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Riemann-Langevin Particle Filtering in Track-Before-Detect
Track-before-detect (TBD) is a powerful approach that consists in providing the tracker with sensor measurements directly without pre-detection. Due to the measurement model non-linearities, online state estimation in TBD is most commonly solved via particle filtering. Existing particle filters for TBD do not incorporate measurement information in their proposal distribution. The Langevin Monte Carlo (LMC) is a sampling method whose proposal is able to exploit all available knowledge of the posterior (that is, both prior and measurement information). This letter synthesizes recent advances in LMC-based filtering to describe the Riemann-Langevin particle filter and introduces its novel application to TBD. The benefits of our approach are illustrated in a challenging low-noise scenario.
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The universal connection for principal bundles over homogeneous spaces and twistor space of coadjoint orbits
Given a holomorphic principal bundle $Q\, \longrightarrow\, X$, the universal space of holomorphic connections is a torsor $C_1(Q)$ for $\text{ad} Q \otimes T^*X$ such that the pullback of $Q$ to $C_1(Q)$ has a tautological holomorphic connection. When $X\,=\, G/P$, where $P$ is a parabolic subgroup of a complex simple group $G$, and $Q$ is the frame bundle of an ample line bundle, we show that $C_1(Q)$ may be identified with $G/L$, where $L\, \subset\, P$ is a Levi factor. We use this identification to construct the twistor space associated to a natural hyper-Kähler metric on $T^*(G/P)$, recovering Biquard's description of this twistor space, but employing only finite-dimensional, Lie-theoretic means.
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Equivariance Through Parameter-Sharing
We propose to study equivariance in deep neural networks through parameter symmetries. In particular, given a group $\mathcal{G}$ that acts discretely on the input and output of a standard neural network layer $\phi_{W}: \Re^{M} \to \Re^{N}$, we show that $\phi_{W}$ is equivariant with respect to $\mathcal{G}$-action iff $\mathcal{G}$ explains the symmetries of the network parameters $W$. Inspired by this observation, we then propose two parameter-sharing schemes to induce the desirable symmetry on $W$. Our procedures for tying the parameters achieve $\mathcal{G}$-equivariance and, under some conditions on the action of $\mathcal{G}$, they guarantee sensitivity to all other permutation groups outside $\mathcal{G}$.
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Quantum light in curved low dimensional hexagonal boron nitride systems
Low-dimensional wide bandgap semiconductors open a new playing field in quantum optics using sub-bandgap excitation. In this field, hexagonal boron nitride (h-BN) has been reported to host single quantum emitters (QEs), linking QE density to perimeters. Furthermore, curvature/perimeters in transition metal dichalcogenides (TMDCs) have demonstrated a key role in QE formation. We investigate a curvature-abundant BN system - quasi one-dimensional BN nanotubes (BNNTs) fabricated via a catalyst-free method. We find that non-treated BNNT is an abundant source of stable QEs and analyze their emission features down to single nanotubes, comparing dispersed/suspended material. Combining high spatial resolution of a scanning electron microscope, we categorize and pin-point emission origin to a scale of less than 20 nm, giving us a one-to-one validation of emission source with dimensions smaller than the laser excitation wavelength, elucidating nano-antenna effects. Two emission origins emerge: hybrid/entwined BNNT. By artificially curving h-BN flakes, similar QE spectral features are observed. The impact on emission of solvents used in commercial products and curved regions is also demonstrated. The 'out of the box' availability of QEs in BNNT, lacking processing contamination, is a milestone for unraveling their atomic features. These findings open possibilities for precision engineering of QEs, puts h-BN under a similar 'umbrella' of TMDC's QEs and provides a model explaining QEs spatial localization/formation using electron/ion irradiation and chemical etching.
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Scalable End-to-End Autonomous Vehicle Testing via Rare-event Simulation
While recent developments in autonomous vehicle (AV) technology highlight substantial progress, we lack tools for rigorous and scalable testing. Real-world testing, the $\textit{de facto}$ evaluation environment, places the public in danger, and, due to the rare nature of accidents, will require billions of miles in order to statistically validate performance claims. We implement a simulation framework that can test an entire modern autonomous driving system, including, in particular, systems that employ deep-learning perception and control algorithms. Using adaptive importance-sampling methods to accelerate rare-event probability evaluation, we estimate the probability of an accident under a base distribution governing standard traffic behavior. We demonstrate our framework on a highway scenario, accelerating system evaluation by $2$-$20$ times over naive Monte Carlo sampling methods and $10$-$300 \mathsf{P}$ times (where $\mathsf{P}$ is the number of processors) over real-world testing.
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Exact time-dependent exchange-correlation potential in electron scattering processes
We identify peak and valley structures in the exact exchange-correlation potential of time-dependent density functional theory that are crucial for time-resolved electron scattering in a model one-dimensional system. These structures are completely missed by adiabatic approximations which consequently significantly underestimate the scattering probability. A recently-proposed non-adiabatic approximation is shown to correctly capture the approach of the electron to the target when the initial Kohn-Sham state is chosen judiciously, and is more accurate than standard adiabatic functionals, but it ultimately fails to accurately capture reflection. These results may explain the underestimate of scattering probabilities in some recent studies on molecules and surfaces.
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Polynomial-Time Algorithms for Sliding Tokens on Cactus Graphs and Block Graphs
Given two independent sets $I, J$ of a graph $G$, and imagine that a token (coin) is placed at each vertex of $I$. The Sliding Token problem asks if one could transform $I$ to $J$ via a sequence of elementary steps, where each step requires sliding a token from one vertex to one of its neighbors so that the resulting set of vertices where tokens are placed remains independent. This problem is $\mathsf{PSPACE}$-complete even for planar graphs of maximum degree $3$ and bounded-treewidth. In this paper, we show that Sliding Token can be solved efficiently for cactus graphs and block graphs, and give upper bounds on the length of a transformation sequence between any two independent sets of these graph classes. Our algorithms are designed based on two main observations. First, all structures that forbid the existence of a sequence of token slidings between $I$ and $J$, if exist, can be found in polynomial time. A sufficient condition for determining no-instances can be easily derived using this characterization. Second, without such forbidden structures, a sequence of token slidings between $I$ and $J$ does exist. In this case, one can indeed transform $I$ to $J$ (and vice versa) using a polynomial number of token-slides.
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Summarized Network Behavior Prediction
This work studies the entity-wise topical behavior from massive network logs. Both the temporal and the spatial relationships of the behavior are explored with the learning architectures combing the recurrent neural network (RNN) and the convolutional neural network (CNN). To make the behavioral data appropriate for the spatial learning in CNN, several reduction steps are taken to form the topical metrics and place them homogeneously like pixels in the images. The experimental result shows both the temporal- and the spatial- gains when compared to a multilayer perceptron (MLP) network. A new learning framework called spatially connected convolutional networks (SCCN) is introduced to more efficiently predict the behavior.
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Stabiliser states are efficiently PAC-learnable
The exponential scaling of the wave function is a fundamental property of quantum systems with far reaching implications in our ability to process quantum information. A problem where these are particularly relevant is quantum state tomography. State tomography, whose objective is to obtain a full description of a quantum system, can be analysed in the framework of computational learning theory. In this model, quantum states have been shown to be Probably Approximately Correct (PAC)-learnable with sample complexity linear in the number of qubits. However, it is conjectured that in general quantum states require an exponential amount of computation to be learned. Here, using results from the literature on the efficient classical simulation of quantum systems, we show that stabiliser states are efficiently PAC-learnable. Our results solve an open problem formulated by Aaronson [Proc. R. Soc. A, 2088, (2007)] and propose learning theory as a tool for exploring the power of quantum computation.
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A bound for the shortest reset words for semisimple synchronizing automata via the packing number
We show that if a semisimple synchronizing automaton with $n$ states has a minimal reachable non-unary subset of cardinality $r\ge 2$, then there is a reset word of length at most $(n-1)D(2,r,n)$, where $D(2,r,n)$ is the $2$-packing number for families of $r$-subsets of $[1,n]$.
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HyperENTM: Evolving Scalable Neural Turing Machines through HyperNEAT
Recent developments within memory-augmented neural networks have solved sequential problems requiring long-term memory, which are intractable for traditional neural networks. However, current approaches still struggle to scale to large memory sizes and sequence lengths. In this paper we show how access to memory can be encoded geometrically through a HyperNEAT-based Neural Turing Machine (HyperENTM). We demonstrate that using the indirect HyperNEAT encoding allows for training on small memory vectors in a bit-vector copy task and then applying the knowledge gained from such training to speed up training on larger size memory vectors. Additionally, we demonstrate that in some instances, networks trained to copy bit-vectors of size 9 can be scaled to sizes of 1,000 without further training. While the task in this paper is simple, these results could open up the problems amendable to networks with external memories to problems with larger memory vectors and theoretically unbounded memory sizes.
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X-Ray and Gamma-Ray Emission from Middle-aged Supernova Remnants in Cavities. I. Spherical Symmetry
We present analytical and numerical studies of models of supernova-remnant (SNR) blast waves expanding into uniform media and interacting with a denser cavity wall, in one spatial dimension. We predict the nonthermal emission from such blast waves: synchrotron emission at radio and X-ray energies, and bremsstrahlung, inverse-Compton emission (from cosmic-microwave-background seed photons, ICCMB), and emission from the decay of $\pi^0$ mesons produced in inelastic collisions between accelerated ions and thermal gas, at GeV and TeV energies. Accelerated particle spectra are assumed to be power-laws with exponential cutoffs at energies limited by the remnant age or (for electrons, if lower) by radiative losses. We compare the results with those from homogeneous ("one-zone") models. Such models give fair representations of the 1-D results for uniform media, but cavity-wall interactions produce effects for which one-zone models are inadequate. We study the time evolution of SNR morphology and emission with time. Strong morphological differences exist between ICCMB and $\pi^0$-decay emission, at some stages, the TeV emission can be dominated by the former and the GeV by the latter, resulting in strong energy-dependence of morphology. Integrated gamma-ray spectra show apparent power-laws of slopes that vary with time, but do not indicate the energy distribution of a single population of particles. As observational capabilities at GeV and TeV energies improve, spatial inhomogeneity in SNRs will need to be accounted for.
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An adverse selection approach to power pricing
We study the optimal design of electricity contracts among a population of consumers with different needs. This question is tackled within the framework of Principal-Agent problems in presence of adverse selection. The particular features of electricity induce an unusual structure on the production cost, with no decreasing return to scale. We are nevertheless able to provide an explicit solution for the problem at hand. The optimal contracts are either linear or polynomial with respect to the consumption. Whenever the outside options offered by competitors are not uniform among the different type of consumers, we exhibit situations where the electricity provider should contract with consumers with either low or high appetite for electricity.
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Bridging the Gap between Constant Step Size Stochastic Gradient Descent and Markov Chains
We consider the minimization of an objective function given access to unbiased estimates of its gradient through stochastic gradient descent (SGD) with constant step-size. While the detailed analysis was only performed for quadratic functions, we provide an explicit asymptotic expansion of the moments of the averaged SGD iterates that outlines the dependence on initial conditions, the effect of noise and the step-size, as well as the lack of convergence in the general (non-quadratic) case. For this analysis, we bring tools from Markov chain theory into the analysis of stochastic gradient. We then show that Richardson-Romberg extrapolation may be used to get closer to the global optimum and we show empirical improvements of the new extrapolation scheme.
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Learning Overcomplete HMMs
We study the problem of learning overcomplete HMMs---those that have many hidden states but a small output alphabet. Despite having significant practical importance, such HMMs are poorly understood with no known positive or negative results for efficient learning. In this paper, we present several new results---both positive and negative---which help define the boundaries between the tractable and intractable settings. Specifically, we show positive results for a large subclass of HMMs whose transition matrices are sparse, well-conditioned, and have small probability mass on short cycles. On the other hand, we show that learning is impossible given only a polynomial number of samples for HMMs with a small output alphabet and whose transition matrices are random regular graphs with large degree. We also discuss these results in the context of learning HMMs which can capture long-term dependencies.
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Migration barriers for surface diffusion on a rigid lattice: challenges and solutions
Atomistic rigid lattice Kinetic Monte Carlo is an efficient method for simulating nano-objects and surfaces at timescales much longer than those accessible by molecular dynamics. A laborious part of constructing any Kinetic Monte Carlo model is, however, to calculate all migration barriers that are needed to give the probabilities for any atom jump event to occur in the simulations. One of the common methods of barrier calculations is Nudged Elastic Band. The number of barriers needed to fully describe simulated systems is typically between hundreds of thousands and millions. Calculations of such a large number of barriers of various processes is far from trivial. In this paper, we will discuss the challenges arising during barriers calculations on a surface and present a systematic and reliable tethering force approach to construct a rigid lattice barrier parameterization of face-centred and body-centred cubic metal lattices. We have produced several different barrier sets for Cu and for Fe that can be used for KMC simulations of processes on arbitrarily rough surfaces. The sets are published as Data in Brief articles and available for the use.
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On the Quest for an Acyclic Graph
The paper aims at finding acyclic graphs under a given set of constraints. More specifically, given a propositional formula {\phi} over edges of a fixed-size graph, the objective is to find a model of {\phi} that corresponds to a graph that is acyclic. The paper proposes several encodings of the problem and compares them in an experimental evaluation using stateof-the-art SAT solvers.
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Robust Matrix Elastic Net based Canonical Correlation Analysis: An Effective Algorithm for Multi-View Unsupervised Learning
This paper presents a robust matrix elastic net based canonical correlation analysis (RMEN-CCA) for multiple view unsupervised learning problems, which emphasizes the combination of CCA and the robust matrix elastic net (RMEN) used as coupled feature selection. The RMEN-CCA leverages the strength of the RMEN to distill naturally meaningful features without any prior assumption and to measure effectively correlations between different 'views'. We can further employ directly the kernel trick to extend the RMEN-CCA to the kernel scenario with theoretical guarantees, which takes advantage of the kernel trick for highly complicated nonlinear feature learning. Rather than simply incorporating existing regularization minimization terms into CCA, this paper provides a new learning paradigm for CCA and is the first to derive a coupled feature selection based CCA algorithm that guarantees convergence. More significantly, for CCA, the newly-derived RMEN-CCA bridges the gap between measurement of relevance and coupled feature selection. Moreover, it is nontrivial to tackle directly the RMEN-CCA by previous optimization approaches derived from its sophisticated model architecture. Therefore, this paper further offers a bridge between a new optimization problem and an existing efficient iterative approach. As a consequence, the RMEN-CCA can overcome the limitation of CCA and address large-scale and streaming data problems. Experimental results on four popular competing datasets illustrate that the RMEN-CCA performs more effectively and efficiently than do state-of-the-art approaches.
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C-VQA: A Compositional Split of the Visual Question Answering (VQA) v1.0 Dataset
Visual Question Answering (VQA) has received a lot of attention over the past couple of years. A number of deep learning models have been proposed for this task. However, it has been shown that these models are heavily driven by superficial correlations in the training data and lack compositionality -- the ability to answer questions about unseen compositions of seen concepts. This compositionality is desirable and central to intelligence. In this paper, we propose a new setting for Visual Question Answering where the test question-answer pairs are compositionally novel compared to training question-answer pairs. To facilitate developing models under this setting, we present a new compositional split of the VQA v1.0 dataset, which we call Compositional VQA (C-VQA). We analyze the distribution of questions and answers in the C-VQA splits. Finally, we evaluate several existing VQA models under this new setting and show that the performances of these models degrade by a significant amount compared to the original VQA setting.
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Spherical Planetary Robot for Rugged Terrain Traversal
Wheeled planetary rovers such as the Mars Exploration Rovers (MERs) and Mars Science Laboratory (MSL) have provided unprecedented, detailed images of the Mars surface. However, these rovers are large and are of high-cost as they need to carry sophisticated instruments and science laboratories. We propose the development of low-cost planetary rovers that are the size and shape of cantaloupes and that can be deployed from a larger rover. The rover named SphereX is 2 kg in mass, is spherical, holonomic and contains a hopping mechanism to jump over rugged terrain. A small low-cost rover complements a larger rover, particularly to traverse rugged terrain or roll down a canyon, cliff or crater to obtain images and science data. While it may be a one-way journey for these small robots, they could be used tactically to obtain high-reward science data. The robot is equipped with a pair of stereo cameras to perform visual navigation and has room for a science payload. In this paper, we analyze the design and development of a laboratory prototype. The results show a promising pathway towards development of a field system.
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Active Learning for Accurate Estimation of Linear Models
We explore the sequential decision making problem where the goal is to estimate uniformly well a number of linear models, given a shared budget of random contexts independently sampled from a known distribution. The decision maker must query one of the linear models for each incoming context, and receives an observation corrupted by noise levels that are unknown, and depend on the model instance. We present Trace-UCB, an adaptive allocation algorithm that learns the noise levels while balancing contexts accordingly across the different linear functions, and derive guarantees for simple regret in both expectation and high-probability. Finally, we extend the algorithm and its guarantees to high dimensional settings, where the number of linear models times the dimension of the contextual space is higher than the total budget of samples. Simulations with real data suggest that Trace-UCB is remarkably robust, outperforming a number of baselines even when its assumptions are violated.
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Revisiting Frequency Reuse towards Supporting Ultra-Reliable Ubiquitous-Rate Communication
One of the goals of 5G wireless systems stated by the NGMN alliance is to provide moderate rates (50+ Mbps) everywhere and with very high reliability. We term this service Ultra-Reliable Ubiquitous-Rate Communication (UR2C). This paper investigates the role of frequency reuse in supporting UR2C in the downlink. To this end, two frequency reuse schemes are considered: user-specific frequency reuse (FRu) and BS-specific frequency reuse (FRb). For a given unit frequency channel, FRu reduces the number of serving user equipments (UEs), whereas FRb directly decreases the number of interfering base stations (BSs). This increases the distance from the interfering BSs and the signal-to-interference ratio (SIR) attains ultra-reliability, e.g. 99% SIR coverage at a randomly picked UE. The ultra-reliability is, however, achieved at the cost of the reduced frequency allocation, which may degrade overall downlink rate. To fairly capture this reliability-rate tradeoff, we propose ubiquitous rate defined as the maximum downlink rate whose required SIR can be achieved with ultra-reliability. By using stochastic geometry, we derive closed-form ubiquitous rate as well as the optimal frequency reuse rules for UR2C.
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Local isometric immersions of pseudo-spherical surfaces and k-th order evolution equations
We consider the class of evolution equations that describe pseudo-spherical surfaces of the form u\_t = F (u, $\partial$u/$\partial$x, ..., $\partial$^k u/$\partial$x^k), k $\ge$ 2 classified by Chern-Tenenblat. This class of equations is characterized by the property that to each solution of a differential equation within this class, there corresponds a 2-dimensional Riemannian metric of curvature-1. We investigate the following problem: given such a metric, is there a local isometric immersion in R 3 such that the coefficients of the second fundamental form of the surface depend on a jet of finite order of u? By extending our previous result for second order evolution equation to k-th order equations, we prove that there is only one type of equations that admit such an isometric immersion. We prove that the coefficients of the second fundamental forms of the local isometric immersion determined by the solutions u are universal, i.e., they are independent of u. Moreover, we show that there exists a foliation of the domain of the parameters of the surface by straight lines with the property that the mean curvature of the surface is constant along the images of these straight lines under the isometric immersion.
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Integrating Flexible Normalization into Mid-Level Representations of Deep Convolutional Neural Networks
Deep convolutional neural networks (CNNs) are becoming increasingly popular models to predict neural responses in visual cortex. However, contextual effects, which are prevalent in neural processing and in perception, are not explicitly handled by current CNNs, including those used for neural prediction. In primary visual cortex, neural responses are modulated by stimuli spatially surrounding the classical receptive field in rich ways. These effects have been modeled with divisive normalization approaches, including flexible models, where spatial normalization is recruited only to the degree responses from center and surround locations are deemed statistically dependent. We propose a flexible normalization model applied to mid-level representations of deep CNNs as a tractable way to study contextual normalization mechanisms in mid-level cortical areas. This approach captures non-trivial spatial dependencies among mid-level features in CNNs, such as those present in textures and other visual stimuli, that arise from tiling high order features, geometrically. We expect that the proposed approach can make predictions about when spatial normalization might be recruited in mid-level cortical areas. We also expect this approach to be useful as part of the CNN toolkit, therefore going beyond more restrictive fixed forms of normalization.
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Moments and non-vanishing of Hecke $L$-functions with quadratic characters in $\mathbb{Q}(i)$ at the central point
In this paper, we study the moments of central values of Hecke $L$-functions associated with quadratic characters in $\mq(i)$, and establish quantitative non-vanishing result for the $L$-values.
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Temporal Graph Offset Reconstruction: Towards Temporally Robust Graph Representation Learning
Graphs are a commonly used construct for representing relationships between elements in complex high dimensional datasets. Many real-world phenomenon are dynamic in nature, meaning that any graph used to represent them is inherently temporal. However, many of the machine learning models designed to capture knowledge about the structure of these graphs ignore this rich temporal information when creating representations of the graph. This results in models which do not perform well when used to make predictions about the future state of the graph -- especially when the delta between time stamps is not small. In this work, we explore a novel training procedure and an associated unsupervised model which creates graph representations optimised to predict the future state of the graph. We make use of graph convolutional neural networks to encode the graph into a latent representation, which we then use to train our temporal offset reconstruction method, inspired by auto-encoders, to predict a later time point -- multiple time steps into the future. Using our method, we demonstrate superior performance for the task of future link prediction compared with none-temporal state-of-the-art baselines. We show our approach to be capable of outperforming non-temporal baselines by 38% on a real world dataset.
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Decentralized Tube-based Model Predictive Control of Uncertain Nonlinear Multi-Agent Systems
This paper addresses the problem of decentralized tube-based nonlinear Model Predictive Control (NMPC) for a class of uncertain nonlinear continuous-time multi-agent systems with additive and bounded disturbance. In particular, the problem of robust navigation of a multi-agent system to predefined states of the workspace while using only local information is addressed, under certain distance and control input constraints. We propose a decentralized feedback control protocol that consists of two terms: a nominal control input, which is computed online and is the outcome of a Decentralized Finite Horizon Optimal Control Problem (DFHOCP) that each agent solves at every sampling time, for its nominal system dynamics; and an additive state feedback law which is computed offline and guarantees that the real trajectories of each agent will belong to a hyper-tube centered along the nominal trajectory, for all times. The volume of the hyper-tube depends on the upper bound of the disturbances as well as the bounds of the derivatives of the dynamics. In addition, by introducing certain distance constraints, the proposed scheme guarantees that the initially connected agents remain connected for all times. Under standard assumptions that arise in nominal NMPC schemes, controllability assumptions as well as communication capabilities between the agents, we guarantee that the multi-agent system is ISS (Input to State Stable) with respect to the disturbances, for all initial conditions satisfying the state constraints. Simulation results verify the correctness of the proposed framework.
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Cognition of the circle in ancient India
We discuss the understanding of geometry of the circle in ancient India, in terms of enunciation of various principles, constructions, applications etc. during various phases of history and cultural contexts.
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Estimates for $π(x)$ for large values of $x$ and Ramanujan's prime counting inequality
In this paper we use refined approximations for Chebyshev's $\vartheta$-function to establish new explicit estimates for the prime counting function $\pi(x)$, which improve the current best estimates for large values of $x$. As an application we find an upper bound for the number $H_0$ which is defined to be the smallest positive integer so that Ramanujan's prime counting inequality holds for every $x \geq H_0$.
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Unveiled electric profiles within hydrogen bonds suggest DNA base pairs with similar bond strengths
Electrical forces are the background of all the interactions occurring in biochemical systems. From here and by using a combination of ab-initio and ad-hoc models, we introduce the first description of electric field profiles with intrabond resolution to support a characterization of single bond forces attending to its electrical origin. This fundamental issue has eluded a physical description so far. Our method is applied to describe hydrogen bonds (HB) in DNA base pairs. Numerical results reveal that base pairs in DNA could be equivalent considering HB strength contributions, which challenges previous interpretations of thermodynamic properties of DNA based on the assumption that Adenine/Thymine pairs are weaker than Guanine/Cytosine pairs due to the sole difference in the number of HB. Thus, our methodology provides solid foundations to support the development of extended models intended to go deeper into the molecular mechanisms of DNA functioning.
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Mimetization of the elastic properties of cancellous bone via a parameterized cellular material
Bone tissue mechanical properties and trabecular microarchitecture are the main factors that determine the biomechanical properties of cancellous bone. Artificial cancellous microstructures, typically described by a reduced number of geometrical parameters, can be designed to obtain a mechanical behavior mimicking that of natural bone. In this work, we assess the ability of the parameterized microstructure introduced by Kowalczyk (2006) to mimic the elastic response of cancellous bone. Artificial microstructures are compared with actual bone samples in terms of elasticity matrices and their symmetry classes. The capability of the parameterized microstructure to combine the dominant isotropic, hexagonal, tetragonal and orthorhombic symmetry classes in the proportions present in the cancellous bone is shown. Based on this finding, two optimization approaches are devised to find the geometrical parameters of the artificial microstructure that better mimics the elastic response of a target natural bone specimen: a Sequential Quadratic Programming algorithm that minimizes the norm of the difference between the elasticity matrices, and a Pattern Search algorithm that minimizes the difference between the symmetry class decompositions. The pattern search approach is found to produce the best results. The performance of the method is demonstrated via analyses for 146 bone samples.
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Extended Vertical Lists for Temporal Pattern Mining from Multivariate Time Series
Temporal Pattern Mining (TPM) is the problem of mining predictive complex temporal patterns from multivariate time series in a supervised setting. We develop a new method called the Fast Temporal Pattern Mining with Extended Vertical Lists. This method utilizes an extension of the Apriori property which requires a more complex pattern to appear within records only at places where all of its subpatterns are detected as well. The approach is based on a novel data structure called the Extended Vertical List that tracks positions of the first state of the pattern inside records. Extensive computational results indicate that the new method performs significantly faster than the previous version of the algorithm for TMP. However, the speed-up comes at the expense of memory usage.
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PowerAlert: An Integrity Checker using Power Measurement
We propose PowerAlert, an efficient external integrity checker for untrusted hosts. Current attestation systems suffer from shortcomings in requiring complete checksum of the code segment, being static, use of timing information sourced from the untrusted machine, or use of timing information with high error (network round trip time). We address those shortcomings by (1) using power measurements from the host to ensure that the checking code is executed and (2) checking a subset of the kernel space over a long period of time. We compare the power measurement against a learned power model of the execution of the machine and validate that the execution was not tampered. Finally, power diversifies the integrity checking program to prevent the attacker from adapting. We implement a prototype of PowerAlert using Raspberry pi and evaluate the performance of the integrity checking program generation. We model the interaction between PowerAlert and an attacker as a game. We study the effectiveness of the random initiation strategy in deterring the attacker. The study shows that \power forces the attacker to trade-off stealthiness for the risk of detection, while still maintaining an acceptable probability of detection given the long lifespan of stealthy attacks.
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Extension complexities of Cartesian products involving a pyramid
It is an open question whether the linear extension complexity of the Cartesian product of two polytopes P, Q is the sum of the extension complexities of P and Q. We give an affirmative answer to this question for the case that one of the two polytopes is a pyramid.
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Speech recognition for medical conversations
In this work we explored building automatic speech recognition models for transcribing doctor patient conversation. We collected a large scale dataset of clinical conversations ($14,000$ hr), designed the task to represent the real word scenario, and explored several alignment approaches to iteratively improve data quality. We explored both CTC and LAS systems for building speech recognition models. The LAS was more resilient to noisy data and CTC required more data clean up. A detailed analysis is provided for understanding the performance for clinical tasks. Our analysis showed the speech recognition models performed well on important medical utterances, while errors occurred in causal conversations. Overall we believe the resulting models can provide reasonable quality in practice.
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Changing users' security behaviour towards security questions: A game based learning approach
Fallback authentication is used to retrieve forgotten passwords. Security questions are one of the main techniques used to conduct fallback authentication. In this paper, we propose a serious game design that uses system-generated security questions with the aim of improving the usability of fallback authentication. For this purpose, we adopted the popular picture-based "4 Pics 1 word" mobile game. This game was selected because of its use of pictures and cues, which previous psychology research found to be crucial to aid memorability. This game asks users to pick the word that relates to the given pictures. We then customized this game by adding features which help maximize the following memory retrieval skills: (a) verbal cues - by providing hints with verbal descriptions, (b) spatial cues - by maintaining the same order of pictures, (c) graphical cues - by showing 4 images for each challenge, (d) interactivity/engaging nature of the game.
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Understanding Web Archiving Services and Their (Mis)Use on Social Media
Web archiving services play an increasingly important role in today's information ecosystem, by ensuring the continuing availability of information, or by deliberately caching content that might get deleted or removed. Among these, the Wayback Machine has been proactively archiving, since 2001, versions of a large number of Web pages, while newer services like archive.is allow users to create on-demand snapshots of specific Web pages, which serve as time capsules that can be shared across the Web. In this paper, we present a large-scale analysis of Web archiving services and their use on social media, shedding light on the actors involved in this ecosystem, the content that gets archived, and how it is shared. We crawl and study: 1) 21M URLs from archive.is, spanning almost two years, and 2) 356K archive.is plus 391K Wayback Machine URLs that were shared on four social networks: Reddit, Twitter, Gab, and 4chan's Politically Incorrect board (/pol/) over 14 months. We observe that news and social media posts are the most common types of content archived, likely due to their perceived ephemeral and/or controversial nature. Moreover, URLs of archiving services are extensively shared on "fringe" communities within Reddit and 4chan to preserve possibly contentious content. Lastly, we find evidence of moderators nudging or even forcing users to use archives, instead of direct links, for news sources with opposing ideologies, potentially depriving them of ad revenue.
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Mining a Sub-Matrix of Maximal Sum
Biclustering techniques have been widely used to identify homogeneous subgroups within large data matrices, such as subsets of genes similarly expressed across subsets of patients. Mining a max-sum sub-matrix is a related but distinct problem for which one looks for a (non-necessarily contiguous) rectangular sub-matrix with a maximal sum of its entries. Le Van et al. (Ranked Tiling, 2014) already illustrated its applicability to gene expression analysis and addressed it with a constraint programming (CP) approach combined with large neighborhood search (CP-LNS). In this work, we exhibit some key properties of this NP-hard problem and define a bounding function such that larger problems can be solved in reasonable time. Two different algorithms are proposed in order to exploit the highlighted characteristics of the problem: a CP approach with a global constraint (CPGC) and mixed integer linear programming (MILP). Practical experiments conducted both on synthetic and real gene expression data exhibit the characteristics of these approaches and their relative benefits over the original CP-LNS method. Overall, the CPGC approach tends to be the fastest to produce a good solution. Yet, the MILP formulation is arguably the easiest to formulate and can also be competitive.
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Training Deep Networks without Learning Rates Through Coin Betting
Deep learning methods achieve state-of-the-art performance in many application scenarios. Yet, these methods require a significant amount of hyperparameters tuning in order to achieve the best results. In particular, tuning the learning rates in the stochastic optimization process is still one of the main bottlenecks. In this paper, we propose a new stochastic gradient descent procedure for deep networks that does not require any learning rate setting. Contrary to previous methods, we do not adapt the learning rates nor we make use of the assumed curvature of the objective function. Instead, we reduce the optimization process to a game of betting on a coin and propose a learning-rate-free optimal algorithm for this scenario. Theoretical convergence is proven for convex and quasi-convex functions and empirical evidence shows the advantage of our algorithm over popular stochastic gradient algorithms.
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Joint Beamforming and Antenna Selection for Sum Rate Maximization in Cognitive Radio Networks
This letter studies joint transmit beamforming and antenna selection at a secondary base station (BS) with multiple primary users (PUs) in an underlay cognitive radio multiple-input single-output broadcast channel. The objective is to maximize the sum rate subject to the secondary BS transmit power, minimum required rates for secondary users, and PUs' interference power constraints. The utility function of interest is nonconcave and the involved constraints are nonconvex, so this problem is hard to solve. Nevertheless, we propose a new iterative algorithm that finds local optima at the least. We use an inner approximation method to construct and solve a simple convex quadratic program of moderate dimension at each iteration of the proposed algorithm. Simulation results indicate that the proposed algorithm converges quickly and outperforms existing approaches.
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Multi-sequence segmentation via score and higher-criticism tests
We propose local segmentation of multiple sequences sharing a common time- or location-index, building upon the single sequence local segmentation methods of Niu and Zhang (2012) and Fang, Li and Siegmund (2016). We also propose reverse segmentation of multiple sequences that is new even in the single sequence context. We show that local segmentation estimates change-points consistently for both single and multiple sequences, and that both methods proposed here detect signals well, with the reverse segmentation method outperforming a large number of known segmentation methods on a commonly used single sequence test scenario. We show that on a recent allele-specific copy number study involving multiple cancer patients, the simultaneous segmentations of the DNA sequences of all the patients provide information beyond that obtained by segmentation of the sequences one at a time.
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Evidence for structural transition in crystalline tantalum pentoxide films grown by RF magnetron sputtering
We investigate the effect of annealing temperature on the crystalline structure and physical properties of tantalum-pentoxide films grown by radio frequency magnetron sputtering. For this purpose, several tantalum films were deposited and the Ta$_2$O$_5$ crystalline phase was induced by exposing the samples to heat treatments in air in the temperature range from (575 to 1000)$^\circ$C. Coating characterization was performed using X-ray diffraction, scanning electron microscopy, Raman spectroscopy and UV-VIS spectroscopy. By X-ray diffraction analysis we found that a hexagonal Ta$_2$O$_5$ phase generates at temperatures above $675^\circ$C. As the annealing temperature raises, we observe peak sharpening and new peaks in the corresponding diffraction patterns indicating a possible structural transition from hexagonal to orthorhombic. The microstructure of the films starts with flake-like structures formed on the surface and evolves, as the temperature is further increased, to round grains. We found out that, according to the features exhibited in the corresponding spectra, Raman spectroscopy can be sensitive enough to discriminate between the orthorhombic and hexagonal phases of Ta$_2$O$_5$. Finally, as the films crystallize the magnitude of the optical band gap increases from 2.4 eV to the typical reported value of 3.8 eV.
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Emergence and Reductionism: an awkward Baconian alliance
This article discusses the relationship between emergence and reductionism from the perspective of a condensed matter physicist. Reductionism and emergence play an intertwined role in the everyday life of the physicist, yet we rarely stop to contemplate their relationship: indeed, the two are often regarded as conflicting world-views of science. I argue that in practice, they compliment one-another, forming an awkward alliance in a fashion envisioned by the Renaissance scientist, Francis Bacon. Looking at the historical record in classical and quantum physics, I discuss how emergence fits into a reductionist view of nature. Often, a deep understanding of reductionist physics depends on the understanding of its emergent consequences. Thus the concept of energy was unknown to Newton, Leibnitz, Lagrange or Hamilton, because they did not understand heat. Similarly, the understanding of the weak force awaited an understanding of the Meissner effect in superconductivity. Emergence can thus be likened to an encrypted consequence of reductionism. Taking examples from current research, including topological insulators and strange metals, I show that the convection between emergence and reductionism continues to provide a powerful driver for frontier scientific research, linking the lab with the cosmos.
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Pipelined Parallel FFT Architecture
In this paper, an optimized efficient VLSI architecture of a pipeline Fast Fourier transform (FFT) processor capable of producing the reverse output order sequence is presented. Paper presents Radix-2 multipath delay architecture for FFT calculation. The implementation of FFT in hardware is very critical because for calculation of FFT number of butterfly operations i.e. number of multipliers requires due to which hardware gets increased means indirectly cost of hardware is automatically gets increased. Also multiplier operations are slow that's why it limits the speed of operation of architecture. The optimized VLSI implementation of FFT algorithm is presented in this paper. Here architecture is pipelined to optimize it and to increase the speed of operation. Also to increase the speed of operation 2 levels parallel processing is used.
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Global smoothing of a subanalytic set
We give rather simple answers to two long-standing questions in real-analytic geometry, on global smoothing of a subanalytic set, and on transformation of a proper real-analytic mapping to a mapping with equidimensional fibres by global blowings-up of the target. These questions are related: a positive answer to the second can be used to reduce the first to the simpler semianalytic case. We show that the second question has a negative answer, in general, and that the first problem nevertheless has a positive solution.
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Coupled Compound Poisson Factorization
We present a general framework, the coupled compound Poisson factorization (CCPF), to capture the missing-data mechanism in extremely sparse data sets by coupling a hierarchical Poisson factorization with an arbitrary data-generating model. We derive a stochastic variational inference algorithm for the resulting model and, as examples of our framework, implement three different data-generating models---a mixture model, linear regression, and factor analysis---to robustly model non-random missing data in the context of clustering, prediction, and matrix factorization. In all three cases, we test our framework against models that ignore the missing-data mechanism on large scale studies with non-random missing data, and we show that explicitly modeling the missing-data mechanism substantially improves the quality of the results, as measured using data log likelihood on a held-out test set.
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A model bridging chimera state and explosive synchronization
Global and partial synchronization are the two distinctive forms of synchronization in coupled oscillators and have been well studied in the past decades. Recent attention on synchronization is focused on the chimera state (CS) and explosive synchronization (ES), but little attention has been paid to their relationship. We here study this topic by presenting a model to bridge these two phenomena, which consists of two groups of coupled oscillators and its coupling strength is adaptively controlled by a local order parameter. We find that this model displays either CS or ES in two limits. In between the two limits, this model exhibits both CS and ES, where CS can be observed for a fixed coupling strength and ES appears when the coupling is increased adiabatically. Moreover, we show both theoretically and numerically that there are a variety of CS basin patterns for the case of identical oscillators, depending on the distributions of both the initial order parameters and the initial average phases. This model suggests a way to easily observe CS, in contrast to others models having some (weak or strong) dependence on initial conditions.
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Spatial modeling of shot conversion in soccer to single out goalscoring ability
Goals are results of pin-point shots and it is a pivotal decision in soccer when, how and where to shoot. The main contribution of this study is two-fold. At first, after showing that there exists high spatial correlation in the data of shots across games, we introduce a spatial process in the error structure to model the probability of conversion from a shot depending on positional and situational covariates. The model is developed using a full Bayesian framework. Secondly, based on the proposed model, we define two new measures that can appropriately quantify the impact of an individual in soccer, by evaluating the positioning senses and shooting abilities of the players. As a practical application, the method is implemented on Major League Soccer data from 2016/17 season.
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Metrics for Formal Structures, with an Application to Kripke Models and their Dynamics
This report introduces and investigates a family of metrics on sets of pointed Kripke models. The metrics are generalizations of the Hamming distance applicable to countably infinite binary strings and, by extension, logical theories or semantic structures. We first study the topological properties of the resulting metric spaces. A key result provides sufficient conditions for spaces having the Stone property, i.e., being compact, totally disconnected and Hausdorff. Second, we turn to mappings, where it is shown that a widely used type of model transformations, product updates, give rise to continuous maps in the induced topology.
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Hyperbolic Dispersion Dominant Regime Identified through Spontaneous Emission Variations near Metamaterial Interfaces
Surface plasmon polariton, hyberbolic dispersion of energy and momentum, and emission interference provide opportunities to control photoluminescence properties. However, the interplays between these regimes need to be understood to take advantage of them in optoelectronic applications. Here, we investigate broadband variations induced by hyperbolic metamaterial (HMM) multilayer nanostructures on the spontaneous emission of selected organic chromophores. Experimental and calculated spontaneous emission lifetimes are shown to vary non-monotonously near HMM interfaces. With the SPP and interference dominant regimes. With the HMM number of pairs used as the analysis parameter, the lifetime is shown to be independent of the number of pairs in the surface plasmon polaritons, and emission interference dominant regimes, while it decreases in the Hyperbolic Dispersion dominant regime. We also show that the spontaneous emission lifetime is similarly affected by transverse positive and transverse negative HMMs. This work has broad implications on the rational design of functional photonic surfaces to control the luminescence of semiconductor chromophores.
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Legendrian Satellites and Decomposable Concordances
We investigate the ramifications of the Legendrian satellite construction on the relation of Lagrangian cobordism between Legendrian knots. Under a simple hypothesis, we construct a Lagrangian concordance between two Legendrian satellites by stacking up a sequence of elementary cobordisms. This construction narrows the search for "non-decomposable" Lagrangian cobordisms and yields new families of decomposable Lagrangian slice knots. Finally, we show that the maximum Thurston-Bennequin number of a smoothly slice knot provides an obstruction to any Legendrian satellite of that knot being Lagrangian slice.
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Plausible Deniability for Privacy-Preserving Data Synthesis
Releasing full data records is one of the most challenging problems in data privacy. On the one hand, many of the popular techniques such as data de-identification are problematic because of their dependence on the background knowledge of adversaries. On the other hand, rigorous methods such as the exponential mechanism for differential privacy are often computationally impractical to use for releasing high dimensional data or cannot preserve high utility of original data due to their extensive data perturbation. This paper presents a criterion called plausible deniability that provides a formal privacy guarantee, notably for releasing sensitive datasets: an output record can be released only if a certain amount of input records are indistinguishable, up to a privacy parameter. This notion does not depend on the background knowledge of an adversary. Also, it can efficiently be checked by privacy tests. We present mechanisms to generate synthetic datasets with similar statistical properties to the input data and the same format. We study this technique both theoretically and experimentally. A key theoretical result shows that, with proper randomization, the plausible deniability mechanism generates differentially private synthetic data. We demonstrate the efficiency of this generative technique on a large dataset; it is shown to preserve the utility of original data with respect to various statistical analysis and machine learning measures.
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The Co-Evolution of Test Maintenance and Code Maintenance through the lens of Fine-Grained Semantic Changes
Automatic testing is a widely adopted technique for improving software quality. Software developers add, remove and update test methods and test classes as part of the software development process as well as during the evolution phase, following the initial release. In this work we conduct a large scale study of 61 popular open source projects and report the relationships we have established between test maintenance, production code maintenance, and semantic changes (e.g, statement added, method removed, etc.). performed in developers' commits. We build predictive models, and show that the number of tests in a software project can be well predicted by employing code maintenance profiles (i.e., how many commits were performed in each of the maintenance activities: corrective, perfective, adaptive). Our findings also reveal that more often than not, developers perform code fixes without performing complementary test maintenance in the same commit (e.g., update an existing test or add a new one). When developers do perform test maintenance, it is likely to be affected by the semantic changes they perform as part of their commit. Our work is based on studying 61 popular open source projects, comprised of over 240,000 commits consisting of over 16,000,000 semantic change type instances, performed by over 4,000 software engineers.
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Probabilistic Prediction of Interactive Driving Behavior via Hierarchical Inverse Reinforcement Learning
Autonomous vehicles (AVs) are on the road. To safely and efficiently interact with other road participants, AVs have to accurately predict the behavior of surrounding vehicles and plan accordingly. Such prediction should be probabilistic, to address the uncertainties in human behavior. Such prediction should also be interactive, since the distribution over all possible trajectories of the predicted vehicle depends not only on historical information, but also on future plans of other vehicles that interact with it. To achieve such interaction-aware predictions, we propose a probabilistic prediction approach based on hierarchical inverse reinforcement learning (IRL). First, we explicitly consider the hierarchical trajectory-generation process of human drivers involving both discrete and continuous driving decisions. Based on this, the distribution over all future trajectories of the predicted vehicle is formulated as a mixture of distributions partitioned by the discrete decisions. Then we apply IRL hierarchically to learn the distributions from real human demonstrations. A case study for the ramp-merging driving scenario is provided. The quantitative results show that the proposed approach can accurately predict both the discrete driving decisions such as yield or pass as well as the continuous trajectories.
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Fast-slow asymptotics for a Markov chain model of fast sodium current
We explore the feasibility of using fast-slow asymptotic to eliminate the computational stiffness of the discrete-state, continuous-time deterministic Markov chain models of ionic channels underlying cardiac excitability. We focus on a Markov chain model of the fast sodium current, and investigate its asymptotic behaviour with respect to small parameters identified in different ways.
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Beating the bookies with their own numbers - and how the online sports betting market is rigged
The online sports gambling industry employs teams of data analysts to build forecast models that turn the odds at sports games in their favour. While several betting strategies have been proposed to beat bookmakers, from expert prediction models and arbitrage strategies to odds bias exploitation, their returns have been inconsistent and it remains to be shown that a betting strategy can outperform the online sports betting market. We designed a strategy to beat football bookmakers with their own numbers. Instead of building a forecasting model to compete with bookmakers predictions, we exploited the probability information implicit in the odds publicly available in the marketplace to find bets with mispriced odds. Our strategy proved profitable in a 10-year historical simulation using closing odds, a 6-month historical simulation using minute to minute odds, and a 5-month period during which we staked real money with the bookmakers (we made code, data and models publicly available). Our results demonstrate that the football betting market is inefficient - bookmakers can be consistently beaten across thousands of games in both simulated environments and real-life betting. We provide a detailed description of our betting experience to illustrate how the sports gambling industry compensates these market inefficiencies with discriminatory practices against successful clients.
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Fixation probabilities for the Moran process in evolutionary games with two strategies: graph shapes and large population asymptotics
This paper is based on the complete classification of evolutionary scenarios for the Moran process with two strategies given by Taylor et al. (B. Math. Biol. 66(6): 1621--1644, 2004). Their classification is based on whether each strategy is a Nash equilibrium and whether the fixation probability for a single individual of each strategy is larger or smaller than its value for neutral evolution. We improve on this analysis by showing that each evolutionary scenario is characterized by a definite graph shape for the fixation probability function. A second class of results deals with the behavior of the fixation probability when the population size tends to infinity. We develop asymptotic formulae that approximate the fixation probability in this limit and conclude that some of the evolutionary scenarios cannot exist when the population size is large.
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FPGA Design Techniques for Stable Cryogenic Operation
In this paper we show how a deep-submicron FPGA can be modified to operate at extremely low temperatures through modifications in the supporting hardware and in the firmware programming it. Though FPGAs are not designed to operate at a few Kelvin, it is possible to do so on virtue of the extremely high doping levels found in deep-submicron CMOS technology nodes. First, any PCB component, that does not conform with this requirement, is removed. Both the majority of decoupling capacitor types and voltage regulators are not well behaved at cryogenic temperatures, asking for an ad-hoc solution to stabilize the FPGA supply voltage, especially for sensitive applications. Therefore, we have designed a firmware that enforces a constant power consumption, so as to stabilize the supply voltage in the interior of the FPGA chip. The FPGA is powered with a supply at several meters distance, causing significant IR drop and thus fluctuations on the local supply voltage. To achieve the stabilization, the variation in digital logic speed, which directly corresponds to changes in supply voltage, is constantly measured and corrected for through a tunable oscillator farm, implemented on the FPGA. The method is versatile and robust, enabling seamless porting to other FPGA families and configurations.
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Curvature-aided Incremental Aggregated Gradient Method
We propose a new algorithm for finite sum optimization which we call the curvature-aided incremental aggregated gradient (CIAG) method. Motivated by the problem of training a classifier for a d-dimensional problem, where the number of training data is $m$ and $m \gg d \gg 1$, the CIAG method seeks to accelerate incremental aggregated gradient (IAG) methods using aids from the curvature (or Hessian) information, while avoiding the evaluation of matrix inverses required by the incremental Newton (IN) method. Specifically, our idea is to exploit the incrementally aggregated Hessian matrix to trace the full gradient vector at every incremental step, therefore achieving an improved linear convergence rate over the state-of-the-art IAG methods. For strongly convex problems, the fast linear convergence rate requires the objective function to be close to quadratic, or the initial point to be close to optimal solution. Importantly, we show that running one iteration of the CIAG method yields the same improvement to the optimality gap as running one iteration of the full gradient method, while the complexity is $O(d^2)$ for CIAG and $O(md)$ for the full gradient. Overall, the CIAG method strikes a balance between the high computation complexity incremental Newton-type methods and the slow IAG method. Our numerical results support the theoretical findings and show that the CIAG method often converges with much fewer iterations than IAG, and requires much shorter running time than IN when the problem dimension is high.
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The composition of Solar system asteroids and Earth/Mars moons, and the Earth-Moon composition similarity
[abridged] In the typical giant-impact scenario for the Moon formation most of the Moon's material originates from the impactor. Any Earth-impactor composition difference should, therefore, correspond to a comparable Earth-Moon composition difference. Analysis of Moon rocks shows a close Earth-Moon composition similarity, posing a challenge for the giant-impact scenario, given that impactors were thought to significantly differ in composition from the planets they impact. Here we use a large set of 140 simulations to show that the composition of impactors could be very similar to that of the planets they impact; in $4.9\%$-$18.2\%$ ($1.9\%$-$6.7\%$) of the cases the resulting composition of the Moon is consistent with the observations of $\Delta^{17}O<15$ ($\Delta^{17}O<6$ ppm). These findings suggest that the Earth-Moon composition similarity could be resolved as to arise from the primordial Earth-impactor composition similarity. Note that although we find the likelihood for the suggested competing model of very high mass-ratio impacts (producing significant Earth-impactor composition mixing) is comparable ($<6.7\%$), this scenario also requires additional fine-tuned requirements of a very fast spinning Earth. Using the same simulations we also explore the composition of giant-impact formed Mars-moons as well as Vesta-like asteroids. We find that the Mars-moon composition difference should be large, but smaller than expected if the moons are captured asteroids. Finally, we find that the left-over planetesimals ('asteroids') in our simulations are frequently scattered far away from their initial positions, thus potentially explaining the mismatch between the current position and composition of the Vesta asteroid.
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Maximum Margin Interval Trees
Learning a regression function using censored or interval-valued output data is an important problem in fields such as genomics and medicine. The goal is to learn a real-valued prediction function, and the training output labels indicate an interval of possible values. Whereas most existing algorithms for this task are linear models, in this paper we investigate learning nonlinear tree models. We propose to learn a tree by minimizing a margin-based discriminative objective function, and we provide a dynamic programming algorithm for computing the optimal solution in log-linear time. We show empirically that this algorithm achieves state-of-the-art speed and prediction accuracy in a benchmark of several data sets.
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Provable and practical approximations for the degree distribution using sublinear graph samples
The degree distribution is one of the most fundamental properties used in the analysis of massive graphs. There is a large literature on graph sampling, where the goal is to estimate properties (especially the degree distribution) of a large graph through a small, random sample. The degree distribution estimation poses a significant challenge, due to its heavy-tailed nature and the large variance in degrees. We design a new algorithm, SADDLES, for this problem, using recent mathematical techniques from the field of sublinear algorithms. The SADDLES algorithm gives provably accurate outputs for all values of the degree distribution. For the analysis, we define two fatness measures of the degree distribution, called the $h$-index and the $z$-index. We prove that SADDLES is sublinear in the graph size when these indices are large. A corollary of this result is a provably sublinear algorithm for any degree distribution bounded below by a power law. We deploy our new algorithm on a variety of real datasets and demonstrate its excellent empirical behavior. In all instances, we get extremely accurate approximations for all values in the degree distribution by observing at most $1\%$ of the vertices. This is a major improvement over the state-of-the-art sampling algorithms, which typically sample more than $10\%$ of the vertices to give comparable results. We also observe that the $h$ and $z$-indices of real graphs are large, validating our theoretical analysis.
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Efficient and Robust Polylinear Analysis of Noisy Time Series
A method is proposed to generate an optimal fit of a number of connected linear trend segments onto time-series data. To be able to efficiently handle many lines, the method employs a stochastic search procedure to determine optimal transition point locations. Traditional methods use exhaustive grid searches, which severely limit the scale of the problems for which they can be utilized. The proposed approach is tried against time series with severe noise to demonstrate its robustness, and then it is applied to real medical data as an illustrative example.
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On the optimal design of wall-to-wall heat transport
We consider the problem of optimizing heat transport through an incompressible fluid layer. Modeling passive scalar transport by advection-diffusion, we maximize the mean rate of total transport by a divergence-free velocity field. Subject to various boundary conditions and intensity constraints, we prove that the maximal rate of transport scales linearly in the r.m.s. kinetic energy and, up to possible logarithmic corrections, as the $1/3$rd power of the mean enstrophy in the advective regime. This makes rigorous a previous prediction on the near optimality of convection rolls for energy-constrained transport. Optimal designs for enstrophy-constrained transport are significantly more difficult to describe: we introduce a "branching" flow design with an unbounded number of degrees of freedom and prove it achieves nearly optimal transport. The main technical tool behind these results is a variational principle for evaluating the transport of candidate designs. The principle admits dual formulations for bounding transport from above and below. While the upper bound is closely related to the "background method", the lower bound reveals a connection between the optimal design problems considered herein and other apparently related model problems from mathematical materials science. These connections serve to motivate designs.
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On the decay rate for the wave equation with viscoelastic boundary damping
We consider the wave equation with a boundary condition of memory type. Under natural conditions on the acoustic impedance $\hat{k}$ of the boundary one can define a corresponding semigroup of contractions (Desch, Fasangova, Milota, Probst 2010). With the help of Tauberian theorems we establish energy decay rates via resolvent estimates on the generator $-\mathcal{A}$ of the semigroup. We reduce the problem of estimating the resolvent of $-\mathcal{A}$ to the problem of estimating the resolvent of the corresponding stationary problem. Under not too strict additional assumptions on $\hat{k}$ we establish an upper bound on the resolvent. For the wave equation on the interval or the disk we prove our estimates to be sharp.
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Code Reuse With Transformation Objects
We present an approach for a lightweight datatype-generic programming in Objective Caml programming language aimed at better code reuse. We show, that a large class of transformations usually expressed via recursive functions with pattern matching can be implemented using the single per-type traversal function and the set of object-encoded transformations, which we call transformation objects. Object encoding allows transformations to be modified, inherited and extended in a conventional object-oriented manner. However, the data representation is kept untouched which preserves the ability to construct and pattern-match it in the usual way. Our approach equally works for regular and polymorphic variant types which makes it possible to combine data types and their transformations from statically typed and separately compiled components. We also present an implementation which allows us to automatically derive most functionality from a slightly augmented type descriptions.
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Fixed effects testing in high-dimensional linear mixed models
Many scientific and engineering challenges -- ranging from pharmacokinetic drug dosage allocation and personalized medicine to marketing mix (4Ps) recommendations -- require an understanding of the unobserved heterogeneity in order to develop the best decision making-processes. In this paper, we develop a hypothesis test and the corresponding p-value for testing for the significance of the homogeneous structure in linear mixed models. A robust matching moment construction is used for creating a test that adapts to the size of the model sparsity. When unobserved heterogeneity at a cluster level is constant, we show that our test is both consistent and unbiased even when the dimension of the model is extremely high. Our theoretical results rely on a new family of adaptive sparse estimators of the fixed effects that do not require consistent estimation of the random effects. Moreover, our inference results do not require consistent model selection. We showcase that moment matching can be extended to nonlinear mixed effects models and to generalized linear mixed effects models. In numerical and real data experiments, we find that the developed method is extremely accurate, that it adapts to the size of the underlying model and is decidedly powerful in the presence of irrelevant covariates.
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Ubiquitous quasi-Fuchsian surfaces in cusped hyperbolic 3-manifolds
This paper proves that every finite volume hyperbolic 3-manifold M contains a ubiquitous collection of closed, immersed, quasi-Fuchsian surfaces. These surfaces are ubiquitous in the sense that their preimages in the universal cover separate any pair of disjoint, non-asymptotic geodesic planes. The proof relies in a crucial way on the corresponding theorem of Kahn and Markovic for closed 3-manifolds. As a corollary of this result and a companion statement about surfaces with cusps, we recover Wise's theorem that the fundamental group of M acts freely and cocompactly on a CAT(0) cube complex.
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Generic Cospark of a Matrix Can Be Computed in Polynomial Time
The cospark of a matrix is the cardinality of the sparsest vector in the column space of the matrix. Computing the cospark of a matrix is well known to be an NP hard problem. Given the sparsity pattern (i.e., the locations of the non-zero entries) of a matrix, if the non-zero entries are drawn from independently distributed continuous probability distributions, we prove that the cospark of the matrix equals, with probability one, to a particular number termed the generic cospark of the matrix. The generic cospark also equals to the maximum cospark of matrices consistent with the given sparsity pattern. We prove that the generic cospark of a matrix can be computed in polynomial time, and offer an algorithm that achieves this.
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Generative Adversarial Network based Speaker Adaptation for High Fidelity WaveNet Vocoder
Neural networks based vocoders, typically the WaveNet, have achieved spectacular performance for text-to-speech (TTS) in recent years. Although state-of-the-art parallel WaveNet has addressed the issue of real-time waveform generation, there remains problems. Firstly, due to the noisy input signal of the model, there is still a gap between the quality of generated and natural waveforms. Secondly, a parallel WaveNet is trained under a distilled training framework, which makes it tedious to adapt a well trained model to a new speaker. To address these two problems, this paper proposes an end-to-end adaptation method based on the generative adversarial network (GAN), which can reduce the computational cost for the training of new speaker adaptation. Our subjective experiments shows that the proposed training method can further reduce the quality gap between generated and natural waveforms.
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CitizenGrid: An Online Middleware for Crowdsourcing Scientific Research
In the last few years, contributions of the general public in scientific projects has increased due to the advancement of communication and computing technologies. Internet played an important role in connecting scientists and volunteers who are interested in participating in their scientific projects. However, despite potential benefits, only a limited number of crowdsourcing based large-scale science (citizen science) projects have been deployed due to the complexity involved in setting them up and running them. In this paper, we present CitizenGrid - an online middleware platform which addresses security and deployment complexity issues by making use of cloud computing and virtualisation technologies. CitizenGrid incentivises scientists to make their small-to-medium scale applications available as citizen science projects by: 1) providing a directory of projects through a web-based portal that makes applications easy to discover; 2) providing flexibility to participate in, monitor, and control multiple citizen science projects from a common interface; 3) supporting diverse categories of citizen science projects. The paper describes the design, development and evaluation of CitizenGrid and its use cases.
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Singular sensitivity in a Keller-Segel-fluid system
In bounded smooth domains $\Omega\subset\mathbb{R}^N$, $N\in\{2,3\}$, considering the chemotaxis--fluid system \[ \begin{cases} \begin{split} & n_t + u\cdot \nabla n &= \Delta n - \chi \nabla \cdot(\frac{n}{c}\nabla c) &\\ & c_t + u\cdot \nabla c &= \Delta c - c + n &\\ & u_t + \kappa (u\cdot \nabla) u &= \Delta u + \nabla P + n\nabla \Phi & \end{split}\end{cases} \] with singular sensitivity, we prove global existence of classical solutions for given $\Phi\in C^2(\bar{\Omega})$, for $\kappa=0$ (Stokes-fluid) if $N=3$ and $\kappa\in\{0,1\}$ (Stokes- or Navier--Stokes fluid) if $N=2$ and under the condition that \[ 0<\chi<\sqrt{\frac{2}{N}}. \]
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Asymptotic theory of multiple-set linear canonical analysis
This paper deals with asymptotics for multiple-set linear canonical analysis (MSLCA). A definition of this analysis, that adapts the classical one to the context of Euclidean random variables, is given and properties of the related canonical coefficients are derived. Then, estimators of the MSLCA's elements, based on empirical covariance operators, are proposed and asymptotics for these estimators are obtained. More precisely, we prove their consistency and we obtain asymptotic normality for the estimator of the operator that gives MSLCA, and also for the estimator of the vector of canonical coefficients. These results are then used to obtain a test for mutual non-correlation between the involved Euclidean random variables.
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Deep Learning to Improve Breast Cancer Early Detection on Screening Mammography
The rapid development of deep learning, a family of machine learning techniques, has spurred much interest in its application to medical imaging problems. Here, we develop a deep learning algorithm that can accurately detect breast cancer on screening mammograms using an "end-to-end" training approach that efficiently leverages training datasets with either complete clinical annotation or only the cancer status (label) of the whole image. In this approach, lesion annotations are required only in the initial training stage, and subsequent stages require only image-level labels, eliminating the reliance on rarely available lesion annotations. Our all convolutional network method for classifying screening mammograms attained excellent performance in comparison with previous methods. On an independent test set of digitized film mammograms from Digital Database for Screening Mammography (DDSM), the best single model achieved a per-image AUC of 0.88, and four-model averaging improved the AUC to 0.91 (sensitivity: 86.1%, specificity: 80.1%). On a validation set of full-field digital mammography (FFDM) images from the INbreast database, the best single model achieved a per-image AUC of 0.95, and four-model averaging improved the AUC to 0.98 (sensitivity: 86.7%, specificity: 96.1%). We also demonstrate that a whole image classifier trained using our end-to-end approach on the DDSM digitized film mammograms can be transferred to INbreast FFDM images using only a subset of the INbreast data for fine-tuning and without further reliance on the availability of lesion annotations. These findings show that automatic deep learning methods can be readily trained to attain high accuracy on heterogeneous mammography platforms, and hold tremendous promise for improving clinical tools to reduce false positive and false negative screening mammography results.
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Nviz - A General Purpse Visualization tool for Wireless Sensor Networks
In a Wireless Sensor Network (WSN), data manipulation and representation is a crucial part and can take a lot of time to be developed from scratch. Although various visualization tools have been created for certain projects so far, these tools can only be used in certain scenarios, due to their hard-coded packet formats and network's properties. To speed up the development process, a visualization tool which can adapt to any kind of WSN is essentially necessary. For this purpose, a general-purpose visualization tool - NViz, which can represent and visualize data for any kind of WSN, is proposed. NViz allows users to set their network's properties and packet formats through XML files. Based on properties defined, users can choose the meaning of them and let NViz represents the data respectively. Furthermore, a better Replay mechanism, which lets researchers and developers debug their WSN easily, is also integrated in this tool. NViz is designed based on a layered architecture which allows for clear and well-defined interrelationships and interfaces between each component.
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Transient photon echoes from donor-bound excitons in ZnO epitaxial layers
The coherent optical response from 140~nm and 65~nm thick ZnO epitaxial layers is studied using transient four-wave-mixing spectroscopy with picosecond temporal resolution. Resonant excitation of neutral donor-bound excitons results in two-pulse and three-pulse photon echoes. For the donor-bound A exciton (D$^0$X$_\text{A}$) at temperature of 1.8~K we evaluate optical coherence times $T_2=33-50$~ps corresponding to homogeneous linewidths of $13-19~\mu$eV, about two orders of magnitude smaller as compared with the inhomogeneous broadening of the optical transitions. The coherent dynamics is determined mainly by the population decay with time $T_1=30-40$~ps, while pure dephasing is negligible in the studied high quality samples even for strong optical excitation. Temperature increase leads to a significant shortening of $T_2$ due to interaction with acoustic phonons. In contrast, the loss of coherence of the donor-bound B exciton (D$^0$X$_\text{B}$) is significantly faster ($T_2=3.6$~ps) and governed by pure dephasing processes.
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The Quasar Luminosity Function at Redshift 4 with Hyper Suprime-Cam Wide Survey
We present the luminosity function of z=4 quasars based on the Hyper Suprime-Cam Subaru Strategic Program Wide layer imaging data in the g, r, i, z, and y bands covering 339.8 deg^2. From stellar objects, 1666 z~4 quasar candidates are selected by the g-dropout selection down to i=24.0 mag. Their photometric redshifts cover the redshift range between 3.6 and 4.3 with an average of 3.9. In combination with the quasar sample from the Sloan Digital Sky Survey in the same redshift range, the quasar luminosity function covering the wide luminosity range of M1450=-22 to -29 mag is constructed. It is well described by a double power-law model with a knee at M1450=-25.36+-0.13 mag and a flat faint-end slope with a power-law index of -1.30+-0.05. The knee and faint-end slope show no clear evidence of redshift evolution from those at z~2. The flat slope implies that the UV luminosity density of the quasar population is dominated by the quasars around the knee, and does not support the steeper faint-end slope at higher redshifts reported at z>5. If we convert the M1450 luminosity function to the hard X-ray 2-10keV luminosity function using the relation between UV and X-ray luminosity of quasars and its scatter, the number density of UV-selected quasars matches well with that of the X-ray-selected AGNs above the knee of the luminosity function. Below the knee, the UV-selected quasars show a deficiency compared to the hard X-ray luminosity function. The deficiency can be explained by the lack of obscured AGNs among the UV-selected quasars.
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Towards Industry 4.0: Gap Analysis between Current Automotive MES and Industry Standards using Model-Based Requirement Engineering
The dawn of the fourth industrial revolution, Industry 4.0 has created great enthusiasm among companies and researchers by giving them an opportunity to pave the path towards the vision of a connected smart factory ecosystem. However, in context of automotive industry there is an evident gap between the requirements supported by the current automotive manufacturing execution systems (MES) and the requirements proposed by industrial standards from the International Society of Automation (ISA) such as, ISA-95, ISA-88 over which the Industry 4.0 is being built on. In this paper, we bridge this gap by following a model-based requirements engineering approach along with a gap analysis process. Our work is mainly divided into three phases, (i) automotive MES tool selection phase, (ii) requirements modeling phase, (iii) and gap analysis phase based on the modeled requirements. During the MES tool selection phase, we used known reliable sources such as, MES product survey reports, white papers that provide in-depth and comprehensive information about various comparison criteria and tool vendors list for the current MES landscape. During the requirement modeling phase, we specified requirements derived from the needs of ISA-95 and ISA-88 industrial standards using the general purpose Systems Modeling Language (SysML). During the gap analysis phase, we find the misalignment between standard requirements and the compliance of the existing software tools to those standards.
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A Constrained Conditional Likelihood Approach for Estimating the Means of Selected Populations
Given p independent normal populations, we consider the problem of estimating the mean of those populations, that based on the observed data, give the strongest signals. We explicitly condition on the ranking of the sample means, and consider a constrained conditional maximum likelihood (CCMLE) approach, avoiding the use of any priors and of any sparsity requirement between the population means. Our results show that if the observed means are too close together, we should in fact use the grand mean to estimate the mean of the population with the larger sample mean. If they are separated by more than a certain threshold, we should shrink the observed means towards each other. As intuition suggests, it is only if the observed means are far apart that we should conclude that the magnitude of separation and consequent ranking are not due to chance. Unlike other methods, our approach does not need to pre-specify the number of selected populations and the proposed CCMLE is able to perform simultaneous inference. Our method, which is conceptually straightforward, can be easily adapted to incorporate other selection criteria. Selected populations, Maximum likelihood, Constrained MLE, Post-selection inference
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Phase transition in the spiked random tensor with Rademacher prior
We consider the problem of detecting a deformation from a symmetric Gaussian random $p$-tensor $(p\geq 3)$ with a rank-one spike sampled from the Rademacher prior. Recently in Lesieur et al. (2017), it was proved that there exists a critical threshold $\beta_p$ so that when the signal-to-noise ratio exceeds $\beta_p$, one can distinguish the spiked and unspiked tensors and weakly recover the prior via the minimal mean-square-error method. On the other side, Perry, Wein, and Bandeira (2017) proved that there exists a $\beta_p'<\beta_p$ such that any statistical hypothesis test can not distinguish these two tensors, in the sense that their total variation distance asymptotically vanishes, when the signa-to-noise ratio is less than $\beta_p'$. In this work, we show that $\beta_p$ is indeed the critical threshold that strictly separates the distinguishability and indistinguishability between the two tensors under the total variation distance. Our approach is based on a subtle analysis of the high temperature behavior of the pure $p$-spin model with Ising spin, arising initially from the field of spin glasses. In particular, we identify the signal-to-noise criticality $\beta_p$ as the critical temperature, distinguishing the high and low temperature behavior, of the Ising pure $p$-spin mean-field spin glass model.
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Extended depth-range profilometry using the phase-difference and phase-sum of two close-sensitivity projected fringes
We propose a high signal-to-noise extended depth-range three-dimensional (3D) profilometer projecting two linear-fringes with close phase-sensitivity. We use temporal phase-shifting algorithms (PSAs) to phase-demodulate the two close sensitivity phases. Then we calculate their phase-difference and their phase-sum. If the sensitivity between the two phases is close enough, their phase-difference is not-wrapped. The non-wrapped phase-difference as extended-range profilometry is well known and has been widely used. However as this paper shows, the closeness between the two demodulated phases makes their difference quite noisy. On the other hand, as we show, their phase-sum has a much higher phase-sensitivity and signal-to-noise ratio but it is highly wrapped. Spatial unwrapping of the phase-sum is precluded for separate or highly discontinuous objects. However it is possible to unwrap the phase-sum by using the phase-difference as first approximation and our previously published 2-step temporal phase-unwrapping. Therefore the proposed profilometry technique allows unwrapping the higher sensitivity phase-sum using the noisier phase-difference as stepping stone. Due to the non-linear nature of the extended 2-steps temporal-unwrapper, the harmonics and noise errors in the phase-difference do not propagate towards the unwrapping phase-sum. To the best of our knowledge this is the highest signal-to-noise ratio, extended depth-range, 3D digital profilometry technique reported to this date.
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A Language for Probabilistically Oblivious Computation
An oblivious computation is one that is free of direct and indirect information leaks, e.g., due to observable differences in timing and memory access patterns. This paper presents Lobliv, a core language whose type system enforces obliviousness. Prior work on type-enforced oblivious computation has focused on deterministic programs. Lobliv is new in its consideration of programs that implement probabilistic algorithms, such as those involved in cryptography. Lobliv employs a substructural type system and a novel notion of probability region to ensure that information is not leaked via the distribution of visible events. The use of regions was motivated by a source of unsoundness that we discovered in the type system of ObliVM, a language for implementing state of the art oblivious algorithms and data structures. We prove that Lobliv's type system enforces obliviousness and show that it is nevertheless powerful enough to check state-of-the-art, efficient oblivious data structures, such as stacks and queues, and even tree-based oblivious RAMs.
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Single shot, double differential spectral measurements of inverse Compton scattering in linear and nonlinear regimes
Inverse Compton scattering (ICS) is a unique mechanism for producing fast pulses - picosecond and below - of bright X- to gamma-rays. These nominally narrow spectral bandwidth electromagnetic radiation pulses are efficiently produced in the interaction between intense, well-focused electron and laser beams. The spectral characteristics of such sources are affected by many experimental parameters, such as the bandwidth of the laser, and the angles of both the electrons and laser photons at collision. The laser field amplitude induces harmonic generation and importantly, for the present work, nonlinear red shifting, both of which dilute the spectral brightness of the radiation. As the applications enabled by this source often depend sensitively on its spectra, it is critical to resolve the details of the wavelength and angular distribution obtained from ICS collisions. With this motivation, we present here an experimental study that greatly improves on previous spectral measurement methods based on X-ray K-edge filters, by implementing a multi-layer bent-crystal X-ray spectrometer. In tandem with a collimating slit, this method reveals a projection of the double-differential angular-wavelength spectrum of the ICS radiation in a single shot. The measurements enabled by this diagnostic illustrate the combined off-axis and nonlinear-field-induced red shifting in the ICS emission process. They reveal in detail the strength of the normalized laser vector potential, and provide a non-destructive measure of the temporal and spatial electron-laser beam overlap.
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Yarkovsky Drift Detections for 159 Near-Earth Asteroids
The Yarkovsky effect is a thermal process acting upon the orbits of small celestial bodies, which can cause these orbits to slowly expand or contract with time. The effect is subtle -- typical drift rates lie near $10^{-4}$ au/My for a $\sim$1 km diameter object -- and is thus generally difficult to measure. However, objects with long observation intervals, as well as objects with radar detections, serve as excellent candidates for the observation of this effect. We analyzed both optical and radar astrometry for all numbered Near-Earth Asteroids (NEAs), as well as several un-numbered NEAs, for the purpose of detecting and quantifying the Yarkovsky effect. We present 159 objects with measured drift rates. Our Yarkovsky sample is the largest published set of such detections, and presents an opportunity to examine the physical properties of these NEAs and the Yarkovsky effect in a statistical manner. In particular, we confirm the Yarkovsky effect's theoretical size dependence of 1/$D$, where $D$ is diameter. We also examine the efficiency with which this effect acts on our sample objects and find typical efficiencies of around 12%. We interpret this efficiency with respect to the typical spin and thermal properties of objects in our sample. We report the ratio of negative to positive drift rates in our sample as $N_R/N_P = 2.9 \pm 0.7$ and interpret this ratio in terms of retrograde/prograde rotators and main belt escape routes. The observed ratio has a probability of 1 in 46 million of occurring by chance, which confirms the presence of a non-gravitational influence. We examine how the presence of radar data affects the strength and precision of our detections. We find that, on average, the precision of radar+optical detections improves by a factor of approximately 1.6 for each additional apparition with ranging data compared to that of optical-only solutions.
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A short note on Godbersen's Conjecture
In this short note we improve the best to date bound in Godbersen's conjecture, and show some implications for unbalanced difference bodies.
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The derivative NLS equation: global existence with solitons
We extend the global existence result for the derivative NLS equation to the case when the initial datum includes a finite number of solitons. This is achieved by an application of the Bäcklund transformation that removes a finite number of zeros of the scattering coefficient. By means of this transformation, the Riemann--Hilbert problem for meromorphic functions can be formulated as the one for analytic functions, the solvability of which was obtained recently.
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Missing dust signature in the cosmic microwave background
I examine a possible spectral distortion of the Cosmic Microwave Background (CMB) due to its absorption by galactic and intergalactic dust. I show that even subtle intergalactic opacity of $1 \times 10^{-7}\, \mathrm{mag}\, h\, \mathrm{Gpc}^{-1}$ at the CMB wavelengths in the local Universe causes non-negligible CMB absorption and decline of the CMB intensity because the opacity steeply increases with redshift. The CMB should be distorted even during the epoch of the Universe defined by redshifts $z < 10$. For this epoch, the maximum spectral distortion of the CMB is at least $20 \times 10^{-22} \,\mathrm{Wm}^{-2}\, \mathrm{Hz}^{-1}\, \mathrm{sr}^{-1}$ at 300 GHz being well above the sensitivity of the COBE/FIRAS, WMAP or Planck flux measurements. If dust mass is considered to be redshift dependent with noticeable dust abundance at redshifts 2-4, the predicted CMB distortion is even higher. The CMB would be distorted also in a perfectly transparent universe due to dust in galaxies but this effect is lower by one order than that due to intergalactic opacity. The fact that the distortion of the CMB by dust is not observed is intriguing and questions either opacity and extinction law measurements or validity of the current model of the Universe.
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Option market (in)efficiency and implied volatility dynamics after return jumps
In informationally efficient financial markets, option prices and this implied volatility should immediately be adjusted to new information that arrives along with a jump in underlying's return, whereas gradual changes in implied volatility would indicate market inefficiency. Using minute-by-minute data on S&P 500 index options, we provide evidence regarding delayed and gradual movements in implied volatility after the arrival of return jumps. These movements are directed and persistent, especially in the case of negative return jumps. Our results are significant when the implied volatilities are extracted from at-the-money options and out-of-the-money puts, while the implied volatility obtained from out-of-the-money calls converges to its new level immediately rather than gradually. Thus, our analysis reveals that the implied volatility smile is adjusted to jumps in underlying's return asymmetrically. Finally, it would be possible to have statistical arbitrage in zero-transaction-cost option markets, but under actual option price spreads, our results do not imply abnormal option returns.
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Combining Alchemical Transformation with Physical Pathway to Accurately Compute Absolute Binding Free Energy
We present a new method that combines alchemical transformation with physical pathway to accurately and efficiently compute the absolute binding free energy of receptor-ligand complex. Currently, the double decoupling method (DDM) and the potential of mean force approach (PMF) methods are widely used to compute the absolute binding free energy of biomolecules. The DDM relies on alchemically decoupling the ligand from its environments, which can be computationally challenging for large ligands and charged ligands because of the large magnitude of the decoupling free energies involved. On the other hand, the PMF approach uses physical pathway to extract the ligand out of the binding site, thus avoids the alchemical decoupling of the ligand. However, the PMF method has its own drawback because of the reliance on a ligand binding/unbinding pathway free of steric obstruction from the receptor atoms. Therefore, in the presence of deeply buried ligand functional groups the convergence of the PMF calculation can be very slow leading to large errors in the computed binding free energy. Here we develop a new method called AlchemPMF by combining alchemical transformation with physical pathway to overcome the major drawback in the PMF method. We have tested the new approach on the binding of a charged ligand to an allosteric site on HIV-1 Integrase. After 20 ns of simulation per umbrella sampling window, the new method yields absolute binding free energies within ~1 kcal/mol from the experimental result, whereas the standard PMF approach and the DDM calculations result in errors of ~5 kcal/mol and > 2 kcal/mol, respectively. Furthermore, the binding free energy computed using the new method is associated with smaller statistical error compared with those obtained from the existing methods.
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Embedding Feature Selection for Large-scale Hierarchical Classification
Large-scale Hierarchical Classification (HC) involves datasets consisting of thousands of classes and millions of training instances with high-dimensional features posing several big data challenges. Feature selection that aims to select the subset of discriminant features is an effective strategy to deal with large-scale HC problem. It speeds up the training process, reduces the prediction time and minimizes the memory requirements by compressing the total size of learned model weight vectors. Majority of the studies have also shown feature selection to be competent and successful in improving the classification accuracy by removing irrelevant features. In this work, we investigate various filter-based feature selection methods for dimensionality reduction to solve the large-scale HC problem. Our experimental evaluation on text and image datasets with varying distribution of features, classes and instances shows upto 3x order of speed-up on massive datasets and upto 45% less memory requirements for storing the weight vectors of learned model without any significant loss (improvement for some datasets) in the classification accuracy. Source Code: this https URL.
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Orientably-regular maps on twisted linear fractional groups
We present an enumeration of orientably-regular maps with automorphism group isomorphic to the twisted linear fractional group $M(q^2)$ for any odd prime power $q$.
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Deep Mean Functions for Meta-Learning in Gaussian Processes
Fitting machine learning models in the low-data limit is challenging. The main challenge is to obtain suitable prior knowledge and encode it into the model, for instance in the form of a Gaussian process prior. Recent advances in meta-learning offer powerful methods for extracting such prior knowledge from data acquired in related tasks. When it comes to meta-learning in Gaussian process models, approaches in this setting have mostly focused on learning the kernel function of the prior, but not on learning its mean function. In this work, we propose to parameterize the mean function of a Gaussian process with a deep neural network and train it with a meta-learning procedure. We present analytical and empirical evidence that mean function learning can be superior to kernel learning alone, particularly if data is scarce.
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Projectors separating spectra for $L^2$ on symmetric spaces $GL(n,\C)/GL(n,\R)$
The Plancherel decomposition of $L^2$ on a pseudo-Riemannian symmetric space $GL(n,C)/GL(n,R)$ has spectrum of $[n/2]$ types. We write explicitly orthogonal projectors separating spectrum into uniform pieces
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On the continued fraction expansion of absolutely normal numbers
We construct an absolutely normal number whose continued fraction expansion is normal in the sense that it contains all finite patterns of partial quotients with the expected asymptotic frequency as given by the Gauss-Kuzmin measure. The construction is based on ideas of Sierpinski and uses a large deviations theorem for sums of mixing random variables.
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Talking Open Data
Enticing users into exploring Open Data remains an important challenge for the whole Open Data paradigm. Standard stock interfaces often used by Open Data portals are anything but inspiring even for tech-savvy users, let alone those without an articulated interest in data science. To address a broader range of citizens, we designed an open data search interface supporting natural language interactions via popular platforms like Facebook and Skype. Our data-aware chatbot answers search requests and suggests relevant open datasets, bringing fun factor and a potential of viral dissemination into Open Data exploration. The current system prototype is available for Facebook (this https URL) and Skype (this https URL) users.
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Static non-reciprocity in mechanical metamaterials
Reciprocity is a fundamental principle governing various physical systems, which ensures that the transfer function between any two points in space is identical, regardless of geometrical or material asymmetries. Breaking this transmission symmetry offers enhanced control over signal transport, isolation and source protection. So far, devices that break reciprocity have been mostly considered in dynamic systems, for electromagnetic, acoustic and mechanical wave propagation associated with spatio-temporal variations. Here we show that it is possible to strongly break reciprocity in static systems, realizing mechanical metamaterials that, by combining large nonlinearities with suitable geometrical asymmetries, and possibly topological features, exhibit vastly different output displacements under excitation from different sides, as well as one-way displacement amplification. In addition to extending non-reciprocity and isolation to statics, our work sheds new light on the understanding of energy propagation in non-linear materials with asymmetric crystalline structures and topological properties, opening avenues for energy absorption, conversion and harvesting, soft robotics, prosthetics and optomechanics.
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A forward-adjoint operator pair based on the elastic wave equation for use in transcranial photoacoustic tomography
Photoacoustic computed tomography (PACT) is an emerging imaging modality that exploits optical contrast and ultrasonic detection principles to form images of the photoacoustically induced initial pressure distribution within tissue. The PACT reconstruction problem corresponds to an inverse source problem in which the initial pressure distribution is recovered from measurements of the radiated wavefield. A major challenge in transcranial PACT brain imaging is compensation for aberrations in the measured data due to the presence of the skull. Ultrasonic waves undergo absorption, scattering and longitudinal-to-shear wave mode conversion as they propagate through the skull. To properly account for these effects, a wave-equation-based inversion method should be employed that can model the heterogeneous elastic properties of the skull. In this work, a forward model based on a finite-difference time-domain discretization of the three-dimensional elastic wave equation is established and a procedure for computing the corresponding adjoint of the forward operator is presented. Massively parallel implementations of these operators employing multiple graphics processing units (GPUs) are also developed. The developed numerical framework is validated and investigated in computer-simulation and experimental phantom studies whose designs are motivated by transcranial PACT applications.
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Sewing Riemannian Manifolds with Positive Scalar Curvature
We explore to what extent one may hope to preserve geometric properties of three dimensional manifolds with lower scalar curvature bounds under Gromov-Hausdorff and Intrinsic Flat limits. We introduce a new construction, called sewing, of three dimensional manifolds that preserves positive scalar curvature. We then use sewing to produce sequences of such manifolds which converge to spaces that fail to have nonnegative scalar curvature in a standard generalized sense. Since the notion of nonnegative scalar curvature is not strong enough to persist alone, we propose that one pair a lower scalar curvature bound with a lower bound on the area of a closed minimal surface when taking sequences as this will exclude the possibility of sewing of manifolds.
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Concentration of quadratic forms under a Bernstein moment assumption
A concentration result for quadratic form of independent subgaussian random variables is derived. If the moments of the random variables satisfy a "Bernstein condition", then the variance term of the Hanson-Wright inequality can be improved. The Bernstein condition is satisfied, for instance, by all log-concave subgaussian distributions.
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Short DNA persistence length in a mesoscopic helical model
The flexibility of short DNA chains is investigated via computation of the average correlation function between dimers which defines the persistence length. Path integration techniques have been applied to confine the phase space available to base pair fluctuations and derive the partition function. The apparent persistence lengths of a set of short chains have been computed as a function of the twist conformation both in the over-twisted and the untwisted regimes, whereby the equilibrium twist is selected by free energy minimization. The obtained values are significantly lower than those generally attributed to kilo-base long DNA. This points to an intrinsic helix flexibility at short length scales, arising from large fluctuational effects and local bending, in line with recent experimental indications. The interplay between helical untwisting and persistence length has been discussed for a heterogeneous fragment by weighing the effects of the sequence specificities through the non-linear stacking potential.
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