nils-herrmann/clean_scirepeval huggingface dataset:
DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS

The research presented in this paper provides an alternative option pricing approach for a class of rough fractional stochastic volatility models. These models are increasingly popular between academics and practitioners due to their surprising consistency with financial markets. However, they bring several challenges alongside. Most noticeably, even simple nonlinear financial derivatives as vanilla European options are typically priced by means of Monte–Carlo (MC) simulations which are more computationally demanding than similar MC schemes for standard stochastic volatility models. In this paper, we provide a proof of the prediction law for general Gaussian Volterra processes. The prediction law is then utilized to obtain an adapted projection of the future squared volatility — a cornerstone of the proposed pricing approximation. Firstly, a decomposition formula for European option prices under general Volterra volatility models is introduced. Then we focus on particular models with rough fractional volatility and we derive an explicit semi-closed approximation formula. Numerical properties of the approximation for a popular model — the rBergomi model — are studied and we propose a hybrid calibration scheme which combines the approximation formula alongside MC simulations. This scheme can significantly speed up the calibration to financial markets as illustrated on a set of AAPL options.
Variations in the Ionospheric Peak Altitude at Mars in Response to Dust Storms: 13 Years of Observations From the Mars Express Radar Sounder

Previous observations have shown that, during Martian dust storms, the peak of the ionosphere rises in altitude. Observational studies of this type, however, have been extremely limited. Using 13 years of ionospheric peak altitude data from the Mars Advanced Radar for Subsurface and Ionosphere Sounding instrument on Mars Express, we study how the peak altitude responded to dust storms during six different Mars years (MY). The peak altitude increased ∼10–15 km during all six events, which include a local dust storm (MY 33), three regional dust storms (MYs 27, 29, and 32), and two global dust storms (MYs 28 and 34). The peak altitude's orbit‐to‐orbit variability was exceptionally large at the apexes of the MY 29 and MY 32 dust seasons and dramatically increased during the MY 28 and MY 34 global dust storms. We conclude that dust storms significantly increase upper atmospheric variability, which suggests that they enhance dynamical processes that couple the lower and upper atmospheres, such as upward propagating gravity waves or atmospheric tides.
Impact of HTTP Cookie Violations in Web Archives

Certain HTTP Cookies on certain sites can be a source of content bias in archival crawls. Accommodating Cookies at crawl time, but not utilizing them at replay time may cause cookie violations, resulting in defaced composite mementos that never existed on the live web. To address these issues, we propose that crawlers store Cookies with short expiration time and archival replay systems account for values in the Vary header along with URIs.
Enforcing temporal consistency in Deep Learning segmentation of brain MR images

Longitudinal analysis has great potential to reveal developmental trajectories and monitor disease progression in medical imaging. This process relies on consistent and robust joint 4D segmentation. Traditional techniques are dependent on the similarity of images over time and the use of subject-specific priors to reduce random variation and improve the robustness and sensitivity of the overall longitudinal analysis. This is however slow and computationally intensive as subject-specific templates need to be rebuilt every time. The focus of this work to accelerate this analysis with the use of deep learning. The proposed approach is based on deep CNNs and incorporates semantic segmentation and provides a longitudinal relationship for the same subject. The proposed approach is based on deep CNNs and incorporates semantic segmentation and provides a longitudinal relationship for the same subject. The state of art using 3D patches as inputs to modified Unet provides results around ${0.91 \pm 0.5}$ Dice and using multi-view atlas in CNNs provide around the same results. In this work, different models are explored, each offers better accuracy and fast results while increasing the segmentation quality. These methods are evaluated on 135 scans from the EADC-ADNI Harmonized Hippocampus Protocol. Proposed CNN based segmentation approaches demonstrate how 2D segmentation using prior slices can provide similar results to 3D segmentation while maintaining good continuity in the 3D dimension and improved speed. Just using 2D modified sagittal slices provide us a better Dice and longitudinal analysis for a given subject. For the ADNI dataset, using the simple UNet CNN technique gives us ${0.84 \pm 0.5}$ and while using modified CNN techniques on the same input yields ${0.89 \pm 0.5}$. Rate of atrophy and RMS error are calculated for several test cases using various methods and analyzed.
Steering eco-evolutionary game dynamics with manifold control

Feedback loops between population dynamics of individuals and their ecological environment are ubiquitously found in nature and have shown profound effects on the resulting eco-evolutionary dynamics. By incorporating linear environmental feedback law into the replicator dynamics of two-player games, recent theoretical studies have shed light on understanding the oscillating dynamics of the social dilemma. However, the detailed effects of more general nonlinear feedback loops in multi-player games, which are more common especially in microbial systems, remain unclear. Here, we focus on ecological public goods games with environmental feedbacks driven by a nonlinear selection gradient. Unlike previous models, multiple segments of stable and unstable equilibrium manifolds can emerge from the population dynamical systems. We find that a larger relative asymmetrical feedback speed for group interactions centred on cooperators not only accelerates the convergence of stable manifolds but also increases the attraction basin of these stable manifolds. Furthermore, our work offers an innovative manifold control approach: by designing appropriate switching control laws, we are able to steer the eco-evolutionary dynamics to any desired population state. Our mathematical framework is an important generalization and complement to coevolutionary game dynamics, and also fills the theoretical gap in guiding the widespread problem of population state control in microbial experiments.
When Risks and Uncertainties Collide: Mathematical Finance for Arbitrage Markets in a Quantum Mechanical View

Geometric Arbitrage Theory reformulates a generic asset model possibly allowing for arbitrage by packaging all assets and their forwards dynamics into a stochastic principal fibre bundle, with a connection whose parallel transport encodes discounting and portfolio rebalancing, and whose curvature measures, in this geometric language, the ''instantaneous arbitrage capability'' generated by the market itself. The asset and market portfolio dynamics have a quantum mechanical description, which is constructed by quantizing the deterministic version of the stochastic Lagrangian system describing a market allowing for arbitrage. Results, obtained by solving explicitly the Schr\"odinger equations by means of spectral decomposition of the Hamilton operator, coincides with those obtained by solving the stochastic Euler Lagrange equations derived by a variational principle and providing therefore consistency. Arbitrage bubbles are computed.
Learning Execution through Neural Code Fusion

As the performance of computer systems stagnates due to the end of Moore's Law, there is a need for new models that can understand and optimize the execution of general purpose code. While there is a growing body of work on using Graph Neural Networks (GNNs) to learn representations of source code, these representations do not understand how code dynamically executes. In this work, we propose a new approach to use GNNs to learn fused representations of general source code and its execution. Our approach defines a multi-task GNN over low-level representations of source code and program state (i.e., assembly code and dynamic memory states), converting complex source code constructs and complex data structures into a simpler, more uniform format. We show that this leads to improved performance over similar methods that do not use execution and it opens the door to applying GNN models to new tasks that would not be feasible from static code alone. As an illustration of this, we apply the new model to challenging dynamic tasks (branch prediction and prefetching) from the SPEC CPU benchmark suite, outperforming the state-of-the-art by 26% and 45% respectively. Moreover, we use the learned fused graph embeddings to demonstrate transfer learning with high performance on an indirectly related task (algorithm classification).
Eye Gaze Metrics and Analysis of AOI for Indexing Working Memory towards Predicting ADHD

ADHD is being recognized as a diagnosis which persists into adulthood impacting economic, occupational, and educational outcomes. There is an increased need to accurately diagnose and recommend interventions for this population. One consideration is the development and implementation of reliable and valid outcome measures which reflect core diagnostic criteria. For example, adults with ADHD have reduced working memory capacity when compared to their peers (Michalek et al., 2014). A reduction in working memory capacity indicates attentional control deficits which align with many symptoms outlined on behavioral checklists used to diagnose ADHD. Using computational methods, such as eye tracking technology, to generate a relationship between ADHD and measures of working memory capacity would be useful to advancing our understanding and treatment of the diagnosis in adults. This chapter will outline a feasibility study in which eye tracking was used to measure eye gaze metrics during a working memory capacity task for adults with and without ADHD and machine learning algorithms were applied to generate a feature set unique to the ADHD diagnosis. The chapter will summarize the purpose, methods, results, and impact of this study.
Orbital Stability and Precession Effects in the Kepler-89 System

Among the numerous discoveries resulting from the Kepler mission are a plethora of compact planetary systems that provide deep insights into planet formation theories. The architecture of such compact systems also produces unique opportunities to study orbital dynamics in compact environments and the subsequent evolution of orbital parameters. One of the compact Kepler systems is Kepler-89, a system for which the radial velocity follow-up observations place strong upper limits on the masses of the planets and their Keplerian orbital elements. The potential for noncircular orbits in this system make it a compelling system to study dynamical constraints on the measured orbital parameters. I present a dynamical analysis of the system that demonstrates the stability of the circular model and shows that the eccentric model of the system is not stable. The analysis indicates that planets c and d, although close to the 2:1 secular resonance, do not permanently occupy the 2:1 resonance configuration. I explore regions of orbital parameter space to identify the upper bounds of orbital eccentricity for the planets. I further show how the dynamics in the compact system leads to significant periastron precession of the innermost planets. Finally, I quantify the effect of the periastron precession on the transit times of the planets compared with the cyclic variations expected from transit timing variations.
Notes on 8 Majorana Fermions

Eight Majorana fermions in d=1+1d=1+1
dimensions enjoy a triality that permutes the representation of the
SO(8)SO(8)
global symmetry in which the fermions transform. This triality plays an
important role in the quantization of the superstring, and in the
analysis of interacting topological insulators and the associated
phenomenon of symmetric mass generation. The purpose of these notes is
to provide an introduction to the triality and its applications, with
careful attention paid to various

global and gauge symmetries and their coupling to background spin
structures.
Hardware Aware Neural Network Architectures using FbNet

We implement a differentiable Neural Architecture Search (NAS) method inspired by FBNet for discovering neural networks that are heavily optimized for a particular target device. The FBNet NAS method discovers a neural network from a given search space by optimizing over a loss function which accounts for accuracy and target device latency. We extend this loss function by adding an energy term. This will potentially enhance the ``hardware awareness" and help us find a neural network architecture that is optimal in terms of accuracy, latency and energy consumption, given a target device (Raspberry Pi in our case). We name our trained child architecture obtained at the end of search process as Hardware Aware Neural Network Architecture (HANNA). We prove the efficacy of our approach by benchmarking HANNA against two other state-of-the-art neural networks designed for mobile/embedded applications, namely MobileNetv2 and CondenseNet for CIFAR-10 dataset. Our results show that HANNA provides a speedup of about 2.5x and 1.7x, and reduces energy consumption by 3.8x and 2x compared to MobileNetv2 and CondenseNet respectively. HANNA is able to provide such significant speedup and energy efficiency benefits over the state-of-the-art baselines at the cost of a tolerable 4-5% drop in accuracy.
Constrained Decoding for Neural NLG from Compositional Representations in Task-Oriented Dialogue

Generating fluent natural language responses from structured semantic representations is a critical step in task-oriented conversational systems. Avenues like the E2E NLG Challenge have encouraged the development of neural approaches, particularly sequence-to-sequence (Seq2Seq) models for this problem. The semantic representations used, however, are often underspecified, which places a higher burden on the generation model for sentence planning, and also limits the extent to which generated responses can be controlled in a live system. In this paper, we (1) propose using tree-structured semantic representations, like those used in traditional rule-based NLG systems, for better discourse-level structuring and sentence-level planning; (2) introduce a challenging dataset using this representation for the weather domain; (3) introduce a constrained decoding approach for Seq2Seq models that leverages this representation to improve semantic correctness; and (4) demonstrate promising results on our dataset and the E2E dataset.
Why and How zk-SNARK Works

Despite the existence of multiple great resources on zk-SNARK construction, from original papers to explainers, due to the sheer number of moving parts the subject remains a black box for many. While some pieces of the puzzle are given one can not see the full picture without the missing ones. Hence the focus of this work is to shed light onto the topic with a straightforward and clean approach based on examples and answering many whys along the way so that more individuals can appreciate the state of the art technology, its innovators and ultimately the beauty of math. Paper's contribution is a simplistic exposition with a sufficient and gradually increasing level of complexity, necessary to understand zk-SNARK without any prerequisite knowledge of the subject, cryptography or advanced math. The primary goal is not only to explain how it works but why it works and how it came to be this way.
Combining Adversarial Training and Disentangled Speech Representation for Robust Zero-Resource Subword Modeling

This study addresses the problem of unsupervised subword unit discovery from untranscribed speech. It forms the basis of the ultimate goal of ZeroSpeech 2019, building text-to-speech systems without text labels. In this work, unit discovery is formulated as a pipeline of phonetically discriminative feature learning and unit inference. One major difficulty in robust unsupervised feature learning is dealing with speaker variation. Here the robustness towards speaker variation is achieved by applying adversarial training and FHVAE based disentangled speech representation learning. A comparison of the two approaches as well as their combination is studied in a DNN-bottleneck feature (DNN-BNF) architecture. Experiments are conducted on ZeroSpeech 2019 and 2017. Experimental results on ZeroSpeech 2017 show that both approaches are effective while the latter is more prominent, and that their combination brings further marginal improvement in across-speaker condition. Results on ZeroSpeech 2019 show that in the ABX discriminability task, our approaches significantly outperform the official baseline, and are competitive to or even outperform the official topline. The proposed unit sequence smoothing algorithm improves synthesis quality, at a cost of slight decrease in ABX discriminability.
Barack’s Wife Hillary: Using Knowledge Graphs for Fact-Aware Language Modeling

Modeling human language requires the ability to not only generate fluent text but also encode factual knowledge. However, traditional language models are only capable of remembering facts seen at training time, and often have difficulty recalling them. To address this, we introduce the knowledge graph language model (KGLM), a neural language model with mechanisms for selecting and copying facts from a knowledge graph that are relevant to the context. These mechanisms enable the model to render information it has never seen before, as well as generate out-of-vocabulary tokens. We also introduce the Linked WikiText-2 dataset, a corpus of annotated text aligned to the Wikidata knowledge graph whose contents (roughly) match the popular WikiText-2 benchmark. In experiments, we demonstrate that the KGLM achieves significantly better performance than a strong baseline language model. We additionally compare different language model’s ability to complete sentences requiring factual knowledge, showing that the KGLM outperforms even very large language models in generating facts.
Iterative Model-Based Reinforcement Learning Using Simulations in the Differentiable Neural Computer

We propose a lifelong learning architecture, the Neural Computer Agent (NCA), where a Reinforcement Learning agent is paired with a predictive model of the environment learned by a Differentiable Neural Computer (DNC). The agent and DNC model are trained in conjunction iteratively. The agent improves its policy in simulations generated by the DNC model and rolls out the policy to the live environment, collecting experiences in new portions or tasks of the environment for further learning. Experiments in two synthetic environments show that DNC models can continually learn from pixels alone to simulate new tasks as they are encountered by the agent, while the agents can be successfully trained to solve the tasks using Proximal Policy Optimization entirely in simulations.
Pose Guided Fashion Image Synthesis Using Deep Generative Model

Generating a photorealistic image with intended human pose is a promising yet challenging research topic for many applications such as smart photo editing, movie making, virtual try-on, and fashion display. In this paper, we present a novel deep generative model to transfer an image of a person from a given pose to a new pose while keeping fashion item consistent. In order to formulate the framework, we employ one generator and two discriminators for image synthesis. The generator includes an image encoder, a pose encoder and a decoder. The two encoders provide good representation of visual and geometrical context which will be utilized by the decoder in order to generate a photorealistic image. Unlike existing pose-guided image generation models, we exploit two discriminators to guide the synthesis process where one discriminator differentiates between generated image and real images (training samples), and another discriminator verifies the consistency of appearance between a target pose and a generated image. We perform end-to-end training of the network to learn the parameters through back-propagation given ground-truth images. The proposed generative model is capable of synthesizing a photorealistic image of a person given a target pose. We have demonstrated our results by conducting rigorous experiments on two data sets, both quantitatively and qualitatively.
Online Matrix Completion with Side Information

We give an online algorithm and prove novel mistake and regret bounds for online binary matrix completion with side information. The mistake bounds we prove are of the form $\tilde{O}(D/\gamma^2)$. The term $1/\gamma^2$ is analogous to the usual margin term in SVM (perceptron) bounds. More specifically, if we assume that there is some factorization of the underlying $m \times n$ matrix into $P Q^\intercal$ where the rows of $P$ are interpreted as "classifiers" in $\mathcal{R}^d$ and the rows of $Q$ as "instances" in $\mathcal{R}^d$, then $\gamma$ is the maximum (normalized) margin over all factorizations $P Q^\intercal$ consistent with the observed matrix. The quasi-dimension term $D$ measures the quality of side information. In the presence of vacuous side information, $D= m+n$. However, if the side information is predictive of the underlying factorization of the matrix, then in an ideal case, $D \in O(k + \ell)$ where $k$ is the number of distinct row factors and $\ell$ is the number of distinct column factors. We additionally provide a generalization of our algorithm to the inductive setting. In this setting, we provide an example where the side information is not directly specified in advance. For this example, the quasi-dimension $D$ is now bounded by $O(k^2 + \ell^2)$.
A Joint Planning and Learning Framework for Human-Aided Decision-Making.

Conventional reinforcement learning (RL) allows an agent to learn policies via environmental rewards only, with a long and slow learning curve, especially at the beginning stage. On the contrary, human learning is usually much faster because prior and general knowledge and multiple information resources are utilized. In this paper, we propose a \textbf{P}lanner-\textbf{A}ctor-\textbf{C}ritic architecture for hu\textbf{MAN}-centered planning and learning (\textbf{PACMAN}), where an agent uses prior, high-level, deterministic symbolic knowledge to plan for goal-directed actions. PACMAN integrates Actor-Critic algorithm of RL to fine-tune its behavior towards both environmental rewards and human feedback. To the best our knowledge, This is the first unified framework where knowledge-based planning, RL, and human teaching jointly contribute to the policy learning of an agent. Our experiments demonstrate that PACMAN leads to a significant jump-start at the early stage of learning, converges rapidly and with small variance, and is robust to inconsistent, infrequent, and misleading feedback.