7 resultados para Conditional CAPM

em Boston University Digital Common


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Generic object-oriented programming languages combine parametric polymorphism and nominal subtype polymorphism, thereby providing better data abstraction, greater code reuse, and fewer run-time errors. However, most generic object-oriented languages provide a straightforward combination of the two kinds of polymorphism, which prevents the expression of advanced type relationships. Furthermore, most generic object-oriented languages have a type-erasure semantics: instantiations of type parameters are not available at run time, and thus may not be used by type-dependent operations. This dissertation shows that two features, which allow the expression of many advanced type relationships, can be added to a generic object-oriented programming language without type erasure: 1. type variables that are not parameters of the class that declares them, and 2. extension that is dependent on the satisfiability of one or more constraints. We refer to the first feature as hidden type variables and the second feature as conditional extension. Hidden type variables allow: covariance and contravariance without variance annotations or special type arguments such as wildcards; a single type to extend, and inherit methods from, infinitely many instantiations of another type; a limited capacity to augment the set of superclasses after that class is defined; and the omission of redundant type arguments. Conditional extension allows the properties of a collection type to be dependent on the properties of its element type. This dissertation describes the semantics and implementation of hidden type variables and conditional extension. A sound type system is presented. In addition, a sound and terminating type checking algorithm is presented. Although designed for the Fortress programming language, hidden type variables and conditional extension can be incorporated into other generic object-oriented languages. Many of the same problems would arise, and solutions analogous to those we present would apply.

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(This Technical Report revises TR-BUCS-2003-011) The Transmission Control Protocol (TCP) has been the protocol of choice for many Internet applications requiring reliable connections. The design of TCP has been challenged by the extension of connections over wireless links. In this paper, we investigate a Bayesian approach to infer at the source host the reason of a packet loss, whether congestion or wireless transmission error. Our approach is "mostly" end-to-end since it requires only one long-term average quantity (namely, long-term average packet loss probability over the wireless segment) that may be best obtained with help from the network (e.g. wireless access agent).Specifically, we use Maximum Likelihood Ratio tests to evaluate TCP as a classifier of the type of packet loss. We study the effectiveness of short-term classification of packet errors (congestion vs. wireless), given stationary prior error probabilities and distributions of packet delays conditioned on the type of packet loss (measured over a larger time scale). Using our Bayesian-based approach and extensive simulations, we demonstrate that congestion-induced losses and losses due to wireless transmission errors produce sufficiently different statistics upon which an efficient online error classifier can be built. We introduce a simple queueing model to underline the conditional delay distributions arising from different kinds of packet losses over a heterogeneous wired/wireless path. We show how Hidden Markov Models (HMMs) can be used by a TCP connection to infer efficiently conditional delay distributions. We demonstrate how estimation accuracy is influenced by different proportions of congestion versus wireless losses and penalties on incorrect classification.

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A fundamental task of vision systems is to infer the state of the world given some form of visual observations. From a computational perspective, this often involves facing an ill-posed problem; e.g., information is lost via projection of the 3D world into a 2D image. Solution of an ill-posed problem requires additional information, usually provided as a model of the underlying process. It is important that the model be both computationally feasible as well as theoretically well-founded. In this thesis, a probabilistic, nonlinear supervised computational learning model is proposed: the Specialized Mappings Architecture (SMA). The SMA framework is demonstrated in a computer vision system that can estimate the articulated pose parameters of a human body or human hands, given images obtained via one or more uncalibrated cameras. The SMA consists of several specialized forward mapping functions that are estimated automatically from training data, and a possibly known feedback function. Each specialized function maps certain domains of the input space (e.g., image features) onto the output space (e.g., articulated body parameters). A probabilistic model for the architecture is first formalized. Solutions to key algorithmic problems are then derived: simultaneous learning of the specialized domains along with the mapping functions, as well as performing inference given inputs and a feedback function. The SMA employs a variant of the Expectation-Maximization algorithm and approximate inference. The approach allows the use of alternative conditional independence assumptions for learning and inference, which are derived from a forward model and a feedback model. Experimental validation of the proposed approach is conducted in the task of estimating articulated body pose from image silhouettes. Accuracy and stability of the SMA framework is tested using artificial data sets, as well as synthetic and real video sequences of human bodies and hands.

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Current Internet transport protocols make end-to-end measurements and maintain per-connection state to regulate the use of shared network resources. When two or more such connections share a common endpoint, there is an opportunity to correlate the end-to-end measurements made by these protocols to better diagnose and control the use of shared resources. We develop packet probing techniques to determine whether a pair of connections experience shared congestion. Correct, efficient diagnoses could enable new techniques for aggregate congestion control, QoS admission control, connection scheduling and mirror site selection. Our extensive simulation results demonstrate that the conditional (Bayesian) probing approach we employ provides superior accuracy, converges faster, and tolerates a wider range of network conditions than recently proposed memoryless (Markovian) probing approaches for addressing this opportunity.

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Before choosing, it helps to know both the expected value signaled by a predictive cue and the associated uncertainty that the reward will be forthcoming. Recently, Fiorillo et al. (2003) found the dopamine (DA) neurons of the SNc exhibit sustained responses related to the uncertainty that a cure will be followed by reward, in addition to phasic responses related to reward prediction errors (RPEs). This suggests that cue-dependent anticipations of the timing, magnitude, and uncertainty of rewards are learned and reflected in components of the DA signals broadcast by SNc neurons. What is the minimal local circuit model that can explain such multifaceted reward-related learning? A new computational model shows how learned uncertainty responses emerge robustly on single trial along with phasic RPE responses, such that both types of DA responses exhibit the empirically observed dependence on conditional probability, expected value of reward, and time since onset of the reward-predicting cue. The model includes three major pathways for computing: immediate expected values of cures, timed predictions of reward magnitudes (and RPEs), and the uncertainty associated with these predictions. The first two model pathways refine those previously modeled by Brown et al. (1999). A third, newly modeled, pathway is formed by medium spiny projection neurons (MSPNs) of the matrix compartment of the striatum, whose axons co-release GABA and a neuropeptide, substance P, both at synapses with GABAergic neurons in the SNr and with the dendrites (in SNr) of DA neurons whose somas are in ventral SNc. Co-release enables efficient computation of sustained DA uncertainty responses that are a non-monotonic function of the conditonal probability that a reward will follow the cue. The new model's incorporation of a striatal microcircuit allowed it to reveals that variability in striatal cholinergic transmission can explain observed difference, between monkeys, in the amplitutude of the non-monotonic uncertainty function. Involvement of matriceal MSPNs and striatal cholinergic transmission implpies a relation between uncertainty in the cue-reward contigency and action-selection functions of the basal ganglia. The model synthesizes anatomical, electrophysiological and behavioral data regarding the midbrain DA system in a novel way, by relating the ability to compute uncertainty, in parallel with other aspects of reward contingencies, to the unique distribution of SP inputs in ventral SN.

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A nonparametric probability estimation procedure using the fuzzy ARTMAP neural network is here described. Because the procedure does not make a priori assumptions about underlying probability distributions, it yields accurate estimates on a wide variety of prediction tasks. Fuzzy ARTMAP is used to perform probability estimation in two different modes. In a 'slow-learning' mode, input-output associations change slowly, with the strength of each association computing a conditional probability estimate. In 'max-nodes' mode, a fixed number of categories are coded during an initial fast learning interval, and weights are then tuned by slow learning. Simulations illustrate system performance on tasks in which various numbers of clusters in the set of input vectors mapped to a given class.

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The recognition of 3-D objects from sequences of their 2-D views is modeled by a family of self-organizing neural architectures, called VIEWNET, that use View Information Encoded With NETworks. VIEWNET incorporates a preprocessor that generates a compressed but 2-D invariant representation of an image, a supervised incremental learning system that classifies the preprocessed representations into 2-D view categories whose outputs arc combined into 3-D invariant object categories, and a working memory that makes a 3-D object prediction by accumulating evidence from 3-D object category nodes as multiple 2-D views are experienced. The simplest VIEWNET achieves high recognition scores without the need to explicitly code the temporal order of 2-D views in working memory. Working memories are also discussed that save memory resources by implicitly coding temporal order in terms of the relative activity of 2-D view category nodes, rather than as explicit 2-D view transitions. Variants of the VIEWNET architecture may also be used for scene understanding by using a preprocessor and classifier that can determine both What objects are in a scene and Where they are located. The present VIEWNET preprocessor includes the CORT-X 2 filter, which discounts the illuminant, regularizes and completes figural boundaries, and suppresses image noise. This boundary segmentation is rendered invariant under 2-D translation, rotation, and dilation by use of a log-polar transform. The invariant spectra undergo Gaussian coarse coding to further reduce noise and 3-D foreshortening effects, and to increase generalization. These compressed codes are input into the classifier, a supervised learning system based on the fuzzy ARTMAP algorithm. Fuzzy ARTMAP learns 2-D view categories that are invariant under 2-D image translation, rotation, and dilation as well as 3-D image transformations that do not cause a predictive error. Evidence from sequence of 2-D view categories converges at 3-D object nodes that generate a response invariant under changes of 2-D view. These 3-D object nodes input to a working memory that accumulates evidence over time to improve object recognition. ln the simplest working memory, each occurrence (nonoccurrence) of a 2-D view category increases (decreases) the corresponding node's activity in working memory. The maximally active node is used to predict the 3-D object. Recognition is studied with noisy and clean image using slow and fast learning. Slow learning at the fuzzy ARTMAP map field is adapted to learn the conditional probability of the 3-D object given the selected 2-D view category. VIEWNET is demonstrated on an MIT Lincoln Laboratory database of l28x128 2-D views of aircraft with and without additive noise. A recognition rate of up to 90% is achieved with one 2-D view and of up to 98.5% correct with three 2-D views. The properties of 2-D view and 3-D object category nodes are compared with those of cells in monkey inferotemporal cortex.