On the tractability of the piecewise-linear approximation for general discrete-choice network revenue management

The choice network revenue management (RM) model incorporates customer purchase behavioras customers purchasing products with certain probabilities that are a function of the offeredassortment of products, and is the appropriate model for airline and hotel network revenuemanagement, dynamic sales of bundles, and dynamic assortment optimization. The underlyingstochastic dynamic program is intractable and even its certainty-equivalence approximation, inthe form of a linear program called Choice Deterministic Linear Program (CDLP) is difficultto solve in most cases. The separation problem for CDLP is NP-complete for MNL with justtwo segments when their consideration sets overlap; the affine approximation of the dynamicprogram is NP-complete for even a single-segment MNL. This is in contrast to the independentclass(perfect-segmentation) case where even the piecewise-linear approximation has been shownto be tractable. In this paper we investigate the piecewise-linear approximation for network RMunder a general discrete-choice model of demand. We show that the gap between the CDLP andthe piecewise-linear bounds is within a factor of at most 2. We then show that the piecewiselinearapproximation is polynomially-time solvable for a fixed consideration set size, bringing itinto the realm of tractability for small consideration sets; small consideration sets are a reasonablemodeling tradeoff in many practical applications. Our solution relies on showing that forany discrete-choice model the separation problem for the linear program of the piecewise-linearapproximation can be solved exactly by a Lagrangian relaxation. We give modeling extensionsand show by numerical experiments the improvements from using piecewise-linear approximationfunctions.

Coherency and sharpness measures by using ICA algorithms. An investigation for Alzheimer’s disease discrimination

In this paper, we present a comprehensive study of different Independent Component Analysis (ICA) algorithms for the calculation of coherency and sharpness of electroencephalogram (EEG) signals, in order to investigate the possibility of early detection of Alzheimer’s disease (AD). We found that ICA algorithms can help in the artifact rejection and noise reduction, improving the discriminative property of features in high frequency bands (specially in high alpha and beta ranges). In addition to different ICA algorithms, the optimum number of selected components is investigated, in order to help decision processes for future works.

Investigation of ICA algorithms for feature extraction of EEG signals in discrimination of Alzheimer disease

In this paper we present a quantitative comparisons of different independent component analysis (ICA) algorithms in order to investigate their potential use in preprocessing (such as noise reduction and feature extraction) the electroencephalogram (EEG) data for early detection of Alzhemier disease (AD) or discrimination between AD (or mild cognitive impairment, MCI) and age-match control subjects.

On the approximation of the subgrid scale for systems of equations

Postprint (published version)

Stochastic resonance in a dipole

We show that the dipole, a system usually proposed to model relaxation phenomena, exhibits a maximum in the signal-to-noise ratio at a nonzero noise level, thus indicating the appearance of stochastic resonance. The phenomenon occurs in two different situations, i.e., when the minimum of the potential of the dipole remains fixed in time and when it switches periodically between two equilibrium points. We have also found that the signal-to-noise ratio has a maximum for a certain value of the amplitude of the oscillating field.

Comparing Random-based and k-Anonymity-Based Algorithms for Graph Anonymization

Recently, several anonymization algorithms have appeared for privacy preservation on graphs. Some of them are based on random-ization techniques and on k-anonymity concepts. We can use both of them to obtain an anonymized graph with a given k-anonymity value. In this paper we compare algorithms based on both techniques in orderto obtain an anonymized graph with a desired k-anonymity value. We want to analyze the complexity of these methods to generate anonymized graphs and the quality of the resulting graphs.

Entropic stochastic resonance

We present a novel scheme for the appearance of stochastic resonance when the dynamics of a Brownian particle takes place in a confined medium. The presence of uneven boundaries, giving rise to an entropic contribution to the potential, may upon application of a periodic driving force result in an increase of the spectral amplification at an optimum value of the ambient noise level. The entropic stochastic resonance, characteristic of small-scale systems, may constitute a useful mechanism for the manipulation and control of single molecules and nanodevices.

Biased diffusion in confined media: Test of the Fick-Jacobs approximation and validity criteria

We study biased, diffusive transport of Brownian particles through narrow, spatially periodic structures in which the motion is constrained in lateral directions. The problem is analyzed under the perspective of the Fick-Jacobs equation, which accounts for the effect of the lateral confinement by introducing an entropic barrier in a one-dimensional diffusion. The validity of this approximation, based on the assumption of an instantaneous equilibration of the particle distribution in the cross section of the structure, is analyzed by comparing the different time scales that characterize the problem. A validity criterion is established in terms of the shape of the structure and of the applied force. It is analytically corroborated and verified by numerical simulations that the critical value of the force up to which this description holds true scales as the square of the periodicity of the structure. The criterion can be visualized by means of a diagram representing the regions where the Fick-Jacobs description becomes inaccurate in terms of the scaled force versus the periodicity of the structure.

A consistent extension of the local spin density approximation to account for quantum dot mass and dielectric mismatches

A consistent extension of local spin density approximation (LSDA) to account for mass and dielectric mismatches in nanocrystals is presented. The extension accounting for variable effective mass is exact. Illustrative comparisons with available configuration interaction calculations show that the approach is also very reliable when it comes to account for dielectric mismatches. The modified LSDA is as fast and computationally low demanding as LSDA. Therefore, it is a tool suitable to study large particle systems in inhomogeneous media without much effort.

Asymmetric stochastic switching driven by intrinsic molecular noise

Low-copy-number molecules are involved in many functions in cells. The intrinsic fluctuations of these numbers can enable stochastic switching between multiple steady states, inducing phenotypic variability. Herein we present a theoretical and computational study based on Master Equations and Fokker-Planck and Langevin descriptions of stochastic switching for a genetic circuit of autoactivation. We show that in this circuit the intrinsic fluctuations arising from low-copy numbers, which are inherently state-dependent, drive asymmetric switching. These theoretical results are consistent with experimental data that have been reported for the bistable system of the gallactose signaling network in yeast. Our study unravels that intrinsic fluctuations, while not required to describe bistability, are fundamental to understand stochastic switching and the dynamical relative stability of multiple states.

Neural networks complemented with genetic algorithms and fuzzy systems for predicting nitrogenous effluent variables in wastewater treatment plants

This work focuses on the prediction of the two main nitrogenous variables that describe the water quality at the effluent of a Wastewater Treatment Plant. We have developed two kind of Neural Networks architectures based on considering only one output or, in the other hand, the usual five effluent variables that define the water quality: suspended solids, biochemical organic matter, chemical organic matter, total nitrogen and total Kjedhal nitrogen. Two learning techniques based on a classical adaptative gradient and a Kalman filter have been implemented. In order to try to improve generalization and performance we have selected variables by means genetic algorithms and fuzzy systems. The training, testing and validation sets show that the final networks are able to learn enough well the simulated available data specially for the total nitrogen

Computational and Energy Costs of Cryptographic Algorithms on Handheld Devices

Networks are evolving toward a ubiquitous model in which heterogeneousdevices are interconnected. Cryptographic algorithms are required for developing securitysolutions that protect network activity. However, the computational and energy limitationsof network devices jeopardize the actual implementation of such mechanisms. In thispaper, we perform a wide analysis on the expenses of launching symmetric and asymmetriccryptographic algorithms, hash chain functions, elliptic curves cryptography and pairingbased cryptography on personal agendas, and compare them with the costs of basic operatingsystem functions. Results show that although cryptographic power costs are high and suchoperations shall be restricted in time, they are not the main limiting factor of the autonomyof a device.

Robust power allocation algorithms for MIMO OFDM systems with imperfect CSI

This paper presents a Bayesian approach to the design of transmit prefiltering matrices in closed-loop schemes robust to channel estimation errors. The algorithms are derived for a multiple-input multiple-output (MIMO) orthogonal frequency division multiplexing (OFDM) system. Two different optimizationcriteria are analyzed: the minimization of the mean square error and the minimization of the bit error rate. In both cases, the transmitter design is based on the singular value decomposition (SVD) of the conditional mean of the channel response, given the channel estimate. The performance of the proposed algorithms is analyzed,and their relationship with existing algorithms is indicated. As withother previously proposed solutions, the minimum bit error rate algorithmconverges to the open-loop transmission scheme for very poor CSI estimates.

Practical algorithms for a family of waterfilling solutions

Many engineering problems that can be formulatedas constrained optimization problems result in solutionsgiven by a waterfilling structure; the classical example is thecapacity-achieving solution for a frequency-selective channel.For simple waterfilling solutions with a single waterlevel and asingle constraint (typically, a power constraint), some algorithmshave been proposed in the literature to compute the solutionsnumerically. However, some other optimization problems result insignificantly more complicated waterfilling solutions that includemultiple waterlevels and multiple constraints. For such cases, itmay still be possible to obtain practical algorithms to evaluate thesolutions numerically but only after a painstaking inspection ofthe specific waterfilling structure. In addition, a unified view ofthe different types of waterfilling solutions and the correspondingpractical algorithms is missing.The purpose of this paper is twofold. On the one hand, itoverviews the waterfilling results existing in the literature from aunified viewpoint. On the other hand, it bridges the gap betweena wide family of waterfilling solutions and their efficient implementationin practice; to be more precise, it provides a practicalalgorithm to evaluate numerically a general waterfilling solution,which includes the currently existing waterfilling solutions andothers that may possibly appear in future problems.