1,777 research outputs found
A Bayesian Reflection on Surfaces
The topic of this paper is a novel Bayesian continuous-basis field
representation and inference framework. Within this paper several problems are
solved: The maximally informative inference of continuous-basis fields, that is
where the basis for the field is itself a continuous object and not
representable in a finite manner; the tradeoff between accuracy of
representation in terms of information learned, and memory or storage capacity
in bits; the approximation of probability distributions so that a maximal
amount of information about the object being inferred is preserved; an
information theoretic justification for multigrid methodology. The maximally
informative field inference framework is described in full generality and
denoted the Generalized Kalman Filter. The Generalized Kalman Filter allows the
update of field knowledge from previous knowledge at any scale, and new data,
to new knowledge at any other scale. An application example instance, the
inference of continuous surfaces from measurements (for example, camera image
data), is presented.Comment: 34 pages, 1 figure, abbreviated versions presented: Bayesian
Statistics, Valencia, Spain, 1998; Maximum Entropy and Bayesian Methods,
Garching, Germany, 199
Seasonality in cocoa spot and forward markets: empirical evidence
This paper first describes the main features of supply and demand in cocoa spot markets. A state- variable model is proposed to describe the random evolution of cocoa forward curves over time, which essentially adapts to agricultural commodities, introduced by Borovkova and Geman (2006) for energy. In contrast to most of the literature on the subject, the first state variable is not the spot price, as it combines seasonal and stochastic features and may not be observable, instead, the average value of all liquid futures contracts is a quantity devoid of seasonality and conveys a robust representation of the forward curve level. The second state variable is a quantity analogous to the stochastic convenience yield, which accounts for the random changes in the shape of the forward curve. We conduct estimation procedures for the cocoa market over the period of 1980 to 2009 and exhibit an interesting result on cocoa seasonality as well as an extension of the Samuelson effect
Revisiting Visual Question Answering Baselines
Visual question answering (VQA) is an interesting learning setting for
evaluating the abilities and shortcomings of current systems for image
understanding. Many of the recently proposed VQA systems include attention or
memory mechanisms designed to support "reasoning". For multiple-choice VQA,
nearly all of these systems train a multi-class classifier on image and
question features to predict an answer. This paper questions the value of these
common practices and develops a simple alternative model based on binary
classification. Instead of treating answers as competing choices, our model
receives the answer as input and predicts whether or not an
image-question-answer triplet is correct. We evaluate our model on the Visual7W
Telling and the VQA Real Multiple Choice tasks, and find that even simple
versions of our model perform competitively. Our best model achieves
state-of-the-art performance on the Visual7W Telling task and compares
surprisingly well with the most complex systems proposed for the VQA Real
Multiple Choice task. We explore variants of the model and study its
transferability between both datasets. We also present an error analysis of our
model that suggests a key problem of current VQA systems lies in the lack of
visual grounding of concepts that occur in the questions and answers. Overall,
our results suggest that the performance of current VQA systems is not
significantly better than that of systems designed to exploit dataset biases.Comment: European Conference on Computer Visio
Spontaneous Breaking of Rotational Symmetry in Rotating Solitons - a Toy Model of Excited Nucleons with High Angular Momentum
We study the phenomenon of spontaneous breaking of rotational symmetry (SBRS)
in the rotating solutions of two types of baby Skyrme models. In the first the
domain is a two-sphere and in the other, the Skyrmions are confined to the
interior of a unit disk. Numerical full-field results show that when the
angular momentum of the Skyrmions increases above a certain critical value, the
rotational symmetry of the solutions is broken and the minimal energy
configurations become less symmetric. We propose a possible mechanism as to why
SBRS is present in the rotating solutions of these models, while it is not
observed in the `usual' baby Skyrme model. Our results might be relevant for a
qualitative understanding of the non-spherical deformation of excited nucleons
with high orbital angular momentum.Comment: RevTex, 9 pages, 9 figures. Added conten
Simulated annealing for generalized Skyrme models
We use a simulated annealing algorithm to find the static field configuration
with the lowest energy in a given sector of topological charge for generalized
SU(2) Skyrme models. These numerical results suggest that the following
conjecture may hold: the symmetries of the soliton solutions of extended Skyrme
models are the same as for the Skyrme model. Indeed, this is verified for two
effective Lagrangians with terms of order six and order eight in derivatives of
the pion fields respectively for topological charges B=1 up to B=4. We also
evaluate the energy of these multi-skyrmions using the rational maps ansatz. A
comparison with the exact numerical results shows that the reliability of this
approximation for extended Skyrme models is almost as good as for the pure
Skyrme model. Some details regarding the implementation of the simulated
annealing algorithm in one and three spatial dimensions are provided.Comment: 14 pages, 6 figures, added 2 reference
A Solution to the Galactic Foreground Problem for LISA
Low frequency gravitational wave detectors, such as the Laser Interferometer
Space Antenna (LISA), will have to contend with large foregrounds produced by
millions of compact galactic binaries in our galaxy. While these galactic
signals are interesting in their own right, the unresolved component can
obscure other sources. The science yield for the LISA mission can be improved
if the brighter and more isolated foreground sources can be identified and
regressed from the data. Since the signals overlap with one another we are
faced with a ``cocktail party'' problem of picking out individual conversations
in a crowded room. Here we present and implement an end-to-end solution to the
galactic foreground problem that is able to resolve tens of thousands of
sources from across the LISA band. Our algorithm employs a variant of the
Markov Chain Monte Carlo (MCMC) method, which we call the Blocked Annealed
Metropolis-Hastings (BAM) algorithm. Following a description of the algorithm
and its implementation, we give several examples ranging from searches for a
single source to searches for hundreds of overlapping sources. Our examples
include data sets from the first round of Mock LISA Data Challenges.Comment: 19 pages, 27 figure
Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus
We use Malliavin calculus and the Clark-Ocone formula to derive the hedging strategy of an arithmetic Asian Call option in general terms. Furthermore we derive an expression for the density of the integral over time of a geometric Brownian motion, which allows us to express hedging strategy and price of the Asian option as an analytic expression. Numerical computations which are based on this expression are provided
A New Simulated Annealing Algorithm for the Multiple Sequence Alignment Problem: The approach of Polymers in a Random Media
We proposed a probabilistic algorithm to solve the Multiple Sequence
Alignment problem. The algorithm is a Simulated Annealing (SA) that exploits
the representation of the Multiple Alignment between sequences as a
directed polymer in dimensions. Within this representation we can easily
track the evolution in the configuration space of the alignment through local
moves of low computational cost. At variance with other probabilistic
algorithms proposed to solve this problem, our approach allows for the creation
and deletion of gaps without extra computational cost. The algorithm was tested
aligning proteins from the kinases family. When D=3 the results are consistent
with those obtained using a complete algorithm. For where the complete
algorithm fails, we show that our algorithm still converges to reasonable
alignments. Moreover, we study the space of solutions obtained and show that
depending on the number of sequences aligned the solutions are organized in
different ways, suggesting a possible source of errors for progressive
algorithms.Comment: 7 pages and 11 figure
Convergence of simulated annealing by the generalized transition probability
We prove weak ergodicity of the inhomogeneous Markov process generated by the
generalized transition probability of Tsallis and Stariolo under power-law
decay of the temperature. We thus have a mathematical foundation to conjecture
convergence of simulated annealing processes with the generalized transition
probability to the minimum of the cost function. An explicitly solvable example
in one dimension is analyzed in which the generalized transition probability
leads to a fast convergence of the cost function to the optimal value. We also
investigate how far our arguments depend upon the specific form of the
generalized transition probability proposed by Tsallis and Stariolo. It is
shown that a few requirements on analyticity of the transition probability are
sufficient to assure fast convergence in the case of the solvable model in one
dimension.Comment: 11 page
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