Rigorous optimisation of multilinear discriminant analysis with Tucker and PARAFAC structures

Abstract Background We propose rigorously optimised supervised feature extraction methods for multilinear data based on Multilinear Discriminant Analysis (MDA) and demonstrate their usage on Electroencephalography (EEG) and simulated data. While existing MDA methods use heuristic optimisation procedures based on an ambiguous Tucker structure, we propose a rigorous approach via optimisation on the cross-product of Stiefel manifolds. We also introduce MDA methods with the PARAFAC structure. We compare the proposed approaches to existing MDA methods and unsupervised multilinear decompositions. Results We find that manifold optimisation substantially improves MDA objective functions relative to existing methods and on simulated data in general improve classification performance. However, we find similar classification performance when applied to the electroencephalography data. Furthermore, supervised approaches substantially outperform unsupervised mulitilinear methods whereas methods with the PARAFAC structure perform similarly to those with Tucker structures. Notably, despite applying the MDA procedures to raw Brain-Computer Interface data, their performances are on par with results employing ample pre-processing and they extract discriminatory patterns similar to the brain activity known to be elicited in the investigated EEG paradigms. Conclusion The proposed usage of manifold optimisation constitutes the first rigorous and monotonous optimisation approach for MDA methods and allows for MDA with the PARAFAC structure. Our results show that MDA methods applied to raw EEG data can extract discriminatory patterns when compared to traditional unsupervised multilinear feature extraction approaches, whereas the proposed PARAFAC structured MDA models provide meaningful patterns of activity

Load balance and Parallel I/O: Optimising COSA for large simulations

This paper presents the optimisation of the parallel functionalities of the Navier-Stokes Computational Fluid Dynamics research code COSA, a finite volume structured multi-block code featuring a steady solver, a general purpose time-domain solver, and a frequency-domain harmonic balance solver for the rapid solution of unsteady periodic flows. The optimisation focuses on improving the scalability of the parallel input/output functionalities of the code and developing an effective and user-friendly load balancing approach. Both features are paramount for using COSA efficiently for large-scale production simulations using tens of thousands of computational cores. The efficiency enhancements resulting from optimising the parallel I/O functionality and addressing load balance issues has provided up to a 4x performance improvement for unbalanced simulations, and 2x performance improvements for balanced simulations

Performance and results of the high-resolution biogeochemical model PELAGOS025 v1.0 within NEMO v3.4

Abstract. The present work aims at evaluating the scalability performance of a high-resolution global ocean biogeochemistry model (PELAGOS025) on massive parallel architectures and the benefits in terms of the time-to-solution reduction. PELAGOS025 is an on-line coupling between the Nucleus for the European Modelling of the Ocean (NEMO) physical ocean model and the Biogeochemical Flux Model (BFM) biogeochemical model. Both the models use a parallel domain decomposition along the horizontal dimension. The parallelisation is based on the message passing paradigm. The performance analysis has been done on two parallel architectures, an IBM BlueGene/Q at ALCF (Argonne Leadership Computing Facilities) and an IBM iDataPlex with Sandy Bridge processors at the CMCC (Euro Mediterranean Center on Climate Change). The outcome of the analysis demonstrated that the lack of scalability is due to several factors such as the I/O operations, the memory contention, the load unbalancing due to the memory structure of the BFM component and, for the BlueGene/Q, the absence of a hybrid parallelisation approach

A non parametric analysis of the relative performance and efficiency patterns of service industries in the advanced countries

Los servicios hoy en día juegan un papel determinante en el crecimiento a largo plazo de la productividad y el nivel de vida de las economías avanzadas debido a su peso cuantitativo. Igualmente, tienen un impacto directo en la evolución agregada de la economía a través de sus efectos sobre la eficiencia del país y la frontera tecnológica. Uniendo estas dos ideas el objetivo de este WP es doble. Por un lado, analizar la evolución de la productividad relativa en el sector servicios, tanto agregada como desagregadamente. Por el otro, explorar algunas posibles causas relacionadas con la eficiencia – estática y dinámica – dentro del sector. Para ello, usaremos técnicas no paramétricas – en concreto, índices de Malmquist (para el cálculo de la PMF) y técnicas DEA para el análisis de la eficiencia – aplicados a los datos macroeconómicos ofrecidos por la base EUKLEMS para una muestra de países OCDE. Los principales resultados de este trabajo parecen refutar, al menos parcialmente, la hipótesis convencional de la baja productividad y eficiencia. Por el contrario, existe una clara dualidad y heterogeneidad dentro del mismo. Adicionalmente, los resultados obtenidos a través de técnicas no paramétricas pueden abrir futuras opciones para el análisis y la medición de la productividad y la eficiencia en los serviciosThe service sector plays a key role determining long-term productivity growth rates and living standards due to the increasing share of services both in production and employment within developed economies. Secondly, it can impact the whole economy through its capacity to affect a country’s efficiency and technological frontier. Linking these two ideas, the aim of this paper is twofold. On one side, to analyse the behaviour of productivity in the service sector, both in aggregate and disaggregate terms, and also to explore some explaining factors related to its efficiency in shaping this sector. In doing so, we apply non-parametric approaches – concretely, Malmquist indices and frontier DEA techniques – for macroeconomic data provided by the EU KLEMS database for a set of OECD countries. The main results of the paper seem to outline a partial refutation of the traditional hypothesis of low productivity. There is a huge heterogeneity and dualism within the tertiary sector in the advanced economies. Finally, the results based on non-parametric approaches might complement those obtained by using traditional parametric estimations, widening the future options to measure and analyse the productivity and efficiency patterns in service industrie

A non parametric analysis of the relative performance and efficiency patterns of service industries in the advanced countries

Los servicios hoy en día juegan un papel determinante en el crecimiento a largo plazo de la productividad y el nivel de vida de las economías avanzadas debido a su peso cuantitativo. Igualmente, tienen un impacto directo en la evolución agregada de la economía a través de sus efectos sobre la eficiencia del país y la frontera tecnológica. Uniendo estas dos ideas el objetivo de este WP es doble. Por un lado, analizar la evolución de la productividad relativa en el sector servicios, tanto agregada como desagregadamente. Por el otro, explorar algunas posibles causas relacionadas con la eficiencia – estática y dinámica – dentro del sector. Para ello, usaremos técnicas no paramétricas – en concreto, índices de Malmquist (para el cálculo de la PMF) y técnicas DEA para el análisis de la eficiencia – aplicados a los datos macroeconómicos ofrecidos por la base EUKLEMS para una muestra de países OCDE. Los principales resultados de este trabajo parecen refutar, al menos parcialmente, la hipótesis convencional de la baja productividad y eficiencia. Por el contrario, existe una clara dualidad y heterogeneidad dentro del mismo. Adicionalmente, los resultados obtenidos a través de técnicas no paramétricas pueden abrir futuras opciones para el análisis y la medición de la productividad y la eficiencia en los serviciosThe service sector plays a key role determining long-term productivity growth rates and living standards due to the increasing share of services both in production and employment within developed economies. Secondly, it can impact the whole economy through its capacity to affect a country’s efficiency and technological frontier. Linking these two ideas, the aim of this paper is twofold. On one side, to analyse the behaviour of productivity in the service sector, both in aggregate and disaggregate terms, and also to explore some explaining factors related to its efficiency in shaping this sector. In doing so, we apply non-parametric approaches – concretely, Malmquist indices and frontier DEA techniques – for macroeconomic data provided by the EU KLEMS database for a set of OECD countries. The main results of the paper seem to outline a partial refutation of the traditional hypothesis of low productivity. There is a huge heterogeneity and dualism within the tertiary sector in the advanced economies. Finally, the results based on non-parametric approaches might complement those obtained by using traditional parametric estimations, widening the future options to measure and analyse the productivity and efficiency patterns in service industrie

A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials

The real exchange rate - real interest rate (RERI) relationship is central to most open economy macroeconomic models. However, empirical support for the relationship, especially when cointegrationbased methods are used, is rather weak. In this paper we reinvestigate the RERI relationship using bilateral real exchange rate data spanning the period 1978 to 1997. We first clarify the logic of applying cointegration methods to the RERI and propose an alternative way of testing the relationship. We demonstrate that the failure of earlier analyses to detect a stationary real interest rate is largely due to the low power of the tests employed.real exchange rates, real interest rates, cointegration