Fast Ridge Regression with Randomized Principal Component Analysis and Gradient Descent

We propose a new two stage algorithm LING for large scale regression problems. LING has the same risk as the well known Ridge Regression under the fixed design setting and can be computed much faster. Our experiments have shown that LING performs well in terms of both prediction accuracy and computational efficiency compared with other large scale regression algorithms like Gradient Descent, Stochastic Gradient Descent and Principal Component Regression on both simulated and real datasets

Heat flux sensor research and development: The cool film calorimeter

The goal was to meet the measurement requirement of the NASP program for a gauge capable of measuring heat flux into a 'typical' structure in a 'typical' hypersonic flight environment. A device is conceptually described that has fast response times and is small enough to fit in leading edge or cowl lip structures. The device relies heavily on thin film technology. The main conclusion is the description of the limitations of thin film technology both in the art of fabrication and in the assumption that thin films have the same material properties as the original bulk material. Three gauges were designed and fabricated. Thin film deposition processes were evaluated. The effect of different thin film materials on the performance and fabrication of the gauge was studied. The gauges were tested in an arcjet facility. Survivability and accuracy were determined under various hostile environment conditions

Self-heated thermocouples for far-infrared detection

A novel self-heated Bi-Sb thermocouple for far-infrared detection has been developed. The detector is suitable for integration with monolithic antennas and imaging arrays. The device is fabricated in a single photolithography masking step using a photoresist-bridge technique. This bridge technique has also been used to make microbolometers with lower 1/f noise than those made by two conventional masking steps. The thermocouples have a noise equivalent power (NEP) of 7×10^−10 W/(√Hz) and a 3-dB frequency response of 150 kHz

Aging on Parisi's tree

We present a detailed study of simple `tree' models for off equilibrium dynamics and aging in glassy systems. The simplest tree describes the landscape of a random energy model, whereas multifurcating trees occur in the solution of the Sherrington-Kirkpatrick model. An important ingredient taken from these models is the exponential distribution of deep free-energies, which translate into a power-law distribution of the residence time within metastable `valleys'. These power law distributions have infinite mean in the spin-glass phase and this leads to the aging phenomenon. To each level of the tree are associated an overlap and the exponent of the time distribution. We solve these models for a finite (but arbitrary) number of levels and show that a two level tree accounts very well for many experimental observations (thermoremanent magnetisation, a.c susceptibility, second noise spectrum....). We introduce the idea that the deepest levels of the tree correspond to equilibrium dynamics whereas the upper levels correspond to aging. Temperature cycling experiments suggest that the borderline between the two is temperature dependent. The spin-glass transition corresponds to the temperature at which the uppermost level is put out of equilibrium but is subsequently followed by a sequence of (dynamical) phase transitions corresponding to non equilibrium dynamics within deeper and deeper levels. We tentatively try to relate this `tree' picture to the real space `droplet' model, and speculate on how the final description of spin-glasses might look like.Comment: 30 pages, RevTeX, 9 figures, available on request, report # 077 / SPEC / 199

Florida's West Coast inlets: shoreline effects and recommended action

This report responds to the 1986 Beaches Bill which, in recognition of the potential deleterious impact on Florida's beaches of inlets modified for navigation, mandated a study of those inlets with identification of recommended action to reduce the impacts. This report addresses west Coast inlets; East Coast inlets are the subject of a companion report. There are 37 inlets along that portion of Florida's West Coast commencing from Pensacola Bay Entrance to Caxambas Pass at the south end of Marco Island. Compared to those on the East Coast, most West Coast inlets have not had the deleterious effects on the adjacent beaches, yet all modified inlets without proper management have the potential of impacting unfavorably on the adjacent shorelines. Moreover, at present there is interest in opening three West Coast entrances which either have been open in the past (Midnight Pass) or which have opened occasionally (Navarre Pass and Entrance to Phillips Lake). A review of inlets in their natural condition demonstrates the presence of a shallow broad outer bar across which the longshore transport Occurs. These shallow and shifting bar features were unsuitable for navigation which in many cases has led to the deepening of the channels and fixing with one or two jetty structures. Inlets in this modified state along with inappropriate maintenance practices have the potential of placing great ero$ional stress along the adjacent beaches. Moreover. channel dredging can reduce wave sheltering of the shoreline by ebb tidal shoals and alter the equilibrium of the affected shoreline segments. The ultimate in poor sand management practice is the placement of good quality beach sand in water depths too great for the sand to reenter the longshore system under natural forces; depths of 12 ft. or less are considered appropriate for Florida in order to maintain the sand in the system. With the interference of the nearshore sediment transport processes by inlets modified for navigation, if the adjacent beaches are to be stabilized there must be an active monitoring program with commitment to placement of dredged material of beach quality on shoreline segments of documented need. Several East Coast inlets have such transfer facilities; however. the quantities of sand transferred should be increased. Although an evolution and improvement in the technical capability to manage sand resources in the vicinity of inlets is expected, an adequate capability exists today and a concerted program should be made to commence a scheduled implementation of this capability at those entrances causing greatest erosional stress on the adjacent shorelines. A brief summary review for each of the 37 West Coast inlets is presented including: a scaled aerial photograph, brief historical information, several items related to sediment losses at each inlet and special characteristics relevant to State responsibilities. For each inlet, where appropriate, the above infor~tion is utilized to develop a recommenced action. (PDF has 101 pages.

The Hedge Fund Game

This paper examines theoretical properties of incentive contracts in the hedge fund industry. We show that it is very difficult to structure incentive payments that distinguish between unskilled managers, who cannot generate excess market returns, and skilled managers who can deliver such returns. Under any incentive scheme that does not levy penalties for underperformance, managers with no investment skill can game the system so as to earn (in expectation) the same amount per dollar of funds under management as the most skilled managers. We consider various ways of eliminating this “piggy-back effect,” such as forcing the manager to hold an equity stake or levying penalties for underperformance. The nature of the derivatives market means that none of these remedies can correct the problem entirely.incentive contracts, excess returns

Influence of the Yukon River on the Bering Sea

The distribution of near-surface, turbid water, discharged by the Yukon River, was studied based on analysis of satellite imagery. The interannual analyses indicates that the net flow of near-surface, turbid water is northward of the delta across the entrance to Norton Sound. Only turbid water to the east enters Norton Sound and consists of 25% of the total area. Approximately 10% of the water circulates into the sound along the southern coast and is lost to view in the vicinity of Unalakleet. Suspended sediments transported by this southern circulation are primarily deposited along the southern coast. Three distinct zones within the turbid water were identified based on relative brightness levels. These zones appear to be primarily related to differences in suspended-sediment concentrations and position of the sediments in the water column. The extent of turbid water varies seasonally. It is most extensive June through October even though discharge of the Yukon River decreases substantially after July