Approximate Bayesian Computation for Smoothing

We consider a method for approximate inference in hidden Markov models (HMMs). The method circumvents the need to evaluate conditional densities of observations given the hidden states. It may be considered an instance of Approximate Bayesian Computation (ABC) and it involves the introduction of auxiliary variables valued in the same space as the observations. The quality of the approximation may be controlled to arbitrary precision through a parameter ε > 0. We provide theoretical results which quantify, in terms of ε, the ABC error in approximation of expectations of additive functionals with respect to the smoothing distributions. Under regularity assumptions, this error is, where n is the number of time steps over which smoothing is performed. For numerical implementation, we adopt the forward-only sequential Monte Carlo (SMC) scheme of [14] and quantify the combined error from the ABC and SMC approximations. This forms some of the first quantitative results for ABC methods which jointly treat the ABC and simulation errors, with a finite number of data and simulated samples. © Taylor & Francis Group, LLC.

Demonstration of cascaded operation of active-passive integrated 4×4 SOA switches with on-chip monitoring for power control and energy consumption optimization

Cascaded 4×4 SOA switches with on-chip power monitoring exhibit potential for lowpower 16×16 integrated switches. Cascaded operation at 10Gbit/s with an IPDR of 8.5dB and 79% lower power consumption than equivalent all-active switches is reported © 2013 OSA.