This paper is to investigate the high-quality analytical reconstructions of multiple source-translation computed tomography (mSTCT) under an extended field of view (FOV). Under the larger FOVs, the previously proposed backprojection filtration (BPF) algorithms for mSTCT, including D-BPF and S-BPF, make some intolerable errors in the image edges due to an unstable backprojection weighting factor and the half-scan mode, which deviates from the intention of mSTCT imaging. In this paper, to achieve reconstruction with as little error as possible under the extremely extended FOV, we propose two strategies, including deriving a no-weighting D-BPF (NWD-BPF) for mSTCT and introducing BPFs into a special full-scan mSTCT (F-mSTCT) to balance errors, i.e., abbreviated as FD-BPF and FS-BPF. For the first strategy, we eliminate this unstable backprojection weighting factor by introducing a special variable relationship in D-BPF. For the second strategy, we combine the F-mSTCT geometry with BPFs to study the performance and derive a suitable redundant weighting function for F-mSTCT. The experiments demonstrate our proposed methods for these strategies. Among them, NWD-BPF can weaken the instability at the image edges but blur the details, and FS-BPF can get high-quality stable images under the extremely extended FOV imaging a large object but requires more projections than FD-BPF. For different practical requirements in extending FOV imaging, we give suggestions on algorithm selection.
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This paper investigates the temporal patterns of activity in the cryptocurrency market with a focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022. Market activity measures - logarithmic returns, volume, and transaction number, sampled every 10 seconds, were divided into intraday and intraweek periods and then further decomposed into recurring and noise components via correlation matrix formalism. The key findings include the distinctive market behavior from traditional stock markets due to the nonexistence of trade opening and closing. This was manifest in three enhanced-activity phases aligning with Asian, European, and U.S. trading sessions. An intriguing pattern of activity surge in 15-minute intervals, particularly at full hours, was also noticed, implying the potential role of algorithmic trading. Most notably, recurring bursts of activity in bitcoin and ether were identified to coincide with the release times of significant U.S. macroeconomic reports such as Nonfarm payrolls, Consumer Price Index data, and Federal Reserve statements. The most correlated daily patterns of activity occurred in 2022, possibly reflecting the documented correlations with U.S. stock indices in the same period. Factors that are external to the inner market dynamics are found to be responsible for the repeatable components of the market dynamics, while the internal factors appear to be substantially random, which manifests itself in a good agreement between the empirical eigenvalue distributions in their bulk and the random matrix theory predictions expressed by the Marchenko-Pastur distribution. The findings reported support the growing integration of cryptocurrencies into the global financial markets.
Graph algorithms play an important role in many computer science areas. In order to solve problems that can be modeled using graphs, it is necessary to use a data structure that can represent those graphs in an efficient manner. On top of this, an infrastructure should be build that will assist in implementing common algorithms or developing specialized ones. Here, a new Java library is introduced, called Graph4J, that uses a different approach when compared to existing, well-known Java libraries such as JGraphT, JUNG and Guava Graph. Instead of using object-oriented data structures for graph representation, a lower-level model based on arrays of primitive values is utilized, that drastically reduces the required memory and the running times of the algorithm implementations. The design of the library, the space complexity of the graph structures and the time complexity of the most common graph operations are presented in detail, along with an experimental study that evaluates its performance, when compared to the other libraries. Emphasis is given to infrastructure related aspects, that is graph creation, inspection, alteration and traversal. The improvements obtained for other implemented algorithms are also analyzed and it is shown that the proposed library significantly outperforms the existing ones.
In this paper, we investigate the physical layer security capabilities of reconfigurable intelligent surface (RIS) empowered wireless systems. In more detail, we consider a general system model, in which the links between the transmitter (TX) and the RIS as well as the links between the RIS and the legitimate receiver are modeled as mixture Gamma (MG) random variables (RVs). Moreover, the link between the TX and eavesdropper is also modeled as a MG RV. Building upon this system model, we derive the probability of zero-secrecy capacity as well as the probability of information leakage. Finally, we extract the average secrecy rate for both cases of TX having full and partial channel state information knowledge.
The forecasting and computation of the stability of chaotic systems from partial observations are tasks for which traditional equation-based methods may not be suitable. In this computational paper, we propose data-driven methods to (i) infer the dynamics of unobserved (hidden) chaotic variables (full-state reconstruction); (ii) time forecast the evolution of the full state; and (iii) infer the stability properties of the full state. The tasks are performed with long short-term memory (LSTM) networks, which are trained with observations (data) limited to only part of the state: (i) the low-to-high resolution LSTM (LH-LSTM), which takes partial observations as training input, and requires access to the full system state when computing the loss; and (ii) the physics-informed LSTM (PI-LSTM), which is designed to combine partial observations with the integral formulation of the dynamical system's evolution equations. First, we derive the Jacobian of the LSTMs. Second, we analyse a chaotic partial differential equation, the Kuramoto-Sivashinsky (KS), and the Lorenz-96 system. We show that the proposed networks can forecast the hidden variables, both time-accurately and statistically. The Lyapunov exponents and covariant Lyapunov vectors, which characterize the stability of the chaotic attractors, are correctly inferred from partial observations. Third, the PI-LSTM outperforms the LH-LSTM by successfully reconstructing the hidden chaotic dynamics when the input dimension is smaller or similar to the Kaplan-Yorke dimension of the attractor. This work opens new opportunities for reconstructing the full state, inferring hidden variables, and computing the stability of chaotic systems from partial data.
Interpreting natural language is an increasingly important task in computer algorithms due to the growing availability of unstructured textual data. Natural Language Processing (NLP) applications rely on semantic networks for structured knowledge representation. The fundamental properties of semantic networks must be taken into account when designing NLP algorithms, yet they remain to be structurally investigated. We study the properties of semantic networks from ConceptNet, defined by 7 semantic relations from 11 different languages. We find that semantic networks have universal basic properties: they are sparse, highly clustered, and many exhibit power-law degree distributions. Our findings show that the majority of the considered networks are scale-free. Some networks exhibit language-specific properties determined by grammatical rules, for example networks from highly inflected languages, such as e.g. Latin, German, French and Spanish, show peaks in the degree distribution that deviate from a power law. We find that depending on the semantic relation type and the language, the link formation in semantic networks is guided by different principles. In some networks the connections are similarity-based, while in others the connections are more complementarity-based. Finally, we demonstrate how knowledge of similarity and complementarity in semantic networks can improve NLP algorithms in missing link inference.
A primary challenge of physics-informed machine learning (PIML) is its generalization beyond the training domain, especially when dealing with complex physical problems represented by partial differential equations (PDEs). This paper aims to enhance the generalization capabilities of PIML, facilitating practical, real-world applications where accurate predictions in unexplored regions are crucial. We leverage the inherent causality and temporal sequential characteristics of PDE solutions to fuse PIML models with recurrent neural architectures based on systems of ordinary differential equations, referred to as neural oscillators. Through effectively capturing long-time dependencies and mitigating the exploding and vanishing gradient problem, neural oscillators foster improved generalization in PIML tasks. Extensive experimentation involving time-dependent nonlinear PDEs and biharmonic beam equations demonstrates the efficacy of the proposed approach. Incorporating neural oscillators outperforms existing state-of-the-art methods on benchmark problems across various metrics. Consequently, the proposed method improves the generalization capabilities of PIML, providing accurate solutions for extrapolation and prediction beyond the training data.
This paper focuses on investigating the density convergence of a fully discrete finite difference method when applied to numerically solve the stochastic Cahn--Hilliard equation driven by multiplicative space-time white noises. The main difficulty lies in the control of the drift coefficient that is neither globally Lipschitz nor one-sided Lipschitz. To handle this difficulty, we propose a novel localization argument and derive the strong convergence rate of the numerical solution to estimate the total variation distance between the exact and numerical solutions. This along with the existence of the density of the numerical solution finally yields the convergence of density in $L^1(\mathbb{R})$ of the numerical solution. Our results partially answer positively to the open problem emerged in [J. Cui and J. Hong, J. Differential Equations (2020)] on computing the density of the exact solution numerically.
Long-span bridges are subjected to a multitude of dynamic excitations during their lifespan. To account for their effects on the structural system, several load models are used during design to simulate the conditions the structure is likely to experience. These models are based on different simplifying assumptions and are generally guided by parameters that are stochastically identified from measurement data, making their outputs inherently uncertain. This paper presents a probabilistic physics-informed machine-learning framework based on Gaussian process regression for reconstructing dynamic forces based on measured deflections, velocities, or accelerations. The model can work with incomplete and contaminated data and offers a natural regularization approach to account for noise in the measurement system. An application of the developed framework is given by an aerodynamic analysis of the Great Belt East Bridge. The aerodynamic response is calculated numerically based on the quasi-steady model, and the underlying forces are reconstructed using sparse and noisy measurements. Results indicate a good agreement between the applied and the predicted dynamic load and can be extended to calculate global responses and the resulting internal forces. Uses of the developed framework include validation of design models and assumptions, as well as prognosis of responses to assist in damage detection and structural health monitoring.
In this paper we develop a novel neural network model for predicting implied volatility surface. Prior financial domain knowledge is taken into account. A new activation function that incorporates volatility smile is proposed, which is used for the hidden nodes that process the underlying asset price. In addition, financial conditions, such as the absence of arbitrage, the boundaries and the asymptotic slope, are embedded into the loss function. This is one of the very first studies which discuss a methodological framework that incorporates prior financial domain knowledge into neural network architecture design and model training. The proposed model outperforms the benchmarked models with the option data on the S&P 500 index over 20 years. More importantly, the domain knowledge is satisfied empirically, showing the model is consistent with the existing financial theories and conditions related to implied volatility surface.
Hashing has been widely used in approximate nearest search for large-scale database retrieval for its computation and storage efficiency. Deep hashing, which devises convolutional neural network architecture to exploit and extract the semantic information or feature of images, has received increasing attention recently. In this survey, several deep supervised hashing methods for image retrieval are evaluated and I conclude three main different directions for deep supervised hashing methods. Several comments are made at the end. Moreover, to break through the bottleneck of the existing hashing methods, I propose a Shadow Recurrent Hashing(SRH) method as a try. Specifically, I devise a CNN architecture to extract the semantic features of images and design a loss function to encourage similar images projected close. To this end, I propose a concept: shadow of the CNN output. During optimization process, the CNN output and its shadow are guiding each other so as to achieve the optimal solution as much as possible. Several experiments on dataset CIFAR-10 show the satisfying performance of SRH.
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