Miracle-dz/UniFAR-FTUs huggingface dataset:
Homotopy Sampling, with an Application to Particle Filters

We propose a homotopy sampling procedure, loosely based on importance sampling. Starting from a known probability distribution, the homotopy procedure generates the unknown normalization of a target distribution. In the context of stationary distributions that are associated with physical systems the method is an alternative way to estimate an unknown microcanonical ensemble. The process is iterative and also generates samples from the target distribution. In practice, the homotopy procedure does not circumvent using sample averages in the estimation of the normalization constant. The error in the procedure depends on the errors incurred in sample averaging and the number of stages used in the computational implementation of the process. However, we show that it is possible to exchange the number of homotopy stages and the total number of samples needed at each stage in order to enhance the computational efficiency of the implemented algorithm. Estimates of the error as a function of stages and sample averages are derived. These could guide computational efficiency decisions on how the calculation would be mapped to a given computer architecture. Consideration is given to how the procedure can be adapted to Bayesian estimation problems, both stationary and non-stationary. Emphasis is placed on the non-stationary problems, and in particular, on a sequential estimation technique known as particle filtering. omputer Science and Mathematics Division, Oak Ridge National Laboratory, Oak Ridge, TN 37831, USA Computer Science and Mathematics Division, Oak Ridge National Laboratory, Oak Ridge, TN 37831, USA Escuela de Matemáticas, Universidad the Colombia, Sede Medelĺın, Medelĺın, Colombia 1 ar X iv :2 10 5. 01 57 6v 1 [ st at . C O ] 3 M ay 2 02 1 It is shown that a modification of the particle filter framework to include the homotopy process can improve the computational robustness of particle filters. The homotopy process can ameliorate particle filter collapse, a common challenge to using particle filters when the sample dimension is small compared with the state space dimensions.
Graph Pooling via Coarsened Graph Infomax

Graph pooling that summaries the information in a large graph into a compact form is essential in hierarchical graph representation learning. Existing graph pooling methods either suffer from high computational complexity or cannot capture the global dependencies between graphs before and after pooling. To address the problems of existing graph pooling methods, we propose Coarsened Grap hInfomaxPooling (CGIPool) that maximizes the mutual information between the input and the coarsened graph of each pooling layer to preserve graph-level dependencies. To achieve mutual information neural maximization, we apply contrastive learning and propose a self-attention-based algorithm for learning positive and negative samples. Extensive experimental results on seven datasets illustrate the superiority of CGIPool comparing to the state-of-the-art
Why and how systematic strategies decay

In this paper, we propose ex-ante characteristics that predict the drop in risk-adjusted performance out-of-sample for a large set of stock anomalies published in finance and accounting academic journals. Our set of predictors is generated by hypotheses of OOS decay put forward by McLean and Pontiff (2016): arbitrage capital flowing into newly published strategies and in-sample overfitting linked to multiple hypothesis testing. The year of publication alone— compatible with both hypotheses—explains 30% of the variance of Sharpe decay across factors: Every year, the Sharpe decay of newly-published factors increases by 5ppt. The other important variables are directly related to overfitting: the number of operations required to calculate the signal and two measures of sensitivity of in-sample Sharpe to outliers together add another 15% of explanatory power. Some arbitrage-related variables are statistically significant, but their predictive power is marginal. *We thank Yves Lemperière, Philip Seager, Mark Potters and Jean-Philippe Bouchaud for helpful feedback at an early stage of this project. †Capital Fund Management Inc, The Chrysler Building, 405 Lexington Avenue – 55th Fl. , New York, NY, 10174 ‡MIT, NBER & CEPR 1
Citadel: Protecting Data Privacy and Model Confidentiality for Collaborative Learning

Many organizations own data but have limited machine learning expertise (data owners). On the other hand, organizations that have expertise need data from diverse sources to train truly generalizable models (model owners). With the advancement of machine learning (ML) and its growing awareness, the data owners would like to pool their data and collaborate with model owners, such that both entities can benefit from the obtained models. In such a collaboration, the data owners want to protect the privacy of its training data, while the model owners desire the confidentiality of the model and the training method that may contain intellectual properties. Existing private ML solutions, such as federated learning and split learning, cannot simultaneously meet the privacy requirements of both data and model owners. We present Citadel, a scalable collaborative ML system that protects both data and model privacy in untrusted infrastructures equipped with Intel SGX. Citadel performs distributed training across multiple training enclaves running on behalf of data owners and an aggregator enclave on behalf of the model owner. Citadel establishes a strong information barrier between these enclaves by zero-sum masking and hierarchical aggregation to prevent data/model leakage during collaborative training. Compared with existing SGX-protected systems, Citadel achieves better scalability and stronger privacy guarantees for collaborative ML. Cloud deployment with various ML models shows that Citadel scales to a large number of enclaves with less than 1.73X slowdown.
Autonomous Robotic Mapping of Fragile Geologic Features

Robotic mapping is useful in scientific applications that involve surveying unstructured environments. This paper presents a target-oriented mapping system for sparsely distributed geologic surface features, such as precariously balanced rocks (PBRs), whose geometric fragility parameters can provide valuable information on earthquake shaking history and landscape development for a region. With this geomorphology problem as the test domain, we demonstrate a pipeline for detecting, localizing, and precisely mapping fragile geologic features distributed on a landscape. To do so, we first carry out a lawn-mower search pattern in the survey region from a high elevation using an Unpiloted Aerial Vehicle (UAV). Once a potential PBR target is detected by a deep neural network, we track the bounding box in the image frames using a realtime tracking algorithm. The location and occupancy of the target in world coordinates are estimated using a samplingbased filtering algorithm, where a set of 3D points are resampled after weighting by the tracked bounding boxes from different camera perspectives. The converged 3D points provide a prior on 3D bounding shape of a target, which is used for UAV path planning to closely and completely map the target with Simultaneous Localization and Mapping (SLAM). After target mapping, the UAV resumes the lawn-mower search pattern to find the next target. We introduce techniques to make the target mapping robust to false positive and missing detection from the neural network. Our target-oriented mapping system has the advantages of reducing map storage and emphasizing complete visible surface features on specified targets.
Linear response theory and damped modes of stellar clusters

Because all stars contribute to its gravitational potential, stellar clusters amplify perturbations collectively. In the limit of small fluctuations, this is described through linear response theory, via the so-called response matrix. While the evaluation of this matrix is somewhat straightforward for unstable modes (i.e. with a positive growth rate), it requires a careful analytic continuation for damped modes (i.e. with a negative growth rate). We present a generic method to perform such a calculation in spherically symmetric stellar clusters. When applied to an isotropic isochrone cluster, we recover the presence of a low-frequency weakly damped `=1 mode. We finally use a set of direct N -body simulations to test explicitly this prediction through the statistics of the correlated random walk undergone by a cluster’s density centre.
Learning Good State and Action Representations for Markov Decision Process via Tensor Decomposition

The transition kernel of a continuous-state-action Markov decision process (MDP) admits a natural tensor structure. This paper proposes a tensor-inspired unsupervised learning method to identify meaningful low-dimensional state and action representations from empirical trajectories. The method exploits the MDP's tensor structure by kernelization, importance sampling and low-Tucker-rank approximation. This method can be further used to cluster states and actions respectively and find the best discrete MDP abstraction. We provide sharp statistical error bounds for tensor concentration and the preservation of diffusion distance after embedding. We further prove that the learned state/action abstractions provide accurate approximations to latent block structures if they exist, enabling function approximation in downstream tasks such as policy evaluation.
A Theoretical Study of the Diels-Alder Reaction between 3-nitrofuran and Different Dienes Developed in Ionic Liquids

This work was carried out in collaboration between three authors. Authors CMO and MC realized the theoretical calculations that appear in this study. Authors MNK and PMEM wrote the protocol and preformed the global analysis related to the Polar Diels-Alder reactions. All authors participated in the analysis of the solvent effect in this type of reactions. Authors MNK and PMEM read
Deposition and characterization studies of boron carbon nitride (BCN) thin films prepared by dual target sputtering

As complementary metal-oxide semiconductor (CMOS) devices shrink to smaller size, the problems related to circuit performance such as critical path signal delay are becoming a pressing issue. These delays are a result of resistance and capacitance product (RC time constant) of the interconnect circuit. A novel material with reduced dielectric constants may compromise both the thermal and mechanical properties that can lead to die cracking during package and other reliability issues. Boron carbon nitride (BCN) compounds have been expected to combine the excellent properties of boron carbide (B4C), boron nitride (BN) and carbon nitride (C3N4), with their properties adjustable, depending on composition and structure. BCN thin film is a good candidate for being hard, dense, pore-free, low-k dielectric with values in the range of 1.9 to 2.1. Excellent mechanical properties such as adhesion, high hardness and good wear resistance have been reported in the case of sputtered BCN thin films. Problems posed by high hardness materials such as diamonds in high cutting applications and the comparatively lower hardness of c-BN gave rise to the idea of a mixed phase that can overcome these problems with a minimum compromise in its properties. A hybrid between semi-metallic graphite and insulating h-BN may show adjusted semiconductor properties. BCN exhibits the potential to control optical bandgap (band gap engineering) by atomic composition, hence making it a good candidate for electronic and photonic devices. Due to tremendous bandgap engineering capability and refractive index variability in BCN thin film, it is feasible to develop filters and mirrors for use in ultra violet (UV) wavelength region. It is of prime importance to understand process integration challenges like deposition rates, curing, and etching, cleaning and polishing during characterization of low-k films. The sputtering technique provides unique advantages over other techniques such as freedom to choose the substrate material and a uniform deposition over relatively large area. BCN films are prepared by dual target reactive magnetron sputtering from a B¬4C and BN targets using DC and RF powers respectively. In this work, an investigation of mechanical, optical, chemical, surface and device characterizations is undertaken. These holistic and thorough studies, will provide the insight into the capability of BCN being a hard, chemically inert, low-k, wideband gap material, as a potential leader in semiconductor and optics industry.
The Role of Health Care Quality in Hypertension Self-Management: A Qualitative Study of the Experience of Patients in a Public Hospital, North-West Ethiopia

Purpose Hypertension is becoming a global epidemic in all population groups. For its effective management and control, patients should have enhanced self-management skills and get adequate support from care providers. Although the quality of health care is critical in enhancing self-management behaviors of patients with hypertension, the issue has not been fully explored in the Ethiopian context. Therefore, the purpose of this study was to explore the experience of hypertensive patients on the quality of health care and the self-management practice in a public hospital in North-west Ethiopia. Patients and Methods This qualitative study involves a phenomenological approach. Participants were hypertension patients who are on treatment follow-up. They were recruited purposively with maximum variation approach. Eleven in-depth interviews and two key informant interviews were undertaken using a semi-structured interview guide with hypertensive patients and nurses respectively. Interviews were audio recorded, transcribed verbatim, translated into English, and then analyzed thematically by the investigators. Results The analysis identified two main themes and seven sub-themes. The first theme “experience in self-management practice” describes medication adherence, lifestyle modification, and self-monitoring of blood pressure. The second theme “experience in the quality of health care” discusses access to health services, patient-centered care, behavior of health care providers, and time and patient flow management. Conclusion The self-management practice of hypertensive patients is sub-optimal. Although several individual patient issues were identified, facility-level problems are mainly responsible for poor self-management practice. The main facility-level barriers, as reported by participants, include shortage of medicines, high cost of medicines, busyness of doctors due to high patient load, lack of appropriate education and counseling services, poor patient-provider interaction, and long waiting times. Intervention areas should focus on providing appropriate training for health care providers to enhance the patient–provider relationship. Improving the supply of hypertensive medications is also paramount for better medication adherence.
A Quantifiable Risk Factor for ACL Injury: Applied Mathematics to Model the Posterolateral Tibial Plateau Surface Geometry

Background: The mechanism for traumatic ruptures of the native anterior cruciate ligament (ACL) is frequently a noncontact injury involving a valgus moment with internal rotation of the tibia. The abnormal rotation and translation of the lateral femoral condyle posteroinferiorly relative to the lateral tibial plateau is thought to be related to the geometry of the tibial plateau. Purpose/Hypothesis: The purpose of the study was to mathematically model the posterior tibial plateau geometry in patients with ACL injuries and compare it with that of matched controls. The hypothesis was that increased convexity and steepness of the posterior aspect of the lateral plateau would subject knees to higher forces, leading to a potentially higher risk of ACL injury. Study Design: Cross-sectional study; Level of evidence, 3. Methods: We mathematically modeled the posterior curvature of the lateral tibial plateau in 64 patients with ACL injuries and 68 matched controls. Using sagittal magnetic resonance imaging scans of the knee, points on the articular cartilage of the posterolateral tibial plateau were selected and curve-fitted to a power function (y = a × xn ). For coefficient a and coefficient n, both variables modulated the shape of the curve, where a larger magnitude represented an increase in slope steepness. Groups were compared using a Mann-Whitney test and α < . 05. Results: There was a significant difference in surface geometry between the patients with ACL injuries and matched controls. The equation coefficients were significantly larger in the patients with ACL injuries: coefficient a (ACL injury, 0.9 vs control, 0.68; P < .0001) and coefficient n (ACL injury, 0.34 vs control, 0.30; P = .07). For coefficient a, there was a 78.9% sensitivity, 77.5% specificity, and odds ratio of 12.6 (95% CI, 5.5-29.0) for ACL injury using a cutoff coefficient a = . 78. Conclusion: Patients with ACL injuries had a significantly greater posterolateral plateau slope. The steeper drop off may play a role in higher anterior translation forces, coupled with internal rotation torques on the knee in noncontact injury, which could increase ACL strain and predispose to ACL injury.
Copers and Noncopers Use Different Landing Techniques to Limit Anterior Tibial Translation After Anterior Cruciate Ligament Reconstruction

Background: At 1 year after anterior cruciate ligament reconstruction (ACLR), two-thirds of patients manage to return to sports (copers), whereas one-third of patients do not return to sports (noncopers). Copers and noncopers have different muscle activation patterns, and noncopers may not be able to control dynamic anterior tibial translation (ATTd) as well as copers. Purpose/Hypothesis: To investigate whether (1) there is a positive correlation between passive ATT (ATTp; ie, general joint laxity) and ATTd during jump landing, (2) whether ATTd is moderated by muscle activating patterns, and (3) whether there is a difference in moderating ATTd between copers and noncopers. We hypothesized that patients who have undergone ACLR compensate for ATTd by developing muscle strategies that are more effective in copers compared with noncopers. Study Design: Controlled laboratory study. Methods: A total of 40 patients who underwent unilateral ACLR performed 10 single-leg hops for distance with both legs. Lower body kinematic and kinetic data were measured using a motion-capture system, and ATTd was determined with an embedded method. Muscle activity was measured using electromyographic signals. Bilateral ATTp was measured using a KT-1000 arthrometer. In addition, the Beighton score was obtained. Results: There was no significant correlation between ATTp and ATTd in copers; however, there was a positive correlation between ATTp and ATTd in the operated knee of noncopers. There was a positive correlation between the Beighton score and ATTp as well as between the Beighton score and ATTd in both copers and noncopers in the operated knee. Copers showed a negative correlation between ATTd and gastrocnemius activity in their operated leg during landing. Noncopers showed a positive correlation between ATTd and knee flexion moment in their operated knee during landing. Conclusion: Copers used increased gastrocnemius activity to reduce ATTd, whereas noncopers moderated ATTd by generating a smaller knee flexion moment. Clinical Relevance: This study showed that copers used different landing techniques than noncopers. Patients who returned to sports after ACLR had sufficient plantar flexor activation to limit ATTd.
Osteopathic medicine for fibromyalgia: a sham-controlled randomized clinical trial

Background: Patients with fibromyalgia (FM) frequently resort to osteopathic or chiropractic treatment, despite very weak supporting evidence. We aimed to assess the efficacy of osteopathic manipulation in FM in a properly controlled and powered randomized clinical trial. Methods: Patients were randomized to osteopathic or sham treatment. Treatment was administered by experienced physical medicine physicians, and consisted of six sessions per patient, over 6 weeks. Treatment credibility and expectancy were repeatedly evaluated. Patients completed standardized questionnaires at baseline, during treatment, and at 6, 12, 24, and 52 weeks after randomization. The primary outcome was pain intensity (100-mm visual analog scale) during the treatment period. Secondary outcomes included fatigue, functioning, and health-related quality of life. We performed primarily intention-to-treat analyses adjusted for credibility, using multiple imputation for missing data. Results: In total, 101 patients (94% women) were included. Osteopathic treatment did not significantly decrease pain relative to sham treatment (mean difference during treatment: −2.2 mm; 95% confidence interval, −9.1 to 4.6 mm). No significant differences were observed for secondary outcomes. No serious adverse events were observed, despite a likely rebound in pain and altered functioning at week 12 in patients treated by osteopathy. Patient expectancy was predictive of pain during treatment, with a decrease of 12.9 mm (4.4–21.5 mm) per 10 points on the 0–30 scale. Treatment credibility and expectancy were also predictive of several secondary outcomes. Conclusion: Osteopathy conferred no benefit over sham treatment for pain, fatigue, functioning, and quality of life in patients with FM. These findings do not support the use of osteopathy to treat these patients. More attention should be paid to the expectancy of patients in FM management.
Nanoparticles for Inhibition of Asphaltenes Deposition during CO2 Flooding

The deposition of asphaltenes in porous media is one of the most difficult problems during CO2 flooding. In this paper, the adsorption of asphaltenes onto Al2O3 nanoparticles was studied through two methods: (i) by adding a certain mass of nanoparticles in a fixed volume of solution with different initial concentrations of asphaltenes and (ii) by exposing a certain amount of asphaltenes in a fixed volume of solution to different nanoparticles additions. Then, the impact of Al2O3 nanoparticles on the asphaltene precipitation was investigated using the IFT behavior of the oil–CO2 system. Coreflood tests were conducted to study the potential of nanoparticles for inhibition of asphaltenes damage during CO2 flooding, and the effect of injection parameters of nanofluid. It is found that the solid–liquid equilibrium (SLE) can well describe the isotherms of asphaltene adsorption. The trend of the IFT–pressure curve is affected by asphaltene accumulation at the oil–CO2 interface. The slopes in the high pressure re.
Pricing of Options on Bonds by Binomial Lattices and by Diffusion Processes

This paper discusses the pricing of bond options and other interest-rate contingent claims by discreteand continuous-time models. In the literature there are papers trying to adapt the binomial model developed for the pricing of stock options to the pricing of bond options. However, some of these adaptations are faulty as they do not eliminate riskless arbitrage opportunities. In this paper we present a binomial model which does not contain this error. We also present a continuoustime arbitrage-free model for the term structure of interest rates, with which one can determine option values.