A Risk Comparison of Ordinary Least Squares vs Ridge Regression

We compare the risk of ridge regression to a simple variant of ordinary least squares, in which one simply projects the data onto a finite dimensional subspace (as specified by a Principal Component Analysis) and then performs an ordinary (un-regularized) least squares regression in this subspace. This note shows that the risk of this ordinary least squares method is within a constant factor (namely 4) of the risk of ridge regression.Comment: Appearing in JMLR 14, June 201

Transition from phase to generalized synchronization in time-delay systems

The notion of phase synchronization in time-delay systems, exhibiting highly non-phase-coherent attractors, has not been realized yet even though it has been well studied in chaotic dynamical systems without delay. We report the identification of phase synchronization in coupled nonidentical piece-wise linear and in coupled Mackey-Glass time-delay systems with highly non-phase-coherent regimes. We show that there is a transition from non-synchronized behavior to phase and then to generalized synchronization as a function of coupling strength. We have introduced a transformation to capture the phase of the non-phase coherent attractors, which works equally well for both the time-delay systems. The instantaneous phases of the above coupled systems calculated from the transformed attractors satisfy both the phase and mean frequency locking conditions. These transitions are also characterized in terms of recurrence based indices, namely generalized autocorrelation function $P(t)$, correlation of probability of recurrence (CPR), joint probability of recurrence (JPR) and similarity of probability of recurrence (SPR). We have quantified the different synchronization regimes in terms of these indices. The existence of phase synchronization is also characterized by typical transitions in the Lyapunov exponents of the coupled time-delay systems.Comment: Accepted for publication in CHAO

Seismic modeling using the frozen Gaussian approximation

We adopt the frozen Gaussian approximation (FGA) for modeling seismic waves. The method belongs to the category of ray-based beam methods. It decomposes seismic wavefield into a set of Gaussian functions and propagates these Gaussian functions along appropriate ray paths. As opposed to the classic Gaussian-beam method, FGA keeps the Gaussians frozen (at a fixed width) during the propagation process and adjusts their amplitudes to produce an accurate approximation after summation. We perform the initial decomposition of seismic data using a fast version of the Fourier-Bros-Iagolnitzer (FBI) transform and propagate the frozen Gaussian beams numerically using ray tracing. A test using a smoothed Marmousi model confirms the validity of FGA for accurate modeling of seismic wavefields.Comment: 5 pages, 8 figure

High-order harmonic generation from inhomogeneous fields

We present theoretical studies of high-order harmonic generation (HHG) produced by non-homogeneous fields as resulting from the illumination of plasmonic nanostructures with a short laser pulse. We show that both the inhomogeneity of the local fields and the confinement of the electron movement play an important role in the HHG process and lead to the generation of even harmonics and a significantly increased cutoff, more pronounced for the longer wavelengths cases studied. In order to understand and characterize the new HHG features we employ two different approaches: the numerical solution of the time dependent Schr\"odinger equation (TDSE) and the semiclassical approach known as Strong Field Approximation (SFA). Both approaches predict comparable results and show the new features, but using the semiclassical arguments behind the SFA and time-frequency analysis tools, we are able to fully understand the reasons of the cutoff extension.Comment: 25 pages, 12 figure

Polymer quantization, singularity resolution and the 1/r^2 potential

We present a polymer quantization of the -lambda/r^2 potential on the positive real line and compute numerically the bound state eigenenergies in terms of the dimensionless coupling constant lambda. The singularity at the origin is handled in two ways: first, by regularizing the potential and adopting either symmetric or antisymmetric boundary conditions; second, by keeping the potential unregularized but allowing the singularity to be balanced by an antisymmetric boundary condition. The results are compared to the semiclassical limit of the polymer theory and to the conventional Schrodinger quantization on L_2(R_+). The various quantization schemes are in excellent agreement for the highly excited states but differ for the low-lying states, and the polymer spectrum is bounded below even when the Schrodinger spectrum is not. We find as expected that for the antisymmetric boundary condition the regularization of the potential is redundant: the polymer quantum theory is well defined even with the unregularized potential and the regularization of the potential does not significantly affect the spectrum.Comment: 21 pages, LaTeX including 7 figures. v2: analytic bounds improved; references adde