Multi-threaded parallel simulation of non-local non-linear problems in ultrashort laser pulse propagation in the presence of plasma

We describe a parallel multi-threaded approach for high performance modelling of wide class of phenomena in ultrafast nonlinear optics. Specific implementation has been performed using the highly parallel capabilities of a programmable graphics processor. © 2011 SPIE.

Ontology-based protein-protein interactions extraction from literature using the hidden vector state model

This paper proposes a novel framework of incorporating protein-protein interactions (PPI) ontology knowledge into PPI extraction from biomedical literature in order to address the emerging challenges of deep natural language understanding. It is built upon the existing work on relation extraction using the Hidden Vector State (HVS) model. The HVS model belongs to the category of statistical learning methods. It can be trained directly from un-annotated data in a constrained way whilst at the same time being able to capture the underlying named entity relationships. However, it is difficult to incorporate background knowledge or non-local information into the HVS model. This paper proposes to represent the HVS model as a conditionally trained undirected graphical model in which non-local features derived from PPI ontology through inference would be easily incorporated. The seamless fusion of ontology inference with statistical learning produces a new paradigm to information extraction.

High performance numerical modeling of ultra-short laser pulse propagation based on multithreaded parallel hardware

The focus of this study is development of parallelised version of severely sequential and iterative numerical algorithms based on multi-threaded parallel platform such as a graphics processing unit. This requires design and development of a platform-specific numerical solution that can benefit from the parallel capabilities of the chosen platform. Graphics processing unit was chosen as a parallel platform for design and development of a numerical solution for a specific physical model in non-linear optics. This problem appears in describing ultra-short pulse propagation in bulk transparent media that has recently been subject to several theoretical and numerical studies. The mathematical model describing this phenomenon is a challenging and complex problem and its numerical modeling limited on current modern workstations. Numerical modeling of this problem requires a parallelisation of an essentially serial algorithms and elimination of numerical bottlenecks. The main challenge to overcome is parallelisation of the globally non-local mathematical model. This thesis presents a numerical solution for elimination of numerical bottleneck associated with the non-local nature of the mathematical model. The accuracy and performance of the parallel code is identified by back-to-back testing with a similar serial version.

Estimating conditional volatility with neural networks

It is well known that one of the obstacles to effective forecasting of exchange rates is heteroscedasticity (non-stationary conditional variance). The autoregressive conditional heteroscedastic (ARCH) model and its variants have been used to estimate a time dependent variance for many financial time series. However, such models are essentially linear in form and we can ask whether a non-linear model for variance can improve results just as non-linear models (such as neural networks) for the mean have done. In this paper we consider two neural network models for variance estimation. Mixture Density Networks (Bishop 1994, Nix and Weigend 1994) combine a Multi-Layer Perceptron (MLP) and a mixture model to estimate the conditional data density. They are trained using a maximum likelihood approach. However, it is known that maximum likelihood estimates are biased and lead to a systematic under-estimate of variance. More recently, a Bayesian approach to parameter estimation has been developed (Bishop and Qazaz 1996) that shows promise in removing the maximum likelihood bias. However, up to now, this model has not been used for time series prediction. Here we compare these algorithms with two other models to provide benchmark results: a linear model (from the ARIMA family), and a conventional neural network trained with a sum-of-squares error function (which estimates the conditional mean of the time series with a constant variance noise model). This comparison is carried out on daily exchange rate data for five currencies.

Are indigenous approaches to achieving influence in business organizations distinctive? A comparative study of guanxi, wasta, jeitinho, svyazi and pulling strings

Managers in five nations rated scenarios exemplifying indigenous forms of informal influence whose cultural origins were concealed. Locally generated scenarios illustrated episodes of guanxi, wasta, jeitinho, svyazi and pulling strings. Local scenarios were judged representative of local influence processes but so too were some scenarios derived from other contexts. Furthermore, many scenarios were rated as more typical in non-local contexts. While these influence processes are found to be widely disseminated, they occur more frequently in contexts characterized by high self-enhancement values, low self-transcendence values and high endorsement of business corruptibility. Implications for a fuller understanding of local business practices are discussed. © 2012 Copyright Taylor and Francis Group, LLC.

Non-zero mean Gaussian process prior wind field models

This report outlines the derivation and application of a non-zero mean, polynomial-exponential covariance function based Gaussian process which forms the prior wind field model used in 'autonomous' disambiguation. It is principally used since the non-zero mean permits the computation of realistic local wind vector prior probabilities which are required when applying the scaled-likelihood trick, as the marginals of the full wind field prior. As the full prior is multi-variate normal, these marginals are very simple to compute.

Dynamical local models for segmentation and prediction of financial time series

In the analysis and prediction of many real-world time series, the assumption of stationarity is not valid. A special form of non-stationarity, where the underlying generator switches between (approximately) stationary regimes, seems particularly appropriate for financial markets. We introduce a new model which combines a dynamic switching (controlled by a hidden Markov model) and a non-linear dynamical system. We show how to train this hybrid model in a maximum likelihood approach and evaluate its performance on both synthetic and financial data.

Hierarchical GTM: Constructing localized non-linear projection manifolds in a principled way

It has been argued that a single two-dimensional visualization plot may not be sufficient to capture all of the interesting aspects of complex data sets, and therefore a hierarchical visualization system is desirable. In this paper we extend an existing locally linear hierarchical visualization system PhiVis ¸iteBishop98a in several directions: bf(1) We allow for em non-linear projection manifolds. The basic building block is the Generative Topographic Mapping. bf(2) We introduce a general formulation of hierarchical probabilistic models consisting of local probabilistic models organized in a hierarchical tree. General training equations are derived, regardless of the position of the model in the tree. bf(3) Using tools from differential geometry we derive expressions for local directional curvatures of the projection manifold. Like PhiVis, our system is statistically principled and is built interactively in a top-down fashion using the EM algorithm. It enables the user to interactively highlight those data in the parent visualization plot which are captured by a child model. We also incorporate into our system a hierarchical, locally selective representation of magnification factors and directional curvatures of the projection manifolds. Such information is important for further refinement of the hierarchical visualization plot, as well as for controlling the amount of regularization imposed on the local models. We demonstrate the principle of the approach on a toy data set and apply our system to two more complex 12- and 19-dimensional data sets.

Hierarchical GTM: constructing localized non-linear projection manifolds in a principled way

It has been argued that a single two-dimensional visualization plot may not be sufficient to capture all of the interesting aspects of complex data sets, and therefore a hierarchical visualization system is desirable. In this paper we extend an existing locally linear hierarchical visualization system PhiVis ¸iteBishop98a in several directions: bf(1) We allow for em non-linear projection manifolds. The basic building block is the Generative Topographic Mapping (GTM). bf(2) We introduce a general formulation of hierarchical probabilistic models consisting of local probabilistic models organized in a hierarchical tree. General training equations are derived, regardless of the position of the model in the tree. bf(3) Using tools from differential geometry we derive expressions for local directional curvatures of the projection manifold. Like PhiVis, our system is statistically principled and is built interactively in a top-down fashion using the EM algorithm. It enables the user to interactively highlight those data in the ancestor visualization plots which are captured by a child model. We also incorporate into our system a hierarchical, locally selective representation of magnification factors and directional curvatures of the projection manifolds. Such information is important for further refinement of the hierarchical visualization plot, as well as for controlling the amount of regularization imposed on the local models. We demonstrate the principle of the approach on a toy data set and apply our system to two more complex 12- and 18-dimensional data sets.

Creation of relational assets through the 'library of equipment' model:an industrial modernization approach of Japan's local technology centres

SMEs with a weak internal R&D capacity show the tendency to shy away from using external sources of technical expertise. The tendency deters providers of industrial modernization services from supporting such structurally weak SMEs. This paper examines how Japan's local technology centres - kosetsushi - remove the bottleneck and reach out to a significant proportion of SMEs with a weak R&D capacity in their localities. Kosetsushi centres sustain habitual interactions with client firms through 'low information gap' services solving immediate needs and lead the clients to a riskier and longer path toward innovation capacity building. This gives kosetsushi centres a position distinct from universities and consultancies in the regional innovation system. While long-term relationships between kosetsushi centres and their client firms can increase switching costs and produce lock-in effects, a case study of two kosetsushi centres illustrates the importance of 'low-information gap' services and relational assets created thereby to the modernization of SMEs with a weak internal R&D capacity. The paper calls for long-term commitment by the public sector if it addresses the issue through modernization services.

Motion sharpening and contrast:Gain control precedes compressive non-linearity?

Blurred edges appear sharper in motion than when they are stationary. We (Vision Research 38 (1998) 2108) have previously shown how such distortions in perceived edge blur may be accounted for by a model which assumes that luminance contrast is encoded by a local contrast transducer whose response becomes progressively more compressive as speed increases. If the form of the transducer is fixed (independent of contrast) for a given speed, then a strong prediction of the model is that motion sharpening should increase with increasing contrast. We measured the sharpening of periodic patterns over a large range of contrasts, blur widths and speeds. The results indicate that whilst sharpening increases with speed it is practically invariant with contrast. The contrast invariance of motion sharpening is not explained by an early, static compressive non-linearity alone. However, several alternative explanations are also inconsistent with these results. We show that if a dynamic contrast gain control precedes the static non-linear transducer then motion sharpening, its speed dependence, and its invariance with contrast, can be predicted with reasonable accuracy. © 2003 Elsevier Science Ltd. All rights reserved.

Molecular phase space transport in water:non-stationary random walk model

Molecular transport in phase space is crucial for chemical reactions because it defines how pre-reactive molecular configurations are found during the time evolution of the system. Using Molecular Dynamics (MD) simulated atomistic trajectories we test the assumption of the normal diffusion in the phase space for bulk water at ambient conditions by checking the equivalence of the transport to the random walk model. Contrary to common expectations we have found that some statistical features of the transport in the phase space differ from those of the normal diffusion models. This implies a non-random character of the path search process by the reacting complexes in water solutions. Our further numerical experiments show that a significant long period of non-stationarity in the transition probabilities of the segments of molecular trajectories can account for the observed non-uniform filling of the phase space. Surprisingly, the characteristic periods in the model non-stationarity constitute hundreds of nanoseconds, that is much longer time scales compared to typical lifetime of known liquid water molecular structures (several picoseconds).

Constructing localized non-linear projection manifolds in a principled way:hierarchical generative topographic mapping

It has been argued that a single two-dimensional visualization plot may not be sufficient to capture all of the interesting aspects of complex data sets, and therefore a hierarchical visualization system is desirable. In this paper we extend an existing locally linear hierarchical visualization system PhiVis (Bishop98a) in several directions: 1. We allow for em non-linear projection manifolds. The basic building block is the Generative Topographic Mapping. 2. We introduce a general formulation of hierarchical probabilistic models consisting of local probabilistic models organized in a hierarchical tree. General training equations are derived, regardless of the position of the model in the tree. 3. Using tools from differential geometry we derive expressions for local directionalcurvatures of the projection manifold. Like PhiVis, our system is statistically principled and is built interactively in a top-down fashion using the EM algorithm. It enables the user to interactively highlight those data in the parent visualization plot which are captured by a child model.We also incorporate into our system a hierarchical, locally selective representation of magnification factors and directional curvatures of the projection manifolds. Such information is important for further refinement of the hierarchical visualization plot, as well as for controlling the amount of regularization imposed on the local models. We demonstrate the principle of the approach on a toy data set andapply our system to two more complex 12- and 19-dimensional data sets.

Memory effects in a non-equilibrium growth model

We study memory effects in a kinetic roughening model. For d=1, a different dynamic scaling is uncovered in the memory dominated phases; the Kardar-Parisi-Zhang scaling is restored in the absence of noise. dc=2 represents the critical dimension where memory is shown to smoothen the roughening front (a=0). Studies on a discrete atomistic model in the same universality class reconfirm the analytical results in the large time limit, while a different scaling behavior shows up for tmodel. Results can be generalized for other nonconservative systems.

Temporal correlations of local network losses

We introduce a continuum model describing data losses in a single node of a packet-switched network (like the Internet) which preserves the discrete nature of the data loss process. By construction, the model has critical behavior with a sharp transition from exponentially small to finite losses with increasing data arrival rate. We show that such a model exhibits strong fluctuations in the loss rate at the critical point and non-Markovian power-law correlations in time, in spite of the Markovian character of the data arrival process. The continuum model allows for rather general incoming data packet distributions and can be naturally generalized to consider the buffer server idleness statistics.