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Topology Identification of Heterogeneous Networks: Identifiability and Reconstruction. (arXiv:1909.11054v2 [math.OC] UPDATED)

This paper addresses the problem of identifying the graph structure of a dynamical network using measured input/output data. This problem is known as topology identification and has received considerable attention in recent literature. Most existing literature focuses on topology identification for networks with node dynamics modeled by single integrators or single-input single-output (SISO) systems. The goal of the current paper is to identify the topology of a more general class of heterogeneous networks, in which the dynamics of the nodes are modeled by general (possibly distinct) linear systems. Our two main contributions are the following. First, we establish conditions for topological identifiability, i.e., conditions under which the network topology can be uniquely reconstructed from measured data. We also specialize our results to homogeneous networks of SISO systems and we will see that such networks have quite particular identifiability properties. Secondly, we develop a topology identification method that reconstructs the network topology from input/output data. The solution of a generalized Sylvester equation will play an important role in our identification scheme.




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Monochromatic Equilateral Triangles in the Unit Distance Graph. (arXiv:1909.09856v2 [math.CO] UPDATED)

Let $chi_{Delta}(mathbb{R}^{n})$ denote the minimum number of colors needed to color $mathbb{R}^{n}$ so that there will not be a monochromatic equilateral triangle with side length $1$. Using the slice rank method, we reprove a result of Frankl and Rodl, and show that $chi_{Delta}left(mathbb{R}^{n} ight)$ grows exponentially with $n$. This technique substantially improves upon the best known quantitative lower bounds for $chi_{Delta}left(mathbb{R}^{n} ight)$, and we obtain [ chi_{Delta}left(mathbb{R}^{n} ight)>(1.01446+o(1))^{n}. ]




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Equivariant Batalin-Vilkovisky formalism. (arXiv:1907.07995v3 [hep-th] UPDATED)

We study an equivariant extension of the Batalin-Vilkovisky formalism for quantizing gauge theories. Namely, we introduce a general framework to encompass failures of the quantum master equation, and we apply it to the natural equivariant extension of AKSZ solutions of the classical master equation (CME). As examples of the construction, we recover the equivariant extension of supersymmetric Yang-Mills in 2d and of Donaldson-Witten theory.




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Mirror Symmetry for Non-Abelian Landau-Ginzburg Models. (arXiv:1812.06200v3 [math.AG] UPDATED)

We consider Landau-Ginzburg models stemming from groups comprised of non-diagonal symmetries, and we describe a rule for the mirror LG model. In particular, we present the non-abelian dual group, which serves as the appropriate choice of group for the mirror LG model. We also describe an explicit mirror map between the A-model and the B-model state spaces for two examples. Further, we prove that this mirror map is an isomorphism between the untwisted broad sectors and the narrow diagonal sectors for Fermat type polynomials.




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The 2d-directed spanning forest converges to the Brownian web. (arXiv:1805.09399v3 [math.PR] UPDATED)

The two-dimensional directed spanning forest (DSF) introduced by Baccelli and Bordenave is a planar directed forest whose vertex set is given by a homogeneous Poisson point process $mathcal{N}$ on $mathbb{R}^2$. If the DSF has direction $-e_y$, the ancestor $h(u)$ of a vertex $u in mathcal{N}$ is the nearest Poisson point (in the $L_2$ distance) having strictly larger $y$-coordinate. This construction induces complex geometrical dependencies. In this paper we show that the collection of DSF paths, properly scaled, converges in distribution to the Brownian web (BW). This verifies a conjecture made by Baccelli and Bordenave in 2007.




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Conservative stochastic 2-dimensional Cahn-Hilliard equation. (arXiv:1802.04141v2 [math.PR] UPDATED)

We consider the stochastic 2-dimensional Cahn-Hilliard equation which is driven by the derivative in space of a space-time white noise. We use two different approaches to study this equation. First we prove that there exists a unique solution $Y$ to the shifted equation (see (1.4) below), then $X:=Y+{Z}$ is the unique solution to stochastic Cahn-Hilliard equaiton, where ${Z}$ is the corresponding O-U process. Moreover, we use Dirichlet form approach in cite{Albeverio:1991hk} to construct the probabilistically weak solution the the original equation (1.1) below. By clarifying the precise relation between the solutions obtained by the Dirichlet forms aprroach and $X$, we can also get the restricted Markov uniquness of the generator and the uniqueness of martingale solutions to the equation (1.1).




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Simulation of Integro-Differential Equation and Application in Estimation of Ruin Probability with Mixed Fractional Brownian Motion. (arXiv:1709.03418v6 [math.PR] UPDATED)

In this paper, we are concerned with the numerical solution of one type integro-differential equation by a probability method based on the fundamental martingale of mixed Gaussian processes. As an application, we will try to simulate the estimation of ruin probability with an unknown parameter driven not by the classical L'evy process but by the mixed fractional Brownian motion.




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Local mollification of Riemannian metrics using Ricci flow, and Ricci limit spaces. (arXiv:1706.09490v2 [math.DG] UPDATED)

We use Ricci flow to obtain a local bi-Holder correspondence between Ricci limit spaces in three dimensions and smooth manifolds. This is more than a complete resolution of the three-dimensional case of the conjecture of Anderson-Cheeger-Colding-Tian, describing how Ricci limit spaces in three dimensions must be homeomorphic to manifolds, and we obtain this in the most general, locally non-collapsed case. The proofs build on results and ideas from recent papers of Hochard and the current authors.




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Categorification via blocks of modular representations for sl(n). (arXiv:1612.06941v3 [math.RT] UPDATED)

Bernstein, Frenkel, and Khovanov have constructed a categorification of tensor products of the standard representation of $mathfrak{sl}_2$, where they use singular blocks of category $mathcal{O}$ for $mathfrak{sl}_n$ and translation functors. Here we construct a positive characteristic analogue using blocks of representations of $mathfrak{sl}_n$ over a field $ extbf{k}$ of characteristic $p$ with zero Frobenius character, and singular Harish-Chandra character. We show that the aforementioned categorification admits a Koszul graded lift, which is equivalent to a geometric categorification constructed by Cautis, Kamnitzer, and Licata using coherent sheaves on cotangent bundles to Grassmanians. In particular, the latter admits an abelian refinement. With respect to this abelian refinement, the stratified Mukai flop induces a perverse equivalence on the derived categories for complementary Grassmanians. This is part of a larger project to give a combinatorial approach to Lusztig's conjectures for representations of Lie algebras in positive characteristic.




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Positive Geometries and Differential Forms with Non-Logarithmic Singularities I. (arXiv:2005.03612v1 [hep-th])

Positive geometries encode the physics of scattering amplitudes in flat space-time and the wavefunction of the universe in cosmology for a large class of models. Their unique canonical forms, providing such quantum mechanical observables, are characterised by having only logarithmic singularities along all the boundaries of the positive geometry. However, physical observables have logarithmic singularities just for a subset of theories. Thus, it becomes crucial to understand whether a similar paradigm can underlie their structure in more general cases. In this paper we start a systematic investigation of a geometric-combinatorial characterisation of differential forms with non-logarithmic singularities, focusing on projective polytopes and related meromorphic forms with multiple poles. We introduce the notions of covariant forms and covariant pairings. Covariant forms have poles only along the boundaries of the given polytope; moreover, their leading Laurent coefficients along any of the boundaries are still covariant forms on the specific boundary. Whereas meromorphic forms in covariant pairing with a polytope are associated to a specific (signed) triangulation, in which poles on spurious boundaries do not cancel completely, but their order is lowered. These meromorphic forms can be fully characterised if the polytope they are associated to is viewed as the restriction of a higher dimensional one onto a hyperplane. The canonical form of the latter can be mapped into a covariant form or a form in covariant pairing via a covariant restriction. We show how the geometry of the higher dimensional polytope determines the structure of these differential forms. Finally, we discuss how these notions are related to Jeffrey-Kirwan residues and cosmological polytopes.




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On abelianity lines in elliptic $W$-algebras. (arXiv:2005.03579v1 [math-ph])

We present a systematic derivation of the abelianity conditions for the $q$-deformed $W$-algebras constructed from the elliptic quantum algebra $mathcal{A}_{q,p}(widehat{gl}(N)_{c})$. We identify two sets of conditions on a given critical surface yielding abelianity lines in the moduli space ($p, q, c$). Each line is identified as an intersection of a countable number of critical surfaces obeying diophantine consistency conditions. The corresponding Poisson brackets structures are then computed for which some universal features are described.




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Graded 2-generated axial algebras. (arXiv:2005.03577v1 [math.RA])

Axial algebras are non-associative algebras generated by semisimple idempotents whose adjoint actions obey a fusion law. Axial algebras that are generated by two such idempotents play a crucial role in the theory. We classify all primitive 2-generated axial algebras whose fusion laws have two eigenvalues and all graded primitive 2-generated axial algebras whose fusion laws have three eigenvalues. This represents a significant broadening in our understanding of axial algebras.




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Off-diagonal estimates for bi-commutators. (arXiv:2005.03548v1 [math.CA])

We study the bi-commutators $[T_1, [b, T_2]]$ of pointwise multiplication and Calder'on-Zygmund operators, and characterize their $L^{p_1}L^{p_2} o L^{q_1}L^{q_2}$ boundedness for several off-diagonal regimes of the mixed-norm integrability exponents $(p_1,p_2) eq(q_1,q_2)$. The strategy is based on a bi-parameter version of the recent approximate weak factorization method.




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Special subvarieties of non-arithmetic ball quotients and Hodge Theory. (arXiv:2005.03524v1 [math.AG])

Let $Gamma subset operatorname{PU}(1,n)$ be a lattice, and $S_Gamma$ the associated ball quotient. We prove that, if $S_Gamma$ contains infinitely many maximal totally geodesic subvarieties, then $Gamma$ is arithmetic. We also prove an Ax-Schanuel Conjecture for $S_Gamma$, similar to the one recently proven by Mok, Pila and Tsimerman. One of the main ingredients in the proofs is to realise $S_Gamma$ inside a period domain for polarised integral variations of Hodge structures and interpret totally geodesic subvarieties as unlikely intersections.




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Asymptotic behavior of Wronskian polynomials that are factorized via $p$-cores and $p$-quotients. (arXiv:2005.03516v1 [math.CA])

In this paper we consider Wronskian polynomials labeled by partitions that can be factorized via the combinatorial concepts of $p$-cores and $p$-quotients. We obtain the asymptotic behavior for these polynomials when the $p$-quotient is fixed while the size of the $p$-core grows to infinity. For this purpose, we associate the $p$-core with its characteristic vector and let all entries of this vector simultaneously tend to infinity. This result generalizes the Wronskian Hermite setting which is recovered when $p=2$.




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A reaction-diffusion system to better comprehend the unlockdown: Application of SEIR-type model with diffusion to the spatial spread of COVID-19 in France. (arXiv:2005.03499v1 [q-bio.PE])

A reaction-diffusion model was developed describing the spread of the COVID-19 virus considering the mean daily movement of susceptible, exposed and asymptomatic individuals. The model was calibrated using data on the confirmed infection and death from France as well as their initial spatial distribution. First, the system of partial differential equations is studied, then the basic reproduction number, R0 is derived. Second, numerical simulations, based on a combination of level-set and finite differences, shown the spatial spread of COVID-19 from March 16 to June 16. Finally, scenarios of unlockdown are compared according to variation of distancing, or partially spatial lockdown.




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On completion of unimodular rows over polynomial extension of finitely generated rings over $mathbb{Z}$. (arXiv:2005.03485v1 [math.AC])

In this article, we prove that if $R$ is a finitely generated ring over $mathbb{Z}$ of dimension $d, dgeq2, frac{1}{d!}in R$, then any unimodular row over $R[X]$ of length $d+1$ can be mapped to a factorial row by elementary transformations.




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On the connection problem for the second Painlev'e equation with large initial data. (arXiv:2005.03440v1 [math.CA])

We consider two special cases of the connection problem for the second Painlev'e equation (PII) using the method of uniform asymptotics proposed by Bassom et al.. We give a classification of the real solutions of PII on the negative (positive) real axis with respect to their initial data. By product, a rigorous proof of a property associate with the nonlinear eigenvalue problem of PII on the real axis, recently revealed by Bender and Komijani, is given by deriving the asymptotic behavior of the Stokes multipliers.




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A closer look at the non-Hopfianness of $BS(2,3)$. (arXiv:2005.03396v1 [math.GR])

The Baumslag Solitar group $BS(2,3)$, is a so-called non-Hopfian group, meaning that it has an epimorphism $phi$ onto itself, that is not injective. In particular this is equivalent to saying that $BS(2,3)$ has a quotient that is isomorphic to itself. As a consequence the Cayley graph of $BS(2,3)$ has a quotient that is isomorphic to itself up to change of generators. We describe this quotient on the graph-level and take a closer look at the most common epimorphism $phi$. We show its kernel is a free group of infinite rank with an explicit set of generators.




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Maximum of Exponential Random Variables, Hurwitz's Zeta Function, and the Partition Function. (arXiv:2005.03392v1 [math.PR])

A natural problem in the context of the coupon collector's problem is the behavior of the maximum of independent geometrically distributed random variables (with distinct parameters). This question has been addressed by Brennan et al. (British J. of Math. & CS. 8 (2015), 330-336). Here we provide explicit asymptotic expressions for the moments of that maximum, as well as of the maximum of exponential random variables with corresponding parameters. We also deal with the probability of each of the variables being the maximal one.

The calculations lead to expressions involving Hurwitz's zeta function at certain special points. We find here explicitly the values of the function at these points. Also, the distribution function of the maximum we deal with is closely related to the generating function of the partition function. Thus, our results (and proofs) rely on classical results pertaining to the partition function.




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Minimum pair degree condition for tight Hamiltonian cycles in $4$-uniform hypergraphs. (arXiv:2005.03391v1 [math.CO])

We show that every 4-uniform hypergraph with $n$ vertices and minimum pair degree at least $(5/9+o(1))n^2/2$ contains a tight Hamiltonian cycle. This degree condition is asymptotically optimal.




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A Schur-Nevanlinna type algorithm for the truncated matricial Hausdorff moment problem. (arXiv:2005.03365v1 [math.CA])

The main goal of this paper is to achieve a parametrization of the solution set of the truncated matricial Hausdorff moment problem in the non-degenerate and degenerate situation. We treat the even and the odd cases simultaneously. Our approach is based on Schur analysis methods. More precisely, we use two interrelated versions of Schur-type algorithms, namely an algebraic one and a function-theoretic one. The algebraic version, worked out in our former paper arXiv:1908.05115, is an algorithm which is applied to finite or infinite sequences of complex matrices. The construction and discussion of the function-theoretic version is a central theme of this paper. This leads us to a complete description via Stieltjes transform of the solution set of the moment problem under consideration. Furthermore, we discuss special solutions in detail.




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Evaluating the phase dynamics of coupled oscillators via time-variant topological features. (arXiv:2005.03343v1 [physics.data-an])

The characterization of phase dynamics in coupled oscillators offers insights into fundamental phenomena in complex systems. To describe the collective dynamics in the oscillatory system, order parameters are often used but are insufficient for identifying more specific behaviors. We therefore propose a topological approach that constructs quantitative features describing the phase evolution of oscillators. Here, the phase data are mapped into a high-dimensional space at each time point, and topological features describing the shape of the data are subsequently extracted from the mapped points. We extend these features to time-variant topological features by considering the evolution time, which serves as an additional dimension in the topological-feature space. The resulting time-variant features provide crucial insights into the time evolution of phase dynamics. We combine these features with the machine learning kernel method to characterize the multicluster synchronized dynamics at a very early stage of the evolution. Furthermore, we demonstrate the usefulness of our method for qualitatively explaining chimera states, which are states of stably coexisting coherent and incoherent groups in systems of identical phase oscillators. The experimental results show that our method is generally better than those using order parameters, especially if only data on the early-stage dynamics are available.




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Gaussian invariant measures and stationary solutions of 2D Primitive Equations. (arXiv:2005.03339v1 [math.PR])

We introduce a Gaussian measure formally preserved by the 2-dimensional Primitive Equations driven by additive Gaussian noise. Under such measure the stochastic equations under consideration are singular: we propose a solution theory based on the techniques developed by Gubinelli and Jara in cite{GuJa13} for a hyperviscous version of the equations.




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Maximum dissociation sets in subcubic trees. (arXiv:2005.03335v1 [math.CO])

A subset of vertices in a graph $G$ is called a maximum dissociation set if it induces a subgraph with vertex degree at most 1 and the subset has maximum cardinality. The dissociation number of $G$, denoted by $psi(G)$, is the cardinality of a maximum dissociation set. A subcubic tree is a tree of maximum degree at most 3. In this paper, we give the lower and upper bounds on the dissociation number in a subcubic tree of order $n$ and show that the number of maximum dissociation sets of a subcubic tree of order $n$ and dissociation number $psi$ is at most $1.466^{4n-5psi+2}$.




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A remark on the Laplacian flow and the modified Laplacian co-flow in G2-Geometry. (arXiv:2005.03332v1 [math.DG])

We observe that the DeTurck Laplacian flow of G2-structures introduced by Bryant and Xu as a gauge fixing of the Laplacian flow can be regarded as a flow of G2-structures (not necessarily closed) which fits in the general framework introduced by Hamilton in [4].




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Fourier transformation and stability of differential equation on $L^1(Bbb{R})$. (arXiv:2005.03296v1 [math.FA])

In the present paper by the Fourier transform we show that every linear differential equations of $n$-th order has a solution in $L^1(Bbb{R})$ which is infinitely differentiable in $Bbb{R} setminus {0}$. Moreover the Hyers-Ulam stability of such equations on $L^1(Bbb{R})$ is investigated.




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Smooth non-projective equivariant completions of affine spaces. (arXiv:2005.03277v1 [math.AG])

In this paper we construct an equivariant embedding of the affine space $mathbb{A}^n$ with the translation group action into a complete non-projective algebraic variety $X$ for all $n geq 3$. The theory of toric varieties is used as the main tool for this construction. In the case of $n = 3$ we describe the orbit structure on the variety $X$.




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A Note on Cores and Quasi Relative Interiors in Partially Finite Convex Programming. (arXiv:2005.03265v1 [math.FA])

The problem of minimizing an entropy functional subject to linear constraints is a useful example of partially finite convex programming. In the 1990s, Borwein and Lewis provided broad and easy-to-verify conditions that guarantee strong duality for such problems. Their approach is to construct a function in the quasi-relative interior of the relevant infinite-dimensional set, which assures the existence of a point in the core of the relevant finite-dimensional set. We revisit this problem, and provide an alternative proof by directly appealing to the definition of the core, rather than by relying on any properties of the quasi-relative interior. Our approach admits a minor relaxation of the linear independence requirements in Borwein and Lewis' framework, which allows us to work with certain piecewise-defined moment functions precluded by their conditions. We provide such a computed example that illustrates how this relaxation may be used to tame observed Gibbs phenomenon when the underlying data is discontinuous. The relaxation illustrates the understanding we may gain by tackling partially-finite problems from both the finite-dimensional and infinite-dimensional sides. The comparison of these two approaches is informative, as both proofs are constructive.




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New constructions of strongly regular Cayley graphs on abelian groups. (arXiv:2005.03183v1 [math.CO])

In this paper, we give new constructions of strongly regular Cayley graphs on abelian groups as generalizations of a series of known constructions: the construction of covering extended building sets in finite fields by Xia (1992), the product construction of Menon-Hadamard difference sets by Turyn (1984), and the construction of Paley type partial difference sets by Polhill (2010). Then, we obtain new large families of strongly regular Cayley graphs of Latin square type or negative Latin square type.




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Solid hulls and cores of classes of weighted entire functions defined in terms of associated weight functions. (arXiv:2005.03167v1 [math.FA])

In the spirit of very recent articles by J. Bonet, W. Lusky and J. Taskinen we are studying the so-called solid hulls and cores of spaces of weighted entire functions when the weights are given in terms of associated weight functions coming from weight sequences. These sequences are required to satisfy certain (standard) growth and regularity properties which are frequently arising and used in the theory of ultradifferentiable and ultraholomorphic function classes (where also the associated weight function plays a prominent role). Thanks to this additional information we are able to see which growth behavior the so-called "Lusky-numbers", arising in the representations of the solid hulls and cores, have to satisfy resp. if such numbers can exist.




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On planar graphs of uniform polynomial growth. (arXiv:2005.03139v1 [math.PR])

Consider an infinite planar graph with uniform polynomial growth of degree d > 2. Many examples of such graphs exhibit similar geometric and spectral properties, and it has been conjectured that this is necessary. We present a family of counterexamples. In particular, we show that for every rational d > 2, there is a planar graph with uniform polynomial growth of degree d on which the random walk is transient, disproving a conjecture of Benjamini (2011).

By a well-known theorem of Benjamini and Schramm, such a graph cannot be a unimodular random graph. We also give examples of unimodular random planar graphs of uniform polynomial growth with unexpected properties. For instance, graphs of (almost sure) uniform polynomial growth of every rational degree d > 2 for which the speed exponent of the walk is larger than 1/d, and in which the complements of all balls are connected. This resolves negatively two questions of Benjamini and Papasoglou (2011).




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Exponential decay for negative feedback loop with distributed delay. (arXiv:2005.03136v1 [math.DS])

We derive sufficient conditions for exponential decay of solutions of the delay negative feedback equation with distributed delay. The conditions are written in terms of exponential moments of the distribution. Our method only uses elementary tools of calculus and is robust towards possible extensions to more complex settings, in particular, systems of delay differential equations. We illustrate the applicability of the method to particular distributions - Dirac delta, Gamma distribution, uniform and truncated normal distributions.




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Continuation of relative equilibria in the $n$--body problem to spaces of constant curvature. (arXiv:2005.03114v1 [math.DS])

We prove that all non-degenerate relative equilibria of the planar Newtonian $n$--body problem can be continued to spaces of constant curvature $kappa$, positive or negative, for small enough values of this parameter. We also compute the extension of some classical relative equilibria to curved spaces using numerical continuation. In particular, we extend Lagrange's triangle configuration with different masses to both positive and negative curvature spaces.




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A note on Tonelli Lagrangian systems on $mathbb{T}^2$ with positive topological entropy on high energy level. (arXiv:2005.03108v1 [math.DS])

In this work we study the dynamical behavior Tonelli Lagrangian systems defined on the tangent bundle of the torus $mathbb{T}^2=mathbb{R}^2 / mathbb{Z}^2$. We prove that the Lagrangian flow restricted to a high energy level $ E_L^{-1}(c)$ (i.e $ c> c_0(L)$) has positive topological entropy if the flow satisfies the Kupka-Smale propriety in $ E_L^{-1}(c)$ (i.e, all closed orbit with energy $c$ are hyperbolic or elliptic and all heteroclinic intersections are transverse on $E_L^{-1}(c)$). The proof requires the use of well-known results in Aubry-Mather's Theory.




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Homotopy invariance of the space of metrics with positive scalar curvature on manifolds with singularities. (arXiv:2005.03073v1 [math.AT])

In this paper we study manifolds $M_{Sigma}$ with fibered singularities, more specifically, a relevant space $Riem^{psc}(X_{Sigma})$ of Riemannian metrics with positive scalar curvature. Our main goal is to prove that the space $Riem^{psc}(X_{Sigma})$ is homotopy invariant under certain surgeries on $M_{Sigma}$.




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GraCIAS: Grassmannian of Corrupted Images for Adversarial Security. (arXiv:2005.02936v2 [cs.CV] UPDATED)

Input transformation based defense strategies fall short in defending against strong adversarial attacks. Some successful defenses adopt approaches that either increase the randomness within the applied transformations, or make the defense computationally intensive, making it substantially more challenging for the attacker. However, it limits the applicability of such defenses as a pre-processing step, similar to computationally heavy approaches that use retraining and network modifications to achieve robustness to perturbations. In this work, we propose a defense strategy that applies random image corruptions to the input image alone, constructs a self-correlation based subspace followed by a projection operation to suppress the adversarial perturbation. Due to its simplicity, the proposed defense is computationally efficient as compared to the state-of-the-art, and yet can withstand huge perturbations. Further, we develop proximity relationships between the projection operator of a clean image and of its adversarially perturbed version, via bounds relating geodesic distance on the Grassmannian to matrix Frobenius norms. We empirically show that our strategy is complementary to other weak defenses like JPEG compression and can be seamlessly integrated with them to create a stronger defense. We present extensive experiments on the ImageNet dataset across four different models namely InceptionV3, ResNet50, VGG16 and MobileNet models with perturbation magnitude set to {epsilon} = 16. Unlike state-of-the-art approaches, even without any retraining, the proposed strategy achieves an absolute improvement of ~ 4.5% in defense accuracy on ImageNet.




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Differential Machine Learning. (arXiv:2005.02347v2 [q-fin.CP] UPDATED)

Differential machine learning (ML) extends supervised learning, with models trained on examples of not only inputs and labels, but also differentials of labels to inputs.

Differential ML is applicable in all situations where high quality first order derivatives wrt training inputs are available. In the context of financial Derivatives risk management, pathwise differentials are efficiently computed with automatic adjoint differentiation (AAD). Differential ML, combined with AAD, provides extremely effective pricing and risk approximations. We can produce fast pricing analytics in models too complex for closed form solutions, extract the risk factors of complex transactions and trading books, and effectively compute risk management metrics like reports across a large number of scenarios, backtesting and simulation of hedge strategies, or capital regulations.

The article focuses on differential deep learning (DL), arguably the strongest application. Standard DL trains neural networks (NN) on punctual examples, whereas differential DL teaches them the shape of the target function, resulting in vastly improved performance, illustrated with a number of numerical examples, both idealized and real world. In the online appendices, we apply differential learning to other ML models, like classic regression or principal component analysis (PCA), with equally remarkable results.

This paper is meant to be read in conjunction with its companion GitHub repo https://github.com/differential-machine-learning, where we posted a TensorFlow implementation, tested on Google Colab, along with examples from the article and additional ones. We also posted appendices covering many practical implementation details not covered in the paper, mathematical proofs, application to ML models besides neural networks and extensions necessary for a reliable implementation in production.




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Prediction of Event Related Potential Speller Performance Using Resting-State EEG. (arXiv:2005.01325v3 [cs.HC] UPDATED)

Event-related potential (ERP) speller can be utilized in device control and communication for locked-in or severely injured patients. However, problems such as inter-subject performance instability and ERP-illiteracy are still unresolved. Therefore, it is necessary to predict classification performance before performing an ERP speller in order to use it efficiently. In this study, we investigated the correlations with ERP speller performance using a resting-state before an ERP speller. In specific, we used spectral power and functional connectivity according to four brain regions and five frequency bands. As a result, the delta power in the frontal region and functional connectivity in the delta, alpha, gamma bands are significantly correlated with the ERP speller performance. Also, we predicted the ERP speller performance using EEG features in the resting-state. These findings may contribute to investigating the ERP-illiteracy and considering the appropriate alternatives for each user.




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On-board Deep-learning-based Unmanned Aerial Vehicle Fault Cause Detection and Identification. (arXiv:2005.00336v2 [eess.SP] UPDATED)

With the increase in use of Unmanned Aerial Vehicles (UAVs)/drones, it is important to detect and identify causes of failure in real time for proper recovery from a potential crash-like scenario or post incident forensics analysis. The cause of crash could be either a fault in the sensor/actuator system, a physical damage/attack, or a cyber attack on the drone's software. In this paper, we propose novel architectures based on deep Convolutional and Long Short-Term Memory Neural Networks (CNNs and LSTMs) to detect (via Autoencoder) and classify drone mis-operations based on sensor data. The proposed architectures are able to learn high-level features automatically from the raw sensor data and learn the spatial and temporal dynamics in the sensor data. We validate the proposed deep-learning architectures via simulations and experiments on a real drone. Empirical results show that our solution is able to detect with over 90% accuracy and classify various types of drone mis-operations (with about 99% accuracy (simulation data) and upto 88% accuracy (experimental data)).




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Generative Adversarial Networks in Digital Pathology: A Survey on Trends and Future Potential. (arXiv:2004.14936v2 [eess.IV] UPDATED)

Image analysis in the field of digital pathology has recently gained increased popularity. The use of high-quality whole slide scanners enables the fast acquisition of large amounts of image data, showing extensive context and microscopic detail at the same time. Simultaneously, novel machine learning algorithms have boosted the performance of image analysis approaches. In this paper, we focus on a particularly powerful class of architectures, called Generative Adversarial Networks (GANs), applied to histological image data. Besides improving performance, GANs also enable application scenarios in this field, which were previously intractable. However, GANs could exhibit a potential for introducing bias. Hereby, we summarize the recent state-of-the-art developments in a generalizing notation, present the main applications of GANs and give an outlook of some chosen promising approaches and their possible future applications. In addition, we identify currently unavailable methods with potential for future applications.




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Warwick Image Forensics Dataset for Device Fingerprinting In Multimedia Forensics. (arXiv:2004.10469v2 [cs.CV] UPDATED)

Device fingerprints like sensor pattern noise (SPN) are widely used for provenance analysis and image authentication. Over the past few years, the rapid advancement in digital photography has greatly reshaped the pipeline of image capturing process on consumer-level mobile devices. The flexibility of camera parameter settings and the emergence of multi-frame photography algorithms, especially high dynamic range (HDR) imaging, bring new challenges to device fingerprinting. The subsequent study on these topics requires a new purposefully built image dataset. In this paper, we present the Warwick Image Forensics Dataset, an image dataset of more than 58,600 images captured using 14 digital cameras with various exposure settings. Special attention to the exposure settings allows the images to be adopted by different multi-frame computational photography algorithms and for subsequent device fingerprinting. The dataset is released as an open-source, free for use for the digital forensic community.




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Mathematical Formulae in Wikimedia Projects 2020. (arXiv:2003.09417v2 [cs.DL] UPDATED)

This poster summarizes our contributions to Wikimedia's processing pipeline for mathematical formulae. We describe how we have supported the transition from rendering formulae as course-grained PNG images in 2001 to providing modern semantically enriched language-independent MathML formulae in 2020. Additionally, we describe our plans to improve the accessibility and discoverability of mathematical knowledge in Wikimedia projects further.




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Intra-Variable Handwriting Inspection Reinforced with Idiosyncrasy Analysis. (arXiv:1912.12168v2 [cs.CV] UPDATED)

In this paper, we work on intra-variable handwriting, where the writing samples of an individual can vary significantly. Such within-writer variation throws a challenge for automatic writer inspection, where the state-of-the-art methods do not perform well. To deal with intra-variability, we analyze the idiosyncrasy in individual handwriting. We identify/verify the writer from highly idiosyncratic text-patches. Such patches are detected using a deep recurrent reinforcement learning-based architecture. An idiosyncratic score is assigned to every patch, which is predicted by employing deep regression analysis. For writer identification, we propose a deep neural architecture, which makes the final decision by the idiosyncratic score-induced weighted average of patch-based decisions. For writer verification, we propose two algorithms for patch-fed deep feature aggregation, which assist in authentication using a triplet network. The experiments were performed on two databases, where we obtained encouraging results.




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SCAttNet: Semantic Segmentation Network with Spatial and Channel Attention Mechanism for High-Resolution Remote Sensing Images. (arXiv:1912.09121v2 [cs.CV] UPDATED)

High-resolution remote sensing images (HRRSIs) contain substantial ground object information, such as texture, shape, and spatial location. Semantic segmentation, which is an important task for element extraction, has been widely used in processing mass HRRSIs. However, HRRSIs often exhibit large intraclass variance and small interclass variance due to the diversity and complexity of ground objects, thereby bringing great challenges to a semantic segmentation task. In this paper, we propose a new end-to-end semantic segmentation network, which integrates lightweight spatial and channel attention modules that can refine features adaptively. We compare our method with several classic methods on the ISPRS Vaihingen and Potsdam datasets. Experimental results show that our method can achieve better semantic segmentation results. The source codes are available at https://github.com/lehaifeng/SCAttNet.




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SetRank: Learning a Permutation-Invariant Ranking Model for Information Retrieval. (arXiv:1912.05891v2 [cs.IR] UPDATED)

In learning-to-rank for information retrieval, a ranking model is automatically learned from the data and then utilized to rank the sets of retrieved documents. Therefore, an ideal ranking model would be a mapping from a document set to a permutation on the set, and should satisfy two critical requirements: (1)~it should have the ability to model cross-document interactions so as to capture local context information in a query; (2)~it should be permutation-invariant, which means that any permutation of the inputted documents would not change the output ranking. Previous studies on learning-to-rank either design uni-variate scoring functions that score each document separately, and thus failed to model the cross-document interactions; or construct multivariate scoring functions that score documents sequentially, which inevitably sacrifice the permutation invariance requirement. In this paper, we propose a neural learning-to-rank model called SetRank which directly learns a permutation-invariant ranking model defined on document sets of any size. SetRank employs a stack of (induced) multi-head self attention blocks as its key component for learning the embeddings for all of the retrieved documents jointly. The self-attention mechanism not only helps SetRank to capture the local context information from cross-document interactions, but also to learn permutation-equivariant representations for the inputted documents, which therefore achieving a permutation-invariant ranking model. Experimental results on three large scale benchmarks showed that the SetRank significantly outperformed the baselines include the traditional learning-to-rank models and state-of-the-art Neural IR models.




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Measuring Social Bias in Knowledge Graph Embeddings. (arXiv:1912.02761v2 [cs.CL] UPDATED)

It has recently been shown that word embeddings encode social biases, with a harmful impact on downstream tasks. However, to this point there has been no similar work done in the field of graph embeddings. We present the first study on social bias in knowledge graph embeddings, and propose a new metric suitable for measuring such bias. We conduct experiments on Wikidata and Freebase, and show that, as with word embeddings, harmful social biases related to professions are encoded in the embeddings with respect to gender, religion, ethnicity and nationality. For example, graph embeddings encode the information that men are more likely to be bankers, and women more likely to be homekeepers. As graph embeddings become increasingly utilized, we suggest that it is important the existence of such biases are understood and steps taken to mitigate their impact.




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Robustly Clustering a Mixture of Gaussians. (arXiv:1911.11838v5 [cs.DS] UPDATED)

We give an efficient algorithm for robustly clustering of a mixture of two arbitrary Gaussians, a central open problem in the theory of computationally efficient robust estimation, assuming only that the the means of the component Gaussians are well-separated or their covariances are well-separated. Our algorithm and analysis extend naturally to robustly clustering mixtures of well-separated strongly logconcave distributions. The mean separation required is close to the smallest possible to guarantee that most of the measure of each component can be separated by some hyperplane (for covariances, it is the same condition in the second degree polynomial kernel). We also show that for Gaussian mixtures, separation in total variation distance suffices to achieve robust clustering. Our main tools are a new identifiability criterion based on isotropic position and the Fisher discriminant, and a corresponding Sum-of-Squares convex programming relaxation, of fixed degree.




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Dynamic Face Video Segmentation via Reinforcement Learning. (arXiv:1907.01296v3 [cs.CV] UPDATED)

For real-time semantic video segmentation, most recent works utilised a dynamic framework with a key scheduler to make online key/non-key decisions. Some works used a fixed key scheduling policy, while others proposed adaptive key scheduling methods based on heuristic strategies, both of which may lead to suboptimal global performance. To overcome this limitation, we model the online key decision process in dynamic video segmentation as a deep reinforcement learning problem and learn an efficient and effective scheduling policy from expert information about decision history and from the process of maximising global return. Moreover, we study the application of dynamic video segmentation on face videos, a field that has not been investigated before. By evaluating on the 300VW dataset, we show that the performance of our reinforcement key scheduler outperforms that of various baselines in terms of both effective key selections and running speed. Further results on the Cityscapes dataset demonstrate that our proposed method can also generalise to other scenarios. To the best of our knowledge, this is the first work to use reinforcement learning for online key-frame decision in dynamic video segmentation, and also the first work on its application on face videos.




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A Fast and Accurate Algorithm for Spherical Harmonic Analysis on HEALPix Grids with Applications to the Cosmic Microwave Background Radiation. (arXiv:1904.10514v4 [math.NA] UPDATED)

The Hierarchical Equal Area isoLatitude Pixelation (HEALPix) scheme is used extensively in astrophysics for data collection and analysis on the sphere. The scheme was originally designed for studying the Cosmic Microwave Background (CMB) radiation, which represents the first light to travel during the early stages of the universe's development and gives the strongest evidence for the Big Bang theory to date. Refined analysis of the CMB angular power spectrum can lead to revolutionary developments in understanding the nature of dark matter and dark energy. In this paper, we present a new method for performing spherical harmonic analysis for HEALPix data, which is a central component to computing and analyzing the angular power spectrum of the massive CMB data sets. The method uses a novel combination of a non-uniform fast Fourier transform, the double Fourier sphere method, and Slevinsky's fast spherical harmonic transform (Slevinsky, 2019). For a HEALPix grid with $N$ pixels (points), the computational complexity of the method is $mathcal{O}(Nlog^2 N)$, with an initial set-up cost of $mathcal{O}(N^{3/2}log N)$. This compares favorably with $mathcal{O}(N^{3/2})$ runtime complexity of the current methods available in the HEALPix software when multiple maps need to be analyzed at the same time. Using numerical experiments, we demonstrate that the new method also appears to provide better accuracy over the entire angular power spectrum of synthetic data when compared to the current methods, with a convergence rate at least two times higher.