20 research outputs found

    On the Collective Mode Spectrum for Composite Fermions at 1/3 Filling Factor

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    The collective mode spectrum of the composite fermion state 1/3 filling factor is evaluated. At zero momentum, the result coincides with the cyclotron energy at the external magnetic field value, and not at the effective magnetic field, in spite of the fact that only the former enters in the equations, thus, the Kohn theorem is satisfied. Unexpectedly, in place of a magneto roton minimum, the collective mode gets a treshold indicating the instability of the mean field composite fermion state under the formation of crystalline structures. However, the question about if if this outcome only appears within the mean field approximation should be further considered.Comment: 17 pages, one figure. Submitted to Int. Jour. Mod. Phys.

    Multi-frame Super Resolution based on Sparse Coding

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    The high fidelity reconstruction of compressed and low-resolution magnetic resonance (MR) data is essential for simultaneously improving patient care, accuracy in diagnosis and quality in clinical research. Sponsored by the Royal Society through the Newton Mobility Grant Scheme, a half-day workshop on reconstruction schemes for MR data was held on the 17th of August 2016 to discuss new ideas from related research fields that could be useful to overcome the shortcomings of the conventional reconstruction methods that have been evaluated up to date. Participants were 21 university students, computer scientists, image analysts, engineers and physicists from institutions from 6 different countries. This presentation describes two pipelines for achieving higher image resolution based on sparse coding

    Dynamic tree-structured sparse RPCA via column subset selection for background modeling and foreground detection

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    Video analysis often begins with background subtraction, which consists of creation of a background model that allows distinguishing foreground pixels. Recent evaluation of background subtraction techniques demonstrated that there are still considerable challenges facing these methods. Processing per-pixel basis from the background is not only time-consuming but also can dramatically affect foreground region detection, if region cohesion and contiguity is not considered in the model. We present a new method in which we regard the image sequence to be made up of the sum of a low-rank background matrix and a dynamic tree-structured sparse matrix, and solve the decomposition using our approximated Robust Principal Component Analysis method extended to handle camera motion. Furthermore, to reduce the curse of dimensionality and scale, we introduce a low-rank background modeling via Column Subset Selection that reduces the order of complexity, decreases computation time, and eliminates the huge storage need for large videos

    Workshop on reconstruction schemes for magnetic resonance data: summary of findings and recommendations

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    [EN] The high fidelity reconstruction of compressed and low-resolution magnetic resonance (MR) data is essential for simultaneously improving patient care, accuracy in diagnosis and quality in clinical research. Sponsored by the Royal Society through the Newton Mobility Grant Scheme, we held a half-day workshop on reconstruction schemes for MR data on the 17 of August 2016 to discuss new ideas from related research fields that could be useful to overcome the shortcomings of the conventional reconstruction methods that have been evaluated up to date. Participants were 21 university students, computer scientists, image analysts, engineers and physicists from institutions from 6 different countries. The discussion evolved around exploring new avenues to achieve high resolution, high quality and fast acquisition of MR imaging. In this article, we summarise the topics covered throughout the workshop and make recommendations for ongoing and future works.The workshop was sponsored by the Royal Society through the Newton Mobility Grant NI150340 to E.O.-I. and M.C.V.H. M.C.V.H. is funded by Row Fogo Charitable Trust; R.O.R. is funded by the Ministry of Education, Research, Culture and Sports of Valencia (Spain) under the programme VALi+d 2015; E.O.-I. is funded by Bogazici University, and the research presented at the workshop was supported by TUBITAK Career Development Grant 112E036, EU Marie Curie IRG Grant FP7-PEOPLE-RG-2009 256528, Tubitak 1001 Research Grant 115S219, and Bogazici University BAP Grant 10844SUP; I.M. is funded by core funds from the University of Edinburgh, including the Scottish Funding Council; A.J.V.B. is funded by the Marie Sklodowska Curie scholarship which is part of the European Union's H2020 Framework Programme (H2020-MSCA-ITN-2014) under the grant agreement number 642685 MacSeNet; and V.G.O. and P.F. are privately funded.Ozturk-Isik, E.; Marshall, I.; Filipiak, P.; Benjamin, AJV.; Ones, VG.; Ortiz-Ram贸n, R.; Valdes Hernandez, MDC. (2017). Workshop on reconstruction schemes for magnetic resonance data: summary of findings and recommendations. Royal Society Open Science. 4(2):1-4. https://doi.org/10.1098/rsos.160731144

    ESTIMATING MULTILEVEL MODELS FOR CATEGORICAL DATA VIA GENERALIZED LEAST SQUARES ESTIMACION DE MODELOS MULTINIVEL PARA DATOS CATEGORICOS A TRAVES DE MINIMOS CUADRADOS GENERALIZADOS

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    Montero et al. (2002) proposed a strategy to formulate multilevel models related to a contingency table sample. This methodology is based on the application of the general linear model to hierarchical categorical data. In this paper we applied the method to a multilevel logistic regression model using simulated data. We find that the estimates of the random parameters are inadmissible in some circumstances; large bias and negative estimates of the variance are expected for unbalanced data sets. In order to correct the estimates we propose to use a numerical technique based on the Truncated Singular Value Decomposition (TSVD) in the solution of the problem of generalized least squares associated to the estimation of the random parameters. Finally a simulation study is presented to shows the effectiveness of this technique for reducing the bias of the estimates.Montero, Castell & Ojeda (2002) propusieron una estrategia para formular modelos multinivel para tablas de contingencia basada en la aplicaci贸n del modelo lineal general a datos categ贸ricos jer谩rquicos. Aplicando el m茅todo a un modelo de regresi贸n log铆stica multinivel con datos simulados, encontramos que las estimaciones de los par谩metros aleatorios son inadmisibles en ciertas situaciones, con sesgos grandes y estimaciones negativas de la varianza cuando los conjuntos de datos son desbalanceados. Para corregir los estimadores proponemos una t茅cnica basada en descomposici贸n de valores singulares truncados en la soluci贸n de m铆nimos cuadrados generalizados para estimar los par谩metros aleatorios. Mediante simulaci贸n mostramos la efectividad de la t茅cnica en cuanto a la reducci贸n del sesgo de los estimadores

    Estimacion de modelos multinivel para datos categoricos a traves de minimos cuadrados generalizados

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    Montero, Castell and amp; Ojeda (2002) propusieron una estrategia para formular modelos multinivel para tablas de contingencia basada en la aplicaci贸n del modelo lineal general a datos categ贸ricos jer谩rquicos. Aplicando el m茅todo a un modelo de regresi贸n log铆stica multinivel con datos simulados, encontramos que las estimaciones de los par谩metros aleatorios son inadmisibles en ciertas situaciones, con sesgos grandes y estimaciones negativas de la varianza cuando los conjuntos de datos son desbalanceados. Para corregir los estimadores proponemos una t茅cnica basada en descomposici贸n de valores singulares truncados en la soluci贸n de m铆nimos cuadrados generalizados para estimar los par谩metros aleatorios. Mediante simulaci贸n mostramos la efectividad de la t茅cnica en cuanto a la reducci贸n del sesgo de los estimadores.Montero et al. (2002) proposed a strategy to formulate multilevel models related to a contingency table sample. This methodology is based on the application of the general linear model to hierarchical categorical data. In this paper we applied the method to a multilevel logistic regression model using simulated data. We find that the estimates of the random parameters are inadmissible in some circumstances; large bias and negative estimates of the variance are expected for unbalanced data sets. In order to correct the estimates we propose to use a numerical technique based on the Truncated Singular Value Decomposition (TSVD) in the solution of the problem of generalized least squares associated to the estimation of the random parameters. Finally a simulation study is presented to shows the effectiveness of this technique for reducing the bias of the estimates

    Estimating multilevel models for categorical data via generalized least squares

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    Montero et al. (2002) proposed a strategy to formulate multilevel models related to a contingency table sample. This methodology is based on the application of the general linear model to hierarchical categorical data. In this paper we applied the method to a multilevel logistic regression model using simulated data. We find that the estimates of the random parameters are inadmissible in some circumstances; large bias and negative estimates of the variance are expected for unbalanced data sets. In order to correct the estimates we propose to use a numerical technique based on the Truncated Singular Value Decomposition (TSVD) in the solution of the problem of generalized least squares associated to the estimation of the random parameters. Finally a simulation study is presented to shows the effectiveness of this technique for reducing the bias of the estimates.Montero, Castell & Ojeda (2002) propusieron una estrategia para formular modelos multinivel para tablas de contingencia basada en la aplicaci贸n del modelo lineal general a datos categ贸ricos jer谩rquicos. Aplicando el m茅todo a un modelo de regresi贸n log铆stica multinivel con datos simulados, encontramos que las estimaciones de los par谩metros aleatorios son inadmisibles en ciertas situaciones, con sesgos grandes y estimaciones negativas de la varianza cuando los conjuntos de datos son desbalanceados. Para corregir los estimadores proponemos una t茅cnica basada en descomposici贸n de valores singulares truncados en la soluci贸n de m铆nimos cuadrados generalizados para estimar los par谩metros aleatorios. Mediante simulaci贸n mostramos la efectividad de la t茅cnica en cuanto a la reducci贸n del sesgo de los estimadores
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