Outage probability of the gaussian MIMO free-space optical channel with PPM

Atmospheric effects can significantly degrade the reliability of free-space optical communications. One such effect is scintillation, caused by atmospheric turbulence, refers to random fluctuations in the irradiance and phase of the received laser beam. In this paper we inv stigate the use of multiple lasers and multiple apertures to mitigate scintillation. Since the scintillation process is slow, we adopt a block fading channel model and study the outage probability under the assumptions of orthogonal pulse-position modulation and non-ideal photodetection. Assuming perfect receiver channel state information (CSI), we derive the signal-to-noise ratio (SNR) exponents for the cases when the scintillation is lognormal, exponential and gammagamma distributed, which cover a wide range of atmospheric turbulence conditions. Furthermore, when CSI is also available at the transmitter, we illustrate very large gains in SNR are possible (in some cases larger than 15 dB) by adapting the transmitted power. Under a long-term power constraint, we outline fundamental design criteria via a simple expression that relates the required number of lasers and apertures for a given code rate and number of codeword blocks to completely remove system outages. Copyright © 2009 IEEE.

The Gaussian mixture MCMC particle algorithm for dynamic cluster tracking

We present a novel filtering algorithm for tracking multiple clusters of coordinated objects. Based on a Markov chain Monte Carlo (MCMC) mechanism, the new algorithm propagates a discrete approximation of the underlying filtering density. A dynamic Gaussian mixture model is utilized for representing the time-varying clustering structure. This involves point process formulations of typical behavioral moves such as birth and death of clusters as well as merging and splitting. For handling complex, possibly large scale scenarios, the sampling efficiency of the basic MCMC scheme is enhanced via the use of a Metropolis within Gibbs particle refinement step. As the proposed methodology essentially involves random set representations, a new type of estimator, termed the probability hypothesis density surface (PHDS), is derived for computing point estimates. It is further proved that this estimator is optimal in the sense of the mean relative entropy. Finally, the algorithm's performance is assessed and demonstrated in both synthetic and realistic tracking scenarios. © 2012 Elsevier Ltd. All rights reserved.

Boundary effects on the vibration statistics of a random plate

This paper considers the estimation of statistics of displacement of a vibrating rectangular plate with random wave scatterers. The influence of uncertainty is investigated using point impedance theory. Coherent boundary effects are seen, which decrease when the number of scatterers increases. The boundary effect is investigated using images and the first side and corner reflections are found to be a minimum requirement to estimate the spatial correlation. Statistics for point driven response are investigated under the assumption that the statistics of the natural frequencies follow those of the Gaussian Orthogonal Ensemble (GOE). The estimates are compared with Monte Carlo simulation results, and they show good agreement. © 2012 Elsevier Ltd. All rights reserved.

Random function priors for exchangeable arrays with applications to graphs and relational data

A fundamental problem in the analysis of structured relational data like graphs, networks, databases, and matrices is to extract a summary of the common structure underlying relations between individual entities. Relational data are typically encoded in the form of arrays; invariance to the ordering of rows and columns corresponds to exchangeable arrays. Results in probability theory due to Aldous, Hoover and Kallenberg show that exchangeable arrays can be represented in terms of a random measurable function which constitutes the natural model parameter in a Bayesian model. We obtain a flexible yet simple Bayesian nonparametric model by placing a Gaussian process prior on the parameter function. Efficient inference utilises elliptical slice sampling combined with a random sparse approximation to the Gaussian process. We demonstrate applications of the model to network data and clarify its relation to models in the literature, several of which emerge as special cases.

On the applicability of the lognormal distribution in random dynamical systems

This paper is concerned with the probability density function of the energy of a random dynamical system subjected to harmonic excitation. It is shown that if the natural frequencies and mode shapes of the system conform to the Gaussian Orthogonal Ensemble, then under common types of loading the distribution of the energy of the response is approximately lognormal, providing the modal overlap factor is high (typically greater than two). In contrast, it is shown that the response of a system with Poisson natural frequencies is not approximately lognormal. Numerical simulations are conducted on a plate system to validate the theoretical findings and good agreement is obtained. Simulations are also conducted on a system made from two plates connected with rotational springs to demonstrate that the theoretical findings can be extended to a built-up system. The work provides a theoretical justification of the commonly used empirical practice of assuming that the energy response of a random system is lognormal.

Shock dynamics of random structures.

Predicting the response of a structure following an impact is of interest in situations where parts of a complex assembly may come into contact. Standard approaches are based on the knowledge of the impulse response function, requiring the knowledge of the modes and the natural frequencies of the structure. In real engineering structures the statistics of higher natural frequencies follows those of the Gaussian Orthogonal Ensemble, this allows the application of random point process theory to get a mean impulse response function by the knowledge of the modal density of the structure. An ensemble averaged time history for both the response and the impact force can be predicted. Once the impact characteristics are known in the time domain, a simple Fourier Transform allows the frequency range of the impact excitation to be calculated. Experimental and numerical results for beams, plates, and cylinders are presented to confirm the validity of the method.

The Random Forest Kernel and other kernels for big data from random partitions

We present Random Partition Kernels, a new class of kernels derived by demonstrating a natural connection between random partitions of objects and kernels between those objects. We show how the construction can be used to create kernels from methods that would not normally be viewed as random partitions, such as Random Forest. To demonstrate the potential of this method, we propose two new kernels, the Random Forest Kernel and the Fast Cluster Kernel, and show that these kernels consistently outperform standard kernels on problems involving real-world datasets. Finally, we show how the form of these kernels lend themselves to a natural approximation that is appropriate for certain big data problems, allowing $O(N)$ inference in methods such as Gaussian Processes, Support Vector Machines and Kernel PCA.

Classification using log Gaussian Cox processes

McCullagh and Yang (2006) suggest a family of classification algorithms based on Cox processes. We further investigate the log Gaussian variant which has a number of appealing properties. Conditioned on the covariates, the distribution over labels is given by a type of conditional Markov random field. In the supervised case, computation of the predictive probability of a single test point scales linearly with the number of training points and the multiclass generalization is straightforward. We show new links between the supervised method and classical nonparametric methods. We give a detailed analysis of the pairwise graph representable Markov random field, which we use to extend the model to semi-supervised learning problems, and propose an inference method based on graph min-cuts. We give the first experimental analysis on supervised and semi-supervised datasets and show good empirical performance.

Nonparametric Bayesian Density Modeling with Gaussian Processes

We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution defined by a density that is a transformation of a function drawn from a Gaussian process prior. Our formulation allows us to infer an unknown density from data using Markov chain Monte Carlo, which gives samples from the posterior distribution over density functions and from the predictive distribution on data space. We describe two such MCMC methods. Both methods also allow inference of the hyperparameters of the Gaussian process.

Image deconvolution using a Gaussian scale mixtures model to approximate the wavelet sparseness constraint

This paper proposes to use an extended Gaussian Scale Mixtures (GSM) model instead of the conventional ℓ1 norm to approximate the sparseness constraint in the wavelet domain. We combine this new constraint with subband-dependent minimization to formulate an iterative algorithm on two shift-invariant wavelet transforms, the Shannon wavelet transform and dual-tree complex wavelet transform (DTCWT). This extented GSM model introduces spatially varying information into the deconvolution process and thus enables the algorithm to achieve better results with fewer iterations in our experiments. ©2009 IEEE.

Microstructure, strain fields and flow stress in deformed metal matrix composites

An experimental study of local orientations around whiskers in deformed metal matrix composites has been used to determine the strain gradients existing in the material following tensile deformation. These strain fields have been represented as arrays of geometrically necessary dislocations, and the material flow stress predicted using a standard dislocation hardening model. Whilst the correlation between this and the measured flow stress is reasonable, the experimentally determined strain gradients are lower by a factor of 5-10 than values obtained in previous estimates made using continuum plasticity finite element models. The local orientations around the whiskers contain a large amount of detailed information about the strain patterns in the material, and a novel approach is made to representing some of this information and to correlating it with microstructural observations. © 1998 Acta Metallurgica Inc. Published by Elsevier Science Ltd. All rights reserved.