A(e⃗,e′p⃗)(\vec{e},e'\vec{p})B responses: from bare nucleons to complex nuclei

We study the occurrence of factorization in polarized and unpolarized observables in coincidence quasi-elastic electron scattering. Starting with the relativistic distorted wave impulse approximation, we reformulate the effective momentum approximation and show that the latter leads to observables which factorize under some specific conditions. Within this framework, the role played by final state interactions and, in particular, by the spin-orbit term is explored. Connection with the nonrelativistic formalism is studied in depth. Numerical results are presented to illustrate the analytical derivations and to quantify the differences between factorized and unfactorized approaches.Comment: 26 pages, 5 figures. Improved and extended version. To be published in Phys. Rev.

Adaptive Relaxed ADMM: Convergence Theory and Practical Implementation

Many modern computer vision and machine learning applications rely on solving difficult optimization problems that involve non-differentiable objective functions and constraints. The alternating direction method of multipliers (ADMM) is a widely used approach to solve such problems. Relaxed ADMM is a generalization of ADMM that often achieves better performance, but its efficiency depends strongly on algorithm parameters that must be chosen by an expert user. We propose an adaptive method that automatically tunes the key algorithm parameters to achieve optimal performance without user oversight. Inspired by recent work on adaptivity, the proposed adaptive relaxed ADMM (ARADMM) is derived by assuming a Barzilai-Borwein style linear gradient. A detailed convergence analysis of ARADMM is provided, and numerical results on several applications demonstrate fast practical convergence.Comment: CVPR 201

Machine Learning Methods with Noisy, Incomplete or Small Datasets

In many machine learning applications, available datasets are sometimes incomplete, noisy or affected by artifacts. In supervised scenarios, it could happen that label information has low quality, which might include unbalanced training sets, noisy labels and other problems. Moreover, in practice, it is very common that available data samples are not enough to derive useful supervised or unsupervised classifiers. All these issues are commonly referred to as the low-quality data problem. This book collects novel contributions on machine learning methods for low-quality datasets, to contribute to the dissemination of new ideas to solve this challenging problem, and to provide clear examples of application in real scenarios

構造化データに対する予測手法：グラフ，順序，時系列

京都大学新制・課程博士博士(情報学)甲第23439号情博第769号新制||情||131(附属図書館)京都大学大学院情報学研究科知能情報学専攻(主査)教授 鹿島 久嗣, 教授 山本 章博, 教授 阿久津 達也学位規則第4条第1項該当Doctor of InformaticsKyoto UniversityDFA

Efficient Numerical Methods for Pricing American Options under Lévy Models

Two new numerical methods for the valuation of American and Bermudan options are proposed, which admit a large class of asset price models for the underlying. In particular, the methods can be applied with Lévy models that admit jumps in the asset price. These models provide a more realistic description of market prices and lead to better calibration results than the well-known Black-Scholes model. The proposed methods are not based on the indirect approach via partial differential equations, but directly compute option prices as risk-neutral expectation values. The expectation values are approximated by numerical quadrature methods. While this approach is initially limited to European options, the proposed combination with interpolation methods also allows for pricing of Bermudan and American options. Two different interpolation methods are used. These are cubic splines on the one hand and a mesh-free interpolation by radial basis functions on the other hand. The resulting valuation methods allow for an adaptive space discretization and error control. Their numerical properties are analyzed and, finally, the methods are validated and tested against various single-asset and multi-asset options under different market models

An extension of transformer neural networks in the context of multivariate stochastic processes

Increasingly, artificial neural networks are explored to learn relationships among temporal sequence data for purposes of classification, prediction, and anomaly detection with the hope of exceeding the performance of more traditional machine learning algorithms. While the underlying Long Short-Term Memory or Gated Recurrent Unit networks are still the preferred choices by many researchers, such recurrent networks are sub-optimal to learn relationships within and across longer sequences. Transformer neural networks, originally designed to improve the performance of natural language processing tasks, pose an interesting alternative as their attention mechanisms are more capable of capturing context and meaning within longer sequences. Such features present opportunities to apply transformer networks also to temporal sequence data of financial asset prices. This thesis introduces an extension of the original transformer neural network which is capable of multivariate time series representation learning in a supervised learning context and attempts to train temporal sequences of financial asset prices. The prediction accuracy of the transformer extension exceeds two of the most popular recurrent neural networks used for temporal sequence data prediction. The experiments are conducted in the context of a trading algorithm that showcases the practical potential and its implications. As the model is not input data specific, opportunities to transfer enhancements to other domains exist

THE TOOLS AND MONTE CARLO WORKING GROUP Summary Report from the Les Houches 2009 Workshop on TeV Colliders

This is the summary and introduction to the proceedings contributions for the Les Houches 2009 "Tools and Monte Carlo" working group.Comment: 144 Pages. Workshop site http://wwwlapp.in2p3.fr/conferences/LesHouches/Houches2009/ . Conveners were Butterworth, Maltoni, Moortgat, Richardson, Schumann and Skand

Estudio de las propiedades y naturaleza de las resonancias escalares más ligeras y su relación con la ruptura espontánea de la simetría quiral

Tesis inédita de la Universidad Complutense de Madrid, Facultad de Ciencias Físicas, leída el 01/02/2013. Tesis formato europeo (compendio de artículos)Fac. de Ciencias FísicasTRUEunpu