Multivariate Density Estimation: An SVM Approach

We formulate density estimation as an inverse operator problem. We then use convergence results of empirical distribution functions to true distribution functions to develop an algorithm for multivariate density estimation. The algorithm is based upon a Support Vector Machine (SVM) approach to solving inverse operator problems. The algorithm is implemented and tested on simulated data from different distributions and different dimensionalities, gaussians and laplacians in $R^2$ and $R^{12}$. A comparison in performance is made with Gaussian Mixture Models (GMMs). Our algorithm does as well or better than the GMMs for the simulations tested and has the added advantage of being automated with respect to parameters.

Ameliorating the Overhead of Dynamic Optimization

Dynamic optimization has several key advantages. This includes the ability to work on binary code in the absence of sources and to perform optimization across module boundaries. However, it has a significant disadvantage viz-a-viz traditional static optimization: it has a significant runtime overhead. There can be performance gain only if the overhead can be amortized. In this paper, we will quantitatively analyze the runtime overhead introduced by a dynamic optimizer, DynamoRIO. We found that the major overhead does not come from the optimizer's operation. Instead, it comes from the extra code in the code cache added by DynamoRIO. After a detailed analysis, we will propose a method of trace construction that ameliorate the overhead introduced by the dynamic optimizer, thereby reducing the runtime overhead of DynamoRIO. We believe that the result of the study as well as the proposed solution is applicable to other scenarios such as dynamic code translation and managed execution that utilizes a framework similar to that of dynamic optimization.