Search results for "stochastic"
showing 10 items of 1018 documents
Progressive Stochastic Binarization of Deep Networks
2019
A plethora of recent research has focused on improving the memory footprint and inference speed of deep networks by reducing the complexity of (i) numerical representations (for example, by deterministic or stochastic quantization) and (ii) arithmetic operations (for example, by binarization of weights). We propose a stochastic binarization scheme for deep networks that allows for efficient inference on hardware by restricting itself to additions of small integers and fixed shifts. Unlike previous approaches, the underlying randomized approximation is progressive, thus permitting an adaptive control of the accuracy of each operation at run-time. In a low-precision setting, we match the accu…
Microstructure reconstruction using entropic descriptors
2009
A multi-scale approach to the inverse reconstruction of a pattern's microstructure is reported. Instead of a correlation function, a pair of entropic descriptors (EDs) is proposed for stochastic optimization method. The first of them measures a spatial inhomogeneity, for a binary pattern, or compositional one, for a greyscale image. The second one quantifies a spatial or compositional statistical complexity. The EDs reveal structural information that is dissimilar, at least in part, to that given by correlation functions at almost all of discrete length scales. The method is tested on a few digitized binary and greyscale images. In each of the cases, the persuasive reconstruction of the mic…
A novel exact representation of stationary colored Gaussian processes (fractional differential approach)
2010
A novel representation of functions, called generalized Taylor form, is applied to the filtering of white noise processes. It is shown that every Gaussian colored noise can be expressed as the output of a set of linear fractional stochastic differential equations whose solution is a weighted sum of fractional Brownian motions. The exact form of the weighting coefficients is given and it is shown that it is related to the fractional moments of the target spectral density of the colored noise.
Reliability analysis of processes with moving cracked material
2015
Abstract The reliability of processes with moving elastic and isotropic material containing initial cracks is considered in terms of fracture. The material is modelled as a moving plate which is simply supported from two of its sides and subjected to homogeneous tension acting in the travelling direction. For tension, two models are studied: (i) tension is constant with respect to time, and (ii) tension varies temporally according to an Ornstein–Uhlenbeck process. Cracks of random length are assumed to occur in the material according to a stochastic counting process. For a general counting process, a representation of the nonfracture probability of the system is obtained that exploits condi…
Tick size and price diffusion
2010
A tick size is the smallest increment of a security price. It is clear that at the shortest time scale on which individual orders are placed the tick size has a major role which affects where limit orders can be placed, the bid-ask spread, etc. This is the realm of market microstructure and there is a vast literature on the role of tick size on market microstructure. However, tick size can also affect price properties at longer time scales, and relatively less is known about the effect of tick size on the statistical properties of prices. The present paper is divided in two parts. In the first we review the effect of tick size change on the market microstructure and the diffusion properties…
Spin Pumping and Torque Statistics in the Quantum Noise Limit
2016
We analyze the statistics of charge and energy currents and spin torque in a metallic nanomagnet coupled to a large magnetic metal via a tunnel contact. We derive a Keldysh action for the tunnel barrier, describing the stochastic currents in the presence of a magnetization precessing with the rate $\Omega$. In contrast to some earlier approaches, we include the geometric phases that affect the counting statistics. We illustrate the use of the action by deriving spintronic fluctuation relations, the quantum limit of pumped current noise, and consider the fluctuations in two specific cases: the situation with a stable precession of magnetization driven by spin transfer torque, and the torque-…
How markets slowly digest changes in supply and demand
2008
In this article we revisit the classic problem of tatonnement in price formation from a microstructure point of view, reviewing a recent body of theoretical and empirical work explaining how fluctuations in supply and demand are slowly incorporated into prices. Because revealed market liquidity is extremely low, large orders to buy or sell can only be traded incrementally, over periods of time as long as months. As a result order flow is a highly persistent long-memory process. Maintaining compatibility with market efficiency has profound consequences on price formation, on the dynamics of liquidity, and on the nature of impact. We review a body of theory that makes detailed quantitative pr…
Testing selective influence directly using trackball movement tasks
2019
Abstract Systems factorial technology (SFT; Townsend & Nozawa, 1995) is regarded as a useful tool to diagnose if features (or dimensions) of the investigated stimulus are processed in a parallel or serial fashion. In order to use SFT, one has to assume the speed to process each feature is influenced by that feature only, termed as selective influence (Sternberg, 1969). This assumption is usually untestable as the processing time for a stimulus feature is not observable. Stochastic dominance is traditionally used as an indirect evidence for selective influence (e.g., Townsend & Fific, 2004). However, one should keep in mind that selective influence may be violated even when stochastic domina…
A generalized method for the design of ergodic sum-of-cisoids simulators for multiple uncorrelated rayleigh fading channels
2010
In this paper, we present a new method for the design of ergodic sum-of-sinusoids (SOS) simulation models for multiple uncorrelated Rayleigh fading channels. The method, which is intended for a special class of SOS models, known as sum-of-cisoids (SOC) models, can be used to generate an arbitrary number of uncorrelated Rayleigh fading waveforms with specified Doppler power spectral characteristics. This is in contrast to the SOS simulators currently available in the open literature that have been designed under the isotropic scattering assumption, which are limited to the simulation of uncorrelated channels characterized by Clarke's U-shaped Doppler power spectral density (DPSD). The excell…
Seismically induced, non-stationary hydrodynamic pressure in a dam-reservoir system
2003
Stochastic seismic analysis of hydrodynamic pressure in a dam-reservoir system is presented in this paper. The analysis is conducted assuming infinite reservoir compressible fluid and modeling seismic acceleration as a normal zero-mean stochastic process obtained by Penzien filter. The non-homogeneous boundary conditions associated to the problem have been incorporated into the equation of pressure wave scattering in the form of a forcing function turning the non-homogeneous boundary value problem into an homogeneous one. Solution obtained via modal analysis in time-domain is coupled with the use of classical Ito stochastic differential calculus to characterize the stochastic hydrodynamic p…