arXiv subjects

Qing Zhao

Publications and source records attributed to Qing Zhao.

At least 163 records · Page 9Linked to original sources

arXiv2019

Multi-Armed Bandits on Partially Revealed Unit Interval Graphs

A stochastic multi-armed bandit problem with side information on the similarity and dissimilarity across different arms is considered. The action space of the problem can be represented by a unit interval graph (UIG) where each node represents an arm and the presence (absence) of an edge between two nodes indicates similarity (dissimilarity) between their mean rewards. Two settings of complete and partial side information based on whether the UIG is fully revealed are studied and a general two-step learning structure consisting of an offline reduction of the action space and online aggregation of reward observations from similar arms is proposed to fully exploit the topological structure of the side information. In both cases, the computation efficiency and the order optimality of the proposed learning policies in terms of both the size of the action space and the time length are established.

cs.LG↗

arXiv2019

Decision Variance in Online Learning

Online learning has traditionally focused on the expected rewards. In this paper, a risk-averse online learning problem under the performance measure of the mean-variance of the rewards is studied. Both the bandit and full information settings are considered. The performance of several existing policies is analyzed, and new fundamental limitations on risk-averse learning is established. In particular, it is shown that although a logarithmic distribution-dependent regret in time $T$ is achievable (similar to the risk-neutral problem), the worst-case (i.e. minimax) regret is lower bounded by $Ω(T)$ (in contrast to the $Ω(\sqrt{T})$ lower bound in the risk-neutral problem). This sharp difference from the risk-neutral counterpart is caused by the the variance in the player's decisions, which, while absent in the regret under the expected reward criterion, contributes to excess mean-variance due to the non-linearity of this risk measure. The role of the decision variance in regret performance reflects a risk-averse player's desire for robust decisions and outcomes.

stat.ML↗

arXiv2019

Vibration-assisted exciton transfer in molecular aggregates strongly coupled to confined light fields

We investigate exciton transport through one-dimensional molecular aggregates interacting strongly with a cavity mode. Unlike several prior theoretical studies treating the monomers as simple two-level systems, exciton-vibration coupling is explicitly included in the description of open quantum dynamics of the system. In the framework of the Holstein-Tavis-Cummings model with truncated vibrational space, we investigate the steady-state exciton transfer through both a molecular dimer and longer molecular chains. For a molecular dimer, we find that vibration-assisted exciton transfer occurs at strong exciton-cavity coupling regime where the vacuum Rabi splitting matches the frequency of a single vibrational quanta. Whereas for longer molecule chains, vibration-assisted transfer is found to occur at the ultrastrong exciton-cavity coupling limit. In addition, finite relaxation of vibrational modes induced by the continuous phonon bath is found to further facilitate the exciton transport in vibrational enhancement regimes.

cond-mat.mes-hall↗

arXiv2019

The field-induced interaction between non-resonant magnetic dipoles

We make a general derivation for the magnetic dipole-dipole interaction based on the mediation of the quantized electro-magnetic field. Due to the interaction with the dipoles, the dynamics of the field is added by a dipole field, which finally gives rise to the dipole-dipole interaction. Different from previous studies, the rotating-wave-approximation is no longer needed throughout this derivation, and our result naturally gives the interaction for non-resonant dipoles. Moreover, our derivation also gives the counter-rotating interaction terms, and even the mixed interaction terms between the permanent and transition dipoles. We notice that this field-induced interaction is associated with the interference of the virtual/real photons emitted from the two dipoles, thus the interaction strength could be influenced by the frequency difference of the two dipoles.

quant-ph↗

arXiv2018

Contact representation of short range correlation in light nuclei studied by the High-Momentum Antisymmetrized Molecular Dynamics

The high-momentum antisymmetrized molecular dynamics (HMAMD) is a new promising framework with significant analytical simplicity and efficiency inherited from its antisymmetrized molecular dynamics in describing the high momentum correlations in various nuclear states. In the aim of further improving the numerical efficiency for the description of nucleon-nucleon correlation, we introduce a new formulation by including a new Gaussian weighted basis of high momentum pairs in the HMAMD wave function, with which very rapid convergence is obtained in numerical calculation. It is surprising that the very high-momentum components in the new HMAMD basis are found to be almost equivalent to the contact representation of the nucleon-nucleon pairs with very small nucleon-nucleon distance. The explicit formulation for the contact term significantly improves the numerical efficiency of the HMAMD method, which shows the importance of the contact correlation in the formulation of light nuclei.

nucl-th↗

arXiv2018

Investigation of the pairing effect in 10B nucleus compared with 10Be and 10C nuclei by using the extended THSR wave function

In order to study the nucleon-nucleon pairing effects in clustering nuclei, we formulate a superposed Tohsaki-Horiuchi-Schuck-Roepke (THSR) wave function, which includes both molecular-orbit and pairing configurations explicitly. With this new wave function, we investigate the abnormal deuteron-like pn-pairing effect in 10B with T=0 and S=1 (isoscalar) by comparing with isovector NN pairs (T=1, S=1) in 10Be and 10C. Energies are calculated for the ground states of 10Be, 10B and 10C nuclei, and the 1+ excited state of 10B. These energies are essentially improved comparing with studies using previous version of THSR wave function. Further more, overlaps between the total wave function and the pairing component indicate that the NN pairing effect is more visible in 10B than in 10Be and 10C. By analyzing the energies and the overlaps between wave function components, we observe two different mechanisms enhancing the formation of deuteron-like pairs in 10B. We also discuss the pairing effect by showing average distances between components in each nucleus and density distributions of valance nucleons.

nucl-th↗

arXiv2018

Active Anomaly Detection in Heterogeneous Processes

An active inference problem of detecting anomalies among heterogeneous processes is considered. At each time, a subset of processes can be probed. The objective is to design a sequential probing strategy that dynamically determines which processes to observe at each time and when to terminate the search so that the expected detection time is minimized under a constraint on the probability of misclassifying any process. This problem falls into the general setting of sequential design of experiments pioneered by Chernoff in 1959, in which a randomized strategy, referred to as the Chernoff test, was proposed and shown to be asymptotically optimal as the error probability approaches zero. For the problem considered in this paper, a low-complexity deterministic test is shown to enjoy the same asymptotic optimality while offering significantly better performance in the finite regime and faster convergence to the optimal rate function, especially when the number of processes is large. The computational complexity of the proposed test is also of a significantly lower order.

cs.IT↗

arXiv2018

Information-Directed Random Walk for Rare Event Detection in Hierarchical Processes

The problem of detecting a few anomalous processes among a large number of data streams is considered. At each time, aggregated observations can be taken from a chosen subset of the processes, where the chosen subset conforms to a given tree structure. The random observations are drawn from a general distribution that may depend on the size of the chosen subset and the number of anomalous processes in the subset. We propose a sequential search strategy by devising an information-directed random walk (IRW) on the tree-structured observation hierarchy. Subject to a reliability constraint, the proposed policy is shown to be asymptotically optimal with respect to the detection accuracy. Furthermore, it achieves the optimal logarithmic-order sample complexity with respect to the size of the search space provided that the Kullback-Leibler divergence between aggregated observations in the presence and the absence of anomalous processes are bounded away from zero at all levels of the tree structure as the size of the search space approaches infinity. Sufficient conditions on the decaying rate of the aggregated observations to pure noise under which a sublinear scaling in the size of the search space is preserved are also identified for the Bernoulli case.

cs.IT↗

arXiv2018

Algorithmic Bidding for Virtual Trading in Electricity Markets

We consider the problem of optimal bidding for virtual trading in two-settlement electricity markets. A virtual trader aims to arbitrage on the differences between day-ahead and real-time market prices; both prices, however, are random and unknown to market participants. An online learning algorithm is proposed to maximize the cumulative payoff over a finite number of trading sessions by allocating the trader's budget among his bids for K options in each session. It is shown that the proposed algorithm converges, with an almost optimal convergence rate, to the global optimal corresponding to the case when the underlying price distribution is known. The proposed algorithm is also generalized for trading strategies with a risk measure. By using both cumulative payoff and Sharpe ratio as performance metrics, evaluations were performed based on historical data spanning ten year period of NYISO and PJM markets. It was shown that the proposed strategy outperforms standard benchmarks and the S&P 500 index over the same period.

cs.GT↗

arXiv2018

Spread, then Target, and Advertise in Waves: Optimal Budget Allocation Across Advertising Channels

We analyze optimal strategies for the allocation of a finite budget that can be invested in different advertising channels over time with the objective of influencing social opinions in a network of individuals. In our analysis, we consider both exogenous influence mechanisms, such as advertising campaigns, as well as endogenous mechanisms of social influence, such as word-of-mouth and peer-pressure, which are modeled using diffusion dynamics. We show that for a broad family of objective functions, the optimal influence strategy at every time uses all channels at either their maximum rate or not at all, i.e., a bang-bang strategy. Furthermore, we prove that the number of switches between these extremes is bounded above by a term that is typically much smaller than the number of agents. This means that the optimal influence strategy is to exert maximum effort in waves for every channel, and then cease effort and let the effects propagate. We also show that, at the beginning of the campaign, the total cost-adjusted reach of an exogenous advertising channel determines its relative value. In contrast, as we approach our investment horizon (e.g., election day), the optimal strategy is to invest in channels able to target individuals instead of broad-reaching channels. We demonstrate that the optimal influence strategies are easily computable in several practical cases, and explicitly characterize the optimal controls for the case of linear objective functions in closed form. Finally, we see that, in the canonical example of designing an election campaign, identifying late-deciders is a critical component in the optimal design.

math.OC↗

arXiv2018

Femtosecond Photonic Viral Inactivation Probed Using Solid-State Nanopores

We report on the detection of inactivation of virus particles using femtosecond laser radiation by measuring the conductance of a solid state nanopore designed for detecting single virus particles. Conventional methods of assaying for viral inactivation based on plaque forming assays require 24-48 hours for bacterial growth. Nanopore conductance measurements provide information on morphological changes at a single virion level. We show that analysis of a time series of nanopore conductance can quantify the detection of inactivation, requiring only a few minutes from collection to analysis. Morphological changes were verified by Dynamic Light Scattering (DLS). Statistical analysis maximizing the information entropy provides a measure of the Log-reduction value. Taken together, our work provides a rapid method for assaying viral inactivation with femtosecond lasers using solid-state nanopores.

physics.bio-ph↗

arXiv2018

Investigation of the 9B nucleus and its cluster-nucleon correlations

In order to study the correlation between clusters and nucleons in light nuclei, we formulate a new superposed THSR wave function which describes both spatial large spreading and cluster-correlated dynamics of valence nucleons. By using the new THSR wave function, the binding energy of 9B is essentially improved comparing with our previous studies. We calculate the excited states of 9B and obtain the energy spectrum of 9B which is consistent with the experimental results, including prediction of the 1/2+ excited state of 9B which is not fixed yet experimentally. We study the proton dynamics in 9B and find that the cluster-proton correlation plays an essential role for the proton dynamics in the ground state of 9B. Further more, we discuss the density distribution of the valence proton with special attention to its tail structure. Finally, the resonance nature of excited states of 9B is illustrated by comparing root-mean-square radii between the ground and excited states.

nucl-th↗

arXiv2017

Online Learning of Optimal Bidding Strategy in Repeated Multi-Commodity Auctions

We study the online learning problem of a bidder who participates in repeated auctions. With the goal of maximizing his T-period payoff, the bidder determines the optimal allocation of his budget among his bids for $K$ goods at each period. As a bidding strategy, we propose a polynomial-time algorithm, inspired by the dynamic programming approach to the knapsack problem. The proposed algorithm, referred to as dynamic programming on discrete set (DPDS), achieves a regret order of $O(\sqrt{T\log{T}})$. By showing that the regret is lower bounded by $Ω(\sqrt{T})$ for any strategy, we conclude that DPDS is order optimal up to a $\sqrt{\log{T}}$ term. We evaluate the performance of DPDS empirically in the context of virtual trading in wholesale electricity markets by using historical data from the New York market. Empirical results show that DPDS consistently outperforms benchmark heuristic methods that are derived from machine learning and online learning approaches.

cs.GT↗

arXiv2017

Optimal Nested Test Plan for Combinatorial Quantitative Group Testing

We consider the quantitative group testing problem where the objective is to identify defective items in a given population based on results of tests performed on subsets of the population. Under the quantitative group testing model, the result of each test reveals the number of defective items in the tested group. The minimum number of tests achievable by nested test plans was established by Aigner and Schughart in 1985 within a minimax framework. The optimal nested test plan offering this performance, however, was not obtained. In this work, we establish the optimal nested test plan in closed form. This optimal nested test plan is also order optimal among all test plans as the population size approaches infinity. Using heavy-hitter detection as a case study, we show via simulation examples orders of magnitude improvement of the group testing approach over two prevailing sampling-based approaches in detection accuracy and counter consumption. Other applications include anomaly detection and wideband spectrum sensing in cognitive radio systems.

cs.IT↗

arXiv2017

Anomaly Detection in Hierarchical Data Streams under Unknown Models

We consider the problem of detecting a few targets among a large number of hierarchical data streams. The data streams are modeled as random processes with unknown and potentially heavy-tailed distributions. The objective is an active inference strategy that determines, sequentially, which data stream to collect samples from in order to minimize the sample complexity under a reliability constraint. We propose an active inference strategy that induces a biased random walk on the tree-structured hierarchy based on confidence bounds of sample statistics. We then establish its order optimality in terms of both the size of the search space (i.e., the number of data streams) and the reliability requirement. The results find applications in hierarchical heavy hitter detection, noisy group testing, and adaptive sampling for active learning, classification, and stochastic root finding.

cs.LG↗

arXiv2017

Risk-Averse Multi-Armed Bandit Problems under Mean-Variance Measure

The multi-armed bandit problems have been studied mainly under the measure of expected total reward accrued over a horizon of length $T$. In this paper, we address the issue of risk in multi-armed bandit problems and develop parallel results under the measure of mean-variance, a commonly adopted risk measure in economics and mathematical finance. We show that the model-specific regret and the model-independent regret in terms of the mean-variance of the reward process are lower bounded by $Ω(\log T)$ and $Ω(T^{2/3})$, respectively. We then show that variations of the UCB policy and the DSEE policy developed for the classic risk-neutral MAB achieve these lower bounds.

cs.LG↗

arXiv2017

Compressive fluorescence spectral imaging with a spectrometer

We present an efficient approach and principle experiment for compressive sensing (CS) fluorescence spectral imaging. According to the dimension-reduced effect of CS, the spectral and spatial information was simultaneously obtained by using a fiber spectrometer without mechanical scanning. As a method verification, we demonstrated spectral imaging under only two typical wavelengths, but the spectral resolution is up to 1.4nm depended on the fiber spectrometer. The method could obtain 50% light energy from the object, much larger compared with mechanical scanning which detects light of only one point per measurement. The relationship between sampling rate and image quality is also discussed in this study.

physics.ins-det↗

arXiv2017

Utility Maximizing Sequential Sensing Over a Finite Horizon

We consider the problem of optimally utilizing $N$ resources, each in an unknown binary state. The state of each resource can be inferred from state-dependent noisy measurements. Depending on its state, utilizing a resource results in either a reward or a penalty per unit time. The objective is a sequential strategy governing the decision of sensing and exploitation at each time to maximize the expected utility (i.e., total reward minus total penalty and sensing cost) over a finite horizon $L$. We formulate the problem as a Partially Observable Markov Decision Process (POMDP) and show that the optimal strategy is based on two time-varying thresholds for each resource and an optimal selection rule for which resource to sense. Since a full characterization of the optimal strategy is generally intractable, we develop a low-complexity policy that is shown by simulations to offer near optimal performance. This problem finds applications in opportunistic spectrum access, marketing strategies and other sequential resource allocation problems.

eess.SY↗