A personal cloud is a collection of digital content and services that are accessible from any device through the Internet. It is not a tangible entity, but a place that gives users the ability to store, synchronize, stream and share content on a relative core, moving from one platform, screen and location to another. Created on connected services and applications, it reflects and sets consumer expectations for how next-generation computing services will work. The four primary types of personal cloud in use today are: Online cloud, NAS device cloud, server device cloud, and home-made clouds. == Online cloud == The online cloud is sometimes referred to as the public cloud. It is the cloud computing model where online resources like software and data storage are made available over the Internet. Typically, an individual or organization has little control over the ecosystem in which the online cloud is hosted, and the core infrastructure is shared between many individuals and organizations. The data and applications provided by the service provider are logically segregated so that only those authorized are allowed access. == NAS device cloud == A network-attached storage (NAS) device is a computer connected to a network that provides only file-based data storage services to other devices on the network. Although it may technically be possible to run other software on a NAS device, it is not designed to be a general purpose server. Cloud NAS is remote storage that is accessed over the Internet as if it were local. A cloud NAS is often used for backups and archiving. One of the benefits of NAS Cloud is that data in the cloud can be accessed at any time from anywhere. The main drawback, however, is that the speed of the transfer rate is only as fast as the network connection the data is accessed over and can therefore be fairly slow. == Server device cloud == In many ways cloud servers work in the same way as physical servers but the functions they perform can be very different. Typically, the cloud server is an on-premises device that is connected to the Internet and gives users the functions available on the online cloud but with the added benefit and security of the files being in their control on their premises. The server cloud has been historically enterprise-based deployed by businesses needing an in-house cloud. However, there are also in-house options available for individual users. == Home-made clouds == For the more technologically proficient user a common solution for using a personal cloud is to create a home-made cloud system by connecting an external USB hard drive to a Wi-Fi router. This enables both wired and wireless computers to access the USB hard drive and use it for storage or for retrieving files a user needs to share on the network thereby acting like a cloud. Setting up a personal cloud requires a user to have particular skills in technology and network setup. One of the risks associated with improper setup is security, and leaving the files accessible to anyone with technical knowledge. Not every router supports this type of access and modification.
Richardson–Lucy deconvolution
The Richardson–Lucy algorithm, also known as Lucy–Richardson deconvolution, is an iterative procedure for recovering an underlying image that has been blurred by a known point spread function. It was named after William Richardson and Leon B. Lucy, who described it independently. == Description == When an image is produced using an optical system and detected using photographic film, a charge-coupled device or a CMOS sensor, for example, it is inevitably blurred, with an ideal point source not appearing as a point but being spread out into what is known as the point spread function. Extended sources can be decomposed into the sum of many individual point sources, thus the observed image can be represented in terms of a transition matrix p operating on an underlying image: d i = ∑ j p i , j u j , {\displaystyle d_{i}=\sum _{j}p_{i,j}u_{j},} where u j {\displaystyle u_{j}} is the intensity of the underlying image at pixel j {\displaystyle j} , and d i {\displaystyle d_{i}} is the detected intensity at pixel i {\displaystyle i} . In general, a matrix whose elements are p i , j {\displaystyle p_{i,j}} describes the portion of light from source pixel j that is detected in pixel i. In most good optical systems (or in general, linear systems that are described as shift-invariant) the transfer function p can be expressed simply in terms of the spatial offset between the source pixel j and the observation pixel i: p i , j = P ( i − j ) , {\displaystyle p_{i,j}=P(i-j),} where P ( Δ i ) {\displaystyle P(\Delta i)} is called a point spread function. In that case the above equation becomes a convolution. This has been written for one spatial dimension, but most imaging systems are two-dimensional, with the source, detected image, and point spread function all having two indices. So a two-dimensional detected image is a convolution of the underlying image with a two-dimensional point spread function P ( Δ x , Δ y ) {\displaystyle P(\Delta x,\Delta y)} plus added detection noise. In order to estimate u j {\displaystyle u_{j}} given the observed d i {\displaystyle d_{i}} and a known P ( Δ i x , Δ j y ) {\displaystyle P(\Delta i_{x},\Delta j_{y})} , the following iterative procedure is employed in which the estimate of u j {\displaystyle u_{j}} (called u ^ j ( t ) {\displaystyle {\hat {u}}_{j}^{(t)}} ) for iteration number t is updated as follows: u ^ j ( t + 1 ) = u ^ j ( t ) ∑ i d i c i p i j , {\displaystyle {\hat {u}}_{j}^{(t+1)}={\hat {u}}_{j}^{(t)}\sum _{i}{\frac {d_{i}}{c_{i}}}p_{ij},} where c i = ∑ j p i j u ^ j ( t ) , {\displaystyle c_{i}=\sum _{j}p_{ij}{\hat {u}}_{j}^{(t)},} and ∑ j p i j = 1 {\displaystyle \sum _{j}p_{ij}=1} is assumed. It has been shown empirically that if this iteration converges, it converges to the maximum likelihood solution for u j {\displaystyle u_{j}} . Writing this more generally for two (or more) dimensions in terms of convolution with a point spread function P: u ^ ( t + 1 ) = u ^ ( t ) ⋅ ( d u ^ ( t ) ⊗ P ⊗ P ∗ ) , {\displaystyle {\hat {u}}^{(t+1)}={\hat {u}}^{(t)}\cdot \left({\frac {d}{{\hat {u}}^{(t)}\otimes P}}\otimes P^{}\right),} where the division and multiplication are element-wise, ⊗ {\displaystyle \otimes } indicates a 2D convolution, and P ∗ {\displaystyle P^{}} is the mirrored point spread function, or the inverse Fourier transform of the Hermitian transpose of the optical transfer function. In problems where the point spread function p i j {\displaystyle p_{ij}} is not known a priori, a modification of the Richardson–Lucy algorithm has been proposed, in order to accomplish blind deconvolution. == Derivation == In the context of fluorescence microscopy, the probability of measuring a set of number of photons (or digitalization counts proportional to detected light) m = [ m 0 , … , m K ] {\displaystyle \mathbf {m} =[m_{0},\dots ,m_{K}]} for expected values E = [ E 0 , … , E K ] {\displaystyle \mathbf {E} =[E_{0},\dots ,E_{K}]} for a detector with K + 1 {\displaystyle K+1} pixels is given by P ( m ∣ E ) = ∏ i K Poisson ( E i ) = ∏ i K E i m i e − E i m i ! . {\displaystyle P(\mathbf {m} \mid \mathbf {E} )=\prod _{i}^{K}\operatorname {Poisson} (E_{i})=\prod _{i}^{K}{\frac {E_{i}^{m_{i}}e^{-E_{i}}}{m_{i}!}}.} Since in the context of maximum-likelihood estimation the aim is to locate the maximum of the likelihood function without concern for its absolute value, it is convenient to work with ln ( P ) {\displaystyle \ln(P)} : ln P ( m ∣ E ) = ∑ i K [ ( m i ln E i − E i ) − ln ( m i ! ) ] . {\displaystyle \ln P(\mathbf {m} \mid \mathbf {E} )=\sum _{i}^{K}[(m_{i}\ln E_{i}-E_{i})-\ln(m_{i}!)].} Moreover, since ln ( m i ! ) {\displaystyle \ln(m_{i}!)} is a constant, it does not give any additional information regarding the position of the maximum, so consider α ( m ∣ E ) = ∑ i K [ m i ln E i − E i ] , {\displaystyle \alpha (\mathbf {m} \mid \mathbf {E} )=\sum _{i}^{K}[m_{i}\ln E_{i}-E_{i}],} where α {\displaystyle \alpha } is something that shares the same maximum position as P ( m ∣ E ) {\displaystyle P(\mathbf {m} \mid \mathbf {E} )} . Now consider that E {\displaystyle \mathbf {E} } comes from a ground truth x {\displaystyle \mathbf {x} } and a measurement H {\displaystyle \mathbf {H} } which is assumed to be linear. Then E = H x , {\displaystyle \mathbf {E} =\mathbf {H} \mathbf {x} ,} where a matrix multiplication is implied. This can also be written in the form E m = ∑ n K H m n x n , {\displaystyle E_{m}=\sum _{n}^{K}H_{mn}x_{n},} where it can be seen how H {\displaystyle H} mixes or blurs the ground truth. It can also be shown that the derivative of an element of E {\displaystyle \mathbf {E} } , ( E i ) {\displaystyle (E_{i})} with respect to some other element of x j {\displaystyle x_{j}} can be written as It is easy to see this by writing a matrix H {\displaystyle \mathbf {H} } of, say, 5 × 5 and two arrays E {\displaystyle \mathbf {E} } and x {\displaystyle \mathbf {x} } of 5 elements and check it. This last equation can be interpreted as how much one element of x {\displaystyle \mathbf {x} } , say element i {\displaystyle i} , influences the other elements j ≠ i {\displaystyle j\neq i} (and of course the case i = j {\displaystyle i=j} is also taken into account). For example, in a typical case an element of the ground truth x {\displaystyle \mathbf {x} } will influence nearby elements in E {\displaystyle \mathbf {E} } but not the very distant ones (a value of 0 {\displaystyle 0} is expected on those matrix elements). Now, the key and arbitrary step: x {\displaystyle \mathbf {x} } is not known but may be estimated by x ^ {\displaystyle {\hat {\mathbf {x} }}} . Let's call x ^ old {\displaystyle {\hat {\mathbf {x} }}_{\text{old}}} and x ^ new {\displaystyle {\hat {\mathbf {x} }}_{\text{new}}} the estimated ground truths while using the RL algorithm, where the hat symbol is used to distinguish ground truth from estimator of the ground truth where ∂ ∂ x {\displaystyle {\frac {\partial }{\partial \mathbf {x} }}} stands for a K {\displaystyle K} -dimensional gradient. Performing the partial derivative of α ( m ∣ E ( x ) ) {\displaystyle \alpha (\mathbf {m} \mid \mathbf {E} (\mathbf {x} ))} yields the following expression: ∂ α ( m ∣ E ( x ) ) ∂ x j = ∂ ∂ x j ∑ i K [ m i ln E i − E i ] = ∑ i K [ m i E i ∂ ∂ x j E i − ∂ ∂ x j E i ] = ∑ i K ∂ E i ∂ x j [ m i E i − 1 ] . {\displaystyle {\frac {\partial \alpha (\mathbf {m} \mid \mathbf {E} (\mathbf {x} ))}{\partial x_{j}}}={\frac {\partial }{\partial x_{j}}}\sum _{i}^{K}[m_{i}\ln E_{i}-E_{i}]=\sum _{i}^{K}\left[{\frac {m_{i}}{E_{i}}}{\frac {\partial }{\partial x_{j}}}E_{i}-{\frac {\partial }{\partial x_{j}}}E_{i}\right]=\sum _{i}^{K}{\frac {\partial E_{i}}{\partial x_{j}}}\left[{\frac {m_{i}}{E_{i}}}-1\right].} By substituting (1), it follows that ∂ α ( m ∣ E ( x ) ) ∂ x j = ∑ i K H i j [ m i E i − 1 ] . {\displaystyle {\frac {\partial \alpha (\mathbf {m} \mid \mathbf {E} (\mathbf {x} ))}{\partial x_{j}}}=\sum _{i}^{K}H_{ij}\left[{\frac {m_{i}}{E_{i}}}-1\right].} Note that H j i T = H i j {\displaystyle H_{ji}^{T}=H_{ij}} by the definition of a matrix transpose. And hence Since this equation is true for all j {\displaystyle j} spanning all the elements from 1 {\displaystyle 1} to K {\displaystyle K} , these K {\displaystyle K} equations may be compactly rewritten as a single vectorial equation ∂ α ( m ∣ E ( x ) ) ∂ x = H T [ m E − 1 ] , {\displaystyle {\frac {\partial \alpha (\mathbf {m} \mid \mathbf {E} (\mathbf {x} ))}{\partial \mathbf {x} }}=\mathbf {H} ^{T}\left[{\frac {\mathbf {m} }{\mathbf {E} }}-\mathbf {1} \right],} where H T {\displaystyle \mathbf {H} ^{T}} is a matrix, and m {\displaystyle \mathbf {m} } , E {\displaystyle \mathbf {E} } and 1 {\displaystyle \mathbf {1} } are vectors. Now, as a seemingly arbitrary but key step, let where 1 {\displaystyle \mathbf {1} } is a vector of ones of size K {\displaystyle K} (same as m {\displaystyle \mathbf {m} } , E {\displaystyle \mathbf {E} } and x {\displaystyle \mathbf {x} } ), and the d
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Corinna Cortes
Corinna Cortes (born 31 March 1961) is a Danish computer scientist known for her contributions to machine learning. She is a Vice President at Google Research in New York City. Cortes is an ACM Fellow and a recipient of the Paris Kanellakis Award for her work on theoretical foundations of support vector machines. == Early life and education == Corinna Cortes was born in 1961 in Denmark. Cortes received her Master of Science degree in physics from University of Copenhagen in 1989. She received her PhD in computer science from the University of Rochester in 1993 for research supervised by Randal C. Nelson. == Career and research == Cortes joined AT&T Bell Labs as a researcher in 1993. Since 2003, she has served as Vice President of Google Research, New York City, and since 2011, as adjunct professor at the UCPH Department of Computer Science. She is serves as an editorial board member of the journal Machine Learning. Cortes' research covers a wide range of topics in machine learning, including support vector machines (SVM) and data mining. SVM is one of the most frequently used algorithms in machine learning, which is used in many practical applications, including medical diagnosis and weather forecasting. At AT&T, Cortes was a contributor to the design of Hancock programming language. === Awards and honours === In 2008, she jointly with Vladimir Vapnik received the Paris Kanellakis Award for the development of a highly effective algorithm for supervised learning known as support vector machines (SVM). She was named an ACM Fellow in 2023 for theoretical and practical contributions to machine learning, industrial leadership and service to the field. == Personal life == Corinna has two children and is also a competitive runner.
Spike-and-slab regression
Spike-and-slab regression is a type of Bayesian linear regression in which a particular hierarchical prior distribution for the regression coefficients is chosen such that only a subset of the possible regressors is retained. The technique is particularly useful when the number of possible predictors is larger than the number of observations. The idea of the spike-and-slab model was originally proposed by Mitchell & Beauchamp (1988). The approach was further significantly developed by Madigan & Raftery (1994) and George & McCulloch (1997). A recent and important contribution to this literature is Ishwaran & Rao (2005). == Model description == Suppose we have P possible predictors in some model. Vector γ has a length equal to P and consists of zeros and ones. This vector indicates whether a particular variable is included in the regression or not. If no specific prior information on initial inclusion probabilities of particular variables is available, a Bernoulli prior distribution is a common default choice. Conditional on a predictor being in the regression, we identify a prior distribution for the model coefficient, which corresponds to that variable (β). A common choice on that step is to use a normal prior with a mean equal to zero and a large variance calculated based on ( X T X ) − 1 {\displaystyle (X^{T}X)^{-1}} (where X {\displaystyle X} is a design matrix of explanatory variables of the model). A draw of γ from its prior distribution is a list of the variables included in the regression. Conditional on this set of selected variables, we take a draw from the prior distribution of the regression coefficients (if γi = 1 then βi ≠ 0 and if γi = 0 then βi = 0). βγ denotes the subset of β for which γi = 1. In the next step, we calculate a posterior probability for both inclusion and coefficients by applying a standard statistical procedure. All steps of the described algorithm are repeated thousands of times using the Markov chain Monte Carlo (MCMC) technique. As a result, we obtain a posterior distribution of γ (variable inclusion in the model), β (regression coefficient values) and the corresponding prediction of y. The model got its name (spike-and-slab) due to the shape of the two prior distributions. The "spike" is the probability of a particular coefficient in the model to be zero. The "slab" is the prior distribution for the regression coefficient values. An advantage of Bayesian variable selection techniques is that they are able to make use of prior knowledge about the model. In the absence of such knowledge, some reasonable default values can be used; to quote Scott and Varian (2013): "For the analyst who prefers simplicity at the cost of some reasonable assumptions, useful prior information can be reduced to an expected model size, an expected R2, and a sample size ν determining the weight given to the guess at R2." Some researchers suggest the following default values: R2 = 0.5, ν = 0.01, and π = 0.5 (parameter of a prior Bernoulli distribution).
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