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 $D$ sequences as a directed polymer in $D$ 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 $D>3$ 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