On the applicability of the lognormal distribution in random dynamical systems

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.

Shock dynamics of random structures.

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.

Using sub-word-level information for confidence estimation with conditional random field models

The task of word-level confidence estimation (CE) for automatic speech recognition (ASR) systems stands to benefit from the combination of suitably defined input features from multiple information sources. However, the information sources of interest may not necessarily operate at the same level of granularity as the underlying ASR system. The research described here builds on previous work on confidence estimation for ASR systems using features extracted from word-level recognition lattices, by incorporating information at the sub-word level. Furthermore, the use of Conditional Random Fields (CRFs) with hidden states is investigated as a technique to combine information for word-level CE. Performance improvements are shown using the sub-word-level information in linear-chain CRFs with appropriately engineered feature functions, as well as when applying the hidden-state CRF model at the word level.

Efficient numerical models for investigating the statistics of random dynamic systems

The study of random dynamic systems usually requires the definition of an ensemble of structures and the solution of the eigenproblem for each member of the ensemble. If the process is carried out using a conventional numerical approach, the computational cost becomes prohibitive for complex systems. In this work, an alternative numerical method is proposed. The results for the response statistics are compared with values obtained from a detailed stochastic FE analysis of plates. The proposed method seems to capture the statistical behaviour of the response with a reduced computational cost.

The Random Forest Kernel and other kernels for big data from random partitions

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.

An important pitfall of pseudo-static finite element analysis

Finite Element (FE) pseudo-static analysis can provide a good compromise between simplified methods of dynamic analysis and time domain analysis. The pseudo-static FE approach can accurately model the in situ, stresses prior to seismic loading (when it follows a static analysis simulating the construction sequence) is relatively simple and not as computationally expensive as the time domain approach. However this method should be used with caution as the results can be sensitive to the choice of the mesh dimensions. In this paper two simple examples of pseudo-static finite element analysis are examined parametrically, a homogeneous slope and a cantilever retaining wall, exploring the sensitivity of the pseudo-static analysis results on the adopted mesh size. The mesh dependence was found to be more pronounced for problems with high critical seismic coefficients values (e.g. gentle slopes or small walls), as in these cases a generalised layer failure mechanism is developed simultaneously with the slope or wall mechanism. In general the mesh width was found not to affect notably the predicted value of critical seismic coefficient but to have a major impact on the predicted movements. © 2012 Elsevier Ltd.

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.

A derivation of the asymptotic random-coding prefactor

This paper studies the subexponential prefactor to the random-coding bound for a given rate. Using a refinement of Gallager's bounding techniques, an alternative proof of a recent result by Altuǧ and Wagner is given, and the result is extended to the setting of mismatched decoding. © 2013 IEEE.