Search results for "algorithm"
showing 10 items of 4887 documents
Distance Measures for Portfolio Selection
2017
The classical Markowitz approach to the portfolio selection problem (PSP) consists of selecting the portfolio that minimises the return variance for a given level of expected return. By solving the problem for different values of this expected return we obtain the Pareto efficient frontier, which is composed of non-dominated portfolios. The final user has to discriminate amongst these points by resorting to an external criterion in order to decide which portfolio to invest in. We propose to define an external portfolio that corresponds to a desired criterion, and to assess its distance from the Markowitz frontier in market allowing for short-sellings or not. We show that this distance is ab…
Gli algoritmi della politica
2020
This pamphlet focuses on the uses and abuses of algorithms in politics, i. e. in the control and orientation of public opinion and private political opinion in occasion of polls and elections.
Automatic differentiation of melanoma from dysplastic nevi.
2015
International audience; Malignant melanoma causes the majority of deaths related to skin cancer. Nevertheless, it is the most treatable one, depending on its early diagnosis. The early prognosis is a challenging task for both clinicians and dermatologist, due to the characteristic similarities of melanoma with other skin lesions such as dysplastic nevi. In the past decades, several computerized lesion analysis algorithms have been proposed by the research community for detection of melanoma. These algorithms mostly focus on differentiating melanoma from benign lesions and few have considered the case of melanoma against dysplastic nevi. In this paper, we consider the most challenging task a…
A flux-split algorithm applied to conservative models for multicomponent compressible flows
2003
In this paper we consider a conservative extension of the Euler equations for gas dynamics to describe a two-component compressible flow in Cartesian coordinates. It is well known that classical shock-capturing schemes applied to conservative models are oscillatory near the interface between the two gases. Several authors have addressed this problem proposing either a primitive consistent algorithm [J. Comput. Phys. 112 (1994) 31] or Lagrangian ingredients (Ghost Fluid Method by Fedkiw et al. [J. Comput. Phys. 152 (1999) 452] and [J. Comput. Phys. 169 (2001) 594]). We solve directly this conservative model by a flux-split algorithm, due to the first author (see [J. Comput. Phys. 125 (1996) …
Dynamic Regret Analysis for Online Tracking of Time-varying Structural Equation Model Topologies
2020
Identifying dependencies among variables in a complex system is an important problem in network science. Structural equation models (SEM) have been used widely in many fields for topology inference, because they are tractable and incorporate exogenous influences in the model. Topology identification based on static SEM is useful in stationary environments; however, in many applications a time-varying underlying topology is sought. This paper presents an online algorithm to track sparse time-varying topologies in dynamic environments and most importantly, performs a detailed analysis on the performance guarantees. The tracking capability is characterized in terms of a bound on the dynamic re…
Physics-aware Gaussian processes in remote sensing
2018
Abstract Earth observation from satellite sensory data poses challenging problems, where machine learning is currently a key player. In recent years, Gaussian Process (GP) regression has excelled in biophysical parameter estimation tasks from airborne and satellite observations. GP regression is based on solid Bayesian statistics, and generally yields efficient and accurate parameter estimates. However, GPs are typically used for inverse modeling based on concurrent observations and in situ measurements only. Very often a forward model encoding the well-understood physical relations between the state vector and the radiance observations is available though and could be useful to improve pre…
Rapid parameter estimation of discrete decaying signals using autoencoder networks
2021
Machine learning: science and technology 2(4), 045024 (2021). doi:10.1088/2632-2153/ac1eea
A Spatial-Temporal Correlation Approach for Data Reduction in Cluster-Based Sensor Networks
2019
International audience; In a resource-constrained Wireless Sensor Networks (WSNs), the optimization of the sampling and the transmission rates of each individual node is a crucial issue. A high volume of redundant data transmitted through the network will result in collisions, data loss, and energy dissipation. This paper proposes a novel data reduction scheme, that exploits the spatial-temporal correlation among sensor data in order to determine the optimal sampling strategy for the deployed sensor nodes. This strategy reduces the overall sampling/transmission rates while preserving the quality of the data. Moreover, a back-end reconstruction algorithm is deployed on the workstation (Sink)…
Fast Channel Estimation in the Transformed Spatial Domain for Analog Millimeter Wave Systems
2021
Fast channel estimation in millimeter-wave (mmWave) systems is a fundamental enabler of high-gain beamforming, which boosts coverage and capacity. The channel estimation stage typically involves an initial beam training process where a subset of the possible beam directions at the transmitter and receiver is scanned along a predefined codebook. Unfortunately, the high number of transmit and receive antennas deployed in mmWave systems increase the complexity of the beam selection and channel estimation tasks. In this work, we tackle the channel estimation problem in analog systems from a different perspective than used by previous works. In particular, we propose to move the channel estimati…
Nonlinear Distribution Regression for Remote Sensing Applications
2020
In many remote sensing applications, one wants to estimate variables or parameters of interest from observations. When the target variable is available at a resolution that matches the remote sensing observations, standard algorithms, such as neural networks, random forests, or the Gaussian processes, are readily available to relate the two. However, we often encounter situations where the target variable is only available at the group level, i.e., collectively associated with a number of remotely sensed observations. This problem setting is known in statistics and machine learning as multiple instance learning (MIL) or distribution regression (DR). This article introduces a nonlinear (kern…