Reservoir sampling

Reservoir sampling is a family of randomized algorithms for choosing a simple random sample, without replacement, of k items from a population of unknown size n in a single pass over the items. The size of the population n is not known to the algorithm and is typically too large for all n items to fit into main memory. The population is revealed to the algorithm over time, and the algorithm cannot look back at previous items. At any point, the current state of the algorithm must permit extraction of a simple random sample without replacement of size k over the part of the population seen so far. == Motivation == Suppose we see a sequence of items, one at a time. We want to keep 10 items in memory, and we want them to be selected at random from the sequence. If we know the total number of items n and can access the items arbitrarily, then the solution is easy: select 10 distinct indices i between 1 and n with equal probability, and keep the i-th elements. The problem is that we do not always know the exact n in advance. == Simple: Algorithm R == A simple and popular but slow algorithm, Algorithm R, was created by Jeffrey Vitter. Initialize an array R {\displaystyle R} indexed from 1 {\displaystyle 1} to k {\displaystyle k} , containing the first k items of the input x 1 , . . . , x k {\displaystyle x_{1},...,x_{k}} . This is the reservoir. For each new input x i {\displaystyle x_{i}} , generate a random number j uniformly in { 1 , . . . , i } {\displaystyle \{1,...,i\}} . If j ∈ { 1 , . . . , k } {\displaystyle j\in \{1,...,k\}} , then set R [ j ] := x i . {\displaystyle R[j]:=x_{i}.} Otherwise, discard x i {\displaystyle x_{i}} . Return R {\displaystyle R} after all inputs are processed. This algorithm works by induction on i ≥ k {\displaystyle i\geq k} . While conceptually simple and easy to understand, this algorithm needs to generate a random number for each item of the input, including the items that are discarded. The algorithm's asymptotic running time is thus O ( n ) {\displaystyle O(n)} . Generating this amount of randomness and the linear run time causes the algorithm to be unnecessarily slow if the input population is large. This is Algorithm R, implemented as follows: == Optimal: Algorithm L == If we generate n {\displaystyle n} random numbers u 1 , . . . , u n ∼ U [ 0 , 1 ] {\displaystyle u_{1},...,u_{n}\sim U[0,1]} independently, then the indices of the smallest k {\displaystyle k} of them is a uniform sample of the k {\displaystyle k} -subsets of { 1 , . . . , n } {\displaystyle \{1,...,n\}} . The process can be done without knowing n {\displaystyle n} : Keep the smallest k {\displaystyle k} of u 1 , . . . , u i {\displaystyle u_{1},...,u_{i}} that has been seen so far, as well as w i {\displaystyle w_{i}} , the index of the largest among them. For each new u i + 1 {\displaystyle u_{i+1}} , compare it with u w i {\displaystyle u_{w_{i}}} . If u i + 1 < u w i {\displaystyle u_{i+1}

Hierarchical Risk Parity

Hierarchical Risk Parity (HRP) is an advanced investment portfolio optimization framework developed in 2016 by Marcos López de Prado at Guggenheim Partners and Cornell University. HRP is a probabilistic graph-based alternative to the prevailing mean-variance optimization (MVO) framework developed by Harry Markowitz in 1952, and for which he received the Nobel Prize in economic sciences. HRP algorithms apply discrete mathematics and machine learning techniques to create diversified and robust investment portfolios that outperform MVO methods out-of-sample. HRP aims to address the limitations of traditional portfolio construction methods, particularly when dealing with highly correlated assets. Following its publication, HRP has been implemented in numerous open-source libraries, and received multiple extensions. == Key features == HRP portfolios have been proposed as a robust alternative to traditional quadratic optimization methods, including the Critical Line Algorithm (CLA) of Markowitz. HRP addresses three central issues commonly associated with quadratic optimizers: numerical instability, excessive concentration in a small number of assets, and poor out-of-sample performance. HRP leverages techniques from graph theory and machine learning to construct diversified portfolios using only the information embedded in the covariance matrix. Unlike quadratic programming methods, HRP does not require the covariance matrix to be invertible. Consequently, HRP remains applicable even in cases where the covariance matrix is ill-conditioned or singular—conditions under which standard optimizers fail. Monte Carlo simulations indicate that HRP achieves lower out-of-sample variance than CLA, despite the fact that minimizing variance is the explicit optimization objective of CLA. Furthermore, HRP portfolios exhibit lower realized risk compared to those generated by traditional risk parity methodologies. Empirical backtests have demonstrated that HRP would have historically outperformed conventional portfolio construction techniques. Algorithms within the HRP framework are characterized by the following features: Machine Learning Approach: HRP employs hierarchical clustering, a machine learning technique, to group similar assets based on their correlations. This allows the algorithm to identify the underlying hierarchical structure of the portfolio, and avoid that errors spread through the entire network. Risk-Based Allocation: The algorithm allocates capital based on risk, ensuring that assets only compete with similar assets for representation in the portfolio. This approach leads to better diversification across different risk sources, while avoiding the instability associated with noisy returns estimates. Covariance Matrix Handling: Unlike traditional methods like Mean-Variance Optimization, HRP does not require inverting the covariance matrix. This makes it more stable and applicable to portfolios with a large number of assets, particularly when the covariance matrix's condition number is high. == The problem: Markowitz's Curse == Portfolio construction is perhaps the most recurrent financial problem. On a daily basis, investment managers must build portfolios that incorporate their views and forecasts on risks and returns. Despite the theoretical elegance of Markowitz's mean-variance framework, its practical implementation is hindered by several limitations that undermine the reliability of solutions derived from the Critical Line Algorithm (CLA). A principal concern is the high sensitivity of optimal portfolios to small perturbations in expected returns: even minor forecasting errors can result in significantly different allocations (Michaud, 1998). Given the inherent difficulty of producing accurate return forecasts, numerous researchers have advocated for approaches that forgo expected returns entirely and instead rely solely on the covariance structure of asset returns. This has given rise to risk-based allocation methods, among which risk parity is a widely cited example (Jurczenko, 2015). While eliminating return forecasts mitigates some instability, it does not eliminate it. Quadratic programming techniques employed in portfolio optimization require the inversion of a positive-definite covariance matrix, meaning all eigenvalues must be strictly positive. When the matrix is numerically ill-conditioned—that is, when the ratio of its largest to smallest eigenvalue (its condition number) is large—matrix inversion becomes unreliable and prone to significant numerical errors (Bailey and López de Prado, 2012). The condition number of a covariance, correlation, or any symmetric (and thus diagonalizable) matrix is defined as the absolute value of the ratio between its largest and smallest eigenvalues in modulus. The figure on the right presents the sorted eigenvalues of several correlation matrices; the condition number is represented by the ratio of the first to last eigenvalues in each sequence. A diagonal correlation matrix, which is equal to its own inverse, exhibits the minimum possible condition number. As the number of correlated (or multicollinear) assets in a portfolio increases, the condition number rises. At high levels, this leads to severe numerical instability, whereby slight modifications in any matrix entry may result in drastically different inverses. This phenomenon, often referred to as Markowitz’s curse, encapsulates the paradox wherein increased correlation among assets heightens the theoretical need for diversification, yet simultaneously increases the likelihood of unstable optimization outcomes. Consequently, the potential benefits of diversification are frequently overshadowed by estimation errors. These problems are exacerbated as the dimensionality of the covariance matrix increases. The estimation of each covariance term consumes degrees of freedom, and in general, a minimum of 1 2 N ( N + 1 ) {\displaystyle {\frac {1}{2}}N(N+1)} independent and identically distributed (IID) observations is required to estimate a non-singular covariance matrix of dimension N {\displaystyle N} . For example, constructing an invertible covariance matrix of dimension 50 necessitates at least five years of daily IID observations. However, empirical evidence suggests that the correlation structure of financial assets is highly unstable over such extended periods. These difficulties are highlighted by the observation that even naïve allocation strategies—such as equally weighted portfolios—have frequently outperformed both mean-variance and risk-based optimizations in out-of-sample tests (De Miguel et al., 2009). == The solution: Hierarchical Risk Parity == The HRP algorithm addresses Markowitz's curse in three steps: Hierarchical Clustering: Assets are grouped into clusters based on their correlations, forming a hierarchical tree structure. Quasi-Diagonalization: The correlation matrix is reordered based on the clustering results, revealing a block diagonal structure. Recursive Bisection: Weights are assigned to assets through a top-down approach, splitting the portfolio into smaller sub-portfolios and allocating capital based on inverse variance. === Step 1: Hierarchical clustering === Given a T × N {\displaystyle T\times N} matrix of asset returns X {\displaystyle X} , where each column represents a time series of returns for one of N {\displaystyle N} assets over T {\displaystyle T} time periods, a hierarchical clustering process can be used to construct a tree-based representation of asset relationships. First, we compute the N × N {\displaystyle N\times N} correlation matrix ρ = ρ i , j i , j = 1 . . . N {\displaystyle \rho ={\rho _{i,j}}\;{i,j=1\;...\;N}} , where ρ i , j = c o r r ( X i , X j ) {\displaystyle \rho _{i,j}=\mathrm {corr} (X_{i},X_{j})} . From this, a pairwise distance matrix D = d i , j {\displaystyle D={d_{i,j}}} is defined using the transformation: d i , j = 1 2 ( 1 − ρ i , j ) {\displaystyle d_{i,j}={\sqrt {{\frac {1}{2}}(1-\rho _{i,j})}}} This distance function defines a proper metric space, satisfying non-negativity, identity of indiscernibles, symmetry, and the triangle inequality. Next, a secondary distance matrix D ~ = d ~ i , j {\displaystyle {\tilde {D}}={{\tilde {d}}_{i,j}}} is computed, where each entry measures the Euclidean distance between the distance profiles of two assets: d ~ i , j = ∑ n = 1 N ( d n , i − d n , j ) 2 {\displaystyle {\tilde {d}}_{i,j}={\sqrt {\sum _{n=1}^{N}(d_{n,i}-d_{n,j})^{2}}}} While d i , j {\displaystyle d_{i,j}} reflects correlation-based proximity between two assets, d ~ i , j {\displaystyle {\tilde {d}}_{i,j}} quantifies dissimilarity across the entire system, as it depends on all pairwise distances. Hierarchical clustering proceeds by identifying the pair ( i , j ) {\displaystyle (i,j)} with the smallest value of d ~ i , j {\displaystyle {\tilde {d}}_{i,j}} (for i ≠ j {\displaystyle i\neq j} ), and forming a new cluster u [ 1 ] = ( i , j ) {\displaystyle u[1]=(i,j)} .

DexNet

Dex-net is a robotic. It uses a Grasp Quality Convolutional Neural Network to learn how to grasp unusually shaped objects. == History == Dex-net was developed by University of California, Berkeley professor Ken Goldberg and graduate student Jeff Mahler. == Design == Dex-net includes a high-resolution 3-D sensor and two arms, each controlled by a different neural network. One arm is equipped with a conventional robot gripper and another with a suction system. The robot’s software scans an object and then asks both neural networks to decide, on the fly, whether to grab or suck a particular object. It runs on an off-the-shelf industrial machine made by Swiss robotics company ABB. The software learns by attempting to pick up objects in a virtual environment. Dex-Net can generalize from an object it has seen before to a new one. The robot can "nudge" such virtual objects to examine if it is unsure how to grasp them. The trial data set was 6.7 million point clouds, grasps and analytic grasp metrics generated from thousands of 3D models. Grasps are defined as a gripper's planar position, angle and depth relative to an RGB-D sensor. == Mean picks per hour == A metric called mean picks per hour (MPPH) is calculated by multiplying the average time per pick and the average probability of success for a specific set of objects. The new metric allows labs working on picking robots to compare their results. Humans are capable of between 400 and 600 MPPH. In a contest organized by Amazon recently, the best robots were capable of between 70 and 95. Dex-net has achieved 200 to 300.

TIMIT

TIMIT is a corpus of phonemically and lexically transcribed speech of American English speakers of different sexes and dialects. Each transcribed element has been delineated in time. TIMIT was designed to further acoustic-phonetic knowledge and automatic speech recognition systems. It was commissioned by DARPA and corpus design was a joint effort between the Massachusetts Institute of Technology, SRI International, and Texas Instruments (TI). The speech was recorded at TI, transcribed at MIT, and verified and prepared for publishing by the National Institute of Standards and Technology (NIST). There is also a telephone bandwidth version called NTIMIT (Network TIMIT). TIMIT and NTIMIT are not freely available — either membership of the Linguistic Data Consortium, or a monetary payment, is required for access to the dataset. == Data == TIMIT contains ~5 hours of speech, of 10 sentences spoken by each of 630 speakers. The sentences were randomly sampled from a corpus of 2342 sentences. The speakers were native speakers of American English, classified under 8 major dialect regions: New England, Northern, North Midland, South Midland, Southern, New York City, Western, Army Brat (moved around). The speakers were 70% male and 30% female. Recordings were made in a noise-isolated recording booth at Texas Instrument, using a semi-automatic computer system (STEROIDS) to control the presentation of prompts to the speaker and the recording. Two-channel recordings were made using a Sennheiser HMD 414 headset-mounted microphone and a Brüel & Kjær 1/2" far-field pressure microphone (#4165). The speech was digitized at a sample rate of 20 kHz then and downsampled to 16 kHz. == History == The TIMIT telephone corpus was an early attempt to create a database with speech samples. It was published in the year 1988 on CD-ROM and consists of only 10 sentences per speaker. Two 'dialect' sentences were read by each speaker, as well as another 8 sentences selected from a larger set Each sentence averages 3 seconds long and is spoken by 630 different speakers. It was the first notable attempt in creating and distributing a speech corpus and the overall project has produced costs of 1.5 million US$. An update was released in October 1990. It included full 630-speaker corpus; checked and corrected transcriptions; word-alignment transcriptions; NIST SPHERE-headered waveform files and header manipulation software; phonemic dictionary; new test and training subsets balanced for dialectal and phonetic coverage; more extensive documentation. The full name of the project is DARPA-TIMIT Acoustic-Phonetic Continuous Speech Corpus and the acronym TIMIT stands for Texas Instruments/Massachusetts Institute of Technology. The main reason why a corpus of telephone speech was created was to train speech recognition software. In the Blizzard challenge, different software has the obligation to convert audio recordings into textual data and the TIMIT corpus was used as a standardized baseline.

Arattai

Arattai Messenger (or simply Arattai) is an encrypted messaging service for instant messaging, voice calls, and video calls, developed by Zoho Corporation. The name Arattai means "chat" or "conversation" in Tamil. The app was soft-launched in January 2021. The app saw a sharp surge in downloads in September 2025, partially fueled by endorsements from Indian government officials. However, the app dropped from the top rankings in October 2025. == History == Arattai was initially tested internally among Zoho employees before being released publicly in early 2021. The launch coincided with a surge in interest for privacy-focused and messaging services, triggered by concerns over WhatsApp's updated terms of service. In September 2025, Arattai experienced a major surge in adoption, with daily sign-ups reportedly increasing 100-fold, from around 3,000 to more than 350,000 in three days. The surge in downloads was attributed to Zoho products being promoted by Indian government officials as part of their Make in India push for homegrown alternatives to foreign‐owned apps, amid deteriorating India–US relations. The growth temporarily strained Zoho's infrastructure, prompting rapid scaling of servers and capacity expansion. During the same period, the app reached the top position in Apple's App Store charts for the "Social Networking" category in India. The app dropped from the top ranking in late October 2025. == Reception == At launch, Arattai was positioned as a potential domestic rival to WhatsApp in India, but analysts noted that it faced challenges with encryption, ecosystem, and network effect. Critics pointed to occasional sync delays.

Video imprint (computer vision)

Proposed as an extension of image epitomes in the field of video content analysis, video imprint is obtained by recasting video contents into a fixed-sized tensor representation regardless of video resolution or duration. Specifically, statistical characteristics are retained to some degrees so that common video recognition tasks can be carried out directly on such imprints, e.g., event retrieval, temporal action localization. It is claimed that both spatio-temporal interdependences are accounted for and redundancies are mitigated during the computation of video imprints. The option of computing video imprints exploiting the epitome model has the advantage of more flexible input feature formats and more efficient training stage for video content analysis.

Nvidia Omniverse

Omniverse is a real-time 3D graphics collaboration platform created by Nvidia. It has been used for applications in the visual effects and "digital twin" industrial simulation industries. Omniverse makes extensive use of the Universal Scene Description (USD) format. == Third-party Integrations == Omniverse supports integration with external computer-aided design tools through third-party connectors. For example, academic work has demonstrated a connector linking Omniverse with the open-source CAD system FreeCAD, enabling collaborative access to CAD geometry via the Omniverse Nucleus server and extending Omniverse usage beyond media and entertainment workflows.