Levi-flat Minimal Hypersurfaces in Two-dimensional Complex Space Forms

The purpose of this article is to classify the real hypersurfaces in complex space forms of dimension 2 that are both Levi-flat and minimal. The main results are as follows: When the curvature of the complex space form is nonzero, there is a 1-parameter family of such hypersurfaces. Specifically, for each one-parameter subgroup of the isometry group of the complex space form, there is an essentially unique example that is invariant under this one-parameter subgroup. On the other hand, when the curvature of the space form is zero, i.e., when the space form is complex 2-space with its standard flat metric, there is an additional `exceptional' example that has no continuous symmetries but is invariant under a lattice of translations. Up to isometry and homothety, this is the unique example with no continuous symmetries.

Sequential anomaly detection in the presence of noise and limited feedback

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: 1) filtering, or assigning a belief or likelihood to each successive measurement based upon our ability to predict it from previous noisy observations and 2) hedging, or flagging potential anomalies by comparing the current belief against a time-varying and data-adaptive threshold. The threshold is adjusted based on the available feedback from an end user. Our algorithms, which combine universal prediction with recent work on online convex programming, do not require computing posterior distributions given all current observations and involve simple primal-dual parameter updates. At the heart of the proposed approach lie exponential-family models which can be used in a wide variety of contexts and applications, and which yield methods that achieve sublinear per-round regret against both static and slowly varying product distributions with marginals drawn from the same exponential family. Moreover, the regret against static distributions coincides with the minimax value of the corresponding online strongly convex game. We also prove bounds on the number of mistakes made during the hedging step relative to the best offline choice of the threshold with access to all estimated beliefs and feedback signals. We validate the theory on synthetic data drawn from a time-varying distribution over binary vectors of high dimensionality, as well as on the Enron email dataset. © 1963-2012 IEEE.

Identification of fluorescent beads using a coded aperture snapshot spectral imager.

We apply a coded aperture snapshot spectral imager (CASSI) to fluorescence microscopy. CASSI records a two-dimensional (2D) spectrally filtered projection of a three-dimensional (3D) spectral data cube. We minimize a convex quadratic function with total variation (TV) constraints for data cube estimation from the 2D snapshot. We adapt the TV minimization algorithm for direct fluorescent bead identification from CASSI measurements by combining a priori knowledge of the spectra associated with each bead type. Our proposed method creates a 2D bead identity image. Simulated fluorescence CASSI measurements are used to evaluate the behavior of the algorithm. We also record real CASSI measurements of a ten bead type fluorescence scene and create a 2D bead identity map. A baseline image from filtered-array imaging system verifies CASSI's 2D bead identity map.

Millimeter-wave compressive holography.

We describe an active millimeter-wave holographic imaging system that uses compressive measurements for three-dimensional (3D) tomographic object estimation. Our system records a two-dimensional (2D) digitized Gabor hologram by translating a single pixel incoherent receiver. Two approaches for compressive measurement are undertaken: nonlinear inversion of a 2D Gabor hologram for 3D object estimation and nonlinear inversion of a randomly subsampled Gabor hologram for 3D object estimation. The object estimation algorithm minimizes a convex quadratic problem using total variation (TV) regularization for 3D object estimation. We compare object reconstructions using linear backpropagation and TV minimization, and we present simulated and experimental reconstructions from both compressive measurement strategies. In contrast with backpropagation, which estimates the 3D electromagnetic field, TV minimization estimates the 3D object that produces the field. Despite undersampling, range resolution is consistent with the extent of the 3D object band volume.

A soft robust model for optimization under ambiguity

In this paper, we propose a framework for robust optimization that relaxes the standard notion of robustness by allowing the decision maker to vary the protection level in a smooth way across the uncertainty set. We apply our approach to the problem of maximizing the expected value of a payoff function when the underlying distribution is ambiguous and therefore robustness is relevant. Our primary objective is to develop this framework and relate it to the standard notion of robustness, which deals with only a single guarantee across one uncertainty set. First, we show that our approach connects closely to the theory of convex risk measures. We show that the complexity of this approach is equivalent to that of solving a small number of standard robust problems. We then investigate the conservatism benefits and downside probability guarantees implied by this approach and compare to the standard robust approach. Finally, we illustrate theme thodology on an asset allocation example consisting of historical market data over a 25-year investment horizon and find in every case we explore that relaxing standard robustness with soft robustness yields a seemingly favorable risk-return trade-off: each case results in a higher out-of-sample expected return for a relatively minor degradation of out-of-sample downside performance. © 2010 INFORMS.

Characterization of Image Quality for 3D Scatter Corrected Breast CT Images.

The goal of this study was to characterize the image quality of our dedicated, quasi-monochromatic spectrum, cone beam breast imaging system under scatter corrected and non-scatter corrected conditions for a variety of breast compositions. CT projections were acquired of a breast phantom containing two concentric sets of acrylic spheres that varied in size (1-8mm) based on their polar position. The breast phantom was filled with 3 different concentrations of methanol and water, simulating a range of breast densities (0.79-1.0g/cc); acrylic yarn was sometimes included to simulate connective tissue of a breast. For each phantom condition, 2D scatter was measured for all projection angles. Scatter-corrected and uncorrected projections were then reconstructed with an iterative ordered subsets convex algorithm. Reconstructed image quality was characterized using SNR and contrast analysis, and followed by a human observer detection task for the spheres in the different concentric rings. Results show that scatter correction effectively reduces the cupping artifact and improves image contrast and SNR. Results from the observer study indicate that there was no statistical difference in the number or sizes of lesions observed in the scatter versus non-scatter corrected images for all densities. Nonetheless, applying scatter correction for differing breast conditions improves overall image quality.

POCS-based reconstruction of multiplexed sensitivity encoded MRI (POCSMUSE): A general algorithm for reducing motion-related artifacts.

PURPOSE: A projection onto convex sets reconstruction of multiplexed sensitivity encoded MRI (POCSMUSE) is developed to reduce motion-related artifacts, including respiration artifacts in abdominal imaging and aliasing artifacts in interleaved diffusion-weighted imaging. THEORY: Images with reduced artifacts are reconstructed with an iterative projection onto convex sets (POCS) procedure that uses the coil sensitivity profile as a constraint. This method can be applied to data obtained with different pulse sequences and k-space trajectories. In addition, various constraints can be incorporated to stabilize the reconstruction of ill-conditioned matrices. METHODS: The POCSMUSE technique was applied to abdominal fast spin-echo imaging data, and its effectiveness in respiratory-triggered scans was evaluated. The POCSMUSE method was also applied to reduce aliasing artifacts due to shot-to-shot phase variations in interleaved diffusion-weighted imaging data corresponding to different k-space trajectories and matrix condition numbers. RESULTS: Experimental results show that the POCSMUSE technique can effectively reduce motion-related artifacts in data obtained with different pulse sequences, k-space trajectories and contrasts. CONCLUSION: POCSMUSE is a general post-processing algorithm for reduction of motion-related artifacts. It is compatible with different pulse sequences, and can also be used to further reduce residual artifacts in data produced by existing motion artifact reduction methods.

Design of Scheduling Algorithms Using Game Theoretic Ideas

Scheduling a set of jobs over a collection of machines to optimize a certain quality-of-service measure is one of the most important research topics in both computer science theory and practice. In this thesis, we design algorithms that optimize {\em flow-time} (or delay) of jobs for scheduling problems that arise in a wide range of applications. We consider the classical model of unrelated machine scheduling and resolve several long standing open problems; we introduce new models that capture the novel algorithmic challenges in scheduling jobs in data centers or large clusters; we study the effect of selfish behavior in distributed and decentralized environments; we design algorithms that strive to balance the energy consumption and performance.

The technically interesting aspect of our work is the surprising connections we establish between approximation and online algorithms, economics, game theory, and queuing theory. It is the interplay of ideas from these different areas that lies at the heart of most of the algorithms presented in this thesis.

The main contributions of the thesis can be placed in one of the following categories.

1. Classical Unrelated Machine Scheduling: We give the first polygorithmic approximation algorithms for minimizing the average flow-time and minimizing the maximum flow-time in the offline setting. In the online and non-clairvoyant setting, we design the first non-clairvoyant algorithm for minimizing the weighted flow-time in the resource augmentation model. Our work introduces iterated rounding technique for the offline flow-time optimization, and gives the first framework to analyze non-clairvoyant algorithms for unrelated machines.

2. Polytope Scheduling Problem: To capture the multidimensional nature of the scheduling problems that arise in practice, we introduce Polytope Scheduling Problem (\psp). The \psp problem generalizes almost all classical scheduling models, and also captures hitherto unstudied scheduling problems such as routing multi-commodity flows, routing multicast (video-on-demand) trees, and multi-dimensional resource allocation. We design several competitive algorithms for the \psp problem and its variants for the objectives of minimizing the flow-time and completion time. Our work establishes many interesting connections between scheduling and market equilibrium concepts, fairness and non-clairvoyant scheduling, and queuing theoretic notion of stability and resource augmentation analysis.

3. Energy Efficient Scheduling: We give the first non-clairvoyant algorithm for minimizing the total flow-time + energy in the online and resource augmentation model for the most general setting of unrelated machines.

4. Selfish Scheduling: We study the effect of selfish behavior in scheduling and routing problems. We define a fairness index for scheduling policies called {\em bounded stretch}, and show that for the objective of minimizing the average (weighted) completion time, policies with small stretch lead to equilibrium outcomes with small price of anarchy. Our work gives the first linear/ convex programming duality based framework to bound the price of anarchy for general equilibrium concepts such as coarse correlated equilibrium.

On Provable Algorithms for Determination of Continuous Protein Interdomain Motions from Residual Dipolar Couplings

Dynamics of biomolecules over various spatial and time scales are essential for biological functions such as molecular recognition, catalysis and signaling. However, reconstruction of biomolecular dynamics from experimental observables requires the determination of a conformational probability distribution. Unfortunately, these distributions cannot be fully constrained by the limited information from experiments, making the problem an ill-posed one in the terminology of Hadamard. The ill-posed nature of the problem comes from the fact that it has no unique solution. Multiple or even an infinite number of solutions may exist. To avoid the ill-posed nature, the problem needs to be regularized by making assumptions, which inevitably introduce biases into the result.

Here, I present two continuous probability density function approaches to solve an important inverse problem called the RDC trigonometric moment problem. By focusing on interdomain orientations we reduced the problem to determination of a distribution on the 3D rotational space from residual dipolar couplings (RDCs). We derived an analytical equation that relates alignment tensors of adjacent domains, which serves as the foundation of the two methods. In the first approach, the ill-posed nature of the problem was avoided by introducing a continuous distribution model, which enjoys a smoothness assumption. To find the optimal solution for the distribution, we also designed an efficient branch-and-bound algorithm that exploits the mathematical structure of the analytical solutions. The algorithm is guaranteed to find the distribution that best satisfies the analytical relationship. We observed good performance of the method when tested under various levels of experimental noise and when applied to two protein systems. The second approach avoids the use of any model by employing maximum entropy principles. This 'model-free' approach delivers the least biased result which presents our state of knowledge. In this approach, the solution is an exponential function of Lagrange multipliers. To determine the multipliers, a convex objective function is constructed. Consequently, the maximum entropy solution can be found easily by gradient descent methods. Both algorithms can be applied to biomolecular RDC data in general, including data from RNA and DNA molecules.

Advanced Applications of 3D Dosimetry and 3D Printing in Radiation Therapy

As complex radiotherapy techniques become more readily-practiced, comprehensive 3D dosimetry is a growing necessity for advanced quality assurance. However, clinical implementation has been impeded by a wide variety of factors, including the expense of dedicated optical dosimeter readout tools, high operational costs, and the overall difficulty of use. To address these issues, a novel dry-tank optical CT scanner was designed for PRESAGE 3D dosimeter readout, relying on 3D printed components and omitting costly parts from preceding optical scanners. This work details the design, prototyping, and basic commissioning of the Duke Integrated-lens Optical Scanner (DIOS).

The convex scanning geometry was designed in ScanSim, an in-house Monte Carlo optical ray-tracing simulation. ScanSim parameters were used to build a 3D rendering of a convex ‘solid tank’ for optical-CT, which is capable of collimating a point light source into telecentric geometry without significant quantities of refractive-index matched fluid. The model was 3D printed, processed, and converted into a negative mold via rubber casting to produce a transparent polyurethane scanning tank. The DIOS was assembled with the solid tank, a 3W red LED light source, a computer-controlled rotation stage, and a 12-bit CCD camera. Initial optical phantom studies show negligible spatial inaccuracies in 2D projection images and 3D tomographic reconstructions. A PRESAGE 3D dose measurement for a 4-field box treatment plan from Eclipse shows 95% of voxels passing gamma analysis at 3%/3mm criteria. Gamma analysis between tomographic images of the same dosimeter in the DIOS and DLOS systems show 93.1% agreement at 5%/1mm criteria. From this initial study, the DIOS has demonstrated promise as an economically-viable optical-CT scanner. However, further improvements will be necessary to fully develop this system into an accurate and reliable tool for advanced QA.

Pre-clinical animal studies are used as a conventional means of translational research, as a midpoint between in-vitro cell studies and clinical implementation. However, modern small animal radiotherapy platforms are primitive in comparison with conventional linear accelerators. This work also investigates a series of 3D printed tools to expand the treatment capabilities of the X-RAD 225Cx orthovoltage irradiator, and applies them to a feasibility study of hippocampal avoidance in rodent whole-brain radiotherapy.

As an alternative material to lead, a novel 3D-printable tungsten-composite ABS plastic, GMASS, was tested to create precisely-shaped blocks. Film studies show virtually all primary radiation at 225 kVp can be attenuated by GMASS blocks of 0.5cm thickness. A state-of-the-art software, BlockGen, was used to create custom hippocampus-shaped blocks from medical image data, for any possible axial treatment field arrangement. A custom 3D printed bite block was developed to immobilize and position a supine rat for optimal hippocampal conformity. An immobilized rat CT with digitally-inserted blocks was imported into the SmART-Plan Monte-Carlo simulation software to determine the optimal beam arrangement. Protocols with 4 and 7 equally-spaced fields were considered as viable treatment options, featuring improved hippocampal conformity and whole-brain coverage when compared to prior lateral-opposed protocols. Custom rodent-morphic PRESAGE dosimeters were developed to accurately reflect these treatment scenarios, and a 3D dosimetry study was performed to confirm the SmART-Plan simulations. Measured doses indicate significant hippocampal sparing and moderate whole-brain coverage.

On surfaces with prescribed shape operator

The problem of immersing a simply connected surface with a prescribed shape operator is discussed. I show that, aside from some special degenerate cases, such as when the shape operator can be realized by a surface with one family of principal curves being geodesic, the space of such realizations is a convex set in an affine space of dimension at most 3. The cases where this maximum dimension of realizability is achieved are analyzed and it is found that there are two such families of shape operators, one depending essentially on three arbitrary functions of one variable and another depending essentially on two arbitrary functions of one variable. The space of realizations is discussed in each case, along with some of their remarkable geometric properties. Several explicit examples are constructed.

Some examples of special Lagrangian tori

A short paper giving some examples of smooth hypersurfaces M of degree n+1 in complex projective n-space that are defined by real polynomial equations and whose real slice contains a component diffeomorphic to an n-1 torus, which is then special Lagrangian with respect to the Calabi-Yau metric on M.

Optimal Capital Requirements in Financial Networks with Fire Sales

I explore and analyze a problem of finding the socially optimal capital requirements for financial institutions considering two distinct channels of contagion: direct exposures among the institutions, as represented by a network and fire sales externalities, which reflect the negative price impact of massive liquidation of assets.These two channels amplify shocks from individual financial institutions to the financial system as a whole and thus increase the risk of joint defaults amongst the interconnected financial institutions; this is often referred to as systemic risk. In the model, there is a trade-off between reducing systemic risk and raising the capital requirements of the financial institutions. The policymaker considers this trade-off and determines the optimal capital requirements for individual financial institutions. I provide a method for finding and analyzing the optimal capital requirements that can be applied to arbitrary network structures and arbitrary distributions of investment returns.

In particular, I first consider a network model consisting only of direct exposures and show that the optimal capital requirements can be found by solving a stochastic linear programming problem. I then extend the analysis to financial networks with default costs and show the optimal capital requirements can be found by solving a stochastic mixed integer programming problem. The computational complexity of this problem poses a challenge, and I develop an iterative algorithm that can be efficiently executed. I show that the iterative algorithm leads to solutions that are nearly optimal by comparing it with lower bounds based on a dual approach. I also show that the iterative algorithm converges to the optimal solution.

Finally, I incorporate fire sales externalities into the model. In particular, I am able to extend the analysis of systemic risk and the optimal capital requirements with a single illiquid asset to a model with multiple illiquid assets. The model with multiple illiquid assets incorporates liquidation rules used by the banks. I provide an optimization formulation whose solution provides the equilibrium payments for a given liquidation rule.

I further show that the socially optimal capital problem using the ``socially optimal liquidation" and prioritized liquidation rules can be formulated as a convex and convex mixed integer problem, respectively. Finally, I illustrate the results of the methodology on numerical examples and

discuss some implications for capital regulation policy and stress testing.