15 resultados para independent random variables with a commondensity

em Cambridge University Engineering Department Publications Database


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A new interpolation technique has been developed for replacing missing samples in a sampled waveform drawn from a stationary stochastic process, given the power spectrum for the process. The method works with a finite block of data and is based on the assumption that components of the block DFT are Gaussian zero-mean independent random variables with variance proportional to the power spectrum at each frequency value. These assumptions make the interpolator particularly suitable for signals with a sharply-defined harmonic structure, such as audio waveforms recorded from music or voiced speech. Some results are presented and comparisons are made with existing techniques.

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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.

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This paper presents a study which linked demographic variables with barriers affecting the adoption of domestic energy efficiency measures in large UK cities. The aim was to better understand the 'Energy Efficiency Gap' and improve the effectiveness of future energy efficiency initiatives. The data for this study was collected from 198 general population interviews (1.5-10 min) carried out across multiple locations in Manchester and Cardiff. The demographic variables were statistically linked to the identified barriers using a modified chi-square test of association (first order Rao-Scott corrected to compensate for multiple response data), and the effect size was estimated with an odds-ratio test. The results revealed that strong associations exist between demographics and barriers, specifically for the following variables: sex; marital status; education level; type of dwelling; number of occupants in household; residence (rent/own); and location (Manchester/Cardiff). The results and recommendations were aimed at city policy makers, local councils, and members of the construction/retrofit industry who are all working to improve the energy efficiency of the domestic built environment. © 2012 Elsevier Ltd.

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The visual system must learn to infer the presence of objects and features in the world from the images it encounters, and as such it must, either implicitly or explicitly, model the way these elements interact to create the image. Do the response properties of cells in the mammalian visual system reflect this constraint? To address this question, we constructed a probabilistic model in which the identity and attributes of simple visual elements were represented explicitly and learnt the parameters of this model from unparsed, natural video sequences. After learning, the behaviour and grouping of variables in the probabilistic model corresponded closely to functional and anatomical properties of simple and complex cells in the primary visual cortex (V1). In particular, feature identity variables were activated in a way that resembled the activity of complex cells, while feature attribute variables responded much like simple cells. Furthermore, the grouping of the attributes within the model closely parallelled the reported anatomical grouping of simple cells in cat V1. Thus, this generative model makes explicit an interpretation of complex and simple cells as elements in the segmentation of a visual scene into basic independent features, along with a parametrisation of their moment-by-moment appearances. We speculate that such a segmentation may form the initial stage of a hierarchical system that progressively separates the identity and appearance of more articulated visual elements, culminating in view-invariant object recognition.

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We present a stochastic simulation technique for subset selection in time series models, based on the use of indicator variables with the Gibbs sampler within a hierarchical Bayesian framework. As an example, the method is applied to the selection of subset linear AR models, in which only significant lags are included. Joint sampling of the indicators and parameters is found to speed convergence. We discuss the possibility of model mixing where the model is not well determined by the data, and the extension of the approach to include non-linear model terms.

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Statistical Process Control (SPC) technique are well established across a wide range of industries. In particular, the plotting of key steady state variables with their statistical limit against time (Shewart charting) is a common approach for monitoring the normality of production. This paper aims with extending Shewart charting techniques to the quality monitoring of variables driven by uncertain dynamic processes, which has particular application in the process industries where it is desirable to monitor process variables on-line as well as final product. The robust approach to dynamic SPC is based on previous work on guaranteed cost filtering for linear systems and is intended to provide a basis for both a wide application of SPC monitoring and also motivate unstructured fault detection.

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The potential of 1.3-μm AlGaInAs multiple quantum-well (MQW) laser diodes for uncooled operation in high-speed optical communication systems is experimentally evaluated by characterizing the temperature dependence of key parameters such as the threshold current, transparency current density, optical gain and carrier lifetime. Detailed measurements performed in the 20°C-100°C temperature range indicate a localized T0 value of 68 K at 98°C for a device with a 2.8μm ridge width and 700-μm cavity length. The transparency current density is measured for temperatures from 20°C to 60°C and found to increase at a rate of 7.7 A·cm -2 · °C-1. Optical gain characterizations show that the peak modal gain at threshold is independent of temperature, whereas the differential gain decreases linearly with temperature at a rate of 3 × 10-4 A-1·°C-1. The differential carrier lifetime is determined from electrical impedance measurements and found to decrease with temperature. From the measured carrier lifetime we derive the monomolecular (A), radiative (B), and nonradiative Auger (C) recombination coefficients and determine their temperature dependence in the 20 °C-80 °C range. Our study shows that A is temperature independent, B decreases with temperature, and C exhibits a less pronounced increase with temperature. The experimental observations are discussed and compared with theoretical predictions and measurements performed on other material systems. © 2005 IEEE.

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The flexoelectric behaviour of a hypertwisted chiral nematic bimesogenic liquid crystal is presented. Through detailed electro-optic measurements, with particular emphasis on the switching properties, we demonstrate remarkably high optical axis tilt angles. The material studied possessed a room temperature nematic phase and aligned easily on cooling under the application of a moderate electric field. Switching times of the order of 500 μs and contrast ratios of 90:1 are readily achieved. The tilt angles, measured using the rotating analyser technique, were found to be practically temperature independent and linear with the applied field. Tilt angles of 22.5° were obtained with moderate applied fields of 9.4 V/μm whilst fields of 25 V/μm yielded tilt angles of 45°. We believe these are the highest tilt angles ever recorded for such fields. © 2001 OPA (Overseas Publishers Association) N.V. Published by license under the Gordon and Breach Science Publishers imprint, a member of the Taylor & Francis Group.

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In this paper we present Poisson sum series representations for α-stable (αS) random variables and a-stable processes, in particular concentrating on continuous-time autoregressive (CAR) models driven by α-stable Lévy processes. Our representations aim to provide a conditionally Gaussian framework, which will allow parameter estimation using Rao-Blackwellised versions of state of the art Bayesian computational methods such as particle filters and Markov chain Monte Carlo (MCMC). To overcome the issues due to truncation of the series, novel residual approximations are developed. Simulations demonstrate the potential of these Poisson sum representations for inference in otherwise intractable α-stable models. © 2011 IEEE.

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The paper presents a new copula based method for measuring dependence between random variables. Our approach extends the Maximum Mean Discrepancy to the copula of the joint distribution. We prove that this approach has several advantageous properties. Similarly to Shannon mutual information, the proposed dependence measure is invariant to any strictly increasing transformation of the marginal variables. This is important in many applications, for example in feature selection. The estimator is consistent, robust to outliers, and uses rank statistics only. We derive upper bounds on the convergence rate and propose independence tests too. We illustrate the theoretical contributions through a series of experiments in feature selection and low-dimensional embedding of distributions.

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The low frequency vibrational spectrum of cluster beam deposited carbon films was studied by Brillouin light scattering. In thin films the values of both bulk modulus and shear modulus has been estimated from the shifts of surface phonon peaks. The values found indicate a mainly sp2 coordinated random network with low density. In thick films a bulk longitudinal phonon peak was detected in a spectral range compatible with the value of the index of refraction and of the elastic constants of thin films. High surface roughness, combined with a rather strong bulk central peak, prevented the observation of surface phonon features. © 1998 Elsevier Science Ltd. All rights reserved.

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We offer a solution to the problem of efficiently translating algorithms between different types of discrete statistical model. We investigate the expressive power of three classes of model-those with binary variables, with pairwise factors, and with planar topology-as well as their four intersections. We formalize a notion of "simple reduction" for the problem of inferring marginal probabilities and consider whether it is possible to "simply reduce" marginal inference from general discrete factor graphs to factor graphs in each of these seven subclasses. We characterize the reducibility of each class, showing in particular that the class of binary pairwise factor graphs is able to simply reduce only positive models. We also exhibit a continuous "spectral reduction" based on polynomial interpolation, which overcomes this limitation. Experiments assess the performance of standard approximate inference algorithms on the outputs of our reductions.