Information theoretic approach to interactive learning

The principles of statistical mechanics and information theory play an important role in learning and have inspired both theory and the design of numerous machine learning algorithms. The new aspect in this paper is a focus on integrating feedback from the learner. A quantitative approach to interactive learning and adaptive behavior is proposed, integrating model- and decision-making into one theoretical framework. This paper follows simple principles by requiring that the observer's world model and action policy should result in maximal predictive power at minimal complexity. Classes of optimal action policies and of optimal models are derived from an objective function that reflects this trade-off between prediction and complexity. The resulting optimal models then summarize, at different levels of abstraction, the process's causal organization in the presence of the learner's actions. A fundamental consequence of the proposed principle is that the learner's optimal action policies balance exploration and control as an emerging property. Interestingly, the explorative component is present in the absence of policy randomness, i.e. in the optimal deterministic behavior. This is a direct result of requiring maximal predictive power in the presence of feedback.Comment: 6 page

Liquidity risk and instabilities in portfolio optimization

We show that including a term which accounts for finite liquidity in portfolio optimization naturally mitigates the instabilities that arise in the estimation of coherent risk measures on finite samples. This is because taking into account the impact of trading in the market is mathematically equivalent to introducing a regularization on the risk measure. We show here that the impact function determines which regularizer is to be used. We also show that any regularizer based on the norm ℓpℓp with p>1p>1 makes the sensitivity of coherent risk measures to estimation error disappear, while regularizers with p<1p<1 do not. The ℓ1ℓ1 norm represents a border case: its “soft” implementation does not remove the instability, but rather shifts its locus, whereas its “hard” implementation (including hard limits or a ban on short selling) eliminates it. We demonstrate these effects on the important special case of expected shortfall (ES) which has recently become the global regulatory market risk measure

Simultaneous X-ray and Ultraviolet Observations of the SW Sextantis Star DW Ursae Majoris

We present the first pointed X-ray observation of DW Ursae Majoris, a novalike cataclysmic variable (CV) and one of the archetype members of the SW Sextantis class, obtained with the XMM-Newton satellite. These data provide the first detailed look at an SW Sex star in the X-ray regime (with previous X-ray knowledge of the SW Sex stars limited primarily to weak or non-detections in the ROSAT All Sky Survey). It is also one of only a few XMM-Newton observations (to date) of any high mass transfer rate novalike CV, and the only one in the evolutionarily important 3-4 hr orbital period range. The observed X-ray spectrum of DW UMa is very soft, with ~95% of the detected X-ray photons at energies <2 keV. The spectrum can be fit equally well by a one-component cooling flow model, with a temperature range of 0.2-3.5 keV, or a two-component, two-temperature thermal plasma model, containing hard (~5-6 keV) and soft (~0.8 keV) components. The X-ray light curve of DW UMa shows a likely partial eclipse, implying X-ray reprocessing in a vertically extended region, and an orbital modulation, implying a structural asymmetry in the X-ray reprocessing site (e.g., it cannot be a uniform corona). We also obtained a simultaneous near-ultraviolet light curve of DW UMa using the Optical Monitor on XMM-Newton. This light curve is similar in appearance to published optical-UV light curves of DW UMa and shows a prominent deep eclipse. Regardless of the exact nature of the X-ray reprocessing site in DW UMa, the lack of a prominent hard X-ray total eclipse and very low fraction of high energy X-rays point to the presence of an optically and geometrically thick accretion disk that obscures the boundary layer and modifies the X-ray spectrum emitted near the white dwarf

M-Dwarf Fast Rotators and the Detection of Relatively Young Multiple M-Star Systems

We have searched the Kepler light curves of ~3900 M-star targets for evidence of periodicities that indicate, by means of the effects of starspots, rapid stellar rotation. Several analysis techniques, including Fourier transforms, inspection of folded light curves, 'sonograms', and phase tracking of individual modulation cycles, were applied in order to distinguish the periodicities due to rapid rotation from those due to stellar pulsations, eclipsing binaries, or transiting planets. We find 178 Kepler M-star targets with rotation periods, P_rot, of < 2 days, and 110 with P_rot < 1 day. Some 30 of the 178 systems exhibit two or more independent short periods within the same Kepler photometric aperture, while several have three or more short periods. Adaptive optics imaging and modeling of the Kepler pixel response function for a subset of our sample support the conclusion that the targets with multiple periods are highly likely to be relatively young physical binary, triple, and even quadruple M star systems. We explore in detail the one object with four incommensurate periods all less than 1.2 days, and show that two of the periods arise from one of a close pair of stars, while the other two arise from the second star, which itself is probably a visual binary. If most of these M-star systems with multiple periods turn out to be bound M stars, this could prove a valuable way of discovering young hierarchical M-star systems; the same approach may also be applicable to G and K stars. The ~5% occurrence rate of rapid rotation among the ~3900 M star targets is consistent with spin evolution models that include an initial contraction phase followed by magnetic braking, wherein a typical M star can spend several hundred Myr before spinning down to periods longer than 2 days.Comment: 17 pages, 12 figures, 2 tables; accepted for publication in The Astrophysical Journa

FUSE Observations of a Full Orbit of Hercules X-1: Signatures of Disk, Star, and Wind

We observed an entire 1.7 day orbit of the X-ray binary Hercules X-1 with the Far Ultraviolet Spectroscopic Explorer (FUSE). Changes in the O VI 1032,1037 line profiles through eclipse ingress and egress indicate a Keplerian accretion disk spinning prograde with the orbit. These observations may show the first double-peaked accretion disk line profile to be seen in the Hercules X-1 system. Doppler tomograms of the emission lines show a bright spot offset from the Roche lobe of the companion star HZ Her, but no obvious signs of the accretion disk. Simulations show that the bright spot is too far offset from the Roche lobe to result from uneven X-ray heating of its surface. The absence of disk signatures in the tomogram can be reproduced in simulations which include absorption from a stellar wind. We attempt to diagnose the state of the emitting gas from the C III 977, C III 1175, and N III 991 emission lines. The latter may be enhanced through Bowen fluorescence.Comment: Accepted for publication in The Astrophysical Journa

Evolutionary influences on the structure of red-giant acoustic oscillation spectra from 600d of Kepler observations

Context: The Kepler space mission is reaching continuous observing times long enough to start studying the fine structure of the observed p-mode spectra. Aims: In this paper, we aim to study the signature of stellar evolution on the radial and p-dominated l=2 modes in an ensemble of red giants that show solar-type oscillations. Results: We find that the phase shift of the central radial mode (eps_c) is significantly different for red giants at a given large frequency separation (Dnu_c) but which burn only H in a shell (RGB) than those that have already ignited core He burning. Even though not directly probing the stellar core the pair of local seismic observables (Dnu_c, eps_c) can be used as an evolutionary stage discriminator that turned out to be as reliable as the period spacing of the mixed dipole modes. We find a tight correlation between eps_c and Dnu_c for RGB stars and no indication that eps_c depends on other properties of these stars. It appears that the difference in eps_c between the two populations becomes if we use an average of several radial orders, instead of a local, i.e. only around the central radial mode, Dnu to determine the phase shift. This indicates that the information on the evolutionary stage is encoded locally, in the shape of the radial mode sequence. This shape turns out to be approximately symmetric around the central radial mode for RGB stars but asymmetric for core He burning stars. We computed radial modes for a sequence of RG models and find them to qualitatively confirm our findings. We also find that, at least in our models, the local Dnu is an at least as good and mostly better proxy for both the asymptotic spacing and the large separation scaled from the model density than the average Dnu. Finally, we investigate the signature of the evolutionary stage on the small frequency separation and quantify the mass dependency of this seismic parameter.Comment: 12 pages, 9 figures, accepted for publication in A&