A Tutorial on Independent Component Analysis

Independent component analysis (ICA) has become a standard data analysis technique applied to an array of problems in signal processing and machine learning. This tutorial provides an introduction to ICA based on linear algebra formulating an intuition for ICA from first principles. The goal of this tutorial is to provide a solid foundation on this advanced topic so that one might learn the motivation behind ICA, learn why and when to apply this technique and in the process gain an introduction to this exciting field of active research

Construction and Verification of Performance and Reliability Models

Over the last two decades formal methods have been extended towards performance and reliability evaluation. This paper tries to provide a rather intuitive explanation of the basic concepts and features in this area. Instead of striving for mathematical rigour, the intention is to give an illustrative introduction to the basics of stochastic models, to stochastic modelling using process algebra, and to model checking as a technique to analyse stochastic models

On Products and Duality of Binary, Quadratic, Regular Operads

Since its introduction by Loday in 1995 with motivation from algebraic K-theory, dendriform dialgebras have been studied quite extensively with connections to several areas in mathematics and physics. A few more similar structures have been found recently, such as the tri-, quadri-, ennea- and octo-algebras, with increasing complexity in their constructions and properties. We consider these constructions as operads and their products and duals, in terms of generators and relations, with the goal to clarify and simplify the process of obtaining new algebra structures from known structures and from linear operators.Comment: 22 page

Lambda Models From Chern-Simons Theories

In this paper we refine and extend the results of arXiv:1701.04138, where a connection between the $AdS_{5}\times S^{5}$ superstring lambda model on $S^{1}=\partial D$ and a double Chern-Simons (CS) theory on $D$ based on the Lie superalgebra $\mathfrak{psu}(2,2|4)$ was suggested, after introduction of the spectral parameter $z$. The relation between both theories mimics the well-known CS/WZW symplectic reduction equivalence but is non-chiral in nature. All the statements are now valid in the strong sense, i.e. valid on the whole phase space, making the connection between both theories precise. By constructing a $z$-dependent gauge field in the 2+1 Hamiltonian CS theory it is shown that: i) by performing a symplectic reduction of the CS theory the Maillet algebra satisfied by the extended Lax connection of the lambda model emerges as a boundary current algebra and ii) the Poisson algebra of the supertraces of $z$-dependent Wilson loops in the CS theory obey some sort of spectral parameter generalization of the Goldman bracket. The latter algebra is interpreted as the precursor of the (ambiguous) lambda model monodromy matrix Poisson algebra prior to the symplectic reduction. As a consequence, the problematic non-ultralocality of lambda models is avoided (for any value of the deformation parameter $\lambda \subset [0,1]$), showing how the lambda model classical integrable structure can be understood as a byproduct of the symplectic reduction process of the $z$-dependent CS theory.Comment: Published version+Erratum (of typos), 57 page

A stochastic Lagrangian representation of the 3-dimensional incompressible Navier-Stokes equations

In this paper we derive a representation of the deterministic 3-dimensional Navier-Stokes equations based on stochastic Lagrangian paths. The particle trajectories obey SDEs driven by a uniform Wiener process; the inviscid Weber formula for the Euler equations of ideal fluids is used to recover the velocity field. This method admits a self-contained proof of local existence for the nonlinear stochastic system, and can be extended to formulate stochastic representations of related hydrodynamic-type equations, including viscous Burgers equations and LANS-alpha models.Comment: v4: Minor corrections to bibliography, and final version that will apear in CPAM. v3: Minor corrections to the algebra in the last section. v2: Minor changes to introduction and refferences. 14 pages, 0 figure

Nonequilibrium Dynamics in Low Dimensional Systems

In these lectures we give an overview of nonequilibrium stochastic systems. In particular we discuss in detail two models, the asymmetric exclusion process and a ballistic reaction model, that illustrate many general features of nonequilibrium dynamics: for example coarsening dynamics and nonequilibrium phase transitions. As a secondary theme we shall show how a common mathematical structure, the q-deformed harmonic oscillator algebra, serves to furnish exact results for both systems. Thus the lectures also serve as a gentle introduction to things q-deformed.Comment: 48 pages LaTeX2e with 9 figures and using elsart.cls (included); Lectures at the International Summer School on Fundamental Problems in Statistical Physics X, August-September 2001, Altenberg, Germany. v2 corrects some errors and includes further discussion/reference

Categorial L\'evy Processes

We generalize Franz' independence in tensor categories with inclusions from two morphisms (which represent generalized random variables) to arbitrary ordered families of morphisms. We will see that this only works consistently if the unit object is an initial object, in which case the inclusions can be defined starting from the tensor category alone. The obtained independence for morphisms is called categorial independence. We define categorial L\'evy processes on every tensor category with initial unit object and present a construction generalizing the reconstruction of a L\'evy process from its convolution semigroup via the Daniell-Kolmogorov theorem. Finally, we discuss examples showing that many known independences from algebra as well as from (noncommutative) probability are special cases of categorial independence.Comment: Changes in v2: Abstract and introduction extended. Background on tensor functors moved to Section 2. Example section extended and reorganized. References updated. Acknowledgements updated. (Some Enrivonment numbers have changed!