Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails

We propose new scoring rules based on partial likelihood for assessing the relative out-of-sample predictive accuracy of competing density forecasts over a specific region of interest, such as the left tail in financial risk management. By construction, existing scoring rules based on weighted likelihood or censored normal likelihood favor density forecasts with more probability mass in the given region, rendering predictive accuracy tests biased towards such densities. Our novel partial likelihood-based scoring rules do not suffer from this problem, as illustrated by means of Monte Carlo simulations and an empirical application to daily S\&P 500 index returns.

Controlling Chaos Faster

Predictive Feedback Control is an easy-to-implement method to stabilize unknown unstable periodic orbits in chaotic dynamical systems. Predictive Feedback Control is severely limited because asymptotic convergence speed decreases with stronger instabilities which in turn are typical for larger target periods, rendering it harder to effectively stabilize periodic orbits of large period. Here, we study stalled chaos control, where the application of control is stalled to make use of the chaotic, uncontrolled dynamics, and introduce an adaptation paradigm to overcome this limitation and speed up convergence. This modified control scheme is not only capable of stabilizing more periodic orbits than the original Predictive Feedback Control but also speeds up convergence for typical chaotic maps, as illustrated in both theory and application. The proposed adaptation scheme provides a way to tune parameters online, yielding a broadly applicable, fast chaos control that converges reliably, even for periodic orbits of large period

Irregular speech rate dissociates auditory cortical entrainment, evoked responses, and frontal alpha

The entrainment of slow rhythmic auditory cortical activity to the temporal regularities in speech is considered to be a central mechanism underlying auditory perception. Previous work has shown that entrainment is reduced when the quality of the acoustic input is degraded, but has also linked rhythmic activity at similar time scales to the encoding of temporal expectations. To understand these bottom-up and top-down contributions to rhythmic entrainment, we manipulated the temporal predictive structure of speech by parametrically altering the distribution of pauses between syllables or words, thereby rendering the local speech rate irregular while preserving intelligibility and the envelope fluctuations of the acoustic signal. Recording EEG activity in human participants, we found that this manipulation did not alter neural processes reflecting the encoding of individual sound transients, such as evoked potentials. However, the manipulation significantly reduced the fidelity of auditory delta (but not theta) band entrainment to the speech envelope. It also reduced left frontal alpha power and this alpha reduction was predictive of the reduced delta entrainment across participants. Our results show that rhythmic auditory entrainment in delta and theta bands reflect functionally distinct processes. Furthermore, they reveal that delta entrainment is under top-down control and likely reflects prefrontal processes that are sensitive to acoustical regularities rather than the bottom-up encoding of acoustic features

The Iray Light Transport Simulation and Rendering System

While ray tracing has become increasingly common and path tracing is well understood by now, a major challenge lies in crafting an easy-to-use and efficient system implementing these technologies. Following a purely physically-based paradigm while still allowing for artistic workflows, the Iray light transport simulation and rendering system allows for rendering complex scenes by the push of a button and thus makes accurate light transport simulation widely available. In this document we discuss the challenges and implementation choices that follow from our primary design decisions, demonstrating that such a rendering system can be made a practical, scalable, and efficient real-world application that has been adopted by various companies across many fields and is in use by many industry professionals today

PAMPC: Perception-Aware Model Predictive Control for Quadrotors

We present the first perception-aware model predictive control framework for quadrotors that unifies control and planning with respect to action and perception objectives. Our framework leverages numerical optimization to compute trajectories that satisfy the system dynamics and require control inputs within the limits of the platform. Simultaneously, it optimizes perception objectives for robust and reliable sens- ing by maximizing the visibility of a point of interest and minimizing its velocity in the image plane. Considering both perception and action objectives for motion planning and control is challenging due to the possible conflicts arising from their respective requirements. For example, for a quadrotor to track a reference trajectory, it needs to rotate to align its thrust with the direction of the desired acceleration. However, the perception objective might require to minimize such rotation to maximize the visibility of a point of interest. A model-based optimization framework, able to consider both perception and action objectives and couple them through the system dynamics, is therefore necessary. Our perception-aware model predictive control framework works in a receding-horizon fashion by iteratively solving a non-linear optimization problem. It is capable of running in real-time, fully onboard our lightweight, small-scale quadrotor using a low-power ARM computer, to- gether with a visual-inertial odometry pipeline. We validate our approach in experiments demonstrating (I) the contradiction between perception and action objectives, and (II) improved behavior in extremely challenging lighting conditions

RLFC: Random Access Light Field Compression using Key Views and Bounded Integer Encoding

We present a new hierarchical compression scheme for encoding light field images (LFI) that is suitable for interactive rendering. Our method (RLFC) exploits redundancies in the light field images by constructing a tree structure. The top level (root) of the tree captures the common high-level details across the LFI, and other levels (children) of the tree capture specific low-level details of the LFI. Our decompressing algorithm corresponds to tree traversal operations and gathers the values stored at different levels of the tree. Furthermore, we use bounded integer sequence encoding which provides random access and fast hardware decoding for compressing the blocks of children of the tree. We have evaluated our method for 4D two-plane parameterized light fields. The compression rates vary from 0.08 - 2.5 bits per pixel (bpp), resulting in compression ratios of around 200:1 to 20:1 for a PSNR quality of 40 to 50 dB. The decompression times for decoding the blocks of LFI are 1 - 3 microseconds per channel on an NVIDIA GTX-960 and we can render new views with a resolution of 512X512 at 200 fps. Our overall scheme is simple to implement and involves only bit manipulations and integer arithmetic operations.Comment: Accepted for publication at Symposium on Interactive 3D Graphics and Games (I3D '19

Applying advanced machine learning models to classify electro-physiological activity of human brain for use in biometric identification

In this article we present the results of our research related to the study of correlations between specific visual stimulation and the elicited brain's electro-physiological response collected by EEG sensors from a group of participants. We will look at how the various characteristics of visual stimulation affect the measured electro-physiological response of the brain and describe the optimal parameters found that elicit a steady-state visually evoked potential (SSVEP) in certain parts of the cerebral cortex where it can be reliably perceived by the electrode of the EEG device. After that, we continue with a description of the advanced machine learning pipeline model that can perform confident classification of the collected EEG data in order to (a) reliably distinguish signal from noise (about 85% validation score) and (b) reliably distinguish between EEG records collected from different human participants (about 80% validation score). Finally, we demonstrate that the proposed method works reliably even with an inexpensive (less than $100) consumer-grade EEG sensing device and with participants who do not have previous experience with EEG technology (EEG illiterate). All this in combination opens up broad prospects for the development of new types of consumer devices, [e.g.] based on virtual reality helmets or augmented reality glasses where EEG sensor can be easily integrated. The proposed method can be used to improve an online user experience by providing [e.g.] password-less user identification for VR / AR applications. It can also find a more advanced application in intensive care units where collected EEG data can be used to classify the level of conscious awareness of patients during anesthesia or to automatically detect hardware failures by classifying the input signal as noise