11,033 research outputs found
Consensus State Gram Matrix Estimation for Stochastic Switching Networks from Spectral Distribution Moments
Reaching distributed average consensus quickly and accurately over a network
through iterative dynamics represents an important task in numerous distributed
applications. Suitably designed filters applied to the state values can
significantly improve the convergence rate. For constant networks, these
filters can be viewed in terms of graph signal processing as polynomials in a
single matrix, the consensus iteration matrix, with filter response evaluated
at its eigenvalues. For random, time-varying networks, filter design becomes
more complicated, involving eigendecompositions of sums and products of random,
time-varying iteration matrices. This paper focuses on deriving an estimate for
the Gram matrix of error in the state vectors over a filtering window for
large-scale, stationary, switching random networks. The result depends on the
moments of the empirical spectral distribution, which can be estimated through
Monte-Carlo simulation. This work then defines a quadratic objective function
to minimize the expected consensus estimate error norm. Simulation results
provide support for the approximation.Comment: 52nd Asilomar Conference on Signals, Systems, and Computers (Asilomar
2017
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Molecular logic behind the three-way stochastic choices that expand butterfly colour vision.
Butterflies rely extensively on colour vision to adapt to the natural world. Most species express a broad range of colour-sensitive Rhodopsin proteins in three types of ommatidia (unit eyes), which are distributed stochastically across the retina. The retinas of Drosophila melanogaster use just two main types, in which fate is controlled by the binary stochastic decision to express the transcription factor Spineless in R7 photoreceptors. We investigated how butterflies instead generate three stochastically distributed ommatidial types, resulting in a more diverse retinal mosaic that provides the basis for additional colour comparisons and an expanded range of colour vision. We show that the Japanese yellow swallowtail (Papilio xuthus, Papilionidae) and the painted lady (Vanessa cardui, Nymphalidae) butterflies have a second R7-like photoreceptor in each ommatidium. Independent stochastic expression of Spineless in each R7-like cell results in expression of a blue-sensitive (Spineless(ON)) or an ultraviolet (UV)-sensitive (Spineless(OFF)) Rhodopsin. In P. xuthus these choices of blue/blue, blue/UV or UV/UV sensitivity in the two R7 cells are coordinated with expression of additional Rhodopsin proteins in the remaining photoreceptors, and together define the three types of ommatidia. Knocking out spineless using CRISPR/Cas9 (refs 5, 6) leads to the loss of the blue-sensitive fate in R7-like cells and transforms retinas into homogeneous fields of UV/UV-type ommatidia, with corresponding changes in other coordinated features of ommatidial type. Hence, the three possible outcomes of Spineless expression define the three ommatidial types in butterflies. This developmental strategy allowed the deployment of an additional red-sensitive Rhodopsin in P. xuthus, allowing for the evolution of expanded colour vision with a greater variety of receptors. This surprisingly simple mechanism that makes use of two binary stochastic decisions coupled with local coordination may prove to be a general means of generating an increased diversity of developmental outcomes
Likelihood Analysis of Power Spectra and Generalized Moment Problems
We develop an approach to spectral estimation that has been advocated by
Ferrante, Masiero and Pavon and, in the context of the scalar-valued covariance
extension problem, by Enqvist and Karlsson. The aim is to determine the power
spectrum that is consistent with given moments and minimizes the relative
entropy between the probability law of the underlying Gaussian stochastic
process to that of a prior. The approach is analogous to the framework of
earlier work by Byrnes, Georgiou and Lindquist and can also be viewed as a
generalization of the classical work by Burg and Jaynes on the maximum entropy
method. In the present paper we present a new fast algorithm in the general
case (i.e., for general Gaussian priors) and show that for priors with a
specific structure the solution can be given in closed form.Comment: 17 pages, 4 figure
A mathematical proof of the existence of trends in financial time series
We are settling a longstanding quarrel in quantitative finance by proving the
existence of trends in financial time series thanks to a theorem due to P.
Cartier and Y. Perrin, which is expressed in the language of nonstandard
analysis (Integration over finite sets, F. & M. Diener (Eds): Nonstandard
Analysis in Practice, Springer, 1995, pp. 195--204). Those trends, which might
coexist with some altered random walk paradigm and efficient market hypothesis,
seem nevertheless difficult to reconcile with the celebrated Black-Scholes
model. They are estimated via recent techniques stemming from control and
signal theory. Several quite convincing computer simulations on the forecast of
various financial quantities are depicted. We conclude by discussing the r\^ole
of probability theory
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