pwc-archive/papers-with-abstracts huggingface dataset:
Learning to simulate realistic limit order book markets from data as a World Agent
Authors: Andrea Coletta, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch
Date: 2022-09-26 00:00:00
Tasks: Generative Adversarial Network

Multi-agent market simulators usually require careful calibration to emulate real markets, which includes the number and the type of agents. Poorly calibrated simulators can lead to misleading conclusions, potentially causing severe loss when employed by investment banks, hedge funds, and traders to study and evaluate trading strategies. In this paper, we propose a world model simulator that accurately emulates a limit order book market -- it requires no agent calibration but rather learns the simulated market behavior directly from historical data. Traditional approaches fail short to learn and calibrate trader population, as historical labeled data with details on each individual trader strategy is not publicly available. Our approach proposes to learn a unique "world" agent from historical data. It is intended to emulate the overall trader population, without the need of making assumptions about individual market agent strategies. We implement our world agent simulator models as a Conditional Generative Adversarial Network (CGAN), as well as a mixture of parametric distributions, and we compare our models against previous work. Qualitatively and quantitatively, we show that the proposed approaches consistently outperform previous work, providing more realism and responsiveness.
An Efficient Ratio Detector for Ambient Backscatter Communication
Authors: Wenjing Liu, Shanpu Shen, Danny H. K. Tsang, Ranjan K. Mallik, Ross Murch
Date: 2022-10-18 00:00:00

Ambient backscatter communication (AmBC) leverages the existing ambient radio frequency (RF) environment to implement communication with battery-free devices. One critical challenge of AmBC systems is signal recovery because the transmitted information bits are embedded in the ambient RF signals and these are unknown and uncontrollable. To address this problem, most existing approaches use averaging-based energy detectors and consequently the data rate is low and there is an error floor. Here we propose a new detection strategy based on the ratio between signals received from a multiple-antenna Reader. The advantage of using the ratio is that ambient RF signals are removed directly from the embedded signals without averaging and hence it can increase data rates and avoid the error floor. Different from original ratio detectors that use the magnitude ratio of the signals between two Reader antennas, in our proposed approach, we utilize the complex ratio so that phase information is preserved and propose an accurate linear channel model approximation. This allows the application of existing linear detection techniques from which we can obtain a minimum distance detector and closed-form expressions for bit error rate (BER). In addition, averaging, coding and interleaving can also be included to further enhance the BER. The results are also general, allowing any number of Reader antennas to be utilized in the approach. Numerical results demonstrate that the proposed approach performs better than approaches based on energy detection and original ratio detectors.
Large-Scale Bandwidth and Power Optimization for Multi-Modal Edge Intelligence Autonomous Driving
Authors: Xinrao Li, Tong Zhang, Shuai Wang, Guangxu Zhu, Rui Wang, Tsung-Hui Chang
Date: 2022-10-18 00:00:00
Tasks: Autonomous Driving, Autonomous Vehicles

Edge intelligence autonomous driving (EIAD) offers computing resources in autonomous vehicles for training deep neural networks. However, wireless channels between the edge server and the autonomous vehicles are time-varying due to the high-mobility of vehicles. Moreover, the required number of training samples for different data modalities, e.g., images, point-clouds, is diverse. Consequently, when collecting these datasets from vehicles to the edge server, the associated bandwidth and power allocation across all data frames is a large-scale multi-modal optimization problem. This article proposes a highly computationally efficient algorithm that directly maximizes the quality of training (QoT). The key ingredients include a data-driven model for quantifying the priority of data modality and two first-order methods termed accelerated gradient projection and dual decomposition for low-complexity resource allocation. Finally, high-fidelity simulations in Car Learning to Act (CARLA) show that the proposed algorithm reduces the perception error by $3\%$ and the computation time by $98\%$.
Extracting speaker and emotion information from self-supervised speech models via channel-wise correlations
Authors: Themos Stafylakis, Ladislav Mosner, Sofoklis Kakouros, Oldrich Plchot, Lukas Burget, Jan Cernocky
Date: 2022-10-15 00:00:00
Tasks: Descriptive, Self-Supervised Learning

Self-supervised learning of speech representations from large amounts of unlabeled data has enabled state-of-the-art results in several speech processing tasks. Aggregating these speech representations across time is typically approached by using descriptive statistics, and in particular, using the first- and second-order statistics of representation coefficients. In this paper, we examine an alternative way of extracting speaker and emotion information from self-supervised trained models, based on the correlations between the coefficients of the representations - correlation pooling. We show improvements over mean pooling and further gains when the pooling methods are combined via fusion. The code is available at github.com/Lamomal/s3prl_correlation.
Successor Sets of Discrete-time Nonlinear Systems Using Hybrid Zonotopes
Authors: Jacob A. Siefert, Trevor J. Bird, Justin P. Koeln, Neera Jain, Herschel C. Pangborn
Date: 2022-10-18 00:00:00

This paper presents identities for calculating over-approximated successor sets of discrete-time nonlinear systems using hybrid zonotopes. The proposed technique extends the state-update set construct, previously developed for linear hybrid systems, to nonlinear systems. Forward reachability of nonlinear systems can then be performed using only projection, intersection, and Cartesian product set operations with the state-update set. It is shown that use of an over-approximation of the state-update set yields over-approximations of successor sets. A technique to over-approximate a nonlinear function using a special ordered set approximation, equivalently represented as a hybrid zonotope, is then presented. A numerical example of a nonlinear system controlled by a piecewise-affine control law demonstrates that the approach provides a computationally-efficient and tight over-approximation of the closed-loop reachable set.
Non-Submodular Maximization via the Greedy Algorithm and the Effects of Limited Information in Multi-Agent Execution
Authors: Benjamin Biggs, James McMahon, Philip Baldoni, Daniel J. Stilwell
Date: 2022-10-18 00:00:00

We provide theoretical bounds on the worst case performance of the greedy algorithm in seeking to maximize a normalized, monotone, but not necessarily submodular objective function under a simple partition matroid constraint. We also provide worst case bounds on the performance of the greedy algorithm in the case that limited information is available at each planning step. We specifically consider limited information as a result of unreliable communications during distributed execution of the greedy algorithm. We utilize notions of curvature for normalized, monotone set functions to develop the bounds provided in this work. To demonstrate the value of the bounds provided in this work, we analyze a variant of the benefit of search objective function and show, using real-world data collected by an autonomous underwater vehicle, that theoretical approximation guarantees are achieved despite non-submodularity of the objective function.
Identifying Operation Equilibrium in Integrated Electricity, Natural Gas, and Carbon-Emission Markets
Authors: Yijie Yang, Jian Shi, Dan Wang, Chenye Wu, Zhu Han
Date: 2022-10-18 00:00:00

The decarbonization of the power sector plays a pivotal role in economy-wide decarbonization to set the world on track to limit warming to 1.5{\deg}C by 2050. Carbon emission markets can play a significant role in this transition by putting a price on carbon and giving electricity producers an incentive to reduce their emissions. In this paper, we study the operational equilibrium of an integrated regional/jurisdictional energy system that comprises an electricity market, a natural gas market, and a carbon emission market. We first propose the novel role of a regional carbon market operator (CMO). Different than the conventional cap-and-trade carbon trading mechanism, the proposed CMO manages carbon allowance trading in a centralized jurisdictional carbon emission market. We then develop the formulation to identify the operational equilibrium of the electricity, natural gas, and carbon emission markets based on their interactions. The proposed equilibrium can be obtained by solving the Karush-Kuhn-Tucker (KKT) conditions of all three operational models simultaneously. Simulation results demonstrate that the proposed approach is more flexible, consistent, and effective in mitigating carbon emissions compared with the cap-and-trade mechanism.
Policy Gradient Methods for Designing Dynamic Output Feedback Controllers
Authors: Tomonori Sadamoto, Takumi Hirai
Date: 2022-10-18 00:00:00
Tasks: Policy Gradient Methods

This paper proposes model-based and model-free policy gradient methods (PGMs) for designing dynamic output feedback controllers for discrete-time partially observable systems. To fulfill this objective, we first show that any dynamic output feedback controller design is equivalent to a state-feedback controller design for a newly introduced system whose internal state is a finite-length input-output history (IOH). Next, based on this equivalency, we propose a model-based PGM and show its global linear convergence by proving that the Polyak-Lojasiewicz inequality holds for a reachability-based lossless projection of the IOH dynamics. Moreover, we propose two model-free implementations of the PGM: the multi- and single-episodic PGM. The former is a Monte Carlo approximation of the model-based PGM, whereas the latter is a simplified version of the former for ease of use in real systems. A sample complexity analysis of both methods is also presented. Finally, the effectiveness of the model-based/model-free PGMs is investigated through a numerical simulation.
An incremental input-to-state stability condition for a generic class of recurrent neural networks
Authors: William D'Amico, Alessio La Bella, Marcello Farina
Date: 2022-10-18 00:00:00

This paper proposes a novel sufficient condition for the incremental input-to-state stability of a generic class of recurrent neural networks (RNNs). The established condition is compared with others available in the literature, showing to be less conservative. Moreover, it can be applied for the design of incremental input-to-state stable RNN-based control systems, resulting in a linear matrix inequality constraint for some specific RNN architectures. The formulation of nonlinear observers for the considered system class, as well as the design of control schemes with explicit integral action, are also investigated. The theoretical results are validated through simulation on a referenced nonlinear system.
Approximate Stochastic Optimal Control for Linear Time Invariant Systems with Heavy-tailed Disturbances
Authors: Shawn Priore, Christopher Petersen, Meeko Oishi
Date: 2022-10-17 00:00:00
Tasks: Collision Avoidance

We propose an open loop control scheme for linear time invariant systems perturbed by multivariate $t$ disturbances through the use of quantile reformulations. The multivariate $t$ disturbance is motivated by heavy tailed phenomena that arise in multi-vehicle planning planning problems through unmodeled perturbation forces, linearization effects, or faulty actuators. Our approach relies on convex quantile reformulations of the polytopic target sets and norm based collision avoidance constraints to enable fast computation. We embed quantile approximations of the Student's $t$ distribution and the beta prime distribution in a difference-of-convex function framework to compute provably safe but likely suboptimal controllers. We demonstrate our method with three satellite rendezvous examples and provide a comparison with particle control.
Chance Constrained Stochastic Optimal Control for Linear Systems with Time Varying Random Plant Parameters
Authors: Shawn Priore, Ali Bidram, Meeko Oishi
Date: 2022-10-17 00:00:00

We propose an open loop control scheme for linear systems with time-varying random elements in the plant's state matrix. This paper focuses on joint chance constraints for potentially time-varying target sets. Under assumption of finite and known expectation and variance, we use the one-sided Vysochanskij-Petunin inequality to reformulate joint chance constraints into a tractable form. We demonstrate our methodology on a two-bus power system with stochastic load and wind power generation. We compare our method with situation approach. We show that the proposed method had superior solve times and favorable optimally considerations.
Deep Decarbonization of Multi-Energy Systems: A Carbon-Oriented Framework with Cross Disciplinary Technologies
Authors: Jian Shi, Dan Wang, Chenye Wu, Zhu Han
Date: 2022-10-17 00:00:00

The retirement of unabated coal power plants, the plummeting cost of renewable energy technologies, along with more aggressive public policies and regulatory reforms, are occurring at an unprecedented speed to decarbonize the power and energy systems towards the 2030 and 2050 climate goals. This article aims to establish a carbon-oriented framework to examine the role carbon emission is playing within a power grid that is rapidly transitioning to an integrated multi-energy system. We divide the carbon flows in the multi-energy systems into three stages: carbon allowances initialization/allocation, exchanging/pricing, and circulation. Then, we discuss how cross-disciplinary technologies, such as game theory, optimization, and machine learning can facilitate the modeling and analysis of the proposed framework.
A Data-Driven Sensor Placement Approach for Detecting Voltage Violations in Distribution Systems
Authors: Paprapee Buason, Sidhant Misra, Samuel Talkington, Daniel K. Molzahn
Date: 2022-10-17 00:00:00
Tasks: Bilevel Optimization

Stochastic fluctuations in power injections from distributed energy resources (DERs) combined with load variability can cause constraint violations (e.g., exceeded voltage limits) in electric distribution systems. To monitor grid operations, sensors are placed to measure important quantities such as the voltage magnitudes. In this paper, we consider a sensor placement problem which seeks to identify locations for installing sensors that can capture all possible violations of voltage magnitude limits. We formulate a bilevel optimization problem that minimizes the number of sensors and avoids false sensor alarms in the upper level while ensuring detection of any voltage violations in the lower level. This problem is challenging due to the nonlinearity of the power flow equations and the presence of binary variables. Accordingly, we employ recently developed conservative linear approximations of the power flow equations that overestimate or underestimate the voltage magnitudes. By replacing the nonlinear power flow equations with conservative linear approximations, we can ensure that the resulting sensor locations and thresholds are sufficient to identify any constraint violations. Additionally, we apply various problem reformulations to significantly improve computational tractability while simultaneously ensuring an appropriate placement of sensors. Lastly, we improve the quality of the results via an approximate gradient descent method that adjusts the sensor thresholds. We demonstrate the effectiveness of our proposed method for several test cases, including a system with multiple switching configurations.
Goal-Oriented Semantic Communications for 6G Networks
Authors: Hui Zhou, Yansha Deng, Xiaonan Liu, Nikolaos Pappas, Arumugam Nallanathan
Date: 2022-10-17 00:00:00
Tasks: Semantic Communication

Upon the arrival of emerging devices, including Extended Reality (XR) and Unmanned Aerial Vehicles (UAVs), the traditional communication framework is approaching Shannon's physical capacity limit and fails to guarantee the massive amount of transmission within latency requirements. By jointly exploiting the context of data and its importance to the task, an emerging communication paradigm shift to semantic level and effectiveness level is envisioned to be a key revolution in Sixth Generation (6G) networks. However, an explicit and systematic communication framework incorporating both semantic level and effectiveness level has not been proposed yet. In this article, we propose a generic goal-oriented semantic communication framework for various tasks with diverse data types, which incorporates both semantic level information and effectiveness-aware performance metrics. We first analyze the unique characteristics of all data types, and summarise the semantic information, along with corresponding extraction methods. We then propose a detailed goal-oriented semantic communication framework for different time-critical and non-critical tasks. In the goal-oriented semantic communication framework, we present the goal-oriented semantic information, extraction methods, recovery methods, and effectiveness-aware performance metrics. Last but not least, we present a goal-oriented semantic communication framework tailored for Unmanned Aerial Vehicle (UAV) control task to validate the effectiveness of the proposed goal-oriented semantic communication framework.
Biomass transfer on autocatalytic reaction network: a delay differential equation formulation
Authors: Wei-Hsiang Lin
Date: 2022-10-17 00:00:00

For a biological system to grow and expand, mass must be transferred from the environment to the system and be assimilated into its reaction network. Here, I characterize the biomass transfer process for growing autocatalytic systems. By track biomass along reaction pathways, an n-dimensional ordinary differential equation (ODE) of the reaction network can be reformulated into a one-dimensional delay differential equation (DDE) for its long-term dynamics. The kernel function of the DDE summarizes the overall amplification and transfer delay of the system and serves as a signature for autocatalysis dynamics. The DDE formulation allows reaction networks of various topologies and complexities to be compared and provides rigorous estimation scheme for growth rate upon dimensional reduction of reaction networks.
A four compartment epidemic model with retarded transition rates
Authors: Teo Granger, Thomas M. Michelitsch, Michael Bestehorn, Alejandro P. Riascos, Bernard A. Collet
Date: 2022-10-18 00:00:00

We study an epidemic model for a constant population by taking into account four compartments of the individuals characterizing their states of health. Each individual is in one of the compartments susceptible (S); incubated - infected yet not infectious (C), infected and infectious (I), and recovered - immune (R). An infection is 'visible' only when an individual is in state I. Upon infection, an individual performs the transition pathway S to C to I to R to S remaining in each compartments C, I, and R for certain random waiting times, respectively. The waiting times for each compartment are independent and drawn from specific probability density functions (PDFs) introducing memory into the model. We derive memory evolution equations involving convolutions (time derivatives of general fractional type). We obtain formulae for the endemic equilibrium and a condition of its existence for cases when the waiting time PDFs have existing means. We analyze the stability of healthy and endemic equilibria and derive conditions for which the endemic state becomes oscillatory (Hopf) unstable. We implement a simple multiple random walker's approach (microscopic model of Brownian motion of Z independent walkers) with random SCIRS waiting times into computer simulations. Infections occur with a certain probability by collisions of walkers in compartments I and S. We compare the endemic states predicted in the macroscopic model with the numerical results of the simulations and find accordance of high accuracy. We conclude that a simple random walker's approach offers an appropriate microscopic description for the macroscopic model.
Near Real-time CO$_2$ Emissions Based on Carbon Satellite and Artificial Intelligence
Authors: Zhengwen Zhang, Jinjin Gu, Junhua Zhao, Jianwei Huang, Haifeng Wu
Date: 2022-10-11 00:00:00
Tasks: Retrieval

To limit global warming to pre-industrial levels, global governments, industry and academia are taking aggressive efforts to reduce carbon emissions. The evaluation of anthropogenic carbon dioxide (CO$_2$) emissions, however, depends on the self-reporting information that is not always reliable. Society need to develop an objective, independent, and generalized system to meter CO$_2$ emissions. Satellite CO$_2$ observation from space that reports column-average regional CO$_2$ dry-air mole fractions has gradually indicated its potential to build such a system. Nevertheless, estimating anthropogenic CO$_2$ emissions from CO$_2$ observing satellite is bottlenecked by the influence of the highly complicated physical characteristics of atmospheric activities. Here we provide the first method that combines the advanced artificial intelligence (AI) techniques and the carbon satellite monitor to quantify anthropogenic CO$_2$ emissions. We propose an integral AI based pipeline that contains both a data retrieval algorithm and a two-step data-driven solution. First, the data retrieval algorithm can generate effective datasets from multi-modal data including carbon satellite, the information of carbon sources, and several environmental factors. Second, the two-step data-driven solution that applies the powerful representation of deep learning techniques to learn to quantify anthropogenic CO$_2$ emissions from satellite CO$_2$ observation with other factors. Our work unmasks the potential of quantifying CO$_2$ emissions based on the combination of deep learning algorithms and the carbon satellite monitor.
Linear Regression with Centrality Measures
Authors: Yong Cai
Date: 2022-10-18 00:00:00
Tasks: regression

This paper studies the properties of linear regression on centrality measures when network data is sparse -- that is, when there are many more agents than links per agent -- and when they are measured with error. We make three contributions in this setting: (1) We show that OLS estimators can become inconsistent under sparsity and characterize the threshold at which this occurs, with and without measurement error. This threshold depends on the centrality measure used. Specifically, regression on eigenvector is less robust to sparsity than on degree and diffusion. (2) We develop distributional theory for OLS estimators under measurement error and sparsity, finding that OLS estimators are subject to asymptotic bias even when they are consistent. Moreover, bias can be large relative to their variances, so that bias correction is necessary for inference. (3) We propose novel bias correction and inference methods for OLS with sparse noisy networks. Simulation evidence suggests that our theory and methods perform well, particularly in settings where the usual OLS estimators and heteroskedasticity-consistent/robust t-tests are deficient. Finally, we demonstrate the utility of our results in an application inspired by De Weerdt and Deacon (2006), in which we consider consumption smoothing and social insurance in Nyakatoke, Tanzania.