930,251 research outputs found

    External Sampling

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    36th International Colloquium, ICALP 2009, Rhodes, Greece, July 5-12, 2009, Proceedings, Part IWe initiate the study of sublinear-time algorithms in the external memory model [1]. In this model, the data is stored in blocks of a certain size B, and the algorithm is charged a unit cost for each block access. This model is well-studied, since it reflects the computational issues occurring when the (massive) input is stored on a disk. Since each block access operates on B data elements in parallel, many problems have external memory algorithms whose number of block accesses is only a small fraction (e.g. 1/B) of their main memory complexity. However, to the best of our knowledge, no such reduction in complexity is known for any sublinear-time algorithm. One plausible explanation is that the vast majority of sublinear-time algorithms use random sampling and thus exhibit no locality of reference. This state of affairs is quite unfortunate, since both sublinear-time algorithms and the external memory model are important approaches to dealing with massive data sets, and ideally they should be combined to achieve best performance. In this paper we show that such combination is indeed possible. In particular, we consider three well-studied problems: testing of distinctness, uniformity and identity of an empirical distribution induced by data. For these problems we show random-sampling-based algorithms whose number of block accesses is up to a factor of 1/√B smaller than the main memory complexity of those problems. We also show that this improvement is optimal for those problems. Since these problems are natural primitives for a number of sampling-based algorithms for other problems, our tools improve the external memory complexity of other problems as well.David & Lucile Packard Foundation (Fellowship)Center for Massive Data Algorithmics (MADALGO)Marie Curie (International Reintegration Grant 231077)National Science Foundation (U.S.) (Grant 0514771)National Science Foundation (U.S.) (Grant 0728645)National Science Foundation (U.S.) (Grant 0732334)Symantec Research Labs (Research Fellowship

    Selection of sampling rate for digital control of aircrafts

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    The considerations in selecting the sample rates for digital control of aircrafts are identified and evaluated using the optimal discrete method. A high performance aircraft model which includes a bending mode and wind gusts was studied. The following factors which influence the selection of the sampling rates were identified: (1) the time and roughness response to control inputs; (2) the response to external disturbances; and (3) the sensitivity to variations of parameters. It was found that the time response to a control input and the response to external disturbances limit the selection of the sampling rate. The optimal discrete regulator, the steady state Kalman filter, and the mean response to external disturbances are calculated

    A Simple Approach to Combining Internal and External Operational Loss Data

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    We propose a simple approach to combining internal and external loss data in the case when internal and external data come from the same distribution. We assume that the internal data is uncensored but the external data includes only losses above a known threshold. This approach is an alternative to the method of Baud et al. \cite{BA1}, when the latter is too computationally expensive due to the large quantity of data available.operational risk, basel accords, combining internal and external data, stratified sampling, weighted average

    Entropic sampling dynamics of the globally-coupled kinetic Ising model

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    The entropic sampling dynamics based on the reversible information transfer to and from the environment is applied to the globally coupled Ising model in the presence of an oscillating magnetic field. When the driving frequency is low enough, coherence between the magnetization and the external magnetic field is observed; such behavior tends to weaken with the system size. The time-scale matching between the intrinsic time scale, defined in the absence of the external magnetic field, and the extrinsic time scale, given by the inverse of the driving frequency, is used to explain the observed coherence behavior.Comment: 8 page
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