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Title: An elementary approach to extreme values theory
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Abstract: This note presents a rather intuitive approach to extreme value theory. This approach was devised mostly for pedagogical reason.
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Title: A Bayesian Framework for Collaborative Multi-Source Signal Detection
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Abstract: This paper introduces a Bayesian framework to detect multiple signals embedded in noisy observations from a sensor array. For various states of knowledge on the communication channel and the noise at the receiving sensors, a marginalization procedure based on recent tools of finite random matrix theory, in conjunction with the maximum entropy principle, is used to compute the hypothesis selection criterion. Quite remarkably, explicit expressions for the Bayesian detector are derived which enable to decide on the presence of signal sources in a noisy wireless environment. The proposed Bayesian detector is shown to outperform the classical power detector when the noise power is known and provides very good performance for limited knowledge on the noise power. Simulations corroborate the theoretical results and quantify the gain achieved using the proposed Bayesian framework.
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Title: Distributed Constrained Optimization with Semicoordinate Transformations
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Abstract: Recent work has shown how information theory extends conventional full-rationality game theory to allow bounded rational agents. The associated mathematical framework can be used to solve constrained optimization problems. This is done by translating the problem into an iterated game, where each agent controls a different variable of the problem, so that the joint probability distribution across the agents' moves gives an expected value of the objective function. The dynamics of the agents is designed to minimize a Lagrangian function of that joint distribution. Here we illustrate how the updating of the Lagrange parameters in the Lagrangian is a form of automated annealing, which focuses the joint distribution more and more tightly about the joint moves that optimize the objective function. We then investigate the use of ``semicoordinate'' variable transformations. These separate the joint state of the agents from the variables of the optimization problem, with the two connected by an onto mapping. We present experiments illustrating the ability of such transformations to facilitate optimization. We focus on the special kind of transformation in which the statistically independent states of the agents induces a mixture distribution over the optimization variables. Computer experiment illustrate this for $k$-sat constraint satisfaction problems and for unconstrained minimization of $NK$ functions.
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Title: \'Etude longitudinale d'une proc\'edure de mod\'elisation de connaissances en mati\`ere de gestion du territoire agricole
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Abstract: This paper gives an introduction to this issue, and presents the framework and the main steps of the Rosa project. Four teams of researchers, agronomists, computer scientists, psychologists and linguists were involved during five years within this project that aimed at the development of a knowledge based system. The purpose of the Rosa system is the modelling and the comparison of farm spatial organizations. It relies on a formalization of agronomical knowledge and thus induces a joint knowledge building process involving both the agronomists and the computer scientists. The paper describes the steps of the modelling process as well as the filming procedures set up by the psychologists and linguists in order to make explicit and to analyze the underlying knowledge building process.
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Title: Mining Complex Hydrobiological Data with Galois Lattices
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Abstract: We have used Galois lattices for mining hydrobiological data. These data are about macrophytes, that are macroscopic plants living in water bodies. These plants are characterized by several biological traits, that own several modalities. Our aim is to cluster the plants according to their common traits and modalities and to find out the relations between traits. Galois lattices are efficient methods for such an aim, but apply on binary data. In this article, we detail a few approaches we used to transform complex hydrobiological data into binary data and compare the first results obtained thanks to Galois lattices.
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Title: Statistical ranking and combinatorial Hodge theory
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Abstract: We propose a number of techniques for obtaining a global ranking from data that may be incomplete and imbalanced -- characteristics almost universal to modern datasets coming from e-commerce and internet applications. We are primarily interested in score or rating-based cardinal data. From raw ranking data, we construct pairwise rankings, represented as edge flows on an appropriate graph. Our statistical ranking method uses the graph Helmholtzian, the graph theoretic analogue of the Helmholtz operator or vector Laplacian, in much the same way the graph Laplacian is an analogue of the Laplace operator or scalar Laplacian. We study the graph Helmholtzian using combinatorial Hodge theory: we show that every edge flow representing pairwise ranking can be resolved into two orthogonal components, a gradient flow that represents the L2-optimal global ranking and a divergence-free flow (cyclic) that measures the validity of the global ranking obtained -- if this is large, then the data does not have a meaningful global ranking. This divergence-free flow can be further decomposed orthogonally into a curl flow (locally cyclic) and a harmonic flow (locally acyclic but globally cyclic); these provides information on whether inconsistency arises locally or globally. An obvious advantage over the NP-hard Kemeny optimization is that discrete Hodge decomposition may be computed via a linear least squares regression. We also investigated the L1-projection of edge flows, showing that this is dual to correlation maximization over bounded divergence-free flows, and the L1-approximate sparse cyclic ranking, showing that this is dual to correlation maximization over bounded curl-free flows. We discuss relations with Kemeny optimization, Borda count, and Kendall-Smith consistency index from social choice theory and statistics.
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Title: Improved Estimation of High-dimensional Ising Models
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Abstract: We consider the problem of jointly estimating the parameters as well as the structure of binary valued Markov Random Fields, in contrast to earlier work that focus on one of the two problems. We formulate the problem as a maximization of $\ell_1$-regularized surrogate likelihood that allows us to find a sparse solution. Our optimization technique efficiently incorporates the cutting-plane algorithm in order to obtain a tighter outer bound on the marginal polytope, which results in improvement of both parameter estimates and approximation to marginals. On synthetic data, we compare our algorithm on the two estimation tasks to the other existing methods. We analyze the method in the high-dimensional setting, where the number of dimensions $p$ is allowed to grow with the number of observations $n$. The rate of convergence of the estimate is demonstrated to depend explicitly on the sparsity of the underlying graph.
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Title: Adaptive Base Class Boost for Multi-class Classification
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Abstract: We develop the concept of ABC-Boost (Adaptive Base Class Boost) for multi-class classification and present ABC-MART, a concrete implementation of ABC-Boost. The original MART (Multiple Additive Regression Trees) algorithm has been very successful in large-scale applications. For binary classification, ABC-MART recovers MART. For multi-class classification, ABC-MART considerably improves MART, as evaluated on several public data sets.
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Title: The Application of Fuzzy Logic to Collocation Extraction
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Abstract: Collocations are important for many tasks of Natural language processing such as information retrieval, machine translation, computational lexicography etc. So far many statistical methods have been used for collocation extraction. Almost all the methods form a classical crisp set of collocation. We propose a fuzzy logic approach of collocation extraction to form a fuzzy set of collocations in which each word combination has a certain grade of membership for being collocation. Fuzzy logic provides an easy way to express natural language into fuzzy logic rules. Two existing methods; Mutual information and t-test have been utilized for the input of the fuzzy inference system. The resulting membership function could be easily seen and demonstrated. To show the utility of the fuzzy logic some word pairs have been examined as an example. The working data has been based on a corpus of about one million words contained in different novels constituting project Gutenberg available on www.gutenberg.org. The proposed method has all the advantages of the two methods, while overcoming their drawbacks. Hence it provides a better result than the two methods.
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Title: Optimal sequential multiple hypothesis tests
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Abstract: This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings are considered. The structure of optimal sequential tests is characterized.
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Title: Modeling Social Annotation: a Bayesian Approach
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Abstract: Collaborative tagging systems, such as Delicious, CiteULike, and others, allow users to annotate resources, e.g., Web pages or scientific papers, with descriptive labels called tags. The social annotations contributed by thousands of users, can potentially be used to infer categorical knowledge, classify documents or recommend new relevant information. Traditional text inference methods do not make best use of social annotation, since they do not take into account variations in individual users' perspectives and vocabulary. In a previous work, we introduced a simple probabilistic model that takes interests of individual annotators into account in order to find hidden topics of annotated resources. Unfortunately, that approach had one major shortcoming: the number of topics and interests must be specified a priori. To address this drawback, we extend the model to a fully Bayesian framework, which offers a way to automatically estimate these numbers. In particular, the model allows the number of interests and topics to change as suggested by the structure of the data. We evaluate the proposed model in detail on the synthetic and real-world data by comparing its performance to Latent Dirichlet Allocation on the topic extraction task. For the latter evaluation, we apply the model to infer topics of Web resources from social annotations obtained from Delicious in order to discover new resources similar to a specified one. Our empirical results demonstrate that the proposed model is a promising method for exploiting social knowledge contained in user-generated annotations.
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Title: Modeling Microscopic Chemical Sensors in Capillaries
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Abstract: Nanotechnology-based microscopic robots could provide accurate in vivo measurement of chemicals in the bloodstream for detailed biological research and as an aid to medical treatment. Quantitative performance estimates of such devices require models of how chemicals in the blood diffuse to the devices. This paper models microscopic robots and red blood cells (erythrocytes) in capillaries using realistic distorted cell shapes. The models evaluate two sensing scenarios: robots moving with the cells past a chemical source on the vessel wall, and robots attached to the wall for longer-term chemical monitoring. Using axial symmetric geometry with realistic flow speeds and diffusion coefficients, we compare detection performance with a simpler model that does not include the cells. The average chemical absorption is quantitatively similar in both models, indicating the simpler model is an adequate design guide to sensor performance in capillaries. However, determining the variation in forces and absorption as cells move requires the full model.
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Title: Markov switching negative binomial models: an application to vehicle accident frequencies
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Abstract: In this paper, two-state Markov switching models are proposed to study accident frequencies. These models assume that there are two unobserved states of roadway safety, and that roadway entities (roadway segments) can switch between these states over time. The states are distinct, in the sense that in the different states accident frequencies are generated by separate counting processes (by separate Poisson or negative binomial processes). To demonstrate the applicability of the approach presented herein, two-state Markov switching negative binomial models are estimated using five-year accident frequencies on Indiana interstate highway segments. Bayesian inference methods and Markov Chain Monte Carlo (MCMC) simulations are used for model estimation. The estimated Markov switching models result in a superior statistical fit relative to the standard (single-state) negative binomial model. It is found that the more frequent state is safer and it is correlated with better weather conditions. The less frequent state is found to be less safe and to be correlated with adverse weather conditions.
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Title: Airport Gate Assignment: New Model and Implementation
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Abstract: Airport gate assignment is of great importance in airport operations. In this paper, we study the Airport Gate Assignment Problem (AGAP), propose a new model and implement the model with Optimization Programming language (OPL). With the objective to minimize the number of conflicts of any two adjacent aircrafts assigned to the same gate, we build a mathematical model with logical constraints and the binary constraints, which can provide an efficient evaluation criterion for the Airlines to estimate the current gate assignment. To illustrate the feasibility of the model we construct experiments with the data obtained from Continental Airlines, Houston Gorge Bush Intercontinental Airport IAH, which indicate that our model is both energetic and effective. Moreover, we interpret experimental results, which further demonstrate that our proposed model can provide a powerful tool for airline companies to estimate the efficiency of their current work of gate assignment.
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Title: Stability Bound for Stationary Phi-mixing and Beta-mixing Processes
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Abstract: Most generalization bounds in learning theory are based on some measure of the complexity of the hypothesis class used, independently of any algorithm. In contrast, the notion of algorithmic stability can be used to derive tight generalization bounds that are tailored to specific learning algorithms by exploiting their particular properties. However, as in much of learning theory, existing stability analyses and bounds apply only in the scenario where the samples are independently and identically distributed. In many machine learning applications, however, this assumption does not hold. The observations received by the learning algorithm often have some inherent temporal dependence. This paper studies the scenario where the observations are drawn from a stationary phi-mixing or beta-mixing sequence, a widely adopted assumption in the study of non-i.i.d. processes that implies a dependence between observations weakening over time. We prove novel and distinct stability-based generalization bounds for stationary phi-mixing and beta-mixing sequences. These bounds strictly generalize the bounds given in the i.i.d. case and apply to all stable learning algorithms, thereby extending the use of stability-bounds to non-i.i.d. scenarios. We also illustrate the application of our phi-mixing generalization bounds to general classes of learning algorithms, including Support Vector Regression, Kernel Ridge Regression, and Support Vector Machines, and many other kernel regularization-based and relative entropy-based regularization algorithms. These novel bounds can thus be viewed as the first theoretical basis for the use of these algorithms in non-i.i.d. scenarios.
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Title: Artificial Intelligence Techniques for Steam Generator Modelling
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Abstract: This paper investigates the use of different Artificial Intelligence methods to predict the values of several continuous variables from a Steam Generator. The objective was to determine how the different artificial intelligence methods performed in making predictions on the given dataset. The artificial intelligence methods evaluated were Neural Networks, Support Vector Machines, and Adaptive Neuro-Fuzzy Inference Systems. The types of neural networks investigated were Multi-Layer Perceptions, and Radial Basis Function. Bayesian and committee techniques were applied to these neural networks. Each of the AI methods considered was simulated in Matlab. The results of the simulations showed that all the AI methods were capable of predicting the Steam Generator data reasonably accurately. However, the Adaptive Neuro-Fuzzy Inference system out performed the other methods in terms of accuracy and ease of implementation, while still achieving a fast execution time as well as a reasonable training time.
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Title: Robust Regression and Lasso
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Abstract: Lasso, or $\ell^1$ regularized least squares, has been explored extensively for its remarkable sparsity properties. It is shown in this paper that the solution to Lasso, in addition to its sparsity, has robustness properties: it is the solution to a robust optimization problem. This has two important consequences. First, robustness provides a connection of the regularizer to a physical property, namely, protection from noise. This allows a principled selection of the regularizer, and in particular, generalizations of Lasso that also yield convex optimization problems are obtained by considering different uncertainty sets. Secondly, robustness can itself be used as an avenue to exploring different properties of the solution. In particular, it is shown that robustness of the solution explains why the solution is sparse. The analysis as well as the specific results obtained differ from standard sparsity results, providing different geometric intuition. Furthermore, it is shown that the robust optimization formulation is related to kernel density estimation, and based on this approach, a proof that Lasso is consistent is given using robustness directly. Finally, a theorem saying that sparsity and algorithmic stability contradict each other, and hence Lasso is not stable, is presented.
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Title: Necessary Conditions for Discontinuities of Multidimensional Size Functions
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Abstract: Some new results about multidimensional Topological Persistence are presented, proving that the discontinuity points of a k-dimensional size function are necessarily related to the pseudocritical or special values of the associated measuring function.
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Title: Action Theory Evolution
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Abstract: Like any other logical theory, domain descriptions in reasoning about actions may evolve, and thus need revision methods to adequately accommodate new information about the behavior of actions. The present work is about changing action domain descriptions in propositional dynamic logic. Its contribution is threefold: first we revisit the semantics of action theory contraction that has been done in previous work, giving more robust operators that express minimal change based on a notion of distance between Kripke-models. Second we give algorithms for syntactical action theory contraction and establish their correctness w.r.t. our semantics. Finally we state postulates for action theory contraction and assess the behavior of our operators w.r.t. them. Moreover, we also address the revision counterpart of action theory change, showing that it benefits from our semantics for contraction.
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Title: The Expressive Power of Binary Submodular Functions
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Abstract: It has previously been an open problem whether all Boolean submodular functions can be decomposed into a sum of binary submodular functions over a possibly larger set of variables. This problem has been considered within several different contexts in computer science, including computer vision, artificial intelligence, and pseudo-Boolean optimisation. Using a connection between the expressive power of valued constraints and certain algebraic properties of functions, we answer this question negatively. Our results have several corollaries. First, we characterise precisely which submodular functions of arity 4 can be expressed by binary submodular functions. Next, we identify a novel class of submodular functions of arbitrary arities which can be expressed by binary submodular functions, and therefore minimised efficiently using a so-called expressibility reduction to the Min-Cut problem. More importantly, our results imply limitations on this kind of reduction and establish for the first time that it cannot be used in general to minimise arbitrary submodular functions. Finally, we refute a conjecture of Promislow and Young on the structure of the extreme rays of the cone of Boolean submodular functions.
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Title: Land Cover Mapping Using Ensemble Feature Selection Methods
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Abstract: Ensemble classification is an emerging approach to land cover mapping whereby the final classification output is a result of a consensus of classifiers. Intuitively, an ensemble system should consist of base classifiers which are diverse i.e. classifiers whose decision boundaries err differently. In this paper ensemble feature selection is used to impose diversity in ensembles. The features of the constituent base classifiers for each ensemble were created through an exhaustive search algorithm using different separability indices. For each ensemble, the classification accuracy was derived as well as a diversity measure purported to give a measure of the inensemble diversity. The correlation between ensemble classification accuracy and diversity measure was determined to establish the interplay between the two variables. From the findings of this paper, diversity measures as currently formulated do not provide an adequate means upon which to constitute ensembles for land cover mapping.
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Title: A Multivariate Regression Approach to Association Analysis of Quantitative Trait Network
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Abstract: Many complex disease syndromes such as asthma consist of a large number of highly related, rather than independent, clinical phenotypes, raising a new technical challenge in identifying genetic variations associated simultaneously with correlated traits. In this study, we propose a new statistical framework called graph-guided fused lasso (GFlasso) to address this issue in a principled way. Our approach explicitly represents the dependency structure among the quantitative traits as a network, and leverages this trait network to encode structured regularizations in a multivariate regression model over the genotypes and traits, so that the genetic markers that jointly influence subgroups of highly correlated traits can be detected with high sensitivity and specificity. While most of the traditional methods examined each phenotype independently and combined the results afterwards, our approach analyzes all of the traits jointly in a single statistical method, and borrow information across correlated phenotypes to discover the genetic markers that perturbe a subset of correlated triats jointly rather than a single trait. Using simulated datasets based on the HapMap consortium data and an asthma dataset, we compare the performance of our method with the single-marker analysis, and other sparse regression methods such as the ridge regression and the lasso that do not use any structural information in the traits. Our results show that there is a significant advantage in detecting the true causal SNPs when we incorporate the correlation pattern in traits using our proposed methods.
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Title: P-values for high-dimensional regression
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Abstract: Assigning significance in high-dimensional regression is challenging. Most computationally efficient selection algorithms cannot guard against inclusion of noise variables. Asymptotically valid p-values are not available. An exception is a recent proposal by Wasserman and Roeder (2008) which splits the data into two parts. The number of variables is then reduced to a manageable size using the first split, while classical variable selection techniques can be applied to the remaining variables, using the data from the second split. This yields asymptotic error control under minimal conditions. It involves, however, a one-time random split of the data. Results are sensitive to this arbitrary choice: it amounts to a `p-value lottery' and makes it difficult to reproduce results. Here, we show that inference across multiple random splits can be aggregated, while keeping asymptotic control over the inclusion of noise variables. We show that the resulting p-values can be used for control of both family-wise error (FWER) and false discovery rate (FDR). In addition, the proposed aggregation is shown to improve power while reducing the number of falsely selected variables substantially.
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Title: Modeling Cultural Dynamics
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Abstract: EVOC (for EVOlution of Culture) is a computer model of culture that enables us to investigate how various factors such as barriers to cultural diffusion, the presence and choice of leaders, or changes in the ratio of innovation to imitation affect the diversity and effectiveness of ideas. It consists of neural network based agents that invent ideas for actions, and imitate neighbors' actions. The model is based on a theory of culture according to which what evolves through culture is not memes or artifacts, but the internal models of the world that give rise to them, and they evolve not through a Darwinian process of competitive exclusion but a Lamarckian process involving exchange of innovation protocols. EVOC shows an increase in mean fitness of actions over time, and an increase and then decrease in the diversity of actions. Diversity of actions is positively correlated with population size and density, and with barriers between populations. Slowly eroding borders increase fitness without sacrificing diversity by fostering specialization followed by sharing of fit actions. Introducing a leader that broadcasts its actions throughout the population increases the fitness of actions but reduces diversity of actions. Increasing the number of leaders reduces this effect. Efforts are underway to simulate the conditions under which an agent immigrating from one culture to another contributes new ideas while still fitting in.
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Title: The "north pole problem" and random orthogonal matrices
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Abstract: This paper is motivated by the following observation. Take a 3 x 3 random (Haar distributed) orthogonal matrix $\Gamma$, and use it to "rotate" the north pole, $x_0$ say, on the unit sphere in $R^3$. This then gives a point $u=\Gamma x_0$ that is uniformly distributed on the unit sphere. Now use the same orthogonal matrix to transform u, giving $v=\Gamma u=\Gamma^2 x_0$. Simulations reported in Marzetta et al (2002) suggest that v is more likely to be in the northern hemisphere than in the southern hemisphere, and, morever, that $w=\Gamma^3 x_0$ has higher probability of being closer to the poles $\pm x_0$ than the uniformly distributed point u. In this paper we prove these results, in the general setting of dimension $p\ge 3$, by deriving the exact distributions of the relevant components of u and v. The essential questions answered are the following. Let x be any fixed point on the unit sphere in $R^p$, where $p\ge 3$. What are the distributions of $U_2=x'\Gamma^2 x$ and $U_3=x'\Gamma^3 x$? It is clear by orthogonal invariance that these distribution do not depend on x, so that we can, without loss of generality, take x to be $x_0=(1,0,...,0)'\in R^p$. Call this the "north pole". Then $x_0'\Gamma^ k x_0$ is the first component of the vector $\Gamma^k x_0$. We derive stochastic representations for the exact distributions of $U_2$ and $U_3$ in terms of random variables with known distributions.
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Title: An Algorithm for Unconstrained Quadratically Penalized Convex Optimization
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Abstract: A descent algorithm, "Quasi-Quadratic Minimization with Memory" (QQMM), is proposed for unconstrained minimization of the sum, $F$, of a non-negative convex function, $V$, and a quadratic form. Such problems come up in regularized estimation in machine learning and statistics. In addition to values of $F$, QQMM requires the (sub)gradient of $V$. Two features of QQMM help keep low the number of evaluations of the objective function it needs. First, QQMM provides good control over stopping the iterative search. This feature makes QQMM well adapted to statistical problems because in such problems the objective function is based on random data and therefore stopping early is sensible. Secondly, QQMM uses a complex method for determining trial minimizers of $F$. After a description of the problem and algorithm a simulation study comparing QQMM to the popular BFGS optimization algorithm is described. The simulation study and other experiments suggest that QQMM is generally substantially faster than BFGS in the problem domain for which it was designed. A QQMM-BFGS hybrid is also generally substantially faster than BFGS but does better than QQMM when QQMM is very slow.
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Title: Exact phase transition of backtrack-free search with implications on the power of greedy algorithms
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Abstract: Backtracking is a basic strategy to solve constraint satisfaction problems (CSPs). A satisfiable CSP instance is backtrack-free if a solution can be found without encountering any dead-end during a backtracking search, implying that the instance is easy to solve. We prove an exact phase transition of backtrack-free search in some random CSPs, namely in Model RB and in Model RD. This is the first time an exact phase transition of backtrack-free search can be identified on some random CSPs. Our technical results also have interesting implications on the power of greedy algorithms, on the width of random hypergraphs and on the exact satisfiability threshold of random CSPs.
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Title: Deformed Statistics Formulation of the Information Bottleneck Method
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Abstract: The theoretical basis for a candidate variational principle for the information bottleneck (IB) method is formulated within the ambit of the generalized nonadditive statistics of Tsallis. Given a nonadditivity parameter $ q $, the role of the of nonadditive statistics ($ q^*=2-q $) in relating Tsallis entropies for ranges of the nonadditivity parameter $ q < 1 $ and $ q > 1 $ is described. Defining $ X $, $ \tilde X $, and $ Y $ to be the source alphabet, the compressed reproduction alphabet, and, the respectively, it is demonstrated that minimization of a generalized IB (gIB) Lagrangian defined in terms of the nonadditivity parameter $ q^* $ self-consistently yields the to be the \textit$ q $-deformed generalized Kullback-Leibler divergence: $ D_K-L^q[p(Y|X)||p(Y|\tilde X)] $. This result is achieved without enforcing any assumptions. Next, it is proven that the $q^*-deformed $ nonadditive free energy of the system is non-negative and convex. Finally, the update equations for the gIB method are derived. These results generalize critical features of the IB method to the case of Tsallis statistics.
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Title: Faster Retrieval with a Two-Pass Dynamic-Time-Warping Lower Bound
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Abstract: The Dynamic Time Warping (DTW) is a popular similarity measure between time series. The DTW fails to satisfy the triangle inequality and its computation requires quadratic time. Hence, to find closest neighbors quickly, we use bounding techniques. We can avoid most DTW computations with an inexpensive lower bound (LB Keogh). We compare LB Keogh with a tighter lower bound (LB Improved). We find that LB Improved-based search is faster. As an example, our approach is 2-3 times faster over random-walk and shape time series.
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Title: chi2TeX Semi-automatic translation from chiwriter to LaTeX
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Abstract: Semi-automatic translation of math-filled book from obsolete ChiWriter format to LaTeX. Is it possible? Idea of criterion whether to use automatic or hand mode for translation. Illustrations.
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Title: On the computation of classical, boolean and free cumulants
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Abstract: This paper introduces a simple and computationally efficient algorithm for conversion formulae between moments and cumulants. The algorithm provides just one formula for classical, boolean and free cumulants. This is realized by using a suitable polynomial representation of Abel polynomials. The algorithm relies on the classical umbral calculus, a symbolic language introduced by Rota and Taylor in 1994, that is particularly suited to be implemented by using software for symbolic computations. Here we give a MAPLE procedure. Comparisons with existing procedures, especially for conversions between moments and free cumulants, as well as examples of applications to some well-known distributions (classical and free) end the paper.
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Title: Approximate Bayesian computation (ABC) gives exact results under the assumption of model error
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Abstract: Approximate Bayesian computation (ABC) or likelihood-free inference algorithms are used to find approximations to posterior distributions without making explicit use of the likelihood function, depending instead on simulation of sample data sets from the model. In this paper we show that under the assumption of the existence of a uniform additive model error term, ABC algorithms give exact results when sufficient summaries are used. This interpretation allows the approximation made in many previous application papers to be understood, and should guide the choice of metric and tolerance in future work. ABC algorithms can be generalized by replacing the 0-1 cut-off with an acceptance probability that varies with the distance of the simulated data from the observed data. The acceptance density gives the distribution of the error term, enabling the uniform error usually used to be replaced by a general distribution. This generalization can also be applied to approximate Markov chain Monte Carlo algorithms. In light of this work, ABC algorithms can be seen as calibration techniques for implicit stochastic models, inferring parameter values in light of the computer model, data, prior beliefs about the parameter values, and any measurement or model errors.
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Title: Kernel Regression by Mode Calculation of the Conditional Probability Distribution
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Abstract: The most direct way to express arbitrary dependencies in datasets is to estimate the joint distribution and to apply afterwards the argmax-function to obtain the mode of the corresponding conditional distribution. This method is in practice difficult, because it requires a global optimization of a complicated function, the joint distribution by fixed input variables. This article proposes a method for finding global maxima if the joint distribution is modeled by a kernel density estimation. Some experiments show advantages and shortcomings of the resulting regression method in comparison to the standard Nadaraya-Watson regression technique, which approximates the optimum by the expectation value.
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