6 resultados para random variate generation

em Universidad Politécnica de Madrid


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Monte Carlo techniques, which require the generation of samples from some target density, are often the only alternative for performing Bayesian inference. Two classic sampling techniques to draw independent samples are the ratio of uniforms (RoU) and rejection sampling (RS). An efficient sampling algorithm is proposed combining the RoU and polar RS (i.e. RS inside a sector of a circle using polar coordinates). Its efficiency is shown in drawing samples from truncated Cauchy and Gaussian random variables, which have many important applications in signal processing and communications. RESUMEN. Método eficiente para generar algunas variables aleatorias de uso común en procesado de señal y comunicaciones (por ejemplo, Gaussianas o Cauchy truncadas) mediante la combinación de dos técnicas: "ratio of uniforms" y "rejection sampling".

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This paper presents an algorithm for generating scale-free networks with adjustable clustering coefficient. The algorithm is based on a random walk procedure combined with a triangle generation scheme which takes into account genetic factors; this way, preferential attachment and clustering control are implemented using only local information. Simulations are presented which support the validity of the scheme, characterizing its tuning capabilities.

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The characteristics of the power-line communication (PLC) channel are difficult to model due to the heterogeneity of the networks and the lack of common wiring practices. To obtain the full variability of the PLC channel, random channel generators are of great importance for the design and testing of communication algorithms. In this respect, we propose a random channel generator that is based on the top-down approach. Basically, we describe the multipath propagation and the coupling effects with an analytical model. We introduce the variability into a restricted set of parameters and, finally, we fit the model to a set of measured channels. The proposed model enables a closed-form description of both the mean path-loss profile and the statistical correlation function of the channel frequency response. As an example of application, we apply the procedure to a set of in-home measured channels in the band 2-100 MHz whose statistics are available in the literature. The measured channels are divided into nine classes according to their channel capacity. We provide the parameters for the random generation of channels for all nine classes, and we show that the results are consistent with the experimental ones. Finally, we merge the classes to capture the entire heterogeneity of in-home PLC channels. In detail, we introduce the class occurrence probability, and we present a random channel generator that targets the ensemble of all nine classes. The statistics of the composite set of channels are also studied, and they are compared to the results of experimental measurement campaigns in the literature.

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Performances of ED-tethers using either spherical collectors or bare tethers for drag, thrust, or power generation, are compared. The standard Parker-Murphy model of current to a full sphere, with neither space-charge nor plasmamotion effects considered, but modified to best fit TSS1R results, is used (the Lam, Al'pert/Gurevich space-charge limited model will be used elsewhere) In the analysis, the spherical collector is assumed to collect current well beyond its random-current value (thick-heath). Both average current in the bare-tether and current to the sphere are normalized with the short-circuit current in the absence of applied power, allowing a comparison of performances for all three applications in terms of characteristic dimensionless numbers. The sphere is always substantially outperformed by the bare-tether if ohmic effects are weak, though its performance improves as such effects increase.

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In this paper, we present a depth-color scene modeling strategy for indoors 3D contents generation. It combines depth and visual information provided by a low-cost active depth camera to improve the accuracy of the acquired depth maps considering the different dynamic nature of the scene elements. Accurate depth and color models of the scene background are iteratively built, and used to detect moving elements in the scene. The acquired depth data is continuously processed with an innovative joint-bilateral filter that efficiently combines depth and visual information thanks to the analysis of an edge-uncertainty map and the detected foreground regions. The main advantages of the proposed approach are: removing depth maps spatial noise and temporal random fluctuations; refining depth data at object boundaries, generating iteratively a robust depth and color background model and an accurate moving object silhouette.

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Services in smart environments pursue to increase the quality of people?s lives. The most important issues when developing this kind of environments is testing and validating such services. These tasks usually imply high costs and annoying or unfeasible real-world testing. In such cases, artificial societies may be used to simulate the smart environment (i.e. physical environment, equipment and humans). With this aim, the CHROMUBE methodology guides test engineers when modeling human beings. Such models reproduce behaviors which are highly similar to the real ones. Originally, these models are based on automata whose transitions are governed by random variables. Automaton?s structure and the probability distribution functions of each random variable are determined by a manual test and error process. In this paper, it is presented an alternative extension of this methodology which avoids the said manual process. It is based on learning human behavior patterns automatically from sensor data by using machine learning techniques. The presented approach has been tested on a real scenario, where this extension has given highly accurate human behavior models,