LMMSE Estimation and Interpolation of Continuous-Time Signals from Discrete-Time Samples Using Factor Graphs

The factor graph approach to discrete-time linear Gaussian state space models is well developed. The paper extends this approach to continuous-time linear systems/filters that are driven by white Gaussian noise. By Gaussian message passing, we then obtain MAP/MMSE/LMMSE estimates of the input signal, or of the state, or of the output signal from noisy observations of the output signal. These estimates may be obtained with arbitrary temporal resolution. The proposed input signal estimation does not seem to have appeared in the prior Kalman filtering literature

Employment, Wages, and the Economic Cycle: Differences between Immigrants and Natives

In this paper, we analyse differences in the cyclical pattern of employment and wages of immigrants and natives for two large immigrant receiving countries, Germany and the UK. We show that, despite large differences in their immigrant populations, there are similar and significant differences in cyclical responses between immigrants and natives in both countries, even conditional on education, age, and location. We decompose changes in outcomes into a secular trend and a business cycle component. We find significantly larger unemployment responses to economic shocks for low-skilled workers relative to high-skilled workers and for immigrants relative to natives within the same skill group. There is little evidence for differential wage responses to economic shocks. We offer three explanations for these findings: an equilibrium search model, where immigrants experience higher job separation rates, a model of dual labour markets, and differences in the complementarity of immigrants and natives to capital.immigration, unemployment, business cycle

Hesiod und das Wissen der Musen

Ziel dieses Aufsatzes ist es, den Geltungsanspruch zu ergründen, den Hesiod seinem dichterischen Werk einschreibt

Die „boethianische Frage“ – Über die Eigenständigkeit von Boethius’ logischem Lehrwerk

Die Frage nach der Eigenständigkeit des boethianischen Denkens ist für die Bewertung von Boethius’ logischem Werk so kontrovers wie grundlegend, da ihre Beantwortung zugleich Erkenntnisse zur Praxis und zu den Zielen des boethianischen Wissenstransfers erfordert wie auch auch ermöglicht. In diesem Aufsatz sollen Argumente, Beobachtungen und Überlegungen vorgestellt und diskutiert werden, die für und wider die Plausibilität der wirkmächtigen These James Shiels sprechen, wonach Boethius auch in seinen Kommentaren und logischen Traktaten lediglich Scholien übersetzte

Planning as Optimization: Dynamically Discovering Optimal Configurations for Runtime Situations

The large number of possible configurations of modern software-based systems, combined with the large number of possible environmental situations of such systems, prohibits enumerating all adaptation options at design time and necessitates planning at run time to dynamically identify an appropriate configuration for a situation. While numerous planning techniques exist, they typically assume a detailed state-based model of the system and that the situations that warrant adaptations are known. Both of these assumptions can be violated in complex, real-world systems. As a result, adaptation planning must rely on simple models that capture what can be changed (input parameters) and observed in the system and environment (output and context parameters). We therefore propose planning as optimization: the use of optimization strategies to discover optimal system configurations at runtime for each distinct situation that is also dynamically identified at runtime. We apply our approach to CrowdNav, an open-source traffic routing system with the characteristics of a real-world system. We identify situations via clustering and conduct an empirical study that compares Bayesian optimization and two types of evolutionary optimization (NSGA-II and novelty search) in CrowdNav