Hawkes Processes are a type of point process for modeling self-excitation, i.e., when the occurrence of an event makes future events more likely to occur. The corresponding self-triggering function of this type of process may be inferred through an Unconstrained Optimization-based method for maximization of its corresponding Loglikelihood function. Unfortunately, the non-convexity of this procedure, along with the ill-conditioning of the initialization of the self- triggering function parameters, may lead to a consequent instability of this method. Here, we introduce Renormalization Factors, over four types of parametric kernels, as a solution to this instability. These factors are derived for each of the self-triggering function parameters, and also for more than one parameter considered jointly. Experimental results show that the Maximum Likelihood Estimation method shows improved performance with Renormalization Factors over sets of sequences of several different lengths.
Regarding the the utilization of parametric functions for modeling SEKs in HPs: @cite_15 uses exponential kernels for modeling quick-decay in finance or web data. @cite_10 models slow decay influence with power-law kernels in earthquake, while @cite_11 performs power law modeling experiments with social media-related data.
@cite_15 @cite_10 @cite_11
1997691213 2167481706 1965447552 2950268835
Pictorial structure (PS) models are extensively used for part-based recognition of scenes, people, animals and multi-part objects. To achieve tractability, the structure and parameterization of the model is often restricted, for example, by assuming tree dependency structure and unimodal, data-independent pairwise interactions. These expressivity restrictions fail to capture important patterns in the data. On the other hand, local methods such as nearest-neighbor classification and kernel density estimation provide non-parametric flexibility but require large amounts of data to generalize well. We propose a simple semi-parametric approach that combines the tractability of pictorial structure inference with the flexibility of non-parametric methods by expressing a subset of model parameters as kernel regression estimates from a learned sparse set of exemplars. This yields query-specific, image-dependent pose priors. We develop an effective shape-based kernel for upper-body pose similarity and propose a leave-one-out loss function for learning a sparse subset of exemplars for kernel regression. We apply our techniques to two challenging datasets of human figure parsing and advance the state-of-the-art (from 80 to 86 on the Buffy dataset [8]), while using only 15 of the training data as exemplars. A method is presented for modeling application performance on parallel computers in terms of the performance of microkernels from the HPC Challenge benchmarks. Specifically, the application run time is expressed as a linear combination of inverse speeds and latencies from microkernels or system characteristics. The model parameters are obtained by an automated series of least squares fits using backward elimination to ensure statistical significance. If necessary, outliers are deleted to ensure that the final fit is robust. Typically three or four terms appear in each model: at most one each for floating-point speed, memory bandwidth, interconnect bandwidth, and interconnect latency. Such models allow prediction of application performance on future computers from easier-to-make predictions of microkernel performance. The method was used to build models for four benchmark problems involving the PARATEC and MILC scientific applications. These models not only describe performance well on the ten computers used to build the models, but also do a good job of predicting performance on three additional computers with newer design features. For the four application benchmark problems with six predictions each, the relative root mean squared error in the predicted run times varies between 13 and 16 . The method was also used to build models for the HPL and G-FFTE benchmarks in HPCC, including functional dependences on problem size and core count from complexity analysis. The model for HPL predicts performance even better than the application models do, while the model for G-FFTE systematically underpredicts run times. We present an auto-tuning approach to optimize application performance on emerging multicore architectures. The methodology extends the idea of search-based performance optimizations, popular in linear algebra and FFT libraries, to application-specific computational kernels. Our work applies this strategy to Sparse Matrix Vector Multiplication (SpMV), the explicit heat equation PDE on a regular grid (Stencil), and a lattice Boltzmann application (LBMHD). We explore one of the broadest sets of multicore architectures in the HPC literature, including the Intel Xeon Clovertown, AMD Opteron Barcelona, Sun Victoria Falls, and the Sony-Toshiba-IBM (STI) Cell. Rather than hand-tuning each kernel for each system, we develop a code generator for each kernel that allows us to identify a highly optimized version for each platform, while amortizing the human programming effort. Results show that our auto-tuned kernel applications often achieve a better than 4X improvement compared with the original code. Additionally, we analyze a Roofline performance model for each platform to reveal hardware bottlenecks and software challenges for future multicore systems and applications. A nonparametric kernel-based method for realizing Bayes' rule is proposed, based on representations of probabilities in reproducing kernel Hilbert spaces. Probabilities are uniquely characterized by the mean of the canonical map to the RKHS. The prior and conditional probabilities are expressed in terms of RKHS functions of an empirical sample: no explicit parametric model is needed for these quantities. The posterior is likewise an RKHS mean of a weighted sample. The estimator for the expectation of a function of the posterior is derived, and rates of consistency are shown. Some representative applications of the kernel Bayes' rule are presented, including Baysian computation without likelihood and filtering with a nonparametric state-space model.