Copula-based Kernel Dependency Measures

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.

Density control of ZnO nanowires grown using Au-PMMA nanoparticles and their growth behavior.

Au nanoparticles stabilized by poly(methyl methacrylate) (PMMA) were used as a catalyst to grow vertically aligned ZnO nanowires (NWs). The density of ZnO NWs with very uniform diameter was controlled by changing the concentration of Au-PMMA nanoparticles (NPs). The density was in direct proportion to the concentration of Au-PMMA NPs. Furthermore, the growth process of ZnO NWs using Au-PMMA NPs was systematically investigated through comparison with that using Au thin film as a catalyst. Au-PMMA NPs induced polyhedral-shaped bases of ZnO NWs separated from each other, while Au thin film formed a continuous network of bases of ZnO NWs. This approach provides a facile and cost-effective catalyst density control method, allowing us to grow high-quality vertically aligned ZnO NWs suitable for many viable applications.

Nonparametric Bayesian Density Modeling with Gaussian Processes

We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution defined by a density that is a transformation of a function drawn from a Gaussian process prior. Our formulation allows us to infer an unknown density from data using Markov chain Monte Carlo, which gives samples from the posterior distribution over density functions and from the predictive distribution on data space. We describe two such MCMC methods. Both methods also allow inference of the hyperparameters of the Gaussian process.