Revisiting Occurrence Typing

We revisit occurrence typing, a technique to re ne the type of variables occurring in type-cases and, thus, capture some programming patterns used in untyped languages. Although occurrence typing was tied from its inception to set-theoretic types-union types, in particular-it never fully exploited the capabilities of these types. Here we show how, by using set-theoretic types, it is possible to develop a general typing framemork that encompasses and generalizes several aspects of current occurrence typing proposals and that can be applied to tackle other problems such as the inference of intersection types for functions and the optimization of the compilation of gradually typed languages

Gradual Information Diffusion and Asset Price Momentum

Gradual information diffusion model predicts that as private information travels across the population, pricing accuracy would improve and asset prices would exhibit momentum as a result. In laboratory markets I investigate the market’s aggregation capacity in response to varying proportions of informed traders as a consequence of information diffusion. The results demonstrate that pricing errors are high when private information is dispersed and that, as the information spreads, the market gradually revise the errors and manifest momentum. Analysis suggests that aggregation under dispersed information conditions is hampered by three factors: equilibrium multiplicity, slow arrival of myopic traders, and anonymous trading.

Set-theoretic Types for Erlang

Erlang is a functional programming language with dynamic typing. The language offers great flexibility for destructing values through pattern matching and dynamic type tests. Erlang also comes with a type language supporting parametric polymorphism, equi-recursive types, as well as union and a limited form of intersection types. However, type signatures only serve as documentation, there is no check that a function body conforms to its signature. Set-theoretic types and semantic subtyping fit Erlang's feature set very well. They allow expressing nearly all constructs of its type language and provide means for statically checking type signatures. This article brings set-theoretic types to Erlang and demonstrates how existing Erlang code can be statically typechecked without or with only minor modifications to the code. Further, the article formalizes the main ingredients of the type system in a small core calculus, reports on an implementation of the system, and compares it with other static typecheckers for Erlang.Comment: 14 pages, 9 figures, IFL 2022; latexmk -pdf to buil

Modelling of content-aware indicators for effective determination of shot boundaries in compressed MPEG videos

In this paper, a content-aware approach is proposed to design multiple test conditions for shot cut detection, which are organized into a multiple phase decision tree for abrupt cut detection and a finite state machine for dissolve detection. In comparison with existing approaches, our algorithm is characterized with two categories of content difference indicators and testing. While the first category indicates the content changes that are directly used for shot cut detection, the second category indicates the contexts under which the content change occurs. As a result, indications of frame differences are tested with context awareness to make the detection of shot cuts adaptive to both content and context changes. Evaluations announced by TRECVID 2007 indicate that our proposed algorithm achieved comparable performance to those using machine learning approaches, yet using a simpler feature set and straightforward design strategies. This has validated the effectiveness of modelling of content-aware indicators for decision making, which also provides a good alternative to conventional approaches in this topic

Change-point Problem and Regression: An Annotated Bibliography

The problems of identifying changes at unknown times and of estimating the location of changes in stochastic processes are referred to as the change-point problem or, in the Eastern literature, as disorder . The change-point problem, first introduced in the quality control context, has since developed into a fundamental problem in the areas of statistical control theory, stationarity of a stochastic process, estimation of the current position of a time series, testing and estimation of change in the patterns of a regression model, and most recently in the comparison and matching of DNA sequences in microarray data analysis. Numerous methodological approaches have been implemented in examining change-point models. Maximum-likelihood estimation, Bayesian estimation, isotonic regression, piecewise regression, quasi-likelihood and non-parametric regression are among the methods which have been applied to resolving challenges in change-point problems. Grid-searching approaches have also been used to examine the change-point problem. Statistical analysis of change-point problems depends on the method of data collection. If the data collection is ongoing until some random time, then the appropriate statistical procedure is called sequential. If, however, a large finite set of data is collected with the purpose of determining if at least one change-point occurred, then this may be referred to as non-sequential. Not surprisingly, both the former and the latter have a rich literature with much of the earlier work focusing on sequential methods inspired by applications in quality control for industrial processes. In the regression literature, the change-point model is also referred to as two- or multiple-phase regression, switching regression, segmented regression, two-stage least squares (Shaban, 1980), or broken-line regression. The area of the change-point problem has been the subject of intensive research in the past half-century. The subject has evolved considerably and found applications in many different areas. It seems rather impossible to summarize all of the research carried out over the past 50 years on the change-point problem. We have therefore confined ourselves to those articles on change-point problems which pertain to regression. The important branch of sequential procedures in change-point problems has been left out entirely. We refer the readers to the seminal review papers by Lai (1995, 2001). The so called structural change models, which occupy a considerable portion of the research in the area of change-point, particularly among econometricians, have not been fully considered. We refer the reader to Perron (2005) for an updated review in this area. Articles on change-point in time series are considered only if the methodologies presented in the paper pertain to regression analysis