188 resultados para kernel density estimator

em Indian Institute of Science - Bangalore - Índia


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Recent focus of flood frequency analysis (FFA) studies has been on development of methods to model joint distributions of variables such as peak flow, volume, and duration that characterize a flood event, as comprehensive knowledge of flood event is often necessary in hydrological applications. Diffusion process based adaptive kernel (D-kernel) is suggested in this paper for this purpose. It is data driven, flexible and unlike most kernel density estimators, always yields a bona fide probability density function. It overcomes shortcomings associated with the use of conventional kernel density estimators in FFA, such as boundary leakage problem and normal reference rule. The potential of the D-kernel is demonstrated by application to synthetic samples of various sizes drawn from known unimodal and bimodal populations, and five typical peak flow records from different parts of the world. It is shown to be effective when compared to conventional Gaussian kernel and the best of seven commonly used copulas (Gumbel-Hougaard, Frank, Clayton, Joe, Normal, Plackett, and Student's T) in estimating joint distribution of peak flow characteristics and extrapolating beyond historical maxima. Selection of optimum number of bins is found to be critical in modeling with D-kernel.

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An important question in kernel regression is one of estimating the order and bandwidth parameters from available noisy data. We propose to solve the problem within a risk estimation framework. Considering an independent and identically distributed (i.i.d.) Gaussian observations model, we use Stein's unbiased risk estimator (SURE) to estimate a weighted mean-square error (MSE) risk, and optimize it with respect to the order and bandwidth parameters. The two parameters are thus spatially adapted in such a manner that noise smoothing and fine structure preservation are simultaneously achieved. On the application side, we consider the problem of image restoration from uniform/non-uniform data, and show that the SURE approach to spatially adaptive kernel regression results in better quality estimation compared with its spatially non-adaptive counterparts. The denoising results obtained are comparable to those obtained using other state-of-the-art techniques, and in some scenarios, superior.

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Helmke et al. have recently given a formula for the number of reachable pairs of matrices over a finite field. We give a new and elementary proof of the same formula by solving the equivalent problem of determining the number of so called zero kernel pairs over a finite field. We show that the problem is, equivalent to certain other enumeration problems and outline a connection with some recent results of Guo and Yang on the natural density of rectangular unimodular matrices over F-qx]. We also propose a new conjecture on the density of unimodular matrix polynomials. (C) 2016 Elsevier Inc. All rights reserved.

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The recently discovered twist phase is studied in the context of the full ten-parameter family of partially coherent general anisotropic Gaussian Schell-model beams. It is shown that the nonnegativity requirement on the cross-spectral density of the beam demands that the strength of the twist phase be bounded from above by the inverse of the transverse coherence area of the beam. The twist phase as a two-point function is shown to have the structure of the generalized Huygens kernel or Green's function of a first-order system. The ray-transfer matrix of this system is exhibited. Wolf-type coherent-mode decomposition of the twist phase is carried out. Imposition of the twist phase on an otherwise untwisted beam is shown to result in a linear transformation in the ray phase space of the Wigner distribution. Though this transformation preserves the four-dimensional phase-space volume, it is not symplectic and hence it can, when impressed on a Wigner distribution, push it out of the convex set of all bona fide Wigner distributions unless the original Wigner distribution was sufficiently deep into the interior of the set.

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We report results of molecular dynamics investigations into neutral impurity diffusing within an amorphous solid as a function of the size of the diffusant and density of the host amorphous matrix. We find that self diffusivity exhibits an anomalous maximum as a function of the size of the impurity species. An analysis of properties of the impurity atom with maximum diffusivity shows that it is associated with lower mean square force, reduced backscattering of velocity autocorrelation function, near-exponential decay of the intermediate scattering function (as compared to stretched-exponential decay for other sizes of the impurity species) and lower activation energy. These results demonstrate the existence of size-dependent diffusivity maximum in disordered solids. Further, we show that the diffusivity maximum is observed at lower impurity diameters with increase in density. This is explained in terms of the Levitation parameter and the void structure of the amorphous solid. We demonstrate that these results imply contrasting dependence of self diffusivity (D) on the density of the amorphous matrix, p. D increases with p for small sizes of the impurity but shows an increase followed by a decrease for intermediate sizes of the impurity atom. For large sizes of the impurity atom, D decreases with increase in p. These contrasting dependence arises naturally from the existence of Levitation Effect.

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Error estimates for the error reproducing kernel method (ERKM) are provided. The ERKM is a mesh-free functional approximation scheme [A. Shaw, D. Roy, A NURBS-based error reproducing kernel method with applications in solid mechanics, Computational Mechanics (2006), to appear (available online)], wherein a targeted function and its derivatives are first approximated via non-uniform rational B-splines (NURBS) basis function. Errors in the NURBS approximation are then reproduced via a family of non-NURBS basis functions, constructed using a polynomial reproduction condition, and added to the NURBS approximation of the function obtained in the first step. In addition to the derivation of error estimates, convergence studies are undertaken for a couple of test boundary value problems with known exact solutions. The ERKM is next applied to a one-dimensional Burgers equation where, time evolution leads to a breakdown of the continuous solution and the appearance of a shock. Many available mesh-free schemes appear to be unable to capture this shock without numerical instability. However, given that any desired order of continuity is achievable through NURBS approximations, the ERKM can even accurately approximate functions with discontinuous derivatives. Moreover, due to the variation diminishing property of NURBS, it has advantages in representing sharp changes in gradients. This paper is focused on demonstrating this ability of ERKM via some numerical examples. Comparisons of some of the results with those via the standard form of the reproducing kernel particle method (RKPM) demonstrate the relative numerical advantages and accuracy of the ERKM.

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The stability characteristics of Alfvén Internal gravity waves for an inviscid, nondissipative, Boussinesq fluid undergoing shear in the presence of a density discontinuity with and without a rigid boundary is studied.

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We study the tunneling density of states (TDOS) for a junction of three Tomonaga-Luttinger liquid wires. We show that there are fixed points which allow for the enhancement of the TDOS, which is unusual for Luttinger liquids. The distance from the junction over which this enhancement occurs is of the order of x=v/(2 omega), where v is the plasmon velocity and omega is the bias frequency. Beyond this distance, the TDOS crosses over to the standard bulk value independent of the fixed point describing the junction. This finite range of distances opens up the possibility of experimentally probing the enhancement in each wire individually.

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The frequency-dependent response of a pinned charge density wave is considered in terms of forced vibration of an oscillator held in an anharmonic well. It is shown that the effective pinning-frequency can be reduced by applying a d.c. field. If a strong a.c. field, superposed on a d.c. field is applied on such a system “jumps” can be observed in the frequency dependent response of the system. The conditions at which these “jumps” occur are investigated with reference to NbSe3. The possibility of observing such phenomena in other systems like superionic conductors, non-linear dielectrics like ferroelectrics is pointed out. The characteristics are expressed in terms of some “scaled variables” — in terms of which the characteristics show a universal behaviour.

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A procedure has been developed for the isolation of very low density lipoproteins from hen's egg yolk plasma using DEAE-cellulose chromatography. This procedure is rapid and does not require ultracentrifugation and should, therefore, serve as a useful procedure for use in laboratories where this facility does not exist.

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We have used the density matrix renormalization group (DMRG) method to study the linear and nonlinear optical responses of first generation nitrogen based dendrimers with donor acceptor groups. We have employed Pariser–Parr–Pople Hamiltonian to model the interacting pi electrons in these systems. Within the DMRG method we have used an innovative scheme to target excited states with large transition dipole to the ground state. This method reproduces exact optical gaps and polarization in systems where exact diagonalization of the Hamiltonian is possible. We have used a correction vector method which tacitly takes into account the contribution of all excited states, to obtain the ground state polarizibility, first hyperpolarizibility, and two photon absorption cross sections. We find that the lowest optical excitations as well as the lowest excited triplet states are localized. It is interesting to note that the first hyperpolarizibility saturates more rapidly with system size compared to linear polarizibility unlike that of linear polyenes.

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The frequency-dependent response of a pinned charge density wave is considered in terms of forced vibration of an oscillator held in an anharmonic well. It is shown that the effective pinning-frequency can be reduced by applying a d.c. field. If a strong a.c. field, superposed on a d.c. field is applied on such a system “jumps” can be observed in the frequency dependent response of the system. The conditions at which these “jumps” occur are investigated with reference to NbSe3. The possibility of observing such phenomena in other systems like superionic conductors, non-linear dielectrics like ferroelectrics is pointed out. The characteristics are expressed in terms of some “scaled variables” — in terms of which the characteristics show a universal behaviour

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A theory for the emission of X-rays from a high density gaseous plasma interacting with CO2 laser is given. It predicts a sharp increase in the X-ray intensity for densities close to the critical.

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Abstract is not available.

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Particle filters find important applications in the problems of state and parameter estimations of dynamical systems of engineering interest. Since a typical filtering algorithm involves Monte Carlo simulations of the process equations, sample variance of the estimator is inversely proportional to the number of particles. The sample variance may be reduced if one uses a Rao-Blackwell marginalization of states and performs analytical computations as much as possible. In this work, we propose a semi-analytical particle filter, requiring no Rao-Blackwell marginalization, for state and parameter estimations of nonlinear dynamical systems with additively Gaussian process/observation noises. Through local linearizations of the nonlinear drift fields in the process/observation equations via explicit Ito-Taylor expansions, the given nonlinear system is transformed into an ensemble of locally linearized systems. Using the most recent observation, conditionally Gaussian posterior density functions of the linearized systems are analytically obtained through the Kalman filter. This information is further exploited within the particle filter algorithm for obtaining samples from the optimal posterior density of the states. The potential of the method in state/parameter estimations is demonstrated through numerical illustrations for a few nonlinear oscillators. The proposed filter is found to yield estimates with reduced sample variance and improved accuracy vis-a-vis results from a form of sequential importance sampling filter.