277 research outputs found
A representer theorem for deep kernel learning
In this paper we provide a finite-sample and an infinite-sample representer
theorem for the concatenation of (linear combinations of) kernel functions of
reproducing kernel Hilbert spaces. These results serve as mathematical
foundation for the analysis of machine learning algorithms based on
compositions of functions. As a direct consequence in the finite-sample case,
the corresponding infinite-dimensional minimization problems can be recast into
(nonlinear) finite-dimensional minimization problems, which can be tackled with
nonlinear optimization algorithms. Moreover, we show how concatenated machine
learning problems can be reformulated as neural networks and how our
representer theorem applies to a broad class of state-of-the-art deep learning
methods
Analyzing I(2) Systems by Transformed Vector Autoregressions
We characterize the restrictions imposed by the minimal I(2)-to-I(1) transformation that underlies much applied work, e.g. on money demand relationships or open-economy pricing relationships. The relationship between the parameters of the original I(2) vector autoregression, including the coefficients of polynomially cointegrating relationships, and the transformed I(1) model is characterized. We discuss estimation of the transformed model subject to restrictions as well as the more commonly used approach of unrestricted reduced rank regression. Only a minor loss of efficiency is incurred by ignoring the restrictions in the empirical example and a simulation study. A properly transformed vector autoregression thus provides a practical and effective means for inference on the parameters of the I(2) model.cointegration; stochastic trend; price homogeneity; nominal; real; Monte Carlo experiment
The Economics of Yield-Driven Processes
The economic performance of many modern production processes is substantially influenced by process yields. Their first effect is on product cost β in some cases, low-yields can cause costs to double or worse. Yet measuring only costs can substantially underestimate the importance of yield improvement. We show that yields are especially important in periods of constrained capacity, such as new product ramp-up. Our analysis is illustrated with numerical examples taken from hard disk drive manufacturing. A three percentage point increase in yields can be worth about 6% of gross revenue and 17% of contribution. In fact, an eight percentage point improvement in process yields can outweigh a US$20/h increase in direct labor wages. Therefore, yields, in addition to or instead of labor costs, should be a focus of attention when making decisions such as new factory siting and type of automation. The paper also provides rules for when to rework, and shows that cost minimization logic can again give wrong answers
Embedding speech into virtual realities
In this work a speaker-independent speech recognition system is presented, which is suitable for implementation in Virtual Reality applications. The use of an artificial neural network in connection with a special compression of the acoustic input leads to a system, which is robust, fast, easy to use and needs no additional hardware, beside a common VR-equipment
Π‘ΠΈΡΡΠ΅ΠΌΠ° ΠΊΠΎΠ½ΡΡΠΎΠ»Ρ ΠΊΠ°ΡΠ΅ΡΡΠ²Π° ΠΏΡΠΎΠΈΠ·Π²ΠΎΠ΄ΡΡΠ²Π° ΠΊΠ°Π±Π΅Π»ΡΠ½ΡΡ ΠΈΠ·Π΄Π΅Π»ΠΈΠΉ
Π Π°Π·ΡΠ°Π±ΠΎΡΠ°Π½Π° Π²ΠΈΡΡΡΠ°Π»ΡΠ½Π°Ρ ΠΏΠ°Π½Π΅Π»Ρ, ΠΎΡΠΎΠ±ΡΠ°ΠΆΠ°ΡΡΠ°Ρ Π² ΡΠ΅Π°Π»ΡΠ½ΠΎΠΌ ΠΌΠ°ΡΡΡΠ°Π±Π΅ Π²ΡΠ΅ΠΌΠ΅Π½ΠΈ Π²Π΅ΡΡ ΡΠ΅Ρ
Π½ΠΎΠ»ΠΎΠ³ΠΈΡΠ΅ΡΠΊΠΈΠΉ ΠΏΡΠΎΡΠ΅ΡΡ ΠΈΠ·Π³ΠΎΡΠΎΠ²Π»Π΅Π½ΠΈΡ ΠΊΠ°Π±Π΅Π»ΡΠ½ΡΡ
ΠΈΠ·Π΄Π΅Π»ΠΈΠΉ. ΠΡΠ΅Π΄ΡΡΠΌΠΎΡΡΠ΅Π½Π° Π²ΠΎΠ·ΠΌΠΎΠΆΠ½ΠΎΡΡΡ ΠΊΠΎΠ½ΡΡΠΎΠ»Ρ Π»ΡΠ±ΠΎΠ³ΠΎ ΠΊΠΎΠ½ΠΊΡΠ΅ΡΠ½ΠΎΠ³ΠΎ ΠΏΠ°ΡΠ°ΠΌΠ΅ΡΡΠ° ΠΊΠ°Π±Π΅Π»Ρ ΠΏΡΠΈ ΠΏΠΎΠΌΠΎΡΠΈ ΠΌΠ½ΠΎΠ³ΠΎΠΎΠΊΠΎΠ½Π½ΠΎΠ³ΠΎ ΡΠ΅ΠΆΠΈΠΌΠ°. Π ΠΏΡΠΎΠ³ΡΠ°ΠΌΠΌΠ½ΠΎΠΌ ΠΎΠ±Π΅ΡΠΏΠ΅ΡΠ΅Π½ΠΈΠΈ ΠΏΡΠΈΠΌΠ΅Π½Π΅Π½Π° Π½Π΅ΡΠ΅ΡΠΊΠ°Ρ Π»ΠΎΠ³ΠΈΠΊΠ°, ΠΏΠΎΠ·Π²ΠΎΠ»ΡΡΡΠ°Ρ ΠΎΡΡΠ»Π΅ΠΆΠΈΠ²Π°ΡΡ Π½Π°ΡΡΡΠ΅Π½ΠΈΡ ΠΏΡΠΎΠΈΠ·Π²ΠΎΠ΄ΡΡΠ²Π΅Π½Π½ΠΎΠ³ΠΎ ΠΏΡΠΎΡΠ΅ΡΡΠ° ΠΈ ΠΊΠΎΡΡΠ΅ΠΊΡΠΈΡΠΎΠ²Π°ΡΡ Π΄Π΅ΠΉΡΡΠ²ΠΈΡ ΠΎΠΏΠ΅ΡΠ°ΡΠΎΡΠ°
Parameter Optimisation of a Virtual Synchronous Machine in a Microgrid
Parameters of a virtual synchronous machine in a small microgrid are
optimised. The dynamical behaviour of the system is simulated after a
perturbation, where the system needs to return to its steady state. The cost
functional evaluates the system behaviour for different parameters. This
functional is minimised by Parallel Tempering. Two perturbation scenarios are
investigated and the resulting optimal parameters agree with analytical
predictions. Dependent on the focus of the optimisation different optima are
obtained for each perturbation scenario. During the transient the system leaves
the allowed voltage and frequency bands only for a short time if the
perturbation is within a certain range.Comment: 17 pages, 5 figure
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