This paper proposed a method to judge whether the point is inside or outside of the simple convex polygon by the intersection of the vertical line. It determined the point to an area enclosed by two straight lines, then convert the problem of determining whether a point is inside or outside of a convex polygon into the problem of determining whether a point is inside or outside of a quadrilateral. After that, use the ray method to judge it. The complexity of this algorithm is O(1) to O(n). As the experimental results show, the algorithm has fewer intersections and greatly improves the efficiency of the judgment.
相關內容
Current practices in metric evaluation focus on one single dataset, e.g., Newstest dataset in each year's WMT Metrics Shared Task. However, in this paper, we qualitatively and quantitatively show that the performances of metrics are sensitive to data. The ranking of metrics varies when the evaluation is conducted on different datasets. Then this paper further investigates two potential hypotheses, i.e., insignificant data points and the deviation of Independent and Identically Distributed (i.i.d) assumption, which may take responsibility for the issue of data variance. In conclusion, our findings suggest that when evaluating automatic translation metrics, researchers should take data variance into account and be cautious to claim the result on a single dataset, because it may leads to inconsistent results with most of other datasets.
We present PHORHUM, a novel, end-to-end trainable, deep neural network methodology for photorealistic 3D human reconstruction given just a monocular RGB image. Our pixel-aligned method estimates detailed 3D geometry and, for the first time, the unshaded surface color together with the scene illumination. Observing that 3D supervision alone is not sufficient for high fidelity color reconstruction, we introduce patch-based rendering losses that enable reliable color reconstruction on visible parts of the human, and detailed and plausible color estimation for the non-visible parts. Moreover, our method specifically addresses methodological and practical limitations of prior work in terms of representing geometry, albedo, and illumination effects, in an end-to-end model where factors can be effectively disentangled. In extensive experiments, we demonstrate the versatility and robustness of our approach. Our state-of-the-art results validate the method qualitatively and for different metrics, for both geometric and color reconstruction.
Given a set $P$ of $n$ points in the plane, the $k$-center problem is to find $k$ congruent disks of minimum possible radius such that their union covers all the points in $P$. The $2$-center problem is a special case of the $k$-center problem that has been extensively studied in the recent past \cite{CAHN,HT,SH}. In this paper, we consider a generalized version of the $2$-center problem called \textit{proximity connected} $2$-center (PCTC) problem. In this problem, we are also given a parameter $\delta\geq 0$ and we have the additional constraint that the distance between the centers of the disks should be at most $\delta$. Note that when $\delta=0$, the PCTC problem is reduced to the $1$-center(minimum enclosing disk) problem and when $\delta$ tends to infinity, it is reduced to the $2$-center problem. The PCTC problem first appeared in the context of wireless networks in 1992 \cite{ACN0}, but obtaining a nontrivial deterministic algorithm for the problem remained open. In this paper, we resolve this open problem by providing a deterministic $O(n^2\log n)$ time algorithm for the problem.
This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff function, where random variables are drawn from a distribution induced by a distributional map. For general distributional maps, the problem of finding saddle points is in general computationally burdensome, even if the distribution is known. To enable a tractable solution approach, we introduce the notion of equilibrium points -- which are saddle points for the stationary stochastic minimax problem that they induce -- and provide conditions for their existence and uniqueness. We demonstrate that the distance between the two solution types is bounded provided that the objective has a strongly-convex-strongly-concave payoff and a Lipschitz continuous distributional map. We develop deterministic and stochastic primal-dual algorithms and demonstrate their convergence to the equilibrium point. In particular, by modeling errors emerging from a stochastic gradient estimator as sub-Weibull random variables, we provide error bounds in expectation and in high probability that hold for each iteration. Moreover, we show convergence to a neighborhood almost surely. Finally, we investigate a condition on the distributional map -- which we call opposing mixture dominance -- that ensures that the objective is strongly-convex-strongly-concave. We tailor the convergence results for the primal-dual algorithms to this opposing mixture dominance setup.
The naive importance sampling (IS) estimator generally does not work well in examples involving simultaneous inference on several targets, as the importance weights can take arbitrarily large values, making the estimator highly unstable. In such situations, alternative multiple IS estimators involving samples from multiple proposal distributions are preferred. Just like the naive IS, the success of these multiple IS estimators crucially depends on the choice of the proposal distributions. The selection of these proposal distributions is the focus of this article. We propose three methods: (i) a geometric space filling approach, (ii) a minimax variance approach, and (iii) a maximum entropy approach. The first two methods are applicable to any IS estimator, whereas the third approach is described in the context of Doss's (2010) two-stage IS estimator. For the first method, we propose a suitable measure of 'closeness' based on the symmetric Kullback-Leibler divergence, while the second and third approaches use estimates of asymptotic variances of Doss's (2010) IS estimator and Geyer's (1994) reverse logistic regression estimator, respectively. Thus, when samples from the proposal distributions are obtained by running Markov chains, we provide consistent spectral variance estimators for these asymptotic variances. The proposed methods for selecting proposal densities are illustrated using various detailed examples.
This paper is concerned with numerical algorithms for Biot model. By introducing an intermediate variable, the classical 2-field Biot model is written into a 3-field formulation. Based on such a 3-field formulation, we propose a coupled algorithm, some time-extrapolation based decoupled algorithms, and an iterative decoupled algorithm. Our focus is the analysis of the iterative decoupled algorithm. It is shown that the convergence of the iterative decoupled algorithm requires no extra assumptions on physical parameters or stabilization parameters. Numerical experiments are provided to demonstrate the accuracy and efficiency of the proposed method.
The metriplectic formalism is useful for describing complete dynamical systems which conserve energy and produce entropy. This creates challenges for model reduction, as the elimination of high-frequency information will generally not preserve the metriplectic structure which governs long-term stability of the system. Based on proper orthogonal decomposition, a provably convergent metriplectic reduced-order model is formulated which is guaranteed to maintain the algebraic structure necessary for energy conservation and entropy formation. Numerical results on benchmark problems show that the proposed method is remarkably stable, leading to improved accuracy over long time scales at a moderate increase in cost over naive methods.
The stochastic gradient Langevin Dynamics is one of the most fundamental algorithms to solve sampling problems and non-convex optimization appearing in several machine learning applications. Especially, its variance reduced versions have nowadays gained particular attention. In this paper, we study two variants of this kind, namely, the Stochastic Variance Reduced Gradient Langevin Dynamics and the Stochastic Recursive Gradient Langevin Dynamics. We prove their convergence to the objective distribution in terms of KL-divergence under the sole assumptions of smoothness and Log-Sobolev inequality which are weaker conditions than those used in prior works for these algorithms. With the batch size and the inner loop length set to $\sqrt{n}$, the gradient complexity to achieve an $\epsilon$-precision is $\tilde{O}((n+dn^{1/2}\epsilon^{-1})\gamma^2 L^2\alpha^{-2})$, which is an improvement from any previous analyses. We also show some essential applications of our result to non-convex optimization.
It is shown, with two sets of indicators that separately load on two distinct factors, independent of one another conditional on the past, that if it is the case that at least one of the factors causally affects the other, then, in many settings, the process will converge to a factor model in which a single factor will suffice to capture the covariance structure among the indicators. Factor analysis with one wave of data can then not distinguish between factor models with a single factor versus those with two factors that are causally related. Therefore, unless causal relations between factors can be ruled out a priori, alleged empirical evidence from one-wave factor analysis for a single factor still leaves open the possibilities of a single factor or of two factors that causally affect one another. The implications for interpreting the factor structure of psychological scales, such as self-report scales for anxiety and depression, or for happiness and purpose, are discussed. The results are further illustrated through simulations to gain insight into the practical implications of the results in more realistic settings prior to the convergence of the processes. Some further generalizations to an arbitrary number of underlying factors are noted.
We present a novel static analysis technique to derive higher moments for program variables for a large class of probabilistic loops with potentially uncountable state spaces. Our approach is fully automatic, meaning it does not rely on externally provided invariants or templates. We employ algebraic techniques based on linear recurrences and introduce program transformations to simplify probabilistic programs while preserving their statistical properties. We develop power reduction techniques to further simplify the polynomial arithmetic of probabilistic programs and define the theory of moment-computable probabilistic loops for which higher moments can precisely be computed. Our work has applications towards recovering probability distributions of random variables and computing tail probabilities. The empirical evaluation of our results demonstrates the applicability of our work on many challenging examples.
注冊地址： 北京市海淀區羊坊店路18號2幢3層301-191