Kernel-based methods work by embedding the data into a feature space and then searching linear hypothesis among the embedding data points. The performance is mostly affected by which kernel is used. A promising way is...Kernel-based methods work by embedding the data into a feature space and then searching linear hypothesis among the embedding data points. The performance is mostly affected by which kernel is used. A promising way is to learn the kernel from the data automatically. A general regularized risk functional （RRF） criterion for kernel matrix learning is proposed. Compared with the RRF criterion, general RRF criterion takes into account the geometric distributions of the embedding data points. It is proven that the distance between different geometric distdbutions can be estimated by their centroid distance in the reproducing kernel Hilbert space. Using this criterion for kernel matrix learning leads to a convex quadratically constrained quadratic programming （QCQP） problem. For several commonly used loss functions, their mathematical formulations are given. Experiment results on a collection of benchmark data sets demonstrate the effectiveness of the proposed method.展开更多
The kernel energy method(KEM) has been shown to provide fast and accurate molecular energy calculations for molecules at their equilibrium geometries.KEM breaks a molecule into smaller subsets,called kernels,for the p...The kernel energy method(KEM) has been shown to provide fast and accurate molecular energy calculations for molecules at their equilibrium geometries.KEM breaks a molecule into smaller subsets,called kernels,for the purposes of calculation.The results from the kernels are summed according to an expression characteristic of KEM to obtain the full molecule energy.A generalization of the kernel expansion to density matrices provides the full molecule density matrix and orbitals.In this study,the kernel expansion for the density matrix is examined in the context of density functional theory(DFT) Kohn-Sham(KS) calculations.A kernel expansion for the one-body density matrix analogous to the kernel expansion for energy is defined,and is then converted into a normalizedprojector by using the Clinton algorithm.Such normalized projectors are factorizable into linear combination of atomic orbitals(LCAO) matrices that deliver full-molecule Kohn-Sham molecular orbitals in the atomic orbital basis.Both straightforward KEM energies and energies from a normalized,idempotent density matrix obtained from a density matrix kernel expansion to which the Clinton algorithm has been applied are compared to reference energies obtained from calculations on the full system without any kernel expansion.Calculations were performed both for a simple proof-of-concept system consisting of three atoms in a linear configuration and for a water cluster consisting of twelve water molecules.In the case of the proof-of-concept system,calculations were performed using the STO-3 G and6-31 G(d,p) bases over a range of atomic separations,some very far from equilibrium.The water cluster was calculated in the 6-31 G(d,p) basis at an equilibrium geometry.The normalized projector density energies are more accurate than the straightforward KEM energy results in nearly all cases.In the case of the water cluster,the energy of the normalized projector is approximately four times more accurate than the straightforward KEM energy result.The KS density matrices of this study are applicable to quantum crystallography.展开更多
We present a method for derivation of the density matrix of an arbitrary multi-mode continuous variable Gaussian entangled state from its phase space representation.An explicit computer algorithm is given to reconstru...We present a method for derivation of the density matrix of an arbitrary multi-mode continuous variable Gaussian entangled state from its phase space representation.An explicit computer algorithm is given to reconstruct the density matrix from Gaussian covariance matrix and quadrature average values.As an example,we apply our method to the derivation of three-mode symmetric continuous variable entangled state.Our method can be used to analyze the entanglement and correlation in continuous variable quantum network with multi-mode quantum entanglement states.展开更多
The polar codes defined by the kernel matrix are a class of codes with low coding-decoding complexity and can achieve the Shannon limit. In this paper, a novel method to construct the 2<sup>n</sup>-dimensi...The polar codes defined by the kernel matrix are a class of codes with low coding-decoding complexity and can achieve the Shannon limit. In this paper, a novel method to construct the 2<sup>n</sup>-dimensional kernel matrix is proposed, that is based on primitive BCH codes that make use of the interception, the direct sum and adding a row and a column. For ensuring polarization of the kernel matrix, a solution is also put forward when the partial distances of the constructed kernel matrix exceed their upper bound. And the lower bound of exponent of the 2<sup>n</sup>-dimensional kernel matrix is obtained. The lower bound of exponent of our constructed kernel matrix is tighter than Gilbert-Varshamov (G-V) type, and the scaling exponent is better in the case of 16-dimensional.展开更多
稀疏线性方程组求解等高性能计算应用常常涉及稀疏矩阵向量乘(SpMV)序列Ax,A2x,…,Asx的计算.上述SpMV序列操作又称为稀疏矩阵幂函数(matrix power kernel,MPK).由于MPK执行多次SpMV且稀疏矩阵保持不变,在缓存(cache)中重用稀疏矩阵,可...稀疏线性方程组求解等高性能计算应用常常涉及稀疏矩阵向量乘(SpMV)序列Ax,A2x,…,Asx的计算.上述SpMV序列操作又称为稀疏矩阵幂函数(matrix power kernel,MPK).由于MPK执行多次SpMV且稀疏矩阵保持不变,在缓存(cache)中重用稀疏矩阵,可避免每次执行SpMV均从主存加载A,从而缓解SpMV访存受限问题,提升MPK性能.但缓存数据重用会导致相邻SpMV操作之间的数据依赖,现有MPK优化多针对单次SpMV调用,或在实现数据重用时引入过多额外开销.提出了缓存感知的MPK(cache-awareMPK,Ca-MPK),基于稀疏矩阵的依赖图,设计了体系结构感知的递归划分方法,将依赖图划分为适合缓存大小的子图/子矩阵,通过构建分割子图解耦数据依赖,根据特定顺序在子矩阵上调度执行SpMV,实现缓存数据重用.测试结果表明,Ca-MPK相对于Intel OneMKL库和最新MPK实现,平均性能提升分别多达约1.57倍和1.40倍.展开更多
The paper is related to the norm estimate of Mercer kernel matrices. The lower and upper bound estimates of Rayleigh entropy numbers for some Mercer kernel matrices on [0, 1] × [0, 1] based on the Bernstein-Durrm...The paper is related to the norm estimate of Mercer kernel matrices. The lower and upper bound estimates of Rayleigh entropy numbers for some Mercer kernel matrices on [0, 1] × [0, 1] based on the Bernstein-Durrmeyer operator kernel are obtained, with which and the approximation property of the Bernstein-Durrmeyer operator the lower and upper bounds of the Rayleigh entropy number and the l2 -norm for general Mercer kernel matrices on [0, 1] x [0, 1] are provided.展开更多
A novel diversity-sampling based nonparametric multi-modal background model is proposed. Using the samples having more popular and various intensity values in the training sequence, a nonparametric model is built for ...A novel diversity-sampling based nonparametric multi-modal background model is proposed. Using the samples having more popular and various intensity values in the training sequence, a nonparametric model is built for background subtraction. According to the related intensifies, different weights are given to the distinct samples in kernel density estimation. This avoids repeated computation using all samples, and makes computation more efficient in the evaluation phase. Experimental results show the validity of the diversity- sampling scheme and robustness of the proposed model in moving objects segmentation. The proposed algorithm can be used in outdoor surveillance systems.展开更多
Most financial signals show time dependency that,combined with noisy and extreme events,poses serious problems in the parameter estimations of statistical models.Moreover,when addressing asset pricing,portfolio select...Most financial signals show time dependency that,combined with noisy and extreme events,poses serious problems in the parameter estimations of statistical models.Moreover,when addressing asset pricing,portfolio selection,and investment strategies,accurate estimates of the relationship among assets are as necessary as are delicate in a time-dependent context.In this regard,fundamental tools that increasingly attract research interests are precision matrix and graphical models,which are able to obtain insights into the joint evolution of financial quantities.In this paper,we present a robust divergence estimator for a time-varying precision matrix that can manage both the extreme events and time-dependency that affect financial time series.Furthermore,we provide an algorithm to handle parameter estimations that uses the“maximization–minimization”approach.We apply the methodology to synthetic data to test its performances.Then,we consider the cryptocurrency market as a real data application,given its remarkable suitability for the proposed method because of its volatile and unregulated nature.展开更多
基金supported by the National Natural Science Fundation of China (60736021)the Joint Funds of NSFC-Guangdong Province(U0735003)
文摘Kernel-based methods work by embedding the data into a feature space and then searching linear hypothesis among the embedding data points. The performance is mostly affected by which kernel is used. A promising way is to learn the kernel from the data automatically. A general regularized risk functional （RRF） criterion for kernel matrix learning is proposed. Compared with the RRF criterion, general RRF criterion takes into account the geometric distributions of the embedding data points. It is proven that the distance between different geometric distdbutions can be estimated by their centroid distance in the reproducing kernel Hilbert space. Using this criterion for kernel matrix learning leads to a convex quadratically constrained quadratic programming （QCQP） problem. For several commonly used loss functions, their mathematical formulations are given. Experiment results on a collection of benchmark data sets demonstrate the effectiveness of the proposed method.
文摘The kernel energy method(KEM) has been shown to provide fast and accurate molecular energy calculations for molecules at their equilibrium geometries.KEM breaks a molecule into smaller subsets,called kernels,for the purposes of calculation.The results from the kernels are summed according to an expression characteristic of KEM to obtain the full molecule energy.A generalization of the kernel expansion to density matrices provides the full molecule density matrix and orbitals.In this study,the kernel expansion for the density matrix is examined in the context of density functional theory(DFT) Kohn-Sham(KS) calculations.A kernel expansion for the one-body density matrix analogous to the kernel expansion for energy is defined,and is then converted into a normalizedprojector by using the Clinton algorithm.Such normalized projectors are factorizable into linear combination of atomic orbitals(LCAO) matrices that deliver full-molecule Kohn-Sham molecular orbitals in the atomic orbital basis.Both straightforward KEM energies and energies from a normalized,idempotent density matrix obtained from a density matrix kernel expansion to which the Clinton algorithm has been applied are compared to reference energies obtained from calculations on the full system without any kernel expansion.Calculations were performed both for a simple proof-of-concept system consisting of three atoms in a linear configuration and for a water cluster consisting of twelve water molecules.In the case of the proof-of-concept system,calculations were performed using the STO-3 G and6-31 G(d,p) bases over a range of atomic separations,some very far from equilibrium.The water cluster was calculated in the 6-31 G(d,p) basis at an equilibrium geometry.The normalized projector density energies are more accurate than the straightforward KEM energy results in nearly all cases.In the case of the water cluster,the energy of the normalized projector is approximately four times more accurate than the straightforward KEM energy result.The KS density matrices of this study are applicable to quantum crystallography.
基金Supported by the National Natural Science Foundation of China under Grant Nos 11574400 and 11204379the Beijing Institute of Technology Research Fund Program for Young Scholarsthe NSFC-ICTP Proposal under Grant No 11981240356
文摘We present a method for derivation of the density matrix of an arbitrary multi-mode continuous variable Gaussian entangled state from its phase space representation.An explicit computer algorithm is given to reconstruct the density matrix from Gaussian covariance matrix and quadrature average values.As an example,we apply our method to the derivation of three-mode symmetric continuous variable entangled state.Our method can be used to analyze the entanglement and correlation in continuous variable quantum network with multi-mode quantum entanglement states.
文摘The polar codes defined by the kernel matrix are a class of codes with low coding-decoding complexity and can achieve the Shannon limit. In this paper, a novel method to construct the 2<sup>n</sup>-dimensional kernel matrix is proposed, that is based on primitive BCH codes that make use of the interception, the direct sum and adding a row and a column. For ensuring polarization of the kernel matrix, a solution is also put forward when the partial distances of the constructed kernel matrix exceed their upper bound. And the lower bound of exponent of the 2<sup>n</sup>-dimensional kernel matrix is obtained. The lower bound of exponent of our constructed kernel matrix is tighter than Gilbert-Varshamov (G-V) type, and the scaling exponent is better in the case of 16-dimensional.
文摘稀疏线性方程组求解等高性能计算应用常常涉及稀疏矩阵向量乘(SpMV)序列Ax,A2x,…,Asx的计算.上述SpMV序列操作又称为稀疏矩阵幂函数(matrix power kernel,MPK).由于MPK执行多次SpMV且稀疏矩阵保持不变,在缓存(cache)中重用稀疏矩阵,可避免每次执行SpMV均从主存加载A,从而缓解SpMV访存受限问题,提升MPK性能.但缓存数据重用会导致相邻SpMV操作之间的数据依赖,现有MPK优化多针对单次SpMV调用,或在实现数据重用时引入过多额外开销.提出了缓存感知的MPK(cache-awareMPK,Ca-MPK),基于稀疏矩阵的依赖图,设计了体系结构感知的递归划分方法,将依赖图划分为适合缓存大小的子图/子矩阵,通过构建分割子图解耦数据依赖,根据特定顺序在子矩阵上调度执行SpMV,实现缓存数据重用.测试结果表明,Ca-MPK相对于Intel OneMKL库和最新MPK实现,平均性能提升分别多达约1.57倍和1.40倍.
基金Supported by the Science Foundation of Zhejiang Province(Y604003)
文摘The paper is related to the norm estimate of Mercer kernel matrices. The lower and upper bound estimates of Rayleigh entropy numbers for some Mercer kernel matrices on [0, 1] × [0, 1] based on the Bernstein-Durrmeyer operator kernel are obtained, with which and the approximation property of the Bernstein-Durrmeyer operator the lower and upper bounds of the Rayleigh entropy number and the l2 -norm for general Mercer kernel matrices on [0, 1] x [0, 1] are provided.
基金Project supported by National Basic Research Program of Chinaon Urban Traffic Monitoring and Management System(Grant No .TG1998030408)
文摘A novel diversity-sampling based nonparametric multi-modal background model is proposed. Using the samples having more popular and various intensity values in the training sequence, a nonparametric model is built for background subtraction. According to the related intensifies, different weights are given to the distinct samples in kernel density estimation. This avoids repeated computation using all samples, and makes computation more efficient in the evaluation phase. Experimental results show the validity of the diversity- sampling scheme and robustness of the proposed model in moving objects segmentation. The proposed algorithm can be used in outdoor surveillance systems.
文摘Most financial signals show time dependency that,combined with noisy and extreme events,poses serious problems in the parameter estimations of statistical models.Moreover,when addressing asset pricing,portfolio selection,and investment strategies,accurate estimates of the relationship among assets are as necessary as are delicate in a time-dependent context.In this regard,fundamental tools that increasingly attract research interests are precision matrix and graphical models,which are able to obtain insights into the joint evolution of financial quantities.In this paper,we present a robust divergence estimator for a time-varying precision matrix that can manage both the extreme events and time-dependency that affect financial time series.Furthermore,we provide an algorithm to handle parameter estimations that uses the“maximization–minimization”approach.We apply the methodology to synthetic data to test its performances.Then,we consider the cryptocurrency market as a real data application,given its remarkable suitability for the proposed method because of its volatile and unregulated nature.
