Copula Processes

We define a copula process which describes the dependencies between arbitrarily many random variables independently of their marginal distributions. As an example, we develop a stochastic volatility model, Gaussian Copula Process Volatility (GCPV), to predict the latent standard deviations of a sequence of random variables. To make predictions we use Bayesian inference, with the Laplace approximation, and with Markov chain Monte Carlo as an alternative. We find both methods comparable. We also find our model can outperform GARCH on simulated and financial data. And unlike GARCH, GCPV can easily handle missing data, incorporate covariates other than time, and model a rich class of covariance structures.

Chiral gratings - A new class of polarization sensitive metamaterials

The first experimental demonstration of unique polarizatioon characteristics are reported. It is believed that the strong polarization effects reported result from the chirality imposed by the patterns of gammadions enhanced by plasmon effects due to the nanostructuring of the metal film in which they are cut. It is clear that such structures has the potential to yield many new and intriguing applications in optoelectronics and other areas.

Learning shape priors for single view reconstruction

In this paper, we aim to reconstruct free-from 3D models from a single view by learning the prior knowledge of a specific class of objects. Instead of heuristically proposing specific regularities and defining parametric models as previous research, our shape prior is learned directly from existing 3D models under a framework based on the Gaussian Process Latent Variable Model (GPLVM). The major contributions of the paper include: 1) a probabilistic framework for prior-based reconstruction we propose, which requires no heuristic of the object, and can be easily generalized to handle various categories of 3D objects, and 2) an attempt at automatic reconstruction of more complex 3D shapes, like human bodies, from 2D silhouettes only. Qualitative and quantitative experimental results on both synthetic and real data demonstrate the efficacy of our new approach. ©2009 IEEE.

Gaussian mixture modeling with Gaussian process latent variable models

Density modeling is notoriously difficult for high dimensional data. One approach to the problem is to search for a lower dimensional manifold which captures the main characteristics of the data. Recently, the Gaussian Process Latent Variable Model (GPLVM) has successfully been used to find low dimensional manifolds in a variety of complex data. The GPLVM consists of a set of points in a low dimensional latent space, and a stochastic map to the observed space. We show how it can be interpreted as a density model in the observed space. However, the GPLVM is not trained as a density model and therefore yields bad density estimates. We propose a new training strategy and obtain improved generalisation performance and better density estimates in comparative evaluations on several benchmark data sets. © 2010 Springer-Verlag.

Min-Max Moving Horizon Estimation for a Class of Hybrid Systems

In this paper, a strategy for min-max Moving Horizon Estimation (MHE) of a class of uncertain hybrid systems is proposed. The class of hybrid systems being considered are Piecewise Affine systems (PWA) with both continuous valued and logic components. Furthermore, we consider the case when there is a (possibly structured) norm bounded uncertainty in each subsystem. Sufficient conditions on the time horizon and the penalties on the state at the beginning of the estimation horizon to guarantee convergence of the MHE scheme will be provided. The MHE scheme will be implemented as a mixed integer semidefinite optimisation for which an efficient algorithm was recently introduced.

An Infinite Latent Attribute Model for Network Data

Latent variable models for network data extract a summary of the relational structure underlying an observed network. The simplest possible models subdivide nodes of the network into clusters; the probability of a link between any two nodes then depends only on their cluster assignment. Currently available models can be classified by whether clusters are disjoint or are allowed to overlap. These models can explain a "flat" clustering structure. Hierarchical Bayesian models provide a natural approach to capture more complex dependencies. We propose a model in which objects are characterised by a latent feature vector. Each feature is itself partitioned into disjoint groups (subclusters), corresponding to a second layer of hierarchy. In experimental comparisons, the model achieves significantly improved predictive performance on social and biological link prediction tasks. The results indicate that models with a single layer hierarchy over-simplify real networks.

Tests for conceptual design of 6.6 kV class superconducting fault current limiter with YBCO thin film elements

A superconducting fault current limiter (SFCL) for 6.6 kV and 400 A installed in a cubicle for a distribution network substation was conceptually designed. The SFCL consists of parallel- and series-connected superconducting YBCO elements and a limiting resistor. Before designing the SFCL, some tests were carried out. The width and length of each element used in the tests are 30 mm and 210 mm, respectively. The element consists of YBCO thin film of about 200 nm in thickness on cerium dioxide (CeO2) as a cap-layer on a sapphire substrate by metal-organic deposition with a protective metal coat. In the tests, characteristics of each element, such as over-current, withstand-voltage, and so on, were obtained. From these characteristics, series and parallel connections of the elements, called units, were considered. The characteristics of the units were obtained by tests. From the test results, a single phase prototype SFCL was manufactured and tested. Thus, an SFCL rated at 6.6 kV and 400 A can be designed. © 2009 IEEE.

Restricting exchangeable nonparametric distributions

Distributions over exchangeable matrices with infinitely many columns, such as the Indian buffet process, are useful in constructing nonparametric latent variable models. However, the distribution implied by such models over the number of features exhibited by each data point may be poorly- suited for many modeling tasks. In this paper, we propose a class of exchangeable nonparametric priors obtained by restricting the domain of existing models. Such models allow us to specify the distribution over the number of features per data point, and can achieve better performance on data sets where the number of features is not well-modeled by the original distribution.

Design and Performance Analysis of a 2.5 MW-Class HTS Synchronous Motor for Ship Propulsion

The development of cryogenic technology and high temperature superconducting (HTS) materials has seen continued interest worldwide in the development of HTS machines since the late 1980s. In this paper, the authors present a conceptual design of a 2.5 MW class synchronous motor. The structure of the motor is specified and the motor performance is analyzed via a three-dimensional model using the finite element method (FEM). Rotor optimization is carried out to decrease the harmonic components in the air gap field generated by HTS tapes. Based on the results of this 3D simulation, the determination of the operating conditions and load angle is discussed with consideration to the HTS material properties. The economic viability of air-core and iron-core designs is compared. The results show that this type of HTS machine has the potential to achieve an economic, efficient and effective machine design, which operates at a low load angle, and this design process provides a practical way to simulate and analyze the performance of such machines.

Dissipativity characterization of a class of oscillators and networks of oscillators

This paper uses dissipativity theory to provide the system-theoretic description of a basic oscillation mechanism. Elementary input-output tools are then used to prove the existence and stability of limit cycles in these "oscillators". The main benefit of the proposed approach is that it is well suited for the analysis and design of interconnections, thus providing a valuable mathematical tool for the study of networks of coupled oscillators.