17,627 research outputs found

    Pattern vectors from algebraic graph theory

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    Graphstructures have proven computationally cumbersome for pattern analysis. The reason for this is that, before graphs can be converted to pattern vectors, correspondences must be established between the nodes of structures which are potentially of different size. To overcome this problem, in this paper, we turn to the spectral decomposition of the Laplacian matrix. We show how the elements of the spectral matrix for the Laplacian can be used to construct symmetric polynomials that are permutation invariants. The coefficients of these polynomials can be used as graph features which can be encoded in a vectorial manner. We extend this representation to graphs in which there are unary attributes on the nodes and binary attributes on the edges by using the spectral decomposition of a Hermitian property matrix that can be viewed as a complex analogue of the Laplacian. To embed the graphs in a pattern space, we explore whether the vectors of invariants can be embedded in a low- dimensional space using a number of alternative strategies, including principal components analysis ( PCA), multidimensional scaling ( MDS), and locality preserving projection ( LPP). Experimentally, we demonstrate that the embeddings result in well- defined graph clusters. Our experiments with the spectral representation involve both synthetic and real- world data. The experiments with synthetic data demonstrate that the distances between spectral feature vectors can be used to discriminate between graphs on the basis of their structure. The real- world experiments show that the method can be used to locate clusters of graphs

    Absorbing systematic effects to obtain a better background model in a search for new physics

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    This paper presents a novel approach to estimate the Standard Model backgrounds based on modifying Monte Carlo predictions within their systematic uncertainties. The improved background model is obtained by altering the original predictions with successively more complex correction functions in signal-free control selections. Statistical tests indicate when sufficient compatibility with data is reached. In this way, systematic effects are absorbed into the new background model. The same correction is then applied on the Monte Carlo prediction in the signal region. Comparing this method to other background estimation techniques shows improvements with respect to statistical and systematical uncertainties. The proposed method can also be applied in other fields beyond high energy physics

    High-Dimensional Stochastic Design Optimization by Adaptive-Sparse Polynomial Dimensional Decomposition

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    This paper presents a novel adaptive-sparse polynomial dimensional decomposition (PDD) method for stochastic design optimization of complex systems. The method entails an adaptive-sparse PDD approximation of a high-dimensional stochastic response for statistical moment and reliability analyses; a novel integration of the adaptive-sparse PDD approximation and score functions for estimating the first-order design sensitivities of the statistical moments and failure probability; and standard gradient-based optimization algorithms. New analytical formulae are presented for the design sensitivities that are simultaneously determined along with the moments or the failure probability. Numerical results stemming from mathematical functions indicate that the new method provides more computationally efficient design solutions than the existing methods. Finally, stochastic shape optimization of a jet engine bracket with 79 variables was performed, demonstrating the power of the new method to tackle practical engineering problems.Comment: 18 pages, 2 figures, to appear in Sparse Grids and Applications--Stuttgart 2014, Lecture Notes in Computational Science and Engineering 109, edited by J. Garcke and D. Pfl\"{u}ger, Springer International Publishing, 201
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