This is a list of assembly software and tools, including software used for assembly language programming, machine code generation, disassembly, debugging, binary analysis, reverse engineering, and instruction-set simulation. == Assemblers and machine-code generators == == Disassemblers and binary-analysis tools == == Debuggers with assembly-level features == == Educational IDEs, simulators and emulators == == Portable and intermediate assembly-like languages == == Assembly language families == Assembly language is not a single programming language, but a family of low-level languages associated with particular instruction set architectures and processor families. Examples include:
Conditional random field
Conditional random fields (CRFs) are a class of statistical modeling methods often applied in pattern recognition and machine learning and used for structured prediction. Whereas a classifier predicts a label for a single sample without considering "neighbouring" samples, a CRF can take context into account. To do so, the predictions are modelled as a graphical model, which represents the presence of dependencies between the predictions. The kind of graph used depends on the application. For example, in natural language processing, "linear chain" CRFs are popular, for which each prediction is dependent only on its immediate neighbours. In image processing, the graph typically connects locations to nearby and/or similar locations to enforce that they receive similar predictions. Other examples where CRFs are used are: labeling or parsing of sequential data for natural language processing or biological sequences, part-of-speech tagging, shallow parsing, named entity recognition, gene finding, peptide critical functional region finding, and object recognition and image segmentation in computer vision. == Description == CRFs are a type of discriminative undirected probabilistic graphical model. Lafferty, McCallum and Pereira define a CRF on observations X {\displaystyle {\boldsymbol {X}}} and random variables Y {\displaystyle {\boldsymbol {Y}}} as follows: Let G = ( V , E ) {\displaystyle G=(V,E)} be a graph such that Y = ( Y v ) v ∈ V {\displaystyle {\boldsymbol {Y}}=({\boldsymbol {Y}}_{v})_{v\in V}} , so that Y {\displaystyle {\boldsymbol {Y}}} is indexed by the vertices of G {\displaystyle G} . Then ( X , Y ) {\displaystyle ({\boldsymbol {X}},{\boldsymbol {Y}})} is a conditional random field when each random variable Y v {\displaystyle {\boldsymbol {Y}}_{v}} , conditioned on X {\displaystyle {\boldsymbol {X}}} , obeys the Markov property with respect to the graph; that is, its probability is dependent only on its neighbours in G and not its past states: P ( Y v | X , { Y w : w ≠ v } ) = P ( Y v | X , { Y w : w ∼ v } ) {\displaystyle P({\boldsymbol {Y}}_{v}|{\boldsymbol {X}},\{{\boldsymbol {Y}}_{w}:w\neq v\})=P({\boldsymbol {Y}}_{v}|{\boldsymbol {X}},\{{\boldsymbol {Y}}_{w}:w\sim v\})} , where w ∼ v {\displaystyle {\mathit {w}}\sim v} means that w {\displaystyle w} and v {\displaystyle v} are neighbors in G {\displaystyle G} . What this means is that a CRF is an undirected graphical model whose nodes can be divided into exactly two disjoint sets X {\displaystyle {\boldsymbol {X}}} and Y {\displaystyle {\boldsymbol {Y}}} , the observed and output variables, respectively; the conditional distribution p ( Y | X ) {\displaystyle p({\boldsymbol {Y}}|{\boldsymbol {X}})} is then modeled. === Inference === For general graphs, the problem of exact inference in CRFs is intractable. The inference problem for a CRF is basically the same as for an MRF and the same arguments hold. However, there exist special cases for which exact inference is feasible: If the graph is a chain or a tree, message passing algorithms yield exact solutions. The algorithms used in these cases are analogous to the forward-backward and Viterbi algorithm for the case of HMMs. If the CRF only contains pair-wise potentials and the energy is submodular, combinatorial min cut/max flow algorithms yield exact solutions. If exact inference is impossible, several algorithms can be used to obtain approximate solutions. These include: Loopy belief propagation Alpha expansion Mean field inference Linear programming relaxations === Parameter learning === Learning the parameters θ {\displaystyle \theta } is usually done by maximum likelihood learning for p ( Y i | X i ; θ ) {\displaystyle p(Y_{i}|X_{i};\theta )} . If all nodes have exponential family distributions and all nodes are observed during training, this optimization is convex. It can be solved for example using gradient descent algorithms, or Quasi-Newton methods such as the L-BFGS algorithm. On the other hand, if some variables are unobserved, the inference problem has to be solved for these variables. Exact inference is intractable in general graphs, so approximations have to be used. === Examples === In sequence modeling, the graph of interest is usually a chain graph. An input sequence of observed variables X {\displaystyle X} represents a sequence of observations and Y {\displaystyle Y} represents a hidden (or unknown) state variable that needs to be inferred given the observations. The Y i {\displaystyle Y_{i}} are structured to form a chain, with an edge between each Y i − 1 {\displaystyle Y_{i-1}} and Y i {\displaystyle Y_{i}} . As well as having a simple interpretation of the Y i {\displaystyle Y_{i}} as "labels" for each element in the input sequence, this layout admits efficient algorithms for: model training, learning the conditional distributions between the Y i {\displaystyle Y_{i}} and feature functions from some corpus of training data. decoding, determining the probability of a given label sequence Y {\displaystyle Y} given X {\displaystyle X} . inference, determining the most likely label sequence Y {\displaystyle Y} given X {\displaystyle X} . The conditional dependency of each Y i {\displaystyle Y_{i}} on X {\displaystyle X} is defined through a fixed set of feature functions of the form f ( i , Y i − 1 , Y i , X ) {\displaystyle f(i,Y_{i-1},Y_{i},X)} , which can be thought of as measurements on the input sequence that partially determine the likelihood of each possible value for Y i {\displaystyle Y_{i}} . The model assigns each feature a numerical weight and combines them to determine the probability of a certain value for Y i {\displaystyle Y_{i}} . Linear-chain CRFs have many of the same applications as conceptually simpler hidden Markov models (HMMs), but relax certain assumptions about the input and output sequence distributions. An HMM can loosely be understood as a CRF with very specific feature functions that use constant probabilities to model state transitions and emissions. Conversely, a CRF can loosely be understood as a generalization of an HMM that makes the constant transition probabilities into arbitrary functions that vary across the positions in the sequence of hidden states, depending on the input sequence. Notably, in contrast to HMMs, CRFs can contain any number of feature functions, the feature functions can inspect the entire input sequence X {\displaystyle X} at any point during inference, and the range of the feature functions need not have a probabilistic interpretation. == Variants == === Higher-order CRFs and semi-Markov CRFs === CRFs can be extended into higher order models by making each Y i {\displaystyle Y_{i}} dependent on a fixed number k {\displaystyle k} of previous variables Y i − k , . . . , Y i − 1 {\displaystyle Y_{i-k},...,Y_{i-1}} . In conventional formulations of higher order CRFs, training and inference are only practical for small values of k {\displaystyle k} (such as k ≤ 5), since their computational cost increases exponentially with k {\displaystyle k} . However, another recent advance has managed to ameliorate these issues by leveraging concepts and tools from the field of Bayesian nonparametrics. Specifically, the CRF-infinity approach constitutes a CRF-type model that is capable of learning infinitely-long temporal dynamics in a scalable fashion. This is effected by introducing a novel potential function for CRFs that is based on the Sequence Memoizer (SM), a nonparametric Bayesian model for learning infinitely-long dynamics in sequential observations. To render such a model computationally tractable, CRF-infinity employs a mean-field approximation of the postulated novel potential functions (which are driven by an SM). This allows for devising efficient approximate training and inference algorithms for the model, without undermining its capability to capture and model temporal dependencies of arbitrary length. There exists another generalization of CRFs, the semi-Markov conditional random field (semi-CRF), which models variable-length segmentations of the label sequence Y {\displaystyle Y} . This provides much of the power of higher-order CRFs to model long-range dependencies of the Y i {\displaystyle Y_{i}} , at a reasonable computational cost. Finally, large-margin models for structured prediction, such as the structured Support Vector Machine can be seen as an alternative training procedure to CRFs. === Latent-dynamic conditional random field === Latent-dynamic conditional random fields (LDCRF) or discriminative probabilistic latent variable models (DPLVM) are a type of CRFs for sequence tagging tasks. They are latent variable models that are trained discriminatively. In an LDCRF, like in any sequence tagging task, given a sequence of observations x = x 1 , … , x n {\displaystyle x_{1},\dots ,x_{n}} , the main problem the model must solve is how to assign a sequence of labels y = y 1 , … , y n {\displaystyle y_{1},\dots ,y_{n}} from one finite set
Generalized filtering
Generalized filtering is a generic Bayesian filtering scheme for nonlinear state-space models. It is based on a variational principle of least action, formulated in generalized coordinates of motion. Note that "generalized coordinates of motion" are related to—but distinct from—generalized coordinates as used in (multibody) dynamical systems analysis. Generalized filtering furnishes posterior densities over hidden states (and parameters) generating observed data using a generalized gradient descent on variational free energy, under the Laplace assumption. Unlike classical (e.g. Kalman-Bucy or particle) filtering, generalized filtering eschews Markovian assumptions about random fluctuations. Furthermore, it operates online, assimilating data to approximate the posterior density over unknown quantities, without the need for a backward pass. Special cases include variational filtering, dynamic expectation maximization and generalized predictive coding. == Definition == Definition: Generalized filtering rests on the tuple ( Ω , U , X , S , p , q ) {\displaystyle (\Omega ,U,X,S,p,q)} : A sample space Ω {\displaystyle \Omega } from which random fluctuations ω ∈ Ω {\displaystyle \omega \in \Omega } are drawn Control states U ∈ R {\displaystyle U\in \mathbb {R} } – that act as external causes, input or forcing terms Hidden states X : X × U × Ω → R {\displaystyle X:X\times U\times \Omega \to \mathbb {R} } – that cause sensory states and depend on control states Sensor states S : X × U × Ω → R {\displaystyle S:X\times U\times \Omega \to \mathbb {R} } – a probabilistic mapping from hidden and control states Generative density p ( s ~ , x ~ , u ~ ∣ m ) {\displaystyle p({\tilde {s}},{\tilde {x}},{\tilde {u}}\mid m)} – over sensory, hidden and control states under a generative model m {\displaystyle m} Variational density q ( x ~ , u ~ ∣ μ ~ ) {\displaystyle q({\tilde {x}},{\tilde {u}}\mid {\tilde {\mu }})} – over hidden and control states with mean μ ~ ∈ R {\displaystyle {\tilde {\mu }}\in \mathbb {R} } Here ~ denotes a variable in generalized coordinates of motion: u ~ = [ u , u ′ , u ″ , … ] T {\displaystyle {\tilde {u}}=[u,u',u'',\ldots ]^{T}} === Generalized filtering === The objective is to approximate the posterior density over hidden and control states, given sensor states and a generative model – and estimate the (path integral of) model evidence p ( s ~ ( t ) | m ) {\displaystyle p({\tilde {s}}(t)\vert m)} to compare different models. This generally involves an intractable marginalization over hidden states, so model evidence (or marginal likelihood) is replaced with a variational free energy bound. Given the following definitions: μ ~ ( t ) = a r g m i n μ ~ { F ( s ~ ( t ) , μ ~ ) } {\displaystyle {\tilde {\mu }}(t)={\underset {\tilde {\mu }}{\operatorname {arg\,min} }}\{F({\tilde {s}}(t),{\tilde {\mu }})\}} G ( s ~ , x ~ , u ~ ) = − ln p ( s ~ , x ~ , u ~ | m ) {\displaystyle G({\tilde {s}},{\tilde {x}},{\tilde {u}})=-\ln p({\tilde {s}},{\tilde {x}},{\tilde {u}}\vert m)} Denote the Shannon entropy of the density q {\displaystyle q} by H [ q ] = E q [ − log ( q ) ] {\displaystyle H[q]=E_{q}[-\log(q)]} . We can then write the variational free energy in two ways: F ( s ~ , μ ~ ) = E q [ G ( s ~ , x ~ , u ~ ) ] − H [ q ( x ~ , u ~ | μ ~ ) ] = − ln p ( s ~ | m ) + D K L [ q ( x ~ , u ~ | μ ~ ) | | p ( x ~ , u ~ | s ~ , m ) ] {\displaystyle F({\tilde {s}},{\tilde {\mu }})=E_{q}[G({\tilde {s}},{\tilde {x}},{\tilde {u}})]-H[q({\tilde {x}},{\tilde {u}}\vert {\tilde {\mu }})]=-\ln p({\tilde {s}}\vert m)+D_{KL}[q({\tilde {x}},{\tilde {u}}\vert {\tilde {\mu }})\vert \vert p({\tilde {x}},{\tilde {u}}\vert {\tilde {s}},m)]} The second equality shows that minimizing variational free energy (i) minimizes the Kullback-Leibler divergence between the variational and true posterior density and (ii) renders the variational free energy (a bound approximation to) the negative log evidence (because the divergence can never be less than zero). Under the Laplace assumption q ( x ~ , u ~ ∣ μ ~ ) = N ( μ ~ , C ) {\displaystyle q({\tilde {x}},{\tilde {u}}\mid {\tilde {\mu }})={\mathcal {N}}({\tilde {\mu }},C)} the variational density is Gaussian and the precision that minimizes free energy is C − 1 = Π = ∂ μ ~ μ ~ G ( μ ~ ) {\displaystyle C^{-1}=\Pi =\partial _{{\tilde {\mu }}{\tilde {\mu }}}G({\tilde {\mu }})} . This means that free-energy can be expressed in terms of the variational mean (omitting constants): F = G ( μ ~ ) + 1 2 ln | ∂ μ ~ μ ~ G ( μ ~ ) | {\displaystyle F=G({\tilde {\mu }})+\textstyle {1 \over 2}\ln \vert \partial _{{\tilde {\mu }}{\tilde {\mu }}}G({\tilde {\mu }})\vert } The variational means that minimize the (path integral) of free energy can now be recovered by solving the generalized filter: μ ~ ˙ = D μ ~ − ∂ μ ~ F ( s ~ , μ ~ ) {\displaystyle {\dot {\tilde {\mu }}}=D{\tilde {\mu }}-\partial _{\tilde {\mu }}F({\tilde {s}},{\tilde {\mu }})} where D {\displaystyle D} is a block matrix derivative operator of identify matrices such that D u ~ = [ u ′ , u ″ , … ] T {\displaystyle D{\tilde {u}}=[u',u'',\ldots ]^{T}} === Variational basis === Generalized filtering is based on the following lemma: The self-consistent solution to μ ~ ˙ = D μ ~ − ∂ μ ~ F ( s , μ ~ ) {\displaystyle {\dot {\tilde {\mu }}}=D{\tilde {\mu }}-\partial _{\tilde {\mu }}F(s,{\tilde {\mu }})} satisfies the variational principle of stationary action, where action is the path integral of variational free energy S = ∫ d t F ( s ~ ( t ) , μ ~ ( t ) ) {\displaystyle S=\int dt\,F({\tilde {s}}(t),{\tilde {\mu }}(t))} Proof: self-consistency requires the motion of the mean to be the mean of the motion and (by the fundamental lemma of variational calculus) μ ~ ˙ = D μ ~ ⇔ ∂ μ ~ F ( s ~ , μ ~ ) = 0 ⇔ δ μ ~ S = 0 {\displaystyle {\dot {\tilde {\mu }}}=D{\tilde {\mu }}\Leftrightarrow \partial _{\tilde {\mu }}F({\tilde {s}},{\tilde {\mu }})=0\Leftrightarrow \delta _{\tilde {\mu }}S=0} Put simply, small perturbations to the path of the mean do not change variational free energy and it has the least action of all possible (local) paths. Remarks: Heuristically, generalized filtering performs a gradient descent on variational free energy in a moving frame of reference: μ ~ ˙ − D μ ~ = − ∂ μ ~ F ( s , μ ~ ) {\displaystyle {\dot {\tilde {\mu }}}-D{\tilde {\mu }}=-\partial _{\tilde {\mu }}F(s,{\tilde {\mu }})} , where the frame itself minimizes variational free energy. For a related example in statistical physics, see Kerr and Graham who use ensemble dynamics in generalized coordinates to provide a generalized phase-space version of Langevin and associated Fokker-Planck equations. In practice, generalized filtering uses local linearization over intervals Δ t {\displaystyle \Delta t} to recover discrete updates Δ μ ~ = ( exp ( Δ t ⋅ J ) − I ) J − 1 μ ~ ˙ J = ∂ μ ~ μ ~ ˙ = D − ∂ μ ~ μ ~ F ( s ~ , μ ~ ) {\displaystyle {\begin{aligned}\Delta {\tilde {\mu }}&=(\exp(\Delta t\cdot J)-I)J^{-1}{\dot {\tilde {\mu }}}\\J&=\partial _{\tilde {\mu }}{\dot {\tilde {\mu }}}=D-\partial _{{\tilde {\mu }}{\tilde {\mu }}}F({\tilde {s}},{\tilde {\mu }})\end{aligned}}} This updates the means of hidden variables at each interval (usually the interval between observations). == Generative (state-space) models in generalized coordinates == Usually, the generative density or model is specified in terms of a nonlinear input-state-output model with continuous nonlinear functions: s = g ( x , u ) + ω s x ˙ = f ( x , u ) + ω x {\displaystyle {\begin{aligned}s&=g(x,u)+\omega _{s}\\{\dot {x}}&=f(x,u)+\omega _{x}\end{aligned}}} The corresponding generalized model (under local linearity assumptions) obtains the from the chain rule s ~ = g ~ ( x ~ , u ~ ) + ω ~ s s = g ( x , u ) + ω s s ′ = ∂ x g ⋅ x ′ + ∂ u g ⋅ u ′ + ω s ′ s ″ = ∂ x g ⋅ x ″ + ∂ u g ⋅ u ″ + ω s ″ ⋮ x ~ ˙ = f ~ ( x ~ , u ~ ) + ω ~ x x ˙ = f ( x , u ) + ω x x ˙ ′ = ∂ x f ⋅ x ′ + ∂ u f ⋅ u ′ + ω x ′ x ˙ ″ = ∂ x f ⋅ x ″ + ∂ u f ⋅ u ″ + ω x ″ ⋮ {\displaystyle {\begin{aligned}{\tilde {s}}&={\tilde {g}}({\tilde {x}},{\tilde {u}})+{\tilde {\omega }}_{s}\\\\s&=g(x,u)+\omega _{s}\\s'&=\partial _{x}g\cdot x'+\partial _{u}g\cdot u'+\omega '_{s}\\s''&=\partial _{x}g\cdot x''+\partial _{u}g\cdot u''+\omega ''_{s}\\&\vdots \\\end{aligned}}\qquad {\begin{aligned}{\dot {\tilde {x}}}&={\tilde {f}}({\tilde {x}},{\tilde {u}})+{\tilde {\omega }}_{x}\\\\{\dot {x}}&=f(x,u)+\omega _{x}\\{\dot {x}}'&=\partial _{x}f\cdot x'+\partial _{u}f\cdot u'+\omega '_{x}\\{\dot {x}}''&=\partial _{x}f\cdot x''+\partial _{u}f\cdot u''+\omega ''_{x}\\&\vdots \end{aligned}}} Gaussian assumptions about the random fluctuations ω {\displaystyle \omega } then prescribe the likelihood and empirical priors on the motion of hidden states p ( s ~ , x ~ , u ~ | m ) = p ( s ~ | x ~ , u ~ , m ) p ( D x ~ | x , u ~ , m ) p ( x | m ) p ( u ~ | m ) p ( s ~ | x ~ , u ~ , m ) = N ( g ~ ( x ~ , u ~ ) , Σ ~ ( x ~ , u ~ ) s ) p ( D x ~ | x , u ~ , m ) = N ( f ~ ( x ~ , u ~ ) , Σ ~ ( x ~ , u ~ ) x ) {\displayst
Luca Maria Gambardella
Luca Maria Gambardella (born 4 January 1962) is an Italian computer scientist and author. He is the former director of the Dalle Molle Institute for Artificial Intelligence Research in Lugano, in the Ticino canton of Switzerland. He is currently the prorector of Università della Svizzera italiana, where he directs the Master of Science in Artificial Intelligence degree course. Several of his papers have been extensively cited, with his collaborators including Marco Dorigo, with whom he has published papers on the application of ant colony optimization theory to the traveling salesman problem, and Jürgen Schmidhuber with whom he has published research on deep neural networks.. Beside working in research, Gambardella explores the potentials of AI applied for the generation of art. Some of his artistic installations received significant media coverage. As a novelist, the genres he approached broad from Bildungsroman of his first book "Sei vite" ("Six lives"), to romance of his second book "Il suono dell'alba" ("The sound of sunrise").
AI Humanizers: Free vs Paid (2026)
Trying to pick the best AI humanizer? An AI humanizer is software that uses machine learning to help you get more done — it scales effortlessly from a single task to thousands. The best picks balance beginner-friendly simplicity with the depth power users need, and they ship updates often. Whether you are a beginner or a pro, the right AI humanizer slots into your workflow and pays for itself fast. This guide breaks down the top picks, their pros and cons, and who each one is best for.
Tridium
Tridium Inc. is an American engineering hardware and software company based in Richmond, Virginia, whose products facilitate and integrate the automation of building and other engineering control systems. Since November 2005, the company has operated as an independent business entity of Honeywell International Inc. == History == Tridium Inc. was founded in 1995. In 1999, Tridium launched the Niagara Framework, a software infrastructure that connects all systems and devices to a central console. In 2002, John Petze became president and CEO, replacing Jerry Frank. The company was acquired by Honeywell International Inc in 2005. == Products == Tridium's products facilitate by integrating building automation using open and proprietary communications protocols such as Modbus, Lonworks and BACnet. Tridium is the developer of Niagara Framework. The Niagara Framework is a universal software infrastructure that allows building controls integrators, HVAC and mechanical contractors to build custom, web-enabled applications for accessing, automating and controlling smart devices real-time via local network or over the Internet.
Collostructional analysis
Collostructional analysis is a family of methods developed by (in alphabetical order) Stefan Th. Gries (University of California, Santa Barbara) and Anatol Stefanowitsch (Free University of Berlin). Collostructional analysis aims at measuring the degree of attraction or repulsion that words exhibit to constructions, where the notion of construction has so far been that of Goldberg's construction grammar. == Collostructional methods == Collostructional analysis so far comprises three different methods: collexeme analysis, to measure the degree of attraction/repulsion of a lemma to a slot in one particular construction; distinctive collexeme analysis, to measure the preference of a lemma to one particular construction over another, functionally similar construction; multiple distinctive collexeme analysis extends this approach to more than two alternative constructions; covarying collexeme analysis, to measure the degree of attraction of lemmas in one slot of a construction to lemmas in another slot of the same construction. == Input frequencies == Collostructional analysis requires frequencies of words and constructions and is similar to a wide variety of collocation statistics. It differs from raw frequency counts by providing not only observed co-occurrence frequencies of words and constructions, but also (i) a comparison of the observed frequency to the one expected by chance; thus, collostructional analysis can distinguish attraction and repulsion of words and constructions; (ii) a measure of the strength of the attraction or repulsion; this is usually the log-transformed p-value of a Fisher-Yates exact test. == Versus other collocation statistics == Collostructional analysis differs from most collocation statistics such that (i) it measures not the association of words to words, but of words to syntactic patterns or constructions; thus, it takes syntactic structure more seriously than most collocation-based analyses; (ii) it has so far only used the most precise statistics, namely the Fisher-Yates exact test based on the hypergeometric distribution; thus, unlike t-scores, z-scores, chi-square tests etc., the analysis is not based on, and does not violate, any distributional assumptions.