Autonomous frequency domain identification: Theory and experiment

The analysis, design, and on-orbit tuning of robust controllers require more information about the plant than simply a nominal estimate of the plant transfer function. Information is also required concerning the uncertainty in the nominal estimate, or more generally, the identification of a model set within which the true plant is known to lie. The identification methodology that was developed and experimentally demonstrated makes use of a simple but useful characterization of the model uncertainty based on the output error. This is a characterization of the additive uncertainty in the plant model, which has found considerable use in many robust control analysis and synthesis techniques. The identification process is initiated by a stochastic input u which is applied to the plant p giving rise to the output. Spectral estimation (h = P sub uy/P sub uu) is used as an estimate of p and the model order is estimated using the produce moment matrix (PMM) method. A parametric model unit direction vector p is then determined by curve fitting the spectral estimate to a rational transfer function. The additive uncertainty delta sub m = p - unit direction vector p is then estimated by the cross spectral estimate delta = P sub ue/P sub uu where e = y - unit direction vectory y is the output error, and unit direction vector y = unit direction vector pu is the computed output of the parametric model subjected to the actual input u. The experimental results demonstrate the curve fitting algorithm produces the reduced-order plant model which minimizes the additive uncertainty. The nominal transfer function estimate unit direction vector p and the estimate delta of the additive uncertainty delta sub m are subsequently available to be used for optimization of robust controller performance and stability

Temporal Cross-Media Retrieval with Soft-Smoothing

Multimedia information have strong temporal correlations that shape the way modalities co-occur over time. In this paper we study the dynamic nature of multimedia and social-media information, where the temporal dimension emerges as a strong source of evidence for learning the temporal correlations across visual and textual modalities. So far, cross-media retrieval models, explored the correlations between different modalities (e.g. text and image) to learn a common subspace, in which semantically similar instances lie in the same neighbourhood. Building on such knowledge, we propose a novel temporal cross-media neural architecture, that departs from standard cross-media methods, by explicitly accounting for the temporal dimension through temporal subspace learning. The model is softly-constrained with temporal and inter-modality constraints that guide the new subspace learning task by favouring temporal correlations between semantically similar and temporally close instances. Experiments on three distinct datasets show that accounting for time turns out to be important for cross-media retrieval. Namely, the proposed method outperforms a set of baselines on the task of temporal cross-media retrieval, demonstrating its effectiveness for performing temporal subspace learning.Comment: To appear in ACM MM 201

Testing consumers' asymmetric reaction to wealth changes

This study contains several tests to show that individuals overreact to negative wealth changes, relative to positive wealth changes. This asymmetry, that is found using micro data, suggests that economists should not treat symmetrically the relation between economic variables (consumption for instance) and wealth in their models when wealth decreases. We find that this asymmetry increases with age and picks at retirement.

Culture, nationality and demographics in ultimatum games

We use experimental data collected in Russia and in the United States using a simple ultimatum game to evaluate two alternative hypotheses that may account for previously observed behavior in multinational experiments. One hypothesis postulates that behavioral differences observed in bargaining experiments arise from country-specific cultural environments. We submit the alternative hypothesis that different behavior in such experiments stems from differences in the demographic characteristics of the subject pools within each country. Because of its simplicity, our experimental design allows us to discriminate between these two hypotheses. Our findings support the alternative hypothesis.multinational experiments, ultimatum bargaining

Classification methods for Hilbert data based on surrogate density

An unsupervised and a supervised classification approaches for Hilbert random curves are studied. Both rest on the use of a surrogate of the probability density which is defined, in a distribution-free mixture context, from an asymptotic factorization of the small-ball probability. That surrogate density is estimated by a kernel approach from the principal components of the data. The focus is on the illustration of the classification algorithms and the computational implications, with particular attention to the tuning of the parameters involved. Some asymptotic results are sketched. Applications on simulated and real datasets show how the proposed methods work.Comment: 33 pages, 11 figures, 6 table

Non-Parametric Calibration of Probabilistic Regression

The task of calibration is to retrospectively adjust the outputs from a machine learning model to provide better probability estimates on the target variable. While calibration has been investigated thoroughly in classification, it has not yet been well-established for regression tasks. This paper considers the problem of calibrating a probabilistic regression model to improve the estimated probability densities over the real-valued targets. We propose to calibrate a regression model through the cumulative probability density, which can be derived from calibrating a multi-class classifier. We provide three non-parametric approaches to solve the problem, two of which provide empirical estimates and the third providing smooth density estimates. The proposed approaches are experimentally evaluated to show their ability to improve the performance of regression models on the predictive likelihood

Diffusion Maps Kalman Filter for a Class of Systems with Gradient Flows

In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold learning technique, with a linear Kalman filter and with concepts from Koopman operator theory. More concretely, using diffusion maps, we construct data-driven virtual state coordinates, which linearize the system model. Based on these coordinates, we devise a data-driven framework for state estimation using the Kalman filter. We demonstrate the strengths of our method with respect to both parametric and non-parametric algorithms in three tracking problems. In particular, applying the approach to actual recordings of hippocampal neural activity in rodents directly yields a representation of the position of the animals. We show that the proposed method outperforms competing non-parametric algorithms in the examined stochastic problem formulations. Additionally, we obtain results comparable to classical parametric algorithms, which, in contrast to our method, are equipped with model knowledge.Comment: 15 pages, 12 figures, submitted to IEEE TS