Ptolemaic Indexing

This paper discusses a new family of bounds for use in similarity search, related to those used in metric indexing, but based on Ptolemy's inequality, rather than the metric axioms. Ptolemy's inequality holds for the well-known Euclidean distance, but is also shown here to hold for quadratic form metrics in general, with Mahalanobis distance as an important special case. The inequality is examined empirically on both synthetic and real-world data sets and is also found to hold approximately, with a very low degree of error, for important distances such as the angular pseudometric and several Lp norms. Indexing experiments demonstrate a highly increased filtering power compared to existing, triangular methods. It is also shown that combining the Ptolemaic and triangular filtering can lead to better results than using either approach on its own

Research in structures, structural dynamics and materials, 1989

Topics addressed include: composite plates; buckling predictions; missile launch tube modeling; structural/control systems design; optimization of nonlinear R/C frames; error analysis for semi-analytic displacement; crack acoustic emission; and structural dynamics

Program development using abstract interpretation (and the ciao system preprocessor)

The technique of Abstract Interpretation has allowed the development of very sophisticated global program analyses which are at the same time provably correct and practical. We present in a tutorial fashion a novel program development framework which uses abstract interpretation as a fundamental tool. The framework uses modular, incremental abstract interpretation to obtain information about the program. This information is used to validate programs, to detect bugs with respect to partial specifications written using assertions (in the program itself and/or in system librarles), to genérate and simplify run-time tests, and to perform high-level program transformations such as múltiple abstract specialization, parallelization, and resource usage control, all in a provably correct way. In the case of validation and debugging, the assertions can refer to a variety of program points such as procedure entry, procedure exit, points within procedures, or global computations. The system can reason with much richer information than, for example, traditional types. This includes data structure shape (including pointer sharing), bounds on data structure sizes, and other operational variable instantiation properties, as well as procedure-level properties such as determinacy, termination, non-failure, and bounds on resource consumption (time or space cost). CiaoPP, the preprocessor of the Ciao multi-paradigm programming system, which implements the described functionality, will be used to illustrate the fundamental ideas

Copulas in finance and insurance

Copulas provide a potential useful modeling tool to represent the dependence structure among variables and to generate joint distributions by combining given marginal distributions. Simulations play a relevant role in finance and insurance. They are used to replicate efficient frontiers or extremal values, to price options, to estimate joint risks, and so on. Using copulas, it is easy to construct and simulate from multivariate distributions based on almost any choice of marginals and any type of dependence structure. In this paper we outline recent contributions of statistical modeling using copulas in finance and insurance. We review issues related to the notion of copulas, copula families, copula-based dynamic and static dependence structure, copulas and latent factor models and simulation of copulas. Finally, we outline hot topics in copulas with a special focus on model selection and goodness-of-fit testing

Belga B-trees

We revisit self-adjusting external memory tree data structures, which combine the optimal (and practical) worst-case I/O performances of B-trees, while adapting to the online distribution of queries. Our approach is analogous to undergoing efforts in the BST model, where Tango Trees (Demaine et al. 2007) were shown to be $O(\log\log N)$-competitive with the runtime of the best offline binary search tree on every sequence of searches. Here we formalize the B-Tree model as a natural generalization of the BST model. We prove lower bounds for the B-Tree model, and introduce a B-Tree model data structure, the Belga B-tree, that executes any sequence of searches within a $O(\log \log N)$ factor of the best offline B-tree model algorithm, provided $B=\log^{O(1)}N$. We also show how to transform any static BST into a static B-tree which is faster by a $\Theta(\log B)$ factor; the transformation is randomized and we show that randomization is necessary to obtain any significant speedup

Cell-probe Lower Bounds for Dynamic Problems via a New Communication Model

In this paper, we develop a new communication model to prove a data structure lower bound for the dynamic interval union problem. The problem is to maintain a multiset of intervals $\mathcal{I}$ over $[0, n]$ with integer coordinates, supporting the following operations: - insert(a, b): add an interval $[a, b]$ to $\mathcal{I}$, provided that $a$ and $b$ are integers in $[0, n]$; - delete(a, b): delete a (previously inserted) interval $[a, b]$ from $\mathcal{I}$; - query(): return the total length of the union of all intervals in $\mathcal{I}$. It is related to the two-dimensional case of Klee's measure problem. We prove that there is a distribution over sequences of operations with $O(n)$ insertions and deletions, and $O(n^{0.01})$ queries, for which any data structure with any constant error probability requires $\Omega(n\log n)$ time in expectation. Interestingly, we use the sparse set disjointness protocol of H\aa{}stad and Wigderson [ToC'07] to speed up a reduction from a new kind of nondeterministic communication games, for which we prove lower bounds. For applications, we prove lower bounds for several dynamic graph problems by reducing them from dynamic interval union

Pascal-orientated computer design

Imperial Users onl