48 resultados para intrinsic Gaussian Markov random field


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A new approximate solution for the first passage probability of a stationary Gaussian random process is presented which is based on the estimation of the mean clump size. A simple expression for the mean clump size is derived in terms of the cumulative normal distribution function, which avoids the lengthy numerical integrations which are required by similar existing techniques. The method is applied to a linear oscillator and an ideal bandpass process and good agreement with published results is obtained. By making a slight modification to an existing analysis it is shown that a widely used empirical result for the asymptotic form of the first passage probability can be deduced theoretically.

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Using a chiral nematic liquid crystal with a negative dielectric anisotropy, it is possible to switch between band-edge laser emission and random laser emission with an electric field. At low frequencies (1 kHz), random laser emission is observed as a result of scattering due to electro-hydrodynamic instabilities. However, band-edge laser emission is found to occur at higher frequencies (5 kHz), where the helix is stabilized due to dielectric coupling. These results demonstrate a method by which the linewidth of the laser source can be readily controlled externally (from 4 nm to 0.5 nm) using electric fields. © 2012 American Institute of Physics.

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Smectic A liquid crystals, based upon molecular structures that consist of combined siloxane and mesogenic moieties, exhibit strong multiple scattering of light with and without the presence of an electric field. This paper demonstrates that when one adds a laser dye to these compounds it is possible to observe random laser emission under optical excitation, and that the output can be varied depending upon the scattering state that is induced by the electric field. Results are presented to show that the excitation threshold of a dynamic scattering state, consisting of chaotic motion due to electro-hydrodynamic instabilities, exhibits lower lasing excitation thresholds than the scattering states that exist in the absence of an applied electric field. However, the lowest threshold is observed for a dynamic scattering state that does not have the largest scattering strength but which occurs when there is optimization of the combined light absorption and scattering properties. © 2012 American Institute of Physics.

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Modelling dialogue as a Partially Observable Markov Decision Process (POMDP) enables a dialogue policy robust to speech understanding errors to be learnt. However, a major challenge in POMDP policy learning is to maintain tractability, so the use of approximation is inevitable. We propose applying Gaussian Processes in Reinforcement learning of optimal POMDP dialogue policies, in order (1) to make the learning process faster and (2) to obtain an estimate of the uncertainty of the approximation. We first demonstrate the idea on a simple voice mail dialogue task and then apply this method to a real-world tourist information dialogue task. © 2010 Association for Computational Linguistics.

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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 fixed density function 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 can also infer the hyperparameters of the Gaussian process. We compare this density modeling technique to several existing techniques on a toy problem and a skullreconstruction task.

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Field emission properties of single-walled carbon nanotubes (SWCNTs), which were prepared through alcohol catalytic chemical vapor deposition for 10-60s, were characterized in a diode configuration. Protrusive bundles at the top surface of samples act selectively as emission sites. The number of emission sites was controlled by emitter morphologies combined with texturing of Si substrates. SWCNTs grown on a textured Si substrate exhibited a turn-on field as low as 2.4 V/μm at a field emission current density of 1 μA/cm 2. Uniform spatial luminescence (0.5 cm2) from the rear surface of the anode was revealed for SWCNTs prepared on the textured Si substrate. Deterioration of field emission properties through repetitive measurements was reduced for the textured samples in comparison with vertically aligned SWCNTs and a random network of SWCNTs prepared on flat Si substrates. Emitter morphology resulting in improved field emission properties is a crucial factor for the fabrication of SWCNT-electron sources. Morphologically controlled SWCNTs with promising emitter performance are expected to be practical electron sources. © 2008 The Japan Society of Applied Physics.

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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.

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In this paper we study parameter estimation for time series with asymmetric α-stable innovations. The proposed methods use a Poisson sum series representation (PSSR) for the asymmetric α-stable noise to express the process in a conditionally Gaussian framework. That allows us to implement Bayesian parameter estimation using Markov chain Monte Carlo (MCMC) methods. We further enhance the series representation by introducing a novel approximation of the series residual terms in which we are able to characterise the mean and variance of the approximation. Simulations illustrate the proposed framework applied to linear time series, estimating the model parameter values and model order P for an autoregressive (AR(P)) model driven by asymmetric α-stable innovations. © 2012 IEEE.

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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.

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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.

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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.

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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.

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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.

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Rashba spin splitting is a two-dimensional (2D) relativistic effect closely related to spintronics. However, so far there is no pristine 2D material to exhibit enough Rashba splitting for the fabrication of ultrathin spintronic devices, such as spin field effect transistors (SFET). On the basis of first-principles calculations, we predict that the stable 2D LaOBiS2 with only 1 nm of thickness can produce remarkable Rashba spin splitting with a magnitude of 100 meV. Because the medium La2O2 layer produces a strong polar field and acts as a blocking barrier, two counter-helical Rashba spin polarizations are localized at different BiS 2 layers. The Rashba parameter can be effectively tuned by the intrinsic strain, while the bandgap and the helical direction of spin states sensitively depends on the external electric field. We propose an advanced Datta-Das SFET model that consists of dual gates and 2D LaOBiS2 channels by selecting different Rashba states to achieve the on-off switch via electric fields. © 2013 American Chemical Society.

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Copyright 2014 by the author(s). We present a nonparametric prior over reversible Markov chains. We use completely random measures, specifically gamma processes, to construct a countably infinite graph with weighted edges. By enforcing symmetry to make the edges undirected we define a prior over random walks on graphs that results in a reversible Markov chain. The resulting prior over infinite transition matrices is closely related to the hierarchical Dirichlet process but enforces reversibility. A reinforcement scheme has recently been proposed with similar properties, but the de Finetti measure is not well characterised. We take the alternative approach of explicitly constructing the mixing measure, which allows more straightforward and efficient inference at the cost of no longer having a closed form predictive distribution. We use our process to construct a reversible infinite HMM which we apply to two real datasets, one from epigenomics and one ion channel recording.