A Harmonic Extension Approach for Collaborative Ranking

We present a new perspective on graph-based methods for collaborative ranking for recommender systems. Unlike user-based or item-based methods that compute a weighted average of ratings given by the nearest neighbors, or low-rank approximation methods using convex optimization and the nuclear norm, we formulate matrix completion as a series of semi-supervised learning problems, and propagate the known ratings to the missing ones on the user-user or item-item graph globally. The semi-supervised learning problems are expressed as Laplace-Beltrami equations on a manifold, or namely, harmonic extension, and can be discretized by a point integral method. We show that our approach does not impose a low-rank Euclidean subspace on the data points, but instead minimizes the dimension of the underlying manifold. Our method, named LDM (low dimensional manifold), turns out to be particularly effective in generating rankings of items, showing decent computational efficiency and robust ranking quality compared to state-of-the-art methods

How random is your heart beat?

We measure the content of random uncorrelated noise in heart rate variability using a general method of noise level estimation using a coarse grained entropy. We show that usually - except for atrial fibrillation - the level of such noise is within 5 - 15% of the variance of the data and that the variability due to the linearly correlated processes is dominant in all cases analysed but atrial fibrillation. The nonlinear deterministic content of heart rate variability remains significant and may not be ignored.Comment: see http://urbanowicz.org.p

About the fastest growth of Order Parameter in Models of Percolation

Can there be a `Litmus test' for determining the nature of transition in models of percolation? In this paper we argue that the answer is in the affirmative. All one needs to do is to measure the `growth exponent' $\chi$ of the largest component at the percolation threshold; $\chi < 1$ or $\chi = 1$ determines if the transition is continuous or discontinuous. We show that a related exponent $\eta = 1 - \chi$ which describes how the average maximal jump sizes in the Order Parameter decays on increasing the system size, is the single exponent that describes the finite-size scaling of a number of distributions related to the fastest growth of the Order Parameter in these problems. Excellent quality scaling analysis are presented for the two single peak distributions corresponding to the Order Parameters at the two ends of the maximal jump, the bimodal distribution constructed by interpolation of these distributions and for the distribution of the maximal jump in the Order Parameter.Comment: 8 pages, 9 figure

Exchange interaction effects in the thermodynamic properties of quantum dots

We study electron-electron interaction effects in the thermodynamic properties of quantum-dot systems. We obtain the direct and exchange contributions to the specific heat C_v in the self-consistent Hartree-Fock approximation at finite temperatures. An exchange-induced phase transition is observed and the transition temperature is shown to be inversely proportional to the size of the system. The exchange contribution to C_v dominates over the direct and kinetic contributions in the intermediate regime of interaction strength (r_s ~ 1). Furthermore, the electron-electron interaction modifies both the amplitude and the period of magnetic field induced oscillations in C_v.Comment: 4 pages, 4 figures; To appear in Phys. Rev.

Levy distribution and long correlation times in supermarket sales

Sales data in a commodity market (supermarket sales to consumers) has been analysed by studying the fluctuation spectrum and noise correlations. Three related products (ketchup, mayonnaise and curry sauce) have been analysed. Most noise in sales is caused by promotions, but here we focus on the fluctuations in baseline sales. These characterise the dynamics of the market. Four hitherto unnoticed effects have been found that are difficult to explain from simple econometric models. These effects are: (1) the noise level in baseline sales is much higher than can be expected for uncorrelated sales events; (2) weekly baseline sales differences are distributed according to a broad non-Gaussian function with fat tails; (3) these fluctuations follow a Levy distribution of exponent alpha = 1.4, similar to financial exchange markets and in stock markets; and (4) this noise is correlated over a period of 10 to 11 weeks, or shows an apparent power law spectrum. The similarity to stock markets suggests that models developed to describe these markets may be applied to describe the collective behaviour of consumers.Comment: 19 pages, 7 figures, accepted for publication in Physica

Spontaneous symmetry breaking in amnestically induced persistence

We investigate a recently proposed non-Markovian random walk model characterized by loss of memories of the recent past and amnestically induced persistence. We report numerical and analytical results showing the complete phase diagram, consisting of 4 phases, for this system: (i) classical nonpersistence, (ii) classical persistence (iii) log-periodic nonpersistence and (iv) log-periodic persistence driven by negative feedback. The first two phases possess continuous scale invariance symmetry, however log-periodicity breaks this symmetry. Instead, log-periodic motion satisfies discrete scale invariance symmetry, with complex rather than real fractal dimensions. We find for log-periodic persistence evidence not only of statistical but also of geometric self-similarity.Comment: 4 pages, 2 color fig