363 resultados para stationary distribution

em Queensland University of Technology - ePrints Archive


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Intuitively, any `bag of words' approach in IR should benefit from taking term dependencies into account. Unfortunately, for years the results of exploiting such dependencies have been mixed or inconclusive. To improve the situation, this paper shows how the natural language properties of the target documents can be used to transform and enrich the term dependencies to more useful statistics. This is done in three steps. The term co-occurrence statistics of queries and documents are each represented by a Markov chain. The paper proves that such a chain is ergodic, and therefore its asymptotic behavior is unique, stationary, and independent of the initial state. Next, the stationary distribution is taken to model queries and documents, rather than their initial distri- butions. Finally, ranking is achieved following the customary language modeling paradigm. The main contribution of this paper is to argue why the asymptotic behavior of the document model is a better representation then just the document's initial distribution. A secondary contribution is to investigate the practical application of this representation in case the queries become increasingly verbose. In the experiments (based on Lemur's search engine substrate) the default query model was replaced by the stable distribution of the query. Just modeling the query this way already resulted in significant improvements over a standard language model baseline. The results were on a par or better than more sophisticated algorithms that use fine-tuned parameters or extensive training. Moreover, the more verbose the query, the more effective the approach seems to become.

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We seek numerical methods for second‐order stochastic differential equations that reproduce the stationary density accurately for all values of damping. A complete analysis is possible for scalar linear second‐order equations (damped harmonic oscillators with additive noise), where the statistics are Gaussian and can be calculated exactly in the continuous‐time and discrete‐time cases. A matrix equation is given for the stationary variances and correlation for methods using one Gaussian random variable per timestep. The only Runge–Kutta method with a nonsingular tableau matrix that gives the exact steady state density for all values of damping is the implicit midpoint rule. Numerical experiments, comparing the implicit midpoint rule with Heun and leapfrog methods on nonlinear equations with additive or multiplicative noise, produce behavior similar to the linear case.

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Intuitively, any ‘bag of words’ approach in IR should benefit from taking term dependencies into account. Unfortunately, for years the results of exploiting such dependencies have been mixed or inconclusive. To improve the situation, this paper shows how the natural language properties of the target documents can be used to transform and enrich the term dependencies to more useful statistics. This is done in three steps. The term co-occurrence statistics of queries and documents are each represented by a Markov chain. The paper proves that such a chain is ergodic, and therefore its asymptotic behavior is unique, stationary, and independent of the initial state. Next, the stationary distribution is taken to model queries and documents, rather than their initial distributions. Finally, ranking is achieved following the customary language modeling paradigm. The main contribution of this paper is to argue why the asymptotic behavior of the document model is a better representation then just the document’s initial distribution. A secondary contribution is to investigate the practical application of this representation in case the queries become increasingly verbose. In the experiments (based on Lemur’s search engine substrate) the default query model was replaced by the stable distribution of the query. Just modeling the query this way already resulted in significant improvements over a standard language model baseline. The results were on a par or better than more sophisticated algorithms that use fine-tuned parameters or extensive training. Moreover, the more verbose the query, the more effective the approach seems to become.

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Optimal design methods have been proposed to determine the best sampling times when sparse blood sampling is required in clinical pharmacokinetic studies. However, the optimal blood sampling time points may not be feasible in clinical practice. Sampling windows, a time interval for blood sample collection, have been proposed to provide flexibility in blood sampling times while preserving efficient parameter estimation. Because of the complexity of the population pharmacokinetic models, which are generally nonlinear mixed effects models, there is no analytical solution available to determine sampling windows. We propose a method for determination of sampling windows based on MCMC sampling techniques. The proposed method attains a stationary distribution rapidly and provides time-sensitive windows around the optimal design points. The proposed method is applicable to determine sampling windows for any nonlinear mixed effects model although our work focuses on an application to population pharmacokinetic models.

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A high-level relationPopper dimension—( Exclusion dimension—( VC dimension—( between Karl Popper’s ideas on “falsifiability of scientific theories” and the notion of “overfitting”Overfitting in statistical learning theory can be easily traced. However, it was pointed out that at the level of technical details the two concepts are significantly different. One possible explanation that we suggest is that the process of falsification is an active process, whereas statistical learning theory is mainly concerned with supervised learningSupervised learning, which is a passive process of learning from examples arriving from a stationary distribution. We show that concepts that are closer (although still distant) to Karl Popper’s definitions of falsifiability can be found in the domain of learning using membership queries, and derive relations between Popper’s dimension, exclusion dimension, and the VC-dimensionVC dimension.

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We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest goal of competing with a low-dimensional family of policies. We use the dual linear programming formulation of the MDP average cost problem, in which the variable is a stationary distribution over state-action pairs, and we consider a neighborhood of a low-dimensional subset of the set of stationary distributions (defined in terms of state-action features) as the comparison class. We propose a technique based on stochastic convex optimization and give bounds that show that the performance of our algorithm approaches the best achievable by any policy in the comparison class. Most importantly, this result depends on the size of the comparison class, but not on the size of the state space. Preliminary experiments show the effectiveness of the proposed algorithm in a queuing application.

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Cognitive radio is an emerging technology proposing the concept of dynamic spec- trum access as a solution to the looming problem of spectrum scarcity caused by the growth in wireless communication systems. Under the proposed concept, non- licensed, secondary users (SU) can access spectrum owned by licensed, primary users (PU) so long as interference to PU are kept minimal. Spectrum sensing is a crucial task in cognitive radio whereby the SU senses the spectrum to detect the presence or absence of any PU signal. Conventional spectrum sensing assumes the PU signal as ‘stationary’ and remains in the same activity state during the sensing cycle, while an emerging trend models PU as ‘non-stationary’ and undergoes state changes. Existing studies have focused on non-stationary PU during the transmission period, however very little research considered the impact on spectrum sensing when the PU is non-stationary during the sensing period. The concept of PU duty cycle is developed as a tool to analyse the performance of spectrum sensing detectors when detecting non-stationary PU signals. New detectors are also proposed to optimise detection with respect to duty cycle ex- hibited by the PU. This research consists of two major investigations. The first stage investigates the impact of duty cycle on the performance of existing detec- tors and the extent of the problem in existing studies. The second stage develops new detection models and frameworks to ensure the integrity of spectrum sensing when detecting non-stationary PU signals. The first investigation demonstrates that conventional signal model formulated for stationary PU does not accurately reflect the behaviour of a non-stationary PU. Therefore the performance calculated and assumed to be achievable by the conventional detector does not reflect actual performance achieved. Through analysing the statistical properties of duty cycle, performance degradation is proved to be a problem that cannot be easily neglected in existing sensing studies when PU is modelled as non-stationary. The second investigation presents detectors that are aware of the duty cycle ex- hibited by a non-stationary PU. A two stage detection model is proposed to improve the detection performance and robustness to changes in duty cycle. This detector is most suitable for applications that require long sensing periods. A second detector, the duty cycle based energy detector is formulated by integrat- ing the distribution of duty cycle into the test statistic of the energy detector and suitable for short sensing periods. The decision threshold is optimised with respect to the traffic model of the PU, hence the proposed detector can calculate average detection performance that reflect realistic results. A detection framework for the application of spectrum sensing optimisation is proposed to provide clear guidance on the constraints on sensing and detection model. Following this framework will ensure the signal model accurately reflects practical behaviour while the detection model implemented is also suitable for the desired detection assumption. Based on this framework, a spectrum sensing optimisation algorithm is further developed to maximise the sensing efficiency for non-stationary PU. New optimisation constraints are derived to account for any PU state changes within the sensing cycle while implementing the proposed duty cycle based detector.

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A global, or averaged, model for complex low-pressure argon discharge plasmas containing dust grains is presented. The model consists of particle and power balance equations taking into account power loss on the dust grains and the discharge wall. The electron energy distribution is determined by a Boltzmann equation. The effects of the dust and the external conditions, such as the input power and neutral gas pressure, on the electron energy distribution, the electron temperature, the electron and ion number densities, and the dust charge are investigated. It is found that the dust subsystem can strongly affect the stationary state of the discharge by dynamically modifying the electron energy distribution, the electron temperature, the creation and loss of the plasma particles, as well as the power deposition. In particular, the power loss to the dust grains can take up a significant portion of the input power, often even exceeding the loss to the wall.

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Stationary processes are random variables whose value is a signal and whose distribution is invariant to translation in the domain of the signal. They are intimately connected to convolution, and therefore to the Fourier transform, since the covariance matrix of a stationary process is a Toeplitz matrix, and Toeplitz matrices are the expression of convolution as a linear operator. This thesis utilises this connection in the study of i) efficient training algorithms for object detection and ii) trajectory-based non-rigid structure-from-motion.