Market transparency and collusion: on the UK agricultural tractor registration exchange

We review the decision by the European Commission in the case of the UK Agricultural Registration Exchange. We propose a theoretical model, offering a basis for some of the intuitive arguments used by the Commission on the anti-competitive role of information exchange in the case of price and non price collusion. Market transparency on non price data is shown to be a collusion facilitating device which may achieve stability in otherwise unstable cartels.

Pooling of forecasts

We consider forecasting using a combination, when no model coincides with a non-constant data generation process (DGP). Practical experience suggests that combining forecasts adds value, and can even dominate the best individual device. We show why this can occur when forecasting models are differentially mis-specified, and is likely to occur when the DGP is subject to location shifts. Moreover, averaging may then dominate over estimated weights in the combination. Finally, it cannot be proved that only non-encompassed devices should be retained in the combination. Empirical and Monte Carlo illustrations confirm the analysis.

An exploration of the equivalent weights particle filter

Particle filters are fully non-linear data assimilation techniques that aim to represent the probability distribution of the model state given the observations (the posterior) by a number of particles. In high-dimensional geophysical applications the number of particles required by the sequential importance resampling (SIR) particle filter in order to capture the high probability region of the posterior, is too large to make them usable. However particle filters can be formulated using proposal densities, which gives greater freedom in how particles are sampled and allows for a much smaller number of particles. Here a particle filter is presented which uses the proposal density to ensure that all particles end up in the high probability region of the posterior probability density function. This gives rise to the possibility of non-linear data assimilation in large dimensional systems. The particle filter formulation is compared to the optimal proposal density particle filter and the implicit particle filter, both of which also utilise a proposal density. We show that when observations are available every time step, both schemes will be degenerate when the number of independent observations is large, unlike the new scheme. The sensitivity of the new scheme to its parameter values is explored theoretically and demonstrated using the Lorenz (1963) model.

Efficient group communication for large-scale parallel clustering

Global communication requirements and load imbalance of some parallel data mining algorithms are the major obstacles to exploit the computational power of large-scale systems. This work investigates how non-uniform data distributions can be exploited to remove the global communication requirement and to reduce the communication cost in iterative parallel data mining algorithms. In particular, the analysis focuses on one of the most influential and popular data mining methods, the k-means algorithm for cluster analysis. The straightforward parallel formulation of the k-means algorithm requires a global reduction operation at each iteration step, which hinders its scalability. This work studies a different parallel formulation of the algorithm where the requirement of global communication can be relaxed while still providing the exact solution of the centralised k-means algorithm. The proposed approach exploits a non-uniform data distribution which can be either found in real world distributed applications or can be induced by means of multi-dimensional binary search trees. The approach can also be extended to accommodate an approximation error which allows a further reduction of the communication costs.

Conditioning and preconditioning of the optimal state estimation problem

Optimal state estimation is a method that requires minimising a weighted, nonlinear, least-squares objective function in order to obtain the best estimate of the current state of a dynamical system. Often the minimisation is non-trivial due to the large scale of the problem, the relative sparsity of the observations and the nonlinearity of the objective function. To simplify the problem the solution is often found via a sequence of linearised objective functions. The condition number of the Hessian of the linearised problem is an important indicator of the convergence rate of the minimisation and the expected accuracy of the solution. In the standard formulation the convergence is slow, indicating an ill-conditioned objective function. A transformation to different variables is often used to ameliorate the conditioning of the Hessian by changing, or preconditioning, the Hessian. There is only sparse information in the literature for describing the causes of ill-conditioning of the optimal state estimation problem and explaining the effect of preconditioning on the condition number. This paper derives descriptive theoretical bounds on the condition number of both the unpreconditioned and preconditioned system in order to better understand the conditioning of the problem. We use these bounds to explain why the standard objective function is often ill-conditioned and why a standard preconditioning reduces the condition number. We also use the bounds on the preconditioned Hessian to understand the main factors that affect the conditioning of the system. We illustrate the results with simple numerical experiments.

Towards expressive rule induction on IP network event streams

In order to gain insights into events and issues that may cause errors and outages in parts of IP networks, intelligent methods that capture and express causal relationships online (in real-time) are needed. Whereas generalised rule induction has been explored for non-streaming data applications, its application and adaptation on streaming data is mostly undeveloped or based on periodic and ad-hoc training with batch algorithms. Some association rule mining approaches for streaming data do exist, however, they can only express binary causal relationships. This paper presents the ongoing work on Online Generalised Rule Induction (OGRI) in order to create expressive and adaptive rule sets real-time that can be applied to a broad range of applications, including network telemetry data streams.

Toward a resolution of Campanulid phylogeny, with special reference to the placement of Dipsacales

Broad-scale phylogenetic analyses of the angiosperms and of the Asteridae have failed to confidently resolve relationships among the major lineages of the campanulid Asteridae (i.e., the euasterid II of APG II, 2003). To address this problem we assembled presently available sequences for a core set of 50 taxa, representing the diversity of the four largest lineages (Apiales, Aquifoliales, Asterales, Dipsacales) as well as the smaller ""unplaced"" groups (e.g., Bruniaceae, Paracryphiaceae, Columelliaceae). We constructed four data matrices for phylogenetic analysis: a chloroplast coding matrix (atpB, matK, ndhF, rbcL), a chloroplast non-coding matrix (rps16 intron, trnT-F region, trnV-atpE IGS), a combined chloroplast dataset (all seven chloroplast regions), and a combined genome matrix (seven chloroplast regions plus 18S and 26S rDNA). Bayesian analyses of these datasets using mixed substitution models produced often well-resolved and supported trees. Consistent with more weakly supported results from previous studies, our analyses support the monophyly of the four major clades and the relationships among them. Most importantly, Asterales are inferred to be sister to a clade containing Apiales and Dipsacales. Paracryphiaceae is consistently placed sister to the Dipsacales. However, the exact relationships of Bruniaceae, Columelliaceae, and an Escallonia clade depended upon the dataset. Areas of poor resolution in combined analyses may be partly explained by conflict between the coding and non-coding data partitions. We discuss the implications of these results for our understanding of campanulid phylogeny and evolution, paying special attention to how our findings bear on character evolution and biogeography in Dipsacales.

Efficient bulk-loading on dynamic metric access methods

This paper presents a new technique and two algorithms to bulk-load data into multi-way dynamic metric access methods, based on the covering radius of representative elements employed to organize data in hierarchical data structures. The proposed algorithms are sample-based, and they always build a valid and height-balanced tree. We compare the proposed algorithm with existing ones, showing the behavior to bulk-load data into the Slim-tree metric access method. After having identified the worst case of our first algorithm, we describe adequate counteractions in an elegant way creating the second algorithm. Experiments performed to evaluate their performance show that our bulk-loading methods build trees faster than the sequential insertion method regarding construction time, and that it also significantly improves search performance. (C) 2009 Elsevier B.V. All rights reserved.

Template-based quadrilateral meshing

Generating quadrilateral meshes is a highly non-trivial task, as design decisions are frequently driven by specific application demands. Automatic techniques can optimize objective quality metrics, such as mesh regularity, orthogonality, alignment and adaptivity; however, they cannot make subjective design decisions. There are a few quad meshing approaches that offer some mechanisms to include the user in the mesh generation process; however, these techniques either require a large amount of user interaction or do not provide necessary or easy to use inputs. Here, we propose a template-based approach for generating quad-only meshes from triangle surfaces. Our approach offers a flexible mechanism to allow external input, through the definition of alignment features that are respected during the mesh generation process. While allowing user inputs to support subjective design decisions, our approach also takes into account objective quality metrics to produce semi-regular, quad-only meshes that align well to desired surface features. Published by Elsevier Ltd.

On S-matrix factorization of the Landau-Lifshitz model

We consider the three-particle scattering S-matrix for the Landau-Lifshitz model by directly computing the set of the Feynman diagrams up to the second order. We show, following the analogous computations for the non-linear Schrdinger model [1, 2], that the three-particle S-matrix is factorizable in the first non-trivial order.

Coherent and semiclassical states in a magnetic field in the presence of the Aharonov-Bohm solenoid

A new approach to constructing coherent states (CS) and semiclassical states (SS) in a magnetic-solenoid field is proposed. The main idea is based on the fact that the AB solenoid breaks the translational symmetry in the xy-plane; this has a topological effect such that there appear two types of trajectories which embrace and do not embrace the solenoid. Due to this fact, one has to construct two different kinds of CS/SS which correspond to such trajectories in the semiclassical limit. Following this idea, we construct CS in two steps, first the instantaneous CS (ICS) and then the time-dependent CS/SS as an evolution of the ICS. The construction is realized for nonrelativistic and relativistic spinning particles both in (2 + 1) and (3 + 1) dimensions and gives a non-trivial example of SS/CS for systems with a nonquadratic Hamiltonian. It is stressed that CS depending on their parameters (quantum numbers) describe both pure quantum and semiclassical states. An analysis is represented that classifies parameters of the CS in such respect. Such a classification is used for the semiclassical decompositions of various physical quantities.

Linear covariant gauges on the lattice

Linear covariant gauges, such as Feynman gauge, are very useful in perturbative calculations. Their non-perturbative formulation is, however, highly non-trivial. In particular, it is a challenge to define linear covariant gauges on a lattice. We consider a class of gauges in lattice gauge theory that coincides with the perturbative definition of linear covariant gauges in the formal continuum limit. The corresponding gauge-fixing procedure is described and analyzed in detail, with an application to the pure SU(2) case. In addition, results for the gluon propagator in the two-dimensional case are given. (C) 2008 Elsevier B.V. All rights reserved.

An algorithm for automatic checking of exercises in a dynamic geometry system: iGeom

One of the key issues in e-learning environments is the possibility of creating and evaluating exercises. However, the lack of tools supporting the authoring and automatic checking of exercises for specifics topics (e.g., geometry) drastically reduces advantages in the use of e-learning environments on a larger scale, as usually happens in Brazil. This paper describes an algorithm, and a tool based on it, designed for the authoring and automatic checking of geometry exercises. The algorithm dynamically compares the distances between the geometric objects of the student`s solution and the template`s solution, provided by the author of the exercise. Each solution is a geometric construction which is considered a function receiving geometric objects (input) and returning other geometric objects (output). Thus, for a given problem, if we know one function (construction) that solves the problem, we can compare it to any other function to check whether they are equivalent or not. Two functions are equivalent if, and only if, they have the same output when the same input is applied. If the student`s solution is equivalent to the template`s solution, then we consider the student`s solution as a correct solution. Our software utility provides both authoring and checking tools to work directly on the Internet, together with learning management systems. These tools are implemented using the dynamic geometry software, iGeom, which has been used in a geometry course since 2004 and has a successful track record in the classroom. Empowered with these new features, iGeom simplifies teachers` tasks, solves non-trivial problems in student solutions and helps to increase student motivation by providing feedback in real time. (c) 2008 Elsevier Ltd. All rights reserved.

HFD groups in the Solovay model

Hajnal and Juhasz proved that under CH there is a hereditarily separable, hereditarily normal topological group without non-trivial convergent sequences that is countably compact and not Lindelof. The example constructed is a topological subgroup H subset of 2(omega 1) that is an HFD with the following property (P) the projection of H onto every partial product 2(I) for I is an element of vertical bar omega(1)vertical bar(omega) is onto. Any such group has the necessary properties. We prove that if kappa is a cardinal of uncountable cofinality, then in the model obtained by forcing over a model of CH with the measure algebra on 2(kappa), there is an HFD topological group in 2(omega 1) which has property (P). Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.

THE LOWER CENTRAL AND DERIVED SERIES OF THE BRAID GROUPS OF THE FINITELY-PUNCTURED SPHERE

Motivated in part by the study of Fadell-Neuwirth short exact sequences, we determine the lower central and derived series for the braid groups of the finitely-punctured sphere. For n >= 1, the class of m-string braid groups B(m)(S(2)\{x(1), ... , x(n)}) of the n-punctured sphere includes the usual Artin braid groups B(m) (for n = 1), those of the annulus, which are Artin groups of type B (for n = 2), and affine Artin groups of type (C) over tilde (for n = 3). We first consider the case n = 1. Motivated by the study of almost periodic solutions of algebraic equations with almost periodic coefficients, Gorin and Lin calculated the commutator subgroup of the Artin braid groups. We extend their results, and show that the lower central series (respectively, derived series) of B(m) is completely determined for all m is an element of N (respectively, for all m not equal 4). In the exceptional case m = 4, we obtain some higher elements of the derived series and its quotients. When n >= 2, we prove that the lower central series (respectively, derived series) of B(m)(S(2)\{x(1), ... , x(n)}) is constant from the commutator subgroup onwards for all m >= 3 (respectively, m >= 5). The case m = 1 is that of the free group of rank n - 1. The case n = 2 is of particular interest notably when m = 2 also. In this case, the commutator subgroup is a free group of infinite rank. We then go on to show that B(2)(S(2)\{x(1), x(2)}) admits various interpretations, as the Baumslag-Solitar group BS(2, 2), or as a one-relator group with non-trivial centre for example. We conclude from this latter fact that B(2)(S(2)\{x(1), x(2)}) is residually nilpotent, and that from the commutator subgroup onwards, its lower central series coincides with that of the free product Z(2) * Z. Further, its lower central series quotients Gamma(i)/Gamma(i+1) are direct sums of copies of Z(2), the number of summands being determined explicitly. In the case m >= 3 and n = 2, we obtain a presentation of the derived subgroup, from which we deduce its Abelianization. Finally, in the case n = 3, we obtain partial results for the derived series, and we prove that the lower central series quotients Gamma(i)/Gamma(i+1) are 2-elementary finitely-generated groups.