We study the Mean-Risk model, where risk is measured by the Modified CoVaR \[ \CoVaR^{\leq}_{\alpha, \beta}(X|Y) = VaR_\beta ( X \;| \; Y + VaR_\alpha (Y) \leq 0).\] We prove that in Gaussian setting, for sufficiently small $\beta$, such model has a solution.

The use of risk measures such as the Value at Risk (VaR) or Tail Conditional Expectation (TCE) is required by the Basel Committee on Banking Supervision in determining a bank’s risk profile. However, both measures can be shown to have shortcomings in the information that they provide to regulators and investors. In this paper we present an introduction to risk measure calculations before demonstrating the weaknesses of these measures. Through the exploration of specific cases we show how familiar yet differing risk profiles have identical values for combinations of these measures. From this evidence we recommend that a sequence of several risk measures should be used to give a more accurate representation of the risk contained on banking balance sheet.

This paper investigates the dynamic tail dependence risk between BRICS economies and world energy market in the context of the COVID-19 financial crisis of 2020, to determine optimal investment decisions based on risk metrics. For this purpose, the study employs a combination of novel statistical techniques ranging from Markov Switching, GARCH and Vine copula. Using a dataset consisting of daily stock and world crude oil prices; we find high probability of transition between lower and higher volatility regimes. Furthermore, our results based on the C-Vine copula confirm the existence of two types of tail dependence: - symmetric tail dependence between South Africa and China; South Africa and Russia; and lower tail dependence between South Africa and India; South Africa and Brazil; South Africa and Oil. For the purpose of diversification in these markets, we formulate an asset allocation problem using C-vine copula-based returns and optimize it using Particle Swarm algorithm with a rebalancing strategy. The results show an inverse relationship between the risk contribution and asset allocation of South Africa and oil market supporting the existence of lower tail dependence between them. This suggests that when South African stocks are in distress, investors tend to shift their holdings in oil market. Similar results are found between China and oil. In the upper tail, South African asset allocation is found to have an inverse relationship with that of Brazil, Russia and India suggesting that these three markets might be good investment destinations when things are not good in South Africa and vice-versa.

As an emerging network paradigm, Space-Air-Ground integrated networks (SAGIN) has attracted the attentions from academia and industry. That is because SAGIN can implement seamless global coverage and connections among electronic devices in space, air, and ground spaces. Additionally, the shortages of computing and storage resources in mobile devices greatly affect the quality of experiences for intelligent applications. Hence, we devise to integrate SAGIN as an abundant resource pool into mobile edge computing environments (MEC). To facilitate efficient processing, we need to solve the optimal task offloading decisions. Different from the existing MEC task offloading solutions, we have to face some new challenges, such as the fluctuation of processing capability for an edge computing node, the uncertainty of the transmission latency caused by the heterogeneous network protocols, the uncertain amount of uploaded tasks during a period, and so on. In this paper, we firstly describe a task offloading decision problem in new challenge environments. But, we cannot use the standard robust optimization and stochastic optimization methods to obtain the optimal result under the uncertain network environments. In this paper, we propose the condition value at risk-aware distributionally robust optimization algorithm, named as CVAR-DRO, to solve the task offloading decision problem. The proposed CVAR-DRO method combines the distributionally robust optimization and the condition value at risk model for solving the optimal result. And then, We have evaluated our approach in simulation SAGIN environments with the confidence interval, the number of mobile task-offloading and the various parameters. We compare our proposed CVAR-DRO algorithm with the state-of-the-art algorithms, such as the standard robust optimization algorithm, the stochastic optimization algorithm, the DRO algorithm, and the brute algorithm. The experimental results show that CVAR-DRO can get a sub-optimal mobile task-offloading decision. Overall, CVAR-DRO is more robust than others to the new challenges mentioned above in SAGIN.

Research for a theory of quantum gravity has recently led to the use of presheaf topos. Quantum uncertainty is linked to the truth values of intuitionistic logic. This paper proposes transposing this model into a classic probability context, that of conditional mathematical expectations. A simulation of Brownian motion is offered for illustrative purposes.

The increasing rearrangement is a rewarding instrument in financial risk management. In practice, risk must be managed in different perspectives. A common example is portfolio risk which often can be seen from at least two perspectives: market value and book value. Different perspectives that is different distributions can be coupled by increasing rearrangement. One distribution is regarded as underlying, and the other distribution can be expressed as increasing rearrangement of the underlying distribution. Then, the risk measure for the latter can be expressed in terms of the underlying distribution. Our first objective is to introduce the increasing rearrangement for application in financial risk management and apply the increasing rearrangement to the class of distortion risk measures. We derive formulas to compute risk measures in terms of the underlying distribution. Afterwards, we apply our results to a series of special distortion risk measures, namely Value at Risk, Expected Shortfall, Range Value at Risk, Conditional Value at Risk, Wang's risk measure. Finally, we present the connection of increasing rearrangement to inverse transform sampling, Monte Carlo simulation, and cost-efficient strategies. Butterfly options serve as illustrative example for the method.

A good approximation for the distribution of an estimate, is vital for statistical inference. Here we give Edgeworth expansions for the conditional density and the conditional distribution of any multivariate standard estimate.

Conducting computational stress-strain analysis using finite element methods (FEM) is a common approach when dealing with the complex geometries of atherosclerosis, which is a leading cause of global mortality and complex cardiovascular disease. The considerable expense linked to FEM analysis encourages the substitution of FEM with a considerably faster data-driven machine learning (ML) approach. This study investigated the potential of end-to-end deep learning tools as a more effective substitute for FEM in predicting stress-strain fields within 2D cross sections of arterial wall. We first proposed a U-Net based fully convolutional neural network (CNN) to predict the von Mises stress and strain distribution based on the spatial arrangement of calcification within arterial wall cross-sections. Further, we developed a conditional generative adversarial network (cGAN) to enhance, particularly from the perceptual perspective, the prediction accuracy of stress and strain field maps for arterial walls with various calcification quantities and spatial configurations. On top of U-Net and cGAN, we also proposed their ensemble approaches to further improve the prediction accuracy of field maps. Our dataset, consisting of input and output images, was generated by implementing boundary conditions and extracting stress-strain field maps. The trained U-Net models can accurately predict von Mises stress and strain fields, with structural similarity index scores (SSIM) of 0.854 and 0.830 and mean squared errors of 0.017 and 0.018 for stress and strain, respectively, on a reserved test set. Meanwhile, the cGAN models in a combination of ensemble and transfer learning techniques demonstrate high accuracy in predicting von Mises stress and strain fields, as evidenced by SSIM scores of 0.890 for stress and 0.803 for strain. Additionally, mean squared errors of 0.008 for stress and 0.017 for strain further support the model's performance on a designated test set. Overall, this study developed a surrogate model for finite element analysis, which can accurately and efficiently predict stress-strain fields of arterial walls regardless of complex geometries and boundary conditions.

With the rapid development of intelligent transportation, Vehicle Ad hoc Networks (VANETs) is becoming increasingly important.As a critical component of intelligent transportation systems, the Conditional Privacy-Preserving Authentication (CPPA) scheme plays a significant role in ensuring drivers' privacy and security.However, current CPPA schemes still face limitations in terms of security and efficiency, with these schemes either imposing higher computational overhead for enhanced security or compromising some level of security to reduce overhead. Motivated by this challenge, we propose a CPPA scheme that strikes a better balance between efficiency and security.By leveraging the token mechanism to achieve multiple authentication and minimizing information leakage. Furthermore, our performance analysis demonstrates that our ECC-based algorithm can significantly reduce overhead, with pseudonymous generation requiring only 0.0039ms.

Chikungunya virus (CHIKV) and Zika virus (ZIKV) have recently emerged as global infections with consequential disability adjusted life years (DALYs) and economic burden. This study aimed to explore the spatiotemporal heterogeneity in the occurrence of CHIKV and ZIKV outbreaks throughout Barranquilla, Colombia during 2014 and 2016 and explored the potential for clustering. Incidence data were fitted using multiple Bayesian Poisson models based on a suite of explanatory variables as potential risk factors and multiple options for random effects. A best fit model was used to analyse the case incidence risk for both epidemics to identify any risk factors during their epidemics. Neighbourhoods in the northern region of Barranquilla were hotspots for the outbreaks of both CHIKV and ZIKV. Additional hotspots occurred in the south-western and central regions of the CHIKV and ZIKV outbreaks, respectively. Multivariate conditional autoregressive models strongly identified higher socioeconomic strata (SES) and residing in detached houses as risk factors for ZIKV case incidences. These novel findings challenge the belief that these infections are driven by social vulnerability and merits further study both in Barranquilla and throughout the tropical and subtropical regions of the world.

Chikungunya virus (CHIKV) and Zika virus (ZIKV) have recently emerged as global infections with consequential disability adjusted life years (DALYs) and economic burden. This study aimed to explore the spatiotemporal heterogeneity in the occurrence of CHIKV and ZIKV outbreaks throughout Barranquilla, Colombia during 2014 and 2016 and explored the potential for clustering. Incidence data were fitted using multiple Bayesian Poisson models based on a suite of explanatory variables as potential risk factors and multiple options for random effects. A best fit model was used to analyse the case incidence risk for both epidemics to identify any risk factors during their epidemics. Neighbourhoods in the northern region of Barranquilla were hotspots for the outbreaks of both CHIKV and ZIKV. Additional hotspots occurred in the south-western and central regions of the CHIKV and ZIKV outbreaks, respectively. Multivariate conditional autoregressive models strongly identified higher socioeconomic strata (SES) and residing in detached houses as risk factors for ZIKV case incidences. These novel findings challenge the belief that these infections are driven by social vulnerability and merits further study both in Barranquilla and throughout the tropical and subtropical regions of the world.

POGZ (Pogo transposable element derived with ZNF domain) is known to function as a regulator of gene expression. While variations in the POGZ gene have been associated with intellectual disabilities and developmental delays in humans, the exact pathophysiological mechanisms re-main unclear. To shed light on this, we created two lines of conditional knockout mice for Pogz, one specific to excitatory neurons (Emx1-Pogz mice) and the other to inhibitory neurons (Gad2-Pogz mice) in the brain. Emx1-Pogz mice showed a decrease in body weight, similar to total Pogz knockout mice. Although the two lines did not display significant morphological ab-normalities in the telencephalon, impaired POGZ function affected the electrophysiological prop-erties of both excitatory and inhibitory neurons differently. These findings suggest that these mouse lines could be useful tools for clarifying the precise pathophysiological mechanisms of neurodevelopmental disorders associated with POGZ gene abnormalities.

A comprehensive review on symmetry and conditional symmetry is made from the core conception of symmetry and conditional symmetry. For a dynamical system, the structure of symmetry means its robustness against the polarity change of some of the system variables. Symmetric systems typically show symmetrical dynamics and even when the symmetry is broken, symmetric pairs of coexisting attractors are born annotating the symmetry in another way. The polarity balance can be recovered by the combinations of the polarity reverse of system variables, and furthermore, it can also be restored by the offset boosting of some of the system variables if the variables lead to the polarity reverse from their functions. In this case, conditional symmetry is constructed giving a chance for a dynamical system outputting coexisting attractors. Symmetric strange attractors typically represent the flexible polarity reverse of some of the system variables, which brings more alternatives of chaotic signal and more convenience for chaos application. Symmetric and conditionally symmetric coexisting attractors can also be found in memristive systems and circuits. Therefore, symmetric chaotic system and those of conditional symmetry provide sufficient system options for chao-based applications.

With the ongoing fifth-generation cellular network (5G) deployment, electromagnetic field exposure has become a critical concern. However, measurements are scarce, and accurate electromagnetic field reconstruction in a geographic region remains challenging. This work proposes a conditional Generative Adversarial Network to address this issue. The main objective is to reconstruct the electromagnetic field exposure map accurately according to the environment’s topology from a few sensors located in an outdoor urban environment. The model is trained to learn and estimate the propagation characteristics of the electromagnetic field according to the topology of a given environment. In addition, the conditional Generative Adversarial Network based electromagnetic field mapping is compared with simple kriging. Results show that the proposed method produces accurate estimates and is a promising solution for exposure map reconstruction.

It is a challenging issue to provide a secure and conditional anonymous authentication scheme in vehicle ad hoc networks(VANETs) with low storage space and computational cost. In 2008, Lu et al. [8] proposed an conditional privacy preservation scheme called ECPP protocol. The ECPP protocol provides conditional privacy preservation to vehicles in VANETs, that is, on one hand vehicles can achieve anonymous authentication in the network, on the other hand allow to be traced and revoked if necessary. However, ECPP scheme suffers from large storage and high computational cost. In our scheme, an improved protocol based on the concept of ECPP protocol has been proposed, which uses minimal interaction steps, little storage space and less computation overhead to achieve more efficiency conditional privacy preservation(MECPP) scheme in VANETs.

This paper is devoted to change-point detection using only the ordinal structure of a time series. A statistic based on the conditional entropy of ordinal patterns characterizing the local up and down in a time series is introduced and investigated. The statistic requires only minimal a priori information on given data and shows good performance in numerical experiments.

In this paper, a novel deep learning approach based on conditional FLOW is proposed for sea clutter augmentation. Sea clutter data augmentation is important for testing detection algorithms for maritime remote sensing and surveillance due to the expensive and time-consuming nature of sea clutter data acquisition. While the conventional parametric methods face challenges in finding appropriate distributions and modeling time correlations of the sea clutter data, the proposed deep learning approach, GCC-FLOW , can learn the data distribution from the data without explicitly defining a mathematical model. Furthermore, unlike the existing generative deep learning approaches, the proposed GCC-FLOW is able to synthesize sea clutter data of arbitrary length with the stable autoregressive structure using conditional FLOW . In addition, the proposed algorithm generates sea clutter data not only with the same characteristics of the training data, but also with the interpolated characteristics of different training data by introducing a global condition variable corresponding to the target characteristic such as sea state. Experimental results demonstrate the effectiveness of the proposed GCC-FLOW in generating sea clutter data of arbitrary length under different sea state conditions.

This study introduces a novel computational approach for testing conditional independence (BB CI test) within causal Directed Acyclic Graphs (DAGs), leveraging Bayesian non-parametric bootstrap and machine learning techniques. Our method offers an alternative for validating the assumptions underpinning causal DAGs. Through simulation studies and an industrial case analysis, we demonstrate the test procedure in accurately assessing conditional independence, comparing it with the Generalized Covariance Measure (GCM) test. Our findings suggest that the BB CI test is advantageous in scenarios where existing methods may falter due to violations of model assumptions. This research contributes to the causal inference literature by providing a computational tool for researchers and practitioners to validate causal models.

In estimating logistic regression models, convergence of the maximization algorithm is critical, however, this may fail. Numerous bias correction methods for maximum likelihood estimates of the parameters have been conducted for cases of complete data sets and also longitudinal models. For binary response fixed effects panel data model, the conditional logit estimator is consistent for balanced data. When faced with missing covariates problem, researchers opt for various imputation techniques to make the data complete and without loss of generality consistent estimates still suffice asymptotically. For maximum likelihood estimates of the parameters for logistic regression in cases of imputed covariates, the optimal choice of an imputation technique which yields the best estimates with minimum variance is still elusive. The main aim of this paper is to examine the behaviour of the Hessian matrix with optimal values of the imputed covariates vector which will make the Newton-Raphson algorithm to converge faster through a reduced absolute value of the product of the score function and the inverse fisher information component. We focus on a method used to modify the conditional likelihood function through partitioning of the covariate matrix. We also confirm from the moduli of the Hessian matrices that the log likelihood of a panel data logistic model has a global maximum as the parameter estimates. Simulation results reveal that model based simulation perform better than classical imputation techniques yielding estimates with smaller bias and higher precision for the conditional maximum likelihood estimation of nonlinear panel models with single fixed effects.

This paper studies single change-point detection in the volatility of a class of parametric conditional heteroscedastic autoregressive nonlinear (CHARN) models. The conditional least-squares (CLS) estimators of the parameters are defined and are proved to be consistent. A Kolmogorov-Smirnov type-test for change-point detection is constructed and its null distribution is provided. An estimator of the change-point location is defined. Its consistency and its limiting distribution are studied in detail. A simulation experiment is carried out to assess the performance of the results which are also applied to two sets of real data.

In the realm of digital libraries, efficiently managing and accessing scientific publications necessitates automated bibliographic reference segmentation. This study addresses the challenge of accurately segmenting bibliographic references, a task complicated by the varied formats and styles of references. Focusing on the empirical evaluation of Conditional Random Fields (CRF), Bidirectional Long Short-Term Memory with CRF (BiLSTM+CRF), and Transformer Encoder with CRF (Transformer+CRF) architectures, this research employs Byte Pair Encoding and Character Embeddings for vector representation. The models underwent training on the extensive Giant corpus and subsequent evaluation on the Cora Corpus to ensure a balanced and rigorous comparison, maintaining uniformity across embedding layers, normalization techniques, and Dropout strategies. Results indicate that the BiLSTM+CRF architecture outperforms its counterparts by adeptly handling the syntactic structures prevalent in bibliographic data, achieving an F1-Score of 0.96. This outcome highlights the necessity of aligning model architecture with the specific syntactic demands of bibliographic reference segmentation tasks. Consequently, the study establishes the BiLSTM+CRF model as a superior approach within the current state-of-the-art, offering a robust solution for the challenges faced in digital library management and scholarly communication.

In this work, we treat a prediction problem via the conditional hazard function of a scalar response variable Y given a functional random variable X by using the local linear technique. The main purpose of this paper is to investigate the asymptotic normality of the nonparametric estimator of the conditional hazard function, under some general conditions. A simulation study, conducted to assess finite sample behavior, demonstrates the superiority of our method than the standard kernel method

We propose a novel method for salient object detection in different images. Our method integrates spatial features for efficient and robust representation to capture meaningful information about the salient objects. We then train a conditional random field (CRF) using the integrated features. The trained CRF model is then used to detect salient objects during the online testing stage. We perform experiments on two standard datasets and compare the performance of our method with different reference methods. Our experiments show that our method outperforms the compared methods in terms of precision, recall, and F-Measure.

Conditional Independence (CI) testing is fundamental in statistical analysis. For example, CI testing helps validate causal graphs or longitudinal data analysis with repeated measures in causal inference. CI testing is difficult, especially when testing involves categorical variables conditioned on a mixture of continuous and categorical variables. Current parametric and non-parametric testing methods designed for continuous variables and can quickly fall short in the categorical case. This paper presents a computational approach for CI testing for categorical data types, which we call computational conditional independence (CCI) testing. The test procedure is based on permutation and combines machine learning prediction algorithms and Monte Carlo Cross-Validation. We evaluated the approach through simulation studies and assessed the performance against alternative methods; the generalized covariance measure (GCM) test, the kernel conditional independence (KCI) test, and testing with multinomial regression. We find that the computational approach to testing has utility over the alternative methods, and we can achieve better control over type-I-error rates. We hope this work can expand the toolkit for CI testing for practitioners and researchers.

The branch prediction units (BPUs) generally have security vulnerabilities, which can be used by attackers to obtain the execution status, jump directions, and jump address of conditional branches, and the existing protection methods cannot defend against these attacks. Therefore, this article proposes a hardware security protection method for conditional branches of embedded systems. This method calculates the number of updates to the branch target buffer (BTB). When it exceeds the threshold, BTB is locked to prevent attackers from analyzing the execution status of branches based on the time difference of whether BTB is updated. Moreover, the hybrid physical unclonable function (PUF) circuit is designed to provide confidentiality protection for the jump directions, jump addresses, and their indexes, preventing attackers from stealing these critical data. If these mechanism fails and attackers successfully tamper with conditional branches, this paper proposes a control flow integrity (CFI) protection mechanism based on branch labels to timely detect tampering with instruction codes, jump addresses, and jump directions. The proposed method is implemented and tested on FPGA. The experimental results show that this method can achieve fine-grained security protection for conditional branches, with about 5.4% resource overhead and less than 5.5% performance overhead.

The objective of this study is to examine a nonparametric estimate , using the kernel approach, of the conditional distribution function of a scalar response variable that is given a random variable whose values take place in a separable real Hilbert space. The observations will be dependent on one another in a quasi-associated fashion. The pointwise practically perfect consistencies with rates of this estimator are established by us under some broad conditions. The study’s major objective is to investigate the convergence rate of the proposed estimator and its application in the convergence rate and asymptotic normality of the hazard function. The asymptotic normality of the developed estimator is established precisely. Simulation studies were conducted to investigate the behavior of the asymptotic property in the context of finite sample data.

In every agricultural setting, weed seeds can be found in every cubic centimeter of soil. Weed seeds, as a valuable trait underlying the fate of weed populations, exhibit differing levels of seed dormancy, ensuring their survival under uncertain conditions. Seed dormancy is considered as an innate mechanism that constrains germination under suitable conditions that would otherwise stimulate germination of non-dormant seeds. This work provides new insight into changes in germination patterns along the dormant to nondormancy continuum in seeds with physiological dormancy. Notable findings are: (1) germination synchrony can act as a new parameter that quantitatively describes dormancy patterns and subsequently weed population dynamics, (2) germination synchrony is dynamic, suggesting that the more dormancy decreases, the more synchrony is obtainable, (3) after-ripening and stratification can function as a synchronizing agent that regulates germination behavior. Brassica napus showed the most synchronous germination with the value of 3.14, while lower level of germination asynchrony was for Sinapis arvensis, with the asynchrony value of 2.25. After-ripening and stratification can act as a synchronizing factor through decreasing asynchrony level and increasing synchrony. Weed establish a firm relationship between dormancy cycling and germination synchrony patterns, ensuring their survival and reproductive strategies. By germinating in synchrony, which is accompanied by cycling mechanisms, weeds have more opportunities to persist. The synchrony model used in the present study predicts germination behavior and synchrony along the dormant to nondormancy continuum in weed seeds with physiological dormancy, suggesting a useful method for quantification of germination strategies and weed population dynamics.

Background: Bayesian Network (BN) modeling is a prominent methodology in computational systems biology. However, the incommensurability of datasets fre- quently encountered in life science domains gives rise to contextual dependence and numerical irregularities in the behavior of model selection criteria (such as MDL, Minimum Description Length) used in BN reconstruction. This renders model features, first and foremost dependency strengths, incomparable and diffi- cult to interpret. In this study, we derive and evaluate a model selection principle that addresses these problems. Results: The objective of the study is attained by (i) approaching model eval- uation as a classification problem, (ii) estimating the effect that sampling error has on the satisfiability of conditional independence criterion, as reflected by Mutual Information, and (iii) utilizing this error estimate to penalize uncertainty with the novel Minimum Uncertainty (MU) model selection principle. We vali- date our findings numerically and demonstrate the performance advantages of the MU criterion. Finally, we illustrate the advantages of the new model evaluation framework on real data examples. Conclusions: The new BN model selection principle successfully overcomes per- formance irregularities observed with MDL, offers a superior average convergence rate in BN reconstruction, and improves the interpretability and universality of resulting BNs, thus enabling direct inter-BN comparisons and evaluations.

Conditional generative adversarial networks (CGANs) learn a mapping from conditional input to observed image and perform tasks in image generation, manipulation and translation. In-situ monitoring uses sensors to obtain real-time information of additive manufacturing (AM) processes that relate to process stability and part quality. Understanding the correlations between process inputs and in-situ process signatures through machine learning can enable experimental-driven predictions of future process inputs. In this research, in-situ data obtained during a metallic powder bed fusion AM process is mapped with a CGAN. A single build of two turbine blades is monitored using EOSTATE Exposure OT, a near-infrared optical tomography system of the EOS M290 system. Layerwise images generated from the in-situ monitoring system were paired with a conditional image that labeled the specimen cross-section, laser-scan stripe overlap and z-distance to part surfaces. A CGAN was trained using the turbine blade data set and employed to generate new in-situ layerwise images for unseen conditional inputs.

Classic game theory is an important field with a long tradition of useful results. Recently, the quantum versions of classical games, such as the Prisoner's Dilemma (PD), have attracted a lot of attention. Similarly, state machines and specifically finite automata have also been under constant and thorough study for plenty of reasons. The quantum analogues of these abstract machines, like the quantum finite automata, have been studied extensively. In this work, we examine some well-known game conditional strategies that have been studied within the framework of the repeated PD game. Then, we try to associate these strategies to proper quantum finite automata that receive them as inputs and recognize them with probability 1, achieving some interesting results. We also study the quantum version of PD under the Eisert-Wilkens-Lewenstein scheme, proposing a novel conditional strategy for the repeated version of this game.

Information-theoretically provable unique true random numbers, which cannot be correlated or controlled by an attacker, can be generated based on quantum measurement of vacuum state and universal-hashing randomness extraction. Quantum entropy in the measurements decides the quality and security of the random number generator (RNG). At the same time, it directly determines the extraction ratio of true randomness from the raw data, in other words, it obviously affects quantum random bits generating rate. In this work, we commit to enhancing quantum entropy content in the vacuum noise based quantum RNG. We have taken into account main factors in this proposal to establish the theoretical model of quantum entropy content, including the effects of classical noise, the optimum dynamical analog-digital convertor (ADC) range, the local gain and the electronic gain of the homodyne system. We demonstrate that by amplifying the vacuum quantum noise, abundant quantum entropy is extractable in the step of post-processing even classical noise excursion, which may be deliberately induced by an eavesdropper, is large. Based on the discussion and the fact that the bandwidth of quantum vacuum noise is infinite, we propose large dynamical range and moderate TIA gain to pursue higher local oscillator (LO) amplification of vacuum quadrature and broader detection bandwidth in homodyne system. High true randomness extraction ratio together with high sampling rate is attainable. Experimentally, an extraction ratio of true randomness of 85.3% is achieved by finite enhancement of the laser power of the LO when classical noise excursions of the raw data is obvious.

Predicting electricity prices is a very important issue in modern society, because the associated decision process under uncertainty requires accurate forecasts for the economic agents involved. In this paper, we apply the decision tree extension of Random Forests to the prediction of electricity prices in Spain, but with the novelty of modeling prices jointly with demand, with the purpose of achieving greater accuracy than with univariate response Random Forests, particularly in price prediction, as well as understanding the effect of the input variables (lagged values of price and demand, current production levels of available energy sources) on the joint of the two outputs. The results are very encouraging, providing significant increase in price prediction accuracy. Also, interesting methodological challenges appear as far as the appropriate choice of the relative weights of price and demand in the joint modeling is concerned and a new procedure to provide the importance variable ranking is proposed. The partykit (package of R software) library allowing for multivariate Random Forests has been used.

We study the existence or absence of non-Shannon inequalities for variables that are related by functional dependencies. Although the power-set on four variables is the smallest Boolean lattice with non-Shannon inequalities there exist lattices with many more variables without non-Shannon inequalities. We search for conditions that excludes the existence of non-Shannon inequalities. It is demonstrated that planar modular lattices cannot have non-Shannon inequalities. The existence of non-Shannon inequalities is related to the question of whether a lattice is isomorphic to a lattice of subgroups of a group.

Railway has been used as one of the most crucial means of transportation in public mobility and economic development. For efficiently operating railways, the electrification system in railway infrastructure, which supplies electric power to trains, is essential facilities for stable train operation. Due to its important role, the electrification system needs to be rigorously and regularly inspected and managed. This paper presents a supervised learning method to classify Mobile Laser Scanning (MLS) data into ten target classes representing overhead wires, movable brackets and poles, which are recognized key objects in the electrification system. In general, the layout of railway electrification system shows a strong regularity of spatial relations among object classes. The proposed classifier is developed based on Conditional Random Field (CRF), which characterizes not only labeling homogeneity at short range, but also the layout compatibility between different object classes at long range in the probabilistic graphical model. This multi-range CRF model consists of a unary term and three pairwise contextual terms. In order to gain computational efficiency, MLS point clouds is converted into a set of line segments where the labeling process is applied. Support Vector Machine (SVM) is used as a local classifier considering only node features for producing the unary potentials of CRF model. As the short-range pairwise contextual term, Potts model is applied to enforce a local smoothness in short-range graph. While, long-range pairwise potentials are designed to enhance spatial regularities of both horizontal and vertical layouts among railway objects. We formulate two long-range pairwise potentials as the log posterior probability obtained by Naïve Bayes classifier. The directional layout compatibilities are characterized in probability look-up tables which represent co-occurrence rate of spatial relations in horizontal and vertical directions. The likelihood function is formulated by multivariate Gaussian distributions. In the proposed multi-range CRF model, the weight parameters to balance four sub-terms are estimated by applying the Stochastic Gradient Descent (SGD). The results show that the proposed multi-range CRF can effectively classify detailed railway elements, representing the average recall of 97.66% and the average precision of 97.07% for all classes.

Facial recognition systems are widely used systems around the globe. Their applications in real world scenarios like law enforcement, surveillance, ID card identification, information security, access control and many more has made them very important in today’s world. These systems have shown promising results and excellent performance; however, these systems need tremendous number of facial images for training before they are implemented in the real-world scenarios. The problem arises when we face lack of training images due to which the performance of such systems decreases exponentially. The problem becomes even worse when there is only one image per subject for training our facial recognition system, the probe image might contain variation like illumination, expression and disguise which are hard to be accurately recognized. Generative models have achieved great success for handling the lack of training data by generating synthetic data that resembles the original data. We have created a new method by fine tuning the basic Conditional Generative Adversarial Network (CGAN) to generate synthetic facial images provided only single image per subject. These synthetic facial images contain six variations that are smile, anger, stare, illumination and disguise. We increased the size of the dataset and then applied a convolutional neural network for facial recognition, which improved the accuracy of our system from 0.76 to 0.99.

Fault diagnosis of the gearbox is a decisive part of the modern industry to find the many gearbox defects like gear tooth crack, chipped or broken, etc. But sometimes, the nonstationary properties of vibration signal and low energy of minimal faults make this procedure very challenging. Previously, many types of techniques have been developed for gearbox condition monitoring. But most of the methods are dealing with conventional techniques of the gearbox condition monitoring, such as time-domain analysis or frequency domain analysis. Most of the conventional methods are not suitable for the nonstationary vibration signal. Thus, this paper presents a novel gearbox fault diagnosis technique using conditional temporal moments and an optimizable support vector machine (SVM). This work also presents an integrated features extraction technique based on the standard features, i.e., statistical and spectral features with the combinations of moment features. The impact of the four conditional temporal moments of each gearbox condition is also presented. This work shows that the proposed method successfully classifies and categorizes the gearbox faults at an early stage.

The novel COVID-19 disease is a contagious acute respiratory infectious disease whose causative agent has been demonstrated to be a new virus of the coronavirus family, SARS- CoV-2. Multiple studies have already reported that risk factors for severe disease include older age and the presence of at least one of several underlying health conditions. However, a recent physiopathological report and the French COVID-19 scientific council have postulated a protective effect of tobacco smoking. Thanks to a meta-analysis, we have been able to demonstrate the statistical significance in this regard of twelve series from China, France and in the US, reporting three different smoking status (current smoker,former smoker, with a smoking history) as well as disease severity (with respectively odds-ratio of 1.78 [1.08-3.10], 4.60 [3.13-7.17], 2.74 [0.63-5.89]). Subsequently and using a Bayesian approach we have established that past, and present smoking is associated with more severe COVID-19 outcomes. Finally, we refute claims linking general population smoking status (N=O(10^8) or O(10^9)) to much smaller disease course series (N=O(10^4)). The latter point in particular is presented to stimulate academic discussion, and must be further investigated by well-designed studies.

This study considers the values of the credit payments that are made at random values for both payment size and number. The simultaneous existence of the two random variables increases the total value of the volatility of the payment process. The dependence for the simultaneous influence of the two random variables is derived by applying conditional probabilistic formulations. Formal relations apply to animal husbandry credit payments. The credit policy was analyzed for the cases of regular payments and with a stochastic number of payments. A recommendation for the upper level of credit payments is proposed based on a model predictive approach using historical payment data. A credit management algorithm is derived, in which decision-making for credit payments is formally derived and numerically discussed. The application of derived quantitative relations is empirically applied to real data on animal husbandry. The recommendations from the dependencies obtained allow a reduction in the mean values of credit payments, which correspond to a reduction in the credits used for business management, without a change in business policy.

There is voluminous literature on Food Security in Africa. This study explicitly considers the spatio-temporal factors in addition to the usual FAO-based metrics in modeling and understanding the dynamics of food security and nutrition across the African continent. To better understand the complex trajectory and burden of food insecurity and nutrition in Africa, it is crucial to consider space-time factors when modeling and interpreting food security. The spatio-temporal anova model was found to be superior(employing statistical criteria) to the other there models from the spatio-temporal interaction domain models. The results of the study suggest that dietary supply adequacy, food stability, and consumption status are positively associated with severe food security, while average food supply and environmental factors have negative effects on Food Security and Nutrition. The findings also indicate that severe food insecurity and malnutrition are spatially and temporally correlated across the African continent. Spatio-temporal modeling and spatial mapping are essential components of a comprehensive practice to reduce the burden of severe food insecurity. likewise, any planning and intervention to improve the average food supply and environment to promote sustainable development should be regional instead of one size fit all.

E-commerce is a rapidly evolving global trend that is having a significant impact on consumer behavior and business strategies. Despite its growing impact, e-commerce adoption by Moroccan firms remains low and research on this topic in this context is scarce. This study aims to fill this gap by investigating the main determinants influencing e-commerce adoption by Moroccan firms. We use logit, probit, and conditional mixed process-probit models to identify the critical factors driving e-commerce adoption. Our results reveal five key findings. First, newer firms that are more open to innovation and change are more likely to adopt e-commerce. Second, firms with a higher proportion of highly educated employees are more likely to adopt e-commerce. Third, the digital skills of new employees do not directly influence the likelihood of e-commerce adoption. Fourth, being listed on digital platforms increases the likelihood of e-commerce adoption. Finally, there is a positive relationship between firms engaged in innovation activities and e-commerce adoption. These findings highlight the need for additional investment in promoting modern organizational practices, reskilling workers, and implementing advanced technologies to facilitate effective e-commerce integration among Moroccan SMEs. By addressing these challenges, Moroccan firms can harness the full potential of e-commerce and contribute to the country’s economic growth and digital transformation.

In recent years, artificial intelligence technology has widely influenced the field of design, bringing new ideas to efficiently and systematically solve urban renewal design problems. The purpose of this study is to create a stylized generation technology for building facade decoration in historic districts, which will aid in the design and control of district style and form. The goal is to use the technical advantages of conditional generative adversarial network (CGAN) in image generation and style transfer to create a method for independently designing a specific facade decoration style by interpreting image data of historical district facades. The research in this paper is based on the historical district of Putian in Fujian Province, through an experiment of image data acquisition, image processing and screening, model training, image generation, and style matching of the target area. The research found that: (1) CGAN technology can better identify and generate the decorative style of historical districts. It can realize the overall or partial scheme design of the facade; (2) in terms of adaptability, this method can provide a better scheme reference for historical district reconstruction, facade renovation, and renovation design projects. Especially for districts with obvious decorative styles, the visualization effect is better. In addition, it also has certain reference significance for the determination and design of the facade decoration style of a specific historical building; (3) This method can better learn the internal laws of the complex district style and form so as to generate a new design with a clear decoration style attribute. It can be extended to other fields of historical heritage protection to enhance practitioners' stylized control of the heritage environment and improve the efficiency and ability of professional design.

Generative models for images, audio, text and other low-dimension data have achieved great success in recent years. Generating artificial human movements can also be useful for many applications, including improvement of data augmentation methods for human gesture recognition. The object of this research is to develop a generative model for skeletal human movement, allowing to control the action type of generated motion while keeping the authenticity of the result and the natural style variability of gesture execution. We propose to use a conditional Deep Convolutional Generative Adversarial Network (DC-GAN) applied to pseudo-images representing skeletal pose sequences using Tree Structure Skeleton Image format. We evaluate our approach on the 3D-skeleton data provided in the large NTU RGB+D public dataset. Our generative model can output qualitatively correct skeletal human movements for any of its 60 action classes. We also quantitatively evaluate the performance of our model by computing Frechet Inception Distances, which shows strong correlation to human judgement. Up to our knowledge, our work is the first successful class-conditioned generative model for human skeletal motions based on pseudo-image representation of skeletal pose sequences.

The interpretation of land use and land cover (LULC) is an important issue in the fields of high-resolution remote sensing (RS) image processing and land resource management. Fully training a new or existing convolutional neural network (CNN) architecture for LULC classification requires a large amount of remote sensing images. Thus, fine-tuning a pre-trained CNN for LULC detection is required. To improve the classification accuracy for high resolution remote sensing images, it is necessary to use another feature descriptor and to adopt a classifier for post-processing. A fully connected conditional random fields (FC-CRF), to use the fine-tuned CNN layers, spectral features, and fully connected pairwise potentials, is proposed for image classification of high-resolution remote sensing images. First, an existing CNN model is adopted, and the parameters of CNN are fine-tuned by training datasets. Then, the probabilities of image pixels belong to each class type are calculated. Second, we consider the spectral features and digital surface model (DSM) and combined with a support vector machine (SVM) classifier, the probabilities belong to each LULC class type are determined. Combined with the probabilities achieved by the fine-tuned CNN, new feature descriptors are built. Finally, FC-CRF are introduced to produce the classification results, whereas the unary potentials are achieved by the new feature descriptors and SVM classifier, and the pairwise potentials are achieved by the three-band RS imagery and DSM. Experimental results show that the proposed classification scheme achieves good performance when the total accuracy is about 85%.

This paper studies the contemporaneous relationship between S&P 500 index returns and log-increments of the market volatility index (VIX) via a nonparametric copula method. Specifically, we propose a conditional dependence index to investigate how the dependence between the two series varies across different segments of the market return distribution. We find that: (a) the two series exhibit strong, negative, extreme tail dependence; (b) the negative dependence is stronger in extreme bearish markets than in extreme bullish markets; (c) the dependence gradually weakens as the market return moves toward the center of its distribution, or in quiet markets. The unique dependence structure supports the VIX as a barometer of markets' mood in general. Moreover, applying the proposed method to the S&P 500 returns and the implied variance (VIX²), we find that the nonparametric leverage effect is much stronger than the nonparametric volatility feedback effect, although, in general, both effects are weaker than the dependence relation between the market returns and the log-increments of the VIX.

We introduce a novel stochastically correlated two-factor (i.e., bivariate) diffusion process under the square-root format, for which we obtained, analytically, the corresponding solutions for the conditional moment generating functions and conditional characteristic functions. Such solutions recover verbatim those of the uncorrelated case. We believe that the The aforementioned model encompasses a range of processes similar to that produced by a bivariate square-root process in which entries are correlated in the standard way, i.e., via a constant correlation coefficient. Note that, for the latter, closed-form solutions for the conditional characteristic functions are not available. We focus on the financial scenario of obtaining closed-form expressions for the exact price of a zero-coupon bond and Asian option prices via a Fourier cosine series method.

Conditional Privacy Preserving Authentication (CPPA) schemes are an effective way of securing communications in Vehicular Adhoc Networks (VANETs), as well as ensuring user privacy and accountability. Cryptanalysis plays a crucial role in pointing out the vulnerabilities in existing schemes to enable the development of more resilient ones. In 2019, Zhang proposed a CPPA scheme for VANET security (PA-CRT), based on identity batch verification (IBV) and Chinese remainder theorem (CRT). In 2023, this scheme was crypt-analyzed by Tao. In this paper we provide our own crypt analysis of Zhang’s scheme and propose counter measures to mitigate Tao’s attacks. Furthermore, in 2021, Xiong proposed a Certificateless Aggregate Signature (CLAS) scheme which was cryptanalyzed by Shim in 2023. Xiong subsequently proposed a modified CLAS scheme which is also cryptanalyzed in this paper.

Research on image-inpainting tasks has mainly focused on enhancing performance by augmenting various stages and modules. However, this trend does not consider the increase in the number of model parameters and operational memory, which increases the burden on computational resources. To solve this problem, we propose a Parametric Efficient Image InPainting Network (PEIPNet) for efficient and effective image-inpainting. Unlike other state-of-the-art methods, the proposed model has a one-stage inpainting framework in which depthwise and pointwise convolutions are adopted to reduce the number of parameters and computational costs. To generate semantically appealing results, we selected three unique components: spatially-adaptive denormalization (SPADE), dense dilated convolution module (DDCM), and efficient self-attention (ESA). The SPADE was adopted to conditionally normalize activations according to the mask to distinguish between damaged and undamaged regions. The DDCM was employed at every scale to overcome the gradient-vanishing obstacle and gradually fill-in pixels by capturing global information along the feature maps. The ESA was utilized to obtain clues from unmasked areas by extracting long-range information. In terms of efficiency, our model has the lowest operational memory compared with other state-of-the-art methods. Both qualitative and quantitative experiments demonstrate the generalized inpainting of our method on three public datasets: Paris StreetView, CelebA, and Places2.

The interaction between oceanographic, meteorological, and hydrological factors can result in an extreme flooding scenario in the low-lying coastal area, called compound flooding (CF) events. For instance, rainfall and storm surge (or high river discharge) can be driven by the same meteorological, tropical or extra-tropical cyclones, resulting in a CF phenomenon. The trivariate distributional framework can significantly explain compound events' statistical behaviour reducing the associated high-impact flood risk. Resolving heterogenous dependency of the multidimensional CF events by incorporating traditional 3-D symmetric or fully nested Archimedean copula is quite complex. The main challenge is to preserve all lower-level dependencies. An approach based on decomposing the full multivariate density into simple local building blocks via conditional independence called vine or pair-copulas is a much more comprehensive way of approximating the trivariate flood dependence structure. In this study, a parametric vine copula of a drawable (D-vine) structure is introduced in the trivariate modelling of flooding events with 46 years of observations of the west Coast of Canada. This trivariate framework searches dependency by combining the joint impact of annual maximum 24-hr rainfall and the highest storm surge and river discharge observed within the time ±1 day of the highest rainfall event. The D-vine structures are constructed in three alternative ways by permutation of the conditioning variables. The most appropriate D-vine structure is selected using the fitness test statistics and estimating trivariate joint and conditional joint return periods. The investigation confirms that the D-vine copula can effectively define the compound phenomenon's dependency. The failure probability (FP) method is also adopted in assessing the trivariate hydrologic risk. It is observed that hydrologic events defined in the trivariate case produce higher FP than in the bivariate (or univariate) case. It is also concluded that hydrologic risk increases (i) with an increase in the service design life of the hydraulic facilities and (ii) with a decrease in return periods.

Expectation maximization (EM) algorithm is a powerful mathematical tool for estimating statistical parameter when data sample contains hidden part and observed part. EM is applied to learn finite mixture model in which the whole distribution of observed variable is average sum of partial distributions. Coverage ratio of every partial distribution is specified by the probability of hidden variable. An application of mixture model is soft clustering in which cluster is modeled by hidden variable whereas each data point can be assigned to more than one cluster and degree of such assignment is represented by the probability of hidden variable. However, such probability in traditional mixture model is simplified as a parameter, which can cause loss of valuable information. Therefore, in this research I propose a so-called conditional mixture model (CMM) in which the probability of hidden variable is modeled as a full probabilistic density function (PDF) that owns individual parameter. CMM aims to extend mixture model. I also propose an application of CMM which is called adaptive regressive model (ARM). Traditional regression model is effective when data sample is scattered equally. If data points are grouped into clusters, regression model tries to learn a unified regression function which goes through all data points. Obviously, such unified function is not effective to evaluate response variable based on grouped data points. The concept “adaptive” of ARM means that ARM solves the ineffectiveness problem by selecting the best cluster of data points firstly and then evaluating response variable within such best cluster. In order words, ARM reduces estimation space of regression model so as to gain high accuracy in calculation.

This paper aims to quantify the effect of the deadly novel coronavirus (COVID-19) pandemic outbreak on Chinese stock market performance. Shanghai Stock Exchange Composite Index and its component sector indices are examined in this study. The pandemic is represented by a lockdown dummy, new COVID-19 cases and a dummy for 3 February 2020. First, descriptive analysis is performed on these indices to compare their performances before and during the lockdown period. Next, regression analysis with Exponential Generalized Autoregressive Conditional Heteroscedasticity specification is estimated to quantify the pandemic effect on the Chinese stock market. This paper finds that health care, information technology and telecommunication services sectors were relatively more pandemic-resistant, while other sectors were more severely hurt by the pandemic outbreak. The extent to which each sector was affected by pandemic and sentiments in other financial and commodity markets were reported in details in this paper. The findings of this paper are resourceful for investors to avoid huge loss amid pandemic outburst and the China Securities Regulatory Commission in handling future pandemic occurrence to cool down excessive market sentiments.

In financial time series modelling and forecasting, combining ARMA and GARCH models tend to produce superior and reliable models for volatility persistence, half-life volatility and backtesting (application of model in real life). In Nigeria, banking stocks are mostly traded because of its potential benefits to investors. This study modelled and forecasted the Guaranty Trust (GT) Bank daily stock returns from January 2^nd 2001 to May 8^th 2017 data set collected from a secondary source. The ARMA-GARCH models, persistence, half-life and backtesting were used to analysed the collected data using student t and skewed student t distributions, and the analyses are carried out R environment using rugard and performanceAnaytics Packages. The study revealed that using the lowest information criteria values only could be misleading rather we added the use of backtesing. The ARMA(1,1)-GARCH(1,1) models fitted exhibited high persistency in the daily stock returns while the days it takes for mean-reverting of the models ranges from 5 days to 100 days but unfortunately the models failed backtesting. The results further revealed ARMA(1,1)-eGARCH (2,2) model with student t distribution provides a suitable model for evaluating the GT bank stock returns among the competing models while it takes less than 30 days for the persistence volatility to return back to its average value of the stock returns. This study recommended that researchers should adopt backtesting approach while fitting GARCH models while GT bank stocks investor should be assured that no matter the fluctuations in the stock market, the GT bank stock returns has the ability to returns to its mean price return.

Proteins are the workhorses of the cell that perform biological functions by interacting with other proteins. Many statistical methods for protein-protein interaction (PPI) have been studied without considering time-dependent changes in networks and the functionalities. I introduced a novel method that models PPI networks as being dynamic in nature and evolving time-varying multivariate distribution with Conditional Random Fields (CRF). This research is directed towards implementing this new combinatorial algorithm on massively parallel architectures such as Graphics Processing Units (GPUs) for efficient computations for large scale bioinformatics datasets. I compared Conditional Random Fields (CRF) and the proposed novel method using CRF combined with the Block Coordinate Descent algorithm for human protein-protein interaction data set. Both are implemented on GPU-Accelerated Computing Architecture and the proposed novel method showed the advantages in predicting protein-protein interaction sites. I also show that the proposed approach is more efficient in 6.13% than standalone CRF++ in predicting protein-protein interaction sites.

Object segmentation on remotely-sensed images: aerial (or very high resolution, VHS) images and satellite (or high resolution, HR) images, has been applied to many application domains, especially road extraction in which the segmented objects are served as a mandatory layer in geospatial databases. Several attempts in applying deep convolutional neural network (DCNN) to extract roads from remote sensing images have been made; however, the accuracy is still limited. In this paper, we present an enhanced DCNN framework specifically tailored for road extraction on remote sensing images by applying landscape metrics (LMs) and conditional random fields (CRFs). To improve DCNN, a modern activation function, called exponential linear unit (ELU), is employed in our network resulting in a higher number of and yet more accurate extracted roads. To further reduce falsely classified road objects, a solution based on an adoption of LMs is proposed. Finally, to sharpen the extracted roads, a CRF method is added to our framework. The experiments were conducted on Massachusetts road aerial imagery as well as THEOS satellite imagery data sets. The results showed that our proposed framework outperformed Segnet, the state-of-the-art object segmentation technique on any kinds of remote sensing imagery, in most of the cases in terms of precision, recall, and F1.

Accurate, rapid, and stable prediction of electrical energy consumption is essential for decision-making, energy management, efficient planning, and reliable power system operation. Errors in forecasting can lead to electricity shortages, wasted resources, power supply interruptions, and even grid failures. Accurate forecasting enables timely decisions for secure energy management. However, predicting future consumption is challenging due to the variable behavior of customers, requiring flexible models that capture random and complex patterns. Existing forecasting methods, both traditional and modern, have limitations and do not fully meet accuracy expectations. To address these issues, this research introduces a hybrid models that combine FCRBM based forecaster, and GWDO based optimizer, namely FS-FCRBM-GWDO approach to enhance the model performance in STLF have been developed. While some models excel in accuracy and others in convergence rate, both aspects are crucial. The main objective is to create a forecasting model that provides reliable, consistent, and precise predictions for effective energy management. This led to the development of a novel two-stage hybrid model. The first stage predicts electrical energy usage through four modules using deep learning, support vector machines, and optimization algorithms. The second stage optimizes energy management based on predicted consumption, focusing on reducing costs, managing demand surges, and balancing electricity expenses with customer inconvenience. This approach benefits both consumers and electricity corporations by lowering bills and enhancing power system stability. Simulation results validate the proposed model's efficacy and efficiency compared to benchmark models.

Dyadic data contains co-occurrences of objects, which is often modeled by finite mixture model which in turn is learned by expectation maximization (EM) algorithm. Objects in traditional dyadic data are identified by names, causing the drawback which is that it is impossible to extract implicit valuable knowledge under objects. In this research, I propose the so-called attributed dyadic data (ADD) in which each object has an informative attribute and each co-occurrence of two objects is associated with a value. ADD is flexible and covers most of structures / forms of dyadic data. Conditional mixture model (CMM), which is a variant of finite mixture model, is applied into learning ADD. Moreover, a significant feature of CMM is that any co-occurrence of two objects is based on some conditional variable. As a result, CMM can predict or estimate co-occurrent values based on regression model, which extends applications of ADD and CMM.

During the last years some new variants of Permutation entropy have been introduced and applied to EEG analysis, among them a conditional variant and variants using some additional metric information or being based on entropies different from the Shannon entropy. In some situations it is not completely clear what kind of information the new measures and their algorithmic implementations provide. We discuss the new developments and illustrate them for EEG data.

We start with the discussion on misapplication of classical probability theory by Feynman in his analysis of the two slit experiment (by following the critical argumentation of Koopman, Ballentine, and the author of this paper). The seed of Feynman's conclusion on the impossibility to apply the classical probabilistic description for the two slit experiment is treatment of conditional probabilities corresponding to different experimental contexts as unconditional ones. Then we move to the Bell type inequalities. Bell applied classical probability theory in the same manner as Feynman and, as can be expected, he also obtained the impossibility statement. In contrast to Feynman, he formulated his no-go statement not in the probabilistic terms, but by appealing to nonlocality. This note can be considered as a part of the author's attempts for getting rid off nonlocality from quantum physics.

Nonparametric assessments of police technical and scale efficiency is challenging because of the stochastic nature of criminal behavior and because of the subjective dependence on multiple decision criteria, which can lead to a more or less efficiency prospect depending on the regulation, necessity, or organizational objective. There is a trade-off between efficiency and effectiveness in many police performance assessments, i.e., efficient departments (producing more clear-ups with a given resource) are crime-specialized or cannot reproduce those good results effectively on more severe or complex occurrences. This study proposes a combined methodology for carrying out efficiency and effectiveness analysis of Police departments. A conditional non-parametric approach, which allows to include crime as an external factor in the analysis, is combined with a non-compensatory ranking based on the PROMETHEE II methodology for the approach illustrated on the multidimensional efficiency and effectiveness comparison of 145 Pernambuco (Brazil)'s police departments. The application results offer compelling perspectives for public administrations concerning the strategic prioritization of units for rewards or interventions.

The aim of this research work was to provide model for predicting stock volatility in Nigeria Stock market. To achieve this, monthly data for Nigerian stock exchange, Exchange rate, Share index and inflation rate was collected for a period of January 1990 to December 2016.The descriptive statistics revealed these variables to exhibit volatility as a characteristics of financial time –varying series. DCC Model was fitted, were the coefficients for all the parameters and that of the correlation-Targeting (rho_21) are both negative and positive and tend very close to 1 and -1, indicating that high persistence in the conditional variances. The Model DCC, satisfied the properties of a good model of conditional mean and variance of the confidential Interval (C.I) of 1 and -1, that is, the conditional variances are finites and their series are strictly stationary. This therefore implies that the Nigerian Stock Exchange, Exchange rate, share index and Inflation rate will experience a non-steady shock in the Stock market. However Each of these variables have different length of recovery (volatility half- life) ranging from 1.5month, 6.5months, 6months to 2,4months for stock exchange, exchange rate, share index and inflation rate respectively. By implication, the volatility of these variables had a long memory, persistence and mean-reverting.

One of the most important component of a Geographic Information Retrieval (GIR) is the geoparser, which performs toponym recognition, disambiguation, and geographic coordinate resolution from unstructured text domain. However, news articles which report several events across many place references mentioned in the document is not yet adequately modeled by regular geoparser types where the scope of resolution is either on toponym-level or document-level. The capacity to detect multiple events, geolocate its true locations and coordinates along with their numerical arguments are still missing from modern geoparsers, much less in Indonesian news corpora domain. We propose a novel type event geoparser which integrates an ACE-based event extraction model and provides precise event-level scope resolution. The geoparser casts the geotagging and event extraction as sequence labeling and uses Conditional Random Field with keywords feature obtained using Aggregated Topic Model as a semantic exploration from large corpus, which eventually increases the generalizability of the model. The geoparser also use Smallest Administrative Level feature along with Spatial Minimality-derived algorithm to improve the identification of Pseudo-location entities, resulting 19.4% increase for weighted F1 score. As a side effect of event extraction, the geoparser also extracts various numerical arguments and able to generate thematic choropleth map from a single news story.

We consider fractional integral operators $(I-T)^d, d \in (-1,1)$ acting on functions $g: \mathbb{Z}^{\nu} \to \mathbb{R}, \nu \ge 1 $, where $T $ is the transition operator of a random walk on $\mathbb{Z}^{\nu}$. We obtain sufficient and necessary conditions for the existence, invertibility and square summability of kernels $\tau (\mathbf{s}; d), \mathmb{s} \in \mathbb{Z}^{\nu}$ of $(I-T)^d $. Asymptotic behavior of $\tau (\mathbf{s}; d)$ as $|\mathbf{s}| \to \infty$ is identified following local limit theorem for random walk. A class of fractionally integrated random fields $X$ on $\mathbb{Z}^{\nu}$ solving the difference equation $(I-T)^d X = \varepsilon$ with white noise on the right-hand side is discussed, and their scaling limits. Several examples including fractional lattice Laplace and heat operators are studied in detail.

When extract building from high resolution remote sensing image with meter/sub-meter accuracy, the shade of trees and interference of roads are the main factors of reducing the extraction accuracy. Proposed a Bayesian Convolutional Neural Networks(BCNET) model base on standard fully convolutional networks(FCN) to solve these problems. First take building with no shade or artificial removal of shade as Sample-A, woodland as Sample-B, road as Sample-C. Set up 3 sample libraries. Learn these sample libraries respectively, get their own set of feature vector; Mixture Gauss model these feature vector set, evaluate the conditional probability density function of mixture of noise object and roofs; Improve the standard FCN from the 2 aspect:(1) Introduce atrous convolution. (2) Take conditional probability density function as the activation function of the last convolution. Carry out experiment using unmanned aerial vehicle(UVA) image, the results show that BCNET model can effectively eliminate the influence of trees and roads, the building extraction accuracy can reach 97%.

One important motivation for the implementation of the Water Framework Directive is the creation of non-market environmental benefits such as improved ecological quality, or greater opportunities for open-access river recreation via microbial pollution remediation. Pollution sources impacting on ecological or recreational water quality can be uncorrelated but non-market benefits arising from riverine improvements are typically conflated within benefit valuation studies. Using stated preference choice experiments, we seek to disaggregate these sources of value for different river users, thereby allowing decision makers to understand the consequences of adopting alternative investment strategies. Our results suggest anglers derive greater value from improvements to the ecological quality of river water, in contrast to swimmers and rowers for whom greater value is gained from improvements to recreational quality. We also find three distinct groups of respondents: a majority preferring ecological over recreational improvements, a substantial minority holding opposing preference orderings and a small proportion expressing relatively low values for either form of river quality enhancement. As such, this research demonstrates that the non-market benefits which may accrue from different types of water quality improvements are nuanced in terms of their potential beneficiaries and, by inference, their overall value and policy implications.