As the interest in the representation of context dependent knowledge in the Semantic Web has been recognized, a number of logic based solutions have been proposed in this regard. In our recent works, in response to this need, we presented the description logic-based Contextualized Knowledge Repository (CKR) framework. CKR is not only a theoretical framework, but it has been effectively implemented over state-of-the-art tools for the management of Semantic Web data: inference inside and across contexts has been realized in the form of forward SPARQL-based rules over different RDF named graphs. In this paper we present the first evaluation results for such CKR implementation. In particular, in first experiment we study its scalability with respect to different reasoning regimes. In a second experiment we analyze the effects of knowledge propagation on the computation of inferences.

In this paper an ontological representation and reasoning paradigm has been proposed for interpretation of time-series signals. The signals come from sensors observing a smart environment. The signal chosen for the annotation process is a set of unintuitive and complex gas sensor data. The ontology of this paradigm is inspired form the SSN ontology (Semantic Sensor Network) and used for representation of both the sensor data and the contextual information. The interpretation process is mainly done by an incremental ASP solver which as input receives a logic program that is generated from the contents of the ontology. The contextual information together with high level domain knowledge given in the ontology are used to infer explanations (answer sets) for changes in the ambient air detected by the gas sensors.

Given $n$ i.i.d. observations of a random vector $(X,Z)$, where $X$ is a high-dimensional vector and $Z$ is a low-dimensional index variable, we study the problem of estimating the conditional inverse covariance matrix $\Omega(z) = (E[(X-E[X \mid Z])(X-E[X \mid Z])^T \mid Z=z])^{-1}$ under the assumption that the set of non-zero elements is small and does not depend on the index variable. We develop a novel procedure that combines the ideas of the local constant smoothing and the group Lasso for estimating the conditional inverse covariance matrix. A proximal iterative smoothing algorithm is used to solve the corresponding convex optimization problems. We prove that our procedure recovers the conditional independence assumptions of the distribution $X \mid Z$ with high probability. This result is established by developing a uniform deviation bound for the high-dimensional conditional covariance matrix from its population counterpart, which may be of independent interest. Furthermore, we develop point-wise confidence intervals for individual elements of the conditional inverse covariance matrix. We perform extensive simulation studies, in which we demonstrate that our proposed procedure outperforms sensible competitors. We illustrate our proposal on a S&P 500 stock price data set.

This paper attempts to introduce a computational approach to the study of intelligence that the researcher has accumulated over years of study. This approach takes into account data from psychology, neurology, artificial intelligence, machine learning, and mathematics. Central to this framework is the fact that the goal of any intelligent agent is to reduce the randomness in its environment in some meaningful way. Of course, formal definitions in the context of this paper for terms like "intelligence", "environment", and "agent" will follow. The approach draws from multidisciplinary research and has many applications. We will utilize the construct in discussions at the end of the paper. Other applications will follow in future works. Implementations of this framework can apply to many fields of study including general artificial intelligence (GAI), machine learning, optimization, information gathering, clustering, and big data, and extend outside of the applied mathematics and computer science realm to even more areas including sociology, psychology, and neurology, and even philosophy.

A continuous-time Markov process (CTMP) is a collection of variables indexed by a continuous quantity, time. It obeys the Markov property that the distribution over a future variable is independent of past variables given the state at the present time. We introduce continuous-time Markov process representations and algorithms for filtering, smoothing, expected sufficient statistics calculations, and model estimation, assuming no prior knowledge of continuous-time processes but some basic knowledge of probability and statistics. We begin by describing "flat" or unstructured Markov processes and then move to structured Markov processes (those arising from state spaces consisting of assignments to variables) including Kronecker, decision-diagram, and continuous-time Bayesian network representations. We provide the first connection between decision-diagrams and continuous-time Bayesian networks.

A Boolean formula in conjunctive normal form (CNF) is called matched if the system of sets of variables which appear in individual clauses has a system of distinct representatives. Each matched CNF is trivially satisfiable (each clause can be satisfied by its representative variable). Another property which is easy to see, is that the class of matched CNFs is not closed under partial assignment of truth values to variables. This latter property leads to a fact (proved here) that given two matched CNFs it is co-NP complete to decide whether they are logically equivalent. The construction in this proof leads to another result: a much shorter and simpler proof of the fact that the Boolean minimization problem for matched CNFs is a complete problem for the second level of the polynomial hierarchy. The main result of this paper deals with the structure of clause minimum CNFs. We prove here that if a Boolean function f admits a representation by a matched CNF then every clause minimum CNF representation of f is matched.

Model selection is indispensable to high-dimensional sparse modeling in selecting the best set of covariates among a sequence of candidate models. Most existing work assumes implicitly that the model is correctly specified or of fixed dimensions. Yet model misspecification and high dimensionality are common in real applications. In this paper, we investigate two classical Kullback-Leibler divergence and Bayesian principles of model selection in the setting of high-dimensional misspecified models. Asymptotic expansions of these principles reveal that the effect of model misspecification is crucial and should be taken into account, leading to the generalized AIC and generalized BIC in high dimensions. With a natural choice of prior probabilities, we suggest the generalized BIC with prior probability which involves a logarithmic factor of the dimensionality in penalizing model complexity. We further establish the consistency of the covariance contrast matrix estimator in a general setting. Our results and new method are supported by numerical studies.

Matching Pursuit LASSIn Part I \cite{TanPMLPart1}, a Matching Pursuit LASSO ({MPL}) algorithm has been presented for solving large-scale sparse recovery (SR) problems. In this paper, we present a subspace search to further improve the performance of MPL, and then continue to address another major challenge of SR -- batch SR with many signals, a consideration which is absent from most of previous $\ell_1$-norm methods. As a result, a batch-mode {MPL} is developed to vastly speed up sparse recovery of many signals simultaneously. Comprehensive numerical experiments on compressive sensing and face recognition tasks demonstrate the superior performance of MPL and BMPL over other methods considered in this paper, in terms of sparse recovery ability and efficiency. In particular, BMPL is up to 400 times faster than existing $\ell_1$-norm methods considered to be state-of-the-art.O Part II: Applications and Sparse Recovery over Batch Signals

We consider a non-stationary variant of a sequential stochastic optimization problem, in which the underlying cost functions may change along the horizon. We propose a measure, termed variation budget, that controls the extent of said change, and study how restrictions on this budget impact achievable performance. We identify sharp conditions under which it is possible to achieve long-run-average optimality and more refined performance measures such as rate optimality that fully characterize the complexity of such problems. In doing so, we also establish a strong connection between two rather disparate strands of literature: adversarial online convex optimization; and the more traditional stochastic approximation paradigm (couched in a non-stationary setting). This connection is the key to deriving well performing policies in the latter, by leveraging structure of optimal policies in the former. Finally, tight bounds on the minimax regret allow us to quantify the "price of non-stationarity," which mathematically captures the added complexity embedded in a temporally changing environment versus a stationary one.

In this on-going work, I explore certain theoretical and empirical implications of data transformations under the PCA. In particular, I state and prove three theorems about PCA, which I paraphrase as follows: 1). PCA without discarding eigenvector rows is injective, but looses this injectivity when eigenvector rows are discarded 2). PCA without discarding eigen- vector rows preserves pair-wise distances, but tends to cause pair-wise distances to shrink when eigenvector rows are discarded. 3). For any pair of points, the shrinkage in pair-wise distance is bounded above by an L1 norm reconstruction error associated with the points. Clearly, 3). suggests that there might exist some correlation between shrinkages in pair-wise distances and mean square reconstruction error which is defined as the sum of those eigenvalues associated with the discarded eigenvectors. I therefore decided to perform numerical experiments to obtain the corre- lation between the sum of those eigenvalues and shrinkages in pair-wise distances. In addition, I have also performed some experiments to check respectively the effect of the sum of those eigenvalues and the effect of the shrinkages on classification accuracies under the PCA map. So far, I have obtained the following results on some publicly available data from the UCI Machine Learning Repository: 1). There seems to be a strong cor- relation between the sum of those eigenvalues associated with discarded eigenvectors and shrinkages in pair-wise distances. 2). Neither the sum of those eigenvalues nor pair-wise distances have any strong correlations with classification accuracies. 1