A recommender system for process discovery

Over the last decade, several algorithms for process discovery and process conformance have been proposed. Still, it is well-accepted that there is no dominant algorithm in any of these two disciplines, and then it is often difficult to apply them successfully. Most of these algorithms need a close-to expert knowledge in order to be applied satisfactorily. In this paper, we present a recommender system that uses portfolio-based algorithm selection strategies to face the following problems: to find the best discovery algorithm for the data at hand, and to allow bridging the gap between general users and process mining algorithms. Experiments performed with the developed tool witness the usefulness of the approach for a variety of instances.Peer ReviewedPostprint (author’s final draft

Multidimensional Quasi-Monte Carlo Malliavin Greeks

We investigate the use of Malliavin calculus in order to calculate the Greeks of multidimensional complex path-dependent options by simulation. For this purpose, we extend the formulas employed by Montero and Kohatsu-Higa to the multidimensional case. The multidimensional setting shows the convenience of the Malliavin Calculus approach over different techniques that have been previously proposed. Indeed, these techniques may be computationally expensive and do not provide flexibility for variance reduction. In contrast, the Malliavin approach exhibits a higher flexibility by providing a class of functions that return the same expected value (the Greek) with different accuracies. This versatility for variance reduction is not possible without the use of the generalized integral by part formula of Malliavin Calculus. In the multidimensional context, we find convenient formulas that permit to improve the localization technique, introduced in Fourni\'e et al and reduce both the computational cost and the variance. Moreover, we show that the parameters employed for variance reduction can be obtained \textit{on the flight} in the simulation. We illustrate the efficiency of the proposed procedures, coupled with the enhanced version of Quasi-Monte Carlo simulations as discussed in Sabino, for the numerical estimation of the Deltas of call, digital Asian-style and Exotic basket options with a fixed and a floating strike price in a multidimensional Black-Scholes market.Comment: 22 pages, 6 figure

A bounded confidence approach to understanding user participation in peer production systems

Commons-based peer production does seem to rest upon a paradox. Although users produce all contents, at the same time participation is commonly on a voluntary basis, and largely incentivized by achievement of project's goals. This means that users have to coordinate their actions and goals, in order to keep themselves from leaving. While this situation is easily explainable for small groups of highly committed, like-minded individuals, little is known about large-scale, heterogeneous projects, such as Wikipedia. In this contribution we present a model of peer production in a large online community. The model features a dynamic population of bounded confidence users, and an endogenous process of user departure. Using global sensitivity analysis, we identify the most important parameters affecting the lifespan of user participation. We find that the model presents two distinct regimes, and that the shift between them is governed by the bounded confidence parameter. For low values of this parameter, users depart almost immediately. For high values, however, the model produces a bimodal distribution of user lifespan. These results suggest that user participation to online communities could be explained in terms of group consensus, and provide a novel connection between models of opinion dynamics and commons-based peer production.Comment: 17 pages, 5 figures, accepted to SocInfo201

A low-memory algorithm for finding short product representations in finite groups

We describe a space-efficient algorithm for solving a generalization of the subset sum problem in a finite group G, using a Pollard-rho approach. Given an element z and a sequence of elements S, our algorithm attempts to find a subsequence of S whose product in G is equal to z. For a random sequence S of length d log_2 n, where n=#G and d >= 2 is a constant, we find that its expected running time is O(sqrt(n) log n) group operations (we give a rigorous proof for d > 4), and it only needs to store O(1) group elements. We consider applications to class groups of imaginary quadratic fields, and to finding isogenies between elliptic curves over a finite field.Comment: 12 page

Influence of parametric uncertainties and their interactions on small-signal stability : a case example of parallel-connected active loads in a DC microgrid

Classical stability analysis techniques based on nominal models do not consider the uncertainty of system parameters, their interactions, and nonlinearity, which are important characteristics of practical highly coupled microgrids. In this work, variance-based sensitivity analysis is used to identify parameter combinations that have a significant impact on the small-signal stability of a microgrid featuring two parallel active loads. The analysis indicates that the effectiveness of source-side damping is reduced when resonant frequencies of load input filters become matched. Further results using derivative-based sensitivity analysis reveal that source-side resistance can exhibit drastically different effects on the stability if load input filter resonant frequencies are matched with respect to the case when they are well separated. These behaviours are verified using time-domain switching models

Quasi-Monte Carlo rules for numerical integration over the unit sphere S2\mathbb{S}^2

We study numerical integration on the unit sphere $\mathbb{S}^2 \subset \mathbb{R}^3$ using equal weight quadrature rules, where the weights are such that constant functions are integrated exactly. The quadrature points are constructed by lifting a $(0,m,2)$-net given in the unit square $[0,1]^2$ to the sphere $\mathbb{S}^2$ by means of an area preserving map. A similar approach has previously been suggested by Cui and Freeden [SIAM J. Sci. Comput. 18 (1997), no. 2]. We prove three results. The first one is that the construction is (almost) optimal with respect to discrepancies based on spherical rectangles. Further we prove that the point set is asymptotically uniformly distributed on $\mathbb{S}^2$. And finally, we prove an upper bound on the spherical cap $L_2$-discrepancy of order $N^{-1/2} (\log N)^{1/2}$ (where $N$ denotes the number of points). This slightly improves upon the bound on the spherical cap $L_2$-discrepancy of the construction by Lubotzky, Phillips and Sarnak [Comm. Pure Appl. Math. 39 (1986), 149--186]. Numerical results suggest that the $(0,m,2)$-nets lifted to the sphere $\mathbb{S}^2$ have spherical cap $L_2$-discrepancy converging with the optimal order of $N^{-3/4}$

Search for a W' boson decaying to a bottom quark and a top quark in pp collisions at sqrt(s) = 7 TeV

Results are presented from a search for a W' boson using a dataset corresponding to 5.0 inverse femtobarns of integrated luminosity collected during 2011 by the CMS experiment at the LHC in pp collisions at sqrt(s)=7 TeV. The W' boson is modeled as a heavy W boson, but different scenarios for the couplings to fermions are considered, involving both left-handed and right-handed chiral projections of the fermions, as well as an arbitrary mixture of the two. The search is performed in the decay channel W' to t b, leading to a final state signature with a single lepton (e, mu), missing transverse energy, and jets, at least one of which is tagged as a b-jet. A W' boson that couples to fermions with the same coupling constant as the W, but to the right-handed rather than left-handed chiral projections, is excluded for masses below 1.85 TeV at the 95% confidence level. For the first time using LHC data, constraints on the W' gauge coupling for a set of left- and right-handed coupling combinations have been placed. These results represent a significant improvement over previously published limits.Comment: Submitted to Physics Letters B. Replaced with version publishe

Search for the standard model Higgs boson decaying into two photons in pp collisions at sqrt(s)=7 TeV

A search for a Higgs boson decaying into two photons is described. The analysis is performed using a dataset recorded by the CMS experiment at the LHC from pp collisions at a centre-of-mass energy of 7 TeV, which corresponds to an integrated luminosity of 4.8 inverse femtobarns. Limits are set on the cross section of the standard model Higgs boson decaying to two photons. The expected exclusion limit at 95% confidence level is between 1.4 and 2.4 times the standard model cross section in the mass range between 110 and 150 GeV. The analysis of the data excludes, at 95% confidence level, the standard model Higgs boson decaying into two photons in the mass range 128 to 132 GeV. The largest excess of events above the expected standard model background is observed for a Higgs boson mass hypothesis of 124 GeV with a local significance of 3.1 sigma. The global significance of observing an excess with a local significance greater than 3.1 sigma anywhere in the search range 110-150 GeV is estimated to be 1.8 sigma. More data are required to ascertain the origin of this excess.Comment: Submitted to Physics Letters

Point sets on the sphere S2\mathbb{S}^2 with small spherical cap discrepancy

In this paper we study the geometric discrepancy of explicit constructions of uniformly distributed points on the two-dimensional unit sphere. We show that the spherical cap discrepancy of random point sets, of spherical digital nets and of spherical Fibonacci lattices converges with order $N^{-1/2}$. Such point sets are therefore useful for numerical integration and other computational simulations. The proof uses an area-preserving Lambert map. A detailed analysis of the level curves and sets of the pre-images of spherical caps under this map is given

Search for new physics in events with opposite-sign leptons, jets, and missing transverse energy in pp collisions at sqrt(s) = 7 TeV

A search is presented for physics beyond the standard model (BSM) in final states with a pair of opposite-sign isolated leptons accompanied by jets and missing transverse energy. The search uses LHC data recorded at a center-of-mass energy sqrt(s) = 7 TeV with the CMS detector, corresponding to an integrated luminosity of approximately 5 inverse femtobarns. Two complementary search strategies are employed. The first probes models with a specific dilepton production mechanism that leads to a characteristic kinematic edge in the dilepton mass distribution. The second strategy probes models of dilepton production with heavy, colored objects that decay to final states including invisible particles, leading to very large hadronic activity and missing transverse energy. No evidence for an event yield in excess of the standard model expectations is found. Upper limits on the BSM contributions to the signal regions are deduced from the results, which are used to exclude a region of the parameter space of the constrained minimal supersymmetric extension of the standard model. Additional information related to detector efficiencies and response is provided to allow testing specific models of BSM physics not considered in this paper.Comment: Replaced with published version. Added journal reference and DO