A reversible infinite HMM using normalised random measures

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.

Wave dispersion and power flow analysis of an infinite aerofoil-shaped beam

Classic flutter analysis models an aerofoil as a two degree-of-freedom rigid body supported by linear and torsional springs, which represent the bending and torsional stiffness of the aerofoil section. In this classic flutter model, no energy transfer or dissipation can occur in the span-wise direction of the aerofoil section. However, as the aspect ratio of an aerofoil section increases, this span-wise energy transfer - in the form of travelling waves - becomes important to the overall system dynamics. This paper extends the classic flutter model to include travelling waves in the span-wise direction. Namely, wave dispersion and power flow analysis of an infinite, aerofoil-shaped beam, subject to bending, torsion, tension and a constant wind excitation, is used to investigate the overall system stability. Examples of potential applications for these high aspect ratio aerofoil sections include high-altitude balloon tethers, towed cables, offshore risers and mooring lines.