Universal Codes from Switching Strategies

We discuss algorithms for combining sequential prediction strategies, a task which can be viewed as a natural generalisation of the concept of universal coding. We describe a graphical language based on Hidden Markov Models for defining prediction strategies, and we provide both existing and new models as examples. The models include efficient, parameterless models for switching between the input strategies over time, including a model for the case where switches tend to occur in clusters, and finally a new model for the scenario where the prediction strategies have a known relationship, and where jumps are typically between strongly related ones. This last model is relevant for coding time series data where parameter drift is expected. As theoretical ontributions we introduce an interpolation construction that is useful in the development and analysis of new algorithms, and we establish a new sophisticated lemma for analysing the individual sequence regret of parameterised models

Comorbidity in knee osteoarthritis:Development and evaluation of tailored exercise therapy

Dekker, J. [Promotor]Lems, W.F. [Promotor]Leeden, M. van der [Copromotor]Roorda, L.D. [Copromotor

Induction methods used in low temperature physics

A study has been made of induction bridges used in low temperature physics.\ud \ud In Part 1 the design of a mutual inductance bridge of the Hartshorn type is discussed. This design is based on a critical analysis of impurity effects of the different parts of the Hartshorn bridge. With this equipment frequencies up to 0.5 MHz can be used. Two methods have been developed to examine the secondary signal. In one of these use has been made of AD conversion techniques. In the other one, the secondary signal, produced by a superconducting sample, which is generally distorted, is analysed by using a Fourier expansion.\ud \ud In Part 2 equipment is described which enables us to measure the phase and amplitude of the harmonics of the output signal of the bridge. For synchronous detection a reference signal of the same frequency of the harmonic of interest is required. This reference signal is generated from the input signal of the bridge by means of a digital frequency multiplier with programmable multiplication factor N.\ud \ud In Part 3 some experimental results, showing the possibilities of the equipment, on some superconductors are presented

Adaptive Hedge

Most methods for decision-theoretic online learning are based on the Hedge algorithm, which takes a parameter called the learning rate. In most previous analyses the learning rate was carefully tuned to obtain optimal worst-case performance, leading to suboptimal performance on easy instances, for example when there exists an action that is significantly better than all others. We propose a new way of setting the learning rate, which adapts to the difficulty of the learning problem: in the worst case our procedure still guarantees optimal performance, but on easy instances it achieves much smaller regret. In particular, our adaptive method achieves constant regret in a probabilistic setting, when there exists an action that on average obtains strictly smaller loss than all other actions. We also provide a simulation study comparing our approach to existing methods.Comment: This is the full version of the paper with the same name that will appear in Advances in Neural Information Processing Systems 24 (NIPS 2011), 2012. The two papers are identical, except that this version contains an extra section of Additional Materia

Surface-micromachined Ta–Si–N beams for use in micromechanics

Realization and characterization of free-standing surface-microstructures based on Ta-Si-N films are presented. Due to their significant physical and chemical properties, such ternary films are promising candidates for application in microelectromechanical devices

Probability-free pricing of adjusted American lookbacks

Consider an American option that pays G(X^*_t) when exercised at time t, where G is a positive increasing function, X^*_t := \sup_{s\le t}X_s, and X_s is the price of the underlying security at time s. Assuming zero interest rates, we show that the seller of this option can hedge his position by trading in the underlying security if he begins with initial capital X_0\int_{X_0}^{\infty}G(x)x^{-2}dx (and this is the smallest initial capital that allows him to hedge his position). This leads to strategies for trading that are always competitive both with a given strategy's current performance and, to a somewhat lesser degree, with its best performance so far. It also leads to methods of statistical testing that avoid sacrificing too much of the maximum statistical significance that they achieve in the course of accumulating data.Comment: 28 pages, 1 figur