Optimization of dynamic properties and link performance for directly-modulated gain-coupled DFB lasers

This paper demonstrates the respective roles that combined gain- and index-coupling play in the dynamic properties and overall link performance of DFB lasers. It is shown that for datacommunication applications, modest gain-coupling enables optimum transmission at 10Gbit/s.

Enhanced 10-Gbit/s link performance for directly Modulated complex-coupled DFB lasers via resonance frequency, damping rate, and chirp

This paper demonstrates the respective roles that combined index- and gain-coupling play in the overall link performance of distributed feedback (DFB) lasers. Their impacts on both static and dynamic properties such as slope efficiency, resonance frequency, damping rate, and chirp are investigated. Simulation results are compared with experimental data with good agreement. Transmission-oriented optimization is then demonstrated based on a targeted specification. The design tradeoffs are revealed, and it is shown that a modest combination of index- and gain-coupling enables optimum transmission at 10 Gbit/s.

Bayesian model selection for time series using Markov chain Monte Carlo

We present a stochastic simulation technique for subset selection in time series models, based on the use of indicator variables with the Gibbs sampler within a hierarchical Bayesian framework. As an example, the method is applied to the selection of subset linear AR models, in which only significant lags are included. Joint sampling of the indicators and parameters is found to speed convergence. We discuss the possibility of model mixing where the model is not well determined by the data, and the extension of the approach to include non-linear model terms.

Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

Approximate Bayesian computation (ABC) is a popular technique for analysing data for complex models where the likelihood function is intractable. It involves using simulation from the model to approximate the likelihood, with this approximate likelihood then being used to construct an approximate posterior. In this paper, we consider methods that estimate the parameters by maximizing the approximate likelihood used in ABC. We give a theoretical analysis of the asymptotic properties of the resulting estimator. In particular, we derive results analogous to those of consistency and asymptotic normality for standard maximum likelihood estimation. We also discuss how sequential Monte Carlo methods provide a natural method for implementing our likelihood-based ABC procedures.

Bayesian learning of noisy Markov decision processes

This work addresses the problem of estimating the optimal value function in a Markov Decision Process from observed state-action pairs. We adopt a Bayesian approach to inference, which allows both the model to be estimated and predictions about actions to be made in a unified framework, providing a principled approach to mimicry of a controller on the basis of observed data. A new Markov chain Monte Carlo (MCMC) sampler is devised for simulation from theposterior distribution over the optimal value function. This step includes a parameter expansion step, which is shown to be essential for good convergence properties of the MCMC sampler. As an illustration, the method is applied to learning a human controller.