Low-Multi-Rank High-Order Bayesian Robust Tensor Factorization

The recently proposed tensor robust principal component analysis (TRPCA) methods based on tensor singular value decomposition (t-SVD) have achieved numerous successes in many fields. However, most of these methods are only applicable to third-order tensors, whereas the data obtained in practice are often of higher order, such as fourth-order color videos, fourth-order hyperspectral videos, and fifth-order light-field images. Additionally, in the t-SVD framework, the multi-rank of a tensor can describe more fine-grained low-rank structure in the tensor compared with the tubal rank. However, determining the multi-rank of a tensor is a much more difficult problem than determining the tubal rank. Moreover, most of the existing TRPCA methods do not explicitly model the noises except the sparse noise, which may compromise the accuracy of estimating the low-rank tensor. In this work, we propose a novel high-order TRPCA method, named as Low-Multi-rank High-order Bayesian Robust Tensor Factorization (LMH-BRTF), within the Bayesian framework. Specifically, we decompose the observed corrupted tensor into three parts, i.e., the low-rank component, the sparse component, and the noise component. By constructing a low-rank model for the low-rank component based on the order-$d$ t-SVD and introducing a proper prior for the model, LMH-BRTF can automatically determine the tensor multi-rank. Meanwhile, benefiting from the explicit modeling of both the sparse and noise components, the proposed method can leverage information from the noises more effectivly, leading to an improved performance of TRPCA. Then, an efficient variational inference algorithm is established for parameters estimation. Empirical studies on synthetic and real-world datasets demonstrate the effectiveness of the proposed method in terms of both qualitative and quantitative results

Elementary Mode Analysis for the Rational Design of Efficient Succinate Conversion from Glycerol by Escherichia coli

By integrating the restriction of oxygen and redox sensing/regulatory system, elementary mode analysis was used to predict the metabolic potential of glycerol for succinate production by E. coli under either anaerobic or aerobic conditions. It was found that although the theoretical maximum succinate yields under both anaerobic and aerobic conditions are 1.0 mol/mol glycerol, the aerobic condition was considered to be more favorable for succinate production. Although increase of the oxygen concentration would reduce the succinate yield, the calculation suggests that controlling the molar fraction of oxygen to be under 0.65 mol/mol would be beneficial for increasing the succinate productivity. Based on the elementary mode analysis, the rational genetic modification strategies for efficient succinate production under aerobic and anaerobic conditions were obtained, respectively. Overexpressing the phosphoenolpyruvate carboxylase or heterogonous pyruvate carboxylase is considered to be the most efficient strategy to increase the succinate yield

O modo conjuntivo em português europeu

O objetivo do presente trabalho é tentar estudar a morfologia e a utilização do modo conjuntivo em PE. Centrar-nos-emos nas características do modo conjuntivo, começando por uma abordagem gramatical para de seguida nos concertarmos na sua utilização em PE. Este tópico foi escolhido devido às dificuldades que os estudantes chineses enfrentam na utilização da conjugação verbal portuguesa e na aprendizagem do emprego deste modo em PE. Espera-se que a presente dissertação possa proporcionar uma melhor compreensão da morfologia e do emprego do modo conjuntivo aos alunos estrangeiros, nomeadamente chineses, que estudam Português como Língua Estrangeira ou Língua Segunda.The objective of this work is to try to study the morphology and the use of the conjunctive mode in PE. We will focus on the characteristics of the conjunctive mode, starting with a grammatical approach and then agreeing on its use in PE. This topic was chosen because of the difficulties that Chinese students face in using Portuguese verbal conjugation and learning how to work this way in PE. It is hoped that this dissertation will provide a better understanding of the morphology and employment of the conjunctive mode to foreign students, namely Chinese, who study Portuguese as a Foreign Language or Second LanguageMestrado em Português Língua Estrangeira/Língua Segund

Essays In Market Efficiency And Empirical Asset Pricing

This dissertation consists of two chapters that address question about market efficiency in asset pricing. In the first chapter, ``Comovement in Arbitrage Limits , I document that estimates of mispricing, such as deviations from no-arbitrage relations, strongly comove across five financial markets. In particular, I find that one common component---the arbitrage gap---explains the majority of variability in mispricing estimates for futures, Treasury securities, foreign exchange, and options. Prominent equity anomalies also comove significantly with the arbitrage gap. Existing theories propose that funding constraints faced by arbitrageurs can impair market efficiency. Consistent with these theories, I find that variables affecting arbitrage capital availability, such as the TED spread and hedge-fund flows and returns, explain two-thirds of the arbitrage gap’s variation. During periods of tighter capital constraints, the comovement in mispricings becomes stronger. In the second chapter, ``Size and Value in China, joint with Robert F. Stambaugh and Yu Yuan, we construct size and value factors in China. The size factor excludes the smallest 30\% of firms, which are companies valued significantly as potential shells in reverse mergers that circumvent tight IPO constraints. The value factor is based on the earnings-price ratio, which subsumes the book-to-market ratio in capturing all Chinese value effects. Our three-factor model strongly dominates a model formed by just replicating the Fama and French (1993) procedure in China. Unlike that model, which leaves a 17\% annual alpha on the earnings-price factor, our model explains most reported Chinese anomalies, including profitability and volatility anomalies

Numerical simulations of the sliding impact between an ice floe and a ship hull structure in ABAQUS

This paper studies the hull structural responses of a steel grillage subjected to sliding ice loads, which have been rarely investigated in the literature. Sliding ice loads are modelled using nonlinear finite element analysis (NLFEA) method; and Abaqus Explicit is adopted as the numerical solver. Deformations and damages of ice and steel are both considered. A rigid ice model is also simulated for comparison purposes. The hull’s local structural responses under different load cases, including deformation, contact forces, and energy distribution, have been analysed. The effects of static structure-to-structure friction coefficient and the relative stiffness between ice and structure are studied. It is found that the deformation of structures will increase the total friction coefficient, which is defined as the ratio of the friction force (the tangential contact force) to the normal contact force. When the ice floe is considered rigid, the static friction coefficient has little effect on the local structural responses of the hull. If using a higher-strength steel material for hull structures in the ice-classed ship design, the hull’s deflection and total friction decrease, and the hull dissipates less energy as expected. Moreover, stationary load cases with the same loading condition in the normal direction as sliding load cases are also simulated. When using the deformable ice material model, the simulation results show that the hull’s final contact forces and deflection in stationary load cases are larger than those in sliding load cases. Besides, the effect of steel material is more significant in stationary load cases than in sliding load cases.publishedVersio