亚洲男人的天堂2018av,欧美草比,久久久久久免费视频精选,国色天香在线看免费,久久久久亚洲av成人片仓井空

E-cash was invented in 1982 by David Chaum as an anonymous cryptographic electronic cash system based on blind signatures. It is not a decentralized form of money as Bitcoin. It requires trust on the server or Mint issuing the e-cash tokens and validating the transactions for preventing double spends. Moreover, the users also need to trust the Mint to not debase the value of e-cash tokens by Minting an uncontrolled number. In particular, this is critical for e-cash tokens representing a note of another asset as a currency, or bitcoin, or another cryptocurrency. Thus it would be suitable to implement a public auditing system providing a proof of reserves that ensures that the Mint is not engaging into a fractional reserve system. In this article we describe how to implement a proof of reserves system for Chaumian Mints. The protocol also provides a proof of non-double spends.

The asynchronous and unidirectional communication model supported by mailboxes is a key reason for the success of actor languages like Erlang and Elixir for implementing reliable and scalable distributed systems. While many actors may send messages to some actor, only the actor may (selectively) receive from its mailbox. Although actors eliminate many of the issues stemming from shared memory concurrency, they remain vulnerable to communication errors such as protocol violations and deadlocks. Mailbox types are a novel behavioural type system for mailboxes first introduced for a process calculus by de'Liguoro and Padovani in 2018, which capture the contents of a mailbox as a commutative regular expression. Due to aliasing and nested evaluation contexts, moving from a process calculus to a programming language is challenging. This paper presents Pat, the first programming language design incorporating mailbox types, and describes an algorithmic type system. We make essential use of quasi-linear typing to tame some of the complexity introduced by aliasing. Our algorithmic type system is necessarily co-contextual, achieved through a novel use of backwards bidirectional typing, and we prove it sound and complete with respect to our declarative type system. We implement a prototype type checker, and use it to demonstrate the expressiveness of Pat on a factory automation case study and a series of examples from the Savina actor benchmark suite.

Many multivariate data sets exhibit a form of positive dependence, which can either appear globally between all variables or only locally within particular subgroups. A popular notion of positive dependence that allows for localized positivity is positive association. In this work we introduce the notion of extremal positive association for multivariate extremes from threshold exceedances. Via a sufficient condition for extremal association, we show that extremal association generalizes extremal tree models. For H\"usler--Reiss distributions the sufficient condition permits a parametric description that we call the metric property. As the parameter of a H\"usler--Reiss distribution is a Euclidean distance matrix, the metric property relates to research in electrical network theory and Euclidean geometry. We show that the metric property can be localized with respect to a graph and study surrogate likelihood inference. This gives rise to a two-step estimation procedure for locally metrical H\"usler--Reiss graphical models. The second step allows for a simple dual problem, which is implemented via a gradient descent algorithm. Finally, we demonstrate our results on simulated and real data.

Because of the high approximation power and simplicity of computation of smooth radial basis functions (RBFs), in recent decades they have received much attention for function approximation. These RBFs contain a shape parameter that regulates the relation between their accuracy and stability. A difficulty in approximation via smooth RBFs is optimal selection of shape parameter. The aim of this paper is to introduce an alternative for smooth RBFs, which in addition to overcoming this difficulty, its approximation power is almost equal to RBFs....

We consider kernel-based learning in samplet coordinates with l1-regularization. The application of an l1-regularization term enforces sparsity of the coefficients with respect to the samplet basis. Therefore, we call this approach samplet basis pursuit. Samplets are wavelet-type signed measures, which are tailored to scattered data. They provide similar properties as wavelets in terms of localization, multiresolution analysis, and data compression. The class of signals that can sparsely be represented in a samplet basis is considerably larger than the class of signals which exhibit a sparse representation in the single-scale basis. In particular, every signal that can be represented by the superposition of only a few features of the canonical feature map is also sparse in samplet coordinates. We propose the efficient solution of the problem under consideration by combining soft-shrinkage with the semi-smooth Newton method and compare the approach to the fast iterative shrinkage thresholding algorithm. We present numerical benchmarks as well as applications to surface reconstruction from noisy data and to the reconstruction of temperature data using a dictionary of multiple kernels.

We study the problem of computing an optimal policy of an infinite-horizon discounted constrained Markov decision process (constrained MDP). Despite the popularity of Lagrangian-based policy search methods used in practice, the oscillation of policy iterates in these methods has not been fully understood, bringing out issues such as violation of constraints and sensitivity to hyper-parameters. To fill this gap, we employ the Lagrangian method to cast a constrained MDP into a constrained saddle-point problem in which max/min players correspond to primal/dual variables, respectively, and develop two single-time-scale policy-based primal-dual algorithms with non-asymptotic convergence of their policy iterates to an optimal constrained policy. Specifically, we first propose a regularized policy gradient primal-dual (RPG-PD) method that updates the policy using an entropy-regularized policy gradient, and the dual via a quadratic-regularized gradient ascent, simultaneously. We prove that the policy primal-dual iterates of RPG-PD converge to a regularized saddle point with a sublinear rate, while the policy iterates converge sublinearly to an optimal constrained policy. We further instantiate RPG-PD in large state or action spaces by including function approximation in policy parametrization, and establish similar sublinear last-iterate policy convergence. Second, we propose an optimistic policy gradient primal-dual (OPG-PD) method that employs the optimistic gradient method to update primal/dual variables, simultaneously. We prove that the policy primal-dual iterates of OPG-PD converge to a saddle point that contains an optimal constrained policy, with a linear rate. To the best of our knowledge, this work appears to be the first non-asymptotic policy last-iterate convergence result for single-time-scale algorithms in constrained MDPs.

The Pearson correlation coefficient is generally not invariant under common marginal transforms, but such an invariance property may hold true for specific models such as independence. A bivariate random vector is said to have an invariant correlation if its Pearson correlation coefficient remains unchanged under any common marginal transforms. We characterize all models of such a random vector via a certain combination of independence and the strongest positive dependence called comonotonicity. In particular, we show that the class of exchangeable copulas with invariant correlation is precisely described by what we call positive Fr\'echet copulas. We then extend the concept of invariant correlation to multi-dimensional models, and characterize the set of all invariant correlation matrices via the clique partition polytope. We also propose a positive regression dependent model which admits any prescribed invariant correlation matrix. Finally, all our characterization results of invariant correlation, except one special case, remain the same if the common marginal transforms are confined to the set of increasing ones.

Several recent papers have recently shown that higher order graph neural networks can achieve better accuracy than their standard message passing counterparts, especially on highly structured graphs such as molecules. These models typically work by considering higher order representations of subgraphs contained within a given graph and then perform some linear maps between them. We formalize these structures as permutation equivariant tensors, or P-tensors, and derive a basis for all linear maps between arbitrary order equivariant P-tensors. Experimentally, we demonstrate this paradigm achieves state of the art performance on several benchmark datasets.

Prediction, in regression and classification, is one of the main aims in modern data science. When the number of predictors is large, a common first step is to reduce the dimension of the data. Sufficient dimension reduction (SDR) is a well established paradigm of reduction that keeps all the relevant information in the covariates X that is necessary for the prediction of Y . In practice, SDR has been successfully used as an exploratory tool for modelling after estimation of the sufficient reduction. Nevertheless, even if the estimated reduction is a consistent estimator of the population, there is no theory that supports this step when non-parametric regression is used in the imputed estimator. In this paper, we show that the asymptotic distribution of the non-parametric regression estimator is the same regardless if the true SDR or its estimator is used. This result allows making inferences, for example, computing confidence intervals for the regression function avoiding the curse of dimensionality.

Accurate price predictions are essential for market participants in order to optimize their operational schedules and bidding strategies, especially in the current context where electricity prices become more volatile and less predictable using classical approaches. Locational Marginal Pricing (LMP) pricing mechanism is used in many modern power markets, where the traditional approach utilizes optimal power flow (OPF) solvers. However, for large electricity grids this process becomes prohibitively time-consuming and computationally intensive. Machine learning solutions could provide an efficient tool for LMP prediction, especially in energy markets with intermittent sources like renewable energy. The study evaluates the performance of popular machine learning and deep learning models in predicting LMP on multiple electricity grids. The accuracy and robustness of these models in predicting LMP is assessed considering multiple scenarios. The results show that machine learning models can predict LMP 4-5 orders of magnitude faster than traditional OPF solvers with 5-6\% error rate, highlighting the potential of machine learning models in LMP prediction for large-scale power models with the help of hardware solutions like multi-core CPUs and GPUs in modern HPC clusters.