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Papers by Peter M A Sloot

Research paper thumbnail of Supplemented Alkaline Phosphatase Supports the Immune Response in Patients Undergoing Cardiac Surgery: Clinical and Computational Evidence

Frontiers in Immunology, Oct 11, 2018

Research paper thumbnail of Anomaly Detection in Clinical Data of Patients Undergoing Heart Surgery

Procedia Computer Science, 2017

We describe two approaches to detecting anomalies in time series of multi-parameter clinical data... more We describe two approaches to detecting anomalies in time series of multi-parameter clinical data: (1) metric and model-based indicators and (2) information surprise. (1) Metric and model-based indicators are commonly used as early warning signals to detect transitions between alternate states based on individual time series. Here we explore the applicability of existing indicators to distinguish critical (anomalies) from non-critical conditions in patients undergoing cardiac surgery, based on a small anonymized clinical trial dataset. We find that a combination of time-varying autoregressive model, kurtosis, and skewness indicators correctly distinguished critical from non-critical patients in 5 out of 36 blood parameters at a window size of 0.3 (average of 37 hours) or higher. (2) Information surprise quantifies how the progression of one patient's condition differs from that of rest of the population based on the cross-section of time series. With the maximum surprise and slope features we detect all critical patients at the 0.05 significance level. Moreover we show that a naive outlier detection does not work, demonstrating the need for the more sophisticated approaches explored here. Our preliminary results suggest that future developments in early warning systems for patient condition monitoring may predict the onset of critical transition and allow medical intervention preventing patient death. Further method development is needed to avoid overfitting and spurious results, and verification on large clinical datasets.

Research paper thumbnail of Numerical prediction of the IJkDijk trial embankment failure

Numerical prediction of the IJkDijk trial embankment failure

Proceedings of the Institution of Civil Engineers - Geotechnical Engineering, 2015

The paper analyses the experimental slope failure of a full-scale earthen dyke (levee) in Boonesc... more The paper analyses the experimental slope failure of a full-scale earthen dyke (levee) in Booneschans (Groningen, the Netherlands). The goals of the experiment were to develop efficient dyke-monitoring systems predicting various modes of failure well in advance of onset and to test the ability of numerical geotechnical models to predict the mode of failure and the time of collapse. Prior to the experiments, a special competition for the best prediction for all three planned tests had been announced. Several commercial corporations and scientific research organisations modelling dykes participated in the competition; the authors of this paper provided the best prediction for the macro-instability experiment, according to the decision of jury. The IJkDijk macro-instability test prediction has become the ultimate validation of the Virtual Dike simulation module, which is a functional part of the UrbanFlood early warning system for flood protection. Regarding sensor recordings, tilt mea...

Research paper thumbnail of On-Line Application Performance Monitoring of Blood Flow Simulation in Computational Grid Architectures

18th IEEE Symposium on Computer-Based Medical Systems (CBMS'05)

We report on our findings after running a number of on-line performance monitoring experiments wi... more We report on our findings after running a number of on-line performance monitoring experiments with a biomedical parallel application to investigate levels of performance at hardware resources distributed across a computational Grid network. We use on-line application monitoring for improved computational resource selection and application optimization. We used a number of user-defined performance metrics within the European CrossGrid Project's G-PM tool together with a blood flow simulation application based on the lattice Boltzmann method for fluid dynamics. We found that the performance results observed during our on-line experiments give us a more accurate view of computational resource status than the regular resource information provided by standard information services to resource brokers, and that on-line monitoring has good potential for optimizing our biomedical application for more efficient runs.

Research paper thumbnail of Topology dependent epidemic spreading velocity in weighted networks

Topology dependent epidemic spreading velocity in weighted networks

Journal of Statistical Mechanics: Theory and Experiment, 2014

ABSTRACT Many diffusive processes occur on structured networks with weighted links, such as disea... more ABSTRACT Many diffusive processes occur on structured networks with weighted links, such as disease spread by airplane transport or information diffusion in social networks or blogs. Understanding the impact of weight-connectivity correlations on epidemic spreading in weighted networks is crucial to support decision-making on disease control and other diffusive processes. However, a real understanding of epidemic spreading velocity in weighted networks is still lacking. Here we conduct a numerical study of the velocity of a Reed–Frost epidemic spreading process in various weighted network topologies as a function of the correlations between edge weights and node degrees. We find that a positive weight-connectivity correlation leads to a faster epidemic spreading compared to an unweighted network. In contrast, we find that both uncorrelated and negatively correlated weight distributions lead to slower spreading processes. In the case of positive weight-connectivity correlations, the acceleration of spreading velocity is weak when the heterogeneity of weight distribution increases.

Research paper thumbnail of Surfing the Grid - Dynamic Task Migration in the Polder Metacomputer Project

Surfing the Grid - Dynamic Task Migration in the Polder Metacomputer Project

Recent Advances in Parallel Virtual Machine and Message Passing Interface, 2002

Traditionally, PVM and MPI programs live on message passing systems, from clusters of non-dedicat... more Traditionally, PVM and MPI programs live on message passing systems, from clusters of non-dedicated workstations to MPP machines. The performance of a parallel program in such an environment is usually determined by the single least performing task in that program. In a homogeneous, stable environment, such as an MPP machine, this can only be repaired by improving the workload balance between the individual tasks. In a cluster of workstations, differences in the performance of individual nodes and network components can be an ...

Research paper thumbnail of High-performance computer management based on Java

Future Generation Computer Systems, 1999

Coupling of distributed computer resources connected by a high speed network to one virtual compu... more Coupling of distributed computer resources connected by a high speed network to one virtual computer is the basic idea of a metacomputer. Access to the metacomputer should be provided by an intuitive graphical user interface (GUI), ideally WWW based. This paper presents a metacomputer architecture using a Java based GUI. The concept will be discussed with regard to security, communication, scalability, and the integration into existing frameworks.

Research paper thumbnail of High-performance computing and networking: 7th international conference, HPCN Europe, 1999, Amsterdam, The Netherlands, April 12-14, 1999: …

High-performance computing and networking: 7th international conference, HPCN Europe, 1999, Amsterdam, The Netherlands, April 12-14, 1999: …

... Liddell Hai-Xiang Lin Markus Lindermeier Peter Lockey Thomas Ludwig Peter Luksch Bob Madahar ... more ... Liddell Hai-Xiang Lin Markus Lindermeier Peter Lockey Thomas Ludwig Peter Luksch Bob Madahar Ursula Maier Dmitry Malashonok J ... 1215 M. Migliardi, V. Sunderam Coordination Models and Facilities Could Be Parallel Software Accelerators 1219 AE Doroshenko, L.-E ...

Research paper thumbnail of Towards Virtual Physiological Human: Multilevel modelling and simulation of the human anatomy and …

Towards Virtual Physiological Human: Multilevel modelling and simulation of the human anatomy and …

Research paper thumbnail of Distributed Cellular Automata: Large-Scale Simulation of Natural Phenomena

Distributed Cellular Automata: Large-Scale Simulation of Natural Phenomena

Solutions to Parallel and Distributed Computing Problems, …

Manyfundamentalproblemsfromnaturalsciencesdealwith complexsystems. We dene a complex system as a ... more Manyfundamentalproblemsfromnaturalsciencesdealwith complexsystems. We dene a complex system as a population of unique elements with well de- ned microscopic attributes and interactions, showing emerging macroscopic behavior. This ...

Research paper thumbnail of Self-Organized Criticality in Optimistic Simulation of Correlated Systems

Self-Organized Criticality in Optimistic Simulation of Correlated Systems

Scalable Comput. Pract. Exp., 2001

A variety of slowly driven diffusive systems have been shown to self organize into a critical sta... more A variety of slowly driven diffusive systems have been shown to self organize into a critical state. In this paper we study the dynamic runtime behavior of the optimistic parallel Time Warp simulation method. The method is based on an asynchronous execution of timed events. The basic problem is the out of order execution of events. A causality error results in so-called rollback of processed events until the causality error is resolved. By using the Ising spin model we show experimentally that the distribution of number of rolled back events behaves as a power-law distribution over a large range of sub-critical Ising temperatures and decays exponentially above for super-critical Ising temperatures. For critical Ising temperatures, the computational complexity of Time Warp and physical complexity of the Ising spin model are entangled and contribute both to the runtime behavior in a non-linear way.

Research paper thumbnail of Simulating Job Scheduling for Clusters of Workstations

Simulating Job Scheduling for Clusters of Workstations

Lecture Notes in Computer Science, 2000

In this paper we study hierarchical job scheduling strategies for clusters of workstations. Our a... more In this paper we study hierarchical job scheduling strategies for clusters of workstations. Our approach uses two-level scheduling: global scheduling and local scheduling. The local scheduler refines the scheduling decisions made by the global scheduler, taking into account the most recent information. In this paper, we explore the First Come First Served (FCFS), the Shortest Job First (SJF), and the First Fit (FF) policies at the global level and the local level. In addition, we use separate queues at the global level for arriving jobs, where ...

Research paper thumbnail of Spatio-temporal correlations and rollback distributions in optimistic simulations

Spatio-temporal correlations and rollback distributions in optimistic simulations

Proceedings 15th Workshop on Parallel and Distributed Simulation

Abstract In this paper we study the influence of spatio-temporal correlations on the dynamic runt... more Abstract In this paper we study the influence of spatio-temporal correlations on the dynamic runtime behavior of the optimistic parallel Time Warp simulation method. By using the Ising spin model, we show experimentally that the distribution of the number of rolled back events behaves as a power-law distribution over a large range of sub-critical Ising temperatures and decays exponentially for super-critical Ising temperatures. For critical Ising temperatures, where long-range correlations occur, the computational complexity of Time ...

Research paper thumbnail of Computational Science-ICCS

Computational Science-ICCS

Research paper thumbnail of Execution and Migration Management of HLA-Based Interactive Simulations on the Grid

Execution and Migration Management of HLA-Based Interactive Simulations on the Grid

Lecture Notes in Computer Science, 2004

This paper presents the design of a system that supports execution of a HLA distributed interacti... more This paper presents the design of a system that supports execution of a HLA distributed interactive simulations in an unreliable Grid environment. The design of the architecture is based on the OGSA concept that allows for modularity and compatibility with Grid Services already being developed. First of all, we focus on the part of the system that is responsible for migration of a HLA-connected component or components of the distributed application in the Grid environment. We present a runtime support library for easily plugging HLA ...

Research paper thumbnail of Performance prediction of -body simulations on a hybrid architecture

Performance prediction of -body simulations on a hybrid architecture

Computer Physics Communications, 2001

Hybrid Architectures consist of Special Purpose Devices (SPD) used in conjunction with parallel c... more Hybrid Architectures consist of Special Purpose Devices (SPD) used in conjunction with parallel computers. They have the potential of being a major computing tool for various applications of Computational Science. Mapping the application tasks to the hybrid machine is not trivial, and bottlenecks can arise quite easily. Performance Modeling is a suitable method to tackle this problem. The performance model

Research paper thumbnail of Understanding Complex Dynamics in Derivatives Finance: Why Do Options Markets Smile?

Understanding Complex Dynamics in Derivatives Finance: Why Do Options Markets Smile?

Advances in Complex Systems, 2012

The origin of the volatility smile phenomenon observed in options markets has eluded the financia... more The origin of the volatility smile phenomenon observed in options markets has eluded the financial world for more than two decades. We provide a new explanation of this phenomenon using a microscopic multi-agent description of markets. In our model individual trading behavior is explicitly included and the prices of the options are determined by demand and supply. Our results reproduce the empirical observations in respect to the shape and dynamic properties of the volatility smile, suggesting that this phenomenon is a natural consequence of traders' heterogeneous behavior and expectations about the future.

Research paper thumbnail of Proceedings High-Performance Computing and Networking (HPCN Europe'99), Amsterdam, The Netherlands

Proceedings High-Performance Computing and Networking (HPCN Europe'99), Amsterdam, The Netherlands

Disclaimer/Klachtenregeling Meent u dat de digitale beschikbaarstelling van bepaald materiaal inb... more Disclaimer/Klachtenregeling Meent u dat de digitale beschikbaarstelling van bepaald materiaal inbreuk maakt op enig recht dat u toekomt of uw (privacy)belangen schaadt, dan kunt u dit onderbouwd aan de Universiteitsbibliotheek laten weten. Bij een gegronde klacht zal de Universiteitsbibliotheek het materiaal ontoegankelijk maken en/of van de website verwijderen, dan wel samen met u bekijken hoe op een andere manier aan uw klacht tegemoet kan worden gekomen. Stuurt u hiervoor een e-mail naar: dare@uva.nl, of een brief naar: Bibliotheek van de Universiteit ...

Research paper thumbnail of Simulation, visualisation, interaction and mixed reality: views of the University of Amsterdam and SARA

Simulation, visualisation, interaction and mixed reality: views of the University of Amsterdam and SARA

EU workshop on simulation, Visualisation, Interaction and Mixed Reality, 2005

Physics, chemistry, biology, medicine, engineering, economics, psychology; simulation models are ... more Physics, chemistry, biology, medicine, engineering, economics, psychology; simulation models are used in just about any imaginable scientific field. Simulations have become invaluable for the testing of new scientific theories, the design and development of new products, and for the education and training of young professionals. Recent advances in Information and Communication Technology (ICT) have allowed researchers to perform simulations of increasing size, resolution and complexity. One of the major challenges is ...

Research paper thumbnail of Proceedings of the 2005 European conference on Advances in Grid Computing

Proceedings of the 2005 European conference on Advances in Grid Computing

Google, Inc. (search). ...

Research paper thumbnail of Supplemented Alkaline Phosphatase Supports the Immune Response in Patients Undergoing Cardiac Surgery: Clinical and Computational Evidence

Frontiers in Immunology, Oct 11, 2018

Research paper thumbnail of Anomaly Detection in Clinical Data of Patients Undergoing Heart Surgery

Procedia Computer Science, 2017

We describe two approaches to detecting anomalies in time series of multi-parameter clinical data... more We describe two approaches to detecting anomalies in time series of multi-parameter clinical data: (1) metric and model-based indicators and (2) information surprise. (1) Metric and model-based indicators are commonly used as early warning signals to detect transitions between alternate states based on individual time series. Here we explore the applicability of existing indicators to distinguish critical (anomalies) from non-critical conditions in patients undergoing cardiac surgery, based on a small anonymized clinical trial dataset. We find that a combination of time-varying autoregressive model, kurtosis, and skewness indicators correctly distinguished critical from non-critical patients in 5 out of 36 blood parameters at a window size of 0.3 (average of 37 hours) or higher. (2) Information surprise quantifies how the progression of one patient's condition differs from that of rest of the population based on the cross-section of time series. With the maximum surprise and slope features we detect all critical patients at the 0.05 significance level. Moreover we show that a naive outlier detection does not work, demonstrating the need for the more sophisticated approaches explored here. Our preliminary results suggest that future developments in early warning systems for patient condition monitoring may predict the onset of critical transition and allow medical intervention preventing patient death. Further method development is needed to avoid overfitting and spurious results, and verification on large clinical datasets.

Research paper thumbnail of Numerical prediction of the IJkDijk trial embankment failure

Numerical prediction of the IJkDijk trial embankment failure

Proceedings of the Institution of Civil Engineers - Geotechnical Engineering, 2015

The paper analyses the experimental slope failure of a full-scale earthen dyke (levee) in Boonesc... more The paper analyses the experimental slope failure of a full-scale earthen dyke (levee) in Booneschans (Groningen, the Netherlands). The goals of the experiment were to develop efficient dyke-monitoring systems predicting various modes of failure well in advance of onset and to test the ability of numerical geotechnical models to predict the mode of failure and the time of collapse. Prior to the experiments, a special competition for the best prediction for all three planned tests had been announced. Several commercial corporations and scientific research organisations modelling dykes participated in the competition; the authors of this paper provided the best prediction for the macro-instability experiment, according to the decision of jury. The IJkDijk macro-instability test prediction has become the ultimate validation of the Virtual Dike simulation module, which is a functional part of the UrbanFlood early warning system for flood protection. Regarding sensor recordings, tilt mea...

Research paper thumbnail of On-Line Application Performance Monitoring of Blood Flow Simulation in Computational Grid Architectures

18th IEEE Symposium on Computer-Based Medical Systems (CBMS'05)

We report on our findings after running a number of on-line performance monitoring experiments wi... more We report on our findings after running a number of on-line performance monitoring experiments with a biomedical parallel application to investigate levels of performance at hardware resources distributed across a computational Grid network. We use on-line application monitoring for improved computational resource selection and application optimization. We used a number of user-defined performance metrics within the European CrossGrid Project's G-PM tool together with a blood flow simulation application based on the lattice Boltzmann method for fluid dynamics. We found that the performance results observed during our on-line experiments give us a more accurate view of computational resource status than the regular resource information provided by standard information services to resource brokers, and that on-line monitoring has good potential for optimizing our biomedical application for more efficient runs.

Research paper thumbnail of Topology dependent epidemic spreading velocity in weighted networks

Topology dependent epidemic spreading velocity in weighted networks

Journal of Statistical Mechanics: Theory and Experiment, 2014

ABSTRACT Many diffusive processes occur on structured networks with weighted links, such as disea... more ABSTRACT Many diffusive processes occur on structured networks with weighted links, such as disease spread by airplane transport or information diffusion in social networks or blogs. Understanding the impact of weight-connectivity correlations on epidemic spreading in weighted networks is crucial to support decision-making on disease control and other diffusive processes. However, a real understanding of epidemic spreading velocity in weighted networks is still lacking. Here we conduct a numerical study of the velocity of a Reed–Frost epidemic spreading process in various weighted network topologies as a function of the correlations between edge weights and node degrees. We find that a positive weight-connectivity correlation leads to a faster epidemic spreading compared to an unweighted network. In contrast, we find that both uncorrelated and negatively correlated weight distributions lead to slower spreading processes. In the case of positive weight-connectivity correlations, the acceleration of spreading velocity is weak when the heterogeneity of weight distribution increases.

Research paper thumbnail of Surfing the Grid - Dynamic Task Migration in the Polder Metacomputer Project

Surfing the Grid - Dynamic Task Migration in the Polder Metacomputer Project

Recent Advances in Parallel Virtual Machine and Message Passing Interface, 2002

Traditionally, PVM and MPI programs live on message passing systems, from clusters of non-dedicat... more Traditionally, PVM and MPI programs live on message passing systems, from clusters of non-dedicated workstations to MPP machines. The performance of a parallel program in such an environment is usually determined by the single least performing task in that program. In a homogeneous, stable environment, such as an MPP machine, this can only be repaired by improving the workload balance between the individual tasks. In a cluster of workstations, differences in the performance of individual nodes and network components can be an ...

Research paper thumbnail of High-performance computer management based on Java

Future Generation Computer Systems, 1999

Coupling of distributed computer resources connected by a high speed network to one virtual compu... more Coupling of distributed computer resources connected by a high speed network to one virtual computer is the basic idea of a metacomputer. Access to the metacomputer should be provided by an intuitive graphical user interface (GUI), ideally WWW based. This paper presents a metacomputer architecture using a Java based GUI. The concept will be discussed with regard to security, communication, scalability, and the integration into existing frameworks.

Research paper thumbnail of High-performance computing and networking: 7th international conference, HPCN Europe, 1999, Amsterdam, The Netherlands, April 12-14, 1999: …

High-performance computing and networking: 7th international conference, HPCN Europe, 1999, Amsterdam, The Netherlands, April 12-14, 1999: …

... Liddell Hai-Xiang Lin Markus Lindermeier Peter Lockey Thomas Ludwig Peter Luksch Bob Madahar ... more ... Liddell Hai-Xiang Lin Markus Lindermeier Peter Lockey Thomas Ludwig Peter Luksch Bob Madahar Ursula Maier Dmitry Malashonok J ... 1215 M. Migliardi, V. Sunderam Coordination Models and Facilities Could Be Parallel Software Accelerators 1219 AE Doroshenko, L.-E ...

Research paper thumbnail of Towards Virtual Physiological Human: Multilevel modelling and simulation of the human anatomy and …

Towards Virtual Physiological Human: Multilevel modelling and simulation of the human anatomy and …

Research paper thumbnail of Distributed Cellular Automata: Large-Scale Simulation of Natural Phenomena

Distributed Cellular Automata: Large-Scale Simulation of Natural Phenomena

Solutions to Parallel and Distributed Computing Problems, …

Manyfundamentalproblemsfromnaturalsciencesdealwith complexsystems. We dene a complex system as a ... more Manyfundamentalproblemsfromnaturalsciencesdealwith complexsystems. We dene a complex system as a population of unique elements with well de- ned microscopic attributes and interactions, showing emerging macroscopic behavior. This ...

Research paper thumbnail of Self-Organized Criticality in Optimistic Simulation of Correlated Systems

Self-Organized Criticality in Optimistic Simulation of Correlated Systems

Scalable Comput. Pract. Exp., 2001

A variety of slowly driven diffusive systems have been shown to self organize into a critical sta... more A variety of slowly driven diffusive systems have been shown to self organize into a critical state. In this paper we study the dynamic runtime behavior of the optimistic parallel Time Warp simulation method. The method is based on an asynchronous execution of timed events. The basic problem is the out of order execution of events. A causality error results in so-called rollback of processed events until the causality error is resolved. By using the Ising spin model we show experimentally that the distribution of number of rolled back events behaves as a power-law distribution over a large range of sub-critical Ising temperatures and decays exponentially above for super-critical Ising temperatures. For critical Ising temperatures, the computational complexity of Time Warp and physical complexity of the Ising spin model are entangled and contribute both to the runtime behavior in a non-linear way.

Research paper thumbnail of Simulating Job Scheduling for Clusters of Workstations

Simulating Job Scheduling for Clusters of Workstations

Lecture Notes in Computer Science, 2000

In this paper we study hierarchical job scheduling strategies for clusters of workstations. Our a... more In this paper we study hierarchical job scheduling strategies for clusters of workstations. Our approach uses two-level scheduling: global scheduling and local scheduling. The local scheduler refines the scheduling decisions made by the global scheduler, taking into account the most recent information. In this paper, we explore the First Come First Served (FCFS), the Shortest Job First (SJF), and the First Fit (FF) policies at the global level and the local level. In addition, we use separate queues at the global level for arriving jobs, where ...

Research paper thumbnail of Spatio-temporal correlations and rollback distributions in optimistic simulations

Spatio-temporal correlations and rollback distributions in optimistic simulations

Proceedings 15th Workshop on Parallel and Distributed Simulation

Abstract In this paper we study the influence of spatio-temporal correlations on the dynamic runt... more Abstract In this paper we study the influence of spatio-temporal correlations on the dynamic runtime behavior of the optimistic parallel Time Warp simulation method. By using the Ising spin model, we show experimentally that the distribution of the number of rolled back events behaves as a power-law distribution over a large range of sub-critical Ising temperatures and decays exponentially for super-critical Ising temperatures. For critical Ising temperatures, where long-range correlations occur, the computational complexity of Time ...

Research paper thumbnail of Computational Science-ICCS

Computational Science-ICCS

Research paper thumbnail of Execution and Migration Management of HLA-Based Interactive Simulations on the Grid

Execution and Migration Management of HLA-Based Interactive Simulations on the Grid

Lecture Notes in Computer Science, 2004

This paper presents the design of a system that supports execution of a HLA distributed interacti... more This paper presents the design of a system that supports execution of a HLA distributed interactive simulations in an unreliable Grid environment. The design of the architecture is based on the OGSA concept that allows for modularity and compatibility with Grid Services already being developed. First of all, we focus on the part of the system that is responsible for migration of a HLA-connected component or components of the distributed application in the Grid environment. We present a runtime support library for easily plugging HLA ...

Research paper thumbnail of Performance prediction of -body simulations on a hybrid architecture

Performance prediction of -body simulations on a hybrid architecture

Computer Physics Communications, 2001

Hybrid Architectures consist of Special Purpose Devices (SPD) used in conjunction with parallel c... more Hybrid Architectures consist of Special Purpose Devices (SPD) used in conjunction with parallel computers. They have the potential of being a major computing tool for various applications of Computational Science. Mapping the application tasks to the hybrid machine is not trivial, and bottlenecks can arise quite easily. Performance Modeling is a suitable method to tackle this problem. The performance model

Research paper thumbnail of Understanding Complex Dynamics in Derivatives Finance: Why Do Options Markets Smile?

Understanding Complex Dynamics in Derivatives Finance: Why Do Options Markets Smile?

Advances in Complex Systems, 2012

The origin of the volatility smile phenomenon observed in options markets has eluded the financia... more The origin of the volatility smile phenomenon observed in options markets has eluded the financial world for more than two decades. We provide a new explanation of this phenomenon using a microscopic multi-agent description of markets. In our model individual trading behavior is explicitly included and the prices of the options are determined by demand and supply. Our results reproduce the empirical observations in respect to the shape and dynamic properties of the volatility smile, suggesting that this phenomenon is a natural consequence of traders' heterogeneous behavior and expectations about the future.

Research paper thumbnail of Proceedings High-Performance Computing and Networking (HPCN Europe'99), Amsterdam, The Netherlands

Proceedings High-Performance Computing and Networking (HPCN Europe'99), Amsterdam, The Netherlands

Disclaimer/Klachtenregeling Meent u dat de digitale beschikbaarstelling van bepaald materiaal inb... more Disclaimer/Klachtenregeling Meent u dat de digitale beschikbaarstelling van bepaald materiaal inbreuk maakt op enig recht dat u toekomt of uw (privacy)belangen schaadt, dan kunt u dit onderbouwd aan de Universiteitsbibliotheek laten weten. Bij een gegronde klacht zal de Universiteitsbibliotheek het materiaal ontoegankelijk maken en/of van de website verwijderen, dan wel samen met u bekijken hoe op een andere manier aan uw klacht tegemoet kan worden gekomen. Stuurt u hiervoor een e-mail naar: dare@uva.nl, of een brief naar: Bibliotheek van de Universiteit ...

Research paper thumbnail of Simulation, visualisation, interaction and mixed reality: views of the University of Amsterdam and SARA

Simulation, visualisation, interaction and mixed reality: views of the University of Amsterdam and SARA

EU workshop on simulation, Visualisation, Interaction and Mixed Reality, 2005

Physics, chemistry, biology, medicine, engineering, economics, psychology; simulation models are ... more Physics, chemistry, biology, medicine, engineering, economics, psychology; simulation models are used in just about any imaginable scientific field. Simulations have become invaluable for the testing of new scientific theories, the design and development of new products, and for the education and training of young professionals. Recent advances in Information and Communication Technology (ICT) have allowed researchers to perform simulations of increasing size, resolution and complexity. One of the major challenges is ...

Research paper thumbnail of Proceedings of the 2005 European conference on Advances in Grid Computing

Proceedings of the 2005 European conference on Advances in Grid Computing

Google, Inc. (search). ...

Research paper thumbnail of Nonparametric estimation of Fisher information from real data

The Fisher information matrix (FIM) is a widely used measure for applications including statistic... more The Fisher information matrix (FIM) is a widely used measure for applications including statistical inference, information geometry, experiment design, and the study of criticality in biological systems. The FIM is defined for a parametric family of probability distributions and its estimation from data follows one of two paths: either the distribution is assumed to be known and the parameters are estimated from the data or the parameters are known and the distribution is estimated from the data. We consider the latter case which is applicable, for example, to experiments where the parameters are controlled by the experimenter and a complicated relation exists between the input parameters and the resulting distribution of the data. Since we assume that the distribution is unknown, we use a nonparametric density estimation on the data and then compute the FIM directly from that estimate using a finite-difference approximation to estimate the derivatives in its definition. The accuracy of the estimate depends on both the method of nonparametric estimation and the difference θ between the densities used in the finite-difference formula. We develop an approach for choosing the optimal parameter difference θ based on large deviations theory and compare two nonparametric density estimation methods, the Gaussian kernel density estimator and a novel density estimation using field theory method. We also compare these two methods to a recently published approach that circumvents the need for density estimation by estimating a nonparametric f divergence and using it to approximate the FIM. We use the Fisher information of the normal distribution to validate our method and as a more involved example we compute the temperature component of the FIM in the two-dimensional Ising model and show that it obeys the expected relation to the heat capacity and therefore peaks at the phase transition at the correct critical temperature.

Research paper thumbnail of Information geometric analysis of phase transitions in complex patterns: the case of the Gray-Scott reaction–diffusion model

The Fisher–Rao metric from information geometry is related to phase transition phenomena in class... more The Fisher–Rao metric from information geometry is related to phase transition phenomena in classical statistical mechanics. Several studies propose to extend the use of information geometry to study more general phase transitions in complex systems. However, it is unclear whether the Fisher–Rao metric does indeed detect these more general transitions, especially in the absence of a statistical model. In this paper we study the transitions between patterns in the Gray-Scott reaction–diffusion model using Fisher information. We describe the system by a probability density function that represents the size distribution of blobs in the patterns and compute its Fisher information with respect to changing the two rate parameters of the underlying model. We estimate the distribution non-parametrically so that we do not assume any statistical model. The resulting Fisher map can be interpreted as a phase-map of the different patterns. Lines with high Fisher information can be considered as boundaries between regions of parameter space where patterns with similar characteristics appear. These lines of high Fisher information can be interpreted as phase transitions between complex patterns.