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

Recently, order-preserving pattern (OPP) mining, a new sequential pattern mining method, has been proposed to mine frequent relative orders in a time series. Although frequent relative orders can be used as features to classify a time series, the mined patterns do not reflect the differences between two classes of time series well. To effectively discover the differences between time series, this paper addresses the top-k contrast OPP (COPP) mining and proposes a COPP-Miner algorithm to discover the top-k contrast patterns as features for time series classification, avoiding the problem of improper parameter setting. COPP-Miner is composed of three parts: extreme point extraction to reduce the length of the original time series, forward mining, and reverse mining to discover COPPs. Forward mining contains three steps: group pattern fusion strategy to generate candidate patterns, the support rate calculation method to efficiently calculate the support of a pattern, and two pruning strategies to further prune candidate patterns. Reverse mining uses one pruning strategy to prune candidate patterns and consists of applying the same process as forward mining. Experimental results validate the efficiency of the proposed algorithm and show that top-k COPPs can be used as features to obtain a better classification performance.

相關內容

We prove absolute regularity ($\beta$-mixing) for nonstationary and multivariate versions of two popular classes of integer-valued processes. We show how this result can be used to prove asymptotic normality of a least squares estimator of an involved model parameter.

Cloth-changing person reidentification (ReID) is a newly emerging research topic that aims to retrieve pedestrians whose clothes are changed. Since the human appearance with different clothes exhibits large variations, it is very difficult for existing approaches to extract discriminative and robust feature representations. Current works mainly focus on body shape or contour sketches, but the human semantic information and the potential consistency of pedestrian features before and after changing clothes are not fully explored or are ignored. To solve these issues, in this work, a novel semantic-aware attention and visual shielding network for cloth-changing person ReID (abbreviated as SAVS) is proposed where the key idea is to shield clues related to the appearance of clothes and only focus on visual semantic information that is not sensitive to view/posture changes. Specifically, a visual semantic encoder is first employed to locate the human body and clothing regions based on human semantic segmentation information. Then, a human semantic attention module (HSA) is proposed to highlight the human semantic information and reweight the visual feature map. In addition, a visual clothes shielding module (VCS) is also designed to extract a more robust feature representation for the cloth-changing task by covering the clothing regions and focusing the model on the visual semantic information unrelated to the clothes. Most importantly, these two modules are jointly explored in an end-to-end unified framework. Extensive experiments demonstrate that the proposed method can significantly outperform state-of-the-art methods, and more robust features can be extracted for cloth-changing persons. Compared with FSAM (published in CVPR 2021), this method can achieve improvements of 32.7% (16.5%) and 14.9% (-) on the LTCC and PRCC datasets in terms of mAP (rank-1), respectively.

It is known that different categorial grammars have surface representation in a fragment of first order multiplicative linear logic (MLL1). We show that the fragment of interest is equivalent to the recently introduced extended tensor type calculus (ETTC). ETTC is a calculus of specific typed terms, which represent tuples of strings, more precisely bipartite graphs decorated with strings. Types are derived from linear logic formulas, and rules correspond to concrete operations on these string-labeled graphs, so that they can be conveniently visualized. This provides the above mentioned fragment of MLL1 that is relevant for language modeling not only with some alternative syntax and intuitive geometric representation, but also with an intrinsic deductive system, which has been absent. In this work we consider a non-trivial notationally enriched variation of the previously introduced ETTC, which allows more concise and transparent computations. We present both a cut-free sequent calculus and a natural deduction formalism.

Sequential pattern mining (SPM) is an important branch of knowledge discovery that aims to mine frequent sub-sequences (patterns) in a sequential database. Various SPM methods have been investigated, and most of them are classical SPM methods, since these methods only consider whether or not a given pattern occurs within a sequence. Classical SPM can only find the common features of sequences, but it ignores the number of occurrences of the pattern in each sequence, i.e., the degree of interest of specific users. To solve this problem, this paper addresses the issue of repetitive nonoverlapping sequential pattern (RNP) mining and proposes the RNP-Miner algorithm. To reduce the number of candidate patterns, RNP-Miner adopts an itemset pattern join strategy. To improve the efficiency of support calculation, RNP-Miner utilizes the candidate support calculation algorithm based on the position dictionary. To validate the performance of RNP-Miner, 10 competitive algorithms and 20 sequence databases were selected. The experimental results verify that RNP-Miner outperforms the other algorithms, and using RNPs can achieve a better clustering performance than raw data and classical frequent patterns. All the algorithms were developed using the PyCharm environment and can be downloaded from //github.com/wuc567/Pattern-Mining/tree/master/RNP-Miner.

Dynamical low-rank (DLR) approximation has gained interest in recent years as a viable solution to the curse of dimensionality in the numerical solution of kinetic equations including the Boltzmann and Vlasov equations. These methods include the projector-splitting and Basis-update & Galerkin DLR integrators, and have shown promise at greatly improving the computational efficiency of kinetic solutions. However, this often comes at the cost of conservation of charge, current and energy. In this work we show how a novel macro-micro decomposition may be used to separate the distribution function into two components, one of which carries the conserved quantities, and the other of which is orthogonal to them. We apply DLR approximation to the latter, and thereby achieve a clean and extensible approach to a conservative DLR scheme which retains the computational advantages of the base scheme. Moreover, our decomposition is compatible with the projector-splitting integrator, and can therefore access second-order accuracy in time via a Strang splitting scheme. We describe a first-order integrator which can exactly conserve charge and either current or energy, as well as a second-order accurate integrator which exactly conserves charge and energy. To highlight the flexibility of the proposed macro-micro decomposition, we implement a pair of velocity space discretizations, and verify the claimed accuracy and conservation properties on a suite of plasma benchmark problems.

Numerical methods for computing the solutions of Markov backward stochastic differential equations (BSDEs) driven by continuous-time Markov chains (CTMCs) are explored. The main contributions of this paper are as follows: (1) we observe that Euler-Maruyama temporal discretization methods for solving Markov BSDEs driven by CTMCs are equivalent to exponential integrators for solving the associated systems of ordinary differential equations (ODEs); (2) we introduce multi-stage Euler-Maruyama methods for effectively solving "stiff" Markov BSDEs driven by CTMCs; these BSDEs typically arise from the spatial discretization of Markov BSDEs driven by Brownian motion; (3) we propose a multilevel spatial discretization method on sparse grids that efficiently approximates high-dimensional Markov BSDEs driven by Brownian motion with a combination of multiple Markov BSDEs driven by CTMCs on grids with different resolutions. We also illustrate the effectiveness of the presented methods with a number of numerical experiments in which we treat nonlinear BSDEs arising from option pricing problems in finance.

It has been widely observed that exact or approximate MAP (mode-seeking) decoding from natural language generation (NLG) models consistently leads to degenerate outputs (Stahlberg and Byrne, 2019, Holtzman et al., 2019). This has generally been attributed to either a fundamental inadequacy of modes in models or weaknesses in language modeling. Contrastingly in this work, we emphasize that degenerate modes can even occur in the absence of any model error, due to contamination of the training data. Specifically, we show that mixing even a tiny amount of low-entropy noise with a population text distribution can cause the data distribution's mode to become degenerate, implying that any models trained on it will be as well. As the unconditional mode of NLG models will often be degenerate, we therefore propose to apply MAP decoding to the model's distribution conditional on avoiding specific degeneracies. Using exact-search, we empirically verify that the length-conditional modes of machine translation models and language models are indeed more fluent and topical than their unconditional modes. For the first time, we also share many examples of exact modal sequences from these models, and from several variants of the LLaMA-7B model. Notably, the modes of the LLaMA models are still degenerate, showing that improvements in modeling have not fixed this issue. Because of the cost of exact mode finding algorithms, we develop an approximate mode finding approach, ACBS, which finds sequences that are both high-likelihood and high-quality. We apply this approach to LLaMA-7B, a model which was not trained for instruction following, and find that we are able to elicit reasonable outputs without any finetuning.

Despite decades of practice, finite-size errors in many widely used electronic structure theories for periodic systems remain poorly understood. For periodic systems using a general Monkhorst-Pack grid, there has been no comprehensive and rigorous analysis of the finite-size error in the Hartree-Fock theory (HF) and the second order M{\o}ller-Plesset perturbation theory (MP2), which are the simplest wavefunction based method, and the simplest post-Hartree-Fock method, respectively. Such calculations can be viewed as a multi-dimensional integral discretized with certain trapezoidal rules. Due to the Coulomb singularity, the integrand has many points of discontinuity in general, and standard error analysis based on the Euler-Maclaurin formula gives overly pessimistic results. The lack of analytic understanding of finite-size errors also impedes the development of effective finite-size correction schemes. We propose a unified analysis to obtain sharp convergence rates of finite-size errors for the periodic HF and MP2 theories. Our main technical advancement is a generalization of the result of [Lyness, 1976] for obtaining sharp convergence rates of the trapezoidal rule for a class of non-smooth integrands. Our result is applicable to three-dimensional bulk systems as well as low dimensional systems (such as nanowires and 2D materials). Our unified analysis also allows us to prove the effectiveness of the Madelung-constant correction to the Fock exchange energy, and the effectiveness of a recently proposed staggered mesh method for periodic MP2 calculations [Xing, Li, Lin, J. Chem. Theory Comput. 2021]. Our analysis connects the effectiveness of the staggered mesh method with integrands with removable singularities, and suggests a new staggered mesh method for reducing finite-size errors of periodic HF calculations.

Gaussian processes (GPs) are a popular class of Bayesian nonparametric models, but its training can be computationally burdensome for massive training datasets. While there has been notable work on scaling up these models for big data, existing methods typically rely on a stationary GP assumption for approximation, and can thus perform poorly when the underlying response surface is non-stationary, i.e., it has some regions of rapid change and other regions with little change. Such non-stationarity is, however, ubiquitous in real-world problems, including our motivating application for surrogate modeling of computer experiments. We thus propose a new Product of Sparse GP (ProSpar-GP) method for scalable GP modeling with massive non-stationary data. The ProSpar-GP makes use of a carefully-constructed product-of-experts formulation of sparse GP experts, where different experts are placed within local regions of non-stationarity. These GP experts are fit via a novel variational inference approach, which capitalizes on mini-batching and GPU acceleration for efficient optimization of inducing points and length-scale parameters for each expert. We further show that the ProSpar-GP is Kolmogorov-consistent, in that its generative distribution defines a valid stochastic process over the prediction space; such a property provides essential stability for variational inference, particularly in the presence of non-stationarity. We then demonstrate the improved performance of the ProSpar-GP over the state-of-the-art, in a suite of numerical experiments and an application for surrogate modeling of a satellite drag simulator.

Pairwise measures of dependence are a common tool to map data in the early stages of analysis with several modern examples based on maximized partitions of the pairwise sample space. Following a short survey of modern measures of dependence, we introduce a new measure which recursively splits the ranks of a pair of variables to partition the sample space and computes the $\chi^2$ statistic on the resulting bins. Splitting logic is detailed for splits maximizing a score function and randomly selected splits. Simulations indicate that random splitting produces a statistic conservatively approximated by the $\chi^2$ distribution without a loss of power to detect numerous different data patterns compared to maximized binning. Though it seems to add no power to detect dependence, maximized recursive binning is shown to produce a natural visualization of the data and the measure. Applying maximized recursive rank binning to S&P 500 constituent data suggests the automatic detection of tail dependence.

北京阿比特科技有限公司