Evaluation of manufacturing techniques for a minifluidics demonstrator system

A multi-disciplinary team based at Heriot-Watt University and other Universities has been set up to tackle the design and manufacturing of lab-on-a-chip for industries as one of the demonstrators of the EPSRC Grand Challenge project "3D-Mintegration". The team focuses on the analysis of foetal genetic material extracted from maternal blood as a smart alternative to invasive prenatal testing such as amniocentesis. The first module of the microsystem envisaged achieves a separation of blood cells from plasma. This system permits the testing of different manufacturing techniques.

Evaluation of termination techniques for 4H-SiC PiN diodes and trench JFETs

An investigation concerning suitable termination techniques for 4H-SiC trench JFETs is presented. Field plates, p+ floating rings and junction termination extension techniques are used to terminate 1.2kV class PiN diodes. The fabricated PiN diodes evaluated here have a similar design to trench JFETs. Therefore, the conclusions for PiN diodes can be applied to JFET structures as well. Numerical simulations are also used to illustrate the effect of the terminations on the diodes' blocking mode behaviour.

Comparison of relative flexoelectric coefficients measured by different techniques

While it is well known that it is possible to determine the effective flexoelectric coefficient of nematic liquid crystals using hybrid cells [1], this technique can be difficult due to the necessity of using a D.C. field. We have used a second method[2], requiring an A.C. field, to determine this parameter and here we compare the two techniques. The A.C. method employs the linear flexoelectrically induced linear electro-optic switching mechanism observed in chiral nematics. In order to use this second technique a chiral nematic phase is induced in an achiral nematic by the addition of a small amount of chiral additive (∼3% concentration w/w) to give helix pitch lengths of typically 0.5-1.0 μm. We note that the two methods can be used interchangeably, since they produce similar results, and we conclude with a discussion of their relative merits.

Bayesian separation and recovery of convolutively mixed autoregressive sources

In this paper we address the problem of the separation and recovery of convolutively mixed autoregressive processes in a Bayesian framework. Solving this problem requires the ability to solve integration and/or optimization problems of complicated posterior distributions. We thus propose efficient stochastic algorithms based on Markov chain Monte Carlo (MCMC) methods. We present three algorithms. The first one is a classical Gibbs sampler that generates samples from the posterior distribution. The two other algorithms are stochastic optimization algorithms that allow to optimize either the marginal distribution of the sources, or the marginal distribution of the parameters of the sources and mixing filters, conditional upon the observation. Simulations are presented.

Robust modelling of noisy ARMA signals

In this paper methods are developed for enhancement and analysis of autoregressive moving average (ARMA) signals observed in additive noise which can be represented as mixtures of heavy-tailed non-Gaussian sources and a Gaussian background component. Such models find application in systems such as atmospheric communications channels or early sound recordings which are prone to intermittent impulse noise. Markov Chain Monte Carlo (MCMC) simulation techniques are applied to the joint problem of signal extraction, model parameter estimation and detection of impulses within a fully Bayesian framework. The algorithms require only simple linear iterations for all of the unknowns, including the MA parameters, which is in contrast with existing MCMC methods for analysis of noise-free ARMA models. The methods are illustrated using synthetic data and noise-degraded sound recordings.

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.

Parasitic feedthrough cancellation techniques for enhanced electrical characterization of electrostatic microresonators

Capacitive parasitic feedthrough is an impediment that is inherent to all electrically interfaced micron scale resonant devices, resulting in increased challenges to their integration in more complex circuits, particularly as devices are scaled to operate at higher frequencies for RF applications. In this paper, a technique to cancel the undesirable effects of capacitive feedthrough that was previously proposed is here developed for an on-chip implementation. The method reported in this paper benefits from the simplicity of its implementation, and its effectiveness is demonstrated in this paper. This technique is demonstrated for two disk-plate resonators that have been excited in the wine glass mode at 5.4 MHz, though applicable to almost any electrically interfaced resonator. Measurements of the electrical transmission from these resonators show that the magnitude of the frequency response of the system is enhanced by up to 19 dB, while the phase is found to shift through a full 180° about the resonant frequency. This method is proposed as a useful addition to other techniques for enhancing the measured response of electrostatic micromechanical resonators. © 2009 Elsevier B.V. All rights reserved.

Tractable nonparametric bayesian inference in poisson processes with Gaussian process intensities

The inhomogeneous Poisson process is a point process that has varying intensity across its domain (usually time or space). For nonparametric Bayesian modeling, the Gaussian process is a useful way to place a prior distribution on this intensity. The combination of a Poisson process and GP is known as a Gaussian Cox process, or doubly-stochastic Poisson process. Likelihood-based inference in these models requires an intractable integral over an infinite-dimensional random function. In this paper we present the first approach to Gaussian Cox processes in which it is possible to perform inference without introducing approximations or finitedimensional proxy distributions. We call our method the Sigmoidal Gaussian Cox Process, which uses a generative model for Poisson data to enable tractable inference via Markov chain Monte Carlo. We compare our methods to competing methods on synthetic data and apply it to several real-world data sets. Copyright 2009.

Tractable nonparametric Bayesian inference in Poisson processes with Gaussian process intensities

The inhomogeneous Poisson process is a point process that has varying intensity across its domain (usually time or space). For nonparametric Bayesian modeling, the Gaussian process is a useful way to place a prior distribution on this intensity. The combination of a Poisson process and GP is known as a Gaussian Cox process, or doubly-stochastic Poisson process. Likelihood-based inference in these models requires an intractable integral over an infinite-dimensional random function. In this paper we present the first approach to Gaussian Cox processes in which it is possible to perform inference without introducing approximations or finite-dimensional proxy distributions. We call our method the Sigmoidal Gaussian Cox Process, which uses a generative model for Poisson data to enable tractable inference via Markov chain Monte Carlo. We compare our methods to competing methods on synthetic data and apply it to several real-world data sets.

Asymptotic behaviour of approximate Bayesian estimators

Although approximate Bayesian computation (ABC) has become a popular technique for performing parameter estimation when the likelihood functions are analytically intractable there has not as yet been a complete investigation of the theoretical properties of the resulting estimators. In this paper we give a theoretical analysis of the asymptotic properties of ABC based parameter estimators for hidden Markov models and show that ABC based estimators satisfy asymptotically biased versions of the standard results in the statistical literature.

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.

Filtering via approximate Bayesian computation

Approximate Bayesian computation (ABC) has become a popular technique to facilitate Bayesian inference from complex models. In this article we present an ABC approximation designed to perform biased filtering for a Hidden Markov Model when the likelihood function is intractable. We use a sequential Monte Carlo (SMC) algorithm to both fit and sample from our ABC approximation of the target probability density. This approach is shown to, empirically, be more accurate w.r.t.~the original filter than competing methods. The theoretical bias of our method is investigated; it is shown that the bias goes to zero at the expense of increased computational effort. Our approach is illustrated on a constrained sequential lasso for portfolio allocation to 15 constituents of the FTSE 100 share index.