OpenRaiser/Intern-Atlas huggingface dataset:
Location and Spectral Estimation of Weak Wave Packets on Noise Background
Venue: arXiv cs.CE 2007
Year: 2007

The method of location and spectral estimation of weak signals on a noise background is being considered. The method is based on the optimized on order and noise dispersion autoregressive model of a sought signal. A new approach of model order determination is being offered. Available estimation of the noise dispersion is close to the real one. The optimized model allows to define function of empirical data spectral and dynamic features changes. The analysis of the signal as dynamic invariant in respect of the linear shift transformation yields the function of model consistency. Use of these both functions enables to detect short-time and nonstationary wave packets at signal to noise ratio as from -20 dB and above.
Pricing Options on Defaultable Stocks
Venue: arXiv cs.CE 2007
Year: 2007

In this note, we develop stock option price approximations for a model which takes both the risk o default and the stochastic volatility into account. We also let the intensity of defaults be influenced by the volatility. We show that it might be possible to infer the risk neutral default intensity from the stock option prices. Our option price approximation has a rich implied volatility surface structure and fits the data implied volatility well. Our calibration exercise shows that an effective hazard rate from bonds issued by a company can be used to explain the implied volatility skew of the implied volatility of the option prices issued by the same company.
Physical Network Coding in Two-Way Wireless Relay Channels
Venue: arXiv cs.IT 2007
Year: 2007

It has recently been recognized that the wireless networks represent a fertile ground for devising communication modes based on network coding. A particularly suitable application of the network coding arises for the two--way relay channels, where two nodes communicate with each other assisted by using a third, relay node. Such a scenario enables application of \emph{physical network coding}, where the network coding is either done (a) jointly with the channel coding or (b) through physical combining of the communication flows over the multiple access channel. In this paper we first group the existing schemes for physical network coding into two generic schemes, termed 3--step and 2--step scheme, respectively. We investigate the conditions for maximization of the two--way rate for each individual scheme: (1) the Decode--and--Forward (DF) 3--step schemes (2) three different schemes with two steps: Amplify--and--Forward (AF), JDF and Denoise--and--Forward (DNF). While the DNF scheme has a potential to offer the best two--way rate, the most interesting result of the paper is that, for some SNR configurations of the source--relay links, JDF yields identical maximal two--way rate as the upper bound on the rate for DNF.
A Multi Interface Grid Discovery System
Venue: arXiv cs.DC 2007
Year: 2007

Discovery Systems (DS) can be considered as entry points for global loosely coupled distributed systems. An efficient Discovery System in essence increases the performance, reliability and decision making capability of distributed systems. With the rapid increase in scale of distributed applications, existing solutions for discovery systems are fast becoming either obsolete or incapable of handling such complexity. They are particularly ineffective when handling service lifetimes and providing up-to-date information, poor at enabling dynamic service access and they can also impose unwanted restrictions on interfaces to widely available information repositories. In this paper we present essential the design characteristics, an implementation and a performance analysis for a discovery system capable of overcoming these deficiencies in large, globally distributed environments.
Mobile Computing in Physics Analysis - An Indicator for eScience
Venue: arXiv cs.DC 2007
Year: 2007

This paper presents the design and implementation of a Grid-enabled physics analysis environment for handheld and other resource-limited computing devices as one example of the use of mobile devices in eScience. Handheld devices offer great potential because they provide ubiquitous access to data and round-the-clock connectivity over wireless links. Our solution aims to provide users of handheld devices the capability to launch heavy computational tasks on computational and data Grids, monitor the jobs status during execution, and retrieve results after job completion. Users carry their jobs on their handheld devices in the form of executables (and associated libraries). Users can transparently view the status of their jobs and get back their outputs without having to know where they are being executed. In this way, our system is able to act as a high-throughput computing environment where devices ranging from powerful desktop machines to small handhelds can employ the power of the Grid. The results shown in this paper are readily applicable to the wider eScience community.
On the Minimum Number of Transmissions in Single-Hop Wireless Coding Networks
Venue: arXiv cs.IT 2007
Year: 2007

The advent of network coding presents promising opportunities in many areas of communication and networking. It has been recently shown that network coding technique can significantly increase the overall throughput of wireless networks by taking advantage of their broadcast nature. In wireless networks, each transmitted packet is broadcasted within a certain area and can be overheard by the neighboring nodes. When a node needs to transmit packets, it employs the opportunistic coding approach that uses the knowledge of what the node's neighbors have heard in order to reduce the number of transmissions. With this approach, each transmitted packet is a linear combination of the original packets over a certain finite field. In this paper, we focus on the fundamental problem of finding the optimal encoding for the broadcasted packets that minimizes the overall number of transmissions. We show that this problem is NP-complete over GF(2) and establish several fundamental properties of the optimal solution. We also propose a simple heuristic solution for the problem based on graph coloring and present some empirical results for random settings.
The Nash Equilibrium Revisited: Chaos and Complexity Hidden in Simplicity
Venue: arXiv cs.GT 2007
Year: 2007

The Nash Equilibrium is a much discussed, deceptively complex, method for the analysis of non-cooperative games. If one reads many of the commonly available definitions the description of the Nash Equilibrium is deceptively simple in appearance. Modern research has discovered a number of new and important complex properties of the Nash Equilibrium, some of which remain as contemporary conundrums of extraordinary difficulty and complexity. Among the recently discovered features which the Nash Equilibrium exhibits under various conditions are heteroclinic Hamiltonian dynamics, a very complex asymptotic structure in the context of two-player bi-matrix games and a number of computationally complex or computationally intractable features in other settings. This paper reviews those findings and then suggests how they may inform various market prediction strategies.
Theorem proving support in programming language semantics
Venue: arXiv cs.LO 2007
Year: 2007

We describe several views of the semantics of a simple programming language as formal documents in the calculus of inductive constructions that can be verified by the Coq proof system. Covered aspects are natural semantics, denotational semantics, axiomatic semantics, and abstract interpretation. Descriptions as recursive functions are also provided whenever suitable, thus yielding a a verification condition generator and a static analyser that can be run inside the theorem prover for use in reflective proofs. Extraction of an interpreter from the denotational semantics is also described. All different aspects are formally proved sound with respect to the natural semantics specification.
When Network Coding and Dirty Paper Coding meet in a Cooperative Ad Hoc Network
Venue: arXiv cs.IT 2007
Year: 2007

We develop and analyze new cooperative strategies for ad hoc networks that are more spectrally efficient than classical DF cooperative protocols. Using analog network coding, our strategies preserve the practical half-duplex assumption but relax the orthogonality constraint. The introduction of interference due to non-orthogonality is mitigated thanks to precoding, in particular Dirty Paper coding. Combined with smart power allocation, our cooperation strategies allow to save time and lead to more efficient use of bandwidth and to improved network throughput with respect to classical RDF/PDF.
On Cognitive Interference Networks
Venue: arXiv cs.IT 2007
Year: 2007

We study the high-power asymptotic behavior of the sum-rate capacity of multi-user interference networks with an equal number of transmitters and receivers. We assume that each transmitter is cognizant of the message it wishes to convey to its corresponding receiver and also of the messages that a subset of the other transmitters wish to send. The receivers are assumed not to be able to cooperate in any way so that they must base their decision on the signal they receive only. We focus on the network's pre-log, which is defined as the limiting ratio of the sum-rate capacity to half the logarithm of the transmitted power. We present both upper and lower bounds on the network's pre-log. The lower bounds are based on a linear partial-cancellation scheme which entails linearly transforming Gaussian codebooks so as to eliminate the interference in a subset of the receivers. Inter alias, the bounds give a complete characterization of the networks and side-information settings that result in a full pre-log, i.e., in a pre-log that is equal to the number of transmitters (and receivers) as well as a complete characterization of networks whose pre-log is equal to the full pre-log minus one. They also fully characterize networks where the full pre-log can only be achieved if each transmitter knows the messages of all users, i.e., when the side-information is "full".
The Effect of Noise Correlation in AF Relay Networks
Venue: arXiv cs.IT 2007
Year: 2007

In wireless relay networks, noise at the relays can be correlated possibly due to common interference or noise propagation from preceding hops. In this work we consider a parallel relay network with noise correlation. For the relay strategy of amplify-and-forward (AF), we determine the optimal rate maximizing relay gains when correlation knowledge is available at the relays. The effect of correlation on the performance of the relay networks is analyzed for the cases where full knowledge of correlation is available at the relays and when there is no knowledge about the correlation structure. Interestingly we find that, on the average, noise correlation is beneficial regardless of whether the relays know the noise covariance matrix or not. However, the knowledge of correlation can greatly improve the performance. Typically, the performance improvement from correlation knowledge increases with the relay power and the number of relays. With perfect correlation knowledge the system is capable of canceling interference if the number of interferers is less than the number of relays. For a dual-hop multiple access parallel network, we obtain closed form expressions for the maximum sum-rate and the optimal relay strategy. The relay optimization for networks with three hops is also considered. For any relay gains for the first stage relays, this represents a parallel relay network with correlated noise. Based on the result of two hop networks with noise correlation, we propose an algorithm for solving the relay optimization problem for three-hop networks.
Expressing an NP-Complete Problem as the Solvability of a Polynomial Equation
Venue: arXiv cs.CC 2007
Year: 2007

We demonstrate a polynomial approach to express the decision version of the directed Hamiltonian Cycle Problem (HCP), which is NP-Complete, as the Solvability of a Polynomial Equation with a constant number of variables, within a bounded real space. We first introduce four new Theorems for a set of periodic Functions with irrational periods, based on which we then use a trigonometric substitution, to show how the HCP can be expressed as the Solvability of a single polynomial Equation with a constant number of variables. The feasible solution of each of these variables is bounded within two real numbers. We point out what future work is necessary to prove that P=NP.
Graph-Based Decoding in the Presence of ISI
Venue: arXiv cs.IT 2007
Year: 2007

We propose an approximation of maximum-likelihood detection in ISI channels based on linear programming or message passing. We convert the detection problem into a binary decoding problem, which can be easily combined with LDPC decoding. We show that, for a certain class of channels and in the absence of coding, the proposed technique provides the exact ML solution without an exponential complexity in the size of channel memory, while for some other channels, this method has a non-diminishing probability of failure as SNR increases. Some analysis is provided for the error events of the proposed technique under linear programming.
Secrecy Capacity Region of Fading Broadcast Channels
Venue: arXiv cs.IT 2007
Year: 2007

The fading broadcast channel with confidential messages (BCC) is investigated, where a source node has common information for two receivers (receivers 1 and 2), and has confidential information intended only for receiver 1. The confidential information needs to be kept as secret as possible from receiver 2. The channel state information (CSI) is assumed to be known at both the transmitter and the receivers. The secrecy capacity region is first established for the parallel Gaussian BCC, and the optimal source power allocations that achieve the boundary of the secrecy capacity region are derived. In particular, the secrecy capacity region is established for the Gaussian case of the Csiszar-Korner BCC model. The secrecy capacity results are then applied to give the ergodic secrecy capacity region for the fading BCC.
The Trade-offs with Space Time Cube Representation of Spatiotemporal Patterns
Venue: arXiv cs.HC 2007
Year: 2007

Space time cube representation is an information visualization technique where spatiotemporal data points are mapped into a cube. Fast and correct analysis of such information is important in for instance geospatial and social visualization applications. Information visualization researchers have previously argued that space time cube representation is beneficial in revealing complex spatiotemporal patterns in a dataset to users. The argument is based on the fact that both time and spatial information are displayed simultaneously to users, an effect difficult to achieve in other representations. However, to our knowledge the actual usefulness of space time cube representation in conveying complex spatiotemporal patterns to users has not been empirically validated. To fill this gap we report on a between-subjects experiment comparing novice users error rates and response times when answering a set of questions using either space time cube or a baseline 2D representation. For some simple questions the error rates were lower when using the baseline representation. For complex questions where the participants needed an overall understanding of the spatiotemporal structure of the dataset, the space time cube representation resulted in on average twice as fast response times with no difference in error rates compared to the baseline. These results provide an empirical foundation for the hypothesis that space time cube representation benefits users when analyzing complex spatiotemporal patterns.
The Isoconditioning Loci of A Class of Closed-Chain Manipulators
Venue: arXiv cs.RO 2007
Year: 2007

The subject of this paper is a special class of closed-chain manipulators. First, we analyze a family of two-degree-of-freedom (dof) five-bar planar linkages. Two Jacobian matrices appear in the kinematic relations between the joint-rate and the Cartesian-velocity vectors, which are called the ``inverse kinematics" and the "direct kinematics" matrices. It is shown that the loci of points of the workspace where the condition number of the direct-kinematics matrix remains constant, i.e., the isoconditioning loci, are the coupler points of the four-bar linkage obtained upon locking the middle joint of the linkage. Furthermore, if the line of centers of the two actuated revolutes is used as the axis of a third actuated revolute, then a three-dof hybrid manipulator is obtained. The isoconditioning loci of this manipulator are surfaces of revolution generated by the isoconditioning curves of the two-dof manipulator, whose axis of symmetry is that of the third actuated revolute.
Workspace and Assembly modes in Fully-Parallel Manipulators : A Descriptive Study
Venue: arXiv cs.RO 2007
Year: 2007

The goal of this paper is to explain, using a typical example, the distribution of the different assembly modes in the workspace and their effective role in the execution of trajectories. The singular and non-singular changes of assembly mode are described and compared to each other. The non-singular change of assembly mode is more deeply analysed and discussed in the context of trajectory planning. In particular, it is shown that, according to the location of the initial and final configurations with respect to the uniqueness domains in the workspace, there are three different cases to consider before planning a linking trajectory.
A Training based Distributed Non-Coherent Space-Time Coding Strategy
Venue: arXiv cs.IT 2007
Year: 2007

Unitary space-time modulation is known to be an efficient means to communicate over non-coherent Multiple Input Multiple Output (MIMO) channels. In this letter, differential unitary space-time coding and non-coherent space-time coding for the training based approach of Kim and Tarokh are addressed. For this approach, necessary and sufficient conditions for multi-group decodability are derived in a simple way assuming a Generalized Likelihood Ratio Test receiver and a unitary codebook. Extending Kim and Tarokh's approach for colocated MIMO systems, a novel training based approach to distributed non-coherent space-time coding for wireless relay networks is proposed. An explicit construction of two-group decodable distributed non-coherent space-time codes achieving full cooperative diversity for all even number of relays is provided.
Degeneracy study of the forward kinematics of planar 3-RPR parallel manipulators
Venue: arXiv cs.RO 2007
Year: 2007

This paper investigates two situations in which the forward kinematics of planar 3-RPR parallel manipulators degenerates. These situations have not been addressed before. The first degeneracy arises when the three input joint variables r1, r2 and r3 satisfy a certain relationship. This degeneracy yields a double root of the characteristic polynomial in t, which could be erroneously interpreted as two coalesce assembly modes. But, unlike what arises in non-degenerate cases, this double root yields two sets of solutions for the position coordinates (x, y) of the platform. In the second situation, we show that the forward kinematics degenerates over the whole joint space if the base and platform triangles are congruent and the platform triangle is rotated by 180 deg about one of its sides. For these "degenerate" manipulators, which are defined here for the first time, the forward kinematics is reduced to the solution of a 3rd-degree polynomial and a quadratics in sequence. Such manipulators constitute, in turn, a new family of analytic planar manipulators that would be more suitable for industrial applications.
Worm Epidemics in Wireless Adhoc Networks
Venue: arXiv cs.NI 2007
Year: 2007

A dramatic increase in the number of computing devices with wireless communication capability has resulted in the emergence of a new class of computer worms which specifically target such devices. The most striking feature of these worms is that they do not require Internet connectivity for their propagation but can spread directly from device to device using a short-range radio communication technology, such as WiFi or Bluetooth. In this paper, we develop a new model for epidemic spreading of these worms and investigate their spreading in wireless ad hoc networks via extensive Monte Carlo simulations. Our studies show that the threshold behaviour and dynamics of worm epidemics in these networks are greatly affected by a combination of spatial and temporal correlations which characterize these networks, and are significantly different from the previously studied epidemics in the Internet.
On the Polyphase Decomposition for Design of Generalized Comb Decimation Filters
Venue: arXiv cs.OH 2007
Year: 2007

Generalized comb filters (GCFs) are efficient anti-aliasing decimation filters with improved selectivity and quantization noise (QN) rejection performance around the so called folding bands with respect to classical comb filters. In this paper, we address the design of GCF filters by proposing an efficient partial polyphase architecture with the aim to reduce the data rate as much as possible after the Sigma-Delta A/D conversion. We propose a mathematical framework in order to completely characterize the dependence of the frequency response of GCFs on the quantization of the multipliers embedded in the proposed filter architecture. This analysis paves the way to the design of multiplier-less decimation architectures. We also derive the impulse response of a sample 3rd order GCF filter used as a reference scheme throughout the paper.
Rate and Power Allocation for Discrete-Rate Link Adaptation
Venue: arXiv cs.IT 2007
Year: 2007

Link adaptation, in particular adaptive coded modulation (ACM), is a promising tool for bandwidth-efficient transmission in a fading environment. The main motivation behind employing ACM schemes is to improve the spectral efficiency of wireless communication systems. In this paper, using a finite number of capacity achieving component codes, we propose new transmission schemes employing constant power transmission, as well as discrete and continuous power adaptation, for slowly varying flat-fading channels. We show that the proposed transmission schemes can achieve throughputs close to the Shannon limits of flat-fading channels using only a small number of codes. Specifically, using a fully discrete scheme with just four codes, each associated with four power levels, we achieve a spectral efficiency within 1 dB of the continuous-rate continuous-power Shannon capacity. Furthermore, when restricted to a fixed number of codes, the introduction of power adaptation has significant gains with respect to ASE and probability of no transmission compared to a constant power scheme.
Multi-physics Extension of OpenFMO Framework
Venue: arXiv cs.DC 2007
Year: 2007

OpenFMO framework, an open-source software (OSS) platform for Fragment Molecular Orbital (FMO) method, is extended to multi-physics simulations (MPS). After reviewing the several FMO implementations on distributed computer environments, the subsequent development planning corresponding to MPS is presented. It is discussed which should be selected as a scientific software, lightweight and reconfigurable form or large and self-contained form.