Outlier detection using distributionally robust optimization under the Wasserstein metric

We present a Distributionally Robust Optimization (DRO) approach to outlier detection in a linear regression setting, where the closeness of probability distributions is measured using the Wasserstein metric. Training samples contaminated with outliers skew the regression plane computed by least squares and thus impede outlier detection. Classical approaches, such as robust regression, remedy this problem by downweighting the contribution of atypical data points. In contrast, our Wasserstein DRO approach hedges against a family of distributions that are close to the empirical distribution. We show that the resulting formulation encompasses a class of models, which include the regularized Least Absolute Deviation (LAD) as a special case. We provide new insights into the regularization term and give guidance on the selection of the regularization coefficient from the standpoint of a confidence region. We establish two types of performance guarantees for the solution to our formulation under mild conditions. One is related to its out-of-sample behavior, and the other concerns the discrepancy between the estimated and true regression planes. Extensive numerical results demonstrate the superiority of our approach to both robust regression and the regularized LAD in terms of estimation accuracy and outlier detection rates

The Relativistic Rotation

The classical rotation is not self-consistent in the framework of the special theory of relativity. the Relativistic rotation is obtained, which takes the relativistic effect into account. It is demonstrated that the angular frequency of classical rotation is only valid in local approximation. The properties of the relativistic rotation and the relativistic transverse Doppler shift are discussed in this work

Optical Resonances in Reflectivity near Crystal Modes with Spatial Dispersion

We study the effect of spatial dispersion of crystal modes on optical properties such as the reflectivity $R$. As an example for isotropic media, we investigate the simplest model for phonons in ionic crystals and compare with previous results for highly anisotropic plasmons, which are now understood from a more general point of view. As a consequence of the wave vector dependence of the dielectric function small changes in the lineshape are predicted. Beyond that, if the frequency of minimal $R$ is near a pole of the dispersionless dielectric function, the relative amplitude of dips in $R$ with normal and anomalous dispersion differ significantly, if dissipation and disorder are low.Comment: 4 pages, 7 eps figures, minor change

Three-Body Elastic and Inelastic Scattering at Intermediate Energies

The Faddeev equation for three-body scattering at arbitrary energies is formulated in momentum space and directly solved in terms of momentum vectors without employing a partial wave decomposition. For identical bosons this results in a three-dimensional integral equation in five variables, magnitudes of relative momenta and angles. The cross sections for both elastic and breakup processes in the intermediate energy range up to about 1 GeV are calculated based on a Malfliet-Tjon type potential, and the convergence of the multiple scattering series is investigated.Comment: Talk at the 18th International IUPAP Conference on Few-Body Problems in Physics, Aug. 21-26, 2006, Santos, Brazi

Learning from past bids to participate strategically in day-ahead electricity markets

We consider the process of bidding by electricity suppliers in a day-ahead market context, where each supplier bids a linear non-decreasing function of her generating capacity with the goal of maximizing her individual profit given other competing suppliers' bids. Based on the submitted bids, the market operator schedules suppliers to meet demand during each hour and determines hourly market clearing prices. Eventually, this game-theoretic process reaches a Nash equilibrium when no supplier is motivated to modify her bid. However, solving the individual profit maximization problem requires information of rivals' bids, which are typically not available. To address this issue, we develop an inverse optimization approach for estimating rivals' production cost functions given historical market clearing prices and production levels. We then use these functions to bid strategically and compute Nash equilibrium bids. We present numerical experiments illustrating our methodology, showing good agreement between bids based on the estimated production cost functions with the bids based on the true cost functions. We discuss an extension of our approach that takes into account network congestion resulting in location-dependent pricesFirst author draf

Learning from Past Bids to Participate Strategically in Day-Ahead Electricity Markets

We consider the process of bidding by electricity suppliers in a day-ahead market context where each supplier bids a linear non-decreasing function of her generating capacity with the goal of maximizing her individual profit given other competing suppliers' bids. Based on the submitted bids, the market operator schedules suppliers to meet demand during each hour and determines hourly market clearing prices. Eventually, this game-theoretic process reaches a Nash equilibrium when no supplier is motivated to modify her bid. However, solving the individual profit maximization problem requires information of rivals' bids, which are typically not available. To address this issue, we develop an inverse optimization approach for estimating rivals' production cost functions given historical market clearing prices and production levels. We then use these functions to bid strategically and compute Nash equilibrium bids. We present numerical experiments illustrating our methodology, showing good agreement between bids based on the estimated production cost functions with the bids based on the true cost functions. We discuss an extension of our approach that takes into account network congestion resulting in location-dependent prices

Enhanced binding revisited for a spinless particle in non-relativistic QED

We consider a spinless particle coupled to a quantized Bose field and show that such a system has a ground state for two classes of short-range potentials which are alone too weak to have a zero-energy resonance

A metal–organic framework/α-alumina composite with a novel geometry for enhanced adsorptive separation

The development of a metal–organic framework/α-alumina composite leads to a novel concept: efficient adsorption occurs within a plurality of radial micro-channels with no loss of the active adsorbents during the process. This composite can effectively remediate arsenic contaminated water producing potable water recovery, whereas the conventional fixed bed requires eight times the amount of active adsorbents to achieve a similar performance