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  1. Abstract Image-based computational fluid dynamics (CFD) has become a new capability for determining wall stresses of pulsatile flows. However, a computational platform that directly connects image information to pulsatile wall stresses is lacking. Prevailing methods rely on manual crafting of a hodgepodge of multidisciplinary software packages, which is usually laborious and error-prone. We present a new computational platform, to compute wall stresses in image-based pulsatile flows using the volumetric lattice Boltzmann method (VLBM). The novelty includes: (1) a unique image processing to extract flow domain and local wall normality, (2) a seamless connection between image extraction and VLBM, (3) an en-route calculation of strain-rate tensor, and (4) GPU acceleration (not included here). We first generalize the streaming operation in the VLBM and then conduct application studies to demonstrate its reliability and applicability. A benchmark study is for laminar and turbulent pulsatile flows in an image-based pipe (Reynolds number: 10 to 5000). The computed pulsatile velocity and shear stress are in good agreements with Womersley's analytical solutions for laminar pulsatile flows and concurrent laboratory measurements for turbulent pulsatile flows. An application study is to quantify the pulsatile hemodynamics in image-based human vertebral and carotid arteries including velocity vector, pressure, and wall-shearmore »stress. The computed velocity vector fields are in reasonably well agreement with MRA (magnetic resonance angiography) measured ones. This computational platform is good for image-based CFD with medical applications and pore-scale porous media flows in various natural and engineering systems.« less
    Free, publicly-accessible full text available December 1, 2023
  2. Graphs are powerful representations for relations among objects, which have attracted plenty of attention in both academia and industry. A fundamental challenge for graph learning is how to train an effective Graph Neural Network (GNN) encoder without labels, which are expensive and time consuming to obtain. Contrastive Learning (CL) is one of the most popular paradigms to address this challenge, which trains GNNs by discriminating positive and negative node pairs. Despite the success of recent CL methods, there are still two under-explored problems. Firstly, how to reduce the semantic error introduced by random topology based data augmentations. Traditional CL defines positive and negative node pairs via the node-level topological proximity, which is solely based on the graph topology regardless of the semantic information of node attributes, and thus some semantically similar nodes could be wrongly treated as negative pairs. Secondly, how to effectively model the multiplexity of the real-world graphs, where nodes are connected by various relations and each relation could form a homogeneous graph layer. To solve these problems, we propose a novel multiplex heterogeneous graph prototypical contrastive leaning (X-GOAL) framework to extract node embeddings. X-GOAL is comprised of two components: the GOAL framework, which learns node embeddings formore »each homogeneous graph layer, and an alignment regularization, which jointly models different layers by aligning layer-specific node embeddings. Specifically, the GOAL framework captures the node-level information by a succinct graph transformation technique, and captures the cluster-level information by pulling nodes within the same semantic cluster closer in the embedding space. The alignment regularization aligns embeddings across layers at both node level and cluster level. We evaluate the proposed X-GOAL on a variety of real-world datasets and downstream tasks to demonstrate the effectiveness of the X-GOAL framework.« less
    Free, publicly-accessible full text available October 1, 2023
  3. In recent decades, the advance of information technology and abundant personal data facilitate the application of algorithmic personalized pricing. However, this leads to the growing concern of potential violation of privacy because of adversarial attack. To address the privacy issue, this paper studies a dynamic personalized pricing problem with unknown nonparametric demand models under data privacy protection. Two concepts of data privacy, which have been widely applied in practices, are introduced: central differential privacy (CDP) and local differential privacy (LDP), which is proved to be stronger than CDP in many cases. We develop two algorithms that make pricing decisions and learn the unknown demand on the fly while satisfying the CDP and LDP guarantee, respectively. In particular, for the algorithm with CDP guarantee, the regret is proved to be at most [Formula: see text]. Here, the parameter T denotes the length of the time horizon, d is the dimension of the personalized information vector, and the key parameter [Formula: see text] measures the strength of privacy (smaller ε indicates a stronger privacy protection). Conversely, for the algorithm with LDP guarantee, its regret is proved to be at most [Formula: see text], which is near optimal as we prove a lowermore »bound of [Formula: see text] for any algorithm with LDP guarantee.« less
    Free, publicly-accessible full text available August 1, 2023
  4. A sequential design problem for rank aggregation is commonly encountered in psychology, politics, marketing, sports, etc. In this problem, a decision maker is responsible for ranking K items by sequentially collecting noisy pairwise comparisons from judges. The decision maker needs to choose a pair of items for comparison in each step, decide when to stop data collection, and make a final decision after stopping based on a sequential flow of information. Because of the complex ranking structure, existing sequential analysis methods are not suitable. In this paper, we formulate the problem under a Bayesian decision framework and propose sequential procedures that are asymptotically optimal. These procedures achieve asymptotic optimality by seeking a balance between exploration (i.e., finding the most indistinguishable pair of items) and exploitation (i.e., comparing the most indistinguishable pair based on the current information). New analytical tools are developed for proving the asymptotic results, combining advanced change of measure techniques for handling the level crossing of likelihood ratios and classic large deviation results for martingales, which are of separate theoretical interest in solving complex sequential design problems. A mirror-descent algorithm is developed for the computation of the proposed sequential procedures.
    Free, publicly-accessible full text available August 1, 2023
  5. In this paper, we study the learning problem in contextual search, which is motivated by applications such as crowdsourcing and personalized medicine experiments. In particular, for a sequence of arriving context vectors, with each context associated with an underlying value, the decision maker either makes a query at a certain point or skips the context. The decision maker will only observe the binary feedback on the relationship between the query point and the value associated with the context. We study a probably approximately correct learning setting, where the goal is to learn the underlying mean value function in context with a minimum number of queries. To address this challenge, we propose a trisection search approach combined with a margin-based active learning method. We show that the algorithm only needs to make [Formula: see text] queries to achieve an ε-estimation accuracy. This sample complexity significantly reduces the required sample complexity in the passive setting where neither sample skipping nor query selection is allowed, which is at least [Formula: see text]. This paper was accepted by J. George Shanthikumar, data science.
    Free, publicly-accessible full text available July 1, 2023
  6. Free, publicly-accessible full text available July 1, 2023
  7. Abstract Solar images observed in different channels with different instruments are crucial to the study of solar activity. However, the images have different fields of view, causing them to be misaligned. It is essential to accurately register the images for studying solar activity from multiple perspectives. Image registration is described as an optimizing problem from an image to be registered to a reference image. In this paper, we proposed a novel coarse-to-fine solar image registration method to register the multichannel solar images. In the coarse registration step, we used the regular step gradient descent algorithm as an optimizer to maximize the normalized cross correlation metric. The fine registration step uses the Powell–Brent algorithms as an optimizer and brings the Mattes mutual information similarity metric to the minimum. We selected five pairs of images with different resolutions, rotation angles, and shifts to compare and evaluate our results to those obtained by scale-invariant feature transform and phase correlation. The images are observed by the 1.6 m Goode Solar Telescope at Big Bear Solar Observatory and the Helioseismic and Magnetic Imager on board the Solar Dynamics Observatory. Furthermore, we used the mutual information and registration time criteria to quantify the registration results. Themore »results prove that the proposed method not only reaches better registration precision but also has better robustness. Meanwhile, we want to highlight that the method can also work well for the time-series solar image registration.« less
    Free, publicly-accessible full text available July 20, 2023
  8. Free, publicly-accessible full text available June 1, 2023
  9. This paper studies a dynamic pricing problem under model misspecification. To characterize model misspecification, we adopt the ε-contamination model—the most fundamental model in robust statistics and machine learning. In particular, for a selling horizon of length T, the online ε-contamination model assumes that demands are realized according to a typical unknown demand function only for [Formula: see text] periods. For the rest of [Formula: see text] periods, an outlier purchase can happen with arbitrary demand functions. The challenges brought by the presence of outlier customers are mainly due to the fact that arrivals of outliers and their exhibited demand behaviors are completely arbitrary, therefore calling for robust estimation and exploration strategies that can handle any outlier arrival and demand patterns. We first consider unconstrained dynamic pricing without any inventory constraint. In this case, we adopt the Follow-the-Regularized-Leader algorithm to hedge against outlier purchase behavior. Then, we introduce inventory constraints. When the inventory is insufficient, we study a robust bisection-search algorithm to identify the clearance price—that is, the price at which the initial inventory is expected to clear at the end of T periods. Finally, we study the general dynamic pricing case, where a retailer has no clue whether the inventorymore »is sufficient or not. In this case, we design a meta-algorithm that combines the previous two policies. All algorithms are fully adaptive, without requiring prior knowledge of the outlier proportion parameter ε. Simulation study shows that our policy outperforms existing policies in the literature.« less
    Free, publicly-accessible full text available April 1, 2023