An Online Expectation-Maximization Algorithm for Changepoint Models

Changepoint models are widely used to model the heterogeneity of sequential data. We present a novel sequential Monte Carlo (SMC) online Expectation-Maximization (EM) algorithm for estimating the static parameters of such models. The SMC online EM algorithm has a cost per time which is linear in the number of particles and could be particularly important when the data is representable as a long sequence of observations, since it drastically reduces the computational requirements for implementation. We present an asymptotic analysis for the stability of the SMC estimates used in the online EM algorithm and demonstrate the performance of this scheme using both simulated and real data originating from DNA analysis.

An Online Expectation-Maximization Algorithm for Changepoint Models

Changepoint models are widely used to model the heterogeneity of sequential data. We present a novel sequential Monte Carlo (SMC) online Expectation-Maximization (EM) algorithm for estimating the static parameters of such models. The SMC online EM algorithm has a cost per time which is linear in the number of particles and could be particularly important when the data is representable as a long sequence of observations, since it drastically reduces the computational requirements for implementation. We present an asymptotic analysis for the stability of the SMC estimates used in the online EM algorithm and demonstrate the performance of this scheme using both simulated and real data originating from DNA analysis.

Parametric guidance for turbulent noise reduction from poroelastic trailing edges and owls

The interaction of a turbulent eddy with a semi-infinite, poroelastic edge is examined with respect to the effects of both elasticity and porosity on the efficiency of aerodynamic noise generation. The edge is modelled as a thin plate poroelastic plate, which is known to admit fifth-, sixth-, and seventh-power noise dependences on a characteristic velocity U of the turbulent eddy. The associated acoustic scattering problem is solved using the Wiener-Hopf technique for the case of constant plate properties. For the special cases of porous-rigid and impermeable-elastic plate conditions, asymptotic analysis of the Wiener- Hopf kernel function furnishes the parameter groups and their ranges where U5, U6, and U7 behaviours are expected to occur. Results from this analysis attempt to help guide the search for passive edge treatments to reduce trailing-edge noise that are inspired by the wing features of silently flying owls. Furthermore, the appropriateness of the present model to the owl noise problem is discussed with respect to the acoustic frequencies of interest, wing chord-lengths, and foraging behaviour across a representative set of owl species.

Asymptotic behaviour of approximate Bayesian estimators

Although approximate Bayesian computation (ABC) has become a popular technique for performing parameter estimation when the likelihood functions are analytically intractable there has not as yet been a complete investigation of the theoretical properties of the resulting estimators. In this paper we give a theoretical analysis of the asymptotic properties of ABC based parameter estimators for hidden Markov models and show that ABC based estimators satisfy asymptotically biased versions of the standard results in the statistical literature.

Effects of turbulent reynolds number on the performance of algebraic flame surface density models for large eddy simulation in the thin reaction zones regime: A direct numerical simulation analysis

A direct numerical simulation (DNS) database of freely propagating statistically planar turbulent premixed flames with a range of different turbulent Reynolds numbers has been used to assess the performance of algebraic flame surface density (FSD) models based on a fractal representation of the flame wrinkling factor. The turbulent Reynolds number Ret has been varied by modifying the Karlovitz number Ka and the Damköhler number Da independently of each other in such a way that the flames remain within the thin reaction zones regime. It has been found that the turbulent Reynolds number and the Karlovitz number both have a significant influence on the fractal dimension, which is found to increase with increasing Ret and Ka before reaching an asymptotic value for large values of Ret and Ka. A parameterisation of the fractal dimension is presented in which the effects of the Reynolds and the Karlovitz numbers are explicitly taken into account. By contrast, the inner cut-off scale normalised by the Zel'dovich flame thickness ηi/δz does not exhibit any significant dependence on Ret for the cases considered here. The performance of several algebraic FSD models has been assessed based on various criteria. Most of the algebraic models show a deterioration in performance with increasing the LES filter width. © 2012 Mohit Katragadda et al.

An analysis of competing toughening mechanisms in layered and particulate solids

The relative potency of common toughening mechanisms is explored for layered solids and particulate solids, with an emphasis on crack multiplication and plasticity. First, the enhancement in toughness due to a parallel array of cracks in an elastic solid is explored, and the stability of co-operative cracking is quantified. Second, the degree of synergistic toughening is determined for combined crack penetration and crack kinking at the tip of a macroscopic, mode I crack; specifically, the asymptotic problem of self-similar crack advance (penetration mode) versus 90 ° symmetric kinking is considered for an isotropic, homogeneous solid with weak interfaces. Each interface is treated as a cohesive zone of finite strength and toughness. Third, the degree of toughening associated with crack multiplication is assessed for a particulate solid comprising isotropic elastic grains of hexagonal shape, bonded by cohesive zones of finite strength and toughness. The study concludes with the prediction of R-curves for a mode I crack in a multi-layer stack of elastic and elastic-plastic solids. A detailed comparison of the potency of the above mechanisms and their practical application are given. In broad terms, crack tip kinking can be highly potent, whereas multiple cracking is difficult to activate under quasi-static conditions. Plastic dissipation can give a significant toughening in multi-layers especially at the nanoscale. © 2013 Springer Science+Business Media Dordrecht.