A new approach to assessing model risk in high dimensions

2015 ◽  
Vol 58 ◽  
pp. 166-178 ◽  
Author(s):  
Carole Bernard ◽  
Steven Vanduffel
2014 ◽  
Vol 17 (A) ◽  
pp. 49-70 ◽  
Author(s):  
Anja Becker ◽  
Nicolas Gama ◽  
Antoine Joux

AbstractIn this paper, we present a heuristic algorithm for solving exact, as well as approximate, shortest vector and closest vector problems on lattices. The algorithm can be seen as a modified sieving algorithm for which the vectors of the intermediate sets lie in overlattices or translated cosets of overlattices. The key idea is hence no longer to work with a single lattice but to move the problems around in a tower of related lattices. We initiate the algorithm by sampling very short vectors in an overlattice of the original lattice that admits a quasi-orthonormal basis and hence an efficient enumeration of vectors of bounded norm. Taking sums of vectors in the sample, we construct short vectors in the next lattice. Finally, we obtain solution vector(s) in the initial lattice as a sum of vectors of an overlattice. The complexity analysis relies on the Gaussian heuristic. This heuristic is backed by experiments in low and high dimensions that closely reflect these estimates when solving hard lattice problems in the average case.This new approach allows us to solve not only shortest vector problems, but also closest vector problems, in lattices of dimension$\def \xmlpi #1{}\def \mathsfbi #1{\boldsymbol {\mathsf {#1}}}\let \le =\leqslant \let \leq =\leqslant \let \ge =\geqslant \let \geq =\geqslant \def \Pr {\mathit {Pr}}\def \Fr {\mathit {Fr}}\def \Rey {\mathit {Re}}n$in time$2^{0.3774\, n}$using memory$2^{0.2925\, n}$. Moreover, the algorithm is straightforward to parallelize on most computer architectures.


Atmosphere ◽  
2019 ◽  
Vol 10 (5) ◽  
pp. 248
Author(s):  
Nan Chen ◽  
Xiao Hou ◽  
Qin Li ◽  
Yingda Li

Complex nonlinear turbulent dynamical systems are ubiquitous in many areas. Quantifying the model error and model uncertainty plays an important role in understanding and predicting complex dynamical systems. In the first part of this article, a simple information criterion is developed to assess the model error in imperfect models. This effective information criterion takes into account the information in both the equilibrium statistics and the temporal autocorrelation function, where the latter is written in the form of the spectrum density that permits the quantification via information theory. This information criterion facilitates the study of model reduction, stochastic parameterizations, and intermittent events. In the second part of this article, a new efficient method is developed to improve the computation of the linear response via the Fluctuation Dissipation Theorem (FDT). This new approach makes use of a Gaussian Mixture (GM) to describe the unperturbed probability density function in high dimensions and avoids utilizing Gaussian approximations in computing the statistical response, as is widely used in the quasi-Gaussian (qG) FDT. Testing examples show that this GM FDT outperforms qG FDT in various strong non-Gaussian regimes.


Author(s):  
Zuzana Krajcovicova ◽  
Pedro Pablo Perez-Velasco ◽  
Carlos Vazquez
Keyword(s):  

Biometrika ◽  
2010 ◽  
Vol 97 (3) ◽  
pp. 539-550 ◽  
Author(s):  
A. J. Rothman ◽  
E. Levina ◽  
J. Zhu

1999 ◽  
Vol 173 ◽  
pp. 185-188
Author(s):  
Gy. Szabó ◽  
K. Sárneczky ◽  
L.L. Kiss

AbstractA widely used tool in studying quasi-monoperiodic processes is the O–C diagram. This paper deals with the application of this diagram in minor planet studies. The main difference between our approach and the classical O–C diagram is that we transform the epoch (=time) dependence into the geocentric longitude domain. We outline a rotation modelling using this modified O–C and illustrate the abilities with detailed error analysis. The primary assumption, that the monotonity and the shape of this diagram is (almost) independent of the geometry of the asteroids is discussed and tested. The monotonity enables an unambiguous distinction between the prograde and retrograde rotation, thus the four-fold (or in some cases the two-fold) ambiguities can be avoided. This turned out to be the main advantage of the O–C examination. As an extension to the theoretical work, we present some preliminary results on 1727 Mette based on new CCD observations.


Author(s):  
V. Mizuhira ◽  
Y. Futaesaku

Previously we reported that tannic acid is a very effective fixative for proteins including polypeptides. Especially, in the cross section of microtubules, thirteen submits in A-tubule and eleven in B-tubule could be observed very clearly. An elastic fiber could be demonstrated very clearly, as an electron opaque, homogeneous fiber. However, tannic acid did not penetrate into the deep portion of the tissue-block. So we tried Catechin. This shows almost the same chemical natures as that of proteins, as tannic acid. Moreover, we thought that catechin should have two active-reaction sites, one is phenol,and the other is catechole. Catechole site should react with osmium, to make Os- black. Phenol-site should react with peroxidase existing perhydroxide.


Author(s):  
K. Chien ◽  
R. Van de Velde ◽  
I.P. Shintaku ◽  
A.F. Sassoon

Immunoelectron microscopy of neoplastic lymphoma cells is valuable for precise localization of surface antigens and identification of cell types. We have developed a new approach in which the immunohistochemical staining can be evaluated prior to embedding for EM and desired area subsequently selected for ultrathin sectioning.A freshly prepared lymphoma cell suspension is spun onto polylysine hydrobromide- coated glass slides by cytocentrifugation and immediately fixed without air drying in polylysine paraformaldehyde (PLP) fixative. After rinsing in PBS, slides are stained by a 3-step immunoperoxidase method. Cell monolayer is then fixed in buffered 3% glutaraldehyde prior to DAB reaction. After the DAB reaction step, wet monolayers can be examined under LM for presence of brown reaction product and selected monolayers then processed by routine methods for EM and embedded with the Chien Re-embedding Mold. After the polymerization, the epoxy blocks are easily separated from the glass slides by heatingon a 100°C hot plate for 20 seconds.


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