The Performance of Random Template Banks

When searching for new gravitational-wave or electromagnetic sources, the $n$ signal parameters (masses, sky location, frequencies,...) are unknown. In practice, one hunts for signals at a discrete set of points in parameter space, called a template bank. These may be constructed systematically as a lattice, or alternatively, by placing templates at randomly selected points in parameter space. Here, we calculate the fraction of signals lost by an $n$-dimensional random template bank (compared to a very finely spaced bank). This fraction is compared to the corresponding loss fraction for the best possible lattice-based template banks containing the same number of grid points. For dimensions $n8$, the difference is negligible. In high dimensions, random template banks outperform the best known lattices

Learning and recognition by a dynamical system with a plastic velocity field

Learning is a mechanism intrinsic to all sentient biological systems. Despite the diverse range of paradigms that exist, it appears that an artificial system has yet to be developed that can emulate learning with a comparable degree of accuracy or efficiency to the human brain. With the development of new approaches comes the opportunity to reduce this disparity in performance. A model presented by Janson and Marsden [arXiv:1107.0674 (2011)] (Memory foam model) redefines the critical features that an intelligent system should demonstrate. Rather than focussing on the topological constraints of the rigid neuron structure, the emphasis is placed on the on-line, unsupervised, classification, retention and recognition of stimuli. In contrast to traditional AI approaches, the system s memory is not plagued by spurious attractors or the curse of dimensionality. The ability to continuously learn, whilst simultaneously recognising aspects of a stimuli ensures that this model more closely embodies the operations occurring in the brain than many other AI approaches. Here we consider the pertinent deficiencies of classical artificial learning models before introducing and developing this memory foam self-shaping system. As this model is relatively new, its limitations are not yet apparent. These must be established by testing the model in various complex environments. Here we consider its ability to learn and recognize the RGB colours composing cartoons as observed via a web-camera. The self-shaping vector field of the system is shown to adjust its composition to reflect the distribution of three-dimensional inputs. The model builds a memory of its experiences and is shown to recognize unfamiliar colours by locating the most appropriate class with which to associate a stimuli. In addition, we discuss a method to map a three-dimensional RGB input onto a line spectrum of colours. The corresponding reduction of the models dimensions is shown to dramatically improve computational speed, however, the model is then restricted to a much smaller set of representable colours. This models prototype offers a gradient description of recognition, it is evident that a more complex, non-linear alternative may be used to better characterize the classes of the system. It is postulated that non-linear attractors may be utilized to convey the concept of hierarchy that relates the different classes of the system. We relate the dynamics of the van der Pol oscillator to this plastic self-shaping system, first demonstrating the recognition of stimuli with limit cycle trajectories. The location and frequency of each cycle is dependent on the topology of the systems energy potential. For a one-dimensional stimuli the dynamics are restricted to the cycle, the extension of the model to an N dimensional stimuli is approached via the coupling of N oscillators. Here we study systems of up to three mutually coupled oscillators and relate limit cycles, fixed points and quasi-periodic orbits to the recognition of stimuli

An evolve-then-correct reduced order model for hidden fluid dynamics

In this paper, we put forth an evolve-then-correct reduced order modeling approach that combines intrusive and nonintrusive models to take hidden physical processes into account. Specifically, we split the underlying dynamics into known and unknown components. In the known part, we first utilize an intrusive Galerkin method projected on a set of basis functions obtained by proper orthogonal decomposition. We then formulate a recurrent neural network emulator based on the assumption that observed data is a manifestation of all relevant processes. We further enhance our approach by using an orthonormality conforming basis interpolation approach on a Grassmannian manifold to address off-design conditions. The proposed framework is illustrated here with the application of two-dimensional co-rotating vortex simulations under modeling uncertainty. The results demonstrate highly accurate predictions underlining the effectiveness of the evolve-then-correct approach toward realtime simulations, where the full process model is not known a priori

One-dimensional heterogeneous solids with uncertain elastic modulus in presence of long-range interactions: Interval versus stochastic analysis

The analysis of one-dimensional non-local elastic solids with uncertain Young's modulus is addressed. Non-local effects are represented as long-range central body forces between non-adjacent volume elements. For comparison purpose, the fluctuating elastic modulus of the material is modeled following both a probabilistic and a non-probabilistic approach. To this aim, a novel definition of the interval field concept, able to limit the overestimation affecting ordinary interval analysis, is introduced. Approximate closed-form expressions are derived for the bounds of the interval displacement field as well as for the mean-value and variance of the stochastic respons

Predictable markets? A news-driven model of the stock market

We attempt to explain stock market dynamics in terms of the interaction among three variables: market price, investor opinion and information flow. We propose a framework for such interaction and apply it to build a model of stock market dynamics which we study both empirically and theoretically. We demonstrate that this model replicates observed market behavior on all relevant timescales (from days to years) reasonably well. Using the model, we obtain and discuss a number of results that pose implications for current market theory and offer potential practical applications.Comment: This is the version accepted for publication in a new journal Algorithmic Finance (http://algorithmicfinance.org). A draft was posted here on 29 Apri

Filtering geometric imperfection patterns for analysis and design of composite shell structures

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Fusion of Imaging and Inertial Sensors for Navigation

The motivation of this research is to address the limitations of satellite-based navigation by fusing imaging and inertial systems. The research begins by rigorously describing the imaging and navigation problem and developing practical models of the sensors, then presenting a transformation technique to detect features within an image. Given a set of features, a statistical feature projection technique is developed which utilizes inertial measurements to predict vectors in the feature space between images. This coupling of the imaging and inertial sensors at a deep level is then used to aid the statistical feature matching function. The feature matches and inertial measurements are then used to estimate the navigation trajectory using an extended Kalman filter. After accomplishing a proper calibration, the image-aided inertial navigation algorithm is then tested using a combination of simulation and ground tests using both tactical and consumer- grade inertial sensors. While limitations of the Kalman filter are identified, the experimental results demonstrate a navigation performance improvement of at least two orders of magnitude over the respective inertial-only solutions