Beherrschung stark korrelierter Logistik- und Produktions-Prozesse

Bei der Simulation von Logistik- und Produktionssystem werden Zufallszahlengeneratoren verwendet, um stochastische Einflüsse zu modellieren. Ein wichtiges Qualitätsmerkmal dieser Generatoren ist die Er-zeugung möglichst unabhängiger Zufallszahlen. Werden jedoch reale Prozesse betrachtet, so sind die Daten im Allgemeinen nicht unabhängig. Diese Arbeit befasst sich mit der Analyse von Praxisdaten bezüglich des Auftretens von Abhängigkeiten. Dazu werden Korrelationsstrukturen gesucht. Außerdem wird gezeigt, dass unabhängige Zufallszahlen in der Regel ungeeignet sind, um stochastische Prozesse mit ausgeprägten Abhängigkeiten zu modellieren.

Linear Bayes policy for learning in contextual-bandits

Machine and Statistical Learning techniques are used in almost all online advertisement systems. The problem of discovering which content is more demanded (e.g. receive more clicks) can be modeled as a multi-armed bandit problem. Contextual bandits (i.e., bandits with covariates, side information or associative reinforcement learning) associate, to each specific content, several features that define the “context” in which it appears (e.g. user, web page, time, region). This problem can be studied in the stochastic/statistical setting by means of the conditional probability paradigm using the Bayes’ theorem. However, for very large contextual information and/or real-time constraints, the exact calculation of the Bayes’ rule is computationally infeasible. In this article, we present a method that is able to handle large contextual information for learning in contextual-bandits problems. This method was tested in the Challenge on Yahoo! dataset at ICML2012’s Workshop “new Challenges for Exploration & Exploitation 3”, obtaining the second place. Its basic exploration policy is deterministic in the sense that for the same input data (as a time-series) the same results are obtained. We address the deterministic exploration vs. exploitation issue, explaining the way in which the proposed method deterministically finds an effective dynamic trade-off based solely in the input-data, in contrast to other methods that use a random number generator.

A randomised controlled trial investigating the effect of lutein and antioxidant dietary supplementation on visual function in healthy eyes

Background & aims It has been suggested that retinal lutein may improve visual acuity for images that are illuminated by white light. Our aim was to determine the effect of a lutein and antioxidant dietary supplement on visual function. Methods A prospective, 9- and 18-month, double-masked randomised controlled trial. For the 9-month trial, 46 healthy participants were randomised (using a random number generator) to placebo (n=25) or active (n=21) groups. Twenty-nine of these subjects went on to complete 18 months of supplementation, 15 from the placebo group, and 14 from the active group. The active group supplemented daily with 6mg lutein combined with vitamins and minerals. Outcome measures were distance and near visual acuity, contrast sensitivity, and photostress recovery time. The study had 80% power at the 5% significance level for each outcome measure. Data were collected at baseline, 9, and 18 months. Results There were no statistically significant differences between groups for any of the outcome measures over 9 or 18 months. Conclusion There was no evidence of effect of 9 or 18 months of daily supplementation with a lutein-based nutritional supplement on visual function in this group of people with healthy eyes. ISRCTN78467674.

Effect of lutein and antioxidant dietary supplementation on contrast sensitivity in age-related macular disease:A randomized controlled trial

Objective: The aim of the study is to determine the effect of lutein combined with vitamin and mineral supplementation on contrast sensitivity in people with age-related macular disease (ARMD). Design: A prospective, 9-month, double-masked randomized controlled trial. Setting: Aston University, Birmingham, UK and a UK optometric clinical practice. Subjects: Age-related maculopathy (ARM) and atrophic age-related macular degeneration (AMD) participants were randomized (using a random number generator) to either placebo (n = 10) or active (n=15) groups. Three of the placebo group and two of the active group dropped out. Interventions: The active group supplemented daily with 6 mg lutein combined with vitamins and minerals. The outcome measure was contrast sensitivity (CS) measured using the Pelli-Robson chart, for which the study had 80% power at the 5% significance level to detect a change of 0.3log units. Results: The CS score increased by 0.07 ± 0.07 and decreased by 0.02 ± 0.18 log units for the placebo and active groups, respectively. The difference between these values is not statistically significant (z = 0.903, P = 0.376). Conclusion: The results suggest that 6 mg of lutein supplementation in combination with other antioxidants is not beneficial for this group. Further work is required to establish optimum dosage levels.

A randomised controlled trial investigating the effect of nutritional supplementation on visual function in normal, and age-related macular disease affected eyes:design and methodology [ISRCTN78467674]

Background: Age-related macular disease is the leading cause of blind registration in the developed world. One aetiological hypothesis involves oxidation, and the intrinsic vulnerability of the retina to damage via this process. This has prompted interest in the role of antioxidants, particularly the carotenoids lutein and zeaxanthin, in the prevention and treatment of this eye disease. Methods: The aim of this randomised controlled trial is to determine the effect of a nutritional supplement containing lutein, vitamins A, C and E, zinc, and copper on measures of visual function in people with and without age-related macular disease. Outcome measures are distance and near visual acuity, contrast sensitivity, colour vision, macular visual field, glare recovery, and fundus photography. Randomisation is achieved via a random number generator, and masking achieved by third party coding of the active and placebo containers. Data collection will take place at nine and 18 months, and statistical analysis will employ Student's t test. Discussion: A paucity of treatment modalities for age-related macular disease has prompted research into the development of prevention strategies. A positive effect on normals may be indicative of a role of nutritional supplementation in preventing or delaying onset of the condition. An observed benefit in the age-related macular disease group may indicate a potential role of supplementation in prevention of progression, or even a degree reversal of the visual effects caused by this condition.

Does mode of follow-up influence contraceptive use after medical abortion in a low-resource setting? Secondary outcome analysis of a non-inferiority randomized controlled trial

BACKGROUND: Post-abortion contraceptive use in India is low and the use of modern methods of contraception is rare, especially in rural areas. This study primarily compares contraceptive use among women whose abortion outcome was assessed in-clinic with women who assessed their abortion outcome at home, in a low-resource, primary health care setting. Moreover, it investigates how background characteristics and abortion service provision influences contraceptive use post-abortion. METHODS: A randomized controlled, non-inferiority, trial (RCT) compared clinic follow-up with home-assessment of abortion outcome at 2 weeks post-abortion. Additionally, contraceptive-use at 3 months post-abortion was investigated through a cross-sectional follow-up interview with a largely urban sub-sample of women from the RCT. Women seeking abortion with a gestational age of up to 9 weeks and who agreed to a 2-week follow-up were included (n = 731). Women with known contraindications to medical abortions, Hb < 85 mg/l and aged below 18 were excluded. Data were collected between April 2013 and August 2014 in six primary health-care clinics in Rajasthan. A computerised random number generator created the randomisation sequence (1:1) in blocks of six. Contraceptive use was measured at 2 weeks among women successfully followed-up (n = 623) and 3 months in the sub-set of women who were included if they were recruited at one of the urban study sites, owned a phone and agreed to a 3-month follow-up (n = 114). RESULTS: There were no differences between contraceptive use and continuation between study groups at 3 months (76 % clinic follow-up, 77 % home-assessment), however women in the clinic follow-up group were most likely to adopt a contraceptive method at 2 weeks (62 ± 12 %), while women in the home-assessment group were most likely to adopt a method after next menstruation (60 ± 13 %). Fifty-two per cent of women who initiated a method at 2 weeks chose the 3-month injection or the copper intrauterine device. Only 4 % of women preferred sterilization. Caste, educational attainment, or type of residence did not influence contraceptive use. CONCLUSIONS: Simplified follow-up after early medical abortion will not change women's opportunities to access contraception in a low-resource setting, if contraceptive services are provided as intra-abortion services as early as on day one. Women's postabortion contraceptive use at 3 months is unlikely to be affected by mode of followup after medical abortion, also in a low-resource setting. Clinical guidelines need to encourage intra-abortion contraception, offering the full spectrum of evidence-based methods, especially long-acting reversible methods. TRIAL REGISTRATION: Clinicaltrials.gov NCT01827995.

Análise experimental do efeito da diversificação em carteiras de ações: a relação entre risco e quantidade de ativos sob a ótica da estratégia ingênua

The objective is to analyze the relationship between risk and number of stocks of a portfolio for an individual investor when stocks are chosen by "naive strategy". For this, we carried out an experiment in which individuals select actions to reproduce this relationship. 126 participants were informed that the risk of first choice would be an asset average of all standard deviations of the portfolios consist of a single asset, and the same procedure should be used for portfolios composed of two, three and so on, up to 30 actions . They selected the assets they want in their portfolios without the support of a financial analysis. For comparison we also tested a hypothetical simulation of 126 investors who selected shares the same universe, through a random number generator. Thus, each real participant is compensated for random hypothetical investor facing the same opportunity. Patterns were observed in the portfolios of individual participants, characterizing the curves for the components of the samples. Because these groupings are somewhat arbitrary, it was used a more objective measure of behavior: a simple linear regression for each participant, in order to predict the variance of the portfolio depending on the number of assets. In addition, we conducted a pooled regression on all observations by analyzing cross-section. The result of pattern occurs on average but not for most individuals, many of which effectively "de-diversify" when adding seemingly random bonds. Furthermore, the results are slightly worse using a random number generator. This finding challenges the belief that only a small number of titles is necessary for diversification and shows that there is only applicable to a large sample. The implications are important since many individual investors holding few stocks in their portfolios

Análise experimental do efeito da diversificação em carteiras de ações: a relação entre risco e quantidade de ativos sob a ótica da estratégia ingênua

The objective is to analyze the relationship between risk and number of stocks of a portfolio for an individual investor when stocks are chosen by "naive strategy". For this, we carried out an experiment in which individuals select actions to reproduce this relationship. 126 participants were informed that the risk of first choice would be an asset average of all standard deviations of the portfolios consist of a single asset, and the same procedure should be used for portfolios composed of two, three and so on, up to 30 actions . They selected the assets they want in their portfolios without the support of a financial analysis. For comparison we also tested a hypothetical simulation of 126 investors who selected shares the same universe, through a random number generator. Thus, each real participant is compensated for random hypothetical investor facing the same opportunity. Patterns were observed in the portfolios of individual participants, characterizing the curves for the components of the samples. Because these groupings are somewhat arbitrary, it was used a more objective measure of behavior: a simple linear regression for each participant, in order to predict the variance of the portfolio depending on the number of assets. In addition, we conducted a pooled regression on all observations by analyzing cross-section. The result of pattern occurs on average but not for most individuals, many of which effectively "de-diversify" when adding seemingly random bonds. Furthermore, the results are slightly worse using a random number generator. This finding challenges the belief that only a small number of titles is necessary for diversification and shows that there is only applicable to a large sample. The implications are important since many individual investors holding few stocks in their portfolios

Improved Cryptoanalysis of the Self-shrinking P-adic Cryptographic Generator

The Self-shrinking p-adic cryptographic generator (SSPCG) is a fast software stream cipher. Improved cryptoanalysis of the SSPCG is introduced. This cryptoanalysis makes more precise the length of the period of the generator. The linear complexity and the cryptography resistance against most recently used attacks are invesigated. Then we discuss how such attacks can be avoided. The results show that the sequence generated by a SSPCG has a large period, large linear complexity and is stable against the cryptographic attacks. This gives the reason to consider the SSPSG as suitable for critical cryptographic applications in stream cipher encryption algorithms.

Random-walk-based characterisation of multiple access interference in a DS/SSMA system

The problem of calculating the probability of error in a DS/SSMA system has been extensively studied for more than two decades. When random sequences are employed some conditioning must be done before the application of the central limit theorem is attempted, leading to a Gaussian distribution. The authors seek to characterise the multiple access interference as a random-walk with a random number of steps, for random and deterministic sequences. Using results from random-walk theory, they model the interference as a K-distributed random variable and use it to calculate the probability of error in the form of a series, for a DS/SSMA system with a coherent correlation receiver and BPSK modulation under Gaussian noise. The asymptotic properties of the proposed distribution agree with other analyses. This is, to the best of the authors' knowledge, the first attempt to propose a non-Gaussian distribution for the interference. The modelling can be extended to consider multipath fading and general modulation

Moving along the mental number line: Interactions between whole-body motion and numerical cognition

Active head turns to the left and right have recently been shown to influence numerical cognition by shifting attention along the mental number line. In the present study, we found that passive whole-body motion influences numerical cognition. In a random-number generation task (Experiment 1), leftward and downward displacement of participants facilitated small number generation, whereas rightward and upward displacement facilitated the generation of large numbers. Influences of leftward and rightward motion were also found for the processing of auditorily presented numbers in a magnitude-judgment task (Experiment 2). Additionally, we investigated the reverse effect of the number-space association (Experiment 3). Participants were displaced leftward or rightward and asked to detect motion direction as fast as possible while small or large numbers were auditorily presented. When motion detection was difficult, leftward motion was detected faster when hearing small number and rightward motion when hearing large number. We provide new evidence that bottom-up vestibular activation is sufficient to interact with the higher-order spatial representation underlying numerical cognition. The results show that action planning or motor activity is not necessary to influence spatial attention. Moreover, our results suggest that self-motion perception and numerical cognition can mutually influence each other.

A fitting algorithm for random modeling the PLC channel

The characteristics of the power-line communication (PLC) channel are difficult to model due to the heterogeneity of the networks and the lack of common wiring practices. To obtain the full variability of the PLC channel, random channel generators are of great importance for the design and testing of communication algorithms. In this respect, we propose a random channel generator that is based on the top-down approach. Basically, we describe the multipath propagation and the coupling effects with an analytical model. We introduce the variability into a restricted set of parameters and, finally, we fit the model to a set of measured channels. The proposed model enables a closed-form description of both the mean path-loss profile and the statistical correlation function of the channel frequency response. As an example of application, we apply the procedure to a set of in-home measured channels in the band 2-100 MHz whose statistics are available in the literature. The measured channels are divided into nine classes according to their channel capacity. We provide the parameters for the random generation of channels for all nine classes, and we show that the results are consistent with the experimental ones. Finally, we merge the classes to capture the entire heterogeneity of in-home PLC channels. In detail, we introduce the class occurrence probability, and we present a random channel generator that targets the ensemble of all nine classes. The statistics of the composite set of channels are also studied, and they are compared to the results of experimental measurement campaigns in the literature.

A Matrix PRNG with S-Box Output Filtering

We describe a modification to a previously published pseudorandom number generator improving security while maintaining high performance. The proposed generator is based on the powers of a word-packed block upper triangular matrix and it is designed to be fast and easy to implement in software since it mainly involves bitwise operations between machine registers and, in our tests, it presents excellent security and statistical characteristics. The modifications include a new, key-derived s-box based nonlinear output filter and improved seeding and extraction mechanisms. This output filter can also be applied to other generators.

From rogue waves to random walks:nonlinear instabilities in supercontinuum generation

The noise properties of supercontinuum generation continue to be a subject of wide interest within both pure and applied physics. Aside from immediate applications in supercontinuum source development, detailed studies of supercontinuum noise mechanisms have attracted interdisciplinary attention because of links with extreme instabilities in other physical systems, especially the infamous and destructive oceanic rogue waves. But the instabilities inherent in supercontinuum generation can also be interpreted in terms of natural links with the general field of random processes, and this raises new possibilities for applications in areas such as random number generation. In this contribution we will describe recent work where we interpret supercontinuum intensity and phase fluctuations in this way.

Random walks and random numbers from supercontinuum generation

We report a numerical study showing how the random intensity and phase fluctuations across the bandwidth of a broadband optical supercontinuum can be interpreted in terms of the random processes of random walks and Lévy flights. We also describe how the intensity fluctuations can be applied to physical random number generation. We conclude that the optical supercontinuum provides a highly versatile means of studying and generating a wide class of random processes at optical wavelengths. © 2012 Optical Society of America.