scholarly journals The nested Sinkhorn divergence to learn the nested distance

2021 ◽  
Author(s):  
Alois Pichler ◽  
Michael Weinhardt
Keyword(s):  
Stochastic Process ◽  
Fixed Point ◽  
Stochastic Processes ◽  
Numerical Experiments ◽  
Wasserstein Distance ◽  
Iteration Algorithm ◽  
Computational Advantage ◽  
The Difference ◽  
Nested Distance

AbstractThe nested distance builds on the Wasserstein distance to quantify the difference of stochastic processes, including also the evolution of information modelled by filtrations. The Sinkhorn divergence is a relaxation of the Wasserstein distance, which can be computed considerably faster. For this reason we employ the Sinkhorn divergence and take advantage of the related (fixed point) iteration algorithm. Furthermore, we investigate the transition of the entropy throughout the stages of the stochastic process and provide an entropy-regularized nested distance formulation, including a characterization of its dual. Numerical experiments affirm the computational advantage and supremacy.

scholarly journals Entropy-regularized 2-Wasserstein distance between Gaussian measures

2021 ◽  
Author(s):  
Anton Mallasto ◽  
Augusto Gerolin ◽  
Hà Quang Minh
Keyword(s):  
Fixed Point ◽  
Closed Form ◽  
Numerical Study ◽  
Wasserstein Distance ◽  
Iteration Algorithm ◽  
Probability Measures ◽  
Gaussian Distributions ◽  
Closed Form Solutions ◽  
Special Cases

AbstractGaussian distributions are plentiful in applications dealing in uncertainty quantification and diffusivity. They furthermore stand as important special cases for frameworks providing geometries for probability measures, as the resulting geometry on Gaussians is often expressible in closed-form under the frameworks. In this work, we study the Gaussian geometry under the entropy-regularized 2-Wasserstein distance, by providing closed-form solutions for the distance and interpolations between elements. Furthermore, we provide a fixed-point characterization of a population barycenter when restricted to the manifold of Gaussians, which allows computations through the fixed-point iteration algorithm. As a consequence, the results yield closed-form expressions for the 2-Sinkhorn divergence. As the geometries change by varying the regularization magnitude, we study the limiting cases of vanishing and infinite magnitudes, reconfirming well-known results on the limits of the Sinkhorn divergence. Finally, we illustrate the resulting geometries with a numerical study.

scholarly journals All adapted topologies are equal

2020 ◽  
Vol 178 (3-4) ◽  
pp. 1125-1172
Author(s):  
Julio Backhoff-Veraguas ◽  
Daniel Bartl ◽  
Mathias Beiglböck ◽  
Manu Eder
Keyword(s):  
Stochastic Processes ◽  
Weak Topology ◽  
Equilibrium Problems ◽  
Diffusion Processes ◽  
Temporal Structure ◽  
Wasserstein Distance ◽  
Optimal Stopping Problems ◽  
Reward Functions ◽  
Nested Distance ◽  
The Stability

Abstract A number of researchers have introduced topological structures on the set of laws of stochastic processes. A unifying goal of these authors is to strengthen the usual weak topology in order to adequately capture the temporal structure of stochastic processes. Aldous defines an extended weak topology based on the weak convergence of prediction processes. In the economic literature, Hellwig introduced the information topology to study the stability of equilibrium problems. Bion–Nadal and Talay introduce a version of the Wasserstein distance between the laws of diffusion processes. Pflug and Pichler consider the nested distance (and the weak nested topology) to obtain continuity of stochastic multistage programming problems. These distances can be seen as a symmetrization of Lassalle’s causal transport problem, but there are also further natural ways to derive a topology from causal transport. Our main result is that all of these seemingly independent approaches define the same topology in finite discrete time. Moreover we show that this ‘weak adapted topology’ is characterized as the coarsest topology that guarantees continuity of optimal stopping problems for continuous bounded reward functions.

Representation of Strongly Stationary Stochastic Processes

1993 ◽  
Vol 60 (3) ◽  
pp. 689-694 ◽  
Author(s):  
M. Di Paola
Keyword(s):  
Stochastic Process ◽  
Stochastic Processes ◽  
Linear Systems ◽  
Stationary Processes ◽  
Orthogonality Conditions ◽  
Probabilistic Characterization ◽  
Stationary Stochastic Processes ◽  
Fixed Order ◽  
Strongly Stationary

A generalization of the orthogonality conditions for a stochastic process to represent strongly stationary processes up to a fixed order is presented. The particular case of non-normal delta correlated processes, and the probabilistic characterization of linear systems subjected to strongly stationary stochastic processes are also discussed.

Characterization of stochastic processes by stochastic integrals

1983 ◽  
Vol 15 (1) ◽  
pp. 81-98 ◽  
Author(s):  
B. L. S. Prakasa Rao
Keyword(s):  
Stochastic Process ◽  
Stochastic Processes ◽  
Recent Work ◽  
Stochastic Integrals ◽  
Stable Processes ◽  
Process With Independent Increments ◽  
Independent Increments

Let be a continuous homogeneous stochastic process with independent increments. A review of the recent work on the characterization of Wiener and stable processes and connected results through stochastic integrals is presented. No proofs are given but appropriate references are mentioned.

Characterization of stochastic processes by stochastic integrals

1983 ◽  
Vol 15 (01) ◽  
pp. 81-98 ◽  
Author(s):  
B. L. S. Prakasa Rao
Keyword(s):  
Stochastic Process ◽  
Stochastic Processes ◽  
Recent Work ◽  
Stochastic Integrals ◽  
Stable Processes ◽  
Process With Independent Increments ◽  
Independent Increments

Letbe a continuous homogeneous stochastic process with independent increments. A review of the recent work on the characterization of Wiener and stable processes and connected results through stochastic integrals is presented. No proofs are given but appropriate references are mentioned.

Analisis Karakterisasi Teknologi Direct Sequence Spread Spectrum Dan Frequency Hopping Spread Spectrum

2019 ◽  
Vol 2 (2) ◽  
pp. 129-138
Author(s):  
Fawzan Galib Abdul Karim Bawahab ◽  
Elvan Yuniarti ◽  
Edi Kurniawan
Keyword(s):  
Spread Spectrum ◽  
Communication Systems ◽  
Multiple Access ◽  
Frequency Hopping ◽  
Direct Sequence Spread Spectrum ◽  
Direct Sequence ◽  
Frequency Hopping Spread Spectrum ◽  
Two Systems ◽  
The Difference

Abstrak. Pada penelitian ini, telah dilakukan analisa karakterisasi pada teknologi Direct Sequence Spread Spectrum dan Frequency Hopping Spread Spectrum, sebagai salah satu teknik multiple-access pada sistem komunikasi. Karakterisasi dilakukan untuk mencari bagaimana cara meningkatkan keoptimalan kedua sistem tersebut, dalam mengatasi masalah interferensi dengan sistem dan channel yang sama. Dan juga untuk menentukan veriabel apa yang mempengaruhi keoptimalan kedua sistem tersebut. Karakterisasi dilakukan dengan menentukan variabel-variabel yang mempengaruhi keoptimalan keduanya. Hasil dari karakterisasi, diketahui variabel-variabel yang mempengaruhi kemampuan sistem DSSS yaitu nilai frekuensi spreading (). Sedangkan untuk sistem FHSS yaitu nilai frekuensi spreading ( dan ) dan selisih antara frekuensi hopping data dengan frekuensi hopping interferensi . Kata Kunci: BER, DSSS, FHSS, Interference, Spread spectrum. Abstract. In this study, characterization of Direct Sequence Spread Spectrum and Frequency Hopping Spread Spectrum technologies have been done, as one of the multiple-access techniques in communication systems. Characterization is done to find out how to improve the ability of the two systems, in solving interference problems with the same system and channel. And also to determine what veriabel affects the ability of the two systems. Characterization is done by determining the variables that affect the ability of both. The results of the characterization, known variables that affect the ability of the DSSS system are the spreading frequency value (). As for the FHSS system, the spreading frequency value ( and ) and the difference between frequency hopping data with frequency hopping interference .

Characterization of the surface of hydrodesulphurization catalysts by adsorption of hydrocarbons

1984 ◽  
Vol 49 (2) ◽  
pp. 410-420
Author(s):  
Eva Hillerová ◽  
Miroslav Zdražil
Keyword(s):  
Hydrogen Sulphide ◽  
Chromatographic Method ◽  
Supported Catalysts ◽  
Alumina Surface ◽  
Reversible Adsorption ◽  
The Difference

Reversible adsorption of heptane and benzene on model and industrial hydrodesulphurization molybdena catalysts has been studied by elution chromatographic method at 150 °C. An increase in the adsorption of heptane on sulphidation of adsorbents was small for Al2O3 and great for MoO3. Supported catalysts behaved as mixture of Al2O3 and MoO3.The portion of surface which can be transformed by sulphidation into MoS2 ranged from 0 to 65% for individual commercial catalysts, as determined from the change in heptane adsorption after sulphidation of a given sample. The polarity of catalysts, including their acidity, was estimated from the difference between adsorption of benzene and heptane. The polarity of model and industrial catalysts in oxidic form was similar to that of alumina in most cases. The decrease in the polarity after sulphidation of the adsorbents was small for Al2O3 and great for MoO3. The decrease in polarity resulting from sulphidation of supported catalysts was relatively small, since the reaction of MoO3 monolayer with hydrogen sulphide leads to partial reformation of the alumina surface. The acidity of supported sulphided hydrodesulphurization catalysts has been shown by this method to be comparable with the acidity of the support itself.

Synthesis and characterization of a series of 1-methyl-4-[2-aryl-1-diazenyl]piperazines and a series of ethyl 4-[2-aryl-1-diazenyl]-1-piperazinecarboxylates

2004 ◽  
Vol 82 (8) ◽  
pp. 1294-1303 ◽  
Author(s):  
Vanessa Renée Little ◽  
Keith Vaughan
Keyword(s):  
Free Energy ◽  
Chemical Shifts ◽  
Linear Free Energy Relationship ◽  
Piperazine Ring ◽  
Linear Free Energy ◽  
In Series ◽  
Methylene Groups ◽  
Diazonium Coupling ◽  
The Difference

1-Methylpiperazine was coupled with a series of diazonium salts to afford the 1-methyl-4-[2-aryl-1-diazenyl]piperazines (2), a new series of triazenes, which have been characterized by 1H and 13C NMR spectroscopy, IR spectroscopy, and elemental analysis. Assignment of the chemical shifts to specific protons and carbons in the piperazine ring was facilitated by comparison with the chemical shifts in the model compounds piperazine and 1-methylpiperazine and by a HETCOR experiment with the p-tolyl derivative (2i). A DEPT experiment with 1-methylpiperazine (6) was necessary to distinguish the methyl and methylene groups in 6, and a HETCOR spectrum of 6 enabled the correlation of proton and carbon chemical shifts. Line broadening of the signals from the ring methylene protons is attributed to restricted rotation around the N2-N3 bond of the triazene moiety in 2. The second series of triazenes, the ethyl 4-[2-phenyl-1-diazenyl]-1-piperazinecarboxylates (3), have been prepared by similar diazonium coupling to ethyl 1-piperazinecarboxylate and were similarly characterized. The chemical shifts of the piperazine ring protons are much closer together in series 3 than in series 2, resulting in distortion of the multiplets for these methylenes. It was noticed that the difference between these chemical shifts in 3 exhibited a linear free energy relationship with the Hammett substituent constants for the substituents in the aryl ring. Key words: triazene, piperazine, diazonium coupling, NMR, HETCOR, linear free energy relationship.

279 WACSAW: A Statistical and Individually Adaptive Method to Determine Sleep and Wakefulness from Activity

SLEEP ◽  
2021 ◽  
Vol 44 (Supplement_2) ◽  
pp. A111-A112
Author(s):  
Austin Vandegriffe ◽  
V A Samaranayake ◽  
Matthew Thimgan
Keyword(s):  
Time Series ◽  
Optimal Transport ◽  
Activity Patterns ◽  
Adaptive Method ◽  
Wasserstein Distance ◽  
Activity Data ◽  
Commercial Grade ◽  
Movement Data ◽  
The Difference ◽  
Levene Test

Abstract Introduction Technological innovations have broadened the type and amount of activity data that can be captured in the home and under normal living conditions. Yet, converting naturalistic activity patterns into sleep and wakefulness states has remained a challenge. Despite the successes of current algorithms, they do not fill all actigraphy needs. We have developed a novel statistical approach to determine sleep and wakefulness times, called the Wasserstein Algorithm for Classifying Sleep and Wakefulness (WACSAW), and validated the algorithm in a small cohort of healthy participants. Methods WACSAW functional routines: 1) Conversion of the triaxial movement data into a univariate time series; 2) Construction of a Wasserstein weighted sum (WSS) time series by measuring the Wasserstein distance between equidistant distributions of movement data before and after the time-point of interest; 3) Segmenting the time series by identifying changepoints based on the behavior of the WSS series; 4) Merging segments deemed similar by the Levene test; 5) Comparing segments by optimal transport methodology to determine the difference from a flat, invariant distribution at zero. The resulting histogram can be used to determine sleep and wakefulness parameters around a threshold determined for each individual based on histogram properties. To validate the algorithm, participants wore the GENEActiv and a commercial grade actigraphy watch for 48 hours. The accuracy of WACSAW was compared to a detailed activity log and benchmarked against the results of the output from commercial wrist actigraph. Results WACSAW performed with an average accuracy, sensitivity, and specificity of >95% compared to detailed activity logs in 10 healthy-sleeping individuals of mixed sexes and ages. We then compared WACSAW’s performance against a common wrist-worn, commercial sleep monitor. WACSAW outperformed the commercial grade system in each participant compared to activity logs and the variability between subjects was cut substantially. Conclusion The performance of WACSAW demonstrates good results in a small test cohort. In addition, WACSAW is 1) open-source, 2) individually adaptive, 3) indicates individual reliability, 4) based on the activity data stream, and 5) requires little human intervention. WACSAW is worthy of validating against polysomnography and in patients with sleep disorders to determine its overall effectiveness. Support (if any):

scholarly journals An alternating iteration algorithm for solving the split equality fixed point problem with L-Lipschitz and quasi-pseudo-contractive mappings

2019 ◽  
Vol 2019 (1) ◽  
Author(s):  
Meixia Li ◽  
Xueling Zhou ◽  
Haitao Che
Keyword(s):  
Fixed Point ◽  
Common Fixed Point ◽  
Split Feasibility Problem ◽  
Fixed Point Problem ◽  
Feasibility Problem ◽  
Iteration Algorithm ◽  
Point Problem ◽  
Contractive Mappings ◽  
Common Fixed Point Problem ◽  
Significant Generalization

Abstract In this paper, we are concerned with the split equality common fixed point problem. It is a significant generalization of the split feasibility problem, which can be used in various disciplines, such as medicine, military and biology, etc. We propose an alternating iteration algorithm for solving the split equality common fixed point problem with L-Lipschitz and quasi-pseudo-contractive mappings and prove that the sequence generated by the algorithm converges weakly to the solution of this problem. Finally, some numerical results are shown to confirm the feasibility and efficiency of the proposed algorithm.

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