## Informatik und Mathematik

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- Informatik und Mathematik (20) (remove)

- Measuring information processing in neural data: The application of transfer entropy in neuroscience (2017)
- It is a common notion in neuroscience research that the brain and neural systems in general "perform computations" to generate their complex, everyday behavior (Schnitzer, 2002). Understanding these computations is thus an important step in understanding neural systems as a whole (Carandini, 2012;Clark, 2013; Schnitzer, 2002; de-Wit, 2016). It has been proposed that one way to analyze these computations is by quantifying basic information processing operations necessary for computation, namely the transfer, storage, and modification of information (Langton, 1990; Mitchell, 2011; Mitchell, 1993;Wibral, 2015). A framework for the analysis of these operations has been emerging (Lizier2010thesis), using measures from information theory (Shannon, 1948) to analyze computation in arbitrary information processing systems (e.g., Lizier, 2012b). Of these measures transfer entropy (TE) (Schreiber2000), a measure of information transfer, is the most widely used in neuroscience today (e.g., Vicente, 2011; Wibral, 2011; Gourevitch, 2007; Vakorin, 2010; Besserve, 2010; Lizier, 2011; Richter, 2016; Huang, 2015; Rivolta, 2015; Roux, 2013). Yet, despite this popularity, open theoretical and practical problems in the application of TE remain (e.g., Vicente, 2011; Wibral, 2014a). The present work addresses some of the most prominent of these methodological problems in three studies. The first study presents an efficient implementation for the estimation of TE from non-stationary data. The statistical properties of non-stationary data are not invariant over time such that TE can not be easily estimated from these observations. Instead, necessary observations can be collected over an ensemble of data, i.e., observations of physical or temporal replications of the same process (Gomez-Herrero, 2010). The latter approach is computationally more demanding than the estimation from observations over time. The present study demonstrates how to handles this increased computational demand by presenting a highly-parallel implementation of the estimator using graphics processing units. The second study addresses the problem of estimating bivariate TE from multivariate data. Neuroscience research often investigates interactions between more than two (sub-)systems. It is common to analyze these interactions by iteratively estimating TE between pairs of variables, because a fully multivariate approach to TE-estimation is computationally intractable (Lizier, 2012a; Das, 2008; Welch, 1982). Yet, the estimation of bivariate TE from multivariate data may yield spurious, false-positive results (Lizier, 2012a;Kaminski, 2001; Blinowska, 2004). The present study proposes that such spurious links can be identified by characteristic coupling-motifs and the timings of their information transfer delays in networks of bivariate TE-estimates. The study presents a graph-algorithm that detects these coupling motifs and marks potentially spurious links. The algorithm thus partially corrects for spurious results due to multivariate effects and yields a more conservative approximation of the true network of multivariate information transfer. The third study investigates the TE between pre-frontal and primary visual cortical areas of two ferrets under different levels of anesthesia. Additionally, the study investigates local information processing in source and target of the TE by estimating information storage (Lizier, 2012) and signal entropy. Results of this study indicate an alternative explanation for the commonly observed reduction in TE under anesthesia (Imas, 2005; Ku, 2011; Lee, 2013; Jordan, 2013; Untergehrer, 2014), which is often explained by changes in the underlying coupling between areas. Instead, the present study proposes that reduced TE may be due to a reduction in information generation measured by signal entropy in the source of TE. The study thus demonstrates how interpreting changes in TE as evidence for changes in causal coupling may lead to erroneous conclusions. The study further discusses current bast-practice in the estimation of TE, namely the use of state-of-the-art estimators over approximative methods and the use of optimization procedures for estimation parameters over the use of ad-hoc choices. It is demonstrated how not following this best-practice may lead to over- or under-estimation of TE or failure to detect TE altogether. In summary, the present work proposes an implementation for the efficient estimation of TE from non-stationary data, it presents a correction for spurious effects in bivariate TE-estimation from multivariate data, and it presents current best-practice in the estimation and interpretation of TE. Taken together, the work presents solutions to some of the most pressing problems of the estimation of TE in neuroscience, improving the robust estimation of TE as a measure of information transfer in neural systems.

- Central limit theorems for multicolour urn models (2017)
- Urn models are simple examples for random growth processes that involve various competing types. In the study of these schemes, one is generally interested in the impact of the specific form of interaction on the allocation of elements to the types. Depending on their reciprocal action, effects of cancellation and self-reinforcement become apparent in the long run of the system. For some urn models, the influencing is of a smoothing nature and the asymptotic allocation to the types is close to being a result of independent and identically distributed growth events. On the contrary, for others, almost sure random tendencies or logarithmically periodic terms emerge in the second growth order. The present thesis is devoted to the derivation of central limit theorems in the latter case. For urns of this kind, we use a "non-classical" normalisation to derive asymptotic joint normality of the types. This normalisation takes random tendencies and phases into account and consequently involves random centering and, also, possibly random scaling.

- Probabilistic analysis of dual-pivot quicksort "Count" (2017)
- Recently, Aumüller and Dietzfelbinger proposed a version of a dual-pivot Quicksort, called "Count", which is optimal among dual-pivot versions with respect to the average number of key comparisons required. In this master's thesis we provide further probabilistic analysis of "Count". We derive an exact formula for the average number of swaps needed by "Count" as well as an asymptotic formula for the variance of the number of swaps and a limit law. Also for the number of key comparisons the asymptotic variance and a limit law are identified. We also consider both complexity measures jointly and find their asymptotic correlation.

- An FPGA-based preprocessor for the ALICE High-Level-Trigger (2017)
- The ALICE High-Level-Trigger (HLT) is a large scale computing farm designed and constructed for the purpose of the realtime reconstruction of particle interactions (events) inside the ALICE detector. The reconstruction of such events is based on the raw data produced in collisions inside the ALICE at the Large Hadron Collider. The online reconstruction in the HLT allows the triggering on certain event topologies and a significant data reduction by applying compression algorithms. Moreover, it enables a real-time verification of the quality of the data. To receive the raw data from the various sub-detectors of ALICE, the HLT is equipped with 226 custom built FPGA-based PCI-X cards, the H-RORCs. The H-RORC interfaces the detector readout electronics to the nodes of the HLT farm. In addition to the transfer of raw data, 108 H-RORCs host 216 Fast-Cluster-Finder (FCF) processors for the Time-Projection-Chamber (TPC). The TPC is the main tracking detector of ALICE and contributes with up to 16 GB/s to over 90% of the overall data volume. The FCF processor implements the first of two steps in the data reconstruction of the TPC. It calculates the space points and their properties from charge clouds (clusters) created by charged particles traversing the TPCs gas volume. Those space points are not only the base for the tracking algorithm, but also allow for a Huffman-based data compression, which reduces the data volume by a factor of 4 to 6. The FCF processor is designed to cope with any incoming data rate up to the maximum bandwidth of the incoming optical link (160 MB/s) without creating back-pressure to the detectors readout electronics. A performance comparison with the software implementation of the algorithm shows a speedup factor of about 20 compared with one AMD Opteron 6172 Core @ 2.1 GHz, the CPU type used in the HLT during the LHC Run1 campaign. Comparison with an Intel E5-2690 Core @ 3.0 GHz, the CPU type used by the HLT for the LHC Run2 campaign, results in a speedup factor of 8.5. In total numbers, the 216 FCF processors provide the computing performance of 4255 AMD Opteron cores or 2203 Intel cores of the previously mentioned type. The performance of the reconstruction with respect to the physics analysis is equivalent or better than the official ALICE Offline clusterizer. Therefore, ALICE data taking was switched in 2011 to FCF cluster recording and compression only, discarding the raw data from the TPC. Due to the capability to compress the clusters, the recorded data volume could be increased by a factor of 4 to 6. For the LHC Run3 campaign, starting in 2020, the FCF builds the foundation of the ALICE data taking and processing strategy. The raw data volume (before processing) of the upgraded TPC will exceed 3 TB/s. As a consequence, online processing of the raw data and compression of the results before it enters the online computing farms is an essential and crucial part of the computing model. Within the scope of this thesis, the H-RORC card and the FCF processor were developed and built from scratch. It covers the conceptual design, the optimisation and implementation, as well as the verification. It is completed by performance benchmarks and experiences from real data taking.

- Age-dependent processes and molecular pathways of the fungal ageing model "Podospora anserina": A bioinformatics approach (2017)
- Biological ageing is a degenerative and irreversible process, ultimately leading to death of the organism. The process is complex and under the control of genetic, environmental and stochastic traits. Although many theories have been established during the last decades, none of these are able to fully describe the complex mechanisms, which lead to ageing. Generally, biological processes and environmental factors lead to molecular damage and an accumulation of impaired cellular components. In contrast, counteracting surveillance systems are effective, including repair, remodelling and degradation of damaged or impaired components, respectively. Nevertheless, at some point these systems are no longer effective, either because the increasing amount of molecular damages can not longer be removed efficiently or because the repairing and removing mechanisms themselves become affected by impairing effects. The organism finally declines and dies. To investigate and to understand these counteracting mechanisms and the complex interplay of decline and maintenance, holistic and systems biological investigations are required. Hence, the processes which lead to ageing in the fungal model organism Podospora anserina, had been analysed using different advanced bioinformatics methods. In contrast to many other ageing models, P. anserina exhibits a short lifespan, a less biochemical complexity and it provides a good accessibility for genetic manipulations. To achieve a general overview on the different biochemical processes, which are affected during ageing in P. anserina, an initial comprehensive investigation was applied, which aimed to reveal genes significantly regulated and expressed in an age-dependent manner. This investigation was based on an age-dependent transcriptome analysis. Sophisticated and comprehensive analyses revealed different age-related pathways and indicated that especially autophagy may play a crucial role during ageing. For example, it was found that the expression of autophagy-associated genes increases in the course of ageing. Subsequently, to investigate and to characterise the autophagy pathway, its associated single components and their interactions, Path2PPI, a new bioinformatics approach, was developed. Path2PPI enables the prediction of protein-protein interaction networks of particular pathways by means of a homology comparison approach and was applied to construct the protein-protein interaction network of autophagy in P. anserina. The predicted network was extended by experimental data, comprising the transcriptome data as well as newly generated protein-protein interaction data achieved from a yeast two-hybrid analysis. Using different mathematical and statistical methods the topological properties of the constructed network had been compared with those of randomly generated networks to approve its biological significance. In addition, based on this topological and functional analysis, the most important proteins were determined and functional modules were identified, which correspond to the different sub-pathways of autophagy. Due to the integrated transcriptome data the autophagy network could be linked to the ageing process. For example, different proteins had been identified, which genes are continuously up- or down-regulated during ageing and it was shown for the first time that autophagy-associated genes are significantly often co-expressed during ageing. The presented biological network provides a systems biological view on autophagy and enables further studies, which aim to analyse the relationship of autophagy and ageing. Furthermore, it allows the investigation of potential methods for intervention into the ageing process and to extend the healthy lifespan of P. anserina as well as of other eukaryotic organisms, in particular humans.

- Ein stochastisches Modell für EEG-Microstates (2013)
- Zeitreihen von spontan auftretenden Topograpfien elektrischer Felder an der Kopfoberfläche, die durch eine Elektroenzephalografie (EEG) gemessen werden, zeigen Zeiträume („EEG-Microstates“), während denen die Topografie quasi-stabil ist. Diese EEG-Microstates werden üblicherweise dadurch analysiert, dass die zu spezifischen Zeitpunkten beobachteten Ausprägungen des EEGs in eine kleine Anzahl von prototypischen Topografien („Karten“) eingeteilt werden. Dadurch erhält man eine diskrete Kartensequenz. Um die Struktur der Übergangswahrscheinlichkeiten in experimentellen Kartensequenzen zu beschreiben, werden diese Sequenzen durch eine reduzierte Markov-Kette modelliert mit nur einem Parameter pro Karte. Die Markov-Ketten können mithilfe von zwei bestimmten stochastischen Prozessen konstruiert werden. Durch den einen Prozess werden zufällige Intervalle definiert, die zufällig den verschiedenen Karten zugeordnet werden. Durch den anderen Prozess werden zufällige Abtastungszeitpunkte bestimmt, zu denen die Karte des jeweils aktuellen Intervalls abgelesen wird. Neben der Motivation und Vorstellung des Markov-Ketten-Modells werden in dieser Arbeit Schätzer für die Modellparameter vorgeschlagen und diskutiert sowie ihre asymptotischen Varianzen hergeleitet. Zudem wird ein Anpassungstest durchgeführt und es werden Abwandlungen des Modells untersucht.

- On development, feasibility, and limits of highly efficient CPU and GPU programs in several fields (2013)
- With processor clock speeds having stagnated, parallel computing architectures have achieved a breakthrough in recent years. Emerging many-core processors like graphics cards run hundreds of threads in parallel and vector instructions are experiencing a revival. Parallel processors with many independent but simple arithmetical logical units fail executing serial tasks efficiently. However, their sheer parallel processing power makes them predestined for parallel applications while the simple construction of their cores makes them unbeatably power efficient. Unfortunately, old programs cannot profit by simple recompilation. Adaptation often requires rethinking and modifying algorithms to make use of parallel execution. Many applications have some serial subroutines which are very hard to parallelize, hence contemporary compute clusters are often homogeneous, offering fast processors for serial tasks and parallel processors for parallel tasks. In order not to waste the available compute power, highly efficient programs are mandatory. This thesis is about the development of fast algorithms and their implementations on modern CPUs and GPUs, about the maximum achievable efficiency with respect to peak performance and to power consumption respectively, and about feasibility and limits of programs for CPUs, GPUs, and heterogeneous systems. Three totally different applications from distinct fields, which were developed in the extent of this thesis, are presented. The ALICE experiment at the LHC particle collider at CERN studies heavy-ion collisions at high rates of several hundred Hz, while every collision produces thousands of particles, whose trajectories must be reconstructed. For this purpose, ALICE track reconstruction and ALICE track merging have been adapted for GPUs and deployed on 64 GPU-enabled compute-nodes at CERN. After a testing phase, the tracker ran in nonstop operation during 2012 providing full real-time track reconstruction. The tracker employs a multithreaded pipeline as well as asynchronous data transfer to ensure continuous GPU utilization and outperforms the fastest available CPUs by about a factor three. The Linpack benchmark is the standard tool for ranking compute clusters. It solves a dense system of linear equations using primarily matrix multiplication facilitated by a routine called DGEMM. A heterogeneous GPU-enabled version of DGEMM and Linpack has been developed, which can utilize the CAL, CUDA, and OpenCL APIs as backend. Employing this implementation, the LOEWE-CSC cluster ranked place 22 in the November 2010 Top500 list of the fastest supercomputers, and the Sanam cluster achieved the second place in the November 2012 Green500 list of the most power efficient supercomputers. An elaborate lookahead algorithm, a pipeline, and asynchronous data transfer hide the serial CPU-bound tasks of Linpack behind DGEMM execution on the GPU reaching the highest efficiency on GPU-accelerated clusters. Failure erasure codes enable failure tolerant storage of data and real-time failover, ensuring that in case of a hardware defect servers and even complete data centers remain operational. It is an absolute necessity for present-day computer infrastructure. The mathematical theory behind the codes involves matrix-computations in finite fields, which are not natively supported by modern processors and hence computationally very expensive. This thesis presents a novel scheme for fast encoding matrix generation and demonstrates a fast implementation for the encoding itself, which uses exclusively either integer or logical vector instructions. Depending on the scenario, it is always hitting different hard limits of the hardware: either the maximum attainable memory bandwidth, or the peak instruction throughput, or the PCI Express bandwidth limit when GPUs or FPGAs are used. The thesis demonstrates that in most cases with respect to the available peak performance, GPU implementations can be as efficient as their CPU counterparts. With respect to costs or power consumption, they are much more efficient. For this purpose, complex tasks must be split in serial as well as parallel parts and the execution must be pipelined such that the CPU bound tasks are hidden behind GPU execution. Few cases are identified where this is not possible due to PCI Express limitations or not reasonable because practical GPU languages are missing.

- Refactoring the UrQMD model for many-core architectures (2013)
- Ultrarelativistic Quantum Molecular Dynamics is a physics model to describe the transport, collision, scattering, and decay of nuclear particles. The UrQMD framework has been in use for nearly 20 years since its first development. In this period computing aspects, the design of code, and the efficiency of computation have been minor points of interest. Nowadays an additional issue arises due to the fact that the run time of the framework does not diminish any more with new hardware generations. The current development in computing hardware is mainly focused on parallelism. Especially in scientific applications a high order of parallelisation can be achieved due to the superposition principle. In this thesis it is shown how modern design criteria and algorithm redesign are applied to physics frameworks. The redesign with a special emphasise on many-core architectures allows for significant improvements of the execution speed. The most time consuming part of UrQMD is a newly introduced relativistic hydrodynamic phase. The algorithm used to simulate the hydrodynamic evolution is the SHASTA. As the sequential form of SHASTA is successfully applied in various simulation frameworks for heavy ion collisions its possible parallelisation is analysed. Two different implementations of SHASTA are presented. The first one is an improved sequential implementation. By applying a more concise design and evading unnecessary memory copies, the execution time could be reduced to the half of the FORTRAN version’s execution time. The usage of memory could be reduced by 80% compared to the memory needed in the original version. The second implementation concentrates fully on the usage of many-core architectures and deviates significantly from the classical implementation. Contrary to the sequential implementation, it follows the recalculate instead of memory look-up paradigm. By this means the execution speed could be accelerated up to a factor of 460 on GPUs. Additionally a stability analysis of the UrQMD model is presented. Applying metapro- gramming UrQMD is compiled and executed in a massively parallel setup. The resulting simulation data of all parallel UrQMD instances were hereafter gathered and analysed. Hence UrQMD could be proven of high stability to the uncertainty of experimental data. As a further application of modern programming paradigms a prototypical implementa- tion of the worldline formalism is presented. This formalism allows for a direct calculation of Feynman integrals and constitutes therefore an interesting enhancement for the UrQMD model. Its massively parallel implementation on GPUs is examined.

- Capital gains taxes : modeling in continuous time and impacts on investment decisions (2015)
- In the first part of the thesis, we show that the payment flow of a linear tax on trading gains from a security with a semimartingale price process can be constructed for all càglàd and adapted trading strategies. It is characterized as the unique continuous extension of the tax payments for elementary strategies w.r.t. the convergence "uniformly in probability". In this framework, we prove that under quite mild assumptions dividend payoffs have almost surely a negative effect on investor’s after-tax wealth if the riskless interest rate is always positive. In addition, we give an example for tax-efficient strategies for which the tax payment flow can be computed explicitly. In the second part of the thesis, we investigate the impact of capital gains taxes on optimal investment decisions in a quite simple model. Namely, we consider a risk neutral investor who owns one risky stock from which she assumes that it has a lower expected return than the riskless bank account and determine the optimal stopping time at which she sells the stock to invest the proceeds in the bank account up to the maturity date. In the case of linear taxes and a positive riskless interest rate, the problem is nontrivial because at the selling time the investor has to realize book profits which triggers tax payments. We derive a boundary that is continuous and increasing in time, and decreasing in the volatility of the stock such that the investor sells the stock at the first time its price is smaller or equal to this boundary.

- Extending C++ for explicit data-parallel programming via SIMD vector types (2015)
- Data-parallel programming is more important than ever since serial performance is stagnating. All mainstream computing architectures have been and are still enhancing their support for general purpose computing with explicitly data-parallel execution. For CPUs, data-parallel execution is implemented via SIMD instructions and registers. GPU hardware works very similar allowing very efficient parallel processing of wide data streams with a common instruction stream. These advances in parallel hardware have not been accompanied by the necessary advances in established programming languages. Developers have thus not been enabled to explicitly state the data-parallelism inherent in their algorithms. Some approaches of GPU and CPU vendors have introduced new programming languages, language extensions, or dialects enabling explicit data-parallel programming. However, it is arguable whether the programming models introduced by these approaches deliver the best solution. In addition, some of these approaches have shortcomings from a hardware-specific focus of the language design. There are several programming problems for which the aforementioned language approaches are not expressive and flexible enough. This thesis presents a solution tailored to the C++ programming language. The concepts and interfaces are presented specifically for C++ but as abstract as possible facilitating adoption by other programming languages as well. The approach builds upon the observation that C++ is very expressive in terms of types. Types communicate intention and semantics to developers as well as compilers. It allows developers to clearly state their intentions and allows compilers to optimize via explicitly defined semantics of the type system. Since data-parallelism affects data structures and algorithms, it is not sufficient to enhance the language's expressivity in only one area. The definition of types whose operators express data-parallel execution automatically enhances the possibilities for building data structures. This thesis therefore defines low-level, but fully portable, arithmetic and mask types required to build a flexible and portable abstraction for data-parallel programming. On top of these, it presents higher-level abstractions such as fixed-width vectors and masks, abstractions for interfacing with containers of scalar types, and an approach for automated vectorization of structured types. The Vc library is an implementation of these types. I developed the Vc library for researching data-parallel types and as a solution for explicitly data-parallel programming. This thesis discusses a few example applications using the Vc library showing the real-world relevance of the library. The Vc types enable parallelization of search algorithms and data structures in a way unique to this solution. It shows the importance of using the type system for expressing data-parallelism. Vc has also become an important building block in the high energy physics community. Their reliance on Vc shows that the library and its interfaces were developed to production quality.