11,206 research outputs found

    Sparse Plus Low Rank Matrix Decomposition: A Discrete Optimization Approach

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    We study the Sparse Plus Low-Rank decomposition problem (SLR), which is the problem of decomposing a corrupted data matrix into a sparse matrix of perturbations plus a low-rank matrix containing the ground truth. SLR is a fundamental problem in Operations Research and Machine Learning which arises in various applications, including data compression, latent semantic indexing, collaborative filtering, and medical imaging. We introduce a novel formulation for SLR that directly models its underlying discreteness. For this formulation, we develop an alternating minimization heuristic that computes high-quality solutions and a novel semidefinite relaxation that provides meaningful bounds for the solutions returned by our heuristic. We also develop a custom branch-and-bound algorithm that leverages our heuristic and convex relaxations to solve small instances of SLR to certifiable (near) optimality. Given an input nn-by-nn matrix, our heuristic scales to solve instances where n=10000n=10000 in minutes, our relaxation scales to instances where n=200n=200 in hours, and our branch-and-bound algorithm scales to instances where n=25n=25 in minutes. Our numerical results demonstrate that our approach outperforms existing state-of-the-art approaches in terms of rank, sparsity, and mean-square error while maintaining a comparable runtime

    Comedians without a Cause: The Politics and Aesthetics of Humour in Dutch Cabaret (1966-2020)

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    Comedians play an important role in society and public debate. While comedians have been considered important cultural critics for quite some time, comedy has acquired a new social and political significance in recent years, with humour taking centre stage in political and social debates around issues of identity, social justice, and freedom of speech. To understand the shifting meanings and political implications of humour within a Dutch context, this PhD thesis examines the political and aesthetic workings of humour in the highly popular Dutch cabaret genre, focusing on cabaret performances from the 1960s to the present. The central questions of the thesis are: how do comedians use humour to deliver social critique, and how does their humour resonate with political ideologies? These questions are answered by adopting a cultural studies approach to humour, which is used to analyse Dutch cabaret performances, and by studying related materials such as reviews and media interviews with comedians. This thesis shows that, from the 1960s onwards, Dutch comedians have been considered ‘progressive rebels’ – politically engaged, subversive, and carrying a left-wing political agenda – but that this image is in need of correction. While we tend to look for progressive political messages in the work of comedians who present themselves as being anti-establishment rebels – such as Youp van ‘t Hek, Hans Teeuwen, and Theo Maassen – this thesis demonstrates that their transgressive and provocative humour tends to protect social hierarchies and relationships of power. Moreover, it shows that, paradoxically, both the deliberately moderate and nuanced humour of Wim Kan and Claudia de Breij, and the seemingly past-oriented nostalgia of Alex Klaasen, are more radical and progressive than the transgressive humour of van ‘t Hek, Teeuwen and Maassen. Finally, comedians who present absurdist or deconstructionist forms of humour, such as the early student cabarets, Freek de Jonge, and Micha Wertheim, tend to disassociate themselves from an explicit political engagement. By challenging the dominant image of the Dutch comedian as a ‘progressive rebel,’ this thesis contributes to a better understanding of humour in the present cultural moment, in which humour is often either not taken seriously, or one-sidedly celebrated as being merely pleasurable, innocent, or progressively liberating. In so doing, this thesis concludes, the ‘dark’ and more conservative sides of humour tend to get obscured

    Acoustic modelling, data augmentation and feature extraction for in-pipe machine learning applications

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    Gathering measurements from infrastructure, private premises, and harsh environments can be difficult and expensive. From this perspective, the development of new machine learning algorithms is strongly affected by the availability of training and test data. We focus on audio archives for in-pipe events. Although several examples of pipe-related applications can be found in the literature, datasets of audio/vibration recordings are much scarcer, and the only references found relate to leakage detection and characterisation. Therefore, this work proposes a methodology to relieve the burden of data collection for acoustic events in deployed pipes. The aim is to maximise the yield of small sets of real recordings and demonstrate how to extract effective features for machine learning. The methodology developed requires the preliminary creation of a soundbank of audio samples gathered with simple weak annotations. For practical reasons, the case study is given by a range of appliances, fittings, and fixtures connected to pipes in domestic environments. The source recordings are low-reverberated audio signals enhanced through a bespoke spectral filter and containing the desired audio fingerprints. The soundbank is then processed to create an arbitrary number of synthetic augmented observations. The data augmentation improves the quality and the quantity of the metadata and automatically creates strong and accurate annotations that are both machine and human-readable. Besides, the implemented processing chain allows precise control of properties such as signal-to-noise ratio, duration of the events, and the number of overlapping events. The inter-class variability is expanded by recombining source audio blocks and adding simulated artificial reverberation obtained through an acoustic model developed for the purpose. Finally, the dataset is synthesised to guarantee separability and balance. A few signal representations are optimised to maximise the classification performance, and the results are reported as a benchmark for future developments. The contribution to the existing knowledge concerns several aspects of the processing chain implemented. A novel quasi-analytic acoustic model is introduced to simulate in-pipe reverberations, adopting a three-layer architecture particularly convenient for batch processing. The first layer includes two algorithms: one for the numerical calculation of the axial wavenumbers and one for the separation of the modes. The latter, in particular, provides a workaround for a problem not explicitly treated in the literature and related to the modal non-orthogonality given by the solid-liquid interface in the analysed domain. A set of results for different waveguides is reported to compare the dispersive behaviour against different mechanical configurations. Two more novel solutions are also included in the second layer of the model and concern the integration of the acoustic sources. Specifically, the amplitudes of the non-orthogonal modal potentials are obtained using either a distance minimisation objective function or by solving an analytical decoupling problem. In both cases, results show that sources sufficiently smooth can be approximated with a limited number of modes keeping the error below 1%. The last layer proposes a bespoke approach for the integration of the acoustic model into the synthesiser as a reverberation simulator. Additional elements of novelty relate to the other blocks of the audio synthesiser. The statistical spectral filter, for instance, is a batch-processing solution for the attenuation of the background noise of the source recordings. The signal-to-noise ratio analysis for both moderate and high noise levels indicates a clear improvement of several decibels against the closest filter example in the literature. The recombination of the audio blocks and the system of fully tracked annotations are also novel extensions of similar approaches recently adopted in other contexts. Moreover, a bespoke synthesis strategy is proposed to guarantee separable and balanced datasets. The last contribution concerns the extraction of convenient sets of audio features. Elements of novelty are introduced for the optimisation of the filter banks of the mel-frequency cepstral coefficients and the scattering wavelet transform. In particular, compared to the respective standard definitions, the average F-score performance of the optimised features is roughly 6% higher in the first case and 2.5% higher for the latter. Finally, the soundbank, the synthetic dataset, and the fundamental blocks of the software library developed are publicly available for further research

    Limit theorems for non-Markovian and fractional processes

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    This thesis examines various non-Markovian and fractional processes---rough volatility models, stochastic Volterra equations, Wiener chaos expansions---through the prism of asymptotic analysis. Stochastic Volterra systems serve as a conducive framework encompassing most rough volatility models used in mathematical finance. In Chapter 2, we provide a unified treatment of pathwise large and moderate deviations principles for a general class of multidimensional stochastic Volterra equations with singular kernels, not necessarily of convolution form. Our methodology is based on the weak convergence approach by Budhiraja, Dupuis and Ellis. This powerful approach also enables us to investigate the pathwise large deviations of families of white noise functionals characterised by their Wiener chaos expansion as~Xε=n=0εnIn(fnε).X^\varepsilon = \sum_{n=0}^{\infty} \varepsilon^n I_n \big(f_n^{\varepsilon} \big). In Chapter 3, we provide sufficient conditions for the large deviations principle to hold in path space, thereby refreshing a problem left open By Pérez-Abreu (1993). Hinging on analysis on Wiener space, the proof involves describing, controlling and identifying the limit of perturbed multiple stochastic integrals. In Chapter 4, we come back to mathematical finance via the route of Malliavin calculus. We present explicit small-time formulae for the at-the-money implied volatility, skew and curvature in a large class of models, including rough volatility models and their multi-factor versions. Our general setup encompasses both European options on a stock and VIX options. In particular, we develop a detailed analysis of the two-factor rough Bergomi model. Finally, in Chapter 5, we consider the large-time behaviour of affine stochastic Volterra equations, an under-developed area in the absence of Markovianity. We leverage on a measure-valued Markovian lift introduced by Cuchiero and Teichmann and the associated notion of generalised Feller property. This setting allows us to prove the existence of an invariant measure for the lift and hence of a stationary distribution for the affine Volterra process, featuring in the rough Heston model.Open Acces

    Special Topics in Information Technology

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    This open access book presents thirteen outstanding doctoral dissertations in Information Technology from the Department of Electronics, Information and Bioengineering, Politecnico di Milano, Italy. Information Technology has always been highly interdisciplinary, as many aspects have to be considered in IT systems. The doctoral studies program in IT at Politecnico di Milano emphasizes this interdisciplinary nature, which is becoming more and more important in recent technological advances, in collaborative projects, and in the education of young researchers. Accordingly, the focus of advanced research is on pursuing a rigorous approach to specific research topics starting from a broad background in various areas of Information Technology, especially Computer Science and Engineering, Electronics, Systems and Control, and Telecommunications. Each year, more than 50 PhDs graduate from the program. This book gathers the outcomes of the thirteen best theses defended in 2020-21 and selected for the IT PhD Award. Each of the authors provides a chapter summarizing his/her findings, including an introduction, description of methods, main achievements and future work on the topic. Hence, the book provides a cutting-edge overview of the latest research trends in Information Technology at Politecnico di Milano, presented in an easy-to-read format that will also appeal to non-specialists

    CITIES: Energetic Efficiency, Sustainability; Infrastructures, Energy and the Environment; Mobility and IoT; Governance and Citizenship

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    This book collects important contributions on smart cities. This book was created in collaboration with the ICSC-CITIES2020, held in San José (Costa Rica) in 2020. This book collects articles on: energetic efficiency and sustainability; infrastructures, energy and the environment; mobility and IoT; governance and citizenship

    Technologies and Applications for Big Data Value

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    This open access book explores cutting-edge solutions and best practices for big data and data-driven AI applications for the data-driven economy. It provides the reader with a basis for understanding how technical issues can be overcome to offer real-world solutions to major industrial areas. The book starts with an introductory chapter that provides an overview of the book by positioning the following chapters in terms of their contributions to technology frameworks which are key elements of the Big Data Value Public-Private Partnership and the upcoming Partnership on AI, Data and Robotics. The remainder of the book is then arranged in two parts. The first part “Technologies and Methods” contains horizontal contributions of technologies and methods that enable data value chains to be applied in any sector. The second part “Processes and Applications” details experience reports and lessons from using big data and data-driven approaches in processes and applications. Its chapters are co-authored with industry experts and cover domains including health, law, finance, retail, manufacturing, mobility, and smart cities. Contributions emanate from the Big Data Value Public-Private Partnership and the Big Data Value Association, which have acted as the European data community's nucleus to bring together businesses with leading researchers to harness the value of data to benefit society, business, science, and industry. The book is of interest to two primary audiences, first, undergraduate and postgraduate students and researchers in various fields, including big data, data science, data engineering, and machine learning and AI. Second, practitioners and industry experts engaged in data-driven systems, software design and deployment projects who are interested in employing these advanced methods to address real-world problems

    Thermal-Hydraulics in Nuclear Fusion Technology: R&D and Applications

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    In nuclear fusion technology, thermal-hydraulics is a key discipline employed in the design phase of the systems and components to demonstrate performance, and to ensure the reliability and their efficient and economical operation. ITER is in charge of investigating the transients of the engineering systems; this included safety analysis. The thermal-hydraulics is required for the design and analysis of the cooling and ancillary systems such as the blanket, the divertor, the cryogenic, and the balance of plant systems, as well as the tritium carrier, extraction and recovery systems. This Special Issue collects and documents the recent scientific advancements which include, but are not limited to: thermal-hydraulic analyses of systems and components, including magneto-hydrodynamics; safety investigations of systems and components; numerical models and code development and application; codes coupling methodology; code assessment and validation, including benchmarks; experimental infrastructures design and operation; experimental campaigns and investigations; scaling issue in experiments

    Circuits and Systems Advances in Near Threshold Computing

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    Modern society is witnessing a sea change in ubiquitous computing, in which people have embraced computing systems as an indispensable part of day-to-day existence. Computation, storage, and communication abilities of smartphones, for example, have undergone monumental changes over the past decade. However, global emphasis on creating and sustaining green environments is leading to a rapid and ongoing proliferation of edge computing systems and applications. As a broad spectrum of healthcare, home, and transport applications shift to the edge of the network, near-threshold computing (NTC) is emerging as one of the promising low-power computing platforms. An NTC device sets its supply voltage close to its threshold voltage, dramatically reducing the energy consumption. Despite showing substantial promise in terms of energy efficiency, NTC is yet to see widescale commercial adoption. This is because circuits and systems operating with NTC suffer from several problems, including increased sensitivity to process variation, reliability problems, performance degradation, and security vulnerabilities, to name a few. To realize its potential, we need designs, techniques, and solutions to overcome these challenges associated with NTC circuits and systems. The readers of this book will be able to familiarize themselves with recent advances in electronics systems, focusing on near-threshold computing
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