account task variance caused by intrinsic motor noise when planning fast hand movements. However, previous evidence suggests that humans have greater difficulty accounting for arbitrary forms of stochasticity in their environment, both in economic decision making and sensorimotor tasks. We hypothesized that humans can learn to optimize movement strategies when environmental randomness can be experienced and thus implicitly learned over several trials, especially if it mimics the kinds of randomness for which subjects might have generative models. We tested the hypothesis using a task in which subjects had to rapidly point at a target region partly covered by three stochastic penalty regions introduced as "defenders." At movement completion, each defender jumped to a new position drawn randomly from fixed probability distributions. Subjects earned points when they hit the target, unblocked by a defender, and lost points otherwise. Results indicate that after approximately 600 trials, subjects approached optimal behavior. We further tested whether subjects simply learned a set of stimulus-contingent motor plans or the statistics of defenders' movements by training subjects with one penalty distribution and then testing them on a new penalty distribution. Subjects immediately changed their strategy to achieve the same average reward as subjects who had trained with the second penalty distribution. These results indicate that subjects learned the parameters of the defenders' jump distributions and used this knowledge to optimally plan their hand movements under conditions involving stochastic rewards and penalties.
A regularized approach for geodesic-based semisupervised multimanifold learning.
Fan, Mingyu; Zhang, Xiaoqin; Lin, Zhouchen; Zhang, Zhongfei; Bao, Hujun
2014-05-01
Geodesic distance, as an essential measurement for data dissimilarity, has been successfully used in manifold learning. However, most geodesic distance-based manifold learning algorithms have two limitations when applied to classification: 1) class information is rarely used in computing the geodesic distances between data points on manifolds and 2) little attention has been paid to building an explicit dimension reduction mapping for extracting the discriminative information hidden in the geodesic distances. In this paper, we regard geodesic distance as a kind of kernel, which maps data from linearly inseparable space to linear separable distance space. In doing this, a new semisupervised manifold learning algorithm, namely regularized geodesic feature learning algorithm, is proposed. The method consists of three techniques: a semisupervised graph construction method, replacement of original data points with feature vectors which are built by geodesic distances, and a new semisupervised dimension reduction method for feature vectors. Experiments on the MNIST, USPS handwritten digit data sets, MIT CBCL face versus nonface data set, and an intelligent traffic data set show the effectiveness of the proposed algorithm.
Stochastic gradient learning and instability: an example
Czech Academy of Sciences Publication Activity Database
Slobodyan, Sergey; Bogomolova, A.; Kolyuzhnov, Dmitri
2016-01-01
Roč. 20, č. 3 (2016), s. 777-790 ISSN 1365-1005 R&D Projects: GA ČR(CZ) GCP402/11/J018 Institutional support: PRVOUK-P23 Keywords : constant gain * adaptive learning * e-stability Subject RIV: AH - Economics Impact factor: 0.718, year: 2016
Nonlinear stochastic heat equations with cubic nonlinearities and additive Q-regular noise in R^1
Directory of Open Access Journals (Sweden)
Henri Schurz
2010-09-01
Full Text Available Semilinear stochastic heat equations perturbed by cubic-type nonlinearities and additive space-time noise with homogeneous boundary conditions are discussed in R^1. The space-time noise is supposed to be Gaussian in time and possesses a Fourier expansion in space along the eigenfunctions of underlying Lapace operators. We follow the concept of approximate strong (classical Fourier solutions. The existence of unique continuous L^2-bounded solutions is proved. Furthermore, we present a procedure for its numerical approximation based on nonstandard methods (linear-implicit and justify their stability and consistency. The behavior of related total energy functional turns out to be crucial in the presented analysis.
Multiple Kernel Learning for adaptive graph regularized nonnegative matrix factorization
Wang, Jim Jing-Yan; AbdulJabbar, Mustafa Abdulmajeed
2012-01-01
Nonnegative Matrix Factorization (NMF) has been continuously evolving in several areas like pattern recognition and information retrieval methods. It factorizes a matrix into a product of 2 low-rank non-negative matrices that will define parts-based, and linear representation of non-negative data. Recently, Graph regularized NMF (GrNMF) is proposed to find a compact representation, which uncovers the hidden semantics and simultaneously respects the intrinsic geometric structure. In GNMF, an affinity graph is constructed from the original data space to encode the geometrical information. In this paper, we propose a novel idea which engages a Multiple Kernel Learning approach into refining the graph structure that reflects the factorization of the matrix and the new data space. The GrNMF is improved by utilizing the graph refined by the kernel learning, and then a novel kernel learning method is introduced under the GrNMF framework. Our approach shows encouraging results of the proposed algorithm in comparison to the state-of-the-art clustering algorithms like NMF, GrNMF, SVD etc.
Regularized spherical polar fourier diffusion MRI with optimal dictionary learning.
Cheng, Jian; Jiang, Tianzi; Deriche, Rachid; Shen, Dinggang; Yap, Pew-Thian
2013-01-01
Compressed Sensing (CS) takes advantage of signal sparsity or compressibility and allows superb signal reconstruction from relatively few measurements. Based on CS theory, a suitable dictionary for sparse representation of the signal is required. In diffusion MRI (dMRI), CS methods proposed for reconstruction of diffusion-weighted signal and the Ensemble Average Propagator (EAP) utilize two kinds of Dictionary Learning (DL) methods: 1) Discrete Representation DL (DR-DL), and 2) Continuous Representation DL (CR-DL). DR-DL is susceptible to numerical inaccuracy owing to interpolation and regridding errors in a discretized q-space. In this paper, we propose a novel CR-DL approach, called Dictionary Learning - Spherical Polar Fourier Imaging (DL-SPFI) for effective compressed-sensing reconstruction of the q-space diffusion-weighted signal and the EAP. In DL-SPFI, a dictionary that sparsifies the signal is learned from the space of continuous Gaussian diffusion signals. The learned dictionary is then adaptively applied to different voxels using a weighted LASSO framework for robust signal reconstruction. Compared with the start-of-the-art CR-DL and DR-DL methods proposed by Merlet et al. and Bilgic et al., respectively, our work offers the following advantages. First, the learned dictionary is proved to be optimal for Gaussian diffusion signals. Second, to our knowledge, this is the first work to learn a voxel-adaptive dictionary. The importance of the adaptive dictionary in EAP reconstruction will be demonstrated theoretically and empirically. Third, optimization in DL-SPFI is only performed in a small subspace resided by the SPF coefficients, as opposed to the q-space approach utilized by Merlet et al. We experimentally evaluated DL-SPFI with respect to L1-norm regularized SPFI (L1-SPFI), which uses the original SPF basis, and the DR-DL method proposed by Bilgic et al. The experiment results on synthetic and real data indicate that the learned dictionary produces
Flache, A.
2002-01-01
Concerns about models of cultural adaptation as analogs of genetic selection have led cognitive game theorists to explore learning-theoretic specifications. Two prominent examples, the Bush-Mosteller stochastic learning model and the Roth-Erev payoff-matching model, are aligned and integrated as
Multimodal manifold-regularized transfer learning for MCI conversion prediction.
Cheng, Bo; Liu, Mingxia; Suk, Heung-Il; Shen, Dinggang; Zhang, Daoqiang
2015-12-01
As the early stage of Alzheimer's disease (AD), mild cognitive impairment (MCI) has high chance to convert to AD. Effective prediction of such conversion from MCI to AD is of great importance for early diagnosis of AD and also for evaluating AD risk pre-symptomatically. Unlike most previous methods that used only the samples from a target domain to train a classifier, in this paper, we propose a novel multimodal manifold-regularized transfer learning (M2TL) method that jointly utilizes samples from another domain (e.g., AD vs. normal controls (NC)) as well as unlabeled samples to boost the performance of the MCI conversion prediction. Specifically, the proposed M2TL method includes two key components. The first one is a kernel-based maximum mean discrepancy criterion, which helps eliminate the potential negative effect induced by the distributional difference between the auxiliary domain (i.e., AD and NC) and the target domain (i.e., MCI converters (MCI-C) and MCI non-converters (MCI-NC)). The second one is a semi-supervised multimodal manifold-regularized least squares classification method, where the target-domain samples, the auxiliary-domain samples, and the unlabeled samples can be jointly used for training our classifier. Furthermore, with the integration of a group sparsity constraint into our objective function, the proposed M2TL has a capability of selecting the informative samples to build a robust classifier. Experimental results on the Alzheimer's Disease Neuroimaging Initiative (ADNI) database validate the effectiveness of the proposed method by significantly improving the classification accuracy of 80.1 % for MCI conversion prediction, and also outperforming the state-of-the-art methods.
A multispin algorithm for the Kob-Andersen stochastic dynamics on regular lattices
Boccagna, Roberto
2017-07-01
The aim of the paper is to propose an algorithm based on the Multispin Coding technique for the Kob-Andersen glassy dynamics. We first give motivations to speed up the numerical simulation in the context of spin glass models [M. Mezard, G. Parisi, M. Virasoro, Spin Glass Theory and Beyond (World Scientific, Singapore, 1987)]; after defining the Markovian dynamics as in [W. Kob, H.C. Andersen, Phys. Rev. E 48, 4364 (1993)] as well as the related interesting observables, we extend it to the more general framework of random regular graphs, listing at the same time some known analytical results [C. Toninelli, G. Biroli, D.S. Fisher, J. Stat. Phys. 120, 167 (2005)]. The purpose of this work is a dual one; firstly, we describe how bitwise operators can be used to build up the algorithm by carefully exploiting the way data are stored on a computer. Since it was first introduced [M. Creutz, L. Jacobs, C. Rebbi, Phys. Rev. D 20, 1915 (1979); C. Rebbi, R.H. Swendsen, Phys. Rev. D 21, 4094 (1980)], this technique has been widely used to perform Monte Carlo simulations for Ising and Potts spin systems; however, it can be successfully adapted to more complex systems in which microscopic parameters may assume boolean values. Secondly, we introduce a random graph in which a characteristic parameter allows to tune the possible transition point. A consistent part is devoted to listing the numerical results obtained by running numerical simulations.
Descriptor Learning via Supervised Manifold Regularization for Multioutput Regression.
Zhen, Xiantong; Yu, Mengyang; Islam, Ali; Bhaduri, Mousumi; Chan, Ian; Li, Shuo
2017-09-01
Multioutput regression has recently shown great ability to solve challenging problems in both computer vision and medical image analysis. However, due to the huge image variability and ambiguity, it is fundamentally challenging to handle the highly complex input-target relationship of multioutput regression, especially with indiscriminate high-dimensional representations. In this paper, we propose a novel supervised descriptor learning (SDL) algorithm for multioutput regression, which can establish discriminative and compact feature representations to improve the multivariate estimation performance. The SDL is formulated as generalized low-rank approximations of matrices with a supervised manifold regularization. The SDL is able to simultaneously extract discriminative features closely related to multivariate targets and remove irrelevant and redundant information by transforming raw features into a new low-dimensional space aligned to targets. The achieved discriminative while compact descriptor largely reduces the variability and ambiguity for multioutput regression, which enables more accurate and efficient multivariate estimation. We conduct extensive evaluation of the proposed SDL on both synthetic data and real-world multioutput regression tasks for both computer vision and medical image analysis. Experimental results have shown that the proposed SDL can achieve high multivariate estimation accuracy on all tasks and largely outperforms the algorithms in the state of the arts. Our method establishes a novel SDL framework for multioutput regression, which can be widely used to boost the performance in different applications.
Learning-based stochastic object models for characterizing anatomical variations
Dolly, Steven R.; Lou, Yang; Anastasio, Mark A.; Li, Hua
2018-03-01
It is widely known that the optimization of imaging systems based on objective, task-based measures of image quality via computer-simulation requires the use of a stochastic object model (SOM). However, the development of computationally tractable SOMs that can accurately model the statistical variations in human anatomy within a specified ensemble of patients remains a challenging task. Previously reported numerical anatomic models lack the ability to accurately model inter-patient and inter-organ variations in human anatomy among a broad patient population, mainly because they are established on image data corresponding to a few of patients and individual anatomic organs. This may introduce phantom-specific bias into computer-simulation studies, where the study result is heavily dependent on which phantom is used. In certain applications, however, databases of high-quality volumetric images and organ contours are available that can facilitate this SOM development. In this work, a novel and tractable methodology for learning a SOM and generating numerical phantoms from a set of volumetric training images is developed. The proposed methodology learns geometric attribute distributions (GAD) of human anatomic organs from a broad patient population, which characterize both centroid relationships between neighboring organs and anatomic shape similarity of individual organs among patients. By randomly sampling the learned centroid and shape GADs with the constraints of the respective principal attribute variations learned from the training data, an ensemble of stochastic objects can be created. The randomness in organ shape and position reflects the learned variability of human anatomy. To demonstrate the methodology, a SOM of an adult male pelvis is computed and examples of corresponding numerical phantoms are created.
Fixation and escape times in stochastic game learning
International Nuclear Information System (INIS)
Realpe-Gomez, John; Szczesny, Bartosz; Galla, Tobias; Dall’Asta, Luca
2012-01-01
Evolutionary dynamics in finite populations is known to fixate eventually in the absence of mutation. We here show that a similar phenomenon can be found in stochastic game dynamical batch learning, and investigate fixation in learning processes in a simple 2×2 game, for two-player games with cyclic interaction, and in the context of the best-shot network game. The analogues of finite populations in evolution are here finite batches of observations between strategy updates. We study when and how such fixation can occur, and present results on the average time-to-fixation from numerical simulations. Simple cases are also amenable to analytical approaches and we provide estimates of the behaviour of so-called escape times as a function of the batch size. The differences and similarities with escape and fixation in evolutionary dynamics are discussed. (paper)
Comparing Exploration Strategies for Q-learning in Random Stochastic Mazes
Tijsma, Arryon; Drugan, Madalina; Wiering, Marco
2016-01-01
Balancing the ratio between exploration and exploitation is an important problem in reinforcement learning. This paper evaluates four different exploration strategies combined with Q-learning using random stochastic mazes to investigate their performances. We will compare: UCB-1, softmax,
Doubly stochastic Poisson processes in artificial neural learning.
Card, H C
1998-01-01
This paper investigates neuron activation statistics in artificial neural networks employing stochastic arithmetic. It is shown that a doubly stochastic Poisson process is an appropriate model for the signals in these circuits.
Spectral Regularization Algorithms for Learning Large Incomplete Matrices.
Mazumder, Rahul; Hastie, Trevor; Tibshirani, Robert
2010-03-01
We use convex relaxation techniques to provide a sequence of regularized low-rank solutions for large-scale matrix completion problems. Using the nuclear norm as a regularizer, we provide a simple and very efficient convex algorithm for minimizing the reconstruction error subject to a bound on the nuclear norm. Our algorithm Soft-Impute iteratively replaces the missing elements with those obtained from a soft-thresholded SVD. With warm starts this allows us to efficiently compute an entire regularization path of solutions on a grid of values of the regularization parameter. The computationally intensive part of our algorithm is in computing a low-rank SVD of a dense matrix. Exploiting the problem structure, we show that the task can be performed with a complexity linear in the matrix dimensions. Our semidefinite-programming algorithm is readily scalable to large matrices: for example it can obtain a rank-80 approximation of a 10(6) × 10(6) incomplete matrix with 10(5) observed entries in 2.5 hours, and can fit a rank 40 approximation to the full Netflix training set in 6.6 hours. Our methods show very good performance both in training and test error when compared to other competitive state-of-the art techniques.
Infants Learn Phonotactic Regularities from Brief Auditory Experience.
Chambers, Kyle E.; Onishi, Kristine H.; Fisher, Cynthia
2003-01-01
Two experiments investigated whether novel phonotactic regularities, not present in English, could be acquired by 16.5-month-olds from brief auditory experience. Subjects listened to consonant-vowel-consonant syllables in which particular consonants were artificially restricted to either initial or final position. Findings in a subsequent…
Effects of regular aerobic exercise on visual perceptual learning.
Connell, Charlotte J W; Thompson, Benjamin; Green, Hayden; Sullivan, Rachel K; Gant, Nicholas
2017-12-02
This study investigated the influence of five days of moderate intensity aerobic exercise on the acquisition and consolidation of visual perceptual learning using a motion direction discrimination (MDD) task. The timing of exercise relative to learning was manipulated by administering exercise either before or after perceptual training. Within a matched-subjects design, twenty-seven healthy participants (n = 9 per group) completed five consecutive days of perceptual training on a MDD task under one of three interventions: no exercise, exercise before the MDD task, or exercise after the MDD task. MDD task accuracy improved in all groups over the five-day period, but there was a trend for impaired learning when exercise was performed before visual perceptual training. MDD task accuracy (mean ± SD) increased in exercise before by 4.5 ± 6.5%; exercise after by 11.8 ± 6.4%; and no exercise by 11.3 ± 7.2%. All intervention groups displayed similar MDD threshold reductions for the trained and untrained motion axes after training. These findings suggest that moderate daily exercise does not enhance the rate of visual perceptual learning for an MDD task or the transfer of learning to an untrained motion axis. Furthermore, exercise performed immediately prior to a visual perceptual learning task may impair learning. Further research with larger groups is required in order to better understand these effects. Copyright © 2017 Elsevier Ltd. All rights reserved.
Applications of Stochastic Analyses for Collaborative Learning and Cognitive Assessment
National Research Council Canada - National Science Library
Soller, Amy; Stevens, Ron
2007-01-01
.... Examples ranging from fields as diverse as defense analysis, cognitive science, and instruction are illustrated throughout to demonstrate the variety of applications that benefit from such stochastic...
Balancing Two-Player Stochastic Games with Soft Q-Learning
Grau-Moya, Jordi; Leibfried, Felix; Bou-Ammar, Haitham
2018-01-01
Within the context of video games the notion of perfectly rational agents can be undesirable as it leads to uninteresting situations, where humans face tough adversarial decision makers. Current frameworks for stochastic games and reinforcement learning prohibit tuneable strategies as they seek optimal performance. In this paper, we enable such tuneable behaviour by generalising soft Q-learning to stochastic games, where more than one agent interact strategically. We contribute both theoretic...
Learn-and-Adapt Stochastic Dual Gradients for Network Resource Allocation
Chen, Tianyi; Ling, Qing; Giannakis, Georgios B.
2017-01-01
Network resource allocation shows revived popularity in the era of data deluge and information explosion. Existing stochastic optimization approaches fall short in attaining a desirable cost-delay tradeoff. Recognizing the central role of Lagrange multipliers in network resource allocation, a novel learn-and-adapt stochastic dual gradient (LA-SDG) method is developed in this paper to learn the sample-optimal Lagrange multiplier from historical data, and accordingly adapt the upcoming resource...
Ferdinand, Nicola K; Kray, Jutta
2017-03-01
This study aimed at investigating the ability to learn regularities across the life span and examine whether this learning process can be supported or hampered by verbalizations. For this purpose, children (aged 8-10 years) and younger (aged 19-30 years) and older (aged 70-80 years) adults took part in a sequence learning experiment. We found that verbalizing sequence-congruent information during learning is a powerful tool to generate explicit knowledge and it is especially helpful for younger adults. Although recent research suggests that implicit learning can be influenced by directing the participants' attention to relevant aspects of the task, verbalizations had a much weaker influence on implicit than explicit learning. Our results show that verbalizing during learning slows down reaction times (RTs) but does not influence the amount of implicit learning. Especially older adults were not able to overcome the cost of the dual-task situation. Younger adults, in contrast, show an initial dual-tasking cost that, in the case of a helpful verbalization, is overcome with practice and turns into a RT and learning benefit. However, when the verbalization is omitted this benefit is lost, that is, better implicit learning seems to be confined to situations in which the supporting verbalization is maintained. Additionally, we did not find reliable age differences in implicit learning in the no verbalization groups, which speaks in favor of age-invariant models of implicit learning across the life span. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
Stochastic subset selection for learning with kernel machines.
Rhinelander, Jason; Liu, Xiaoping P
2012-06-01
Kernel machines have gained much popularity in applications of machine learning. Support vector machines (SVMs) are a subset of kernel machines and generalize well for classification, regression, and anomaly detection tasks. The training procedure for traditional SVMs involves solving a quadratic programming (QP) problem. The QP problem scales super linearly in computational effort with the number of training samples and is often used for the offline batch processing of data. Kernel machines operate by retaining a subset of observed data during training. The data vectors contained within this subset are referred to as support vectors (SVs). The work presented in this paper introduces a subset selection method for the use of kernel machines in online, changing environments. Our algorithm works by using a stochastic indexing technique when selecting a subset of SVs when computing the kernel expansion. The work described here is novel because it separates the selection of kernel basis functions from the training algorithm used. The subset selection algorithm presented here can be used in conjunction with any online training technique. It is important for online kernel machines to be computationally efficient due to the real-time requirements of online environments. Our algorithm is an important contribution because it scales linearly with the number of training samples and is compatible with current training techniques. Our algorithm outperforms standard techniques in terms of computational efficiency and provides increased recognition accuracy in our experiments. We provide results from experiments using both simulated and real-world data sets to verify our algorithm.
Fan, Jihong
2016-09-17
Dictionary plays an important role in multi-instance data representation. It maps bags of instances to histograms. Earth mover’s distance (EMD) is the most effective histogram distance metric for the application of multi-instance retrieval. However, up to now, there is no existing multi-instance dictionary learning methods designed for EMD-based histogram comparison. To fill this gap, we develop the first EMD-optimal dictionary learning method using stochastic optimization method. In the stochastic learning framework, we have one triplet of bags, including one basic bag, one positive bag, and one negative bag. These bags are mapped to histograms using a multi-instance dictionary. We argue that the EMD between the basic histogram and the positive histogram should be smaller than that between the basic histogram and the negative histogram. Base on this condition, we design a hinge loss. By minimizing this hinge loss and some regularization terms of the dictionary, we update the dictionary instances. The experiments over multi-instance retrieval applications shows its effectiveness when compared to other dictionary learning methods over the problems of medical image retrieval and natural language relation classification. © 2016 The Natural Computing Applications Forum
Information-theoretic semi-supervised metric learning via entropy regularization.
Niu, Gang; Dai, Bo; Yamada, Makoto; Sugiyama, Masashi
2014-08-01
We propose a general information-theoretic approach to semi-supervised metric learning called SERAPH (SEmi-supervised metRic leArning Paradigm with Hypersparsity) that does not rely on the manifold assumption. Given the probability parameterized by a Mahalanobis distance, we maximize its entropy on labeled data and minimize its entropy on unlabeled data following entropy regularization. For metric learning, entropy regularization improves manifold regularization by considering the dissimilarity information of unlabeled data in the unsupervised part, and hence it allows the supervised and unsupervised parts to be integrated in a natural and meaningful way. Moreover, we regularize SERAPH by trace-norm regularization to encourage low-dimensional projections associated with the distance metric. The nonconvex optimization problem of SERAPH could be solved efficiently and stably by either a gradient projection algorithm or an EM-like iterative algorithm whose M-step is convex. Experiments demonstrate that SERAPH compares favorably with many well-known metric learning methods, and the learned Mahalanobis distance possesses high discriminability even under noisy environments.
Reply : Collective Action and the Empirical Content of Stochastic Learning Models
Macy, M.W.; Flache, A.
2007-01-01
We are grateful for the opportunity that Bendor, Diermeier, and Ting (hereafter BDT) have provided to address important questions about the empirical content of learning theoretic solutions to the collective action problem. They discuss two well-known classes of adaptive models— stochastic learning
Wang, Jim Jing-Yan
2014-09-20
Nonnegative matrix factorization (NMF), a popular part-based representation technique, does not capture the intrinsic local geometric structure of the data space. Graph regularized NMF (GNMF) was recently proposed to avoid this limitation by regularizing NMF with a nearest neighbor graph constructed from the input data set. However, GNMF has two main bottlenecks. First, using the original feature space directly to construct the graph is not necessarily optimal because of the noisy and irrelevant features and nonlinear distributions of data samples. Second, one possible way to handle the nonlinear distribution of data samples is by kernel embedding. However, it is often difficult to choose the most suitable kernel. To solve these bottlenecks, we propose two novel graph-regularized NMF methods, AGNMFFS and AGNMFMK, by introducing feature selection and multiple-kernel learning to the graph regularized NMF, respectively. Instead of using a fixed graph as in GNMF, the two proposed methods learn the nearest neighbor graph that is adaptive to the selected features and learned multiple kernels, respectively. For each method, we propose a unified objective function to conduct feature selection/multi-kernel learning, NMF and adaptive graph regularization simultaneously. We further develop two iterative algorithms to solve the two optimization problems. Experimental results on two challenging pattern classification tasks demonstrate that the proposed methods significantly outperform state-of-the-art data representation methods.
Leander, Jacob; Lundh, Torbjörn; Jirstrand, Mats
2014-05-01
In this paper we consider the problem of estimating parameters in ordinary differential equations given discrete time experimental data. The impact of going from an ordinary to a stochastic differential equation setting is investigated as a tool to overcome the problem of local minima in the objective function. Using two different models, it is demonstrated that by allowing noise in the underlying model itself, the objective functions to be minimized in the parameter estimation procedures are regularized in the sense that the number of local minima is reduced and better convergence is achieved. The advantage of using stochastic differential equations is that the actual states in the model are predicted from data and this will allow the prediction to stay close to data even when the parameters in the model is incorrect. The extended Kalman filter is used as a state estimator and sensitivity equations are provided to give an accurate calculation of the gradient of the objective function. The method is illustrated using in silico data from the FitzHugh-Nagumo model for excitable media and the Lotka-Volterra predator-prey system. The proposed method performs well on the models considered, and is able to regularize the objective function in both models. This leads to parameter estimation problems with fewer local minima which can be solved by efficient gradient-based methods. Copyright © 2014 The Authors. Published by Elsevier Inc. All rights reserved.
Debussche, A.; Glatt-Holtz, N.; Temam, R.; Ziane, M.
2012-07-01
The primitive equations (PEs) are a basic model in the study of large scale oceanic and atmospheric dynamics. These systems form the analytical core of the most advanced general circulation models. For this reason and due to their challenging nonlinear and anisotropic structure, the PEs have recently received considerable attention from the mathematical community. On the other hand, in view of the complex multi-scale nature of the earth's climate system, many uncertainties appear that should be accounted for in the basic dynamical models of atmospheric and oceanic processes. In the climate community stochastic methods have come into extensive use in this connection. For this reason there has appeared a need to further develop the foundations of nonlinear stochastic partial differential equations in connection with the PEs and more generally. In this work we study a stochastic version of the PEs. We establish the global existence and uniqueness of strong, pathwise solutions for these equations in dimension 3 for the case of a nonlinear multiplicative noise. The proof makes use of anisotropic estimates, L^{p}_{t}L^{q}_{x} estimates on the pressure and stopping time arguments.
International Nuclear Information System (INIS)
Debussche, A; Glatt-Holtz, N; Temam, R; Ziane, M
2012-01-01
The primitive equations (PEs) are a basic model in the study of large scale oceanic and atmospheric dynamics. These systems form the analytical core of the most advanced general circulation models. For this reason and due to their challenging nonlinear and anisotropic structure, the PEs have recently received considerable attention from the mathematical community. On the other hand, in view of the complex multi-scale nature of the earth's climate system, many uncertainties appear that should be accounted for in the basic dynamical models of atmospheric and oceanic processes. In the climate community stochastic methods have come into extensive use in this connection. For this reason there has appeared a need to further develop the foundations of nonlinear stochastic partial differential equations in connection with the PEs and more generally. In this work we study a stochastic version of the PEs. We establish the global existence and uniqueness of strong, pathwise solutions for these equations in dimension 3 for the case of a nonlinear multiplicative noise. The proof makes use of anisotropic estimates, L p t L q x estimates on the pressure and stopping time arguments
Learning SAS’s Perl Regular Expression Matching the Easy Way: By Doing
2015-01-12
Doing 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) Paul Genovesi 5d. PROJECT NUMBER 5e. TASK NUMBER 5f...regex_learning_tool allows both beginner and expert to efficiently practice PRX matching by selecting and processing only the match records that the user is interested...perl regular expression and/or source string. The regex_learning_tool allows both beginner and expert to efficiently practice PRX matching by
Stochastic Frontier Estimation of Efficient Learning in Video Games
Hamlen, Karla R.
2012-01-01
Stochastic Frontier Regression Analysis was used to investigate strategies and skills that are associated with the minimization of time required to achieve proficiency in video games among students in grades four and five. Students self-reported their video game play habits, including strategies and skills used to become good at the video games…
Multiple Learning Strategies Project. Small Engine Repair Service. Regular Vocational. [Vol. 1.
Pitts, Jim; And Others
This instructional package is one of two designed for use by regular vocational students in the vocational area of small engine repair service. Contained in this document are forty-four learning modules organized into ten units: engine block; air cleaner; starters; fuel tanks; lines, filters, and pumps; carburetors; electrical; magneto systems;…
The "Learning in Regular Classrooms" Initiative for Inclusive Education in China
Xu, Su Qiong; Cooper, Paul; Sin, Kenneth
2018-01-01
The purpose of this article is to understand the Learning in Regular Classrooms (LRC) initiative for inclusive education in China. First, the paper reviews the policy, legislation, and practice in relation to the LRC. It then goes on to explore the specific social-political context of the LRC, and compares the Chinese LRC with the Western…
Smith, Dwight; And Others
This instructional package is one of two designed for regular vocational students in the vocational area of building maintenance and engineering. The fifty-three learning modules are organized into ten units: office cleaning; grounds; sanitation; boiler maintenance and operation; power and hand tools; cabinet construction; repair of damaged…
Learning Errors by Radial Basis Function Neural Networks and Regularization Networks
Czech Academy of Sciences Publication Activity Database
Neruda, Roman; Vidnerová, Petra
2009-01-01
Roč. 1, č. 2 (2009), s. 49-57 ISSN 2005-4262 R&D Projects: GA MŠk(CZ) 1M0567 Institutional research plan: CEZ:AV0Z10300504 Keywords : neural network * RBF networks * regularization * learning Subject RIV: IN - Informatics, Computer Science http://www.sersc.org/journals/IJGDC/vol2_no1/5.pdf
Directory of Open Access Journals (Sweden)
Paul Tonelli
Full Text Available A major goal of bio-inspired artificial intelligence is to design artificial neural networks with abilities that resemble those of animal nervous systems. It is commonly believed that two keys for evolving nature-like artificial neural networks are (1 the developmental process that links genes to nervous systems, which enables the evolution of large, regular neural networks, and (2 synaptic plasticity, which allows neural networks to change during their lifetime. So far, these two topics have been mainly studied separately. The present paper shows that they are actually deeply connected. Using a simple operant conditioning task and a classic evolutionary algorithm, we compare three ways to encode plastic neural networks: a direct encoding, a developmental encoding inspired by computational neuroscience models, and a developmental encoding inspired by morphogen gradients (similar to HyperNEAT. Our results suggest that using a developmental encoding could improve the learning abilities of evolved, plastic neural networks. Complementary experiments reveal that this result is likely the consequence of the bias of developmental encodings towards regular structures: (1 in our experimental setup, encodings that tend to produce more regular networks yield networks with better general learning abilities; (2 whatever the encoding is, networks that are the more regular are statistically those that have the best learning abilities.
Manifold regularized multitask learning for semi-supervised multilabel image classification.
Luo, Yong; Tao, Dacheng; Geng, Bo; Xu, Chao; Maybank, Stephen J
2013-02-01
It is a significant challenge to classify images with multiple labels by using only a small number of labeled samples. One option is to learn a binary classifier for each label and use manifold regularization to improve the classification performance by exploring the underlying geometric structure of the data distribution. However, such an approach does not perform well in practice when images from multiple concepts are represented by high-dimensional visual features. Thus, manifold regularization is insufficient to control the model complexity. In this paper, we propose a manifold regularized multitask learning (MRMTL) algorithm. MRMTL learns a discriminative subspace shared by multiple classification tasks by exploiting the common structure of these tasks. It effectively controls the model complexity because different tasks limit one another's search volume, and the manifold regularization ensures that the functions in the shared hypothesis space are smooth along the data manifold. We conduct extensive experiments, on the PASCAL VOC'07 dataset with 20 classes and the MIR dataset with 38 classes, by comparing MRMTL with popular image classification algorithms. The results suggest that MRMTL is effective for image classification.
L1-norm locally linear representation regularization multi-source adaptation learning.
Tao, Jianwen; Wen, Shiting; Hu, Wenjun
2015-09-01
In most supervised domain adaptation learning (DAL) tasks, one has access only to a small number of labeled examples from target domain. Therefore the success of supervised DAL in this "small sample" regime needs the effective utilization of the large amounts of unlabeled data to extract information that is useful for generalization. Toward this end, we here use the geometric intuition of manifold assumption to extend the established frameworks in existing model-based DAL methods for function learning by incorporating additional information about the target geometric structure of the marginal distribution. We would like to ensure that the solution is smooth with respect to both the ambient space and the target marginal distribution. In doing this, we propose a novel L1-norm locally linear representation regularization multi-source adaptation learning framework which exploits the geometry of the probability distribution, which has two techniques. Firstly, an L1-norm locally linear representation method is presented for robust graph construction by replacing the L2-norm reconstruction measure in LLE with L1-norm one, which is termed as L1-LLR for short. Secondly, considering the robust graph regularization, we replace traditional graph Laplacian regularization with our new L1-LLR graph Laplacian regularization and therefore construct new graph-based semi-supervised learning framework with multi-source adaptation constraint, which is coined as L1-MSAL method. Moreover, to deal with the nonlinear learning problem, we also generalize the L1-MSAL method by mapping the input data points from the input space to a high-dimensional reproducing kernel Hilbert space (RKHS) via a nonlinear mapping. Promising experimental results have been obtained on several real-world datasets such as face, visual video and object. Copyright © 2015 Elsevier Ltd. All rights reserved.
Fan, Jihong; Liang, Ru-Ze
2016-01-01
Dictionary plays an important role in multi-instance data representation. It maps bags of instances to histograms. Earth mover's distance (EMD) is the most effective histogram distance metric for the application of multi-instance retrieval. However, up to now, there is no existing multi-instance dictionary learning methods designed for EMD based histogram comparison. To fill this gap, we develop the first EMD-optimal dictionary learning method using stochastic optimization method. In the stoc...
Visual Perceptual Echo Reflects Learning of Regularities in Rapid Luminance Sequences.
Chang, Acer Y-C; Schwartzman, David J; VanRullen, Rufin; Kanai, Ryota; Seth, Anil K
2017-08-30
A novel neural signature of active visual processing has recently been described in the form of the "perceptual echo", in which the cross-correlation between a sequence of randomly fluctuating luminance values and occipital electrophysiological signals exhibits a long-lasting periodic (∼100 ms cycle) reverberation of the input stimulus (VanRullen and Macdonald, 2012). As yet, however, the mechanisms underlying the perceptual echo and its function remain unknown. Reasoning that natural visual signals often contain temporally predictable, though nonperiodic features, we hypothesized that the perceptual echo may reflect a periodic process associated with regularity learning. To test this hypothesis, we presented subjects with successive repetitions of a rapid nonperiodic luminance sequence, and examined the effects on the perceptual echo, finding that echo amplitude linearly increased with the number of presentations of a given luminance sequence. These data suggest that the perceptual echo reflects a neural signature of regularity learning.Furthermore, when a set of repeated sequences was followed by a sequence with inverted luminance polarities, the echo amplitude decreased to the same level evoked by a novel stimulus sequence. Crucially, when the original stimulus sequence was re-presented, the echo amplitude returned to a level consistent with the number of presentations of this sequence, indicating that the visual system retained sequence-specific information, for many seconds, even in the presence of intervening visual input. Altogether, our results reveal a previously undiscovered regularity learning mechanism within the human visual system, reflected by the perceptual echo. SIGNIFICANCE STATEMENT How the brain encodes and learns fast-changing but nonperiodic visual input remains unknown, even though such visual input characterizes natural scenes. We investigated whether the phenomenon of "perceptual echo" might index such learning. The perceptual echo is a
A Q-Learning Approach to Flocking With UAVs in a Stochastic Environment.
Hung, Shao-Ming; Givigi, Sidney N
2017-01-01
In the past two decades, unmanned aerial vehicles (UAVs) have demonstrated their efficacy in supporting both military and civilian applications, where tasks can be dull, dirty, dangerous, or simply too costly with conventional methods. Many of the applications contain tasks that can be executed in parallel, hence the natural progression is to deploy multiple UAVs working together as a force multiplier. However, to do so requires autonomous coordination among the UAVs, similar to swarming behaviors seen in animals and insects. This paper looks at flocking with small fixed-wing UAVs in the context of a model-free reinforcement learning problem. In particular, Peng's Q(λ) with a variable learning rate is employed by the followers to learn a control policy that facilitates flocking in a leader-follower topology. The problem is structured as a Markov decision process, where the agents are modeled as small fixed-wing UAVs that experience stochasticity due to disturbances such as winds and control noises, as well as weight and balance issues. Learned policies are compared to ones solved using stochastic optimal control (i.e., dynamic programming) by evaluating the average cost incurred during flight according to a cost function. Simulation results demonstrate the feasibility of the proposed learning approach at enabling agents to learn how to flock in a leader-follower topology, while operating in a nonstationary stochastic environment.
Substructural Regularization With Data-Sensitive Granularity for Sequence Transfer Learning.
Sun, Shichang; Liu, Hongbo; Meng, Jiana; Chen, C L Philip; Yang, Yu
2018-06-01
Sequence transfer learning is of interest in both academia and industry with the emergence of numerous new text domains from Twitter and other social media tools. In this paper, we put forward the data-sensitive granularity for transfer learning, and then, a novel substructural regularization transfer learning model (STLM) is proposed to preserve target domain features at substructural granularity in the light of the condition of labeled data set size. Our model is underpinned by hidden Markov model and regularization theory, where the substructural representation can be integrated as a penalty after measuring the dissimilarity of substructures between target domain and STLM with relative entropy. STLM can achieve the competing goals of preserving the target domain substructure and utilizing the observations from both the target and source domains simultaneously. The estimation of STLM is very efficient since an analytical solution can be derived as a necessary and sufficient condition. The relative usability of substructures to act as regularization parameters and the time complexity of STLM are also analyzed and discussed. Comprehensive experiments of part-of-speech tagging with both Brown and Twitter corpora fully justify that our model can make improvements on all the combinations of source and target domains.
Siegelman, Noam; Bogaerts, Louisa; Kronenfeld, Ofer; Frost, Ram
2017-10-07
From a theoretical perspective, most discussions of statistical learning (SL) have focused on the possible "statistical" properties that are the object of learning. Much less attention has been given to defining what "learning" is in the context of "statistical learning." One major difficulty is that SL research has been monitoring participants' performance in laboratory settings with a strikingly narrow set of tasks, where learning is typically assessed offline, through a set of two-alternative-forced-choice questions, which follow a brief visual or auditory familiarization stream. Is that all there is to characterizing SL abilities? Here we adopt a novel perspective for investigating the processing of regularities in the visual modality. By tracking online performance in a self-paced SL paradigm, we focus on the trajectory of learning. In a set of three experiments we show that this paradigm provides a reliable and valid signature of SL performance, and it offers important insights for understanding how statistical regularities are perceived and assimilated in the visual modality. This demonstrates the promise of integrating different operational measures to our theory of SL. © 2017 Cognitive Science Society, Inc.
Manifold optimization-based analysis dictionary learning with an ℓ1∕2-norm regularizer.
Li, Zhenni; Ding, Shuxue; Li, Yujie; Yang, Zuyuan; Xie, Shengli; Chen, Wuhui
2018-02-01
Recently there has been increasing attention towards analysis dictionary learning. In analysis dictionary learning, it is an open problem to obtain the strong sparsity-promoting solutions efficiently while simultaneously avoiding the trivial solutions of the dictionary. In this paper, to obtain the strong sparsity-promoting solutions, we employ the ℓ 1∕2 norm as a regularizer. The very recent study on ℓ 1∕2 norm regularization theory in compressive sensing shows that its solutions can give sparser results than using the ℓ 1 norm. We transform a complex nonconvex optimization into a number of one-dimensional minimization problems. Then the closed-form solutions can be obtained efficiently. To avoid trivial solutions, we apply manifold optimization to update the dictionary directly on the manifold satisfying the orthonormality constraint, so that the dictionary can avoid the trivial solutions well while simultaneously capturing the intrinsic properties of the dictionary. The experiments with synthetic and real-world data verify that the proposed algorithm for analysis dictionary learning can not only obtain strong sparsity-promoting solutions efficiently, but also learn more accurate dictionary in terms of dictionary recovery and image processing than the state-of-the-art algorithms. Copyright © 2017 Elsevier Ltd. All rights reserved.
Hughes, Sean; De Houwer, Jan; Perugini, Marco
2016-06-01
Over the last 30 years, researchers have identified several types of procedures through which novel preferences may be formed and existing ones altered. For instance, regularities in the presence of a single stimulus (as in the case of mere exposure) or 2 or more stimuli (as in the case of evaluative conditioning) have been shown to influence liking. We propose that intersections between regularities represent a previously unrecognized class of procedures for changing liking. Across 4 related studies, we found strong support for the hypothesis that when environmental regularities intersect with one another (i.e., share elements or have elements that share relations with other elements), the evaluative properties of the elements of those regularities can change. These changes in liking were observed across a range of stimuli and procedures and were evident when self-report measures, implicit measures, and behavioral choice measures of liking were employed. Functional and mental explanations of this phenomenon are offered followed by a discussion of how this new type of evaluative learning effect can accelerate theoretical, methodological, and empirical development in attitude research. (PsycINFO Database Record (c) 2016 APA, all rights reserved).
Otsuka, Sachio; Saiki, Jun
2016-02-01
Prior studies have shown that visual statistical learning (VSL) enhances familiarity (a type of memory) of sequences. How do statistical regularities influence the processing of each triplet element and inserted distractors that disrupt the regularity? Given that increased attention to triplets induced by VSL and inhibition of unattended triplets, we predicted that VSL would promote memory for each triplet constituent, and degrade memory for inserted stimuli. Across the first two experiments, we found that objects from structured sequences were more likely to be remembered than objects from random sequences, and that letters (Experiment 1) or objects (Experiment 2) inserted into structured sequences were less likely to be remembered than those inserted into random sequences. In the subsequent two experiments, we examined an alternative account for our results, whereby the difference in memory for inserted items between structured and random conditions is due to individuation of items within random sequences. Our findings replicated even when control letters (Experiment 3A) or objects (Experiment 3B) were presented before or after, rather than inserted into, random sequences. Our findings suggest that statistical learning enhances memory for each item in a regular set and impairs memory for items that disrupt the regularity. Copyright © 2015 Elsevier B.V. All rights reserved.
Stochastic calibration and learning in nonstationary hydroeconomic models
Maneta, M. P.; Howitt, R.
2014-05-01
Concern about water scarcity and adverse climate events over agricultural regions has motivated a number of efforts to develop operational integrated hydroeconomic models to guide adaptation and optimal use of water. Once calibrated, these models are used for water management and analysis assuming they remain valid under future conditions. In this paper, we present and demonstrate a methodology that permits the recursive calibration of economic models of agricultural production from noisy but frequently available data. We use a standard economic calibration approach, namely positive mathematical programming, integrated in a data assimilation algorithm based on the ensemble Kalman filter equations to identify the economic model parameters. A moving average kernel ensures that new and past information on agricultural activity are blended during the calibration process, avoiding loss of information and overcalibration for the conditions of a single year. A regularization constraint akin to the standard Tikhonov regularization is included in the filter to ensure its stability even in the presence of parameters with low sensitivity to observations. The results show that the implementation of the PMP methodology within a data assimilation framework based on the enKF equations is an effective method to calibrate models of agricultural production even with noisy information. The recursive nature of the method incorporates new information as an added value to the known previous observations of agricultural activity without the need to store historical information. The robustness of the method opens the door to the use of new remote sensing algorithms for operational water management.
Semi-supervised learning via regularized boosting working on multiple semi-supervised assumptions.
Chen, Ke; Wang, Shihai
2011-01-01
Semi-supervised learning concerns the problem of learning in the presence of labeled and unlabeled data. Several boosting algorithms have been extended to semi-supervised learning with various strategies. To our knowledge, however, none of them takes all three semi-supervised assumptions, i.e., smoothness, cluster, and manifold assumptions, together into account during boosting learning. In this paper, we propose a novel cost functional consisting of the margin cost on labeled data and the regularization penalty on unlabeled data based on three fundamental semi-supervised assumptions. Thus, minimizing our proposed cost functional with a greedy yet stagewise functional optimization procedure leads to a generic boosting framework for semi-supervised learning. Extensive experiments demonstrate that our algorithm yields favorite results for benchmark and real-world classification tasks in comparison to state-of-the-art semi-supervised learning algorithms, including newly developed boosting algorithms. Finally, we discuss relevant issues and relate our algorithm to the previous work.
International Nuclear Information System (INIS)
Jia, Ningning; Lam, Edmund Y
2010-01-01
Inverse lithography technology (ILT) synthesizes photomasks by solving an inverse imaging problem through optimization of an appropriate functional. Much effort on ILT is dedicated to deriving superior masks at a nominal process condition. However, the lower k 1 factor causes the mask to be more sensitive to process variations. Robustness to major process variations, such as focus and dose variations, is desired. In this paper, we consider the focus variation as a stochastic variable, and treat the mask design as a machine learning problem. The stochastic gradient descent approach, which is a useful tool in machine learning, is adopted to train the mask design. Compared with previous work, simulation shows that the proposed algorithm is effective in producing robust masks
Implicit learning of non-linguistic and linguistic regularities in children with dyslexia.
Nigro, Luciana; Jiménez-Fernández, Gracia; Simpson, Ian C; Defior, Sylvia
2016-07-01
One of the hallmarks of dyslexia is the failure to automatise written patterns despite repeated exposure to print. Although many explanations have been proposed to explain this problem, researchers have recently begun to explore the possibility that an underlying implicit learning deficit may play a role in dyslexia. This hypothesis has been investigated through non-linguistic tasks exploring implicit learning in a general domain. In this study, we examined the abilities of children with dyslexia to implicitly acquire positional regularities embedded in both non-linguistic and linguistic stimuli. In experiment 1, 42 children (21 with dyslexia and 21 typically developing) were exposed to rule-governed shape sequences; whereas in experiment 2, a new group of 42 children were exposed to rule-governed letter strings. Implicit learning was assessed in both experiments via a forced-choice task. Experiments 1 and 2 showed a similar pattern of results. ANOVA analyses revealed no significant differences between the dyslexic and the typically developing group, indicating that children with dyslexia are not impaired in the acquisition of simple positional regularities, regardless of the nature of the stimuli. However, within group t-tests suggested that children from the dyslexic group could not transfer the underlying positional rules to novel instances as efficiently as typically developing children.
Huang, Yawen; Shao, Ling; Frangi, Alejandro F
2018-03-01
Multi-modality medical imaging is increasingly used for comprehensive assessment of complex diseases in either diagnostic examinations or as part of medical research trials. Different imaging modalities provide complementary information about living tissues. However, multi-modal examinations are not always possible due to adversary factors, such as patient discomfort, increased cost, prolonged scanning time, and scanner unavailability. In additionally, in large imaging studies, incomplete records are not uncommon owing to image artifacts, data corruption or data loss, which compromise the potential of multi-modal acquisitions. In this paper, we propose a weakly coupled and geometry co-regularized joint dictionary learning method to address the problem of cross-modality synthesis while considering the fact that collecting the large amounts of training data is often impractical. Our learning stage requires only a few registered multi-modality image pairs as training data. To employ both paired images and a large set of unpaired data, a cross-modality image matching criterion is proposed. Then, we propose a unified model by integrating such a criterion into the joint dictionary learning and the observed common feature space for associating cross-modality data for the purpose of synthesis. Furthermore, two regularization terms are added to construct robust sparse representations. Our experimental results demonstrate superior performance of the proposed model over state-of-the-art methods.
Bilinear Regularized Locality Preserving Learning on Riemannian Graph for Motor Imagery BCI.
Xie, Xiaofeng; Yu, Zhu Liang; Gu, Zhenghui; Zhang, Jun; Cen, Ling; Li, Yuanqing
2018-03-01
In off-line training of motor imagery-based brain-computer interfaces (BCIs), to enhance the generalization performance of the learned classifier, the local information contained in test data could be used to improve the performance of motor imagery as well. Further considering that the covariance matrices of electroencephalogram (EEG) signal lie on Riemannian manifold, in this paper, we construct a Riemannian graph to incorporate the information of training and test data into processing. The adjacency and weight in Riemannian graph are determined by the geodesic distance of Riemannian manifold. Then, a new graph embedding algorithm, called bilinear regularized locality preserving (BRLP), is derived upon the Riemannian graph for addressing the problems of high dimensionality frequently arising in BCIs. With a proposed regularization term encoding prior information of EEG channels, the BRLP could obtain more robust performance. Finally, an efficient classification algorithm based on extreme learning machine is proposed to perform on the tangent space of learned embedding. Experimental evaluations on the BCI competition and in-house data sets reveal that the proposed algorithms could obtain significantly higher performance than many competition algorithms after using same filter process.
Characterization and reconstruction of 3D stochastic microstructures via supervised learning.
Bostanabad, R; Chen, W; Apley, D W
2016-12-01
The need for computational characterization and reconstruction of volumetric maps of stochastic microstructures for understanding the role of material structure in the processing-structure-property chain has been highlighted in the literature. Recently, a promising characterization and reconstruction approach has been developed where the essential idea is to convert the digitized microstructure image into an appropriate training dataset to learn the stochastic nature of the morphology by fitting a supervised learning model to the dataset. This compact model can subsequently be used to efficiently reconstruct as many statistically equivalent microstructure samples as desired. The goal of this paper is to build upon the developed approach in three major directions by: (1) extending the approach to characterize 3D stochastic microstructures and efficiently reconstruct 3D samples, (2) improving the performance of the approach by incorporating user-defined predictors into the supervised learning model, and (3) addressing potential computational issues by introducing a reduced model which can perform as effectively as the full model. We test the extended approach on three examples and show that the spatial dependencies, as evaluated via various measures, are well preserved in the reconstructed samples. © 2016 The Authors Journal of Microscopy © 2016 Royal Microscopical Society.
Papacharalampous, Georgia; Tyralis, Hristos; Koutsoyiannis, Demetris
2017-04-01
Machine learning (ML) is considered to be a promising approach to hydrological processes forecasting. We conduct a comparison between several stochastic and ML point estimation methods by performing large-scale computational experiments based on simulations. The purpose is to provide generalized results, while the respective comparisons in the literature are usually based on case studies. The stochastic methods used include simple methods, models from the frequently used families of Autoregressive Moving Average (ARMA), Autoregressive Fractionally Integrated Moving Average (ARFIMA) and Exponential Smoothing models. The ML methods used are Random Forests (RF), Support Vector Machines (SVM) and Neural Networks (NN). The comparison refers to the multi-step ahead forecasting properties of the methods. A total of 20 methods are used, among which 9 are the ML methods. 12 simulation experiments are performed, while each of them uses 2 000 simulated time series of 310 observations. The time series are simulated using stochastic processes from the families of ARMA and ARFIMA models. Each time series is split into a fitting (first 300 observations) and a testing set (last 10 observations). The comparative assessment of the methods is based on 18 metrics, that quantify the methods' performance according to several criteria related to the accurate forecasting of the testing set, the capturing of its variation and the correlation between the testing and forecasted values. The most important outcome of this study is that there is not a uniformly better or worse method. However, there are methods that are regularly better or worse than others with respect to specific metrics. It appears that, although a general ranking of the methods is not possible, their classification based on their similar or contrasting performance in the various metrics is possible to some extent. Another important conclusion is that more sophisticated methods do not necessarily provide better forecasts
Manifold regularized matrix completion for multi-label learning with ADMM.
Liu, Bin; Li, Yingming; Xu, Zenglin
2018-05-01
Multi-label learning is a common machine learning problem arising from numerous real-world applications in diverse fields, e.g, natural language processing, bioinformatics, information retrieval and so on. Among various multi-label learning methods, the matrix completion approach has been regarded as a promising approach to transductive multi-label learning. By constructing a joint matrix comprising the feature matrix and the label matrix, the missing labels of test samples are regarded as missing values of the joint matrix. With the low-rank assumption of the constructed joint matrix, the missing labels can be recovered by minimizing its rank. Despite its success, most matrix completion based approaches ignore the smoothness assumption of unlabeled data, i.e., neighboring instances should also share a similar set of labels. Thus they may under exploit the intrinsic structures of data. In addition, the matrix completion problem can be less efficient. To this end, we propose to efficiently solve the multi-label learning problem as an enhanced matrix completion model with manifold regularization, where the graph Laplacian is used to ensure the label smoothness over it. To speed up the convergence of our model, we develop an efficient iterative algorithm, which solves the resulted nuclear norm minimization problem with the alternating direction method of multipliers (ADMM). Experiments on both synthetic and real-world data have shown the promising results of the proposed approach. Copyright © 2018 Elsevier Ltd. All rights reserved.
Travel time tomography with local image regularization by sparsity constrained dictionary learning
Bianco, M.; Gerstoft, P.
2017-12-01
We propose a regularization approach for 2D seismic travel time tomography which models small rectangular groups of slowness pixels, within an overall or `global' slowness image, as sparse linear combinations of atoms from a dictionary. The groups of slowness pixels are referred to as patches and a dictionary corresponds to a collection of functions or `atoms' describing the slowness in each patch. These functions could for example be wavelets.The patch regularization is incorporated into the global slowness image. The global image models the broad features, while the local patch images incorporate prior information from the dictionary. Further, high resolution slowness within patches is permitted if the travel times from the global estimates support it. The proposed approach is formulated as an algorithm, which is repeated until convergence is achieved: 1) From travel times, find the global slowness image with a minimum energy constraint on the pixel variance relative to a reference. 2) Find the patch level solutions to fit the global estimate as a sparse linear combination of dictionary atoms.3) Update the reference as the weighted average of the patch level solutions.This approach relies on the redundancy of the patches in the seismic image. Redundancy means that the patches are repetitions of a finite number of patterns, which are described by the dictionary atoms. Redundancy in the earth's structure was demonstrated in previous works in seismics where dictionaries of wavelet functions regularized inversion. We further exploit redundancy of the patches by using dictionary learning algorithms, a form of unsupervised machine learning, to estimate optimal dictionaries from the data in parallel with the inversion. We demonstrate our approach on densely, but irregularly sampled synthetic seismic images.
A stochastic learning algorithm for layered neural networks
International Nuclear Information System (INIS)
Bartlett, E.B.; Uhrig, R.E.
1992-01-01
The random optimization method typically uses a Gaussian probability density function (PDF) to generate a random search vector. In this paper the random search technique is applied to the neural network training problem and is modified to dynamically seek out the optimal probability density function (OPDF) from which to select the search vector. The dynamic OPDF search process, combined with an auto-adaptive stratified sampling technique and a dynamic node architecture (DNA) learning scheme, completes the modifications of the basic method. The DNA technique determines the appropriate number of hidden nodes needed for a given training problem. By using DNA, researchers do not have to set the neural network architectures before training is initiated. The approach is applied to networks of generalized, fully interconnected, continuous perceptions. Computer simulation results are given
Stochastic upscaling in solid mechanics: An excercise in machine learning
International Nuclear Information System (INIS)
Koutsourelakis, P.S.
2007-01-01
This paper presents a consistent theoretical and computational framework for upscaling in random microstructures. We adopt an information theoretic approach in order to quantify the informational content of the microstructural details and find ways to condense it while assessing quantitatively the approximation introduced. In particular, we substitute the high-dimensional microscale description by a lower-dimensional representation corresponding for example to an equivalent homogeneous medium. The probabilistic characteristics of the latter are determined by minimizing the distortion between actual macroscale predictions and the predictions made using the coarse model. A machine learning framework is essentially adopted in which a vector quantizer is trained using data generated computationally or collected experimentally. Several parallels and differences with similar problems in source coding theory are pointed out and an efficient computational tool is employed. Various applications in linear and non-linear problems in solid mechanics are examined
Effects of dopamine medication on sequence learning with stochastic feedback in Parkinson's disease
Directory of Open Access Journals (Sweden)
Moonsang Seo
2010-08-01
Full Text Available A growing body of evidence suggests that the midbrain dopamine system plays a key role in reinforcement learning and disruption of the midbrain dopamine system in Parkinson's disease (PD may lead to deficits on tasks that require learning from feedback. We examined how changes in dopamine levels (‘ON’ and ‘OFF’ their dopamine medication affect sequence learning from stochastic positive and negative feedback using Bayesian reinforcement learning models. We found deficits in sequence learning in patients with PD when they were ‘ON’ and ‘OFF’ medication relative to healthy controls, but smaller differences between patients ‘OFF’ and ‘ON’. The deficits were mainly due to decreased learning from positive feedback, although across all participant groups learning was more strongly associated with positive than negative feedback in our task. The learning in our task is likely mediated by the relatively depleted dorsal striatum and not the relatively intact ventral striatum. Therefore, the changes we see in our task may be due to a strong loss of phasic dopamine signals in the dorsal striatum in PD.
Effects of Dopamine Medication on Sequence Learning with Stochastic Feedback in Parkinson's Disease
Seo, Moonsang; Beigi, Mazda; Jahanshahi, Marjan; Averbeck, Bruno B.
2010-01-01
A growing body of evidence suggests that the midbrain dopamine system plays a key role in reinforcement learning and disruption of the midbrain dopamine system in Parkinson's disease (PD) may lead to deficits on tasks that require learning from feedback. We examined how changes in dopamine levels (“ON” and “OFF” their dopamine medication) affect sequence learning from stochastic positive and negative feedback using Bayesian reinforcement learning models. We found deficits in sequence learning in patients with PD when they were “ON” and “OFF” medication relative to healthy controls, but smaller differences between patients “OFF” and “ON”. The deficits were mainly due to decreased learning from positive feedback, although across all participant groups learning was more strongly associated with positive than negative feedback in our task. The learning in our task is likely mediated by the relatively depleted dorsal striatum and not the relatively intact ventral striatum. Therefore, the changes we see in our task may be due to a strong loss of phasic dopamine signals in the dorsal striatum in PD. PMID:20740077
Machine learning properties of materials and molecules with entropy-regularized kernels
Ceriotti, Michele; Bartók, Albert; CsáNyi, GáBor; de, Sandip
Application of machine-learning methods to physics, chemistry and materials science is gaining traction as a strategy to obtain accurate predictions of the properties of matter at a fraction of the typical cost of quantum mechanical electronic structure calculations. In this endeavor, one can leverage general-purpose frameworks for supervised-learning. It is however very important that the input data - for instance the positions of atoms in a molecule or solid - is processed into a form that reflects all the underlying physical symmetries of the problem, and that possesses the regularity properties that are required by machine-learning algorithms. Here we introduce a general strategy to build a representation of this kind. We will start from existing approaches to compare local environments (basically, groups of atoms), and combine them using techniques borrowed from optimal transport theory, discussing the relation between this idea and additive energy decompositions. We will present a few examples demonstrating the potential of this approach as a tool to predict molecular and materials' properties with an accuracy on par with state-of-the-art electronic structure methods. MARVEL NCCR (Swiss National Science Foundation) and ERC StG HBMAP (European Research Council, G.A. 677013).
Gene selection for microarray data classification via subspace learning and manifold regularization.
Tang, Chang; Cao, Lijuan; Zheng, Xiao; Wang, Minhui
2017-12-19
With the rapid development of DNA microarray technology, large amount of genomic data has been generated. Classification of these microarray data is a challenge task since gene expression data are often with thousands of genes but a small number of samples. In this paper, an effective gene selection method is proposed to select the best subset of genes for microarray data with the irrelevant and redundant genes removed. Compared with original data, the selected gene subset can benefit the classification task. We formulate the gene selection task as a manifold regularized subspace learning problem. In detail, a projection matrix is used to project the original high dimensional microarray data into a lower dimensional subspace, with the constraint that the original genes can be well represented by the selected genes. Meanwhile, the local manifold structure of original data is preserved by a Laplacian graph regularization term on the low-dimensional data space. The projection matrix can serve as an importance indicator of different genes. An iterative update algorithm is developed for solving the problem. Experimental results on six publicly available microarray datasets and one clinical dataset demonstrate that the proposed method performs better when compared with other state-of-the-art methods in terms of microarray data classification. Graphical Abstract The graphical abstract of this work.
Implicit learning out of the lab: the case of orthographic regularities.
Pacton, S; Perruchet, P; Fayol, M; Cleeremans, A
2001-09-01
Children's (Grades 1 to 5) implicit learning of French orthographic regularities was investigated through nonword judgment (Experiments 1 and 2) and completion (Experiments 3a and 3b) tasks. Children were increasingly sensitive to (a) the frequency of double consonants (Experiments 1, 2, and 3a), (b) the fact that vowels can never be doubled (Experiment 2), and (c) the legal position of double consonants (Experiments 2 and 3b). The latter effect transferred to never doubled consonants but with a decrement in performance. Moreover, this decrement persisted without any trend toward fading, even after the massive amounts of experience provided by years of practice. This result runs against the idea that transfer to novel material is indicative of abstract rule-based knowledge and suggests instead the action of mechanisms sensitive to the statistical properties of the material. A connectionist model is proposed as an instantiation of such mechanisms.
Riaz, Fatima; Yasmin, Shahina; Yasmin, Raheela
2015-12-01
To evaluate the effectiveness of Formative Assessment in enhancing learning among dental students, and to interpret the assessment from students' perspective in this regard. The experimental non-randomised controlled study was conducted from January to June 2013 at Islamic International Dental College, Islamabad, and comprised first year Bachelor of Dental Surgery students attending regular physiology lectures and tutorials. Summative assessments conducted at the end of each unit were included as pre-intervention tests. After one month's planning, central nervous system unit was delivered in a month's trial with four formative assessment and feedback sessions (one per week). Likert scale-based student feedback questionnaire was administered. Post-intervention summative assessment was done by Multiple Choice and Short Essay Questions. Data was analysed using SPSS 17. Out of 68 students, 64(94.1%) agreed that a conducive environment was maintained and 62(90%) agreed that such sessions should be continued throughout the year; 59(87%) reflected that the feedback provided by the teacher was timely and positive and ensured equitable participation; 56(82%)agreed that it enhanced their interest in the subject; 56(68%) agreed that they were now more focussed; and43(63%)were of the opinion that they have progressed in the subject through these sessions. There was highly significant improvement in the monthly post-intervention test scores compared to pre-intervention test (p=0.000). Formative assessment sessions enhanced motivation and learning in first year dental students. Organised regular sessions with students' feedback may contribute to the development of pedagogic practice.
A comparison of the stochastic and machine learning approaches in hydrologic time series forecasting
Kim, T.; Joo, K.; Seo, J.; Heo, J. H.
2016-12-01
Hydrologic time series forecasting is an essential task in water resources management and it becomes more difficult due to the complexity of runoff process. Traditional stochastic models such as ARIMA family has been used as a standard approach in time series modeling and forecasting of hydrological variables. Due to the nonlinearity in hydrologic time series data, machine learning approaches has been studied with the advantage of discovering relevant features in a nonlinear relation among variables. This study aims to compare the predictability between the traditional stochastic model and the machine learning approach. Seasonal ARIMA model was used as the traditional time series model, and Random Forest model which consists of decision tree and ensemble method using multiple predictor approach was applied as the machine learning approach. In the application, monthly inflow data from 1986 to 2015 of Chungju dam in South Korea were used for modeling and forecasting. In order to evaluate the performances of the used models, one step ahead and multi-step ahead forecasting was applied. Root mean squared error and mean absolute error of two models were compared.
Quantum learning of classical stochastic processes: The completely positive realization problem
Monràs, Alex; Winter, Andreas
2016-01-01
Among several tasks in Machine Learning, a specially important one is the problem of inferring the latent variables of a system and their causal relations with the observed behavior. A paradigmatic instance of this is the task of inferring the hidden Markov model underlying a given stochastic process. This is known as the positive realization problem (PRP), [L. Benvenuti and L. Farina, IEEE Trans. Autom. Control 49(5), 651-664 (2004)] and constitutes a central problem in machine learning. The PRP and its solutions have far-reaching consequences in many areas of systems and control theory, and is nowadays an important piece in the broad field of positive systems theory. We consider the scenario where the latent variables are quantum (i.e., quantum states of a finite-dimensional system) and the system dynamics is constrained only by physical transformations on the quantum system. The observable dynamics is then described by a quantum instrument, and the task is to determine which quantum instrument — if any — yields the process at hand by iterative application. We take as a starting point the theory of quasi-realizations, whence a description of the dynamics of the process is given in terms of linear maps on state vectors and probabilities are given by linear functionals on the state vectors. This description, despite its remarkable resemblance with the hidden Markov model, or the iterated quantum instrument, is however devoid of any stochastic or quantum mechanical interpretation, as said maps fail to satisfy any positivity conditions. The completely positive realization problem then consists in determining whether an equivalent quantum mechanical description of the same process exists. We generalize some key results of stochastic realization theory, and show that the problem has deep connections with operator systems theory, giving possible insight to the lifting problem in quotient operator systems. Our results have potential applications in quantum machine
Quantum learning of classical stochastic processes: The completely positive realization problem
Energy Technology Data Exchange (ETDEWEB)
Monràs, Alex [Física Teòrica: Informació i Fenòmens Quàntics, Universitat Autònoma de Barcelona, 08193 Bellaterra (Barcelona) (Spain); Centre for Quantum Technologies, National University of Singapore, 3 Science Drive 2, Singapore 117543 (Singapore); Winter, Andreas [Física Teòrica: Informació i Fenòmens Quàntics, Universitat Autònoma de Barcelona, 08193 Bellaterra (Barcelona) (Spain); Centre for Quantum Technologies, National University of Singapore, 3 Science Drive 2, Singapore 117543 (Singapore); ICREA—Institució Catalana de Recerca i Estudis Avançats, Pg. Lluis Companys, 23, 08010 Barcelona (Spain)
2016-01-15
Among several tasks in Machine Learning, a specially important one is the problem of inferring the latent variables of a system and their causal relations with the observed behavior. A paradigmatic instance of this is the task of inferring the hidden Markov model underlying a given stochastic process. This is known as the positive realization problem (PRP), [L. Benvenuti and L. Farina, IEEE Trans. Autom. Control 49(5), 651–664 (2004)] and constitutes a central problem in machine learning. The PRP and its solutions have far-reaching consequences in many areas of systems and control theory, and is nowadays an important piece in the broad field of positive systems theory. We consider the scenario where the latent variables are quantum (i.e., quantum states of a finite-dimensional system) and the system dynamics is constrained only by physical transformations on the quantum system. The observable dynamics is then described by a quantum instrument, and the task is to determine which quantum instrument — if any — yields the process at hand by iterative application. We take as a starting point the theory of quasi-realizations, whence a description of the dynamics of the process is given in terms of linear maps on state vectors and probabilities are given by linear functionals on the state vectors. This description, despite its remarkable resemblance with the hidden Markov model, or the iterated quantum instrument, is however devoid of any stochastic or quantum mechanical interpretation, as said maps fail to satisfy any positivity conditions. The completely positive realization problem then consists in determining whether an equivalent quantum mechanical description of the same process exists. We generalize some key results of stochastic realization theory, and show that the problem has deep connections with operator systems theory, giving possible insight to the lifting problem in quotient operator systems. Our results have potential applications in quantum machine
Quantum learning of classical stochastic processes: The completely positive realization problem
International Nuclear Information System (INIS)
Monràs, Alex; Winter, Andreas
2016-01-01
Among several tasks in Machine Learning, a specially important one is the problem of inferring the latent variables of a system and their causal relations with the observed behavior. A paradigmatic instance of this is the task of inferring the hidden Markov model underlying a given stochastic process. This is known as the positive realization problem (PRP), [L. Benvenuti and L. Farina, IEEE Trans. Autom. Control 49(5), 651–664 (2004)] and constitutes a central problem in machine learning. The PRP and its solutions have far-reaching consequences in many areas of systems and control theory, and is nowadays an important piece in the broad field of positive systems theory. We consider the scenario where the latent variables are quantum (i.e., quantum states of a finite-dimensional system) and the system dynamics is constrained only by physical transformations on the quantum system. The observable dynamics is then described by a quantum instrument, and the task is to determine which quantum instrument — if any — yields the process at hand by iterative application. We take as a starting point the theory of quasi-realizations, whence a description of the dynamics of the process is given in terms of linear maps on state vectors and probabilities are given by linear functionals on the state vectors. This description, despite its remarkable resemblance with the hidden Markov model, or the iterated quantum instrument, is however devoid of any stochastic or quantum mechanical interpretation, as said maps fail to satisfy any positivity conditions. The completely positive realization problem then consists in determining whether an equivalent quantum mechanical description of the same process exists. We generalize some key results of stochastic realization theory, and show that the problem has deep connections with operator systems theory, giving possible insight to the lifting problem in quotient operator systems. Our results have potential applications in quantum machine
Holliday-Cashwell, Janet Rose
2000-10-01
Selected K--12 public school science educators in 14 eastern North Carolina counties were surveyed to examine their perceptions of their undergraduate preparation programs with regard to instructing students with learning disabilities in the regular classroom. A quantitative study, this research examined science educator preparedness in instructing students with learning disabilities by evaluating educator perception in regard to mainstrearned and inclusive educational settings. Specifically, two null hypotheses were tested. Null hypothesis I stated a significant difference does not exist between selected North Carolina K--12 science educators' perceptions of their undergraduate teacher education preparation programs and their perceptions of their abilities to instruct students needing accommodations on behalf of their learning disabilities in mainstrearned or inclusive settings. Participants' responses to perception as well as value statements regarding opinions, adaptations, and undergraduate training with respect to mainstreaming and inclusion were evaluated through t-test analyses of 22 Likert-scale items. Null hypothesis 1 was not accepted because a statistically significant difference did exist between the educators' perceptions of their undergraduate training and their perceived abilities to instruct students with learning disabilities in mainstreamed or inclusive settings. Null hypothesis 2 stated a significant difference does not exist between selected North Carolina K--12 science educators' attained educational level; grade level currently taught, supervised or chaired; and years of experience in teaching science, supervising science education, and/or chairing science departments in selected North Carolina public schools and their opinions of their undergraduate teacher education program with regard to instructing students with learning disabilities in mainstreamed or inclusive educational settings. Null hypothesis 2 was evaluated through an analysis of
Chen, Jing; Tang, Yuan Yan; Chen, C L Philip; Fang, Bin; Lin, Yuewei; Shang, Zhaowei
2014-12-01
Protein subcellular location prediction aims to predict the location where a protein resides within a cell using computational methods. Considering the main limitations of the existing methods, we propose a hierarchical multi-label learning model FHML for both single-location proteins and multi-location proteins. The latent concepts are extracted through feature space decomposition and label space decomposition under the nonnegative data factorization framework. The extracted latent concepts are used as the codebook to indirectly connect the protein features to their annotations. We construct dual fuzzy hypergraphs to capture the intrinsic high-order relations embedded in not only feature space, but also label space. Finally, the subcellular location annotation information is propagated from the labeled proteins to the unlabeled proteins by performing dual fuzzy hypergraph Laplacian regularization. The experimental results on the six protein benchmark datasets demonstrate the superiority of our proposed method by comparing it with the state-of-the-art methods, and illustrate the benefit of exploiting both feature correlations and label correlations.
Directory of Open Access Journals (Sweden)
Abdu Gumaei
2018-01-01
Full Text Available Multispectral palmprint recognition system (MPRS is an essential technology for effective human identification and verification tasks. To improve the accuracy and performance of MPRS, a novel approach based on autoencoder (AE and regularized extreme learning machine (RELM is proposed in this paper. The proposed approach is intended to make the recognition faster by reducing the number of palmprint features without degrading the accuracy of classifier. To achieve this objective, first, the region of interest (ROI from palmprint images is extracted by David Zhang’s method. Second, an efficient normalized Gist (NGist descriptor is used for palmprint feature extraction. Then, the dimensionality of extracted features is reduced using optimized AE. Finally, the reduced features are fed to the RELM for classification. A comprehensive set of experiments are conducted on the benchmark MS-PolyU dataset. The results were significantly high compared to the state-of-the-art approaches, and the robustness and efficiency of the proposed approach are revealed.
Hentschel, Maren; Lange-Kuttner, Christiane; Averbeck, Bruno B.
2016-01-01
The study investigated sequence learning from stochastic feedback in boys with Autistic Spectrum Disorder (ASD) and typically developed (TD) boys. We asked boys with ASD from Nigeria and the UK as well as age- and gender-matched controls (also males only) to deduce a sequence of four left and right button presses, LLRR, RRLL, LRLR, RLRL, LRRL and…
Directory of Open Access Journals (Sweden)
E. Chumak
2015-04-01
Full Text Available The author substantiates that only methodological training systems of mathematical disciplines with implementation of information and communication technologies (ICT can meet the requirements of modern educational paradigm and make possible to increase the educational efficiency. Due to this fact, the necessity of developing the methodology of theory of probability and stochastic processes computer-based learning for pre-service engineers is underlined in the paper. The results of the experimental study for analysis of the efficiency of methodological system of theory of probability and stochastic processes computer-based learning for pre-service engineers are shown. The analysis includes three main stages: ascertaining, searching and forming. The key criteria of the efficiency of designed methodological system are the level of probabilistic and stochastic skills of students and their learning motivation. The effect of implementing the methodological system of probability theory and stochastic processes computer-based learning on the level of students’ IT literacy is shown in the paper. The expanding of the range of objectives of ICT applying by students is described by author. The level of formation of students’ learning motivation on the ascertaining and forming stages of the experiment is analyzed. The level of intrinsic learning motivation for pre-service engineers is defined on these stages of the experiment. For this purpose, the methodology of testing the students’ learning motivation in the chosen specialty is presented in the paper. The increasing of intrinsic learning motivation of the experimental group students (E group against the control group students (C group is demonstrated.
Fragozo, Carina Silva; Monawar, Mônica Deitos Stedile
2012-01-01
This paper aims to diagnose, through a qualitative comparative study, the main differences concerning the teaching of English in Brazilian regular schools when compared to language schools. There has been a growing tendency of students to attend language schools while still having English classes at their regular schools, and this has led to a lot…
Reali, Florencia; Griffiths, Thomas L.
2009-01-01
The regularization of linguistic structures by learners has played a key role in arguments for strong innate constraints on language acquisition, and has important implications for language evolution. However, relating the inductive biases of learners to regularization behavior in laboratory tasks can be challenging without a formal model. In this…
Seghouane, Abd-Krim; Iqbal, Asif
2017-09-01
Sequential dictionary learning algorithms have been successfully applied to functional magnetic resonance imaging (fMRI) data analysis. fMRI data sets are, however, structured data matrices with the notions of temporal smoothness in the column direction. This prior information, which can be converted into a constraint of smoothness on the learned dictionary atoms, has seldomly been included in classical dictionary learning algorithms when applied to fMRI data analysis. In this paper, we tackle this problem by proposing two new sequential dictionary learning algorithms dedicated to fMRI data analysis by accounting for this prior information. These algorithms differ from the existing ones in their dictionary update stage. The steps of this stage are derived as a variant of the power method for computing the SVD. The proposed algorithms generate regularized dictionary atoms via the solution of a left regularized rank-one matrix approximation problem where temporal smoothness is enforced via regularization through basis expansion and sparse basis expansion in the dictionary update stage. Applications on synthetic data experiments and real fMRI data sets illustrating the performance of the proposed algorithms are provided.
Directory of Open Access Journals (Sweden)
Kuan Hsien Lee
2016-02-01
Full Text Available How a stimulus impacts spinal cord function depends upon temporal relations. When intermittent noxious stimulation (shock is applied and the interval between shock pulses is varied (unpredictable, it induces a lasting alteration that inhibits adaptive learning. If the same stimulus is applied in a temporally regular (predictable manner, the capacity to learn is preserved and a protective/restorative effect is engaged that counters the adverse effect of variable stimulation. Sensitivity to temporal relations implies a capacity to encode time. This study explores how spinal neurons discriminate variable and fixed spaced stimulation. Communication with the brain was blocked by means of a spinal transection and adaptive capacity was tested using an instrumental learning task. In this task, subjects must learn to maintain a hind limb in a flexed position to minimize shock exposure. To evaluate the possibility that a distinct class of afferent fibers provide a sensory cue for regularity, we manipulated the temporal relation between shocks given to two dermatomes (leg and tail. Evidence for timing emerged when the stimuli were applied in a coherent manner across dermatomes, implying that a central (spinal process detects regularity. Next, we show that fixed spaced stimulation has a restorative effect when half the physical stimuli are randomly omitted, as long as the stimuli remain in phase, suggesting that stimulus regularity is encoded by an internal oscillator Research suggests that the oscillator that drives the tempo of stepping depends upon neurons within the rostral lumbar (L1-L2 region. Disrupting communication with the L1-L2 tissue by means of a L3 transection eliminated the restorative effect of fixed spaced stimulation. Implications of the results for step training and rehabilitation after injury are discussed.
Hughes, Sean Joseph; De Houwer, Jan; Perugini, Marco
2016-01-01
Over the last 30 years, researchers have identified several types of procedures through which novel preferences may be formed and existing ones altered. For instance, regularities in the presence of a single stimulus (as in the case of mere exposure) or 2 or more stimuli (as in the case of evaluative conditioning) have been shown to influence liking. We propose that intersections between regularities represent a previously unrecognized class of procedures for changing liking. Across 4 related...
Manifold Based Low-rank Regularization for Image Restoration and Semi-supervised Learning
Lai, Rongjie; Li, Jia
2017-01-01
Low-rank structures play important role in recent advances of many problems in image science and data science. As a natural extension of low-rank structures for data with nonlinear structures, the concept of the low-dimensional manifold structure has been considered in many data processing problems. Inspired by this concept, we consider a manifold based low-rank regularization as a linear approximation of manifold dimension. This regularization is less restricted than the global low-rank regu...
Wang, Zhongqiang; Ambrogio, Stefano; Balatti, Simone; Ielmini, Daniele
2014-01-01
Resistive (or memristive) switching devices based on metal oxides find applications in memory, logic and neuromorphic computing systems. Their small area, low power operation, and high functionality meet the challenges of brain-inspired computing aiming at achieving a huge density of active connections (synapses) with low operation power. This work presents a new artificial synapse scheme, consisting of a memristive switch connected to 2 transistors responsible for gating the communication and learning operations. Spike timing dependent plasticity (STDP) is achieved through appropriate shaping of the pre-synaptic and the post synaptic spikes. Experiments with integrated artificial synapses demonstrate STDP with stochastic behavior due to (i) the natural variability of set/reset processes in the nanoscale switch, and (ii) the different response of the switch to a given stimulus depending on the initial state. Experimental results are confirmed by model-based simulations of the memristive switching. Finally, system-level simulations of a 2-layer neural network and a simplified STDP model show random learning and recognition of patterns.
Lu, Shen; Xia, Yong; Cai, Tom Weidong; Feng, David Dagan
2015-01-01
Dementia, Alzheimer's disease (AD) in particular is a global problem and big threat to the aging population. An image based computer-aided dementia diagnosis method is needed to providing doctors help during medical image examination. Many machine learning based dementia classification methods using medical imaging have been proposed and most of them achieve accurate results. However, most of these methods make use of supervised learning requiring fully labeled image dataset, which usually is not practical in real clinical environment. Using large amount of unlabeled images can improve the dementia classification performance. In this study we propose a new semi-supervised dementia classification method based on random manifold learning with affinity regularization. Three groups of spatial features are extracted from positron emission tomography (PET) images to construct an unsupervised random forest which is then used to regularize the manifold learning objective function. The proposed method, stat-of-the-art Laplacian support vector machine (LapSVM) and supervised SVM are applied to classify AD and normal controls (NC). The experiment results show that learning with unlabeled images indeed improves the classification performance. And our method outperforms LapSVM on the same dataset.
Geometric continuum regularization of quantum field theory
International Nuclear Information System (INIS)
Halpern, M.B.
1989-01-01
An overview of the continuum regularization program is given. The program is traced from its roots in stochastic quantization, with emphasis on the examples of regularized gauge theory, the regularized general nonlinear sigma model and regularized quantum gravity. In its coordinate-invariant form, the regularization is seen as entirely geometric: only the supermetric on field deformations is regularized, and the prescription provides universal nonperturbative invariant continuum regularization across all quantum field theory. 54 refs
Chang, Mou-Hsiung
2015-01-01
The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...
Sparse structure regularized ranking
Wang, Jim Jing-Yan; Sun, Yijun; Gao, Xin
2014-01-01
Learning ranking scores is critical for the multimedia database retrieval problem. In this paper, we propose a novel ranking score learning algorithm by exploring the sparse structure and using it to regularize ranking scores. To explore the sparse
Rule-based learning of regular past tense in children with specific language impairment.
Smith-Lock, Karen M
2015-01-01
The treatment of children with specific language impairment was used as a means to investigate whether a single- or dual-mechanism theory best conceptualizes the acquisition of English past tense. The dual-mechanism theory proposes that regular English past-tense forms are produced via a rule-based process whereas past-tense forms of irregular verbs are stored in the lexicon. Single-mechanism theories propose that both regular and irregular past-tense verbs are stored in the lexicon. Five 5-year-olds with specific language impairment received treatment for regular past tense. The children were tested on regular past-tense production and third-person singular "s" twice before treatment and once after treatment, at eight-week intervals. Treatment consisted of one-hour play-based sessions, once weekly, for eight weeks. Crucially, treatment focused on different lexical items from those in the test. Each child demonstrated significant improvement on the untreated past-tense test items after treatment, but no improvement on the untreated third-person singular "s". Generalization to untreated past-tense verbs could not be attributed to a frequency effect or to phonological similarity of trained and tested items. It is argued that the results are consistent with a dual-mechanism theory of past-tense inflection.
Daikhin, Luba; Raviv, Ofri; Ahissar, Merav
2017-01-01
Purpose: The reading deficit for people with dyslexia is typically associated with linguistic, memory, and perceptual-discrimination difficulties, whose relation to reading impairment is disputed. We proposed that automatic detection and usage of serial sound regularities for individuals with dyslexia is impaired (anchoring deficit hypothesis),…
Wang, Jim Jing-Yan; Huang, Jianhua Z.; Sun, Yijun; Gao, Xin
2014-01-01
by regularizing NMF with a nearest neighbor graph constructed from the input data set. However, GNMF has two main bottlenecks. First, using the original feature space directly to construct the graph is not necessarily optimal because of the noisy and irrelevant
Eunsuk Chong; Taejin Choi; Hyungmin Kim; Seung-Jong Kim; Yoha Hwang; Jong Min Lee
2017-07-01
We propose a novel approach of selecting useful input sensors as well as learning a mathematical model for predicting lower limb joint kinematics. We applied a feature selection method based on the mutual information called the variational information maximization, which has been reported as the state-of-the-art work among information based feature selection methods. The main difficulty in applying the method is estimating reliable probability density of input and output data, especially when the data are high dimensional and real-valued. We addressed this problem by applying a generative stochastic neural network called the restricted Boltzmann machine, through which we could perform sampling based probability estimation. The mutual informations between inputs and outputs are evaluated in each backward sensor elimination step, and the least informative sensor is removed with its network connections. The entire network is fine-tuned by maximizing conditional likelihood in each step. Experimental results are shown for 4 healthy subjects walking with various speeds, recording 64 sensor measurements including electromyogram, acceleration, and foot-pressure sensors attached on both lower limbs for predicting hip and knee joint angles. For test set of walking with arbitrary speed, our results show that our suggested method can select informative sensors while maintaining a good prediction accuracy.
Energy consumption and entropy production in a stochastic formulation of BCM learning
International Nuclear Information System (INIS)
De Oliveira, L R; Castellani, G; Turchetti, G
2013-01-01
Biochemical processes in living cells are open systems, therefore they exchange materials with their environment and they consume chemical energy. These processes are molecular-based and for that reason the role of fluctuations can not be ignored and the stochastic description is the most appropriate one. The chemical master equation describes in exact way the probabilistic dynamics of a given discrete set of states and helps us to understand and clarify the differences between closed and open systems. A closed system is related to a condition of detailed balance (DB), i.e. an equilibrium state. After a sufficiently long period, an open system will reach a non-equilibrium steady state (NESS) that is sustained by a flux of external energy. We demonstrate that two implementations of the BCM learning rule (BCM82) and (BCM92) are, respectively, always in DB, and never in DB. We define a one parameter parametrization of the BCM learning rule that interpolates between these two extremes. We compute thermodynamical quantities such as internal energy, free energy (both Helmholtz and Gibbs) and entropy. The entropy variation in the case of open systems (i.e. when DB does not hold) can be divided into internal entropy production and entropy exchanged with surroundings. We show how the entropy variation can be used to find the optimal value (corresponding to increased robustness and stability) for the parameter used in the BCM parametrization. Finally, we use the calculation of the work to drive the system from an initial state to the steady state as the parameter of the plasticity of the system
Zheng, Wei; Yan, Xiaoyong; Zhao, Wei; Qian, Chengshan
2017-12-20
A novel large-scale multi-hop localization algorithm based on regularized extreme learning is proposed in this paper. The large-scale multi-hop localization problem is formulated as a learning problem. Unlike other similar localization algorithms, the proposed algorithm overcomes the shortcoming of the traditional algorithms which are only applicable to an isotropic network, therefore has a strong adaptability to the complex deployment environment. The proposed algorithm is composed of three stages: data acquisition, modeling and location estimation. In data acquisition stage, the training information between nodes of the given network is collected. In modeling stage, the model among the hop-counts and the physical distances between nodes is constructed using regularized extreme learning. In location estimation stage, each node finds its specific location in a distributed manner. Theoretical analysis and several experiments show that the proposed algorithm can adapt to the different topological environments with low computational cost. Furthermore, high accuracy can be achieved by this method without setting complex parameters.
Poernomo, Alvin; Kang, Dae-Ki
2018-08-01
Training a deep neural network with a large number of parameters often leads to overfitting problem. Recently, Dropout has been introduced as a simple, yet effective regularization approach to combat overfitting in such models. Although Dropout has shown remarkable results on many deep neural network cases, its actual effect on CNN has not been thoroughly explored. Moreover, training a Dropout model will significantly increase the training time as it takes longer time to converge than a non-Dropout model with the same architecture. To deal with these issues, we address Biased Dropout and Crossmap Dropout, two novel approaches of Dropout extension based on the behavior of hidden units in CNN model. Biased Dropout divides the hidden units in a certain layer into two groups based on their magnitude and applies different Dropout rate to each group appropriately. Hidden units with higher activation value, which give more contributions to the network final performance, will be retained by a lower Dropout rate, while units with lower activation value will be exposed to a higher Dropout rate to compensate the previous part. The second approach is Crossmap Dropout, which is an extension of the regular Dropout in convolution layer. Each feature map in a convolution layer has a strong correlation between each other, particularly in every identical pixel location in each feature map. Crossmap Dropout tries to maintain this important correlation yet at the same time break the correlation between each adjacent pixel with respect to all feature maps by applying the same Dropout mask to all feature maps, so that all pixels or units in equivalent positions in each feature map will be either dropped or active during training. Our experiment with various benchmark datasets shows that our approaches provide better generalization than the regular Dropout. Moreover, our Biased Dropout takes faster time to converge during training phase, suggesting that assigning noise appropriately in
Kingma, Tineke; Kamans, Elanor; Heijne, Marjolein; Wolfensberger, Marca; Jaarsma, Debbie
2017-01-01
Students differ in their learning preferences. When students are more intrinsically motivated this improves their well-being and involvement (Levesque, Zuehlke, Stanek, & Ryan, 2004). Teaching highly motivated honors students places different demands on teachers (Wolfensberger, 2012). High motivated
Directory of Open Access Journals (Sweden)
Abdul-Razak Kuyini Alhassan
2014-01-01
Full Text Available Ghana education system has failed to effectively address the needs of pupils with learning difficulties (LDs in regular classrooms. Underachievement, school dropout, streetism, and antisocial behaviors are the consequences. Teachers’ lack of adequate competence in adaptive instruction is one of the fundamental reasons responsible for this anomaly. This study aims to examine teachers’ competence in adapting instructions to teach pupils with LDs in the regular classroom in Ghana. The data were gathered from 387 sampled teachers in a cross-sectional survey using questionnaires and structured observation methods. We analyzed the data using descriptive statistic, chi-square test, correlation, t test, and ANOVA. The results show that (a teachers have limited to moderate competence in adaptive instruction, (b adaptive teaching is strongly associated with teachers’ competence in teaching pupils with LDs in the regular classroom, and (c apart from gender and class size, teachers’ background variables such as school location and teaching experience differ significantly. The study has serious implications for Ghana’s inclusive education policy and teaching practice.
Statistical learning of multisensory regularities is enhanced in musicians: An MEG study.
Paraskevopoulos, Evangelos; Chalas, Nikolas; Kartsidis, Panagiotis; Wollbrink, Andreas; Bamidis, Panagiotis
2018-07-15
The present study used magnetoencephalography (MEG) to identify the neural correlates of audiovisual statistical learning, while disentangling the differential contributions of uni- and multi-modal statistical mismatch responses in humans. The applied paradigm was based on a combination of a statistical learning paradigm and a multisensory oddball one, combining an audiovisual, an auditory and a visual stimulation stream, along with the corresponding deviances. Plasticity effects due to musical expertise were investigated by comparing the behavioral and MEG responses of musicians to non-musicians. The behavioral results indicated that the learning was successful for both musicians and non-musicians. The unimodal MEG responses are consistent with previous studies, revealing the contribution of Heschl's gyrus for the identification of auditory statistical mismatches and the contribution of medial temporal and visual association areas for the visual modality. The cortical network underlying audiovisual statistical learning was found to be partly common and partly distinct from the corresponding unimodal networks, comprising right temporal and left inferior frontal sources. Musicians showed enhanced activation in superior temporal and superior frontal gyrus. Connectivity and information processing flow amongst the sources comprising the cortical network of audiovisual statistical learning, as estimated by transfer entropy, was reorganized in musicians, indicating enhanced top-down processing. This neuroplastic effect showed a cross-modal stability between the auditory and audiovisual modalities. Copyright © 2018 Elsevier Inc. All rights reserved.
Implicit Learning of Non-Linguistic and Linguistic Regularities in Children with Dyslexia
Nigro, Luciana; Jiménez-Fernández, Gracia; Simpson, Ian C.; Defior, Sylvia
2016-01-01
One of the hallmarks of dyslexia is the failure to automatise written patterns despite repeated exposure to print. Although many explanations have been proposed to explain this problem, researchers have recently begun to explore the possibility that an underlying implicit learning deficit may play a role in dyslexia. This hypothesis has been…
An, Jumei
2012-01-01
This study explored how faculty members at regular higher education institutions in China perceived the National Undergraduate Teaching and Learning Evaluation (NUTLE). Specifically, this study examined how the NUTLE influenced faculty teaching and research and how the NUTLE influenced student learning outcomes. Primarily descriptive and…
Regularized maximum correntropy machine
Wang, Jim Jing-Yan; Wang, Yunji; Jing, Bing-Yi; Gao, Xin
2015-01-01
In this paper we investigate the usage of regularized correntropy framework for learning of classifiers from noisy labels. The class label predictors learned by minimizing transitional loss functions are sensitive to the noisy and outlying labels of training samples, because the transitional loss functions are equally applied to all the samples. To solve this problem, we propose to learn the class label predictors by maximizing the correntropy between the predicted labels and the true labels of the training samples, under the regularized Maximum Correntropy Criteria (MCC) framework. Moreover, we regularize the predictor parameter to control the complexity of the predictor. The learning problem is formulated by an objective function considering the parameter regularization and MCC simultaneously. By optimizing the objective function alternately, we develop a novel predictor learning algorithm. The experiments on two challenging pattern classification tasks show that it significantly outperforms the machines with transitional loss functions.
Regularized maximum correntropy machine
Wang, Jim Jing-Yan
2015-02-12
In this paper we investigate the usage of regularized correntropy framework for learning of classifiers from noisy labels. The class label predictors learned by minimizing transitional loss functions are sensitive to the noisy and outlying labels of training samples, because the transitional loss functions are equally applied to all the samples. To solve this problem, we propose to learn the class label predictors by maximizing the correntropy between the predicted labels and the true labels of the training samples, under the regularized Maximum Correntropy Criteria (MCC) framework. Moreover, we regularize the predictor parameter to control the complexity of the predictor. The learning problem is formulated by an objective function considering the parameter regularization and MCC simultaneously. By optimizing the objective function alternately, we develop a novel predictor learning algorithm. The experiments on two challenging pattern classification tasks show that it significantly outperforms the machines with transitional loss functions.
Quilty, J.; Adamowski, J. F.
2015-12-01
Urban water supply systems are often stressed during seasonal outdoor water use as water demands related to the climate are variable in nature making it difficult to optimize the operation of the water supply system. Urban water demand forecasts (UWD) failing to include meteorological conditions as inputs to the forecast model may produce poor forecasts as they cannot account for the increase/decrease in demand related to meteorological conditions. Meteorological records stochastically simulated into the future can be used as inputs to data-driven UWD forecasts generally resulting in improved forecast accuracy. This study aims to produce data-driven UWD forecasts for two different Canadian water utilities (Montreal and Victoria) using machine learning methods by first selecting historical UWD and meteorological records derived from a stochastic weather generator using nonlinear input variable selection. The nonlinear input variable selection methods considered in this work are derived from the concept of conditional mutual information, a nonlinear dependency measure based on (multivariate) probability density functions and accounts for relevancy, conditional relevancy, and redundancy from a potential set of input variables. The results of our study indicate that stochastic weather inputs can improve UWD forecast accuracy for the two sites considered in this work. Nonlinear input variable selection is suggested as a means to identify which meteorological conditions should be utilized in the forecast.
SUPPORTTING REGULAR AND ON-LINE BIOCHEMISTRY CLASSES USING INTERACTIVE LEARNING
Directory of Open Access Journals (Sweden)
F.C. Dórea
2004-05-01
Full Text Available Interactive learning on the Web may be a way to partially supplement the classroom learning ex-perience by providing an interactive environment similar to the classroom but with more attentionto individual student needs. New computational resources are available every day, and these newtechnologies that help the understanding process can be popularized by free full access web sites, asBiochemical View. This site, available at http://www.unb.br/cbsp/bioq, was developed at Universityof Braslia (UnB to support Biochemistry classes of this and any other Universities, since its alsoavailable in an English version. The contents - that include the usual metabolic pathways referentto the metabolism of carbohydrates, amino acids, lipids and nucleic acids - are presented in bi andthree-dimensional formats, easily accessible and assimilable, complemented with objective texts anddescription of regulation points. Protocols for experimental classes, reference materials, and specicinformation about each molecule of all pathways are also available, including metabolic participationschemes of them. An evaluation form of the site is available on-line, developed using PHP. Besidesthe positives results, the suggestions collected in these evaluations since 2001 have been guiding theactualizations. So, the site is the result of students opinions and needs.
Problems and potentialities of e-Learning for regular undergraduate courses in emergency medicine
Directory of Open Access Journals (Sweden)
William Rafaelo Schlinkert
Full Text Available BACKGROUND: E-learning techniques are spreading at great speed in medicine, raising concerns about the impact of adopting them. Websites especially designed to host courses are becoming more common. There is a lack of evidence that these systems could enhance student knowledge acquisition. GOAL: To evaluate the impact of using dedicated-website tools over cognition of medical students exposed to a first-aid course. METHODS: Prospective study of 184 medical students exposed to a twenty-hour first-aid course. We generated a dedicated-website with several sections (lectures, additional reading material, video and multiple choice exercises. We constructed variables expressing the student's access to each section. The evaluation was composed of fifty multiple-choice tests, based on clinical problems. We used multiple linear regression to adjust for potential confounders. RESULTS: There was no association of website intensity of exposure and the outcome - beta-coeficient 0.27 (95%CI - 0.454 - 1.004. These findings were not altered after adjustment for potential confounders - 0.165 (95%CI -0.628 - 0.960. CONCLUSION: A dedicated website with passive and active capabilities for aiding in person learning had not shown association with a better outcome.
Mizutani, Eiji; Demmel, James W
2003-01-01
This paper briefly introduces our numerical linear algebra approaches for solving structured nonlinear least squares problems arising from 'multiple-output' neural-network (NN) models. Our algorithms feature trust-region regularization, and exploit sparsity of either the 'block-angular' residual Jacobian matrix or the 'block-arrow' Gauss-Newton Hessian (or Fisher information matrix in statistical sense) depending on problem scale so as to render a large class of NN-learning algorithms 'efficient' in both memory and operation costs. Using a relatively large real-world nonlinear regression application, we shall explain algorithmic strengths and weaknesses, analyzing simulation results obtained by both direct and iterative trust-region algorithms with two distinct NN models: 'multilayer perceptrons' (MLP) and 'complementary mixtures of MLP-experts' (or neuro-fuzzy modular networks).
Sargent, Garrett C.; Ratliff, Bradley M.; Asari, Vijayan K.
2017-08-01
The advantage of division of focal plane imaging polarimeters is their ability to obtain temporally synchronized intensity measurements across a scene; however, they sacrifice spatial resolution in doing so due to their spatially modulated arrangement of the pixel-to-pixel polarizers and often result in aliased imagery. Here, we propose a super-resolution method based upon two previously trained extreme learning machines (ELM) that attempt to recover missing high frequency and low frequency content beyond the spatial resolution of the sensor. This method yields a computationally fast and simple way of recovering lost high and low frequency content from demosaicing raw microgrid polarimetric imagery. The proposed method outperforms other state-of-the-art single-image super-resolution algorithms in terms of structural similarity and peak signal-to-noise ratio.
P.A.N. Bosman (Peter); J.A. La Poutré (Han); D. Thierens (Dirk)
2007-01-01
htmlabstractThe focus of this paper is on how to design evolutionary algorithms (EAs) for solving stochastic dynamic optimization problems online, i.e. as time goes by. For a proper design, the EA must not only be capable of tracking shifting optima, it must also take into account the future
Leaving School — learning at SEA: Regular high school education alongside polar research
Gatti, Susanne
2010-05-01
Against the background of unsatisfactory results from the international OECD study PISA (Program for International Student Assessment), Germany is facing a period of intense school reforms. Looking back at a tradition of school culture with too few changes during the last century, quick and radical renewal of the school system is rather unlikely. Furthermore students are increasingly turning away from natural sciences [1]. The AWI aims at providing impulses for major changes in the schooling system and is offering solid science education not only for university students but also for a larger audience. All efforts towards this goal are interconnected within the project SEA (Science & Education @ the AWI). With the school-term of 2002/03 the Alfred-Wegener-Institute for Polar and Marine Research started HIGHSEA (High school of SEA). The program is the most important component of SEA. Each year 22 high school students (grade 10 or 11) are admitted to HIGHSEA spending their last three years of school not at school but at the institute. Four subjects (biology as a major, chemistry, math and English as accessory subjects) are combined and taught fully integrated. Students leave their school for two days each week to study, work and explore all necessary topics at the AWI. All of the curricular necessities of the four subjects have been rearranged in their temporal sequencing thus enabling a conceptual formulation of four major questions to be dealt with in the course of the three-year program [2]. Students are taught by teachers of the cooperation schools as well as by scientists of the AWI. Close links and intense cooperation between both groups are the basis of fundamental changes in teaching and learning climate. We are organizing expeditions for every group of HIGHSEA-students (e. g. to the Arctic or to mid-Atlantic seamounts). For each student expedition we devise a "real" research question. Usually a single working group at the AWI has a special interest in the
Becker, Christoph; Lauterbach, Gabriele; Spengler, Sarah; Dettweiler, Ulrich; Mess, Filip
2017-05-05
Participants in Outdoor Education Programmes (OEPs) presumably benefit from these programmes in terms of their social and personal development, academic achievement and physical activity (PA). The aim of this systematic review was to identify studies about regular compulsory school- and curriculum-based OEPs, to categorise and evaluate reported outcomes, to assess the methodological quality, and to discuss possible benefits for students. We searched online databases to identify English- and German-language peer-reviewed journal articles that reported any outcomes on a student level. Two independent reviewers screened studies identified for eligibility and assessed the methodological quality. Thirteen studies were included for analysis. Most studies used a case-study design, the average number of participants was moderate (mean valued (M) = 62.17; standard deviation (SD) = 64.12), and the methodological quality was moderate on average for qualitative studies (M = 0.52; SD = 0.11), and low on average for quantitative studies (M = 0.18; SD = 0.42). Eight studies described outcomes in terms of social dimensions, seven studies in learning dimensions and four studies were subsumed under additional outcomes, i.e., PA and health. Eleven studies reported positive, one study positive as well as negative, and one study reported negative effects. PA and mental health as outcomes were underrepresented. Tendencies were detected that regular compulsory school- and curriculum-based OEPs can promote students in respect of social, academic, physical and psychological dimensions. Very little is known concerning students' PA or mental health. We recommend conducting more quasi-experimental design and longitudinal studies with a greater number of participants, and a high methodological quality to further investigate these tendencies.
Becker, Christoph; Lauterbach, Gabriele; Spengler, Sarah; Dettweiler, Ulrich; Mess, Filip
2017-01-01
Background: Participants in Outdoor Education Programmes (OEPs) presumably benefit from these programmes in terms of their social and personal development, academic achievement and physical activity (PA). The aim of this systematic review was to identify studies about regular compulsory school- and curriculum-based OEPs, to categorise and evaluate reported outcomes, to assess the methodological quality, and to discuss possible benefits for students. Methods: We searched online databases to identify English- and German-language peer-reviewed journal articles that reported any outcomes on a student level. Two independent reviewers screened studies identified for eligibility and assessed the methodological quality. Results: Thirteen studies were included for analysis. Most studies used a case-study design, the average number of participants was moderate (mean valued (M) = 62.17; standard deviation (SD) = 64.12), and the methodological quality was moderate on average for qualitative studies (M = 0.52; SD = 0.11), and low on average for quantitative studies (M = 0.18; SD = 0.42). Eight studies described outcomes in terms of social dimensions, seven studies in learning dimensions and four studies were subsumed under additional outcomes, i.e., PA and health. Eleven studies reported positive, one study positive as well as negative, and one study reported negative effects. PA and mental health as outcomes were underrepresented. Conclusion: Tendencies were detected that regular compulsory school- and curriculum-based OEPs can promote students in respect of social, academic, physical and psychological dimensions. Very little is known concerning students’ PA or mental health. We recommend conducting more quasi-experimental design and longitudinal studies with a greater number of participants, and a high methodological quality to further investigate these tendencies. PMID:28475167
Stochastic quantization and gauge theories
International Nuclear Information System (INIS)
Kolck, U. van.
1987-01-01
Stochastic quantization is presented taking the Flutuation-Dissipation Theorem as a guide. It is shown that the original approach of Parisi and Wu to gauge theories fails to give the right results to gauge invariant quantities when dimensional regularization is used. Although there is a simple solution in an abelian theory, in the non-abelian case it is probably necessary to start from a BRST invariant action instead of a gauge invariant one. Stochastic regularizations are also discussed. (author) [pt
Stochastic quantization and gauge invariance
International Nuclear Information System (INIS)
Viana, R.L.
1987-01-01
A survey of the fundamental ideas about Parisi-Wu's Stochastic Quantization Method, with applications to Scalar, Gauge and Fermionic theories, is done. In particular, the Analytic Stochastic Regularization Scheme is used to calculate the polarization tensor for Quantum Electrodynamics with Dirac bosons or Fermions. The regularization influence is studied for both theories and an extension of this method for some supersymmetrical models is suggested. (author)
Directory of Open Access Journals (Sweden)
Ramesh Kumar Lama
2017-01-01
Full Text Available Alzheimer’s disease (AD is a progressive, neurodegenerative brain disorder that attacks neurotransmitters, brain cells, and nerves, affecting brain functions, memory, and behaviors and then finally causing dementia on elderly people. Despite its significance, there is currently no cure for it. However, there are medicines available on prescription that can help delay the progress of the condition. Thus, early diagnosis of AD is essential for patient care and relevant researches. Major challenges in proper diagnosis of AD using existing classification schemes are the availability of a smaller number of training samples and the larger number of possible feature representations. In this paper, we present and compare AD diagnosis approaches using structural magnetic resonance (sMR images to discriminate AD, mild cognitive impairment (MCI, and healthy control (HC subjects using a support vector machine (SVM, an import vector machine (IVM, and a regularized extreme learning machine (RELM. The greedy score-based feature selection technique is employed to select important feature vectors. In addition, a kernel-based discriminative approach is adopted to deal with complex data distributions. We compare the performance of these classifiers for volumetric sMR image data from Alzheimer’s disease neuroimaging initiative (ADNI datasets. Experiments on the ADNI datasets showed that RELM with the feature selection approach can significantly improve classification accuracy of AD from MCI and HC subjects.
Stochastic volatility and stochastic leverage
DEFF Research Database (Denmark)
Veraart, Almut; Veraart, Luitgard A. M.
This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...
Chen, Xing; Niu, Ya-Wei; Wang, Guang-Hui; Yan, Gui-Ying
2017-12-12
Recently, as the research of microRNA (miRNA) continues, there are plenty of experimental evidences indicating that miRNA could be associated with various human complex diseases development and progression. Hence, it is necessary and urgent to pay more attentions to the relevant study of predicting diseases associated miRNAs, which may be helpful for effective prevention, diagnosis and treatment of human diseases. Especially, constructing computational methods to predict potential miRNA-disease associations is worthy of more studies because of the feasibility and effectivity. In this work, we developed a novel computational model of multiple kernels learning-based Kronecker regularized least squares for MiRNA-disease association prediction (MKRMDA), which could reveal potential miRNA-disease associations by automatically optimizing the combination of multiple kernels for disease and miRNA. MKRMDA obtained AUCs of 0.9040 and 0.8446 in global and local leave-one-out cross validation, respectively. Meanwhile, MKRMDA achieved average AUCs of 0.8894 ± 0.0015 in fivefold cross validation. Furthermore, we conducted three different kinds of case studies on some important human cancers for further performance evaluation. In the case studies of colonic cancer, esophageal cancer and lymphoma based on known miRNA-disease associations in HMDDv2.0 database, 76, 94 and 88% of the corresponding top 50 predicted miRNAs were confirmed by experimental reports, respectively. In another two kinds of case studies for new diseases without any known associated miRNAs and diseases only with known associations in HMDDv1.0 database, the verified ratios of two different cancers were 88 and 94%, respectively. All the results mentioned above adequately showed the reliable prediction ability of MKRMDA. We anticipated that MKRMDA could serve to facilitate further developments in the field and the follow-up investigations by biomedical researchers.
Huang, Zhengxing; Dong, Wei; Duan, Huilong; Liu, Jiquan
2018-05-01
Acute coronary syndrome (ACS), as a common and severe cardiovascular disease, is a leading cause of death and the principal cause of serious long-term disability globally. Clinical risk prediction of ACS is important for early intervention and treatment. Existing ACS risk scoring models are based mainly on a small set of hand-picked risk factors and often dichotomize predictive variables to simplify the score calculation. This study develops a regularized stacked denoising autoencoder (SDAE) model to stratify clinical risks of ACS patients from a large volume of electronic health records (EHR). To capture characteristics of patients at similar risk levels, and preserve the discriminating information across different risk levels, two constraints are added on SDAE to make the reconstructed feature representations contain more risk information of patients, which contribute to a better clinical risk prediction result. We validate our approach on a real clinical dataset consisting of 3464 ACS patient samples. The performance of our approach for predicting ACS risk remains robust and reaches 0.868 and 0.73 in terms of both AUC and accuracy, respectively. The obtained results show that the proposed approach achieves a competitive performance compared to state-of-the-art models in dealing with the clinical risk prediction problem. In addition, our approach can extract informative risk factors of ACS via a reconstructive learning strategy. Some of these extracted risk factors are not only consistent with existing medical domain knowledge, but also contain suggestive hypotheses that could be validated by further investigations in the medical domain.
Nguyen, A; Yosinski, J; Clune, J
2016-01-01
The Achilles Heel of stochastic optimization algorithms is getting trapped on local optima. Novelty Search mitigates this problem by encouraging exploration in all interesting directions by replacing the performance objective with a reward for novel behaviors. This reward for novel behaviors has traditionally required a human-crafted, behavioral distance function. While Novelty Search is a major conceptual breakthrough and outperforms traditional stochastic optimization on certain problems, it is not clear how to apply it to challenging, high-dimensional problems where specifying a useful behavioral distance function is difficult. For example, in the space of images, how do you encourage novelty to produce hawks and heroes instead of endless pixel static? Here we propose a new algorithm, the Innovation Engine, that builds on Novelty Search by replacing the human-crafted behavioral distance with a Deep Neural Network (DNN) that can recognize interesting differences between phenotypes. The key insight is that DNNs can recognize similarities and differences between phenotypes at an abstract level, wherein novelty means interesting novelty. For example, a DNN-based novelty search in the image space does not explore in the low-level pixel space, but instead creates a pressure to create new types of images (e.g., churches, mosques, obelisks, etc.). Here, we describe the long-term vision for the Innovation Engine algorithm, which involves many technical challenges that remain to be solved. We then implement a simplified version of the algorithm that enables us to explore some of the algorithm's key motivations. Our initial results, in the domain of images, suggest that Innovation Engines could ultimately automate the production of endless streams of interesting solutions in any domain: for example, producing intelligent software, robot controllers, optimized physical components, and art.
Two Algorithms for Learning the Parameters of Stochastic Context-Free Grammars
National Research Council Canada - National Science Library
Heeringa, Brent; Oates, Tim
2001-01-01
.... Most algorithms for learning them require storage and repeated processing of a sentence corpus. The memory and computational demands of such algorithms are illsuited for embedded agents such as a mobile robot...
Srinivasan, Gopalakrishnan; Sengupta, Abhronil; Roy, Kaushik
2016-07-01
Spiking Neural Networks (SNNs) have emerged as a powerful neuromorphic computing paradigm to carry out classification and recognition tasks. Nevertheless, the general purpose computing platforms and the custom hardware architectures implemented using standard CMOS technology, have been unable to rival the power efficiency of the human brain. Hence, there is a need for novel nanoelectronic devices that can efficiently model the neurons and synapses constituting an SNN. In this work, we propose a heterostructure composed of a Magnetic Tunnel Junction (MTJ) and a heavy metal as a stochastic binary synapse. Synaptic plasticity is achieved by the stochastic switching of the MTJ conductance states, based on the temporal correlation between the spiking activities of the interconnecting neurons. Additionally, we present a significance driven long-term short-term stochastic synapse comprising two unique binary synaptic elements, in order to improve the synaptic learning efficiency. We demonstrate the efficacy of the proposed synaptic configurations and the stochastic learning algorithm on an SNN trained to classify handwritten digits from the MNIST dataset, using a device to system-level simulation framework. The power efficiency of the proposed neuromorphic system stems from the ultra-low programming energy of the spintronic synapses.
Koomen, Michele Jean Hollingsworth
This dissertation reports on a phenomenological study of nine regular and special education students as they studied insect biology and ecology in their inclusive seventh grade life science class. Three fundamental data collection methods of interpretive research (student observations, interviews and artifact analysis) framed the data collection of this study. Hermeneutic phenomenological analysis and a seven-step framework, beginning with establishment of the unit of analysis and ending in theory generation, were used to systematically analyze the data resulting in the emergence of four main themes. The essence of the lived experience of the study participants reveal a variety of ways working with others in groups supported their learning. Students reported that it was easier to share ideas, ask questions and complete their work when they worked together with other classmates. A second finding of this study, It's kind of hard in learning science, exposes some of the anxiety and the challenges that are part of the experiences of both regular and special education students in learning science. A third finding reveals that for the students in this study the practice of inquiry learning in science is fragile. Despite daily opportunities in inquiry activities, many students are fixated in finding the "right" answers and just getting their "work done." The practice of inquiry is also fragile because of the perceptions of how we go about doing and learning science. The perception of practicing science for the special education students was moderated and limited by their viewpoint that science is coupled with language arts. The last major theme describes the manner in which both student groups navigate through science learning using various strategies that contribute to their learning or engaging in behaviors that seem to conceal their learning differences. The results of this research have implication for inclusive classroom teachers, special educators, teacher educators
Sparse structure regularized ranking
Wang, Jim Jing-Yan
2014-04-17
Learning ranking scores is critical for the multimedia database retrieval problem. In this paper, we propose a novel ranking score learning algorithm by exploring the sparse structure and using it to regularize ranking scores. To explore the sparse structure, we assume that each multimedia object could be represented as a sparse linear combination of all other objects, and combination coefficients are regarded as a similarity measure between objects and used to regularize their ranking scores. Moreover, we propose to learn the sparse combination coefficients and the ranking scores simultaneously. A unified objective function is constructed with regard to both the combination coefficients and the ranking scores, and is optimized by an iterative algorithm. Experiments on two multimedia database retrieval data sets demonstrate the significant improvements of the propose algorithm over state-of-the-art ranking score learning algorithms.
DEFF Research Database (Denmark)
Hansen, Lars Kai; Rasmussen, Carl Edward; Svarer, C.
1994-01-01
Regularization, e.g., in the form of weight decay, is important for training and optimization of neural network architectures. In this work the authors provide a tool based on asymptotic sampling theory, for iterative estimation of weight decay parameters. The basic idea is to do a gradient desce...
Error analysis of stochastic gradient descent ranking.
Chen, Hong; Tang, Yi; Li, Luoqing; Yuan, Yuan; Li, Xuelong; Tang, Yuanyan
2013-06-01
Ranking is always an important task in machine learning and information retrieval, e.g., collaborative filtering, recommender systems, drug discovery, etc. A kernel-based stochastic gradient descent algorithm with the least squares loss is proposed for ranking in this paper. The implementation of this algorithm is simple, and an expression of the solution is derived via a sampling operator and an integral operator. An explicit convergence rate for leaning a ranking function is given in terms of the suitable choices of the step size and the regularization parameter. The analysis technique used here is capacity independent and is novel in error analysis of ranking learning. Experimental results on real-world data have shown the effectiveness of the proposed algorithm in ranking tasks, which verifies the theoretical analysis in ranking error.
Online co-regularized algorithms
Ruijter, T. de; Tsivtsivadze, E.; Heskes, T.
2012-01-01
We propose an online co-regularized learning algorithm for classification and regression tasks. We demonstrate that by sequentially co-regularizing prediction functions on unlabeled data points, our algorithm provides improved performance in comparison to supervised methods on several UCI benchmarks
Network-based stochastic competitive learning approach to disambiguation in collaborative networks
Christiano Silva, Thiago; Raphael Amancio, Diego
2013-03-01
Many patterns have been uncovered in complex systems through the application of concepts and methodologies of complex networks. Unfortunately, the validity and accuracy of the unveiled patterns are strongly dependent on the amount of unavoidable noise pervading the data, such as the presence of homonymous individuals in social networks. In the current paper, we investigate the problem of name disambiguation in collaborative networks, a task that plays a fundamental role on a myriad of scientific contexts. In special, we use an unsupervised technique which relies on a particle competition mechanism in a networked environment to detect the clusters. It has been shown that, in this kind of environment, the learning process can be improved because the network representation of data can capture topological features of the input data set. Specifically, in the proposed disambiguating model, a set of particles is randomly spawned into the nodes constituting the network. As time progresses, the particles employ a movement strategy composed of a probabilistic convex mixture of random and preferential walking policies. In the former, the walking rule exclusively depends on the topology of the network and is responsible for the exploratory behavior of the particles. In the latter, the walking rule depends both on the topology and the domination levels that the particles impose on the neighboring nodes. This type of behavior compels the particles to perform a defensive strategy, because it will force them to revisit nodes that are already dominated by them, rather than exploring rival territories. Computer simulations conducted on the networks extracted from the arXiv repository of preprint papers and also from other databases reveal the effectiveness of the model, which turned out to be more accurate than traditional clustering methods.
Stochastic quantization for the axial model
International Nuclear Information System (INIS)
Farina, C.; Montani, H.; Albuquerque, L.C.
1991-01-01
We use bosonization ideas to solve the axial model in the stochastic quantization framework. We obtain the fermion propagator of the theory decoupling directly the Langevin equation, instead of the Fokker-Planck equation. In the Appendix we calculate explicitly the anomalous divergence of the axial-vector current by using a regularization that does not break the Markovian character of the stochastic process
Stochastic Analysis : A Series of Lectures
Dozzi, Marco; Flandoli, Franco; Russo, Francesco
2015-01-01
This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields o...
Parzen, Emanuel
1962-01-01
Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine
International Nuclear Information System (INIS)
Klauder, J.R.
1983-01-01
The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)
Directory of Open Access Journals (Sweden)
Clarilza Prado de Sousa
1999-11-01
Full Text Available Pretendi neste trabalho analisar os limites e possibilidades da escola integrar alunos com atraso de escolaridade em processos de educação regular, que receberam apoio de programas de aceleração da aprendizagem. Baseada nas avaliações realizadas desses programas por professores do Programa de Estudos Pós-Graduados em Psicologia da Educação da PUCSP e por pesquisadores do Núcleo de Avaliação Educacional da Fundação Carlos Chagas, discuto os resultados efetivamente alcançados considerando duas categorias de análise. Na primeira categoria, analiso os efeitos da estratégia pedagógica promovida pelos programas, nas aprendizagens e progressos dos alunos participantes. Na segunda categoria, procuro analisar as possibilidades de integração/inclusão desses alunos no processo de educação regular. Finalmente, à guisa de conclusão, procuro fazer algumas considerações teórico-metodológicas. Distinguindo integração de inclusão, discuto os limites e possibilidades que as ações dos programas têm de realmente promoverem o desenvolvimento de uma escola sem exclusão.This article analyzes the limits and possibilities for schools to include students with schooling deficits who receive support from the accelerated learning programs, in their regular education processes. Based on evaluations of these programs done by professors from the Post Graduate Program in Educational Psychology of the Pontifical Catholic University of São Paulo and by researchers from the Nucleus for Educational Evaluation of the Carlos Chagas Foundation, the results will be discussed in two analytical categories. In the first category, I analyze the effects of the teaching strategies promoted by the programs on the learning and progress of the participating students. In the second category, I seek to analyze the possibilities for integration/inclusion of these students in the regular educational process. Finally by way of conclusion, I try to make some
Liang, Yong; Chai, Hua; Liu, Xiao-Ying; Xu, Zong-Ben; Zhang, Hai; Leung, Kwong-Sak
2016-03-01
One of the most important objectives of the clinical cancer research is to diagnose cancer more accurately based on the patients' gene expression profiles. Both Cox proportional hazards model (Cox) and accelerated failure time model (AFT) have been widely adopted to the high risk and low risk classification or survival time prediction for the patients' clinical treatment. Nevertheless, two main dilemmas limit the accuracy of these prediction methods. One is that the small sample size and censored data remain a bottleneck for training robust and accurate Cox classification model. In addition to that, similar phenotype tumours and prognoses are actually completely different diseases at the genotype and molecular level. Thus, the utility of the AFT model for the survival time prediction is limited when such biological differences of the diseases have not been previously identified. To try to overcome these two main dilemmas, we proposed a novel semi-supervised learning method based on the Cox and AFT models to accurately predict the treatment risk and the survival time of the patients. Moreover, we adopted the efficient L1/2 regularization approach in the semi-supervised learning method to select the relevant genes, which are significantly associated with the disease. The results of the simulation experiments show that the semi-supervised learning model can significant improve the predictive performance of Cox and AFT models in survival analysis. The proposed procedures have been successfully applied to four real microarray gene expression and artificial evaluation datasets. The advantages of our proposed semi-supervised learning method include: 1) significantly increase the available training samples from censored data; 2) high capability for identifying the survival risk classes of patient in Cox model; 3) high predictive accuracy for patients' survival time in AFT model; 4) strong capability of the relevant biomarker selection. Consequently, our proposed semi
STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...
African Journals Online (AJOL)
eobe
STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.
UNFOLDED REGULAR AND SEMI-REGULAR POLYHEDRA
Directory of Open Access Journals (Sweden)
IONIŢĂ Elena
2015-06-01
Full Text Available This paper proposes a presentation unfolding regular and semi-regular polyhedra. Regular polyhedra are convex polyhedra whose faces are regular and equal polygons, with the same number of sides, and whose polyhedral angles are also regular and equal. Semi-regular polyhedra are convex polyhedra with regular polygon faces, several types and equal solid angles of the same type. A net of a polyhedron is a collection of edges in the plane which are the unfolded edges of the solid. Modeling and unfolding Platonic and Arhimediene polyhedra will be using 3dsMAX program. This paper is intended as an example of descriptive geometry applications.
Manifold Regularized Correlation Object Tracking
Hu, Hongwei; Ma, Bo; Shen, Jianbing; Shao, Ling
2017-01-01
In this paper, we propose a manifold regularized correlation tracking method with augmented samples. To make better use of the unlabeled data and the manifold structure of the sample space, a manifold regularization-based correlation filter is introduced, which aims to assign similar labels to neighbor samples. Meanwhile, the regression model is learned by exploiting the block-circulant structure of matrices resulting from the augmented translated samples over multiple base samples cropped fr...
Diagrammatic methods in phase-space regularization
International Nuclear Information System (INIS)
Bern, Z.; Halpern, M.B.; California Univ., Berkeley
1987-11-01
Using the scalar prototype and gauge theory as the simplest possible examples, diagrammatic methods are developed for the recently proposed phase-space form of continuum regularization. A number of one-loop and all-order applications are given, including general diagrammatic discussions of the nogrowth theorem and the uniqueness of the phase-space stochastic calculus. The approach also generates an alternate derivation of the equivalence of the large-β phase-space regularization to the more conventional coordinate-space regularization. (orig.)
Gatti, S.
2006-12-01
Against the background of unsatisfactory results from the international OECD study PISA (Program for International Student Assessment), Germany is facing a period of intense school reforms. Looking back at a tradition of school culture with too few changes during the last century, quick and radical renewal of the school system is rather unlikely. Furthermore students are increasingly turning away from natural sciences. The AWI aims at providing impulses for major changes in the schooling system and is offering solid science education not only for university students but also for a much younger audience. All efforts towards this goal are interconnected within the project SEA (Science & Education @ the AWI). Fife years ago the AWI started HIGHSEA (High school of SEA). Each year 22 high school students (grade 11) are admitted to HIGHSEA spending their last three years of school not at school but at the institute. Four subjects (biology as a major, chemistry, math and English as accessory subjects) are combined and taught fully integrated. Students leave their schools for two days each week to study, work and explore all necessary topics at the AWI. All of the curricular necessities of the four subjects are being met. After rearrangement of the temporal sequencing conceptual formulation of four major questions around AWI-topics was possible. Students are taught by teachers of the cooperating schools as well as by scientists of the AWI. Close links and intense cooperation between all three groups are the basis of fundamental changes in teaching and learning climate. For each group of students we organize a short research expedition: in August 2005 we worked in the high Arctic, in January and February 2006 we performed measurements at two eastern Atlantic seamounts. Even if the amount of data coming from these expeditions is comparatively small they still contribute to ongoing research projects of the oceanographic department. The first two groups of students finished
Manifold Regularized Correlation Object Tracking.
Hu, Hongwei; Ma, Bo; Shen, Jianbing; Shao, Ling
2018-05-01
In this paper, we propose a manifold regularized correlation tracking method with augmented samples. To make better use of the unlabeled data and the manifold structure of the sample space, a manifold regularization-based correlation filter is introduced, which aims to assign similar labels to neighbor samples. Meanwhile, the regression model is learned by exploiting the block-circulant structure of matrices resulting from the augmented translated samples over multiple base samples cropped from both target and nontarget regions. Thus, the final classifier in our method is trained with positive, negative, and unlabeled base samples, which is a semisupervised learning framework. A block optimization strategy is further introduced to learn a manifold regularization-based correlation filter for efficient online tracking. Experiments on two public tracking data sets demonstrate the superior performance of our tracker compared with the state-of-the-art tracking approaches.
Regularizing portfolio optimization
International Nuclear Information System (INIS)
Still, Susanne; Kondor, Imre
2010-01-01
The optimization of large portfolios displays an inherent instability due to estimation error. This poses a fundamental problem, because solutions that are not stable under sample fluctuations may look optimal for a given sample, but are, in effect, very far from optimal with respect to the average risk. In this paper, we approach the problem from the point of view of statistical learning theory. The occurrence of the instability is intimately related to over-fitting, which can be avoided using known regularization methods. We show how regularized portfolio optimization with the expected shortfall as a risk measure is related to support vector regression. The budget constraint dictates a modification. We present the resulting optimization problem and discuss the solution. The L2 norm of the weight vector is used as a regularizer, which corresponds to a diversification 'pressure'. This means that diversification, besides counteracting downward fluctuations in some assets by upward fluctuations in others, is also crucial because it improves the stability of the solution. The approach we provide here allows for the simultaneous treatment of optimization and diversification in one framework that enables the investor to trade off between the two, depending on the size of the available dataset.
Regularizing portfolio optimization
Still, Susanne; Kondor, Imre
2010-07-01
The optimization of large portfolios displays an inherent instability due to estimation error. This poses a fundamental problem, because solutions that are not stable under sample fluctuations may look optimal for a given sample, but are, in effect, very far from optimal with respect to the average risk. In this paper, we approach the problem from the point of view of statistical learning theory. The occurrence of the instability is intimately related to over-fitting, which can be avoided using known regularization methods. We show how regularized portfolio optimization with the expected shortfall as a risk measure is related to support vector regression. The budget constraint dictates a modification. We present the resulting optimization problem and discuss the solution. The L2 norm of the weight vector is used as a regularizer, which corresponds to a diversification 'pressure'. This means that diversification, besides counteracting downward fluctuations in some assets by upward fluctuations in others, is also crucial because it improves the stability of the solution. The approach we provide here allows for the simultaneous treatment of optimization and diversification in one framework that enables the investor to trade off between the two, depending on the size of the available dataset.
Stochastic synaptic plasticity with memristor crossbar arrays
Naous, Rawan
2016-11-01
Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.
Stochastic synaptic plasticity with memristor crossbar arrays
Naous, Rawan; Al-Shedivat, Maruan; Neftci, Emre; Cauwenberghs, Gert; Salama, Khaled N.
2016-01-01
Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.
Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurance
Schrager, D.F.; Pelsser, A.
2004-01-01
We derive general pricing formulas for Rate of Return Guarantees in Regular Premium Unit Linked Insurance under stochastic interest rates. Our main contribution focusses on the effect of stochastic interest rates. First, we show the effect of stochastic interest rates can be interpreted as, what is
International Nuclear Information System (INIS)
Bisognano, J.; Leemann, C.
1982-03-01
Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron
Coordinate-invariant regularization
International Nuclear Information System (INIS)
Halpern, M.B.
1987-01-01
A general phase-space framework for coordinate-invariant regularization is given. The development is geometric, with all regularization contained in regularized DeWitt Superstructures on field deformations. Parallel development of invariant coordinate-space regularization is obtained by regularized functional integration of the momenta. As representative examples of the general formulation, the regularized general non-linear sigma model and regularized quantum gravity are discussed. copyright 1987 Academic Press, Inc
Eichhorn, Ralf; Aurell, Erik
2014-04-01
'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Crisan, Dan
2011-01-01
"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa
Borodin, Andrei N
2017-01-01
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.
Prayekti
2015-01-01
This study is to know effect of self-regulated learning and motivation to achieve against teacher professional capability for student S1 PGSD of science field compared with regular student S1 PGSD. The student uses grades of Classroom Action Research (CAR) and Stabilization of Professional Capability (SPC) on curriculum of S1 PGSD to see…
Ensemble manifold regularization.
Geng, Bo; Tao, Dacheng; Xu, Chao; Yang, Linjun; Hua, Xian-Sheng
2012-06-01
We propose an automatic approximation of the intrinsic manifold for general semi-supervised learning (SSL) problems. Unfortunately, it is not trivial to define an optimization function to obtain optimal hyperparameters. Usually, cross validation is applied, but it does not necessarily scale up. Other problems derive from the suboptimality incurred by discrete grid search and the overfitting. Therefore, we develop an ensemble manifold regularization (EMR) framework to approximate the intrinsic manifold by combining several initial guesses. Algorithmically, we designed EMR carefully so it 1) learns both the composite manifold and the semi-supervised learner jointly, 2) is fully automatic for learning the intrinsic manifold hyperparameters implicitly, 3) is conditionally optimal for intrinsic manifold approximation under a mild and reasonable assumption, and 4) is scalable for a large number of candidate manifold hyperparameters, from both time and space perspectives. Furthermore, we prove the convergence property of EMR to the deterministic matrix at rate root-n. Extensive experiments over both synthetic and real data sets demonstrate the effectiveness of the proposed framework.
International Nuclear Information System (INIS)
Colombino, A.; Mosiello, R.; Norelli, F.; Jorio, V.M.; Pacilio, N.
1975-01-01
A nuclear system kinetics is formulated according to a stochastic approach. The detailed probability balance equations are written for the probability of finding the mixed population of neutrons and detected neutrons, i.e. detectrons, at a given level for a given instant of time. Equations are integrated in search of a probability profile: a series of cases is analyzed through a progressive criterium. It tends to take into account an increasing number of physical processes within the chosen model. The most important contribution is that solutions interpret analytically experimental conditions of equilibrium (moise analysis) and non equilibrium (pulsed neutron measurements, source drop technique, start up procedures)
Directory of Open Access Journals (Sweden)
Romanu Ekaterini
2006-01-01
Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.
Maximum mutual information regularized classification
Wang, Jim Jing-Yan
2014-09-07
In this paper, a novel pattern classification approach is proposed by regularizing the classifier learning to maximize mutual information between the classification response and the true class label. We argue that, with the learned classifier, the uncertainty of the true class label of a data sample should be reduced by knowing its classification response as much as possible. The reduced uncertainty is measured by the mutual information between the classification response and the true class label. To this end, when learning a linear classifier, we propose to maximize the mutual information between classification responses and true class labels of training samples, besides minimizing the classification error and reducing the classifier complexity. An objective function is constructed by modeling mutual information with entropy estimation, and it is optimized by a gradient descend method in an iterative algorithm. Experiments on two real world pattern classification problems show the significant improvements achieved by maximum mutual information regularization.
Maximum mutual information regularized classification
Wang, Jim Jing-Yan; Wang, Yi; Zhao, Shiguang; Gao, Xin
2014-01-01
In this paper, a novel pattern classification approach is proposed by regularizing the classifier learning to maximize mutual information between the classification response and the true class label. We argue that, with the learned classifier, the uncertainty of the true class label of a data sample should be reduced by knowing its classification response as much as possible. The reduced uncertainty is measured by the mutual information between the classification response and the true class label. To this end, when learning a linear classifier, we propose to maximize the mutual information between classification responses and true class labels of training samples, besides minimizing the classification error and reducing the classifier complexity. An objective function is constructed by modeling mutual information with entropy estimation, and it is optimized by a gradient descend method in an iterative algorithm. Experiments on two real world pattern classification problems show the significant improvements achieved by maximum mutual information regularization.
International Nuclear Information System (INIS)
Alberth, Stephan; Hope, Chris
2007-01-01
This paper looks at the impact of ETC on the costs and benefits of different abatement strategies using a modified version of the PAGE2002 model. It was found that for most standard abatement paths there would be an initial 'learning investment' required that would substantially reduce the unit costs of CO 2 abatement as compared to a business as usual scenario. Furthermore, optimising an abatement program where ETC has been included leads to an increase in cost uncertainty during the period of widespread CO 2 abatements due to our lack of knowledge of the learning investments involved. Finally, the inclusion of ETC leads to a slightly deferred optimised abatement path followed by a rapid abatement program. Together, the results draw attention to the possibilities of 'uncovering uncertainty' through proactive abatements. 'Learning about learning' could become an important consideration for any plan to optimise future abatements
Morgan, Byron JT; Tanner, Martin Abba; Carlin, Bradley P
2008-01-01
Introduction and Examples Introduction Examples of data sets Basic Model Fitting Introduction Maximum-likelihood estimation for a geometric model Maximum-likelihood for the beta-geometric model Modelling polyspermy Which model? What is a model for? Mechanistic models Function Optimisation Introduction MATLAB: graphs and finite differences Deterministic search methods Stochastic search methods Accuracy and a hybrid approach Basic Likelihood ToolsIntroduction Estimating standard errors and correlations Looking at surfaces: profile log-likelihoods Confidence regions from profiles Hypothesis testing in model selectionScore and Wald tests Classical goodness of fit Model selection biasGeneral Principles Introduction Parameterisation Parameter redundancy Boundary estimates Regression and influence The EM algorithm Alternative methods of model fitting Non-regular problemsSimulation Techniques Introduction Simulating random variables Integral estimation Verification Monte Carlo inference Estimating sampling distributi...
Symmetries of stochastic differential equations: A geometric approach
Energy Technology Data Exchange (ETDEWEB)
De Vecchi, Francesco C., E-mail: francesco.devecchi@unimi.it; Ugolini, Stefania, E-mail: stefania.ugolini@unimi.it [Dipartimento di Matematica, Università degli Studi di Milano, via Saldini 50, Milano (Italy); Morando, Paola, E-mail: paola.morando@unimi.it [DISAA, Università degli Studi di Milano, via Celoria 2, Milano (Italy)
2016-06-15
A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an algebra of strong symmetries for a modified SDE is proved under suitable regularity assumptions. This general approach is applied to a stochastic version of a two dimensional symmetric ordinary differential equation and to the case of two dimensional Brownian motion.
Stochastic Blind Motion Deblurring
Xiao, Lei
2015-05-13
Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.
Lanchier, Nicolas
2017-01-01
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...
Infinite stochastic acceleration of charged particles from non-relativistic initial energies
International Nuclear Information System (INIS)
Buts, V.A.; Manujlenko, O.V.; Turkin, Yu.A.
1997-01-01
Stochastic charged particle acceleration by electro-magnetic field due to overlapping of non-linear cyclotron resonances is considered. It was shown that non-relativistic charged particles are involved in infinitive stochastic acceleration regime. This effect can be used for stochastic acceleration or for plasma heating by regular electro-magnetic fields
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.
Stochastic Averaging and Stochastic Extremum Seeking
Liu, Shu-Jun
2012-01-01
Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering and analysis of bacterial convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...
van Dam, Edwin R.; Koolen, Jack H.; Tanaka, Hajime
2016-01-01
This is a survey of distance-regular graphs. We present an introduction to distance-regular graphs for the reader who is unfamiliar with the subject, and then give an overview of some developments in the area of distance-regular graphs since the monograph 'BCN'[Brouwer, A.E., Cohen, A.M., Neumaier,
Nijholt, Antinus
1980-01-01
Culik II and Cogen introduced the class of LR-regular grammars, an extension of the LR(k) grammars. In this paper we consider an analogous extension of the LL(k) grammars called the LL-regular grammars. The relation of this class of grammars to other classes of grammars will be shown. Any LL-regular
Continuum regularized Yang-Mills theory
International Nuclear Information System (INIS)
Sadun, L.A.
1987-01-01
Using the machinery of stochastic quantization, Z. Bern, M. B. Halpern, C. Taubes and I recently proposed a continuum regularization technique for quantum field theory. This regularization may be implemented by applying a regulator to either the (d + 1)-dimensional Parisi-Wu Langevin equation or, equivalently, to the d-dimensional second order Schwinger-Dyson (SD) equations. This technique is non-perturbative, respects all gauge and Lorentz symmetries, and is consistent with a ghost-free gauge fixing (Zwanziger's). This thesis is a detailed study of this regulator, and of regularized Yang-Mills theory, using both perturbative and non-perturbative techniques. The perturbative analysis comes first. The mechanism of stochastic quantization is reviewed, and a perturbative expansion based on second-order SD equations is developed. A diagrammatic method (SD diagrams) for evaluating terms of this expansion is developed. We apply the continuum regulator to a scalar field theory. Using SD diagrams, we show that all Green functions can be rendered finite to all orders in perturbation theory. Even non-renormalizable theories can be regularized. The continuum regulator is then applied to Yang-Mills theory, in conjunction with Zwanziger's gauge fixing. A perturbative expansion of the regulator is incorporated into the diagrammatic method. It is hoped that the techniques discussed in this thesis will contribute to the construction of a renormalized Yang-Mills theory is 3 and 4 dimensions
Regular Expression Pocket Reference
Stubblebine, Tony
2007-01-01
This handy little book offers programmers a complete overview of the syntax and semantics of regular expressions that are at the heart of every text-processing application. Ideal as a quick reference, Regular Expression Pocket Reference covers the regular expression APIs for Perl 5.8, Ruby (including some upcoming 1.9 features), Java, PHP, .NET and C#, Python, vi, JavaScript, and the PCRE regular expression libraries. This concise and easy-to-use reference puts a very powerful tool for manipulating text and data right at your fingertips. Composed of a mixture of symbols and text, regular exp
The kicked Rydberg atom: Regular and stochastic motion
International Nuclear Information System (INIS)
Burgdoerfer, J.
1988-01-01
We have investigated the dynamics of a three-dimensional classical Rydberg atom driven by a sequence of pulses. Both the deterministic system with periodic pulses and the closely related ''noisy'' system with random pulses have been studied in parallel. The Lyapunov exponent is calculated as a function of pulse height and the angular momentum of the initial state. We find differences between noisy and deterministic perturbations to be most pronounced for small pulse heights. Low angular momentum orbits show enhanced diffusion in agreement with recent experimental data for ion-solid interaction. 22 refs., 6 figs
Maximal regularity for non-autonomous stochastic evolution ...
Indian Academy of Sciences (India)
Tôn Vi?t T?
2017-11-17
Nov 17, 2017 ... in a separable UMD Banach space E of type 2 with norm. ·. Here, W denotes a ... cases, e.g., the case where A is a bounded linear operator [3]. .... measurable if it is the pointwise limit of a sequence of simple functions. .... Here, Fβ,σ ((0, T]; E) denotes a weighted Hölder continuous function space introduced.
International Nuclear Information System (INIS)
Wellens, Thomas; Shatokhin, Vyacheslav; Buchleitner, Andreas
2004-01-01
We are taught by conventional wisdom that the transmission and detection of signals is hindered by noise. However, during the last two decades, the paradigm of stochastic resonance (SR) proved this assertion wrong: indeed, addition of the appropriate amount of noise can boost a signal and hence facilitate its detection in a noisy environment. Due to its simplicity and robustness, SR has been implemented by mother nature on almost every scale, thus attracting interdisciplinary interest from physicists, geologists, engineers, biologists and medical doctors, who nowadays use it as an instrument for their specific purposes. At the present time, there exist a lot of diversified models of SR. Taking into account the progress achieved in both theoretical understanding and practical application of this phenomenon, we put the focus of the present review not on discussing in depth technical details of different models and approaches but rather on presenting a general and clear physical picture of SR on a pedagogical level. Particular emphasis will be given to the implementation of SR in generic quantum systems-an issue that has received limited attention in earlier review papers on the topic. The major part of our presentation relies on the two-state model of SR (or on simple variants thereof), which is general enough to exhibit the main features of SR and, in fact, covers many (if not most) of the examples of SR published so far. In order to highlight the diversity of the two-state model, we shall discuss several examples from such different fields as condensed matter, nonlinear and quantum optics and biophysics. Finally, we also discuss some situations that go beyond the generic SR scenario but are still characterized by a constructive role of noise
STOCHASTIC GRADIENT METHODS FOR UNCONSTRAINED OPTIMIZATION
Directory of Open Access Journals (Sweden)
Nataša Krejić
2014-12-01
Full Text Available This papers presents an overview of gradient based methods for minimization of noisy functions. It is assumed that the objective functions is either given with error terms of stochastic nature or given as the mathematical expectation. Such problems arise in the context of simulation based optimization. The focus of this presentation is on the gradient based Stochastic Approximation and Sample Average Approximation methods. The concept of stochastic gradient approximation of the true gradient can be successfully extended to deterministic problems. Methods of this kind are presented for the data fitting and machine learning problems.
Regularization by External Variables
DEFF Research Database (Denmark)
Bossolini, Elena; Edwards, R.; Glendinning, P. A.
2016-01-01
Regularization was a big topic at the 2016 CRM Intensive Research Program on Advances in Nonsmooth Dynamics. There are many open questions concerning well known kinds of regularization (e.g., by smoothing or hysteresis). Here, we propose a framework for an alternative and important kind of regula......Regularization was a big topic at the 2016 CRM Intensive Research Program on Advances in Nonsmooth Dynamics. There are many open questions concerning well known kinds of regularization (e.g., by smoothing or hysteresis). Here, we propose a framework for an alternative and important kind...
Goyvaerts, Jan
2009-01-01
This cookbook provides more than 100 recipes to help you crunch data and manipulate text with regular expressions. Every programmer can find uses for regular expressions, but their power doesn't come worry-free. Even seasoned users often suffer from poor performance, false positives, false negatives, or perplexing bugs. Regular Expressions Cookbook offers step-by-step instructions for some of the most common tasks involving this tool, with recipes for C#, Java, JavaScript, Perl, PHP, Python, Ruby, and VB.NET. With this book, you will: Understand the basics of regular expressions through a
Regularities of Multifractal Measures
Indian Academy of Sciences (India)
First, we prove the decomposition theorem for the regularities of multifractal Hausdorff measure and packing measure in R R d . This decomposition theorem enables us to split a set into regular and irregular parts, so that we can analyze each separately, and recombine them without affecting density properties. Next, we ...
Stochastic tools in turbulence
Lumey, John L
2012-01-01
Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the
Ogawa, Shigeyoshi
2017-01-01
This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale. The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979. After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but ...
Regular expression containment
DEFF Research Database (Denmark)
Henglein, Fritz; Nielsen, Lasse
2011-01-01
We present a new sound and complete axiomatization of regular expression containment. It consists of the conventional axiomatiza- tion of concatenation, alternation, empty set and (the singleton set containing) the empty string as an idempotent semiring, the fixed- point rule E* = 1 + E × E......* for Kleene-star, and a general coin- duction rule as the only additional rule. Our axiomatization gives rise to a natural computational inter- pretation of regular expressions as simple types that represent parse trees, and of containment proofs as coercions. This gives the axiom- atization a Curry......-Howard-style constructive interpretation: Con- tainment proofs do not only certify a language-theoretic contain- ment, but, under our computational interpretation, constructively transform a membership proof of a string in one regular expres- sion into a membership proof of the same string in another regular expression. We...
Supersymmetric dimensional regularization
International Nuclear Information System (INIS)
Siegel, W.; Townsend, P.K.; van Nieuwenhuizen, P.
1980-01-01
There is a simple modification of dimension regularization which preserves supersymmetry: dimensional reduction to real D < 4, followed by analytic continuation to complex D. In terms of component fields, this means fixing the ranges of all indices on the fields (and therefore the numbers of Fermi and Bose components). For superfields, it means continuing in the dimensionality of x-space while fixing the dimensionality of theta-space. This regularization procedure allows the simple manipulation of spinor derivatives in supergraph calculations. The resulting rules are: (1) First do all algebra exactly as in D = 4; (2) Then do the momentum integrals as in ordinary dimensional regularization. This regularization procedure needs extra rules before one can say that it is consistent. Such extra rules needed for superconformal anomalies are discussed. Problems associated with renormalizability and higher order loops are also discussed
Extreme values, regular variation and point processes
Resnick, Sidney I
1987-01-01
Extremes Values, Regular Variation and Point Processes is a readable and efficient account of the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena based on independent and identically distributed random variables and vectors It presents a coherent treatment of the distributional and sample path fundamental properties of extremes and records It emphasizes the core primacy of three topics necessary for understanding extremes the analytical theory of regularly varying functions; the probabilistic theory of point processes and random measures; and the link to asymptotic distribution approximations provided by the theory of weak convergence of probability measures in metric spaces The book is self-contained and requires an introductory measure-theoretic course in probability as a prerequisite Almost all sections have an extensive list of exercises which extend developments in the text, offer alternate approaches, test mastery and provide for enj...
Regularized Label Relaxation Linear Regression.
Fang, Xiaozhao; Xu, Yong; Li, Xuelong; Lai, Zhihui; Wong, Wai Keung; Fang, Bingwu
2018-04-01
Linear regression (LR) and some of its variants have been widely used for classification problems. Most of these methods assume that during the learning phase, the training samples can be exactly transformed into a strict binary label matrix, which has too little freedom to fit the labels adequately. To address this problem, in this paper, we propose a novel regularized label relaxation LR method, which has the following notable characteristics. First, the proposed method relaxes the strict binary label matrix into a slack variable matrix by introducing a nonnegative label relaxation matrix into LR, which provides more freedom to fit the labels and simultaneously enlarges the margins between different classes as much as possible. Second, the proposed method constructs the class compactness graph based on manifold learning and uses it as the regularization item to avoid the problem of overfitting. The class compactness graph is used to ensure that the samples sharing the same labels can be kept close after they are transformed. Two different algorithms, which are, respectively, based on -norm and -norm loss functions are devised. These two algorithms have compact closed-form solutions in each iteration so that they are easily implemented. Extensive experiments show that these two algorithms outperform the state-of-the-art algorithms in terms of the classification accuracy and running time.
Collective stochastic coherence in recurrent neuronal networks
Sancristóbal, Belén; Rebollo, Beatriz; Boada, Pol; Sanchez-Vives, Maria V.; Garcia-Ojalvo, Jordi
2016-09-01
Recurrent networks of dynamic elements frequently exhibit emergent collective oscillations, which can show substantial regularity even when the individual elements are considerably noisy. How noise-induced dynamics at the local level coexists with regular oscillations at the global level is still unclear. Here we show that a combination of stochastic recurrence-based initiation with deterministic refractoriness in an excitable network can reconcile these two features, leading to maximum collective coherence for an intermediate noise level. We report this behaviour in the slow oscillation regime exhibited by a cerebral cortex network under dynamical conditions resembling slow-wave sleep and anaesthesia. Computational analysis of a biologically realistic network model reveals that an intermediate level of background noise leads to quasi-regular dynamics. We verify this prediction experimentally in cortical slices subject to varying amounts of extracellular potassium, which modulates neuronal excitability and thus synaptic noise. The model also predicts that this effectively regular state should exhibit noise-induced memory of the spatial propagation profile of the collective oscillations, which is also verified experimentally. Taken together, these results allow us to construe the high regularity observed experimentally in the brain as an instance of collective stochastic coherence.
Elitism and Stochastic Dominance
Bazen, Stephen; Moyes, Patrick
2011-01-01
Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...
Singular stochastic differential equations
Cherny, Alexander S
2005-01-01
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.
Time-ordered product expansions for computational stochastic system biology
International Nuclear Information System (INIS)
Mjolsness, Eric
2013-01-01
The time-ordered product framework of quantum field theory can also be used to understand salient phenomena in stochastic biochemical networks. It is used here to derive Gillespie’s stochastic simulation algorithm (SSA) for chemical reaction networks; consequently, the SSA can be interpreted in terms of Feynman diagrams. It is also used here to derive other, more general simulation and parameter-learning algorithms including simulation algorithms for networks of stochastic reaction-like processes operating on parameterized objects, and also hybrid stochastic reaction/differential equation models in which systems of ordinary differential equations evolve the parameters of objects that can also undergo stochastic reactions. Thus, the time-ordered product expansion can be used systematically to derive simulation and parameter-fitting algorithms for stochastic systems. (paper)
Multiple graph regularized protein domain ranking
Wang, Jim Jing-Yan
2012-11-19
Background: Protein domain ranking is a fundamental task in structural biology. Most protein domain ranking methods rely on the pairwise comparison of protein domains while neglecting the global manifold structure of the protein domain database. Recently, graph regularized ranking that exploits the global structure of the graph defined by the pairwise similarities has been proposed. However, the existing graph regularized ranking methods are very sensitive to the choice of the graph model and parameters, and this remains a difficult problem for most of the protein domain ranking methods.Results: To tackle this problem, we have developed the Multiple Graph regularized Ranking algorithm, MultiG-Rank. Instead of using a single graph to regularize the ranking scores, MultiG-Rank approximates the intrinsic manifold of protein domain distribution by combining multiple initial graphs for the regularization. Graph weights are learned with ranking scores jointly and automatically, by alternately minimizing an objective function in an iterative algorithm. Experimental results on a subset of the ASTRAL SCOP protein domain database demonstrate that MultiG-Rank achieves a better ranking performance than single graph regularized ranking methods and pairwise similarity based ranking methods.Conclusion: The problem of graph model and parameter selection in graph regularized protein domain ranking can be solved effectively by combining multiple graphs. This aspect of generalization introduces a new frontier in applying multiple graphs to solving protein domain ranking applications. 2012 Wang et al; licensee BioMed Central Ltd.
Multiple graph regularized protein domain ranking
Wang, Jim Jing-Yan; Bensmail, Halima; Gao, Xin
2012-01-01
Background: Protein domain ranking is a fundamental task in structural biology. Most protein domain ranking methods rely on the pairwise comparison of protein domains while neglecting the global manifold structure of the protein domain database. Recently, graph regularized ranking that exploits the global structure of the graph defined by the pairwise similarities has been proposed. However, the existing graph regularized ranking methods are very sensitive to the choice of the graph model and parameters, and this remains a difficult problem for most of the protein domain ranking methods.Results: To tackle this problem, we have developed the Multiple Graph regularized Ranking algorithm, MultiG-Rank. Instead of using a single graph to regularize the ranking scores, MultiG-Rank approximates the intrinsic manifold of protein domain distribution by combining multiple initial graphs for the regularization. Graph weights are learned with ranking scores jointly and automatically, by alternately minimizing an objective function in an iterative algorithm. Experimental results on a subset of the ASTRAL SCOP protein domain database demonstrate that MultiG-Rank achieves a better ranking performance than single graph regularized ranking methods and pairwise similarity based ranking methods.Conclusion: The problem of graph model and parameter selection in graph regularized protein domain ranking can be solved effectively by combining multiple graphs. This aspect of generalization introduces a new frontier in applying multiple graphs to solving protein domain ranking applications. 2012 Wang et al; licensee BioMed Central Ltd.
Multiple graph regularized protein domain ranking.
Wang, Jim Jing-Yan; Bensmail, Halima; Gao, Xin
2012-11-19
Protein domain ranking is a fundamental task in structural biology. Most protein domain ranking methods rely on the pairwise comparison of protein domains while neglecting the global manifold structure of the protein domain database. Recently, graph regularized ranking that exploits the global structure of the graph defined by the pairwise similarities has been proposed. However, the existing graph regularized ranking methods are very sensitive to the choice of the graph model and parameters, and this remains a difficult problem for most of the protein domain ranking methods. To tackle this problem, we have developed the Multiple Graph regularized Ranking algorithm, MultiG-Rank. Instead of using a single graph to regularize the ranking scores, MultiG-Rank approximates the intrinsic manifold of protein domain distribution by combining multiple initial graphs for the regularization. Graph weights are learned with ranking scores jointly and automatically, by alternately minimizing an objective function in an iterative algorithm. Experimental results on a subset of the ASTRAL SCOP protein domain database demonstrate that MultiG-Rank achieves a better ranking performance than single graph regularized ranking methods and pairwise similarity based ranking methods. The problem of graph model and parameter selection in graph regularized protein domain ranking can be solved effectively by combining multiple graphs. This aspect of generalization introduces a new frontier in applying multiple graphs to solving protein domain ranking applications.
Multiple graph regularized protein domain ranking
Directory of Open Access Journals (Sweden)
Wang Jim
2012-11-01
Full Text Available Abstract Background Protein domain ranking is a fundamental task in structural biology. Most protein domain ranking methods rely on the pairwise comparison of protein domains while neglecting the global manifold structure of the protein domain database. Recently, graph regularized ranking that exploits the global structure of the graph defined by the pairwise similarities has been proposed. However, the existing graph regularized ranking methods are very sensitive to the choice of the graph model and parameters, and this remains a difficult problem for most of the protein domain ranking methods. Results To tackle this problem, we have developed the Multiple Graph regularized Ranking algorithm, MultiG-Rank. Instead of using a single graph to regularize the ranking scores, MultiG-Rank approximates the intrinsic manifold of protein domain distribution by combining multiple initial graphs for the regularization. Graph weights are learned with ranking scores jointly and automatically, by alternately minimizing an objective function in an iterative algorithm. Experimental results on a subset of the ASTRAL SCOP protein domain database demonstrate that MultiG-Rank achieves a better ranking performance than single graph regularized ranking methods and pairwise similarity based ranking methods. Conclusion The problem of graph model and parameter selection in graph regularized protein domain ranking can be solved effectively by combining multiple graphs. This aspect of generalization introduces a new frontier in applying multiple graphs to solving protein domain ranking applications.
Supervised scale-regularized linear convolutionary filters
DEFF Research Database (Denmark)
Loog, Marco; Lauze, Francois Bernard
2017-01-01
also be solved relatively efficient. All in all, the idea is to properly control the scale of a trained filter, which we solve by introducing a specific regularization term into the overall objective function. We demonstrate, on an artificial filter learning problem, the capabil- ities of our basic...
Memristors Empower Spiking Neurons With Stochasticity
Al-Shedivat, Maruan
2015-06-01
Recent theoretical studies have shown that probabilistic spiking can be interpreted as learning and inference in cortical microcircuits. This interpretation creates new opportunities for building neuromorphic systems driven by probabilistic learning algorithms. However, such systems must have two crucial features: 1) the neurons should follow a specific behavioral model, and 2) stochastic spiking should be implemented efficiently for it to be scalable. This paper proposes a memristor-based stochastically spiking neuron that fulfills these requirements. First, the analytical model of the memristor is enhanced so it can capture the behavioral stochasticity consistent with experimentally observed phenomena. The switching behavior of the memristor model is demonstrated to be akin to the firing of the stochastic spike response neuron model, the primary building block for probabilistic algorithms in spiking neural networks. Furthermore, the paper proposes a neural soma circuit that utilizes the intrinsic nondeterminism of memristive switching for efficient spike generation. The simulations and analysis of the behavior of a single stochastic neuron and a winner-take-all network built of such neurons and trained on handwritten digits confirm that the circuit can be used for building probabilistic sampling and pattern adaptation machinery in spiking networks. The findings constitute an important step towards scalable and efficient probabilistic neuromorphic platforms. © 2011 IEEE.
Instantaneous stochastic perturbation theory
International Nuclear Information System (INIS)
Lüscher, Martin
2015-01-01
A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the expansion and for a wide class of field theories that includes all common formulations of lattice QCD.
Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.
2017-01-01
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of
Meyer, Joerg M.
2018-01-01
The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.
Stochastic quantization and gravity
International Nuclear Information System (INIS)
Rumpf, H.
1984-01-01
We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)
Greenwood, Priscilla E
2016-01-01
This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...
Diverse Regular Employees and Non-regular Employment (Japanese)
MORISHIMA Motohiro
2011-01-01
Currently there are high expectations for the introduction of policies related to diverse regular employees. These policies are a response to the problem of disparities between regular and non-regular employees (part-time, temporary, contract and other non-regular employees) and will make it more likely that workers can balance work and their private lives while companies benefit from the advantages of regular employment. In this paper, I look at two issues that underlie this discussion. The ...
'Regular' and 'emergency' repair
International Nuclear Information System (INIS)
Luchnik, N.V.
1975-01-01
Experiments on the combined action of radiation and a DNA inhibitor using Crepis roots and on split-dose irradiation of human lymphocytes lead to the conclusion that there are two types of repair. The 'regular' repair takes place twice in each mitotic cycle and ensures the maintenance of genetic stability. The 'emergency' repair is induced at all stages of the mitotic cycle by high levels of injury. (author)
Regularization of divergent integrals
Felder, Giovanni; Kazhdan, David
2016-01-01
We study the Hadamard finite part of divergent integrals of differential forms with singularities on submanifolds. We give formulae for the dependence of the finite part on the choice of regularization and express them in terms of a suitable local residue map. The cases where the submanifold is a complex hypersurface in a complex manifold and where it is a boundary component of a manifold with boundary, arising in string perturbation theory, are treated in more detail.
Regular Single Valued Neutrosophic Hypergraphs
Directory of Open Access Journals (Sweden)
Muhammad Aslam Malik
2016-12-01
Full Text Available In this paper, we define the regular and totally regular single valued neutrosophic hypergraphs, and discuss the order and size along with properties of regular and totally regular single valued neutrosophic hypergraphs. We also extend work on completeness of single valued neutrosophic hypergraphs.
The geometry of continuum regularization
International Nuclear Information System (INIS)
Halpern, M.B.
1987-03-01
This lecture is primarily an introduction to coordinate-invariant regularization, a recent advance in the continuum regularization program. In this context, the program is seen as fundamentally geometric, with all regularization contained in regularized DeWitt superstructures on field deformations
Neuro-Inspired Computing with Stochastic Electronics
Naous, Rawan
2016-01-06
The extensive scaling and integration within electronic systems have set the standards for what is addressed to as stochastic electronics. The individual components are increasingly diverting away from their reliable behavior and producing un-deterministic outputs. This stochastic operation highly mimics the biological medium within the brain. Hence, building on the inherent variability, particularly within novel non-volatile memory technologies, paves the way for unconventional neuromorphic designs. Neuro-inspired networks with brain-like structures of neurons and synapses allow for computations and levels of learning for diverse recognition tasks and applications.
Land Cover Segmentation of Airborne LiDAR Data Using Stochastic Atrous Network
Directory of Open Access Journals (Sweden)
Hasan Asy’ari Arief
2018-06-01
Full Text Available Inspired by the success of deep learning techniques in dense-label prediction and the increasing availability of high precision airborne light detection and ranging (LiDAR data, we present a research process that compares a collection of well-proven semantic segmentation architectures based on the deep learning approach. Our investigation concludes with the proposition of some novel deep learning architectures for generating detailed land resource maps by employing a semantic segmentation approach. The contribution of our work is threefold. (1 First, we implement the multiclass version of the intersection-over-union (IoU loss function that contributes to handling highly imbalanced datasets and preventing overfitting. (2 Thereafter, we propose a novel deep learning architecture integrating the deep atrous network architecture with the stochastic depth approach for speeding up the learning process, and impose a regularization effect. (3 Finally, we introduce an early fusion deep layer that combines image-based and LiDAR-derived features. In a benchmark study carried out using the Follo 2014 LiDAR data and the NIBIO AR5 land resources dataset, we compare our proposals to other deep learning architectures. A quantitative comparison shows that our best proposal provides more than 5% relative improvement in terms of mean intersection-over-union over the atrous network, providing a basis for a more frequent and improved use of LiDAR data for automatic land cover segmentation.
Annotation of Regular Polysemy
DEFF Research Database (Denmark)
Martinez Alonso, Hector
Regular polysemy has received a lot of attention from the theory of lexical semantics and from computational linguistics. However, there is no consensus on how to represent the sense of underspecified examples at the token level, namely when annotating or disambiguating senses of metonymic words...... and metonymic. We have conducted an analysis in English, Danish and Spanish. Later on, we have tried to replicate the human judgments by means of unsupervised and semi-supervised sense prediction. The automatic sense-prediction systems have been unable to find empiric evidence for the underspecified sense, even...
Regularity of Minimal Surfaces
Dierkes, Ulrich; Tromba, Anthony J; Kuster, Albrecht
2010-01-01
"Regularity of Minimal Surfaces" begins with a survey of minimal surfaces with free boundaries. Following this, the basic results concerning the boundary behaviour of minimal surfaces and H-surfaces with fixed or free boundaries are studied. In particular, the asymptotic expansions at interior and boundary branch points are derived, leading to general Gauss-Bonnet formulas. Furthermore, gradient estimates and asymptotic expansions for minimal surfaces with only piecewise smooth boundaries are obtained. One of the main features of free boundary value problems for minimal surfaces is t
Regularities of radiation heredity
International Nuclear Information System (INIS)
Skakov, M.K.; Melikhov, V.D.
2001-01-01
One analyzed regularities of radiation heredity in metals and alloys. One made conclusion about thermodynamically irreversible changes in structure of materials under irradiation. One offers possible ways of heredity transmittance of radiation effects at high-temperature transformations in the materials. Phenomenon of radiation heredity may be turned to practical use to control structure of liquid metal and, respectively, structure of ingot via preliminary radiation treatment of charge. Concentration microheterogeneities in material defect structure induced by preliminary irradiation represent the genetic factor of radiation heredity [ru
Detecting change in stochastic sound sequences.
Directory of Open Access Journals (Sweden)
Benjamin Skerritt-Davis
2018-05-01
Full Text Available Our ability to parse our acoustic environment relies on the brain's capacity to extract statistical regularities from surrounding sounds. Previous work in regularity extraction has predominantly focused on the brain's sensitivity to predictable patterns in sound sequences. However, natural sound environments are rarely completely predictable, often containing some level of randomness, yet the brain is able to effectively interpret its surroundings by extracting useful information from stochastic sounds. It has been previously shown that the brain is sensitive to the marginal lower-order statistics of sound sequences (i.e., mean and variance. In this work, we investigate the brain's sensitivity to higher-order statistics describing temporal dependencies between sound events through a series of change detection experiments, where listeners are asked to detect changes in randomness in the pitch of tone sequences. Behavioral data indicate listeners collect statistical estimates to process incoming sounds, and a perceptual model based on Bayesian inference shows a capacity in the brain to track higher-order statistics. Further analysis of individual subjects' behavior indicates an important role of perceptual constraints in listeners' ability to track these sensory statistics with high fidelity. In addition, the inference model facilitates analysis of neural electroencephalography (EEG responses, anchoring the analysis relative to the statistics of each stochastic stimulus. This reveals both a deviance response and a change-related disruption in phase of the stimulus-locked response that follow the higher-order statistics. These results shed light on the brain's ability to process stochastic sound sequences.
Sequential stochastic optimization
Cairoli, Renzo
1996-01-01
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet
Remarks on stochastic acceleration
International Nuclear Information System (INIS)
Graeff, P.
1982-12-01
Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)
Representing and computing regular languages on massively parallel networks
Energy Technology Data Exchange (ETDEWEB)
Miller, M.I.; O' Sullivan, J.A. (Electronic Systems and Research Lab., of Electrical Engineering, Washington Univ., St. Louis, MO (US)); Boysam, B. (Dept. of Electrical, Computer and Systems Engineering, Rensselaer Polytechnic Inst., Troy, NY (US)); Smith, K.R. (Dept. of Electrical Engineering, Southern Illinois Univ., Edwardsville, IL (US))
1991-01-01
This paper proposes a general method for incorporating rule-based constraints corresponding to regular languages into stochastic inference problems, thereby allowing for a unified representation of stochastic and syntactic pattern constraints. The authors' approach first established the formal connection of rules to Chomsky grammars, and generalizes the original work of Shannon on the encoding of rule-based channel sequences to Markov chains of maximum entropy. This maximum entropy probabilistic view leads to Gibb's representations with potentials which have their number of minima growing at precisely the exponential rate that the language of deterministically constrained sequences grow. These representations are coupled to stochastic diffusion algorithms, which sample the language-constrained sequences by visiting the energy minima according to the underlying Gibbs' probability law. The coupling to stochastic search methods yields the all-important practical result that fully parallel stochastic cellular automata may be derived to generate samples from the rule-based constraint sets. The production rules and neighborhood state structure of the language of sequences directly determines the necessary connection structures of the required parallel computing surface. Representations of this type have been mapped to the DAP-510 massively-parallel processor consisting of 1024 mesh-connected bit-serial processing elements for performing automated segmentation of electron-micrograph images.
Solution path for manifold regularized semisupervised classification.
Wang, Gang; Wang, Fei; Chen, Tao; Yeung, Dit-Yan; Lochovsky, Frederick H
2012-04-01
Traditional learning algorithms use only labeled data for training. However, labeled examples are often difficult or time consuming to obtain since they require substantial human labeling efforts. On the other hand, unlabeled data are often relatively easy to collect. Semisupervised learning addresses this problem by using large quantities of unlabeled data with labeled data to build better learning algorithms. In this paper, we use the manifold regularization approach to formulate the semisupervised learning problem where a regularization framework which balances a tradeoff between loss and penalty is established. We investigate different implementations of the loss function and identify the methods which have the least computational expense. The regularization hyperparameter, which determines the balance between loss and penalty, is crucial to model selection. Accordingly, we derive an algorithm that can fit the entire path of solutions for every value of the hyperparameter. Its computational complexity after preprocessing is quadratic only in the number of labeled examples rather than the total number of labeled and unlabeled examples.
Homogenization of the stochastic Navier–Stokes equation with a stochastic slip boundary condition
Bessaih, Hakima
2015-11-02
The two-dimensional Navier–Stokes equation in a perforated domain with a dynamical slip boundary condition is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior of the domain and another stochastic perturbation on the boundaries of the holes. We consider a scaling (ᵋ for the viscosity and 1 for the density) that will lead to a time-dependent limit problem. However, the noncritical scaling (ᵋ, β > 1) is considered in front of the nonlinear term. The homogenized system in the limit is obtained as a Darcy’s law with memory with two permeabilities and an extra term that is due to the stochastic perturbation on the boundary of the holes. The nonhomogeneity on the boundary contains a stochastic part that yields in the limit an additional term in the Darcy’s law. We use the two-scale convergence method after extending the solution with 0 inside the holes to pass to the limit. By Itô stochastic calculus, we get uniform estimates on the solution in appropriate spaces. Due to the stochastic integral, the pressure that appears in the variational formulation does not have enough regularity in time. This fact made us rely only on the variational formulation for the passage to the limit on the solution. We obtain a variational formulation for the limit that is solution of a Stokes system with two pressures. This two-scale limit gives rise to three cell problems, two of them give the permeabilities while the third one gives an extra term in the Darcy’s law due to the stochastic perturbation on the boundary of the holes.
Stochastic processes inference theory
Rao, Malempati M
2014-01-01
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
Introduction to stochastic calculus
Karandikar, Rajeeva L
2018-01-01
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...
Doberkat, Ernst-Erich
2009-01-01
Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.
Stochastic integration by parts and functional Itô calculus
Vives, Josep
2016-01-01
This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelona Summer School on Stochastic Analysis (July 2012). The notes of the course by Vlad Bally, co-authored with Lucia Caramellino, develop integration by parts formulas in an abstract setting, extending Malliavin's work on abstract Wiener spaces. The results are applied to prove absolute continuity and regularity results of the density for a broad class of random processes. Rama Cont's notes provide an introduction to the Functional Itô Calculus, a non-anticipative functional calculus that extends the classical Itô calculus to path-dependent functionals of stochastic processes. This calculus leads to a new class of path-dependent partial differential equations, termed Functional Kolmogorov Equations, which arise in the study of martingales and forward-backward stochastic differential equations. This book will appeal to both young and senior researchers in probability and stochastic processes, as well as to pract...
Approximating Preemptive Stochastic Scheduling
Megow Nicole; Vredeveld Tjark
2009-01-01
We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...
The stochastic goodwill problem
Marinelli, Carlo
2003-01-01
Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...
International Nuclear Information System (INIS)
Hueffel, H.
1990-01-01
After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)
Supporting primary school teachers in differentiating in the regular classroom
Eysink, Tessa H.S.; Hulsbeek, Manon; Gijlers, Hannie
Many primary school teachers experience difficulties in effectively differentiating in the regular classroom. This study investigated the effect of the STIP-approach on teachers' differentiation activities and self-efficacy, and children's learning outcomes and instructional value. Teachers using
Memristor-based neural networks: Synaptic versus neuronal stochasticity
Naous, Rawan
2016-11-02
In neuromorphic circuits, stochasticity in the cortex can be mapped into the synaptic or neuronal components. The hardware emulation of these stochastic neural networks are currently being extensively studied using resistive memories or memristors. The ionic process involved in the underlying switching behavior of the memristive elements is considered as the main source of stochasticity of its operation. Building on its inherent variability, the memristor is incorporated into abstract models of stochastic neurons and synapses. Two approaches of stochastic neural networks are investigated. Aside from the size and area perspective, the impact on the system performance, in terms of accuracy, recognition rates, and learning, among these two approaches and where the memristor would fall into place are the main comparison points to be considered.
Semisupervised Support Vector Machines With Tangent Space Intrinsic Manifold Regularization.
Sun, Shiliang; Xie, Xijiong
2016-09-01
Semisupervised learning has been an active research topic in machine learning and data mining. One main reason is that labeling examples is expensive and time-consuming, while there are large numbers of unlabeled examples available in many practical problems. So far, Laplacian regularization has been widely used in semisupervised learning. In this paper, we propose a new regularization method called tangent space intrinsic manifold regularization. It is intrinsic to data manifold and favors linear functions on the manifold. Fundamental elements involved in the formulation of the regularization are local tangent space representations, which are estimated by local principal component analysis, and the connections that relate adjacent tangent spaces. Simultaneously, we explore its application to semisupervised classification and propose two new learning algorithms called tangent space intrinsic manifold regularized support vector machines (TiSVMs) and tangent space intrinsic manifold regularized twin SVMs (TiTSVMs). They effectively integrate the tangent space intrinsic manifold regularization consideration. The optimization of TiSVMs can be solved by a standard quadratic programming, while the optimization of TiTSVMs can be solved by a pair of standard quadratic programmings. The experimental results of semisupervised classification problems show the effectiveness of the proposed semisupervised learning algorithms.
Effective field theory dimensional regularization
International Nuclear Information System (INIS)
Lehmann, Dirk; Prezeau, Gary
2002-01-01
A Lorentz-covariant regularization scheme for effective field theories with an arbitrary number of propagating heavy and light particles is given. This regularization scheme leaves the low-energy analytic structure of Greens functions intact and preserves all the symmetries of the underlying Lagrangian. The power divergences of regularized loop integrals are controlled by the low-energy kinematic variables. Simple diagrammatic rules are derived for the regularization of arbitrary one-loop graphs and the generalization to higher loops is discussed
Effective field theory dimensional regularization
Lehmann, Dirk; Prézeau, Gary
2002-01-01
A Lorentz-covariant regularization scheme for effective field theories with an arbitrary number of propagating heavy and light particles is given. This regularization scheme leaves the low-energy analytic structure of Greens functions intact and preserves all the symmetries of the underlying Lagrangian. The power divergences of regularized loop integrals are controlled by the low-energy kinematic variables. Simple diagrammatic rules are derived for the regularization of arbitrary one-loop graphs and the generalization to higher loops is discussed.
Kearsey, Tim; Williams, John; Finlayson, Andrew; Williamson, Paul; Dobbs, Marcus; Kingdon, Andrew; Campbell, Diarmad
2014-05-01
Geological maps and 3D models usually depict lithostragraphic units which can comprise of many different types of sediment (lithologies). The lithostratigraphic units shown on maps and 3D models of glacial and post glacial deposits in Glasgow are substantially defined by the method of the formation and age of the unit rather than its lithological composition. Therefore, a simple assumption that the dominant lithology is the most common constituent of any stratigraphic unit is erroneous and is only 58% predictive of the actual sediment types seen in a borehole. This is problematic for non-geologist such as planners, regulators and engineers attempting to use these models to inform their decisions and can lead to such users viewing maps and models as of limited use in such decision making. We explore the extent to which stochastic modelling can help to make geological models more predictive of lithology in heterolithic units. Stochastic modelling techniques are commonly used to model facies variations in oil field models. The techniques have been applied to an area containing >4000 coded boreholes to investigate the glacial and fluvial deposits in the centre of the city of Glasgow. We test the predictions from this method by deleting percentages of the control data and re-running the simulations to determine how predictability varies with data density. We also explore the best way of displaying such stochastic models to and suggest that displaying the data as probability maps rather than a single definitive answer better illustrates the uncertainties inherent in the input data. Finally we address whether is it possible truly to be able to predict lithology in such geological facies. The innovative Accessing Subsurface Knowledge (ASK) network was recently established in the Glasgow are by the British Geological Survey and Glasgow City Council to deliver and exchange subsurface data and knowledge. This provides an idea opportunity to communicate and test a range of
Stochastic optimal control in infinite dimension dynamic programming and HJB equations
Fabbri, Giorgio; Święch, Andrzej
2017-01-01
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite ...
Least square regularized regression in sum space.
Xu, Yong-Li; Chen, Di-Rong; Li, Han-Xiong; Liu, Lu
2013-04-01
This paper proposes a least square regularized regression algorithm in sum space of reproducing kernel Hilbert spaces (RKHSs) for nonflat function approximation, and obtains the solution of the algorithm by solving a system of linear equations. This algorithm can approximate the low- and high-frequency component of the target function with large and small scale kernels, respectively. The convergence and learning rate are analyzed. We measure the complexity of the sum space by its covering number and demonstrate that the covering number can be bounded by the product of the covering numbers of basic RKHSs. For sum space of RKHSs with Gaussian kernels, by choosing appropriate parameters, we tradeoff the sample error and regularization error, and obtain a polynomial learning rate, which is better than that in any single RKHS. The utility of this method is illustrated with two simulated data sets and five real-life databases.
2010-12-07
... FARM CREDIT SYSTEM INSURANCE CORPORATION Regular Meeting AGENCY: Farm Credit System Insurance Corporation Board. ACTION: Regular meeting. SUMMARY: Notice is hereby given of the regular meeting of the Farm Credit System Insurance Corporation Board (Board). Date and Time: The meeting of the Board will be held...
Selection of regularization parameter for l1-regularized damage detection
Hou, Rongrong; Xia, Yong; Bao, Yuequan; Zhou, Xiaoqing
2018-06-01
The l1 regularization technique has been developed for structural health monitoring and damage detection through employing the sparsity condition of structural damage. The regularization parameter, which controls the trade-off between data fidelity and solution size of the regularization problem, exerts a crucial effect on the solution. However, the l1 regularization problem has no closed-form solution, and the regularization parameter is usually selected by experience. This study proposes two strategies of selecting the regularization parameter for the l1-regularized damage detection problem. The first method utilizes the residual and solution norms of the optimization problem and ensures that they are both small. The other method is based on the discrepancy principle, which requires that the variance of the discrepancy between the calculated and measured responses is close to the variance of the measurement noise. The two methods are applied to a cantilever beam and a three-story frame. A range of the regularization parameter, rather than one single value, can be determined. When the regularization parameter in this range is selected, the damage can be accurately identified even for multiple damage scenarios. This range also indicates the sensitivity degree of the damage identification problem to the regularization parameter.
Stochastic model of energetic nuclear reactor
International Nuclear Information System (INIS)
Bojko, R.V.; Ryazanov, V.V.
2002-01-01
Behaviour of nuclear reactor was treated using the theory of branching processes. As mathematical model descriptive the neutron number in time the Markov occasional process is proposed. Application of branching occasional processes with variable regime to the description of neutron behaviour in the reactor makes possible conducting strong description of critical operation regime and demonstrates the severity of the process. Three regimes of the critical behaviour depending on the sign of manipulated variables and feedbacks were discovered. Probability regularities peculiar to the behaviour of the reactor are embodied to the suggested stochastic model [ru
International Nuclear Information System (INIS)
Haran, O.; Shvarts, D.; Thieberger, R.
1998-01-01
Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption
Generalization Performance of Regularized Ranking With Multiscale Kernels.
Zhou, Yicong; Chen, Hong; Lan, Rushi; Pan, Zhibin
2016-05-01
The regularized kernel method for the ranking problem has attracted increasing attentions in machine learning. The previous regularized ranking algorithms are usually based on reproducing kernel Hilbert spaces with a single kernel. In this paper, we go beyond this framework by investigating the generalization performance of the regularized ranking with multiscale kernels. A novel ranking algorithm with multiscale kernels is proposed and its representer theorem is proved. We establish the upper bound of the generalization error in terms of the complexity of hypothesis spaces. It shows that the multiscale ranking algorithm can achieve satisfactory learning rates under mild conditions. Experiments demonstrate the effectiveness of the proposed method for drug discovery and recommendation tasks.
Understanding Regular Expressions
Directory of Open Access Journals (Sweden)
Doug Knox
2013-06-01
Full Text Available In this exercise we will use advanced find-and-replace capabilities in a word processing application in order to make use of structure in a brief historical document that is essentially a table in the form of prose. Without using a general programming language, we will gain exposure to some aspects of computational thinking, especially pattern matching, that can be immediately helpful to working historians (and others using word processors, and can form the basis for subsequent learning with more general programming environments.
Stochastic Processes in Finance and Behavioral Finance
Steinbacher, Matjaz
2008-01-01
In the paper, we put some foundations for studying asset pricing and finance as a stochastic and behavioral process. In such process, preferences and psychology of agents represent the most important factor in the decision-making of people. Individuals have their own ways of acquiring the information they need, how to deal with them and how to make predictions and decisions. People usually also do not behave consistent in time, but learn. Therefore, in order to understand the behavior on the ...
Stochastic approach to microphysics
Energy Technology Data Exchange (ETDEWEB)
Aron, J.C.
1987-01-01
The presently widespread idea of ''vacuum population'', together with the quantum concept of vacuum fluctuations leads to assume a random level below that of matter. This stochastic approach starts by a reminder of the author's previous work, first on the relation of diffusion laws with the foundations of microphysics, and then on hadron spectrum. Following the latter, a random quark model is advanced; it gives to quark pairs properties similar to those of a harmonic oscillator or an elastic string, imagined as an explanation to their asymptotic freedom and their confinement. The stochastic study of such interactions as electron-nucleon, jets in e/sup +/e/sup -/ collisions, or pp -> ..pi../sup 0/ + X, gives form factors closely consistent with experiment. The conclusion is an epistemological comment (complementarity between stochastic and quantum domains, E.P.R. paradox, etc...).
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
Stochastic optimization methods
Marti, Kurt
2005-01-01
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
International Nuclear Information System (INIS)
Rumpf, H.
1987-01-01
We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)
Separable quadratic stochastic operators
International Nuclear Information System (INIS)
Rozikov, U.A.; Nazir, S.
2009-04-01
We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)
Stochastic cooling at Fermilab
International Nuclear Information System (INIS)
Marriner, J.
1986-08-01
The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system
Brain-inspired Stochastic Models and Implementations
Al-Shedivat, Maruan
2015-05-12
One of the approaches to building artificial intelligence (AI) is to decipher the princi- ples of the brain function and to employ similar mechanisms for solving cognitive tasks, such as visual perception or natural language understanding, using machines. The recent breakthrough, named deep learning, demonstrated that large multi-layer networks of arti- ficial neural-like computing units attain remarkable performance on some of these tasks. Nevertheless, such artificial networks remain to be very loosely inspired by the brain, which rich structures and mechanisms may further suggest new algorithms or even new paradigms of computation. In this thesis, we explore brain-inspired probabilistic mechanisms, such as neural and synaptic stochasticity, in the context of generative models. The two questions we ask here are: (i) what kind of models can describe a neural learning system built of stochastic components? and (ii) how can we implement such systems e ̆ciently? To give specific answers, we consider two well known models and the corresponding neural architectures: the Naive Bayes model implemented with a winner-take-all spiking neural network and the Boltzmann machine implemented in a spiking or non-spiking fashion. We propose and analyze an e ̆cient neuromorphic implementation of the stochastic neu- ral firing mechanism and study the e ̄ects of synaptic unreliability on learning generative energy-based models implemented with neural networks.
Interactions of Chemistry Teachers with Gifted Students in a Regular High-School Chemistry Classroom
Benny, Naama; Blonder, Ron
2018-01-01
Regular high-school chemistry teachers view gifted students as one of several types of students in a regular (mixed-ability) classroom. Gifted students have a range of unique abilities that characterize their learning process: mostly they differ in three key learning aspects: their faster learning pace, increased depth of understanding, and…
Stochastic Feedforward Control Technique
Halyo, Nesim
1990-01-01
Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.
Markov stochasticity coordinates
International Nuclear Information System (INIS)
Eliazar, Iddo
2017-01-01
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
DEFF Research Database (Denmark)
Simonsen, Maria
This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially in a simple framework given in the form of stochastic differential equations and, later, in an extended form which fits into the framework of sliding...... mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution...
Stochastic dynamics and control
Sun, Jian-Qiao; Zaslavsky, George
2006-01-01
This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc
CSIR Research Space (South Africa)
Roux, FS
2013-09-01
Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic... of vortices: topological charge ±1 (higher order are unstable). Positive and negative vortex densities np(x, y, z) and nn(x, y, z) ⊲ Vortex density: V = np + nn ⊲ Topological charge density: T = np − nn – p. 4/24 Subfields of SSO ⊲ Homogeneous, normally...
Foundations of stochastic analysis
Rao, M M; Lukacs, E
1981-01-01
Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea
Markov stochasticity coordinates
Energy Technology Data Exchange (ETDEWEB)
Eliazar, Iddo, E-mail: iddo.eliazar@intel.com
2017-01-15
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Stochastic models, estimation, and control
Maybeck, Peter S
1982-01-01
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
Stochastic quantisation: theme and variation
International Nuclear Information System (INIS)
Klauder, J.R.; Kyoto Univ.
1987-01-01
The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)
Impact of wave phase jumps on stochastic heating
International Nuclear Information System (INIS)
Zasenko, V.I.; Zagorodny, A.G.; Cherniak, O.M.
2016-01-01
Interaction of charged particles with fields of random waves brings about known effects of stochastic acceleration and heating. Jumps of wave phases can increase the intensity of these processes substantially. Numerical simulation of particle heating and acceleration by waves with regular phases, waves with jumping phase and stochastic electric field impulses is performed. Comparison of the results shows that to some extent an impact of phase jumps is similar to the action of separate field impulses. Jumps of phase not only increase the intensity of resonant particle heating but involves in this process non-resonant particles from a wide range of initial velocities
Ray and wave optics of integrable and stochastic systems
International Nuclear Information System (INIS)
McDonald, S.W.; Kaufman, A.N.
1979-07-01
The generalization of WKB methods to more than one dimension is discussed in terms of the integrability or non-integrability of the geometrical optics (ray Hamiltonian) system derived in the short-wave approximation. In the two-dimensional case the ray trajectories are either regular or stochastic, and the qualitative differences between these types of motion are manifested in the characteristics of the spectra and eigenfunctions. These are examined for a model system which may be integrable or stochastic, depending on a single parameter
Estimation of Stochastic Volatility Models by Nonparametric Filtering
DEFF Research Database (Denmark)
Kanaya, Shin; Kristensen, Dennis
2016-01-01
/estimated volatility process replacing the latent process. Our estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps and market microstructure noise. The resulting estimators of the stochastic volatility model will carry additional biases...... and variances due to the first-step estimation, but under regularity conditions we show that these vanish asymptotically and our estimators inherit the asymptotic properties of the infeasible estimators based on observations of the volatility process. A simulation study examines the finite-sample properties...
Adaptive Regularization of Neural Classifiers
DEFF Research Database (Denmark)
Andersen, Lars Nonboe; Larsen, Jan; Hansen, Lars Kai
1997-01-01
We present a regularization scheme which iteratively adapts the regularization parameters by minimizing the validation error. It is suggested to use the adaptive regularization scheme in conjunction with optimal brain damage pruning to optimize the architecture and to avoid overfitting. Furthermo......, we propose an improved neural classification architecture eliminating an inherent redundancy in the widely used SoftMax classification network. Numerical results demonstrate the viability of the method...
Stochastic quantization of Proca field
International Nuclear Information System (INIS)
Lim, S.C.
1981-03-01
We discuss the complications that arise in the application of Nelson's stochastic quantization scheme to classical Proca field. One consistent way to obtain spin-one massive stochastic field is given. It is found that the result of Guerra et al on the connection between ground state stochastic field and the corresponding Euclidean-Markov field extends to the spin-one case. (author)
Stochastic Estimation via Polynomial Chaos
2015-10-01
AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic
Stochastic inflation: Quantum phase-space approach
International Nuclear Information System (INIS)
Habib, S.
1992-01-01
In this paper a quantum-mechanical phase-space picture is constructed for coarse-grained free quantum fields in an inflationary universe. The appropriate stochastic quantum Liouville equation is derived. Explicit solutions for the phase-space quantum distribution function are found for the cases of power-law and exponential expansions. The expectation values of dynamical variables with respect to these solutions are compared to the corresponding cutoff regularized field-theoretic results (we do not restrict ourselves only to left-angle Φ 2 right-angle). Fair agreement is found provided the coarse-graining scale is kept within certain limits. By focusing on the full phase-space distribution function rather than a reduced distribution it is shown that the thermodynamic interpretation of the stochastic formalism faces several difficulties (e.g., there is no fluctuation-dissipation theorem). The coarse graining does not guarantee an automatic classical limit as quantum correlations turn out to be crucial in order to get results consistent with standard quantum field theory. Therefore, the method does not by itself constitute an explanation of the quantum to classical transition in the early Universe. In particular, we argue that the stochastic equations do not lead to decoherence
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Schrager, D.F.
2006-01-01
We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing
Composite stochastic processes
Kampen, N.G. van
Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This
Entropy Production in Stochastics
Directory of Open Access Journals (Sweden)
Demetris Koutsoyiannis
2017-10-01
Full Text Available While the modern definition of entropy is genuinely probabilistic, in entropy production the classical thermodynamic definition, as in heat transfer, is typically used. Here we explore the concept of entropy production within stochastics and, particularly, two forms of entropy production in logarithmic time, unconditionally (EPLT or conditionally on the past and present having been observed (CEPLT. We study the theoretical properties of both forms, in general and in application to a broad set of stochastic processes. A main question investigated, related to model identification and fitting from data, is how to estimate the entropy production from a time series. It turns out that there is a link of the EPLT with the climacogram, and of the CEPLT with two additional tools introduced here, namely the differenced climacogram and the climacospectrum. In particular, EPLT and CEPLT are related to slopes of log-log plots of these tools, with the asymptotic slopes at the tails being most important as they justify the emergence of scaling laws of second-order characteristics of stochastic processes. As a real-world application, we use an extraordinary long time series of turbulent velocity and show how a parsimonious stochastic model can be identified and fitted using the tools developed.
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
previously been shown to be closely connected to the energy dissipation. The incorporation of the small scale dynamics into the spatial model opens the door to a fully fledged stochastic model of turbulence. Concerning the interaction of wind and wind turbine, a new method is proposed to extract wind turbine...
Research in Stochastic Processes.
1982-10-31
Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication
Stochastic Control - External Models
DEFF Research Database (Denmark)
Poulsen, Niels Kjølstad
2005-01-01
This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...
Stochastic nonlinear beam equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan
2005-01-01
Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005
Doubly stochastic coherence in complex neuronal networks
Gao, Yang; Wang, Jianjun
2012-11-01
A system composed of coupled FitzHugh-Nagumo neurons with various topological structures is investigated under the co-presence of two independently additive and multiplicative Gaussian white noises, in which particular attention is paid to the neuronal networks spiking regularity. As the additive noise intensity and the multiplicative noise intensity are simultaneously adjusted to optimal values, the temporal periodicity of the output of the system reaches the maximum, indicating the occurrence of doubly stochastic coherence. The network topology randomness exerts different influences on the temporal coherence of the spiking oscillation for dissimilar coupling strength regimes. At a small coupling strength, the spiking regularity shows nearly no difference in the regular, small-world, and completely random networks. At an intermediate coupling strength, the temporal periodicity in a small-world neuronal network can be improved slightly by adding a small fraction of long-range connections. At a large coupling strength, the dynamical behavior of the neurons completely loses the resonance property with regard to the additive noise intensity or the multiplicative noise intensity, and the spiking regularity decreases considerably with the increase of the network topology randomness. The network topology randomness plays more of a depressed role than a favorable role in improving the temporal coherence of the spiking oscillation in the neuronal network research study.
2010-09-02
... FARM CREDIT SYSTEM INSURANCE CORPORATION Regular Meeting AGENCY: Farm Credit System Insurance Corporation Board. SUMMARY: Notice is hereby given of the regular meeting of the Farm Credit System Insurance Corporation Board (Board). DATE AND TIME: The meeting of the Board will be held at the offices of the Farm...
Convex nonnegative matrix factorization with manifold regularization.
Hu, Wenjun; Choi, Kup-Sze; Wang, Peiliang; Jiang, Yunliang; Wang, Shitong
2015-03-01
Nonnegative Matrix Factorization (NMF) has been extensively applied in many areas, including computer vision, pattern recognition, text mining, and signal processing. However, nonnegative entries are usually required for the data matrix in NMF, which limits its application. Besides, while the basis and encoding vectors obtained by NMF can represent the original data in low dimension, the representations do not always reflect the intrinsic geometric structure embedded in the data. Motivated by manifold learning and Convex NMF (CNMF), we propose a novel matrix factorization method called Graph Regularized and Convex Nonnegative Matrix Factorization (GCNMF) by introducing a graph regularized term into CNMF. The proposed matrix factorization technique not only inherits the intrinsic low-dimensional manifold structure, but also allows the processing of mixed-sign data matrix. Clustering experiments on nonnegative and mixed-sign real-world data sets are conducted to demonstrate the effectiveness of the proposed method. Copyright © 2014 Elsevier Ltd. All rights reserved.
Stochastic processes in cell biology
Bressloff, Paul C
2014-01-01
This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods. This text is primarily...
Dietterich, Thomas G.
1997-01-01
Machine-learning research has been making great progress in many directions. This article summarizes four of these directions and discusses some current open problems. The four directions are (1) the improvement of classification accuracy by learning ensembles of classifiers, (2) methods for scaling up supervised learning algorithms, (3) reinforcement learning, and (4) the learning of complex stochastic models.
Stochastic calculus and applications
Cohen, Samuel N
2015-01-01
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to wo...
Some illustrations of stochasticity
International Nuclear Information System (INIS)
Laslett, L.J.
1977-01-01
A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference
Stochastic ice stream dynamics.
Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca
2016-08-09
Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution.
Fractional Stochastic Field Theory
Honkonen, Juha
2018-02-01
Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Stochastic porous media equations
Barbu, Viorel; Röckner, Michael
2016-01-01
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Stochastic stacking without filters
International Nuclear Information System (INIS)
Johnson, R.P.; Marriner, J.
1982-12-01
The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth
Multistage stochastic optimization
Pflug, Georg Ch
2014-01-01
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Continuum-regularized quantum gravity
International Nuclear Information System (INIS)
Chan Huesum; Halpern, M.B.
1987-01-01
The recent continuum regularization of d-dimensional Euclidean gravity is generalized to arbitrary power-law measure and studied in some detail as a representative example of coordinate-invariant regularization. The weak-coupling expansion of the theory illustrates a generic geometrization of regularized Schwinger-Dyson rules, generalizing previous rules in flat space and flat superspace. The rules are applied in a non-trivial explicit check of Einstein invariance at one loop: the cosmological counterterm is computed and its contribution is included in a verification that the graviton mass is zero. (orig.)
Identifiability in stochastic models
1992-01-01
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Stochastic split determinant algorithms
International Nuclear Information System (INIS)
Horvatha, Ivan
2000-01-01
I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the determinant through local loop action, and the idea of treating the infrared part of the split through explicit diagonalizations. I suggest that exact algorithms of practical relevance might be based on Markov processes so constructed
Stochasticity Modeling in Memristors
Naous, Rawan; Al-Shedivat, Maruan; Salama, Khaled N.
2015-01-01
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochasticity Modeling in Memristors
Naous, Rawan
2015-10-26
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochastic quantization of instantons
International Nuclear Information System (INIS)
Grandati, Y.; Berard, A.; Grange, P.
1996-01-01
The method of Parisi and Wu to quantize classical fields is applied to instanton solutions var-phi I of euclidian non-linear theory in one dimension. The solution var-phi var-epsilon of the corresponding Langevin equation is built through a singular perturbative expansion in var-epsilon=h 1/2 in the frame of the center of the mass of the instanton, where the difference var-phi var-epsilon -var-phi I carries only fluctuations of the instanton form. The relevance of the method is shown for the stochastic K dV equation with uniform noise in space: the exact solution usually obtained by the inverse scattering method is retrieved easily by the singular expansion. A general diagrammatic representation of the solution is then established which makes a thorough use of regrouping properties of stochastic diagrams derived in scalar field theory. Averaging over the noise and in the limit of infinite stochastic time, the authors obtain explicit expressions for the first two orders in var-epsilon of the pertrubed instanton of its Green function. Specializing to the Sine-Gordon and var-phi 4 models, the first anaharmonic correction is obtained analytically. The calculation is carried to second order for the var-phi 4 model, showing good convergence. 21 refs., 5 fig
On the Stochastic Wave Equation with Nonlinear Damping
International Nuclear Information System (INIS)
Kim, Jong Uhn
2008-01-01
We discuss an initial boundary value problem for the stochastic wave equation with nonlinear damping. We establish the existence and uniqueness of a solution. Our method for the existence of pathwise solutions consists of regularization of the equation and data, the Galerkin approximation and an elementary measure-theoretic argument. We also prove the existence of an invariant measure when the equation has pure nonlinear damping
Regularization theory for ill-posed problems selected topics
Lu, Shuai
2013-01-01
Thismonograph is a valuable contribution to thehighly topical and extremly productive field ofregularisationmethods for inverse and ill-posed problems. The author is an internationally outstanding and acceptedmathematicianin this field. In his book he offers a well-balanced mixtureof basic and innovative aspects.He demonstrates new,differentiatedviewpoints, and important examples for applications. The bookdemontrates thecurrent developments inthe field of regularization theory,such as multiparameter regularization and regularization in learning theory. The book is written for graduate and PhDs
Stochastic and non-stochastic effects - a conceptual analysis
International Nuclear Information System (INIS)
Karhausen, L.R.
1980-01-01
The attempt to divide radiation effects into stochastic and non-stochastic effects is discussed. It is argued that radiation or toxicological effects are contingently related to radiation or chemical exposure. Biological effects in general can be described by general laws but these laws never represent a necessary connection. Actually stochastic effects express contingent, or empirical, connections while non-stochastic effects represent semantic and non-factual connections. These two expressions stem from two different levels of discourse. The consequence of this analysis for radiation biology and radiation protection is discussed. (author)
New regular black hole solutions
International Nuclear Information System (INIS)
Lemos, Jose P. S.; Zanchin, Vilson T.
2011-01-01
In the present work we consider general relativity coupled to Maxwell's electromagnetism and charged matter. Under the assumption of spherical symmetry, there is a particular class of solutions that correspond to regular charged black holes whose interior region is de Sitter, the exterior region is Reissner-Nordstroem and there is a charged thin-layer in-between the two. The main physical and geometrical properties of such charged regular black holes are analyzed.
Regular variation on measure chains
Czech Academy of Sciences Publication Activity Database
Řehák, Pavel; Vitovec, J.
2010-01-01
Roč. 72, č. 1 (2010), s. 439-448 ISSN 0362-546X R&D Projects: GA AV ČR KJB100190701 Institutional research plan: CEZ:AV0Z10190503 Keywords : regularly varying function * regularly varying sequence * measure chain * time scale * embedding theorem * representation theorem * second order dynamic equation * asymptotic properties Subject RIV: BA - General Mathematics Impact factor: 1.279, year: 2010 http://www.sciencedirect.com/science/article/pii/S0362546X09008475
On geodesics in low regularity
Sämann, Clemens; Steinbauer, Roland
2018-02-01
We consider geodesics in both Riemannian and Lorentzian manifolds with metrics of low regularity. We discuss existence of extremal curves for continuous metrics and present several old and new examples that highlight their subtle interrelation with solutions of the geodesic equations. Then we turn to the initial value problem for geodesics for locally Lipschitz continuous metrics and generalize recent results on existence, regularity and uniqueness of solutions in the sense of Filippov.
Condition Number Regularized Covariance Estimation.
Won, Joong-Ho; Lim, Johan; Kim, Seung-Jean; Rajaratnam, Bala
2013-06-01
Estimation of high-dimensional covariance matrices is known to be a difficult problem, has many applications, and is of current interest to the larger statistics community. In many applications including so-called the "large p small n " setting, the estimate of the covariance matrix is required to be not only invertible, but also well-conditioned. Although many regularization schemes attempt to do this, none of them address the ill-conditioning problem directly. In this paper, we propose a maximum likelihood approach, with the direct goal of obtaining a well-conditioned estimator. No sparsity assumption on either the covariance matrix or its inverse are are imposed, thus making our procedure more widely applicable. We demonstrate that the proposed regularization scheme is computationally efficient, yields a type of Steinian shrinkage estimator, and has a natural Bayesian interpretation. We investigate the theoretical properties of the regularized covariance estimator comprehensively, including its regularization path, and proceed to develop an approach that adaptively determines the level of regularization that is required. Finally, we demonstrate the performance of the regularized estimator in decision-theoretic comparisons and in the financial portfolio optimization setting. The proposed approach has desirable properties, and can serve as a competitive procedure, especially when the sample size is small and when a well-conditioned estimator is required.
Condition Number Regularized Covariance Estimation*
Won, Joong-Ho; Lim, Johan; Kim, Seung-Jean; Rajaratnam, Bala
2012-01-01
Estimation of high-dimensional covariance matrices is known to be a difficult problem, has many applications, and is of current interest to the larger statistics community. In many applications including so-called the “large p small n” setting, the estimate of the covariance matrix is required to be not only invertible, but also well-conditioned. Although many regularization schemes attempt to do this, none of them address the ill-conditioning problem directly. In this paper, we propose a maximum likelihood approach, with the direct goal of obtaining a well-conditioned estimator. No sparsity assumption on either the covariance matrix or its inverse are are imposed, thus making our procedure more widely applicable. We demonstrate that the proposed regularization scheme is computationally efficient, yields a type of Steinian shrinkage estimator, and has a natural Bayesian interpretation. We investigate the theoretical properties of the regularized covariance estimator comprehensively, including its regularization path, and proceed to develop an approach that adaptively determines the level of regularization that is required. Finally, we demonstrate the performance of the regularized estimator in decision-theoretic comparisons and in the financial portfolio optimization setting. The proposed approach has desirable properties, and can serve as a competitive procedure, especially when the sample size is small and when a well-conditioned estimator is required. PMID:23730197
A retrodictive stochastic simulation algorithm
International Nuclear Information System (INIS)
Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.
2010-01-01
In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.
Stochastic processes and quantum theory
International Nuclear Information System (INIS)
Klauder, J.R.
1975-01-01
The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)
Stochastic resonance and coherence resonance in groundwater-dependent plant ecosystems.
Borgogno, Fabio; D'Odorico, Paolo; Laio, Francesco; Ridolfi, Luca
2012-01-21
Several studies have shown that non-linear deterministic dynamical systems forced by external random components can give rise to unexpectedly regular temporal behaviors. Stochastic resonance and coherence resonance, the two best known processes of this type, have been studied in a number of physical and chemical systems. Here, we explore their possible occurrence in the dynamics of groundwater-dependent plant ecosystems. To this end, we develop two eco-hydrological models, which allow us to demonstrate that stochastic and coherence resonance may emerge in the dynamics of phreatophyte vegetation, depending on their deterministic properties and the intensity of external stochastic drivers. Copyright © 2011 Elsevier Ltd. All rights reserved.
International Nuclear Information System (INIS)
Olson, Gordon L.
2008-01-01
In binary stochastic media in two- and three-dimensions consisting of randomly placed impenetrable disks or spheres, the chord lengths in the background material between disks and spheres closely follow exponential distributions if the disks and spheres occupy less than 10% of the medium. This work demonstrates that for regular spatial structures of disks and spheres, the tails of the chord length distributions (CLDs) follow power laws rather than exponentials. In dilute media, when the disks and spheres are widely spaced, the slope of the power law seems to be independent of the details of the structure. When approaching a close-packed arrangement, the exact placement of the spheres can make a significant difference. When regular structures are perturbed by small random displacements, the CLDs become power laws with steeper slopes. An example CLD from a quasi-random distribution of spheres in clusters shows a modified exponential distribution
Energy Technology Data Exchange (ETDEWEB)
Olson, Gordon L. [Computer and Computational Sciences Division (CCS-2), Los Alamos National Laboratory, 5 Foxglove Circle, Madison, WI 53717 (United States)], E-mail: olson99@tds.net
2008-11-15
In binary stochastic media in two- and three-dimensions consisting of randomly placed impenetrable disks or spheres, the chord lengths in the background material between disks and spheres closely follow exponential distributions if the disks and spheres occupy less than 10% of the medium. This work demonstrates that for regular spatial structures of disks and spheres, the tails of the chord length distributions (CLDs) follow power laws rather than exponentials. In dilute media, when the disks and spheres are widely spaced, the slope of the power law seems to be independent of the details of the structure. When approaching a close-packed arrangement, the exact placement of the spheres can make a significant difference. When regular structures are perturbed by small random displacements, the CLDs become power laws with steeper slopes. An example CLD from a quasi-random distribution of spheres in clusters shows a modified exponential distribution.
Stochastic Analysis with Financial Applications
Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi
2011-01-01
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li
Multiview Hessian regularization for image annotation.
Liu, Weifeng; Tao, Dacheng
2013-07-01
The rapid development of computer hardware and Internet technology makes large scale data dependent models computationally tractable, and opens a bright avenue for annotating images through innovative machine learning algorithms. Semisupervised learning (SSL) therefore received intensive attention in recent years and was successfully deployed in image annotation. One representative work in SSL is Laplacian regularization (LR), which smoothes the conditional distribution for classification along the manifold encoded in the graph Laplacian, however, it is observed that LR biases the classification function toward a constant function that possibly results in poor generalization. In addition, LR is developed to handle uniformly distributed data (or single-view data), although instances or objects, such as images and videos, are usually represented by multiview features, such as color, shape, and texture. In this paper, we present multiview Hessian regularization (mHR) to address the above two problems in LR-based image annotation. In particular, mHR optimally combines multiple HR, each of which is obtained from a particular view of instances, and steers the classification function that varies linearly along the data manifold. We apply mHR to kernel least squares and support vector machines as two examples for image annotation. Extensive experiments on the PASCAL VOC'07 dataset validate the effectiveness of mHR by comparing it with baseline algorithms, including LR and HR.
Continuous strong Markov processes in dimension one a stochastic calculus approach
Assing, Sigurd
1998-01-01
The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes using methods of stochastic calculus. Departing from the classical approaches, a unified investigation of regular as well as arbitrary non-regular diffusions is provided. A general construction method for such processes, based on a generalization of the concept of a perfect additive functional, is developed. The intrinsic decomposition of a continuous strong Markov semimartingale is discovered. The book also investigates relations to stochastic differential equations and fundamental examples of irregular diffusions.
Energy Technology Data Exchange (ETDEWEB)
Hardwick, Robert J.; Vennin, Vincent; Wands, David [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Byrnes, Christian T.; Torrado, Jesús, E-mail: robert.hardwick@port.ac.uk, E-mail: vincent.vennin@port.ac.uk, E-mail: c.byrnes@sussex.ac.uk, E-mail: jesus.torrado@sussex.ac.uk, E-mail: david.wands@port.ac.uk [Department of Physics and Astronomy, University of Sussex, Brighton BN1 9QH (United Kingdom)
2017-10-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
International Nuclear Information System (INIS)
Hardwick, Robert J.; Vennin, Vincent; Wands, David; Byrnes, Christian T.; Torrado, Jesús
2017-01-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
Varga, Katherine Yvonne
2015-01-01
We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…
Stochastic Spectral Descent for Discrete Graphical Models
International Nuclear Information System (INIS)
Carlson, David; Hsieh, Ya-Ping; Collins, Edo; Carin, Lawrence; Cevher, Volkan
2015-01-01
Interest in deep probabilistic graphical models has in-creased in recent years, due to their state-of-the-art performance on many machine learning applications. Such models are typically trained with the stochastic gradient method, which can take a significant number of iterations to converge. Since the computational cost of gradient estimation is prohibitive even for modestly sized models, training becomes slow and practically usable models are kept small. In this paper we propose a new, largely tuning-free algorithm to address this problem. Our approach derives novel majorization bounds based on the Schatten- norm. Intriguingly, the minimizers of these bounds can be interpreted as gradient methods in a non-Euclidean space. We thus propose using a stochastic gradient method in non-Euclidean space. We both provide simple conditions under which our algorithm is guaranteed to converge, and demonstrate empirically that our algorithm leads to dramatically faster training and improved predictive ability compared to stochastic gradient descent for both directed and undirected graphical models.
Stochastic ontogenetic growth model
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.
Stochastic calculus in physics
International Nuclear Information System (INIS)
Fox, R.F.
1987-01-01
The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations
The stochastic quality calculus
DEFF Research Database (Denmark)
Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis
2014-01-01
We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...... with the outputs and at the same time the inputs impose constraints on the waiting times. Consequently, the expected inputs may not be available when needed and therefore the calculus allows to express the absence of data.The communication delays are expressed by general distributions and the resulting semantics...
Stochastic conditional intensity processes
DEFF Research Database (Denmark)
Bauwens, Luc; Hautsch, Nikolaus
2006-01-01
model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...
Stochastic cooling for beginners
International Nuclear Information System (INIS)
Moehl, D.
1984-01-01
These two lectures have been prepared to give a simple introduction to the principles. In Part I we try to explain stochastic cooling using the time-domain picture which starts from the pulse response of the system. In Part II the discussion is repeated, looking more closely at the frequency-domain response. An attempt is made to familiarize the beginners with some of the elementary cooling equations, from the 'single particle case' up to equations which describe the evolution of the particle distribution. (orig.)
Sparsity-regularized HMAX for visual recognition.
Directory of Open Access Journals (Sweden)
Xiaolin Hu
Full Text Available About ten years ago, HMAX was proposed as a simple and biologically feasible model for object recognition, based on how the visual cortex processes information. However, the model does not encompass sparse firing, which is a hallmark of neurons at all stages of the visual pathway. The current paper presents an improved model, called sparse HMAX, which integrates sparse firing. This model is able to learn higher-level features of objects on unlabeled training images. Unlike most other deep learning models that explicitly address global structure of images in every layer, sparse HMAX addresses local to global structure gradually along the hierarchy by applying patch-based learning to the output of the previous layer. As a consequence, the learning method can be standard sparse coding (SSC or independent component analysis (ICA, two techniques deeply rooted in neuroscience. What makes SSC and ICA applicable at higher levels is the introduction of linear higher-order statistical regularities by max pooling. After training, high-level units display sparse, invariant selectivity for particular individuals or for image categories like those observed in human inferior temporal cortex (ITC and medial temporal lobe (MTL. Finally, on an image classification benchmark, sparse HMAX outperforms the original HMAX by a large margin, suggesting its great potential for computer vision.
Trajectory averaging for stochastic approximation MCMC algorithms
Liang, Faming
2010-01-01
to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic
Metric regularity and subdifferential calculus
International Nuclear Information System (INIS)
Ioffe, A D
2000-01-01
The theory of metric regularity is an extension of two classical results: the Lyusternik tangent space theorem and the Graves surjection theorem. Developments in non-smooth analysis in the 1980s and 1990s paved the way for a number of far-reaching extensions of these results. It was also well understood that the phenomena behind the results are of metric origin, not connected with any linear structure. At the same time it became clear that some basic hypotheses of the subdifferential calculus are closely connected with the metric regularity of certain set-valued maps. The survey is devoted to the metric theory of metric regularity and its connection with subdifferential calculus in Banach spaces
Dimensional regularization in configuration space
International Nuclear Information System (INIS)
Bollini, C.G.; Giambiagi, J.J.
1995-09-01
Dimensional regularization is introduced in configuration space by Fourier transforming in D-dimensions the perturbative momentum space Green functions. For this transformation, Bochner theorem is used, no extra parameters, such as those of Feynman or Bogoliubov-Shirkov are needed for convolutions. The regularized causal functions in x-space have ν-dependent moderated singularities at the origin. They can be multiplied together and Fourier transformed (Bochner) without divergence problems. The usual ultraviolet divergences appear as poles of the resultant functions of ν. Several example are discussed. (author). 9 refs
Regular algebra and finite machines
Conway, John Horton
2012-01-01
World-famous mathematician John H. Conway based this classic text on a 1966 course he taught at Cambridge University. Geared toward graduate students of mathematics, it will also prove a valuable guide to researchers and professional mathematicians.His topics cover Moore's theory of experiments, Kleene's theory of regular events and expressions, Kleene algebras, the differential calculus of events, factors and the factor matrix, and the theory of operators. Additional subjects include event classes and operator classes, some regulator algebras, context-free languages, communicative regular alg
Matrix regularization of 4-manifolds
Trzetrzelewski, M.
2012-01-01
We consider products of two 2-manifolds such as S^2 x S^2, embedded in Euclidean space and show that the corresponding 4-volume preserving diffeomorphism algebra can be approximated by a tensor product SU(N)xSU(N) i.e. functions on a manifold are approximated by the Kronecker product of two SU(N) matrices. A regularization of the 4-sphere is also performed by constructing N^2 x N^2 matrix representations of the 4-algebra (and as a byproduct of the 3-algebra which makes the regularization of S...
Schilstra, Maria J; Martin, Stephen R
2009-01-01
Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.
AA, stochastic precooling pickup
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...
Behavioral Stochastic Resonance
Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank
2001-03-01
Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.
Stochastic programming with integer recourse
van der Vlerk, Maarten Hendrikus
1995-01-01
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic
Thermal mixtures in stochastic mechanics
Energy Technology Data Exchange (ETDEWEB)
Guerra, F [Rome Univ. (Italy). Ist. di Matematica; Loffredo, M I [Salerno Univ. (Italy). Ist. di Fisica
1981-01-17
Stochastic mechanics is extended to systems in thermal equilibrium. The resulting stochastic processes are mixtures of Nelson processes. Their Markov property is investigated in some simple cases. It is found that in order to inforce Markov property the algebra of observable associated to the present must be suitably enlarged.
Stochastic Pi-calculus Revisited
DEFF Research Database (Denmark)
Cardelli, Luca; Mardare, Radu Iulian
2013-01-01
We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...
Alternative Asymmetric Stochastic Volatility Models
M. Asai (Manabu); M.J. McAleer (Michael)
2010-01-01
textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is
Stochastic ferromagnetism analysis and numerics
Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas
2013-01-01
This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.
Discriminative Elastic-Net Regularized Linear Regression.
Zhang, Zheng; Lai, Zhihui; Xu, Yong; Shao, Ling; Wu, Jian; Xie, Guo-Sen
2017-03-01
In this paper, we aim at learning compact and discriminative linear regression models. Linear regression has been widely used in different problems. However, most of the existing linear regression methods exploit the conventional zero-one matrix as the regression targets, which greatly narrows the flexibility of the regression model. Another major limitation of these methods is that the learned projection matrix fails to precisely project the image features to the target space due to their weak discriminative capability. To this end, we present an elastic-net regularized linear regression (ENLR) framework, and develop two robust linear regression models which possess the following special characteristics. First, our methods exploit two particular strategies to enlarge the margins of different classes by relaxing the strict binary targets into a more feasible variable matrix. Second, a robust elastic-net regularization of singular values is introduced to enhance the compactness and effectiveness of the learned projection matrix. Third, the resulting optimization problem of ENLR has a closed-form solution in each iteration, which can be solved efficiently. Finally, rather than directly exploiting the projection matrix for recognition, our methods employ the transformed features as the new discriminate representations to make final image classification. Compared with the traditional linear regression model and some of its variants, our method is much more accurate in image classification. Extensive experiments conducted on publicly available data sets well demonstrate that the proposed framework can outperform the state-of-the-art methods. The MATLAB codes of our methods can be available at http://www.yongxu.org/lunwen.html.
Variational inference & deep learning : A new synthesis
Kingma, D.P.
2017-01-01
In this thesis, Variational Inference and Deep Learning: A New Synthesis, we propose novel solutions to the problems of variational (Bayesian) inference, generative modeling, representation learning, semi-supervised learning, and stochastic optimization.
Variational inference & deep learning: A new synthesis
Kingma, D.P.
2017-01-01
In this thesis, Variational Inference and Deep Learning: A New Synthesis, we propose novel solutions to the problems of variational (Bayesian) inference, generative modeling, representation learning, semi-supervised learning, and stochastic optimization.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
Variance decomposition in stochastic simulators
Energy Technology Data Exchange (ETDEWEB)
Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro
2015-01-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Regularization of Nonmonotone Variational Inequalities
International Nuclear Information System (INIS)
Konnov, Igor V.; Ali, M.S.S.; Mazurkevich, E.O.
2006-01-01
In this paper we extend the Tikhonov-Browder regularization scheme from monotone to rather a general class of nonmonotone multivalued variational inequalities. We show that their convergence conditions hold for some classes of perfectly and nonperfectly competitive economic equilibrium problems
Lattice regularized chiral perturbation theory
International Nuclear Information System (INIS)
Borasoy, Bugra; Lewis, Randy; Ouimet, Pierre-Philippe A.
2004-01-01
Chiral perturbation theory can be defined and regularized on a spacetime lattice. A few motivations are discussed here, and an explicit lattice Lagrangian is reviewed. A particular aspect of the connection between lattice chiral perturbation theory and lattice QCD is explored through a study of the Wess-Zumino-Witten term
2011-01-20
... Meeting SUMMARY: Notice is hereby given of the regular meeting of the Farm Credit System Insurance Corporation Board (Board). Date and Time: The meeting of the Board will be held at the offices of the Farm... meeting of the Board will be open to the [[Page 3630
Forcing absoluteness and regularity properties
Ikegami, D.
2010-01-01
For a large natural class of forcing notions, we prove general equivalence theorems between forcing absoluteness statements, regularity properties, and transcendence properties over L and the core model K. We use our results to answer open questions from set theory of the reals.
Globals of Completely Regular Monoids
Institute of Scientific and Technical Information of China (English)
Wu Qian-qian; Gan Ai-ping; Du Xian-kun
2015-01-01
An element of a semigroup S is called irreducible if it cannot be expressed as a product of two elements in S both distinct from itself. In this paper we show that the class C of all completely regular monoids with irreducible identity elements satisfies the strong isomorphism property and so it is globally determined.
Fluid queues and regular variation
Boxma, O.J.
1996-01-01
This paper considers a fluid queueing system, fed by N independent sources that alternate between silence and activity periods. We assume that the distribution of the activity periods of one or more sources is a regularly varying function of index ¿. We show that its fat tail gives rise to an even
Fluid queues and regular variation
O.J. Boxma (Onno)
1996-01-01
textabstractThis paper considers a fluid queueing system, fed by $N$ independent sources that alternate between silence and activity periods. We assume that the distribution of the activity periods of one or more sources is a regularly varying function of index $zeta$. We show that its fat tail
Empirical laws, regularity and necessity
Koningsveld, H.
1973-01-01
In this book I have tried to develop an analysis of the concept of an empirical law, an analysis that differs in many ways from the alternative analyse's found in contemporary literature dealing with the subject.
1 am referring especially to two well-known views, viz. the regularity and
Interval matrices: Regularity generates singularity
Czech Academy of Sciences Publication Activity Database
Rohn, Jiří; Shary, S.P.
2018-01-01
Roč. 540, 1 March (2018), s. 149-159 ISSN 0024-3795 Institutional support: RVO:67985807 Keywords : interval matrix * regularity * singularity * P-matrix * absolute value equation * diagonally singilarizable matrix Subject RIV: BA - General Mathematics Impact factor: 0.973, year: 2016
Laplacian embedded regression for scalable manifold regularization.
Chen, Lin; Tsang, Ivor W; Xu, Dong
2012-06-01
Semi-supervised learning (SSL), as a powerful tool to learn from a limited number of labeled data and a large number of unlabeled data, has been attracting increasing attention in the machine learning community. In particular, the manifold regularization framework has laid solid theoretical foundations for a large family of SSL algorithms, such as Laplacian support vector machine (LapSVM) and Laplacian regularized least squares (LapRLS). However, most of these algorithms are limited to small scale problems due to the high computational cost of the matrix inversion operation involved in the optimization problem. In this paper, we propose a novel framework called Laplacian embedded regression by introducing an intermediate decision variable into the manifold regularization framework. By using ∈-insensitive loss, we obtain the Laplacian embedded support vector regression (LapESVR) algorithm, which inherits the sparse solution from SVR. Also, we derive Laplacian embedded RLS (LapERLS) corresponding to RLS under the proposed framework. Both LapESVR and LapERLS possess a simpler form of a transformed kernel, which is the summation of the original kernel and a graph kernel that captures the manifold structure. The benefits of the transformed kernel are two-fold: (1) we can deal with the original kernel matrix and the graph Laplacian matrix in the graph kernel separately and (2) if the graph Laplacian matrix is sparse, we only need to perform the inverse operation for a sparse matrix, which is much more efficient when compared with that for a dense one. Inspired by kernel principal component analysis, we further propose to project the introduced decision variable into a subspace spanned by a few eigenvectors of the graph Laplacian matrix in order to better reflect the data manifold, as well as accelerate the calculation of the graph kernel, allowing our methods to efficiently and effectively cope with large scale SSL problems. Extensive experiments on both toy and real
Regular classroom assessment as a means of enhancing Teacher ...
African Journals Online (AJOL)
This study was an action research which employed regular classroom tests to help students learn and understand some concepts in electricity and magnetism. The participants of the study were 35 Level 200 B.Ed. (Basic Education, JSS Option) pre-service science teachers of the University of Education, Winneba in the ...
Bayesian Estimation and Inference using Stochastic Hardware
Directory of Open Access Journals (Sweden)
Chetan Singh Thakur
2016-03-01
Full Text Available In this paper, we present the implementation of two types of Bayesian inference problems to demonstrate the potential of building probabilistic algorithms in hardware using single set of building blocks with the ability to perform these computations in real time. The first implementation, referred to as the BEAST (Bayesian Estimation and Stochastic Tracker, demonstrates a simple problem where an observer uses an underlying Hidden Markov Model (HMM to track a target in one dimension. In this implementation, sensors make noisy observations of the target position at discrete time steps. The tracker learns the transition model for target movement, and the observation model for the noisy sensors, and uses these to estimate the target position by solving the Bayesian recursive equation online. We show the tracking performance of the system and demonstrate how it can learn the observation model, the transition model, and the external distractor (noise probability interfering with the observations. In the second implementation, referred to as the Bayesian INference in DAG (BIND, we show how inference can be performed in a Directed Acyclic Graph (DAG using stochastic circuits. We show how these building blocks can be easily implemented using simple digital logic gates. An advantage of the stochastic electronic implementation is that it is robust to certain types of noise, which may become an issue in integrated circuit (IC technology with feature sizes in the order of tens of nanometers due to their low noise margin, the effect of high-energy cosmic rays and the low supply voltage. In our framework, the flipping of random individual bits would not affect the system performance because information is encoded in a bit stream.
Bayesian Estimation and Inference Using Stochastic Electronics.
Thakur, Chetan Singh; Afshar, Saeed; Wang, Runchun M; Hamilton, Tara J; Tapson, Jonathan; van Schaik, André
2016-01-01
In this paper, we present the implementation of two types of Bayesian inference problems to demonstrate the potential of building probabilistic algorithms in hardware using single set of building blocks with the ability to perform these computations in real time. The first implementation, referred to as the BEAST (Bayesian Estimation and Stochastic Tracker), demonstrates a simple problem where an observer uses an underlying Hidden Markov Model (HMM) to track a target in one dimension. In this implementation, sensors make noisy observations of the target position at discrete time steps. The tracker learns the transition model for target movement, and the observation model for the noisy sensors, and uses these to estimate the target position by solving the Bayesian recursive equation online. We show the tracking performance of the system and demonstrate how it can learn the observation model, the transition model, and the external distractor (noise) probability interfering with the observations. In the second implementation, referred to as the Bayesian INference in DAG (BIND), we show how inference can be performed in a Directed Acyclic Graph (DAG) using stochastic circuits. We show how these building blocks can be easily implemented using simple digital logic gates. An advantage of the stochastic electronic implementation is that it is robust to certain types of noise, which may become an issue in integrated circuit (IC) technology with feature sizes in the order of tens of nanometers due to their low noise margin, the effect of high-energy cosmic rays and the low supply voltage. In our framework, the flipping of random individual bits would not affect the system performance because information is encoded in a bit stream.
Regular and conformal regular cores for static and rotating solutions
Energy Technology Data Exchange (ETDEWEB)
Azreg-Aïnou, Mustapha
2014-03-07
Using a new metric for generating rotating solutions, we derive in a general fashion the solution of an imperfect fluid and that of its conformal homolog. We discuss the conditions that the stress–energy tensors and invariant scalars be regular. On classical physical grounds, it is stressed that conformal fluids used as cores for static or rotating solutions are exempt from any malicious behavior in that they are finite and defined everywhere.
Regular and conformal regular cores for static and rotating solutions
International Nuclear Information System (INIS)
Azreg-Aïnou, Mustapha
2014-01-01
Using a new metric for generating rotating solutions, we derive in a general fashion the solution of an imperfect fluid and that of its conformal homolog. We discuss the conditions that the stress–energy tensors and invariant scalars be regular. On classical physical grounds, it is stressed that conformal fluids used as cores for static or rotating solutions are exempt from any malicious behavior in that they are finite and defined everywhere.
Stochastic population theories
Ludwig, Donald
1974-01-01
These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974. In order to make the material. accessible to a wide audience, it is assumed that the reader has only a slight acquaintance with probability theory and differential equations. The more sophisticated topics, such as the qualitative behavior of nonlinear models, are approached through a succession of simpler problems. Emphasis is placed upon intuitive interpretations, rather than upon formal proofs. In most cases, the reader is referred elsewhere for a rigorous development. On the other hand, an attempt has been made to treat simple, useful models in some detail. Thus these notes complement the existing mathematical literature, and there appears to be little duplication of existing works. The authors are indebted to Miss Jeanette Figueroa for her beautiful and speedy typing of this work. The research was supported by the Na...
Propagator of stochastic electrodynamics
International Nuclear Information System (INIS)
Cavalleri, G.
1981-01-01
The ''elementary propagator'' for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density proportionalω 3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to psipsi* where psi is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics
Derivation of the Schroedinger equation from stochastic mechanics
International Nuclear Information System (INIS)
Wallstrom, T.C.
1988-01-01
The thesis is divided into four largely independent chapters. The first three chapters treat mathematical problems in the theory of stochastic mechanics. The fourth chapter deals with stochastic mechanisms as a physical theory and shows that the Schroedinger equation cannot be derived from existing formulations of stochastic mechanics, as had previously been believed. Since the drift coefficients of stochastic mechanical diffusions are undefined on the nodes, or zeros of the density, an important problem has been to show that the sample paths stay away from the nodes. In Chapter 1, it is shown that for a smooth wavefunction, the closest approach to the nodes can be bounded solely in terms of the time-integrated energy. The ergodic properties of stochastic mechanical diffusions are greatly complicated by the tendency of the particles to avoid the nodes. In Chapter 2, it is shown that a sufficient condition for a stationary process to be ergodic is that there exist positive t and c such that for all x and y, p t (x,y) > cp(y), and this result is applied to show that the set of spin-1/2 diffusions is uniformly ergodic. Nelson has conjectured that in the limit as the particle's moment of inertia I goes to zero, the projections of the Bopp-Haag-Dankel diffusions onto IR 3 converge to a Markovian limit process. This conjecture is proved for the spin-1/2 case in Chapter 3, and the limit process identified as the diffusion naturally associated with the solution to the regular Pauli equation. In Chapter 4 it is shown that the general solution of the stochastic Newton equation does not correspond to a solution of the Schroedinger equation
Supporting Regularized Logistic Regression Privately and Efficiently
Li, Wenfa; Liu, Hongzhe; Yang, Peng; Xie, Wei
2016-01-01
As one of the most popular statistical and machine learning models, logistic regression with regularization has found wide adoption in biomedicine, social sciences, information technology, and so on. These domains often involve data of human subjects that are contingent upon strict privacy regulations. Concerns over data privacy make it increasingly difficult to coordinate and conduct large-scale collaborative studies, which typically rely on cross-institution data sharing and joint analysis. Our work here focuses on safeguarding regularized logistic regression, a widely-used statistical model while at the same time has not been investigated from a data security and privacy perspective. We consider a common use scenario of multi-institution collaborative studies, such as in the form of research consortia or networks as widely seen in genetics, epidemiology, social sciences, etc. To make our privacy-enhancing solution practical, we demonstrate a non-conventional and computationally efficient method leveraging distributing computing and strong cryptography to provide comprehensive protection over individual-level and summary data. Extensive empirical evaluations on several studies validate the privacy guarantee, efficiency and scalability of our proposal. We also discuss the practical implications of our solution for large-scale studies and applications from various disciplines, including genetic and biomedical studies, smart grid, network analysis, etc. PMID:27271738
Supporting Regularized Logistic Regression Privately and Efficiently.
Li, Wenfa; Liu, Hongzhe; Yang, Peng; Xie, Wei
2016-01-01
As one of the most popular statistical and machine learning models, logistic regression with regularization has found wide adoption in biomedicine, social sciences, information technology, and so on. These domains often involve data of human subjects that are contingent upon strict privacy regulations. Concerns over data privacy make it increasingly difficult to coordinate and conduct large-scale collaborative studies, which typically rely on cross-institution data sharing and joint analysis. Our work here focuses on safeguarding regularized logistic regression, a widely-used statistical model while at the same time has not been investigated from a data security and privacy perspective. We consider a common use scenario of multi-institution collaborative studies, such as in the form of research consortia or networks as widely seen in genetics, epidemiology, social sciences, etc. To make our privacy-enhancing solution practical, we demonstrate a non-conventional and computationally efficient method leveraging distributing computing and strong cryptography to provide comprehensive protection over individual-level and summary data. Extensive empirical evaluations on several studies validate the privacy guarantee, efficiency and scalability of our proposal. We also discuss the practical implications of our solution for large-scale studies and applications from various disciplines, including genetic and biomedical studies, smart grid, network analysis, etc.
Supporting Regularized Logistic Regression Privately and Efficiently.
Directory of Open Access Journals (Sweden)
Wenfa Li
Full Text Available As one of the most popular statistical and machine learning models, logistic regression with regularization has found wide adoption in biomedicine, social sciences, information technology, and so on. These domains often involve data of human subjects that are contingent upon strict privacy regulations. Concerns over data privacy make it increasingly difficult to coordinate and conduct large-scale collaborative studies, which typically rely on cross-institution data sharing and joint analysis. Our work here focuses on safeguarding regularized logistic regression, a widely-used statistical model while at the same time has not been investigated from a data security and privacy perspective. We consider a common use scenario of multi-institution collaborative studies, such as in the form of research consortia or networks as widely seen in genetics, epidemiology, social sciences, etc. To make our privacy-enhancing solution practical, we demonstrate a non-conventional and computationally efficient method leveraging distributing computing and strong cryptography to provide comprehensive protection over individual-level and summary data. Extensive empirical evaluations on several studies validate the privacy guarantee, efficiency and scalability of our proposal. We also discuss the practical implications of our solution for large-scale studies and applications from various disciplines, including genetic and biomedical studies, smart grid, network analysis, etc.
Intrinsic periodic and aperiodic stochastic resonance in an electrochemical cell
Tiwari, Ishant; Phogat, Richa; Parmananda, P.; Ocampo-Espindola, J. L.; Rivera, M.
2016-08-01
In this paper we show the interaction of a composite of a periodic or aperiodic signal and intrinsic electrochemical noise with the nonlinear dynamics of an electrochemical cell configured to study the corrosion of iron in an acidic media. The anodic voltage setpoint (V0) in the cell is chosen such that the anodic current (I ) exhibits excitable fixed point behavior in the absence of noise. The subthreshold periodic (aperiodic) signal consists of a train of rectangular pulses with a fixed amplitude and width, separated by regular (irregular) time intervals. The irregular time intervals chosen are of deterministic and stochastic origins. The amplitude of the intrinsic internal noise, regulated by the concentration of chloride ions, is then monotonically increased, and the provoked dynamics are analyzed. The signal to noise ratio and the cross-correlation coefficient versus the chloride ions' concentration curves have a unimodal shape indicating the emergence of an intrinsic periodic or aperiodic stochastic resonance. The abscissa for the maxima of these unimodal curves correspond to the optimum value of intrinsic noise where maximum regularity of the invoked dynamics is observed. In the particular case of the intrinsic periodic stochastic resonance, the scanning electron microscope images for the electrode metal surfaces are shown for certain values of chloride ions' concentrations. These images, qualitatively, corroborate the emergence of order as a result of the interaction between the nonlinear dynamics and the composite signal.
Stochastic estimation of electricity consumption
International Nuclear Information System (INIS)
Kapetanovic, I.; Konjic, T.; Zahirovic, Z.
1999-01-01
Electricity consumption forecasting represents a part of the stable functioning of the power system. It is very important because of rationality and increase of control process efficiency and development planning of all aspects of society. On a scientific basis, forecasting is a possible way to solve problems. Among different models that have been used in the area of forecasting, the stochastic aspect of forecasting as a part of quantitative models takes a very important place in applications. ARIMA models and Kalman filter as stochastic estimators have been treated together for electricity consumption forecasting. Therefore, the main aim of this paper is to present the stochastic forecasting aspect using short time series. (author)
Linear stochastic neutron transport theory
International Nuclear Information System (INIS)
Lewins, J.
1978-01-01
A new and direct derivation of the Bell-Pal fundamental equation for (low power) neutron stochastic behaviour in the Boltzmann continuum model is given. The development includes correlation of particle emission direction in induced and spontaneous fission. This leads to generalizations of the backward and forward equations for the mean and variance of neutron behaviour. The stochastic importance for neutron transport theory is introduced and related to the conventional deterministic importance. Defining equations and moment equations are derived and shown to be related to the backward fundamental equation with the detector distribution of the operational definition of stochastic importance playing the role of an adjoint source. (author)
Stochasticity in the Josephson map
International Nuclear Information System (INIS)
Nomura, Y.; Ichikawa, Y.H.; Filippov, A.T.
1996-04-01
The Josephson map describes nonlinear dynamics of systems characterized by standard map with the uniform external bias superposed. The intricate structures of the phase space portrait of the Josephson map are examined on the basis of the tangent map associated with the Josephson map. Numerical observation of the stochastic diffusion in the Josephson map is examined in comparison with the renormalized diffusion coefficient calculated by the method of characteristic function. The global stochasticity of the Josephson map occurs at the values of far smaller stochastic parameter than the case of the standard map. (author)
Introduction to stochastic dynamic programming
Ross, Sheldon M; Lukacs, E
1983-01-01
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the
Energy functions for regularization algorithms
Delingette, H.; Hebert, M.; Ikeuchi, K.
1991-01-01
Regularization techniques are widely used for inverse problem solving in computer vision such as surface reconstruction, edge detection, or optical flow estimation. Energy functions used for regularization algorithms measure how smooth a curve or surface is, and to render acceptable solutions these energies must verify certain properties such as invariance with Euclidean transformations or invariance with parameterization. The notion of smoothness energy is extended here to the notion of a differential stabilizer, and it is shown that to void the systematic underestimation of undercurvature for planar curve fitting, it is necessary that circles be the curves of maximum smoothness. A set of stabilizers is proposed that meet this condition as well as invariance with rotation and parameterization.
Physical model of dimensional regularization
Energy Technology Data Exchange (ETDEWEB)
Schonfeld, Jonathan F.
2016-12-15
We explicitly construct fractals of dimension 4-ε on which dimensional regularization approximates scalar-field-only quantum-field theory amplitudes. The construction does not require fractals to be Lorentz-invariant in any sense, and we argue that there probably is no Lorentz-invariant fractal of dimension greater than 2. We derive dimensional regularization's power-law screening first for fractals obtained by removing voids from 3-dimensional Euclidean space. The derivation applies techniques from elementary dielectric theory. Surprisingly, fractal geometry by itself does not guarantee the appropriate power-law behavior; boundary conditions at fractal voids also play an important role. We then extend the derivation to 4-dimensional Minkowski space. We comment on generalization to non-scalar fields, and speculate about implications for quantum gravity. (orig.)
Inherently stochastic spiking neurons for probabilistic neural computation
Al-Shedivat, Maruan
2015-04-01
Neuromorphic engineering aims to design hardware that efficiently mimics neural circuitry and provides the means for emulating and studying neural systems. In this paper, we propose a new memristor-based neuron circuit that uniquely complements the scope of neuron implementations and follows the stochastic spike response model (SRM), which plays a cornerstone role in spike-based probabilistic algorithms. We demonstrate that the switching of the memristor is akin to the stochastic firing of the SRM. Our analysis and simulations show that the proposed neuron circuit satisfies a neural computability condition that enables probabilistic neural sampling and spike-based Bayesian learning and inference. Our findings constitute an important step towards memristive, scalable and efficient stochastic neuromorphic platforms. © 2015 IEEE.
Regularized strings with extrinsic curvature
International Nuclear Information System (INIS)
Ambjoern, J.; Durhuus, B.
1987-07-01
We analyze models of discretized string theories, where the path integral over world sheet variables is regularized by summing over triangulated surfaces. The inclusion of curvature in the action is a necessity for the scaling of the string tension. We discuss the physical properties of models with extrinsic curvature terms in the action and show that the string tension vanishes at the critical point where the bare extrinsic curvature coupling tends to infinity. Similar results are derived for models with intrinsic curvature. (orig.)
Circuit complexity of regular languages
Czech Academy of Sciences Publication Activity Database
Koucký, Michal
2009-01-01
Roč. 45, č. 4 (2009), s. 865-879 ISSN 1432-4350 R&D Projects: GA ČR GP201/07/P276; GA MŠk(CZ) 1M0545 Institutional research plan: CEZ:AV0Z10190503 Keywords : regular languages * circuit complexity * upper and lower bounds Subject RIV: BA - General Mathematics Impact factor: 0.726, year: 2009
Functional Abstraction of Stochastic Hybrid Systems
Bujorianu, L.M.; Blom, Henk A.P.; Hermanns, H.
2006-01-01
The verification problem for stochastic hybrid systems is quite difficult. One method to verify these systems is stochastic reachability analysis. Concepts of abstractions for stochastic hybrid systems are needed to ease the stochastic reachability analysis. In this paper, we set up different ways
An introduction to probability and stochastic processes
Melsa, James L
2013-01-01
Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.
STOCHASTIC OPTICS: A SCATTERING MITIGATION FRAMEWORK FOR RADIO INTERFEROMETRIC IMAGING
International Nuclear Information System (INIS)
Johnson, Michael D.
2016-01-01
Just as turbulence in the Earth’s atmosphere can severely limit the angular resolution of optical telescopes, turbulence in the ionized interstellar medium fundamentally limits the resolution of radio telescopes. We present a scattering mitigation framework for radio imaging with very long baseline interferometry (VLBI) that partially overcomes this limitation. Our framework, “stochastic optics,” derives from a simplification of strong interstellar scattering to separate small-scale (“diffractive”) effects from large-scale (“refractive”) effects, thereby separating deterministic and random contributions to the scattering. Stochastic optics extends traditional synthesis imaging by simultaneously reconstructing an unscattered image and its refractive perturbations. Its advantages over direct imaging come from utilizing the many deterministic properties of the scattering—such as the time-averaged “blurring,” polarization independence, and the deterministic evolution in frequency and time—while still accounting for the stochastic image distortions on large scales. These distortions are identified in the image reconstructions through regularization by their time-averaged power spectrum. Using synthetic data, we show that this framework effectively removes the blurring from diffractive scattering while reducing the spurious image features from refractive scattering. Stochastic optics can provide significant improvements over existing scattering mitigation strategies and is especially promising for imaging the Galactic Center supermassive black hole, Sagittarius A*, with the Global mm-VLBI Array and with the Event Horizon Telescope.
STOCHASTIC OPTICS: A SCATTERING MITIGATION FRAMEWORK FOR RADIO INTERFEROMETRIC IMAGING
Energy Technology Data Exchange (ETDEWEB)
Johnson, Michael D., E-mail: mjohnson@cfa.harvard.edu [Harvard-Smithsonian Center for Astrophysics, 60 Garden Street, Cambridge, MA 02138 (United States)
2016-12-10
Just as turbulence in the Earth’s atmosphere can severely limit the angular resolution of optical telescopes, turbulence in the ionized interstellar medium fundamentally limits the resolution of radio telescopes. We present a scattering mitigation framework for radio imaging with very long baseline interferometry (VLBI) that partially overcomes this limitation. Our framework, “stochastic optics,” derives from a simplification of strong interstellar scattering to separate small-scale (“diffractive”) effects from large-scale (“refractive”) effects, thereby separating deterministic and random contributions to the scattering. Stochastic optics extends traditional synthesis imaging by simultaneously reconstructing an unscattered image and its refractive perturbations. Its advantages over direct imaging come from utilizing the many deterministic properties of the scattering—such as the time-averaged “blurring,” polarization independence, and the deterministic evolution in frequency and time—while still accounting for the stochastic image distortions on large scales. These distortions are identified in the image reconstructions through regularization by their time-averaged power spectrum. Using synthetic data, we show that this framework effectively removes the blurring from diffractive scattering while reducing the spurious image features from refractive scattering. Stochastic optics can provide significant improvements over existing scattering mitigation strategies and is especially promising for imaging the Galactic Center supermassive black hole, Sagittarius A*, with the Global mm-VLBI Array and with the Event Horizon Telescope.
Bayesian nonparametric dictionary learning for compressed sensing MRI.
Huang, Yue; Paisley, John; Lin, Qin; Ding, Xinghao; Fu, Xueyang; Zhang, Xiao-Ping
2014-12-01
We develop a Bayesian nonparametric model for reconstructing magnetic resonance images (MRIs) from highly undersampled k -space data. We perform dictionary learning as part of the image reconstruction process. To this end, we use the beta process as a nonparametric dictionary learning prior for representing an image patch as a sparse combination of dictionary elements. The size of the dictionary and patch-specific sparsity pattern are inferred from the data, in addition to other dictionary learning variables. Dictionary learning is performed directly on the compressed image, and so is tailored to the MRI being considered. In addition, we investigate a total variation penalty term in combination with the dictionary learning model, and show how the denoising property of dictionary learning removes dependence on regularization parameters in the noisy setting. We derive a stochastic optimization algorithm based on Markov chain Monte Carlo for the Bayesian model, and use the alternating direction method of multipliers for efficiently performing total variation minimization. We present empirical results on several MRI, which show that the proposed regularization framework can improve reconstruction accuracy over other methods.
General inverse problems for regular variation
DEFF Research Database (Denmark)
Damek, Ewa; Mikosch, Thomas Valentin; Rosinski, Jan
2014-01-01
Regular variation of distributional tails is known to be preserved by various linear transformations of some random structures. An inverse problem for regular variation aims at understanding whether the regular variation of a transformed random object is caused by regular variation of components ...
Stochastic Gabor reflectivity and acoustic impedance inversion
Hariri Naghadeh, Diako; Morley, Christopher Keith; Ferguson, Angus John
2018-02-01
, obtaining bias could help the method to estimate reliable AI. To justify the effect of random noise on deterministic and stochastic inversion results, a stationary noisy trace with signal-to-noise ratio equal to 2 was used. The results highlight the inability of deterministic inversion in dealing with a noisy data set even using a high number of regularization parameters. Also, despite the low level of signal, stochastic Gabor inversion not only can estimate correctly the wavelet’s properties but also, because of bias from well logs, the inversion result is very close to the real AI. Comparing deterministic and introduced inversion results on a real data set shows that low resolution results, especially in the deeper parts of seismic sections using deterministic inversion, creates significant reliability problems for seismic prospects, but this pitfall is solved completely using stochastic Gabor inversion. The estimated AI using Gabor inversion in the time domain is much better and faster than general Gabor inversion in the frequency domain. This is due to the extra number of windows required to analyze the time-frequency information and also the amount of temporal increment between windows. In contrast, stochastic Gabor inversion can estimate trustable physical properties close to the real characteristics. Applying to a real data set could give an ability to detect the direction of volcanic intrusion and the ability of lithology distribution delineation along the fan. Comparing the inversion results highlights the efficiency of stochastic Gabor inversion to delineate lateral lithology changes because of the improved frequency content and zero phasing of the final inversion volume.
Stochastic backgrounds of gravitational waves
International Nuclear Information System (INIS)
Maggiore, M.
2001-01-01
We review the motivations for the search for stochastic backgrounds of gravitational waves and we compare the experimental sensitivities that can be reached in the near future with the existing bounds and with the theoretical predictions. (author)
Stochastic theories of quantum mechanics
International Nuclear Information System (INIS)
De la Pena, L.; Cetto, A.M.
1991-01-01
The material of this article is organized into five sections. In Sect. I the basic characteristics of quantum systems are briefly discussed, with emphasis on their stochastic properties. In Sect. II a version of stochastic quantum mechanics is presented, to conclude that the quantum formalism admits an interpretation in terms of stochastic processes. In Sect. III the elements of stochastic electrodynamics are described, and its possibilities and limitations as a fundamental theory of quantum systems are discussed. Section IV contains a recent reformulation that overcomes the limitations of the theory discussed in the foregoing section. Finally, in Sect. V the theorems of EPR, Von Neumann and Bell are discussed briefly. The material is pedagogically presented and includes an ample list of references, but the details of the derivations are generally omitted. (Author)
International Nuclear Information System (INIS)
Faris, W.G.
1981-01-01
Dankel has shown how to incorporate spin into stochastic mechanics. The resulting non-local hidden variable theory gives an appealing picture of spin correlation experiments in which Bell's inequality is violated. (orig.)
Statistical inference for stochastic processes
National Research Council Canada - National Science Library
Basawa, Ishwar V; Prakasa Rao, B. L. S
1980-01-01
The aim of this monograph is to attempt to reduce the gap between theory and applications in the area of stochastic modelling, by directing the interest of future researchers to the inference aspects...
Stochastic singular optics (Conference paper)
CSIR Research Space (South Africa)
Roux, FS
2014-09-01
Full Text Available The study of optical vortices in stochastic optical fields involves various quantities, including the vortex density and topological charge density, that are defined in terms of local expectation values of distributions of optical vortices...
Stochastic massless fields I: Integer spin
International Nuclear Information System (INIS)
Lim, S.C.
1981-04-01
Nelson's stochastic quantization scheme is applied to classical massless tensor potential in ''Coulomb'' gauge. The relationship between stochastic potential field in various gauges is discussed using the case of vector potential as an illustration. It is possible to identify the Euclidean tensor potential with the corresponding stochastic field in physical Minkowski space-time. Stochastic quantization of massless fields can also be carried out in terms of field strength tensors. An example of linearized stochastic gravitational field in vacuum is given. (author)
A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty
Malenova, G.; Motamed, M.; Runborg, O.; Tempone, Raul
2016-01-01
We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase, and/or initial amplitude. To estimate quantities of interest related to the solution and their statistics, we combine a high-frequency method based on Gaussian beams with sparse stochastic collocation. Although the wave solution, uϵ, is highly oscillatory in both physical and stochastic spaces, we provide theoretical arguments for simplified problems and numerical evidence that quantities of interest based on local averages of |uϵ|2 are smooth, with derivatives in the stochastic space uniformly bounded in ϵ, where ϵ denotes the short wavelength. This observable related regularity makes the sparse stochastic collocation approach more efficient than Monte Carlo methods. We present numerical tests that demonstrate this advantage.
A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty
Malenova, G.
2016-09-08
We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase, and/or initial amplitude. To estimate quantities of interest related to the solution and their statistics, we combine a high-frequency method based on Gaussian beams with sparse stochastic collocation. Although the wave solution, uϵ, is highly oscillatory in both physical and stochastic spaces, we provide theoretical arguments for simplified problems and numerical evidence that quantities of interest based on local averages of |uϵ|2 are smooth, with derivatives in the stochastic space uniformly bounded in ϵ, where ϵ denotes the short wavelength. This observable related regularity makes the sparse stochastic collocation approach more efficient than Monte Carlo methods. We present numerical tests that demonstrate this advantage.
International Nuclear Information System (INIS)
Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro
2017-01-01
This article introduces the notion of generalized Poisson–Kac (GPK) processes which generalize the class of ‘telegrapher’s noise dynamics’ introduced by Kac (1974 Rocky Mount. J. Math . 4 497) in 1974, using Poissonian stochastic perturbations. In GPK processes the stochastic perturbation acts as a switching amongst a set of stochastic velocity vectors controlled by a Markov-chain dynamics. GPK processes possess trajectory regularity (almost everywhere) and asymptotic Kac limit, namely the convergence towards Brownian motion (and to stochastic dynamics driven by Wiener perturbations), which characterizes also the long-term/long-distance properties of these processes. In this article we introduce the structural properties of GPK processes, leaving all the physical implications to part II and part III (Giona et al 2016a J. Phys. A: Math. Theor ., 2016b J. Phys. A: Math. Theor .). (paper)
Stochastic theory of fatigue corrosion
Hu, Haiyun
1999-10-01
A stochastic theory of corrosion has been constructed. The stochastic equations are described giving the transportation corrosion rate and fluctuation corrosion coefficient. In addition the pit diameter distribution function, the average pit diameter and the most probable pit diameter including other related empirical formula have been derived. In order to clarify the effect of stress range on the initiation and growth behaviour of pitting corrosion, round smooth specimen were tested under cyclic loading in 3.5% NaCl solution.
Stochasticity induced by coherent wavepackets
International Nuclear Information System (INIS)
Fuchs, V.; Krapchev, V.; Ram, A.; Bers, A.
1983-02-01
We consider the momentum transfer and diffusion of electrons periodically interacting with a coherent longitudinal wavepacket. Such a problem arises, for example, in lower-hybrid current drive. We establish the stochastic threshold, the stochastic region δv/sub stoch/ in velocity space, the associated momentum transfer j, and the diffusion coefficient D. We concentrate principally on the weak-field regime, tau/sub autocorrelation/ < tau/sub bounce/
Stochastic runaway of dynamical systems
International Nuclear Information System (INIS)
Pfirsch, D.; Graeff, P.
1984-10-01
One-dimensional, stochastic, dynamical systems are well studied with respect to their stability properties. Less is known for the higher dimensional case. This paper derives sufficient and necessary criteria for the asymptotic divergence of the entropy (runaway) and sufficient ones for the moments of n-dimensional, stochastic, dynamical systems. The crucial implication is the incompressibility of their flow defined by the equations of motion in configuration space. Two possible extensions to compressible flow systems are outlined. (orig.)
Stochastic Models of Polymer Systems
2016-01-01
Distribution Unlimited Final Report: Stochastic Models of Polymer Systems The views, opinions and/or findings contained in this report are those of the...ADDRESS. Princeton University PO Box 0036 87 Prospect Avenue - 2nd floor Princeton, NJ 08544 -2020 14-Mar-2014 ABSTRACT Number of Papers published in...peer-reviewed journals: Number of Papers published in non peer-reviewed journals: Final Report: Stochastic Models of Polymer Systems Report Title
Stochastic efficiency: five case studies
International Nuclear Information System (INIS)
Proesmans, Karel; Broeck, Christian Van den
2015-01-01
Stochastic efficiency is evaluated in five case studies: driven Brownian motion, effusion with a thermo-chemical and thermo-velocity gradient, a quantum dot and a model for information to work conversion. The salient features of stochastic efficiency, including the maximum of the large deviation function at the reversible efficiency, are reproduced. The approach to and extrapolation into the asymptotic time regime are documented. (paper)
Optimal Liquidation under Stochastic Liquidity
Becherer, Dirk; Bilarev, Todor; Frentrup, Peter
2016-01-01
We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determines the inter-temporal resilience of the market in spirit of Predoiu, Shaikhet and Shreve (2011), is taken to be stochastic, being driven by own random noise. The optimal contro...
Memory effects on stochastic resonance
Neiman, Alexander; Sung, Wokyung
1996-02-01
We study the phenomenon of stochastic resonance (SR) in a bistable system with internal colored noise. In this situation the system possesses time-dependent memory friction connected with noise via the fluctuation-dissipation theorem, so that in the absence of periodic driving the system approaches the thermodynamic equilibrium state. For this non-Markovian case we find that memory usually suppresses stochastic resonance. However, for a large memory time SR can be enhanced by the memory.
Stochastic optimization: beyond mathematical programming
CERN. Geneva
2015-01-01
Stochastic optimization, among which bio-inspired algorithms, is gaining momentum in areas where more classical optimization algorithms fail to deliver satisfactory results, or simply cannot be directly applied. This presentation will introduce baseline stochastic optimization algorithms, and illustrate their efficiency in different domains, from continuous non-convex problems to combinatorial optimization problem, to problems for which a non-parametric formulation can help exploring unforeseen possible solution spaces.
Stochastic Analysis and Related Topics
Ustunel, Ali
1988-01-01
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
Phenomenology of stochastic exponential growth
Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya
2017-06-01
Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.
A Stochastic Maximum Principle for General Mean-Field Systems
International Nuclear Information System (INIS)
Buckdahn, Rainer; Li, Juan; Ma, Jin
2016-01-01
In this paper we study the optimal control problem for a class of general mean-field stochastic differential equations, in which the coefficients depend, nonlinearly, on both the state process as well as of its law. In particular, we assume that the control set is a general open set that is not necessary convex, and the coefficients are only continuous on the control variable without any further regularity or convexity. We validate the approach of Peng (SIAM J Control Optim 2(4):966–979, 1990) by considering the second order variational equations and the corresponding second order adjoint process in this setting, and we extend the Stochastic Maximum Principle of Buckdahn et al. (Appl Math Optim 64(2):197–216, 2011) to this general case.
HYDRASTAR - a code for stochastic simulation of groundwater flow
International Nuclear Information System (INIS)
Norman, S.
1992-05-01
The computer code HYDRASTAR was developed as a tool for groundwater flow and transport simulations in the SKB 91 safety analysis project. Its conceptual ideas can be traced back to a report by Shlomo Neuman in 1988, see the reference section. The main idea of the code is the treatment of the rock as a stochastic continuum which separates it from the deterministic methods previously employed by SKB and also from the discrete fracture models. The current report is a comprehensive description of HYDRASTAR including such topics as regularization or upscaling of a hydraulic conductivity field, unconditional and conditional simulation of stochastic processes, numerical solvers for the hydrology and streamline equations and finally some proposals for future developments
A Stochastic Maximum Principle for General Mean-Field Systems
Energy Technology Data Exchange (ETDEWEB)
Buckdahn, Rainer, E-mail: Rainer.Buckdahn@univ-brest.fr [Université de Bretagne-Occidentale, Département de Mathématiques (France); Li, Juan, E-mail: juanli@sdu.edu.cn [Shandong University, Weihai, School of Mathematics and Statistics (China); Ma, Jin, E-mail: jinma@usc.edu [University of Southern California, Department of Mathematics (United States)
2016-12-15
In this paper we study the optimal control problem for a class of general mean-field stochastic differential equations, in which the coefficients depend, nonlinearly, on both the state process as well as of its law. In particular, we assume that the control set is a general open set that is not necessary convex, and the coefficients are only continuous on the control variable without any further regularity or convexity. We validate the approach of Peng (SIAM J Control Optim 2(4):966–979, 1990) by considering the second order variational equations and the corresponding second order adjoint process in this setting, and we extend the Stochastic Maximum Principle of Buckdahn et al. (Appl Math Optim 64(2):197–216, 2011) to this general case.
Liyanagedera, Chamika M.; Sengupta, Abhronil; Jaiswal, Akhilesh; Roy, Kaushik
2017-12-01
Stochastic spiking neural networks based on nanoelectronic spin devices can be a possible pathway to achieving "brainlike" compact and energy-efficient cognitive intelligence. The computational model attempt to exploit the intrinsic device stochasticity of nanoelectronic synaptic or neural components to perform learning or inference. However, there has been limited analysis on the scaling effect of stochastic spin devices and its impact on the operation of such stochastic networks at the system level. This work attempts to explore the design space and analyze the performance of nanomagnet-based stochastic neuromorphic computing architectures for magnets with different barrier heights. We illustrate how the underlying network architecture must be modified to account for the random telegraphic switching behavior displayed by magnets with low barrier heights as they are scaled into the superparamagnetic regime. We perform a device-to-system-level analysis on a deep neural-network architecture for a digit-recognition problem on the MNIST data set.
Stochastic Effects in Microstructure
Directory of Open Access Journals (Sweden)
Glicksman M.E.
2002-01-01
Full Text Available We are currently studying microstructural responses to diffusion-limited coarsening in two-phase materials. A mathematical solution to late-stage multiparticle diffusion in finite systems is formulated with account taken of particle-particle interactions and their microstructural correlations, or "locales". The transition from finite system behavior to that for an infinite microstructure is established analytically. Large-scale simulations of late-stage phase coarsening dynamics show increased fluctuations with increasing volume fraction, Vv, of the mean flux entering or leaving particles of a given size class. Fluctuations about the mean flux were found to depend on the scaled particle size, R/, where R is the radius of a particle and is the radius of the dispersoid averaged over the population within the microstructure. Specifically, small (shrinking particles tend to display weak fluctuations about their mean flux, whereas particles of average, or above average size, exhibit strong fluctuations. Remarkably, even in cases of microstructures with a relatively small volume fraction (Vv ~ 10-4, the particle size distribution is broader than that for the well-known Lifshitz-Slyozov limit predicted at zero volume fraction. The simulation results reported here provide some additional surprising insights into the effect of diffusion interactions and stochastic effects during evolution of a microstructure, as it approaches its thermodynamic end-state.
Adaptation in stochastic environments
Clark, Colib
1993-01-01
The classical theory of natural selection, as developed by Fisher, Haldane, and 'Wright, and their followers, is in a sense a statistical theory. By and large the classical theory assumes that the underlying environment in which evolution transpires is both constant and stable - the theory is in this sense deterministic. In reality, on the other hand, nature is almost always changing and unstable. We do not yet possess a complete theory of natural selection in stochastic environ ments. Perhaps it has been thought that such a theory is unimportant, or that it would be too difficult. Our own view is that the time is now ripe for the development of a probabilistic theory of natural selection. The present volume is an attempt to provide an elementary introduction to this probabilistic theory. Each author was asked to con tribute a simple, basic introduction to his or her specialty, including lively discussions and speculation. We hope that the book contributes further to the understanding of the roles of "Cha...
Kallianpur, Gopinath; Hida, Takeyuki
1987-01-01
The use of probabilistic methods in the biological sciences has been so well established by now that mathematical biology is regarded by many as a distinct dis cipline with its own repertoire of techniques. The purpose of the Workshop on sto chastic methods in biology held at Nagoya University during the week of July 8-12, 1985, was to enable biologists and probabilists from Japan and the U. S. to discuss the latest developments in their respective fields and to exchange ideas on the ap plicability of the more recent developments in stochastic process theory to problems in biology. Eighteen papers were presented at the Workshop and have been grouped under the following headings: I. Population genetics (five papers) II. Measure valued diffusion processes related to population genetics (three papers) III. Neurophysiology (two papers) IV. Fluctuation in living cells (two papers) V. Mathematical methods related to other problems in biology, epidemiology, population dynamics, etc. (six papers) An important f...
Stochastic partial differential equations
Lototsky, Sergey V
2017-01-01
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected ...
AA, stochastic precooling kicker
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling", while a shutter shielded the deeply cooled antiproton stack from the violent action of the precooling kicker. In this picture, the injection orbit is to the left, the stack orbit to the far right, the separating shutter is in open position. After several seconds of precooling (in momentum and in the vertical plane), the shutter was opened briefly, so that by means of RF the precooled antiprotons could be transferred to the stack tail, where they were subjected to further cooling in momentum and both transverse planes, until they ended up, deeply cooled, in the stack core. The fast shutter, which had to open and close in a fraction of a second was an essential item of the cooling scheme and a mechanical masterpiece. Here the shutter is in the open position. The precooling pickups were of the same design, with the difference that the kickers had cooling circuits and the pickups not. 8401150 shows a precooling pickup with the shutte...
Regularized Statistical Analysis of Anatomy
DEFF Research Database (Denmark)
Sjöstrand, Karl
2007-01-01
This thesis presents the application and development of regularized methods for the statistical analysis of anatomical structures. Focus is on structure-function relationships in the human brain, such as the connection between early onset of Alzheimer’s disease and shape changes of the corpus...... and mind. Statistics represents a quintessential part of such investigations as they are preluded by a clinical hypothesis that must be verified based on observed data. The massive amounts of image data produced in each examination pose an important and interesting statistical challenge...... efficient algorithms which make the analysis of large data sets feasible, and gives examples of applications....
Regularization methods in Banach spaces
Schuster, Thomas; Hofmann, Bernd; Kazimierski, Kamil S
2012-01-01
Regularization methods aimed at finding stable approximate solutions are a necessary tool to tackle inverse and ill-posed problems. Usually the mathematical model of an inverse problem consists of an operator equation of the first kind and often the associated forward operator acts between Hilbert spaces. However, for numerous problems the reasons for using a Hilbert space setting seem to be based rather on conventions than on an approprimate and realistic model choice, so often a Banach space setting would be closer to reality. Furthermore, sparsity constraints using general Lp-norms or the B
Academic Training Lecture - Regular Programme
PH Department
2011-01-01
Regular Lecture Programme 9 May 2011 ACT Lectures on Detectors - Inner Tracking Detectors by Pippa Wells (CERN) 10 May 2011 ACT Lectures on Detectors - Calorimeters (2/5) by Philippe Bloch (CERN) 11 May 2011 ACT Lectures on Detectors - Muon systems (3/5) by Kerstin Hoepfner (RWTH Aachen) 12 May 2011 ACT Lectures on Detectors - Particle Identification and Forward Detectors by Peter Krizan (University of Ljubljana and J. Stefan Institute, Ljubljana, Slovenia) 13 May 2011 ACT Lectures on Detectors - Trigger and Data Acquisition (5/5) by Dr. Brian Petersen (CERN) from 11:00 to 12:00 at CERN ( Bldg. 222-R-001 - Filtration Plant )
C1,1 regularity for degenerate elliptic obstacle problems
Daskalopoulos, Panagiota; Feehan, Paul M. N.
2016-03-01
The Heston stochastic volatility process is a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square root of the distance to the boundary of the half-plane. The generator of this process with killing, called the elliptic Heston operator, is a second-order, degenerate-elliptic partial differential operator, where the degeneracy in the operator symbol is proportional to the distance to the boundary of the half-plane. In mathematical finance, solutions to the obstacle problem for the elliptic Heston operator correspond to value functions for perpetual American-style options on the underlying asset. With the aid of weighted Sobolev spaces and weighted Hölder spaces, we establish the optimal C 1 , 1 regularity (up to the boundary of the half-plane) for solutions to obstacle problems for the elliptic Heston operator when the obstacle functions are sufficiently smooth.
Regularity and chaos in Vlasov evolution of nuclear matter
Energy Technology Data Exchange (ETDEWEB)
Jacquot, B.; Guarnera, A.; Chomaz, Ph.; Colonna, M.
1995-12-31
A careful analysis of the mean-field dynamics inside the spinodal instability region is performed. It is shown that, conversely to some recently published results the mean-field evolution appears mostly regular over a long time scale, while some disorder is observed only very late, when fragments are already formed This onset of chaos can be related to the fragment interaction which induces some coalescence effects. Moreover it is shown that the time scale over which the chaos start to develop are very sensitive to the range of the considered force. All the presented results support the various analyses of spinodal instabilities obtained using stochastic mean field approaches. (author). 16 refs. Submitted to Physical Review, C (US).
Regularization of the big bang singularity with random perturbations
Belbruno, Edward; Xue, BingKan
2018-03-01
We show how to regularize the big bang singularity in the presence of random perturbations modeled by Brownian motion using stochastic methods. We prove that the physical variables in a contracting universe dominated by a scalar field can be continuously and uniquely extended through the big bang as a function of time to an expanding universe only for a discrete set of values of the equation of state satisfying special co-prime number conditions. This result significantly generalizes a previous result (Xue and Belbruno 2014 Class. Quantum Grav. 31 165002) that did not model random perturbations. This result implies that the extension from a contracting to an expanding universe for the discrete set of co-prime equation of state is robust, which is a surprising result. Implications for a purely expanding universe are discussed, such as a non-smooth, randomly varying scale factor near the big bang.
Learning automata an introduction
Narendra, Kumpati S
2012-01-01
This self-contained introductory text on the behavior of learning automata focuses on how a sequential decision-maker with a finite number of choices responds in a random environment. Topics include fixed structure automata, variable structure stochastic automata, convergence, 0 and S models, nonstationary environments, interconnected automata and games, and applications of learning automata. A must for all students of stochastic algorithms, this treatment is the work of two well-known scientists and is suitable for a one-semester graduate course in automata theory and stochastic algorithms.
Generalized bounds for convex multistage stochastic programs
Künzi, H; Fandel, G; Trockel, W; Basile, A; Drexl, A; Dawid, H; Inderfurth, K; Kürsten, W; Schittko, U
2005-01-01
This work was completed during my tenure as a scientific assistant and d- toral student at the Institute for Operations Research at the University of St. Gallen. During that time, I was involved in several industry projects in the field of power management, on the occasion of which I was repeatedly c- fronted with complex decision problems under uncertainty. Although usually hard to solve, I quickly learned to appreciate the benefit of stochastic progr- ming models and developed a strong interest in their theoretical properties. Motivated both by practical questions and theoretical concerns, I became p- ticularly interested in the art of finding tight bounds on the optimal value of a given model. The present work attempts to make a contribution to this important branch of stochastic optimization theory. In particular, it aims at extending some classical bounding methods to broader problem classes of practical relevance. This book was accepted as a doctoral thesis by the University of St. Gallen in June 2004.1...
Selecting protein families for environmental features based on manifold regularization.
Jiang, Xingpeng; Xu, Weiwei; Park, E K; Li, Guangrong
2014-06-01
Recently, statistics and machine learning have been developed to identify functional or taxonomic features of environmental features or physiological status. Important proteins (or other functional and taxonomic entities) to environmental features can be potentially used as biosensors. A major challenge is how the distribution of protein and gene functions embodies the adaption of microbial communities across environments and host habitats. In this paper, we propose a novel regularization method for linear regression to adapt the challenge. The approach is inspired by local linear embedding (LLE) and we call it a manifold-constrained regularization for linear regression (McRe). The novel regularization procedure also has potential to be used in solving other linear systems. We demonstrate the efficiency and the performance of the approach in both simulation and real data.
The Regular Education Initiative: A Deja Vu Remembered with Sadness and Concern.
Silver, Larry B.
1991-01-01
This article compares the ideals of the regular education initiative to provide services for learning-disabled students within the regular classroom to the ideals and resulting negative effects (e.g., homelessness) of the deinstitutionalization of the mentally ill during the 1960s. Resistance to efforts to decrease or eliminate special education…
Qing Ye; Hao Pan; Changhua Liu
2015-01-01
A novel semisupervised extreme learning machine (ELM) with clustering discrimination manifold regularization (CDMR) framework named CDMR-ELM is proposed for semisupervised classification. By using unsupervised fuzzy clustering method, CDMR framework integrates clustering discrimination of both labeled and unlabeled data with twinning constraints regularization. Aiming at further improving the classification accuracy and efficiency, a new multiobjective fruit fly optimization algorithm (MOFOA)...
Stochastic models: theory and simulation.
Energy Technology Data Exchange (ETDEWEB)
Field, Richard V., Jr.
2008-03-01
Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.
Stochastic Still Water Response Model
DEFF Research Database (Denmark)
Friis-Hansen, Peter; Ditlevsen, Ove Dalager
2002-01-01
In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model is...... out that an important parameter of the stochastic cargo field model is the mean number of containers delivered by each customer.......In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model...... is to establish the stochastic load field conditional on a given draft and trim of the vessel. The model contributes to a realistic modelling of the stochastic load processes to be used in a reliability evaluation of the ship hull. Emphasis is given to container vessels. The formulation of the model for obtaining...
Stochastic quantization and topological theories
International Nuclear Information System (INIS)
Fainberg, V.Y.; Subbotin, A.V.; Kuznetsov, A.N.
1992-01-01
In the last two years topological quantum field theories (TQFT) have attached much attention. This paper reports that from the very beginning it was realized that due to a peculiar BRST-like symmetry these models admitted so-called Nicolai mapping: the Nicolai variables, in terms of which actions of the theories become gaussian, are nothing but (anti-) selfduality conditions or their generalizations. This fact became a starting point in the quest of possible stochastic interpretation to topological field theories. The reasons behind were quite simple and included, in particular, the well-known relations between stochastic processes and supersymmetry. The main goal would have been achieved, if it were possible to construct stochastic processes governed by Langevin or Fokker-Planck equations in a real Euclidean time leading to TQFT's path integrals (equivalently: to reformulate TQFTs as non-equilibrium phase dynamics of stochastic processes). Further on, if it would appear that these processes correspond to the stochastic quantization of theories of some definite kind, one could expect (d + 1)-dimensional TQFTs to share some common properties with d-dimensional ones
Stochastic quantization of Einstein gravity
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
We determine a one-parameter family of covariant Langevin equations for the metric tensor of general relativity corresponding to DeWitt's one-parameter family of supermetrics. The stochastic source term in these equations can be expressed in terms of a Gaussian white noise upon the introduction of a stochastic tetrad field. The only physically acceptable resolution of a mathematical ambiguity in the ansatz for the source term is the adoption of Ito's calculus. By taking the formal equilibrium limit of the stochastic metric a one-parameter family of covariant path-integral measures for general relativity is obtained. There is a unique parameter value, distinguished by any one of the following three properties: (i) the metric is harmonic with respect to the supermetric, (ii) the path-integral measure is that of DeWitt, (iii) the supermetric governs the linearized Einstein dynamics. Moreover the Feynman propagator corresponding to this parameter is causal. Finally we show that a consistent stochastic perturbation theory gives rise to a new type of diagram containing ''stochastic vertices.''
From inactive to regular jogger
DEFF Research Database (Denmark)
Lund-Cramer, Pernille; Brinkmann Løite, Vibeke; Bredahl, Thomas Viskum Gjelstrup
study was conducted using individual semi-structured interviews on how a successful long-term behavior change had been achieved. Ten informants were purposely selected from participants in the DANO-RUN research project (7 men, 3 women, average age 41.5). Interviews were performed on the basis of Theory...... of Planned Behavior (TPB) and The Transtheoretical Model (TTM). Coding and analysis of interviews were performed using NVivo 10 software. Results TPB: During the behavior change process, the intention to jogging shifted from a focus on weight loss and improved fitness to both physical health, psychological......Title From inactive to regular jogger - a qualitative study of achieved behavioral change among recreational joggers Authors Pernille Lund-Cramer & Vibeke Brinkmann Løite Purpose Despite extensive knowledge of barriers to physical activity, most interventions promoting physical activity have proven...
Double diffusivity model under stochastic forcing
Chattopadhyay, Amit K.; Aifantis, Elias C.
2017-05-01
The "double diffusivity" model was proposed in the late 1970s, and reworked in the early 1980s, as a continuum counterpart to existing discrete models of diffusion corresponding to high diffusivity paths, such as grain boundaries and dislocation lines. It was later rejuvenated in the 1990s to interpret experimental results on diffusion in polycrystalline and nanocrystalline specimens where grain boundaries and triple grain boundary junctions act as high diffusivity paths. Technically, the model pans out as a system of coupled Fick-type diffusion equations to represent "regular" and "high" diffusivity paths with "source terms" accounting for the mass exchange between the two paths. The model remit was extended by analogy to describe flow in porous media with double porosity, as well as to model heat conduction in media with two nonequilibrium local temperature baths, e.g., ion and electron baths. Uncoupling of the two partial differential equations leads to a higher-ordered diffusion equation, solutions of which could be obtained in terms of classical diffusion equation solutions. Similar equations could also be derived within an "internal length" gradient (ILG) mechanics formulation applied to diffusion problems, i.e., by introducing nonlocal effects, together with inertia and viscosity, in a mechanics based formulation of diffusion theory. While being remarkably successful in studies related to various aspects of transport in inhomogeneous media with deterministic microstructures and nanostructures, its implications in the presence of stochasticity have not yet been considered. This issue becomes particularly important in the case of diffusion in nanopolycrystals whose deterministic ILG-based theoretical calculations predict a relaxation time that is only about one-tenth of the actual experimentally verified time scale. This article provides the "missing link" in this estimation by adding a vital element in the ILG structure, that of stochasticity, that takes into
Tessellating the Sphere with Regular Polygons
Soto-Johnson, Hortensia; Bechthold, Dawn
2004-01-01
Tessellations in the Euclidean plane and regular polygons that tessellate the sphere are reviewed. The regular polygons that can possibly tesellate the sphere are spherical triangles, squares and pentagons.
On the equivalence of different regularization methods
International Nuclear Information System (INIS)
Brzezowski, S.
1985-01-01
The R-circunflex-operation preceded by the regularization procedure is discussed. Some arguments are given, according to which the results may depend on the method of regularization, introduced in order to avoid divergences in perturbation calculations. 10 refs. (author)
The uniqueness of the regularization procedure
International Nuclear Information System (INIS)
Brzezowski, S.
1981-01-01
On the grounds of the BPHZ procedure, the criteria of correct regularization in perturbation calculations of QFT are given, together with the prescription for dividing the regularized formulas into the finite and infinite parts. (author)
Stochastic model simulation using Kronecker product analysis and Zassenhaus formula approximation.
Caglar, Mehmet Umut; Pal, Ranadip
2013-01-01
Probabilistic Models are regularly applied in Genetic Regulatory Network modeling to capture the stochastic behavior observed in the generation of biological entities such as mRNA or proteins. Several approaches including Stochastic Master Equations and Probabilistic Boolean Networks have been proposed to model the stochastic behavior in genetic regulatory networks. It is generally accepted that Stochastic Master Equation is a fundamental model that can describe the system being investigated in fine detail, but the application of this model is computationally enormously expensive. On the other hand, Probabilistic Boolean Network captures only the coarse-scale stochastic properties of the system without modeling the detailed interactions. We propose a new approximation of the stochastic master equation model that is able to capture the finer details of the modeled system including bistabilities and oscillatory behavior, and yet has a significantly lower computational complexity. In this new method, we represent the system using tensors and derive an identity to exploit the sparse connectivity of regulatory targets for complexity reduction. The algorithm involves an approximation based on Zassenhaus formula to represent the exponential of a sum of matrices as product of matrices. We derive upper bounds on the expected error of the proposed model distribution as compared to the stochastic master equation model distribution. Simulation results of the application of the model to four different biological benchmark systems illustrate performance comparable to detailed stochastic master equation models but with considerably lower computational complexity. The results also demonstrate the reduced complexity of the new approach as compared to commonly used Stochastic Simulation Algorithm for equivalent accuracy.
A stochastic context free grammar based framework for analysis of protein sequences
Directory of Open Access Journals (Sweden)
Nebel Jean-Christophe
2009-10-01
Full Text Available Abstract Background In the last decade, there have been many applications of formal language theory in bioinformatics such as RNA structure prediction and detection of patterns in DNA. However, in the field of proteomics, the size of the protein alphabet and the complexity of relationship between amino acids have mainly limited the application of formal language theory to the production of grammars whose expressive power is not higher than stochastic regular grammars. However, these grammars, like other state of the art methods, cannot cover any higher-order dependencies such as nested and crossing relationships that are common in proteins. In order to overcome some of these limitations, we propose a Stochastic Context Free Grammar based framework for the analysis of protein sequences where grammars are induced using a genetic algorithm. Results This framework was implemented in a system aiming at the production of binding site descriptors. These descriptors not only allow detection of protein regions that are involved in these sites, but also provide insight in their structure. Grammars were induced using quantitative properties of amino acids to deal with the size of the protein alphabet. Moreover, we imposed some structural constraints on grammars to reduce the extent of the rule search space. Finally, grammars based on different properties were combined to convey as much information as possible. Evaluation was performed on sites of various sizes and complexity described either by PROSITE patterns, domain profiles or a set of patterns. Results show the produced binding site descriptors are human-readable and, hence, highlight biologically meaningful features. Moreover, they achieve good accuracy in both annotation and detection. In addition, findings suggest that, unlike current state-of-the-art methods, our system may be particularly suited to deal with patterns shared by non-homologous proteins. Conclusion A new Stochastic Context Free
Analytic Regularity and Polynomial Approximation of Parametric and Stochastic Elliptic PDEs
2010-05-31
problems on D =]− 1, 1[ and the case of a Fourier expansion, a(x, y) = ā(x) + ∑ k≥0 y2k +1αk cos(2πkx) + ∑ k≥1 y2kβk sin(2πkx) where (αk)k≥0 and (βk)k≥1...the decay estimate | y2k +1αk|+ |y2kβk| ≤ C|k|−s, k ≥ 1, y ∈ U with C depending on the Lip(s, L1)-norm of a(·, y)− ā. Assuming that this norm is
Stochastic Stability in Internet Router Congestion Games
Chung, Christine; Pyrga, Evangelia
Congestion control at bottleneck routers on the internet is a long standing problem. Many policies have been proposed for effective ways to drop packets from the queues of these routers so that network endpoints will be inclined to share router capacity fairly and minimize the overflow of packets trying to enter the queues. We study just how effective some of these queuing policies are when each network endpoint is a self-interested player with no information about the other players’ actions or preferences. By employing the adaptive learning model of evolutionary game theory, we study policies such as Droptail, RED, and the greedy-flow-punishing policy proposed by Gao et al. [10] to find the stochastically stable states: the states of the system that will be reached in the long run.
A stochastic cloud model for cloud and ozone retrievals from UV measurements
International Nuclear Information System (INIS)
Efremenko, Dmitry S.; Schüssler, Olena; Doicu, Adrian; Loyola, Diego
2016-01-01
The new generation of satellite instruments provides measurements in and around the Oxygen A-band on a global basis and with a relatively high spatial resolution. These data are commonly used for the determination of cloud properties. A stochastic model and radiative transfer model, previously developed by the authors, is used as the forward model component in retrievals of cloud parameters and ozone total and partial columns. The cloud retrieval algorithm combines local and global optimization routines, and yields a retrieval accuracy of about 1% and a fast computational time. Retrieved parameters are the cloud optical thickness and the cloud-top height. It was found that the use of the independent pixel approximation instead of the stochastic cloud model leads to large errors in the retrieved cloud parameters, as well as, in the retrieved ozone height resolved partial columns. The latter can be reduced by using the stochastic cloud model to compute the optimal value of the regularization parameter in the framework of Tikhonov regularization. - Highlights: • A stochastic radiative transfer model for retrieving clouds/ozone is designed. • Errors of independent pixel approximation (IPA) for O3 total column are small. • The error of IPA for ozone profile retrieval may become large. • The use of stochastic model reduces the error of ozone profile retrieval.
Campo, M. A.; Lopez, J. J.; Rebole, J. P.
2012-04-01
This work was carried out in north of Spain. San Sebastian A meteorological station, where there are available precipitation records every ten minutes was selected. Precipitation data covers from October of 1927 to September of 1997. Pulse models describe the temporal process of rainfall as a succession of rainy cells, main storm, whose origins are distributed in time according to a Poisson process and a secondary process that generates a random number of cells of rain within each storm. Among different pulse models, the Bartlett-Lewis was used. On the other hand, alternative renewal processes and Markov chains describe the way in which the process will evolve in the future depending only on the current state. Therefore they are nor dependant on past events. Two basic processes are considered when describing the occurrence of rain: the alternation of wet and dry periods and temporal distribution of rainfall in each rain event, which determines the rainwater collected in each of the intervals that make up the rain. This allows the introduction of alternative renewal processes and Markov chains of three states, where interstorm time is given by either of the two dry states, short or long. Thus, the stochastic model of Markov chains tries to reproduce the basis of pulse models: the succession of storms, each one composed for a series of rain, separated by a short interval of time without theoretical complexity of these. In a first step, we analyzed all variables involved in the sequential process of the rain: rain event duration, event duration of non-rain, average rainfall intensity in rain events, and finally, temporal distribution of rainfall within the rain event. Additionally, for pulse Bartlett-Lewis model calibration, main descriptive statistics were calculated for each month, considering the process of seasonal rainfall in each month. In a second step, both models were calibrated. Finally, synthetic series were simulated with calibration parameters; series
Stacking with stochastic cooling
Energy Technology Data Exchange (ETDEWEB)
Caspers, Fritz E-mail: Fritz.Caspers@cern.ch; Moehl, Dieter
2004-10-11
Accumulation of large stacks of antiprotons or ions with the aid of stochastic cooling is more delicate than cooling a constant intensity beam. Basically the difficulty stems from the fact that the optimized gain and the cooling rate are inversely proportional to the number of particles 'seen' by the cooling system. Therefore, to maintain fast stacking, the newly injected batch has to be strongly 'protected' from the Schottky noise of the stack. Vice versa the stack has to be efficiently 'shielded' against the high gain cooling system for the injected beam. In the antiproton accumulators with stacking ratios up to 10{sup 5} the problem is solved by radial separation of the injection and the stack orbits in a region of large dispersion. An array of several tapered cooling systems with a matched gain profile provides a continuous particle flux towards the high-density stack core. Shielding of the different systems from each other is obtained both through the spatial separation and via the revolution frequencies (filters). In the 'old AA', where the antiproton collection and stacking was done in one single ring, the injected beam was further shielded during cooling by means of a movable shutter. The complexity of these systems is very high. For more modest stacking ratios, one might use azimuthal rather than radial separation of stack and injected beam. Schematically half of the circumference would be used to accept and cool new beam and the remainder to house the stack. Fast gating is then required between the high gain cooling of the injected beam and the low gain stack cooling. RF-gymnastics are used to merge the pre-cooled batch with the stack, to re-create free space for the next injection, and to capture the new batch. This scheme is less demanding for the storage ring lattice, but at the expense of some reduction in stacking rate. The talk reviews the 'radial' separation schemes and also gives some
Application of Turchin's method of statistical regularization
Zelenyi, Mikhail; Poliakova, Mariia; Nozik, Alexander; Khudyakov, Alexey
2018-04-01
During analysis of experimental data, one usually needs to restore a signal after it has been convoluted with some kind of apparatus function. According to Hadamard's definition this problem is ill-posed and requires regularization to provide sensible results. In this article we describe an implementation of the Turchin's method of statistical regularization based on the Bayesian approach to the regularization strategy.
Regular extensions of some classes of grammars
Nijholt, Antinus
Culik and Cohen introduced the class of LR-regular grammars, an extension of the LR(k) grammars. In this report we consider the analogous extension of the LL(k) grammers, called the LL-regular grammars. The relations of this class of grammars to other classes of grammars are shown. Every LL-regular
Fundamentals of stochastic nature sciences
Klyatskin, Valery I
2017-01-01
This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type of structure formation either happens – or doesn’t! However, if it occurs in space, then this almost always happens (exponentially quickly) in individual realizations with a unit probability. In the case considered, clustering of the field f(r,t) of any nature is a general feature of dynamic fields, and one may claim that structure formation is the Law of Nature for arbitrary random fields of such type. The study clarifies the conditions under wh...
Stochastic models of cell motility
DEFF Research Database (Denmark)
Gradinaru, Cristian
2012-01-01
Cell motility and migration are central to the development and maintenance of multicellular organisms, and errors during this process can lead to major diseases. Consequently, the mechanisms and phenomenology of cell motility are currently under intense study. In recent years, a new...... interdisciplinary field focusing on the study of biological processes at the nanoscale level, with a range of technological applications in medicine and biological research, has emerged. The work presented in this thesis is at the interface of cell biology, image processing, and stochastic modeling. The stochastic...... models introduced here are based on persistent random motion, which I apply to real-life studies of cell motility on flat and nanostructured surfaces. These models aim to predict the time-dependent position of cell centroids in a stochastic manner, and conversely determine directly from experimental...
Stochastic Modelling of Hydrologic Systems
DEFF Research Database (Denmark)
Jonsdottir, Harpa
2007-01-01
In this PhD project several stochastic modelling methods are studied and applied on various subjects in hydrology. The research was prepared at Informatics and Mathematical Modelling at the Technical University of Denmark. The thesis is divided into two parts. The first part contains...... an introduction and an overview of the papers published. Then an introduction to basic concepts in hydrology along with a description of hydrological data is given. Finally an introduction to stochastic modelling is given. The second part contains the research papers. In the research papers the stochastic methods...... are described, as at the time of publication these methods represent new contribution to hydrology. The second part also contains additional description of software used and a brief introduction to stiff systems. The system in one of the papers is stiff....
Stochastic quantization of general relativity
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
Following an elementary exposition of the basic mathematical concepts used in the theory of stochastic relaxation processes the stochastic quantization method of Parisi and Wu is briefly reviewed. The method is applied to Einstein's theory of gravitation using a formalism that is manifestly covariant with respect to field redefinitions. This requires the adoption of Ito's calculus and the introduction of a metric in field configuration space, for which there is a unique candidate. Due to the indefiniteness of the Euclidean Einstein-Hilbert action stochastic quantization is generalized to the pseudo-Riemannian case. It is formally shown to imply the DeWitt path integral measure. Finally a new type of perturbation theory is developed. (Author)
Applied probability and stochastic processes
Sumita, Ushio
1999-01-01
Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes. The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability i...
On the MSE Performance and Optimization of Regularized Problems
Alrashdi, Ayed
2016-11-01
The amount of data that has been measured, transmitted/received, and stored in the recent years has dramatically increased. So, today, we are in the world of big data. Fortunately, in many applications, we can take advantages of possible structures and patterns in the data to overcome the curse of dimensionality. The most well known structures include sparsity, low-rankness, block sparsity. This includes a wide range of applications such as machine learning, medical imaging, signal processing, social networks and computer vision. This also led to a specific interest in recovering signals from noisy compressed measurements (Compressed Sensing (CS) problem). Such problems are generally ill-posed unless the signal is structured. The structure can be captured by a regularizer function. This gives rise to a potential interest in regularized inverse problems, where the process of reconstructing the structured signal can be modeled as a regularized problem. This thesis particularly focuses on finding the optimal regularization parameter for such problems, such as ridge regression, LASSO, square-root LASSO and low-rank Generalized LASSO. Our goal is to optimally tune the regularizer to minimize the mean-squared error (MSE) of the solution when the noise variance or structure parameters are unknown. The analysis is based on the framework of the Convex Gaussian Min-max Theorem (CGMT) that has been used recently to precisely predict performance errors.
Simple method to generate and fabricate stochastic porous scaffolds
Energy Technology Data Exchange (ETDEWEB)
Yang, Nan, E-mail: y79nzw@163.com; Gao, Lilan; Zhou, Kuntao
2015-11-01
Considerable effort has been made to generate regular porous structures (RPSs) using function-based methods, although little effort has been made for constructing stochastic porous structures (SPSs) using the same methods. In this short communication, we propose a straightforward method for SPS construction that is simple in terms of methodology and the operations used. Using our method, we can obtain a SPS with functionally graded, heterogeneous and interconnected pores, target pore size and porosity distributions, which are useful for applications in tissue engineering. The resulting SPS models can be directly fabricated using additive manufacturing (AM) techniques. - Highlights: • Random porous structures are constructed based on their regular counterparts. • Functionally graded random pores can be constructed easily. • The scaffolds can be directly fabricated using additive manufacturing techniques.
Stochastic geometry for image analysis
Descombes, Xavier
2013-01-01
This book develops the stochastic geometry framework for image analysis purpose. Two main frameworks are described: marked point process and random closed sets models. We derive the main issues for defining an appropriate model. The algorithms for sampling and optimizing the models as well as for estimating parameters are reviewed. Numerous applications, covering remote sensing images, biological and medical imaging, are detailed. This book provides all the necessary tools for developing an image analysis application based on modern stochastic modeling.
Stochastic methods in quantum mechanics
Gudder, Stanley P
2005-01-01
Practical developments in such fields as optical coherence, communication engineering, and laser technology have developed from the applications of stochastic methods. This introductory survey offers a broad view of some of the most useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a history of quantum mechanics, it examines both the quantum logic approach and the operational approach, with explorations of random fields and quantum field theory.The text assumes a basic knowledge of fun
STOCHASTIC METHODS IN RISK ANALYSIS
Directory of Open Access Journals (Sweden)
Vladimíra OSADSKÁ
2017-06-01
Full Text Available In this paper, we review basic stochastic methods which can be used to extend state-of-the-art deterministic analytical methods for risk analysis. We can conclude that the standard deterministic analytical methods highly depend on the practical experience and knowledge of the evaluator and therefore, the stochastic methods should be introduced. The new risk analysis methods should consider the uncertainties in input values. We present how large is the impact on the results of the analysis solving practical example of FMECA with uncertainties modelled using Monte Carlo sampling.
Stochastic dynamics of new inflation
International Nuclear Information System (INIS)
Nakao, Ken-ichi; Nambu, Yasusada; Sasaki, Misao.
1988-07-01
We investigate thoroughly the dynamics of an inflation-driving scalar field in terms of an extended version of the stochastic approach proposed by Starobinsky and discuss the spacetime structure of the inflationary universe. To avoid any complications which might arise due to quantum gravity, we concentrate our discussions on the new inflationary universe scenario in which all the energy scales involved are well below the planck mass. The investigation is done both analytically and numerically. In particular, we present a full numerical analysis of the stochastic scalar field dynamics on the phase space. Then implications of the results are discussed. (author)
Stochastic mechanics and quantum theory
International Nuclear Information System (INIS)
Goldstein, S.
1987-01-01
Stochastic mechanics may be regarded as both generalizing classical mechanics to processes with intrinsic randomness, as well as providing the sort of detailed description of microscopic events declared impossible under the traditional interpretation of quantum mechanics. It avoids the many conceptual difficulties which arise from the assumption that quantum mechanics, i.e., the wave function, provides a complete description of (microscopic) physical reality. Stochastic mechanics presents a unified treatment of the microscopic and macroscopic domains, in which the process of measurement plays no special physical role and which reduces to Newtonian mechanics in the macroscopic limit
Probability, Statistics, and Stochastic Processes
Olofsson, Peter
2011-01-01
A mathematical and intuitive approach to probability, statistics, and stochastic processes This textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. This text combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The text begins with three chapters that d
QB1 - Stochastic Gene Regulation
Energy Technology Data Exchange (ETDEWEB)
Munsky, Brian [Los Alamos National Laboratory
2012-07-23
Summaries of this presentation are: (1) Stochastic fluctuations or 'noise' is present in the cell - Random motion and competition between reactants, Low copy, quantization of reactants, Upstream processes; (2) Fluctuations may be very important - Cell-to-cell variability, Cell fate decisions (switches), Signal amplification or damping, stochastic resonances; and (3) Some tools are available to mode these - Kinetic Monte Carlo simulations (SSA and variants), Moment approximation methods, Finite State Projection. We will see how modeling these reactions can tell us more about the underlying processes of gene regulation.
Stochastic geometry and its applications
Chiu, Sung Nok; Kendall, Wilfrid S; Mecke, Joseph
2013-01-01
An extensive update to a classic text Stochastic geometry and spatial statistics play a fundamental role in many modern branches of physics, materials sciences, engineering, biology and environmental sciences. They offer successful models for the description of random two- and three-dimensional micro and macro structures and statistical methods for their analysis. The previous edition of this book has served as the key reference in its field for over 18 years and is regarded as the best treatment of the subject of stochastic geometry, both as a subject with vital a
Algebraic and stochastic coding theory
Kythe, Dave K
2012-01-01
Using a simple yet rigorous approach, Algebraic and Stochastic Coding Theory makes the subject of coding theory easy to understand for readers with a thorough knowledge of digital arithmetic, Boolean and modern algebra, and probability theory. It explains the underlying principles of coding theory and offers a clear, detailed description of each code. More advanced readers will appreciate its coverage of recent developments in coding theory and stochastic processes. After a brief review of coding history and Boolean algebra, the book introduces linear codes, including Hamming and Golay codes.
Stochastic and infinite dimensional analysis
Carpio-Bernido, Maria; Grothaus, Martin; Kuna, Tobias; Oliveira, Maria; Silva, José
2016-01-01
This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.
A Fractionally Integrated Wishart Stochastic Volatility Model
M. Asai (Manabu); M.J. McAleer (Michael)
2013-01-01
textabstractThere has recently been growing interest in modeling and estimating alternative continuous time multivariate stochastic volatility models. We propose a continuous time fractionally integrated Wishart stochastic volatility (FIWSV) process. We derive the conditional Laplace transform of
Exact Algorithms for Solving Stochastic Games
DEFF Research Database (Denmark)
Hansen, Kristoffer Arnsfelt; Koucky, Michal; Lauritzen, Niels
2012-01-01
Shapley's discounted stochastic games, Everett's recursive games and Gillette's undiscounted stochastic games are classical models of game theory describing two-player zero-sum games of potentially infinite duration. We describe algorithms for exactly solving these games....
Transport properties of stochastic Lorentz models
Beijeren, H. van
Diffusion processes are considered for one-dimensional stochastic Lorentz models, consisting of randomly distributed fixed scatterers and one moving light particle. In waiting time Lorentz models the light particle makes instantaneous jumps between scatterers after a stochastically distributed
Theory, technology, and technique of stochastic cooling
International Nuclear Information System (INIS)
Marriner, J.
1993-10-01
The theory and technological implementation of stochastic cooling is described. Theoretical and technological limitations are discussed. Data from existing stochastic cooling systems are shown to illustrate some useful techniques
Graph Regularized Auto-Encoders for Image Representation.
Yiyi Liao; Yue Wang; Yong Liu
2017-06-01
Image representation has been intensively explored in the domain of computer vision for its significant influence on the relative tasks such as image clustering and classification. It is valuable to learn a low-dimensional representation of an image which preserves its inherent information from the original image space. At the perspective of manifold learning, this is implemented with the local invariant idea to capture the intrinsic low-dimensional manifold embedded in the high-dimensional input space. Inspired by the recent successes of deep architectures, we propose a local invariant deep nonlinear mapping algorithm, called graph regularized auto-encoder (GAE). With the graph regularization, the proposed method preserves the local connectivity from the original image space to the representation space, while the stacked auto-encoders provide explicit encoding model for fast inference and powerful expressive capacity for complex modeling. Theoretical analysis shows that the graph regularizer penalizes the weighted Frobenius norm of the Jacobian matrix of the encoder mapping, where the weight matrix captures the local property in the input space. Furthermore, the underlying effects on the hidden representation space are revealed, providing insightful explanation to the advantage of the proposed method. Finally, the experimental results on both clustering and classification tasks demonstrate the effectiveness of our GAE as well as the correctness of the proposed theoretical analysis, and it also suggests that GAE is a superior solution to the current deep representation learning techniques comparing with variant auto-encoders and existing local invariant methods.
Stochastic Averaging for Constrained Optimization With Application to Online Resource Allocation
Chen, Tianyi; Mokhtari, Aryan; Wang, Xin; Ribeiro, Alejandro; Giannakis, Georgios B.
2017-06-01
Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource allocation tasks. By recognizing the central role of Lagrange multipliers, the underlying constrained optimization problem is formulated as a machine learning task involving both training and operational modes, with the goal of learning the sought multipliers in a fast and efficient manner. To this end, an order-optimal offline learning approach is developed first for batch training, and it is then generalized to the online setting with a procedure termed learn-and-adapt. The novel resource allocation protocol permeates benefits of stochastic approximation and statistical learning to obtain low-complexity online updates with learning errors close to the statistical accuracy limits, while still preserving adaptation performance, which in the stochastic network optimization context guarantees queue stability. Analysis and simulated tests demonstrate that the proposed data-driven approach improves the delay and convergence performance of existing resource allocation schemes.
Stochastic modeling and analysis of telecoms networks
Decreusefond, Laurent
2012-01-01
This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and stochastic recursions, and presenting a wide list of results on stability, performances and comparison of systems.The authors propose a comprehensive mathematical construction of the foundations of stochastic network theory: Markov chains, continuous time Markov chains are extensively studied using an original martingale-based approach. A complete presentation of stochastic recursions from an
Dynamical and hamiltonian dilations of stochastic processes
International Nuclear Information System (INIS)
Baumgartner, B.; Gruemm, H.-R.
1982-01-01
This is a study of the problem, which stochastic processes could arise from dynamical systems by loss of information. The notions of ''dilation'' and ''approximate dilation'' of a stochastic process are introduced to give exact definitions of this particular relationship. It is shown that every generalized stochastic process is approximately dilatable by a sequence of dynamical systems, but for stochastic processes in full generality one needs nets. (Author)
Class of regular bouncing cosmologies
Vasilić, Milovan
2017-06-01
In this paper, I construct a class of everywhere regular geometric sigma models that possess bouncing solutions. Precisely, I show that every bouncing metric can be made a solution of such a model. My previous attempt to do so by employing one scalar field has failed due to the appearance of harmful singularities near the bounce. In this work, I use four scalar fields to construct a class of geometric sigma models which are free of singularities. The models within the class are parametrized by their background geometries. I prove that, whatever background is chosen, the dynamics of its small perturbations is classically stable on the whole time axis. Contrary to what one expects from the structure of the initial Lagrangian, the physics of background fluctuations is found to carry two tensor, two vector, and two scalar degrees of freedom. The graviton mass, which naturally appears in these models, is shown to be several orders of magnitude smaller than its experimental bound. I provide three simple examples to demonstrate how this is done in practice. In particular, I show that graviton mass can be made arbitrarily small.
Environmental vs Demographic Stochasticity in Population Growth
Braumann, C. A.
2010-01-01
Compares the effect on population growth of envinonmental stochasticity (random environmental variations described by stochastic differential equations) with demographic stochasticity (random variations in births and deaths described by branching processes and birth-and-death processes), in the density-independent and the density-dependent cases.
Stochastic diffusion models for substitutable technological innovations
Wang, L.; Hu, B.; Yu, X.
2004-01-01
Based on the analysis of firms' stochastic adoption behaviour, this paper first points out the necessity to build more practical stochastic models. And then, stochastic evolutionary models are built for substitutable innovation diffusion system. Finally, through the computer simulation of the
Multi-Index Stochastic Collocation (MISC) for random elliptic PDEs
Haji Ali, Abdul Lateef; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raul
2016-01-01
In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. We propose an optimization procedure to select the most effective mixed differences to include in the MISC estimator: such optimization is a crucial step and allows us to build a method that, provided with sufficient solution regularity, is potentially more effective than other multi-level collocation methods already available in literature. We then provide a complexity analysis that assumes decay rates of product type for such mixed differences, showing that in the optimal case the convergence rate of MISC is only dictated by the convergence of the deterministic solver applied to a one dimensional problem. We show the effectiveness of MISC with some computational tests, comparing it with other related methods available in the literature, such as the Multi-Index and Multilevel Monte Carlo, Multilevel Stochastic Collocation, Quasi Optimal Stochastic Collocation and Sparse Composite Collocation methods.
Multi-Index Stochastic Collocation (MISC) for random elliptic PDEs
Haji Ali, Abdul Lateef
2016-01-06
In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. We propose an optimization procedure to select the most effective mixed differences to include in the MISC estimator: such optimization is a crucial step and allows us to build a method that, provided with sufficient solution regularity, is potentially more effective than other multi-level collocation methods already available in literature. We then provide a complexity analysis that assumes decay rates of product type for such mixed differences, showing that in the optimal case the convergence rate of MISC is only dictated by the convergence of the deterministic solver applied to a one dimensional problem. We show the effectiveness of MISC with some computational tests, comparing it with other related methods available in the literature, such as the Multi-Index and Multilevel Monte Carlo, Multilevel Stochastic Collocation, Quasi Optimal Stochastic Collocation and Sparse Composite Collocation methods.
Multi-Index Stochastic Collocation for random PDEs
Haji Ali, Abdul Lateef
2016-03-28
In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. We propose an optimization procedure to select the most effective mixed differences to include in the MISC estimator: such optimization is a crucial step and allows us to build a method that, provided with sufficient solution regularity, is potentially more effective than other multi-level collocation methods already available in literature. We then provide a complexity analysis that assumes decay rates of product type for such mixed differences, showing that in the optimal case the convergence rate of MISC is only dictated by the convergence of the deterministic solver applied to a one dimensional problem. We show the effectiveness of MISC with some computational tests, comparing it with other related methods available in the literature, such as the Multi-Index and Multilevel Monte Carlo, Multilevel Stochastic Collocation, Quasi Optimal Stochastic Collocation and Sparse Composite Collocation methods.
Multi-Index Stochastic Collocation for random PDEs
Haji Ali, Abdul Lateef; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raul
2016-01-01
In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. We propose an optimization procedure to select the most effective mixed differences to include in the MISC estimator: such optimization is a crucial step and allows us to build a method that, provided with sufficient solution regularity, is potentially more effective than other multi-level collocation methods already available in literature. We then provide a complexity analysis that assumes decay rates of product type for such mixed differences, showing that in the optimal case the convergence rate of MISC is only dictated by the convergence of the deterministic solver applied to a one dimensional problem. We show the effectiveness of MISC with some computational tests, comparing it with other related methods available in the literature, such as the Multi-Index and Multilevel Monte Carlo, Multilevel Stochastic Collocation, Quasi Optimal Stochastic Collocation and Sparse Composite Collocation methods.
Perturbation theory from stochastic quantization
International Nuclear Information System (INIS)
Hueffel, H.
1984-01-01
By using a diagrammatical method it is shown that in scalar theories the stochastic quantization method of Parisi and Wu gives the usual perturbation series in Feynman diagrams. It is further explained how to apply the diagrammatical method to gauge theories, discussing the origin of ghost effects. (Author)
Stochastic Modelling of River Geometry
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Schaarup-Jensen, K.
1996-01-01
Numerical hydrodynamic river models are used in a large number of applications to estimate critical events for rivers. These estimates are subject to a number of uncertainties. In this paper, the problem to evaluate these estimates using probabilistic methods is considered. Stochastic models for ...... for river geometries are formulated and a coupling between hydraulic computational methods and numerical reliability methods is presented....