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Efficient Constrained Tensor Factorization by Alternating Optimization with Primal-Dual Splitting
Tensor factorization with hard and/or soft constraints has played an important role in signal processing and data analysis. However, existing algorithms for constrained tensor factorization have two drawbacks: (i) they require matrix-inversion; and (ii) they cannot (or at least is very difficult to) handle structured regularizations. We propose a new tensor factorization algorithm that circumvents these drawbacks. The proposed method is built upon alternating optimization, and each subproblem is solved by a primal-dual splitting algorithm, yielding an efficient and flexible algorithmic framework to constrained tensor factorization. The advantages of the proposed method over a state-of-the-art constrained tensor factorization algorithm, called AO-ADMM, are demonstrated on regularized nonnegative tensor factorization.
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Replay spoofing detection system for automatic speaker verification using multi-task learning of noise classes
In this paper, we propose a replay attack spoofing detection system for automatic speaker verification using multitask learning of noise classes. We define the noise that is caused by the replay attack as replay noise. We explore the effectiveness of training a deep neural network simultaneously for replay attack spoofing detection and replay noise classification. The multi-task learning includes classifying the noise of playback devices, recording environments, and recording devices as well as the spoofing detection. Each of the three types of the noise classes also includes a genuine class. The experiment results on the ASVspoof2017 datasets demonstrate that the performance of our proposed system is improved by 30% relatively on the evaluation set.
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On One Property of Tikhonov Regularization Algorithm
For linear inverse problem with Gaussian random noise we show that Tikhonov regularization algorithm is minimax in the class of linear estimators and is asymptotically minimax in the sense of sharp asymptotic in the class of all estimators. The results are valid if some a priori information on a Fourier coefficients of solution is provided. For trigonometric basis this a priori information implies that the solution belongs to a ball in Besov space $B^r_{2\infty}$.
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Observation of Extra Photon Recoil in a Distorted Optical Field
Light carries momentum which induces on atoms a recoil for each photon absorbed. In vacuum, for a monochromatic beam of frequency $\nu$, the global momentum per photon is bounded by general principles and is smaller than $h \nu/c$ leading to a limit on the recoil. However, locally this limit can be broken. In this paper, we give a general formula to calculate the recoil in vacuum. We show that in a laser beam with a distorted optical field, there are regions where the recoil can be higher than this limit. Using atoms placed in those regions we are able to measure directly the extra recoil.
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Weak Poincaré Inequalities for Convergence Rate of Degenerate Diffusion Processes
For a contraction $C_0$-semigroup on a separable Hilbert space, the decay rate is estimated by using the weak Poincaré inequalities for the symmetric and anti-symmetric part of the generator. As applications, non-exponential convergence rate is characterized for a class of degenerate diffusion processes, so that the study of hypocoercivity is extended. Concrete examples are presented.
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rTraceroute: Réunion Traceroute Visualisation
Traceroute is the main tools to explore Internet path. It provides limited information about each node along the path. However, Traceroute cannot go further in statistics analysis, or \emph{Man-Machine Interface (MMI)}. Indeed, there are no graphical tool that is able to draw all paths used by IP routes. We present a new tool that can handle more than 1,000 Traceroute results, map them, identify graphically MPLS links, get information of usage of all routes (in percent) to improve the knowledge between countries' links. rTraceroute want to go deeper in usage of atomic traces. In this paper, we will discuss the concept of rTraceroute and present some example of usage.
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Effects of heterogeneity in site-site couplings for tight-binding models on scale-invariant structures
We studied the thermodynamic behaviors of non-interacting bosons and fermions trapped by a scale-invariant branching structure of adjustable degree of heterogeneity. The full energy spectrum in tight-binding approximation was analytically solved . We found that the log-periodic oscillation of the specific heat for Fermi gas depended on the heterogeneity of hopping. Also, low dimensional Bose-Einstein condensation occurred only for non-homogeneous setup.
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Are generative deep models for novelty detection truly better?
Many deep models have been recently proposed for anomaly detection. This paper presents comparison of selected generative deep models and classical anomaly detection methods on an extensive number of non--image benchmark datasets. We provide statistical comparison of the selected models, in many configurations, architectures and hyperparamaters. We arrive to conclusion that performance of the generative models is determined by the process of selection of their hyperparameters. Specifically, performance of the deep generative models deteriorates with decreasing amount of anomalous samples used in hyperparameter selection. In practical scenarios of anomaly detection, none of the deep generative models systematically outperforms the kNN.
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Minimizing the waiting time for a one-way shuttle service
Consider a terminal in which users arrive continuously over a finite period of time at a variable rate known in advance. A fleet of shuttles has to carry the users over a fixed trip. What is the shuttle schedule that minimizes their waiting time? This is the question addressed in the present paper. We propose efficient algorithms for several variations of this question with proven performance guarantees. The techniques used are of various types (convex optimization, shortest paths,...). The paper ends with numerical experiments showing that most of our algorithms behave also well in practice.
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Two weight bump conditions for matrix weights
In this paper we extend the theory of two weight, $A_p$ bump conditions to the setting of matrix weights. We prove two matrix weight inequalities for fractional maximal operators, fractional and singular integrals, sparse operators and averaging operators. As applications we prove quantitative, one weight estimates, in terms of the matrix $A_p$ constant, for singular integrals, and prove a Poincaré inequality related to those that appear in the study of degenerate elliptic PDEs.
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Legendrian ribbons and strongly quasipositive links in an open book
We show that a link in an open book can be realized as a strongly quasipositive braid if and only if it bounds a Legendrian ribbon with respect to the associated contact structure. This generalizes a result due to Baader and Ishikawa for links in the three-sphere. We highlight some related techniques for determining whether or not a link is strongly quasipositive, emphasizing applications to fibered links and satellites.
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Δ-cumulants in terms of moments
The \Delta-convolution of real probability measures, introduced by Bożejko, generalizes both free and boolean convolutions. It is linearized by the \Delta-cumulants, and Yoshida gave a combinatorial formula for moments in terms of \Delta-cumulants, that implicitly defines the latter. It relies on the definition of an appropriate weight on noncrossing partitions. We give here two different expressions for the \Delta-cumulants: the first one is a simple variant of Lagrange inversion formula, and the second one is a combinatorial inversion of Yoshida's formula involving Schröder trees.
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A Fully Convolutional Network for Semantic Labeling of 3D Point Clouds
When classifying point clouds, a large amount of time is devoted to the process of engineering a reliable set of features which are then passed to a classifier of choice. Generally, such features - usually derived from the 3D-covariance matrix - are computed using the surrounding neighborhood of points. While these features capture local information, the process is usually time-consuming, and requires the application at multiple scales combined with contextual methods in order to adequately describe the diversity of objects within a scene. In this paper we present a 1D-fully convolutional network that consumes terrain-normalized points directly with the corresponding spectral data,if available, to generate point-wise labeling while implicitly learning contextual features in an end-to-end fashion. Our method uses only the 3D-coordinates and three corresponding spectral features for each point. Spectral features may either be extracted from 2D-georeferenced images, as shown here for Light Detection and Ranging (LiDAR) point clouds, or extracted directly for passive-derived point clouds,i.e. from muliple-view imagery. We train our network by splitting the data into square regions, and use a pooling layer that respects the permutation-invariance of the input points. Evaluated using the ISPRS 3D Semantic Labeling Contest, our method scored second place with an overall accuracy of 81.6%. We ranked third place with a mean F1-score of 63.32%, surpassing the F1-score of the method with highest accuracy by 1.69%. In addition to labeling 3D-point clouds, we also show that our method can be easily extended to 2D-semantic segmentation tasks, with promising initial results.
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Boundedness properties in function spaces
Some boundedness properties of function spaces (considered as topological groups) are studied.
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Linear-size CDAWG: new repetition-aware indexing and grammar compression
In this paper, we propose a novel approach to combine \emph{compact directed acyclic word graphs} (CDAWGs) and grammar-based compression. This leads us to an efficient self-index, called Linear-size CDAWGs (L-CDAWGs), which can be represented with $O(\tilde e_T \log n)$ bits of space allowing for $O(\log n)$-time random and $O(1)$-time sequential accesses to edge labels, and $O(m \log \sigma + occ)$-time pattern matching. Here, $\tilde e_T$ is the number of all extensions of maximal repeats in $T$, $n$ and $m$ are respectively the lengths of the text $T$ and a given pattern, $\sigma$ is the alphabet size, and $occ$ is the number of occurrences of the pattern in $T$. The repetitiveness measure $\tilde e_T$ is known to be much smaller than the text length $n$ for highly repetitive text. For constant alphabets, our L-CDAWGs achieve $O(m + occ)$ pattern matching time with $O(e_T^r \log n)$ bits of space, which improves the pattern matching time of Belazzougui et al.'s run-length BWT-CDAWGs by a factor of $\log \log n$, with the same space complexity. Here, $e_T^r$ is the number of right extensions of maximal repeats in $T$. As a byproduct, our result gives a way of constructing an SLP of size $O(\tilde e_T)$ for a given text $T$ in $O(n + \tilde e_T \log \sigma)$ time.
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Topic Lifecycle on Social Networks: Analyzing the Effects of Semantic Continuity and Social Communities
Topic lifecycle analysis on Twitter, a branch of study that investigates Twitter topics from their birth through lifecycle to death, has gained immense mainstream research popularity. In the literature, topics are often treated as one of (a) hashtags (independent from other hashtags), (b) a burst of keywords in a short time span or (c) a latent concept space captured by advanced text analysis methodologies, such as Latent Dirichlet Allocation (LDA). The first two approaches are not capable of recognizing topics where different users use different hashtags to express the same concept (semantically related), while the third approach misses out the user's explicit intent expressed via hashtags. In our work, we use a word embedding based approach to cluster different hashtags together, and the temporal concurrency of the hashtag usages, thus forming topics (a semantically and temporally related group of hashtags).We present a novel analysis of topic lifecycles with respect to communities. We characterize the participation of social communities in the topic clusters, and analyze the lifecycle of topic clusters with respect to such participation. We derive first-of-its-kind novel insights with respect to the complex evolution of topics over communities and time: temporal morphing of topics over hashtags within communities, how the hashtags die in some communities but morph into some other hashtags in some other communities (that, it is a community-level phenomenon), and how specific communities adopt to specific hashtags. Our work is fundamental in the space of topic lifecycle modeling and understanding in communities: it redefines our understanding of topic lifecycles and shows that the social boundaries of topic lifecycles are deeply ingrained with community behavior.
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Unstable Footwear as a Speed-Dependent Noise-Based Training Gear to Exercise Inverted Pendulum Motion During Walking
Previous research on unstable footwear has suggested that it may induce plantar mechanical noise during walking. The purpose of this study was to explore whether unstable footwear could be considered as a noise-based training gear to exercise body center of mass (CoM) motion during walking or not. Ground reaction forces were collected among 24 healthy young women walking at speeds between 3 and 6 km h-1 with control running shoes and unstable rocker-bottom shoes. The external mechanical work, the recovery of mechanical energy of the CoM during and within the step cycles, and the phase shift between potential and kinetic energy curves of the CoM were computed. Our findings support the idea that unstable rocker-bottom footwear could serve as a speed-dependent noise- based training gear to exercise CoM motion during walking. At slow speed, it acts as a stochastic resonance or facilitator, whereas at brisk speed it acts as a constraint.
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Gaussian autoregressive process with dependent innovations. Some asymptotic results
In this paper we introduce a modified version of a gaussian standard first-order autoregressive process where we allow for a dependence structure between the state variable $Y_{t-1}$ and the next innovation $\xi_t$. We call this model dependent innovations gaussian AR(1) process (DIG-AR(1)). We analyze the moment and temporal dependence properties of the new model. After proving that the OLS estimator does not consistently estimate the autoregressive parameter, we introduce an infeasible estimator and we provide its $\sqrt{T}$-asymptotic normality.
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Structured Peer Learning Program - An Innovative Approach to Computer Science Education
Structured Peer Learning (SPL) is a form of peer-based supplemental instruction that focuses on mentoring, guidance, and development of technical, communication, and social skills in both the students receiving assistance and the students in teaching roles. This paper explores the methodology, efficacy, and reasoning behind the practical realization of a SPL program designed to increase student knowledge and success in undergraduate Computer Science courses. Students expressed an increased level of comfort when asking for help from student teachers versus traditional educational resources, historically showed an increased average grade in lower-level courses, and felt that the program positively impacted their desire to continue in or switch to a Computer major. Additionally, results indicated that advances in programming, analytical thinking, and abstract analysis skills were evident in not only the students but also the student teachers, suggesting a strong bidirectional flow of knowledge.
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Analysis of the possibility for time-optimal control of the scanning system of the GREEN-WAKE's project lidar
The monograph represents analysis of the possibility for time-optimal control of a prototype of an aircraft-mounted scanning-imaging system of a Light Detection and Ranging based wake vortex detection system. The study is a part of the research project "Demonstration of Light Detection and Ranging based wake vortex detection system incorporating an atmospheric hazard map" or GREEN-WAKE (Project ID 213254) of the European Union Seventh Framework Program for Research and Technological Development. The scanning system comprises two light mirror actuators. The study is decomposed into several group of problems. The first and second groups consider the mathematical models of the scanning system and the mirror actuators. The third group of problems deals with the design of closed loop tracking control systems of both the large and small mirror actuators. The control of each one system is synthesized as a near time-optimal control of the precise linear model of the mirror actuator. The control algorithms realize the state of the art method for synthesis of time-optimal control of any order for a class of linear time-optimal control problems developed in the author's dissertation. The last discovers and theoretically proves new properties of a class of linear time-optimal control problems. From the point of view of the control synthesis algorithms the main advantage is that the time-optimal control is produced by a multistage procedure within the class of problems but without the need of describing the hyper-surfaces of switching over. The fourth group of problems considers modeling the real scan picture but with inclusion also of the Coulomb's friction model. The fifth group of problems investigates the ways of improvement of the real scan picture. As a result an excellent repetition and clearness of the scanning alongside with symmetry and matching the scan pattern are seen.
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Machine vs Machine: Minimax-Optimal Defense Against Adversarial Examples
Recently, researchers have discovered that the state-of-the-art object classifiers can be fooled easily by small perturbations in the input unnoticeable to human eyes. It is also known that an attacker can generate strong adversarial examples if she knows the classifier parameters. Conversely, a defender can robustify the classifier by retraining if she has access to the adversarial examples. We explain and formulate this adversarial example problem as a two-player continuous zero-sum game, and demonstrate the fallacy of evaluating a defense or an attack as a static problem. To find the best worst-case defense against whitebox attacks, we propose a continuous minimax optimization algorithm. We demonstrate the minimax defense with two types of attack classes -- gradient-based and neural network-based attacks. Experiments with the MNIST and the CIFAR-10 datasets demonstrate that the defense found by numerical minimax optimization is indeed more robust than non-minimax defenses. We discuss directions for improving the result toward achieving robustness against multiple types of attack classes.
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From Attention to Participation: Reviewing and Modelling Engagement with Computers
Over the last decades, the Internet and mobile technology have consolidated the digital as a public sphere of life. Designers are asked to create engaging digital experiences. However, in some cases engagement is seen as a psychological state, while in others it emphasizes a participative vein. In this paper, I review and discuss both and propose a new definition to clarify the concept engagement with computers. Thus, engagement is a quality of an active connection between a user and a computing product, either a website or a mobile phone app. Studying it requires understanding a set of aspects like the user's affect, motivation and attention, as well as the product's design, content and composition. Finally, I propose explaining these concepts aligned with engagement and integrate them into a preliminary model to measure the manifestations.
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Circularizing Planet Nine through dynamical friction with an extended, cold planetesimal belt
Unexpected clustering in the orbital elements of minor bodies beyond the Kuiper belt has led to speculations that our solar system actually hosts nine planets, the eight established plus a hypothetical "Planet Nine". Several recent studies have shown that a planet with a mass of about 10 Earth masses on a distant eccentric orbit with perihelion far beyond the Kuiper belt could create and maintain this clustering. The evolutionary path resulting in an orbit such as the one suggested for Planet Nine is nevertheless not easily explained. Here we investigate whether a planet scattered away from the giant-planet region could be lifted to an orbit similar to the one suggested for Planet Nine through dynamical friction with a cold, distant planetesimal belt. Recent simulations of planetesimal formation via the streaming instability suggest that planetesimals can readily form beyond 100au. We explore this circularisation by dynamical friction with a set of numerical simulations. We find that a planet that is scattered from the region close to Neptune onto an eccentric orbit has a 20-30% chance of obtaining an orbit similar to that of Planet Nine after 4.6Gyr. Our simulations also result in strong or partial clustering of the planetesimals; however, whether or not this clustering is observable depends on the location of the inner edge of the planetesimal belt. If the inner edge is located at 200au the degree of clustering amongst observable objects is significant.
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Tactics of Adversarial Attack on Deep Reinforcement Learning Agents
We introduce two tactics to attack agents trained by deep reinforcement learning algorithms using adversarial examples, namely the strategically-timed attack and the enchanting attack. In the strategically-timed attack, the adversary aims at minimizing the agent's reward by only attacking the agent at a small subset of time steps in an episode. Limiting the attack activity to this subset helps prevent detection of the attack by the agent. We propose a novel method to determine when an adversarial example should be crafted and applied. In the enchanting attack, the adversary aims at luring the agent to a designated target state. This is achieved by combining a generative model and a planning algorithm: while the generative model predicts the future states, the planning algorithm generates a preferred sequence of actions for luring the agent. A sequence of adversarial examples is then crafted to lure the agent to take the preferred sequence of actions. We apply the two tactics to the agents trained by the state-of-the-art deep reinforcement learning algorithm including DQN and A3C. In 5 Atari games, our strategically timed attack reduces as much reward as the uniform attack (i.e., attacking at every time step) does by attacking the agent 4 times less often. Our enchanting attack lures the agent toward designated target states with a more than 70% success rate. Videos are available at this http URL
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Differentially Private Distributed Learning for Language Modeling Tasks
One of the big challenges in machine learning applications is that training data can be different from the real-world data faced by the algorithm. In language modeling, users' language (e.g. in private messaging) could change in a year and be completely different from what we observe in publicly available data. At the same time, public data can be used for obtaining general knowledge (i.e. general model of English). We study approaches to distributed fine-tuning of a general model on user private data with the additional requirements of maintaining the quality on the general data and minimization of communication costs. We propose a novel technique that significantly improves prediction quality on users' language compared to a general model and outperforms gradient compression methods in terms of communication efficiency. The proposed procedure is fast and leads to an almost 70% perplexity reduction and 8.7 percentage point improvement in keystroke saving rate on informal English texts. We also show that the range of tasks our approach is applicable to is not limited by language modeling only. Finally, we propose an experimental framework for evaluating differential privacy of distributed training of language models and show that our approach has good privacy guarantees.
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Tensor Train Neighborhood Preserving Embedding
In this paper, we propose a Tensor Train Neighborhood Preserving Embedding (TTNPE) to embed multi-dimensional tensor data into low dimensional tensor subspace. Novel approaches to solve the optimization problem in TTNPE are proposed. For this embedding, we evaluate novel trade-off gain among classification, computation, and dimensionality reduction (storage) for supervised learning. It is shown that compared to the state-of-the-arts tensor embedding methods, TTNPE achieves superior trade-off in classification, computation, and dimensionality reduction in MNIST handwritten digits and Weizmann face datasets.
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Explicit three dimensional topology optimization via Moving Morphable Void (MMV) approach
Three dimensional (3D) topology optimization problems always involve huge numbers of Degrees of Freedom (DOFs) in finite element analysis (FEA) and design variables in numerical optimization, respectively. This will inevitably lead to large computational efforts in the solution process. In the present paper, an efficient and explicit topology optimization approach which can reduce not only the number of design variables but also the number of degrees of freedom in FEA is proposed based on the Moving Morphable Voids (MMVs) solution framework. This is achieved by introducing a set of geometry parameters (e.g., control points of B-spline surfaces) to describe the boundary of a structure explicitly and removing the unnecessary DOFs from the FE model at every step of numerical optimization. Numerical examples demonstrate that the proposed approach does can overcome the bottleneck problems associated with a 3D topology optimization problem in a straightforward way and enhance the solution efficiency significantly.
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The index of compact simple Lie groups
Let M be an irreducible Riemannian symmetric space. The index i(M) of M is the minimal codimension of a (non-trivial) totally geodesic submanifold of M. The purpose of this note is to determine the index i(M) for all irreducible Riemannian symmetric spaces M of type (II) and (IV).
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Cell Tracking via Proposal Generation and Selection
Microscopy imaging plays a vital role in understanding many biological processes in development and disease. The recent advances in automation of microscopes and development of methods and markers for live cell imaging has led to rapid growth in the amount of image data being captured. To efficiently and reliably extract useful insights from these captured sequences, automated cell tracking is essential. This is a challenging problem due to large variation in the appearance and shapes of cells depending on many factors including imaging methodology, biological characteristics of cells, cell matrix composition, labeling methodology, etc. Often cell tracking methods require a sequence-specific segmentation method and manual tuning of many tracking parameters, which limits their applicability to sequences other than those they are designed for. In this paper, we propose 1) a deep learning based cell proposal method, which proposes candidates for cells along with their scores, and 2) a cell tracking method, which links proposals in adjacent frames in a graphical model using edges representing different cellular events and poses joint cell detection and tracking as the selection of a subset of cell and edge proposals. Our method is completely automated and given enough training data can be applied to a wide variety of microscopy sequences. We evaluate our method on multiple fluorescence and phase contrast microscopy sequences containing cells of various shapes and appearances from ISBI cell tracking challenge, and show that our method outperforms existing cell tracking methods. Code is available at: this https URL
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Geometric Properties of Isostables and Basins of Attraction of Monotone Systems
In this paper, we study geometric properties of basins of attraction of monotone systems. Our results are based on a combination of monotone systems theory and spectral operator theory. We exploit the framework of the Koopman operator, which provides a linear infinite-dimensional description of nonlinear dynamical systems and spectral operator-theoretic notions such as eigenvalues and eigenfunctions. The sublevel sets of the dominant eigenfunction form a family of nested forward-invariant sets and the basin of attraction is the largest of these sets. The boundaries of these sets, called isostables, allow studying temporal properties of the system. Our first observation is that the dominant eigenfunction is increasing in every variable in the case of monotone systems. This is a strong geometric property which simplifies the computation of isostables. We also show how variations in basins of attraction can be bounded under parametric uncertainty in the vector field of monotone systems. Finally, we study the properties of the parameter set for which a monotone system is multistable. Our results are illustrated on several systems of two to four dimensions.
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Elongation and shape changes in organisms with cell walls: a dialogue between experiments and models
The generation of anisotropic shapes occurs during morphogenesis of almost all organisms. With the recent renewal of the interest in mechanical aspects of morphogenesis, it has become clear that mechanics contributes to anisotropic forms in a subtle interaction with various molecular actors. Here, we consider plants, fungi, oomycetes, and bacteria, and we review the mechanisms by which elongated shapes are generated and maintained. We focus on theoretical models of the interplay between growth and mechanics, in relation with experimental data, and discuss how models may help us improve our understanding of the underlying biological mechanisms.
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Localic completion of uniform spaces
We extend the notion of localic completion of generalised metric spaces by Steven Vickers to the setting of generalised uniform spaces. A generalised uniform space (gus) is a set X equipped with a family of generalised metrics on X, where a generalised metric on X is a map from the product of X to the upper reals satisfying zero self-distance law and triangle inequality. For a symmetric generalised uniform space, the localic completion lifts its generalised uniform structure to a point-free generalised uniform structure. This point-free structure induces a complete generalised uniform structure on the set of formal points of the localic completion that gives the standard completion of the original gus with Cauchy filters. We extend the localic completion to a full and faithful functor from the category of locally compact uniform spaces into that of overt locally compact completely regular formal topologies. Moreover, we give an elementary characterisation of the cover of the localic completion of a locally compact uniform space that simplifies the existing characterisation for metric spaces. These results generalise the corresponding results for metric spaces by Erik Palmgren. Furthermore, we show that the localic completion of a symmetric gus is equivalent to the point-free completion of the uniform formal topology associated with the gus. We work in Aczel's constructive set theory CZF with the Regular Extension Axiom. Some of our results also require Countable Choice.
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Kinetic inhibition of MHD-shocks in the vicinity of a parallel magnetic field
According to magnetohydrodynamics (MHD), the encounter of two collisional magnetized plasmas at high velocity gives rise to shock waves. Investigations conducted so far have found that the same conclusion still holds in the case of collisionless plasmas. For the case of a flow-aligned field, MHD stipulates that the field and the fluid are disconnected, so that the shock produced is independent of the field. We present a violation of this MHD prediction when considering the encounter of two cold pair plasmas along a flow-aligned magnetic field. As the guiding magnetic field grows, isotropization is progressively suppressed, resulting in a strong influence of the field on the resulting structure. A micro-physics analysis allows to understand the mechanisms at work. Particle-in-cell simulations also support our conclusions and show that the results are not restricted to a strictly parallel field.
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Squeezed Convolutional Variational AutoEncoder for Unsupervised Anomaly Detection in Edge Device Industrial Internet of Things
In this paper, we propose Squeezed Convolutional Variational AutoEncoder (SCVAE) for anomaly detection in time series data for Edge Computing in Industrial Internet of Things (IIoT). The proposed model is applied to labeled time series data from UCI datasets for exact performance evaluation, and applied to real world data for indirect model performance comparison. In addition, by comparing the models before and after applying Fire Modules from SqueezeNet, we show that model size and inference times are reduced while similar levels of performance is maintained.
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Global Weisfeiler-Lehman Graph Kernels
Most state-of-the-art graph kernels only take local graph properties into account, i.e., the kernel is computed with regard to properties of the neighborhood of vertices or other small substructures. On the other hand, kernels that do take global graph propertiesinto account may not scale well to large graph databases. Here we propose to start exploring the space between local and global graph kernels, striking the balance between both worlds. Specifically, we introduce a novel graph kernel based on the $k$-dimensional Weisfeiler-Lehman algorithm. Unfortunately, the $k$-dimensional Weisfeiler-Lehman algorithm scales exponentially in $k$. Consequently, we devise a stochastic version of the kernel with provable approximation guarantees using conditional Rademacher averages. On bounded-degree graphs, it can even be computed in constant time. We support our theoretical results with experiments on several graph classification benchmarks, showing that our kernels often outperform the state-of-the-art in terms of classification accuracies.
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An analytical Model which Determines the Apparent T1 for Modified Look-Locker Inversion Recovery (MOLLI) -- Analysis of the Longitudinal Relaxation under the Influence of Discontinuous Balanced and Spoiled Gradient Echo Readouts
Quantitative nuclear magnetic resonance imaging (MRI) shifts more and more into the focus of clinical research. Especially determination of relaxation times without/and with contrast agents becomes the foundation of tissue characterization, e.g. in cardiac MRI for myocardial fibrosis. Techniques which assess longitudinal relaxation times rely on repetitive application of readout modules, which are interrupted by free relaxation periods, e.g. the Modified Look-Locker Inversion Recovery = MOLLI sequence. These discontinuous sequences reveal an apparent relaxation time, and, by techniques extrapolated from continuous readout sequences, the real T1 is determined. What is missing is a rigorous analysis of the dependence of the apparent relaxation time on its real partner, readout sequence parameters and biological parameters as heart rate. This is provided in this paper for the discontinuous balanced steady state free precession (bSSFP) and spoiled gradient echo readouts. It turns out that the apparente longitudinal relaxation rate is the time average of the relaxation rates during the readout module, and free relaxation period. Knowing the heart rate our results vice versa allow to determine the real T1 from its measured apparent partner.
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Updated Constraints on the Dark Matter Interpretation of CDMS-II-Si Data
We present an updated halo-dependent and halo-independent analysis of viable light WIMP dark matter candidates which could account for the excess observed in CDMS-II-Si. We include recent constraints from LUX, PandaX-II, and PICO-60, as well as projected sensitivities for XENON1T, SuperCDMS SNOLAB, LZ, DARWIN, DarkSide-20k, and PICO-250, on candidates with spin-independent isospin conserving and isospin-violating interactions, and either elastic or exothermic scattering. We show that there exist dark matter candidates which can explain the CDMS-II-Si data and remain very marginally consistent with the null results of all current experiments, however such models are highly tuned, making a dark matter interpretation of CDMS-II-Si very unlikely. We find that these models can only be ruled out in the future by an experiment comparable to LZ or PICO-250.
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Emulating Simulations of Cosmic Dawn for 21cm Power Spectrum Constraints on Cosmology, Reionization, and X-ray Heating
Current and upcoming radio interferometric experiments are aiming to make a statistical characterization of the high-redshift 21cm fluctuation signal spanning the hydrogen reionization and X-ray heating epochs of the universe. However, connecting 21cm statistics to underlying physical parameters is complicated by the theoretical challenge of modeling the relevant physics at computational speeds quick enough to enable exploration of the high dimensional and weakly constrained parameter space. In this work, we use machine learning algorithms to build a fast emulator that mimics expensive simulations of the 21cm signal across a wide parameter space to high precision. We embed our emulator within a Markov-Chain Monte Carlo framework, enabling it to explore the posterior distribution over a large number of model parameters, including those that govern the Epoch of Reionization, the Epoch of X-ray Heating, and cosmology. As a worked example, we use our emulator to present an updated parameter constraint forecast for the Hydrogen Epoch of Reionization Array experiment, showing that its characterization of a fiducial 21cm power spectrum will considerably narrow the allowed parameter space of reionization and heating parameters, and could help strengthen Planck's constraints on $\sigma_8$. We provide both our generalized emulator code and its implementation specifically for 21cm parameter constraints as publicly available software.
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Fluctuations and Noise Signatures of Driven Magnetic Skyrmions
Magnetic skyrmions are particle-like objects with topologically-protected stability which can be set into motion with an applied current. Using a particle-based model we simulate current-driven magnetic skyrmions interacting with random quenched disorder and examine the skyrmion velocity fluctuations parallel and perpendicular to the direction of motion as a function of increasing drive. We show that the Magnus force contribution to skyrmion dynamics combined with the random pinning produces an isotropic effective shaking temperature. As a result, the skyrmions form a moving crystal at large drives instead of the moving smectic state observed in systems with a negligible Magnus force where the effective shaking temperature is anisotropic. We demonstrate that spectral analysis of the velocity noise fluctuations can be used to identify dynamical phase transitions and to extract information about the different dynamic phases, and show how the velocity noise fluctuations are correlated with changes in the skyrmion Hall angle, transport features, and skyrmion lattice structure.
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Metallic maps between metallic Riemannian manifolds and constancy of certain maps
In this paper, we introduce metallic maps between metallic Riemannian manifolds, provide an example and obtain certain conditions for such maps to be totally geodesic. We also give a sufficient condition for a map between metallic Riemannian manifolds to be harmonic map. Then we investigate the constancy of certain maps between metallic Riemannian manifolds and various manifolds by imposing the holomorphic-like condition. Moreover, we check the reverse case and show that some such maps are constant if there is a condition for this.
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Hashing as Tie-Aware Learning to Rank
Hashing, or learning binary embeddings of data, is frequently used in nearest neighbor retrieval. In this paper, we develop learning to rank formulations for hashing, aimed at directly optimizing ranking-based evaluation metrics such as Average Precision (AP) and Normalized Discounted Cumulative Gain (NDCG). We first observe that the integer-valued Hamming distance often leads to tied rankings, and propose to use tie-aware versions of AP and NDCG to evaluate hashing for retrieval. Then, to optimize tie-aware ranking metrics, we derive their continuous relaxations, and perform gradient-based optimization with deep neural networks. Our results establish the new state-of-the-art for image retrieval by Hamming ranking in common benchmarks.
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Models of compact stars on paraboloidal spacetime satisfying Karmarkar condition
A new exact solution of Einstein's field equations on the background of paraboloidal spacetime using Karmarkar condition is reported. The physical acceptability conditions of the model are investigated and found that the model is compatible with a number of compact star candidates like Her X-1, LMC X-4, EXO 1785-248, PSR J1903+327, Vela X-1 and PSR J1614-2230. A noteworthy feature of the model is that it is geometrically significant and simple in form.
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Adversarial Connective-exploiting Networks for Implicit Discourse Relation Classification
Implicit discourse relation classification is of great challenge due to the lack of connectives as strong linguistic cues, which motivates the use of annotated implicit connectives to improve the recognition. We propose a feature imitation framework in which an implicit relation network is driven to learn from another neural network with access to connectives, and thus encouraged to extract similarly salient features for accurate classification. We develop an adversarial model to enable an adaptive imitation scheme through competition between the implicit network and a rival feature discriminator. Our method effectively transfers discriminability of connectives to the implicit features, and achieves state-of-the-art performance on the PDTB benchmark.
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An Input Reconstruction Approach for Command Following in Linear MIMO Systems
The idea of posing a command following or tracking control problem as an input reconstruction problem is explored in the paper. For a class of square MIMO systems with known dynamics, by pretending that reference commands are actual outputs of the system, input reconstruction methods can be used to determine control action that will result in a system following desired reference commands. A feedback controller which is a combination of an unbiased state estimator and an input reconstructor that ensures unbiased tracking of reference commands is proposed. Simulations and real-time implementation are presented to demonstrate utility of the proposed idea. Conditions under which proposed controller may be used for non-square systems are also discussed.
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Simulation Framework for Cooperative Adaptive Cruise Control with Empirical DSRC Module
Wireless communication plays a vital role in the promising performance of connected and automated vehicle (CAV) technology. This paper proposes a Vissim-based microscopic traffic simulation framework with an analytical dedicated short-range communication (DSRC) module for packet reception. Being derived from ns-2, a packet-level network simulator, the DSRC probability module takes into account the imperfect wireless communication that occurs in real-world deployment. Four managed lane deployment strategies are evaluated using the proposed framework. While the average packet reception rate is above 93\% among all tested scenarios, the results reveal that the reliability of the vehicle-to-vehicle (V2V) communication can be influenced by the deployment strategies. Additionally, the proposed framework exhibits desirable scalability for traffic simulation and it is able to evaluate transportation-network-level deployment strategies in the near future for CAV technologies.
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Synchronization of Kuramoto oscillators in a bidirectional frequency-dependent tree network
This paper studies the synchronization of a finite number of Kuramoto oscillators in a frequency-dependent bidirectional tree network. We assume that the coupling strength of each link in each direction is equal to the product of a common coefficient and the exogenous frequency of its corresponding head oscillator. We derive a sufficient condition for the common coupling strength in order to guarantee frequency synchronization in tree networks. Moreover, we discuss the dependency of the obtained bound on both the graph structure and the way that exogenous frequencies are distributed. Further, we present an application of the obtained result by means of an event-triggered algorithm for achieving frequency synchronization in a star network assuming that the common coupling coefficient is given.
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On Exchangeability in Network Models
We derive representation theorems for exchangeable distributions on finite and infinite graphs using elementary arguments based on geometric and graph-theoretic concepts. Our results elucidate some of the key differences, and their implications, between statistical network models that are finitely exchangeable and models that define a consistent sequence of probability distributions on graphs of increasing size.
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Replicator equation on networks with degree regular communities
The replicator equation is one of the fundamental tools to study evolutionary dynamics in well-mixed populations. This paper contributes to the literature on evolutionary graph theory, providing a version of the replicator equation for a family of connected networks with communities, where nodes in the same community have the same degree. This replicator equation is applied to the study of different classes of games, exploring the impact of the graph structure on the equilibria of the evolutionary dynamics.
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Go game formal revealing by Ising model
Go gaming is a struggle for territory control between rival, black and white, stones on a board. We model the Go dynamics in a game by means of the Ising model whose interaction coefficients reflect essential rules and tactics employed in Go to build long-term strategies. At any step of the game, the energy functional of the model provides the control degree (strength) of a player over the board. A close fit between predictions of the model with actual games is obtained.
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High resolution structural characterisation of laser-induced defect clusters inside diamond
Laser writing with ultrashort pulses provides a potential route for the manufacture of three-dimensional wires, waveguides and defects within diamond. We present a transmission electron microscopy (TEM) study of the intrinsic structure of the laser modifications and reveal a complex distribution of defects. Electron energy loss spectroscopy (EELS) indicates that the majority of the irradiated region remains as $sp^3$ bonded diamond. Electrically-conductive paths are attributed to the formation of multiple nano-scale, $sp^2$-bonded graphitic wires and a network of strain-relieving micro-cracks.
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Neural networks for post-processing ensemble weather forecasts
Ensemble weather predictions require statistical post-processing of systematic errors to obtain reliable and accurate probabilistic forecasts. Traditionally, this is accomplished with distributional regression models in which the parameters of a predictive distribution are estimated from a training period. We propose a flexible alternative based on neural networks that can incorporate nonlinear relationships between arbitrary predictor variables and forecast distribution parameters that are automatically learned in a data-driven way rather than requiring pre-specified link functions. In a case study of 2-meter temperature forecasts at surface stations in Germany, the neural network approach significantly outperforms benchmark post-processing methods while being computationally more affordable. Key components to this improvement are the use of auxiliary predictor variables and station-specific information with the help of embeddings. Furthermore, the trained neural network can be used to gain insight into the importance of meteorological variables thereby challenging the notion of neural networks as uninterpretable black boxes. Our approach can easily be extended to other statistical post-processing and forecasting problems. We anticipate that recent advances in deep learning combined with the ever-increasing amounts of model and observation data will transform the post-processing of numerical weather forecasts in the coming decade.
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Power maps in finite groups
In recent work, Pomerance and Shparlinski have obtained results on the number of cycles in the functional graph of the map $x \mapsto x^a$ in $\mathbb{F}_p^*$. We prove similar results for other families of finite groups. In particular, we obtain estimates for the number of cycles for cyclic groups, symmetric groups, dihedral groups and $SL_2(\mathbb{F}_q)$. We also show that the cyclic group of order $n$ minimizes the number of cycles among all nilpotent groups of order $n$ for a fixed exponent. Finally, we pose several problems.
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Permutation polynomials, fractional polynomials, and algebraic curves
In this note we prove a conjecture by Li, Qu, Li, and Fu on permutation trinomials over $\mathbb{F}_3^{2k}$. In addition, new examples and generalizations of some families of permutation polynomials of $\mathbb{F}_{3^k}$ and $\mathbb{F}_{5^k}$ are given. We also study permutation quadrinomials of type $Ax^{q(q-1)+1} + Bx^{2(q-1)+1} + Cx^{q} + x$. Our method is based on the investigation of an algebraic curve associated with a {fractional polynomial} over a finite field.
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Recursive Whitening Transformation for Speaker Recognition on Language Mismatched Condition
Recently in speaker recognition, performance degradation due to the channel domain mismatched condition has been actively addressed. However, the mismatches arising from language is yet to be sufficiently addressed. This paper proposes an approach which employs recursive whitening transformation to mitigate the language mismatched condition. The proposed method is based on the multiple whitening transformation, which is intended to remove un-whitened residual components in the dataset associated with i-vector length normalization. The experiments were conducted on the Speaker Recognition Evaluation 2016 trials of which the task is non-English speaker recognition using development dataset consist of both a large scale out-of-domain (English) dataset and an extremely low-quantity in-domain (non-English) dataset. For performance comparison, we develop a state-of- the-art system using deep neural network and bottleneck feature, which is based on a phonetically aware model. From the experimental results, along with other prior studies, effectiveness of the proposed method on language mismatched condition is validated.
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Learning Representations for Soft Skill Matching
Employers actively look for talents having not only specific hard skills but also various soft skills. To analyze the soft skill demands on the job market, it is important to be able to detect soft skill phrases from job advertisements automatically. However, a naive matching of soft skill phrases can lead to false positive matches when a soft skill phrase, such as friendly, is used to describe a company, a team, or another entity, rather than a desired candidate. In this paper, we propose a phrase-matching-based approach which differentiates between soft skill phrases referring to a candidate vs. something else. The disambiguation is formulated as a binary text classification problem where the prediction is made for the potential soft skill based on the context where it occurs. To inform the model about the soft skill for which the prediction is made, we develop several approaches, including soft skill masking and soft skill tagging. We compare several neural network based approaches, including CNN, LSTM and Hierarchical Attention Model. The proposed tagging-based input representation using LSTM achieved the highest recall of 83.92% on the job dataset when fixing a precision to 95%.
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Time-reversal and spatial reflection symmetry localization anomalies in (2+1)D topological phases of matter
We study a class of anomalies associated with time-reversal and spatial reflection symmetry in (2+1)D topological phases of matter. In these systems, the topological quantum numbers of the quasiparticles, such as the fusion rules and braiding statistics, possess a $\mathbb{Z}_2$ symmetry which can be associated with either time-reversal (denoted $\mathbb{Z}_2^{\bf T})$ or spatial reflections. Under this symmetry, correlation functions of all Wilson loop operators in the low energy topological quantum field theory (TQFT) are invariant. However, the theories that we study possess a severe anomaly associated with the failure to consistently localize the symmetry action to the quasiparticles, precluding even defining a notion of symmetry fractionalization. We present simple sufficient conditions which determine when $\mathbb{Z}_2^{\bf T}$ symmetry localization anomalies exist. We present an infinite series of TQFTs with such anomalies, some examples of which include USp$(4)_2$ and SO$(4)_4$ Chern-Simons (CS) theory. The theories that we find with these $\mathbb{Z}_2^{\bf T}$ anomalies can be obtained by gauging the unitary $\mathbb{Z}_2$ subgroup of a different TQFT with a $\mathbb{Z}_4^{\bf T}$ symmetry. We show that the anomaly can be resolved in several ways: (1) the true symmetry of the theory is $\mathbb{Z}_4^{\bf T}$, or (2) the theory can be considered to be a theory of fermions, with ${\bf T}^2 = (-1)^{N_f}$ corresponding to fermion parity. Finally, we demonstrate that theories with the $\mathbb{Z}_2^{\bf T}$ localization anomaly can be compatible with $\mathbb{Z}_2^{\bf T}$ if they are "pseudo-realized" at the surface of a (3+1)D symmetry-enriched topological phase. The "pseudo-realization" refers to the fact that the bulk (3+1)D system is described by a dynamical $\mathbb{Z}_2$ gauge theory and thus only a subset of the quasiparticles are confined to the surface.
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Extending the modeling of the anisotropic galaxy power spectrum to $k = 0.4 \ h\mathrm{Mpc}^{-1}$
We present a new model for the redshift-space power spectrum of galaxies and demonstrate its accuracy in modeling the monopole, quadrupole, and hexadecapole of the galaxy density field down to scales of $k = 0.4 \ h\mathrm{Mpc}^{-1}$. The model describes the clustering of galaxies in the context of a halo model and the clustering of the underlying halos in redshift space using a combination of Eulerian perturbation theory and $N$-body simulations. The modeling of redshift-space distortions is done using the so-called distribution function approach. The final model has 13 free parameters, and each parameter is physically motivated rather than a nuisance parameter, which allows the use of well-motivated priors. We account for the Finger-of-God effect from centrals and both isolated and non-isolated satellites rather than using a single velocity dispersion to describe the combined effect. We test and validate the accuracy of the model on several sets of high-fidelity $N$-body simulations, as well as realistic mock catalogs designed to simulate the BOSS DR12 CMASS data set. The suite of simulations covers a range of cosmologies and galaxy bias models, providing a rigorous test of the level of theoretical systematics present in the model. The level of bias in the recovered values of $f \sigma_8$ is found to be small. When including scales to $k = 0.4 \ h\mathrm{Mpc}^{-1}$, we find 15-30\% gains in the statistical precision of $f \sigma_8$ relative to $k = 0.2 \ h\mathrm{Mpc}^{-1}$ and a roughly 10-15\% improvement for the perpendicular Alcock-Paczynski parameter $\alpha_\perp$. Using the BOSS DR12 CMASS mocks as a benchmark for comparison, we estimate an uncertainty on $f \sigma_8$ that is $\sim$10-20\% larger than other similar Fourier-space RSD models in the literature that use $k \leq 0.2 \ h\mathrm{Mpc}^{-1}$, suggesting that these models likely have a too-limited parametrization.
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Finite rank and pseudofinite groups
It is proven that an infinite finitely generated group cannot be elementarily equivalent to an ultraproduct of finite groups of a given Prüfer rank. Furthermore, it is shown that an infinite finitely generated group of finite Prüfer rank is not pseudofinite.
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Thermographic measurements of the spin Peltier effect in metal/yttrium-iron-garnet junction systems
The spin Peltier effect (SPE), heat-current generation due to spin-current injection, in various metal (Pt, W, and Au single layers and Pt/Cu bilayer)/ferrimagnetic insulator (yttrium iron garnet: YIG) junction systems has been investigated by means of a lock-in thermography (LIT) method. The SPE is excited by a spin current across the metal/YIG interface, which is generated by applying a charge current to the metallic layer via the spin Hall effect. The LIT method enables the thermal imaging of the SPE free from the Joule-heating contribution. Importantly, we observed spin-current-induced temperature modulation not only in the Pt/YIG and W/YIG systems but also in the Au/YIG and Pt/Cu/YIG systems, excluding the possible contamination by anomalous Ettingshausen effects due to proximity-induced ferromagnetism near the metal/YIG interface. As demonstrated in our previous study, the SPE signals are confined only in the vicinity of the metal/YIG interface; we buttress this conclusion by reducing a spatial blur due to thermal diffusion in an infrared emission layer on the sample surface used for the LIT measurements. We also found that the YIG-thickness dependence of the SPE is similar to that of the spin Seebeck effect measured in the same Pt/YIG sample, implying the reciprocal relation between them.
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Number-theoretic aspects of 1D localization: "popcorn function" with Lifshitz tails and its continuous approximation by the Dedekind $η$
We discuss the number-theoretic properties of distributions appearing in physical systems when an observable is a quotient of two independent exponentially weighted integers. The spectral density of ensemble of linear polymer chains distributed with the law $\sim f^L$ ($0<f<1$), where $L$ is the chain length, serves as a particular example. At $f\to 1$, the spectral density can be expressed through the discontinuous at all rational points, Thomae ("popcorn") function. We suggest a continuous approximation of the popcorn function, based on the Dedekind $\eta$-function near the real axis. Moreover, we provide simple arguments, based on the "Euclid orchard" construction, that demonstrate the presence of Lifshitz tails, typical for the 1D Anderson localization, at the spectral edges. We emphasize that the ultrametric structure of the spectral density is ultimately connected with number-theoretic relations on asymptotic modular functions. We also pay attention to connection of the Dedekind $\eta$-function near the real axis to invariant measures of some continued fractions studied by Borwein and Borwein in 1993.
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Super-Convergence: Very Fast Training of Neural Networks Using Large Learning Rates
In this paper, we describe a phenomenon, which we named "super-convergence", where neural networks can be trained an order of magnitude faster than with standard training methods. The existence of super-convergence is relevant to understanding why deep networks generalize well. One of the key elements of super-convergence is training with one learning rate cycle and a large maximum learning rate. A primary insight that allows super-convergence training is that large learning rates regularize the training, hence requiring a reduction of all other forms of regularization in order to preserve an optimal regularization balance. We also derive a simplification of the Hessian Free optimization method to compute an estimate of the optimal learning rate. Experiments demonstrate super-convergence for Cifar-10/100, MNIST and Imagenet datasets, and resnet, wide-resnet, densenet, and inception architectures. In addition, we show that super-convergence provides a greater boost in performance relative to standard training when the amount of labeled training data is limited. The architectures and code to replicate the figures in this paper are available at github.com/lnsmith54/super-convergence. See this http URL for an application of super-convergence to win the DAWNBench challenge (see this https URL).
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Space of initial conditions for a cubic Hamiltonian system
In this paper we perform the analysis that leads to the space of initial conditions for the Hamiltonian system $q' = p^2 + zq + \alpha$, $p' = -q^2 - zp - \beta$, studied by the author in an earlier article. By compactifying the phase space of the system from $\mathbb{C}^2$ to $\mathbb{CP}^2$ three base points arise in the standard coordinate charts covering the complex projective space. Each of these is removed by a sequence of three blow-ups, a construction to regularise the system at these points. The resulting space, where the exceptional curves introduced after the first and second blow-up are removed, is the so-called Okamoto's space of initial conditions for this system which, at every point, defines a regular initial value problem in some coordinate chart of the space.
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Electronic properties of WS$_2$ on epitaxial graphene on SiC(0001)
This work reports an electronic and micro-structural study of an appealing system for optoelectronics: tungsten disulphide WS$_2$ on epitaxial graphene (EG) on SiC(0001). The WS$_2$ is grown via chemical vapor deposition (CVD) onto the EG. Low-energy electron diffraction (LEED) measurements assign the zero-degree orientation as the preferential azimuthal alignment for WS$_2$/EG. The valence-band (VB) structure emerging from this alignment is investigated by means of photoelectron spectroscopy measurements, with both high space and energy resolution. We find that the spin-orbit splitting of monolayer WS$_2$ on graphene is of 462 meV, larger than what is reported to date for other substrates. We determine the value of the work function for the WS$_2$/EG to be 4.5$\pm$0.1 eV. A large shift of the WS$_2$ VB maximum is observed as well , due to the lowering of the WS$_2$ work function caused by the donor-like interfacial states of EG. Density functional theory (DFT) calculations carried out on a coincidence supercell confirm the experimental band structure to an excellent degree. X-ray photoemission electron microscopy (XPEEM) measurements performed on single WS$_2$ crystals confirm the van der Waals nature of the interface coupling between the two layers. In virtue of its band alignment and large spin-orbit splitting, this system gains strong appeal for optical spin-injection experiments and opto-spintronic applications in general.
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Electrical transport and optical band gap of NiFe$_\textrm{2}$O$_\textrm{x}$ thin films
We fabricated NiFe$_\textrm{2}$O$_\textrm{x}$ thin films on MgAl$_2$O$_4$(001) substrates by reactive dc magnetron co-sputtering varying the oxygen partial pressure during deposition. The fabrication of a variable material with oxygen deficiency leads to controllable electrical and optical properties which would be beneficial for the investigations of the transport phenomena and would, therefore, promote the use of such materials in spintronic and spin caloritronic applications. We used several characterization techniques in order to investigate the film properties, focusing on their structural, magnetic, electrical, and optical properties. From the electrical resistivity measurements we obtained the conduction mechanisms that govern the systems in high and low temperature regimes, extracting low thermal activation energies which unveil extrinsic transport mechanisms. The thermal activation energy decreases in the less oxidized samples revealing the pronounced contribution of a large amount of electronic states localized in the band gap to the electrical conductivity. Hall effect measurements showed the mixed-type semiconducting character of our films. The optical band gaps were determined via ultraviolet-visible spectroscopy. They follow a similar trend as the thermal activation energy, with lower band gap values in the less oxidized samples.
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Towards parallelizable sampling-based Nonlinear Model Predictive Control
This paper proposes a new sampling-based nonlinear model predictive control (MPC) algorithm, with a bound on complexity quadratic in the prediction horizon N and linear in the number of samples. The idea of the proposed algorithm is to use the sequence of predicted inputs from the previous time step as a warm start, and to iteratively update this sequence by changing its elements one by one, starting from the last predicted input and ending with the first predicted input. This strategy, which resembles the dynamic programming principle, allows for parallelization up to a certain level and yields a suboptimal nonlinear MPC algorithm with guaranteed recursive feasibility, stability and improved cost function at every iteration, which is suitable for real-time implementation. The complexity of the algorithm per each time step in the prediction horizon depends only on the horizon, the number of samples and parallel threads, and it is independent of the measured system state. Comparisons with the fmincon nonlinear optimization solver on benchmark examples indicate that as the simulation time progresses, the proposed algorithm converges rapidly to the "optimal" solution, even when using a small number of samples.
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Quantum decoherence from entanglement during inflation
We study the primary entanglement effect on the decoherence of fields reduced density matrix which are in interaction with another fields or independent mode functions. We show that the primary entanglement has a significant role in decoherence of the system quantum state. We find that the existence of entanglement could couple dynamical equations coming from Schrödinger equation. We show if one wants to see no effect of the entanglement parameter in decoherence then interaction terms in Hamiltonian can not be independent from each other. Generally, including the primary entanglement destroys the independence of the interaction terms. Our results could be generalized to every scalar quantum field theory with a well defined quantization in a given curved space time.
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Breast density classification with deep convolutional neural networks
Breast density classification is an essential part of breast cancer screening. Although a lot of prior work considered this problem as a task for learning algorithms, to our knowledge, all of them used small and not clinically realistic data both for training and evaluation of their models. In this work, we explore the limits of this task with a data set coming from over 200,000 breast cancer screening exams. We use this data to train and evaluate a strong convolutional neural network classifier. In a reader study, we find that our model can perform this task comparably to a human expert.
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Spatial Integration by a Dielectric Slab Waveguide and its Planar Graphene-based Counterpart
Motivated by the recent progress in analog computing [Science 343, 160 (2014)], a new approach to perform spatial integration is presented using a dielectric slab waveguide. Our approach is indeed based on the fact that the transmission coefficient of a simple dielectric slab waveguide at its mode excitation angle matches the Green's function of first order integration. Inspired by the mentioned dielectric-based integrator, we further demonstrate its graphene-based counterpart. The latter is not only reconfigurable but also highly miniaturized in contrast to the previously reported designs [Opt. Commun. 338, 457 (2015)]. Such integrators have the potential to be used in ultrafast analog computation and signal processing.
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Modeling the Biological Pathology Continuum with HSIC-regularized Wasserstein Auto-encoders
A crucial challenge in image-based modeling of biomedical data is to identify trends and features that separate normality and pathology. In many cases, the morphology of the imaged object exhibits continuous change as it deviates from normality, and thus a generative model can be trained to model this morphological continuum. Moreover, given side information that correlates to certain trend in morphological change, a latent variable model can be regularized such that its latent representation reflects this side information. In this work, we use the Wasserstein Auto-encoder to model this pathology continuum, and apply the Hilbert-Schmitt Independence Criterion (HSIC) to enforce dependency between certain latent features and the provided side information. We experimentally show that the model can provide disentangled and interpretable latent representations and also generate a continuum of morphological changes that corresponds to change in the side information.
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Control Problems with Vanishing Lie Bracket Arising from Complete Odd Circulant Evolutionary Games
We study an optimal control problem arising from a generalization of rock-paper-scissors in which the number of strategies may be selected from any positive odd number greater than 1 and in which the payoff to the winner is controlled by a control variable $\gamma$. Using the replicator dynamics as the equations of motion, we show that a quasi-linearization of the problem admits a special optimal control form in which explicit dynamics for the controller can be identified. We show that all optimal controls must satisfy a specific second order differential equation parameterized by the number of strategies in the game. We show that as the number of strategies increases, a limiting case admits a closed form for the open-loop optimal control. In performing our analysis we show necessary conditions on an optimal control problem that allow this analytic approach to function.
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Teaching DevOps in Corporate Environments: An experience report
This paper describes our experience of training a team of developers of an East-European phone service provider. The training experience was structured in two sessions of two days each conducted in different weeks with a gap of about fifteen days. The first session was dedicated to the Continuous Integration Delivery Pipeline, and the second on Agile methods. We summarize the activity, its preparation and delivery and draw some conclusions out of it on our mistakes and how future session should be addressed.
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WKB solutions of difference equations and reconstruction by the topological recursion
The purpose of this article is to analyze the connection between Eynard-Orantin topological recursion and formal WKB solutions of a $\hbar$-difference equation: $\Psi(x+\hbar)=\left(e^{\hbar\frac{d}{dx}}\right) \Psi(x)=L(x;\hbar)\Psi(x)$ with $L(x;\hbar)\in GL_2( (\mathbb{C}(x))[\hbar])$. In particular, we extend the notion of determinantal formulas and topological type property proposed for formal WKB solutions of $\hbar$-differential systems to this setting. We apply our results to a specific $\hbar$-difference system associated to the quantum curve of the Gromov-Witten invariants of $\mathbb{P}^1$ for which we are able to prove that the correlation functions are reconstructed from the Eynard-Orantin differentials computed from the topological recursion applied to the spectral curve $y=\cosh^{-1}\frac{x}{2}$. Finally, identifying the large $x$ expansion of the correlation functions, proves a recent conjecture made by B. Dubrovin and D. Yang regarding a new generating series for Gromov-Witten invariants of $\mathbb{P}^1$.
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Diagrammatic Exciton Basis Theory of the Photophysics of Pentacene Dimers
Covalently linked acene dimers are of interest as candidates for intramolecular singlet fission. We report many-electron calculations of the energies and wavefunctions of the optical singlets, the lowest triplet exciton and the triplet-triplet biexciton, as well as the final states of excited state absorptions from these states in a family of phenyl-linked pentacene dimers. While it is difficult to distinguish between the triplet and the triplet-triplet from their transient absorptions in the 500-600 nm region, by comparing theoretical transient absorption spectra against published and unpublished experimental transient absorptions in the near and mid infrared we conclude that the end product of photoexcitation in these particular bipentacenes is the bound triplet-triplet and not free triplets. We predict additional transient absorptions at even longer wavelengths, beyond 1500 nm, to the equivalent of the classic 2$^1$A$_g^-$ in linear polyenes.
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Developing and evaluating an interactive tutorial on degenerate perturbation theory
We discuss an investigation of student difficulties with degenerate perturbation theory (DPT) carried out in advanced quantum mechanics courses by administering free-response and multiple-choice questions and conducting individual interviews with students. We find that students share many common difficulties related to this topic. We used the difficulties found via research as resources to develop and evaluate a Quantum Interactive Learning Tutorial (QuILT) which strives to help students develop a functional understanding of DPT. We discuss the development of the DPT QuILT and its preliminary evaluation in the undergraduate and graduate courses.
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Time optimal sampled-data controls for heat equations
In this paper, we first design a time optimal control problem for the heat equation with sampled-data controls, and then use it to approximate a time optimal control problem for the heat equation with distributed controls. Our design is reasonable from perspective of sampled-data controls. And it might provide a right way for the numerical approach of a time optimal distributed control problem, via the corresponding semi-discretized (in time variable) time optimal control problem. The study of such a time optimal sampled-data control problem is not easy, because it may have infinitely many optimal controls. We find connections among this problem, a minimal norm sampled-data control problem and a minimization problem. And obtain some properties on these problems. Based on these, we not only build up error estimates for optimal time and optimal controls between the time optimal sampled-data control problem and the time optimal distributed control problem, in terms of the sampling period, but also prove that such estimates are optimal in some sense.
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Malware distributions and graph structure of the Web
Knowledge about the graph structure of the Web is important for understanding this complex socio-technical system and for devising proper policies supporting its future development. Knowledge about the differences between clean and malicious parts of the Web is important for understanding potential treats to its users and for devising protection mechanisms. In this study, we conduct data science methods on a large crawl of surface and deep Web pages with the aim to increase such knowledge. To accomplish this, we answer the following questions. Which theoretical distributions explain important local characteristics and network properties of websites? How are these characteristics and properties different between clean and malicious (malware-affected) websites? What is the prediction power of local characteristics and network properties to classify malware websites? To the best of our knowledge, this is the first large-scale study describing the differences in global properties between malicious and clean parts of the Web. In other words, our work is building on and bridging the gap between \textit{Web science} that tackles large-scale graph representations and \textit{Web cyber security} that is concerned with malicious activities on the Web. The results presented herein can also help antivirus vendors in devising approaches to improve their detection algorithms.
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Depth creates no more spurious local minima
We show that for any convex differentiable loss function, a deep linear network has no spurious local minima as long as it is true for the two layer case. When applied to the quadratic loss, our result immediately implies the powerful result in [Kawaguchi 2016] that there is no spurious local minima in deep linear networks. Further, with the recent work [Zhou and Liang 2018], we can remove all the assumptions in [Kawaguchi 2016]. Our proof is short and elementary. It builds on the recent work of [Laurent and von Brecht 2018] and uses a new rank one perturbation argument.
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On the Application of ISO 26262 in Control Design for Automated Vehicles
Research on automated vehicles has experienced an explosive growth over the past decade. A main obstacle to their practical realization, however, is a convincing safety concept. This question becomes ever more important as more sophisticated algorithms are used and the vehicle automation level increases. The field of functional safety offers a systematic approach to identify possible sources of risk and to improve the safety of a vehicle. It is based on practical experience across the aerospace, process and other industries over multiple decades. This experience is compiled in the functional safety standard for the automotive domain, ISO 26262, which is widely adopted throughout the automotive industry. However, its applicability and relevance for highly automated vehicles is subject to a controversial debate. This paper takes a critical look at the discussion and summarizes the main steps of ISO 26262 for a safe control design for automated vehicles.
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Semi-wavefront solutions in models of collective movements with density-dependent diffusivity
This paper deals with a nonhomogeneous scalar parabolic equation with possibly degenerate diffusion term; the process has only one stationary state. The equation can be interpreted as modeling collective movements (crowd dynamics, for instance). We first prove the existence of semi-wavefront solutions for every wave speed; their properties are investigated. Then, a family of travelling wave solutions is constructed by a suitable combination of the previous semi-wavefront solutions. Proofs exploit comparison-type techniques and are carried out in the case of one spatial variable; the extension to the general case is straightforward.
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Self-Regulated Transport in Photonic Crystals with Phase-Changing Defects
Phase changing materials (PCM) are widely used for optical data recording, sensing, all-optical switching, and optical limiting. Our focus here is on the case when the change in the transmission characteristics of the optical material is caused by the input light itself. Specifically, the light-induced heating triggers the phase transition in the PCM. In this paper, using a numerical example, we demonstrate that incorporating the PCM in a photonic structure can lead to a dramatic modification of the effects of light-induced phase transition, as compared to a stand-alone sample of the same PCM. Our focus is on short pulses. We discuss some possible applications of such phase-changing photonic structures for optical sensing and limiting.
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Assessing randomness in case assignment: the case study of the Brazilian Supreme Court
Sortition, i.e., random appointment for public duty, has been employed by societies throughout the years, especially for duties related to the judicial system, as a firewall designated to prevent illegitimate interference between parties in a legal case and agents of the legal system. In judicial systems of modern western countries, random procedures are mainly employed to select the jury, the court and/or the judge in charge of judging a legal case, so that they have a significant role in the course of a case. Therefore, these random procedures must comply with some principles, as statistical soundness; complete auditability; open-source programming; and procedural, cryptographical and computational security. Nevertheless, some of these principles are neglected by some random procedures in judicial systems, that are, in some cases, performed in secrecy and are not auditable by the involved parts. The assignment of cases in the Brazilian Supreme Court (Supremo Tribunal Federal) is an example of such procedures, for it is performed by a closed-source algorithm, unknown to the public and to the parts involved in the judicial cases, that allegedly assign the cases randomly to the justice chairs based on their caseload. In this context, this article presents a review of how sortition has been employed historically by societies, and discusses how Mathematical Statistics may be applied to random procedures of the judicial system, as it has been applied for almost a century on clinical trials, for example. Based on this discussion, a statistical model for assessing randomness in case assignment is proposed and applied to the Brazilian Supreme Court in order to shed light on how this assignment process is performed by the closed-source algorithm. Guidelines for random procedures are outlined and topics for further researches presented.
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Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order
We provide a particle picture representation for the non-symmetric Rosenblatt process and for Hermite processes of any order, extending the result of Bojdecki, Gorostiza and Talarczyk in~\cite{FILT}. We show that these processes can be obtained as limits in the sense of finite-dimensional distributions of certain functionals of a system of particles evolving according to symmetric stable Lévy motions. In the case of $k$-Hermite processes the corresponding functional involves $k$-intersection local time of symmetric stable Lévy processes
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Houdini: Fooling Deep Structured Prediction Models
Generating adversarial examples is a critical step for evaluating and improving the robustness of learning machines. So far, most existing methods only work for classification and are not designed to alter the true performance measure of the problem at hand. We introduce a novel flexible approach named Houdini for generating adversarial examples specifically tailored for the final performance measure of the task considered, be it combinatorial and non-decomposable. We successfully apply Houdini to a range of applications such as speech recognition, pose estimation and semantic segmentation. In all cases, the attacks based on Houdini achieve higher success rate than those based on the traditional surrogates used to train the models while using a less perceptible adversarial perturbation.
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Don't relax: early stopping for convex regularization
We consider the problem of designing efficient regularization algorithms when regularization is encoded by a (strongly) convex functional. Unlike classical penalization methods based on a relaxation approach, we propose an iterative method where regularization is achieved via early stopping. Our results show that the proposed procedure achieves the same recovery accuracy as penalization methods, while naturally integrating computational considerations. An empirical analysis on a number of problems provides promising results with respect to the state of the art.
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Interplay between social influence and competitive strategical games in multiplex networks
We present a model that takes into account the coupling between evolutionary game dynamics and social influence. Importantly, social influence and game dynamics take place in different domains, which we model as different layers of a multiplex network. We show that the coupling between these dynamical processes can lead to cooperation in scenarios where the pure game dynamics predicts defection. In addition, we show that the structure of the network layers and the relation between them can further increase cooperation. Remarkably, if the layers are related in a certain way, the system can reach a polarized metastable state.These findings could explain the prevalence of polarization observed in many social dilemmas.
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Data Augmentation for Low-Resource Neural Machine Translation
The quality of a Neural Machine Translation system depends substantially on the availability of sizable parallel corpora. For low-resource language pairs this is not the case, resulting in poor translation quality. Inspired by work in computer vision, we propose a novel data augmentation approach that targets low-frequency words by generating new sentence pairs containing rare words in new, synthetically created contexts. Experimental results on simulated low-resource settings show that our method improves translation quality by up to 2.9 BLEU points over the baseline and up to 3.2 BLEU over back-translation.
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A Lagrangian approach to modeling heat flux driven close-contact melting
Close-contact melting refers to the process of a heat source melting its way into a phase-change material. Of special interest is the close-contact melting velocity, or more specifically the relative velocity between the heat source and the phase-change material. In this work, we present a novel numerical approach to simulate quasi-steady, heat flux driven close-contact melting. It extends existing approaches found in the literature, and, for the first time, allows to study the impact of a spatially varying heat flux distribution. We will start by deriving the governing equations in a Lagrangian reference frame fixed to the heat source. Exploiting the narrowness of the melt film enables us to reduce the momentum balance to the Reynolds equation, which is coupled to the energy balance via the velocity field. We particularize our derivation for two simple, yet technically relevant geometries, namely a 3d circular disc and a 2d planar heat source. An iterative solution procedure for the coupled system is described in detail and discussed on the basis of a convergence study. Furthermore, we present an extension to allow for rotational melting modes. Various test cases demonstrate the proficiency of our method. In particular, we will utilize the method to assess the efficiency of the close-contact melting process and to quantify the model error introduced if convective losses are neglected. Finally, we will draw conclusions and present an outlook to future work.
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Spectral Graph Analysis: A Unified Explanation and Modern Perspectives
Complex networks or graphs are ubiquitous in sciences and engineering: biological networks, brain networks, transportation networks, social networks, and the World Wide Web, to name a few. Spectral graph theory provides a set of useful techniques and models for understanding `patterns of interconnectedness' in a graph. Our prime focus in this paper is on the following question: Is there a unified explanation and description of the fundamental spectral graph methods? There are at least two reasons to be interested in this question. Firstly, to gain a much deeper and refined understanding of the basic foundational principles, and secondly, to derive rich consequences with practical significance for algorithm design. However, despite half a century of research, this question remains one of the most formidable open issues, if not the core problem in modern network science. The achievement of this paper is to take a step towards answering this question by discovering a simple, yet universal statistical logic of spectral graph analysis. The prescribed viewpoint appears to be good enough to accommodate almost all existing spectral graph techniques as a consequence of just one single formalism and algorithm.
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ARMDN: Associative and Recurrent Mixture Density Networks for eRetail Demand Forecasting
Accurate demand forecasts can help on-line retail organizations better plan their supply-chain processes. The challenge, however, is the large number of associative factors that result in large, non-stationary shifts in demand, which traditional time series and regression approaches fail to model. In this paper, we propose a Neural Network architecture called AR-MDN, that simultaneously models associative factors, time-series trends and the variance in the demand. We first identify several causal features and use a combination of feature embeddings, MLP and LSTM to represent them. We then model the output density as a learned mixture of Gaussian distributions. The AR-MDN can be trained end-to-end without the need for additional supervision. We experiment on a dataset of an year's worth of data over tens-of-thousands of products from Flipkart. The proposed architecture yields a significant improvement in forecasting accuracy when compared with existing alternatives.
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Extreme Dimension Reduction for Handling Covariate Shift
In the covariate shift learning scenario, the training and test covariate distributions differ, so that a predictor's average loss over the training and test distributions also differ. In this work, we explore the potential of extreme dimension reduction, i.e. to very low dimensions, in improving the performance of importance weighting methods for handling covariate shift, which fail in high dimensions due to potentially high train/test covariate divergence and the inability to accurately estimate the requisite density ratios. We first formulate and solve a problem optimizing over linear subspaces a combination of their predictive utility and train/test divergence within. Applying it to simulated and real data, we show extreme dimension reduction helps sometimes but not always, due to a bias introduced by dimension reduction.
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Landau-Zener transitions for Majorana fermions
One-dimensional systems obtained as low-energy limits of hybrid superconductor-topological insulator devices provide means of production, transport, and destruction of Majorana bound states (MBSs) by variations of the magnetic flux. When two or more pairs of MBSs are present in the intermediate state, there is a possibility of a Landau-Zener transition, wherein even a slow variation of the flux leads to production of a quasiparticle pair. We study numerically a version of this process, with four MBSs produced and subsequently destroyed, and find that, quite universally, the probability of quasiparticle production in it is 50%. This implies that the effect may be a limiting factor in applications requiring a high degree of quantum coherence.
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Deep Hyperspherical Learning
Convolution as inner product has been the founding basis of convolutional neural networks (CNNs) and the key to end-to-end visual representation learning. Benefiting from deeper architectures, recent CNNs have demonstrated increasingly strong representation abilities. Despite such improvement, the increased depth and larger parameter space have also led to challenges in properly training a network. In light of such challenges, we propose hyperspherical convolution (SphereConv), a novel learning framework that gives angular representations on hyperspheres. We introduce SphereNet, deep hyperspherical convolution networks that are distinct from conventional inner product based convolutional networks. In particular, SphereNet adopts SphereConv as its basic convolution operator and is supervised by generalized angular softmax loss - a natural loss formulation under SphereConv. We show that SphereNet can effectively encode discriminative representation and alleviate training difficulty, leading to easier optimization, faster convergence and comparable (even better) classification accuracy over convolutional counterparts. We also provide some theoretical insights for the advantages of learning on hyperspheres. In addition, we introduce the learnable SphereConv, i.e., a natural improvement over prefixed SphereConv, and SphereNorm, i.e., hyperspherical learning as a normalization method. Experiments have verified our conclusions.
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Robotic Pick-and-Place of Novel Objects in Clutter with Multi-Affordance Grasping and Cross-Domain Image Matching
This paper presents a robotic pick-and-place system that is capable of grasping and recognizing both known and novel objects in cluttered environments. The key new feature of the system is that it handles a wide range of object categories without needing any task-specific training data for novel objects. To achieve this, it first uses a category-agnostic affordance prediction algorithm to select and execute among four different grasping primitive behaviors. It then recognizes picked objects with a cross-domain image classification framework that matches observed images to product images. Since product images are readily available for a wide range of objects (e.g., from the web), the system works out-of-the-box for novel objects without requiring any additional training data. Exhaustive experimental results demonstrate that our multi-affordance grasping achieves high success rates for a wide variety of objects in clutter, and our recognition algorithm achieves high accuracy for both known and novel grasped objects. The approach was part of the MIT-Princeton Team system that took 1st place in the stowing task at the 2017 Amazon Robotics Challenge. All code, datasets, and pre-trained models are available online at this http URL
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Toward an enumerative geometry with quadratic forms
We develop various aspects of classical enumerative geometry, including Euler characteristics and formulas for counting degenerate fibres in a pencil, with the classical numerical formulas being replaced by identitites in the Grothendieck-Witt group of quadratic forms with coefficients in the base-field.
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Robust reputation-based ranking on multipartite rating networks
The spread of online reviews, ratings and opinions and its growing influence on people's behavior and decisions boosted the interest to extract meaningful information from this data deluge. Hence, crowdsourced ratings of products and services gained a critical role in business, governments, and others. We propose a new reputation-based ranking system utilizing multipartite rating subnetworks, that clusters users by their similarities, using Kolmogorov complexity. Our system is novel in that it reflects a diversity of opinions/preferences by assigning possibly distinct rankings, for the same item, for different groups of users. We prove the convergence and efficiency of the system and show that it copes better with spamming/spurious users, and it is more robust to attacks than state-of-the-art approaches.
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Duality and upper bounds in optimal stochastic control governed by partial differential equations
A dual control problem is presented for the optimal stochastic control of a system governed by partial differential equations. Relationships between the optimal values of the original and the dual problems are investigated and two duality theorems are proved. The dual problem serves to provide upper bounds for the optimal and maximum value of the original one or even to give the optimal value.
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On Sampling from Massive Graph Streams
We propose Graph Priority Sampling (GPS), a new paradigm for order-based reservoir sampling from massive streams of graph edges. GPS provides a general way to weight edge sampling according to auxiliary and/or size variables so as to accomplish various estimation goals of graph properties. In the context of subgraph counting, we show how edge sampling weights can be chosen so as to minimize the estimation variance of counts of specified sets of subgraphs. In distinction with many prior graph sampling schemes, GPS separates the functions of edge sampling and subgraph estimation. We propose two estimation frameworks: (1) Post-Stream estimation, to allow GPS to construct a reference sample of edges to support retrospective graph queries, and (2) In-Stream estimation, to allow GPS to obtain lower variance estimates by incrementally updating the subgraph count estimates during stream processing. Unbiasedness of subgraph estimators is established through a new Martingale formulation of graph stream order sampling, which shows that subgraph estimators, written as a product of constituent edge estimators are unbiased, even when computed at different points in the stream. The separation of estimation and sampling enables significant resource savings relative to previous work. We illustrate our framework with applications to triangle and wedge counting. We perform a large-scale experimental study on real-world graphs from various domains and types. GPS achieves high accuracy with less than 1% error for triangle and wedge counting, while storing a small fraction of the graph with average update times of a few microseconds per edge. Notably, for a large Twitter graph with more than 260M edges, GPS accurately estimates triangle counts with less than 1% error, while storing only 40K edges.
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Optimal Investment, Demand and Arbitrage under Price Impact
This paper studies the optimal investment problem with random endowment in an inventory-based price impact model with competitive market makers. Our goal is to analyze how price impact affects optimal policies, as well as both pricing rules and demand schedules for contingent claims. For exponential market makers preferences, we establish two effects due to price impact: constrained trading, and non-linear hedging costs. To the former, wealth processes in the impact model are identified with those in a model without impact, but with constrained trading, where the (random) constraint set is generically neither closed nor convex. Regarding hedging, non-linear hedging costs motivate the study of arbitrage free prices for the claim. We provide three such notions, which coincide in the frictionless case, but which dramatically differ in the presence of price impact. Additionally, we show arbitrage opportunities, should they arise from claim prices, can be exploited only for limited position sizes, and may be ignored if outweighed by hedging considerations. We also show that arbitrage inducing prices may arise endogenously in equilibrium, and that equilibrium positions are inversely proportional to the market makers' representative risk aversion. Therefore, large positions endogenously arise in the limit of either market maker risk neutrality, or a large number of market makers.
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Amplitude Mediated Chimera States with Active and Inactive Oscillators
The emergence and nature of amplitude mediated chimera states, spatio-temporal patterns of co-existing coherent and incoherent regions, are investigated for a globally coupled system of active and inactive Ginzburg-Landau oscillators. The existence domain of such states is found to shrink and shift in parametric space as the fraction of inactive oscillators is increased. The role of inactive oscillators is found to be two fold - they get activated to form a separate region of coherent oscillations and in addition decrease the common collective frequency of the coherent regions by their presence. The dynamical origin of these effects is delineated through a detailed bifurcation analysis of a reduced model equation that is based on a mean field approximation. Our results may have practical implications for the robustness of such states in biological or physical systems where age related deterioration in the functionality of components can occur.
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Astronomical random numbers for quantum foundations experiments
Photons from distant astronomical sources can be used as a classical source of randomness to improve fundamental tests of quantum nonlocality, wave-particle duality, and local realism through Bell's inequality and delayed-choice quantum eraser tests inspired by Wheeler's cosmic-scale Mach-Zehnder interferometer gedankenexperiment. Such sources of random numbers may also be useful for information-theoretic applications such as key distribution for quantum cryptography. Building on the design of an "astronomical random-number generator" developed for the recent "cosmic Bell" experiment [Handsteiner et al., Phys. Rev. Lett. 118, 060401 (2017)], in this paper we report on the design and characterization of a device that, with 20-nanosecond latency, outputs a bit based on whether the wavelength of an incoming photon is greater than or less than 700 nm. Using the one-meter telescope at the Jet Propulsion Laboratory (JPL) Table Mountain Observatory, we generated random bits from astronomical photons in both color channels from 50 stars of varying color and magnitude, and from 12 quasars with redshifts up to $z = 3.9$. With stars, we achieved bit rates of $\sim 1 \times 10^6$ Hz / m$^2$, limited by saturation for our single-photon detectors, and with quasars of magnitudes between 12.9 and 16, we achieved rates between $\sim 10^2$ and $2 \times 10^3$ Hz /m$^2$. For bright quasars, the resulting bitstreams exhibit sufficiently low amounts of statistical predictability as quantified by the mutual information. In addition, a sufficiently high fraction of bits generated are of true astronomical origin in order to address both the locality and freedom-of-choice loopholes when used to set the measurement settings in a test of the Bell-CHSH inequality.
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