1,545 research outputs found

    Minimizing Maximum Flow Time on Related Machines via Dynamic Posted Pricing

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    We consider a setting where selfish agents want to schedule jobs on related machines. The agent submitting a job picks a server that minimizes a linear combination of the server price and the resulting response time for that job on the selected server. The manager\u27s task is to maintain server prices to (approximately) optimize the maximum response time, which is a measure of social good. We show that the existence of a pricing scheme with certain competitiveness is equivalent to the existence of a monotone immediate-dispatch algorithm. Our main result is a monotone immediate-dispatch algorithm that is O(1)-competitive with respect to the maximum response time

    An improved method of computing geometrical potential force (GPF) employed in the segmentation of 3D and 4D medical images

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    The geometric potential force (GPF) used in segmentation of medical images is in general a robustmethod. However, calculation of the GPF is often time consuming and slow. In the present work, wepropose several methods for improving the GPF calculation and evaluate their efficiency against theoriginal method. Among different methods investigated, the procedure that combines Riesz transformand integration by part provides the fastest solution. Both static and dynamic images have been employedto demonstrate the efficacy of the proposed methods

    Semiparametric Estimation of Spectral Density With Irregular Observations

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    We propose a semiparametric method to estimate spectral densities of isotropic Gaussian processes with scattered data. The spectral density function (Fourier transform of the covariance function) is modeled as a linear combination of B-splines up to a cutoff frequency and, from this point, a truncated algebraic tail. We calculate an analytic expression for the covariance function and tackle several numerical issues that arise when calculating the likelihood. The parameters are estimated by maximizing the likelihood using the simulated annealing method. Our method directly estimates the tail behavior of the spectral density, which has the biggest impact on interpolation properties. The use of the likelihood in parameter estimation takes fully into account the correlations between observations. We compare our method with a kernel method proposed by Hall et al. (1994) and a parametric method using the Matern model. Simulation results show that our method outperforms the other two by several criteria. Application to rainfall data shows that our method outperforms the kernel method

    Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations

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    In this article we consider the problem of pricing and hedging high-dimensional Asian basket options by Quasi-Monte Carlo simulation. We assume a Black-Scholes market with time-dependent volatilities and show how to compute the deltas by the aid of the Malliavin Calculus, extending the procedure employed by Montero and Kohatsu-Higa (2003). Efficient path-generation algorithms, such as Linear Transformation and Principal Component Analysis, exhibit a high computational cost in a market with time-dependent volatilities. We present a new and fast Cholesky algorithm for block matrices that makes the Linear Transformation even more convenient. Moreover, we propose a new-path generation technique based on a Kronecker Product Approximation. This construction returns the same accuracy of the Linear Transformation used for the computation of the deltas and the prices in the case of correlated asset returns while requiring a lower computational time. All these techniques can be easily employed for stochastic volatility models based on the mixture of multi-dimensional dynamics introduced by Brigo et al. (2004).Comment: 16 page

    CHANG-ES XI: Circular Polarization in the Cores of Nearby Galaxies

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    We detect 5 galaxies in the CHANG-ES (Continuum Halos in Nearby Galaxies -- an EVLA Survey) sample that show circular polarization (CP) at L-band in our high resolution data sets. Two of the galaxies (NGC~4388 and NGC~4845) show strong Stokes V/I ≡ mC ∼ 2V/I\,\equiv\,m_C\,\sim\,2\%, two (NGC~660 and NGC~3628) have values of mC∼ 0.3m_C\sim \,0.3\%, and NGC~3079 is a marginal detection at mC∼ 0.2m_C\sim \,0.2\%. The two strongest mCm_C galaxies also have the most luminous X-ray cores and the strongest internal absorption in X-rays. We have expanded on our previous Faraday conversion interpretation and analysis and provide analytical expressions for the expected VV signal for a general case in which the cosmic ray electron energy spectral index can take on any value. We provide examples as to how such expressions could be used to estimate magnetic field strengths and the lower energy cutoff for CR electrons. Four out of our detections are {\it resolved}, showing unique structures, including a {\it jet} in NGC~4388 and a CP `conversion disk' in NGC~4845. The conversion disk is inclined to the galactic disk but is perpendicular to a possible outflow direction. Such CP structures have never before been seen in any galaxy to our knowledge. None of the galaxy cores show linear polarization at L-band. Thus CP may provide a unique probe of physical conditions deep into radio AGNs.Comment: 30 pages, 4 figures, accepted to MNRA

    Developing and applying heterogeneous phylogenetic models with XRate

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    Modeling sequence evolution on phylogenetic trees is a useful technique in computational biology. Especially powerful are models which take account of the heterogeneous nature of sequence evolution according to the "grammar" of the encoded gene features. However, beyond a modest level of model complexity, manual coding of models becomes prohibitively labor-intensive. We demonstrate, via a set of case studies, the new built-in model-prototyping capabilities of XRate (macros and Scheme extensions). These features allow rapid implementation of phylogenetic models which would have previously been far more labor-intensive. XRate's new capabilities for lineage-specific models, ancestral sequence reconstruction, and improved annotation output are also discussed. XRate's flexible model-specification capabilities and computational efficiency make it well-suited to developing and prototyping phylogenetic grammar models. XRate is available as part of the DART software package: http://biowiki.org/DART .Comment: 34 pages, 3 figures, glossary of XRate model terminolog

    Cross-Linguistic Interplay of Lexical Aspect and (Non-)Literalness

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    This contribution studies correlations between the degree of literalness and the syntax and semantics of French and German verbs. Annotation tests for sentences with German verbs with and without particles and their French equivalents provide evidence for a correlation between particle verbs and non-literal senses, and, for French verbs more than for German verbs, between a shift from literal to non-literal use and a shift in lexical aspect. The last section proposes a preliminary theoretical account for the empirical findings based on specific components and properties of events
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