5 resultados para Gaussian random fields

em University of Queensland eSpace - Australia


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We consider the problems of computing the power and exponential moments EXs and EetX of square Gaussian random matrices X=A+BWC for positive integer s and real t, where W is a standard normal random vector and A, B, C are appropriately dimensioned constant matrices. We solve the problems by a matrix product scalarization technique and interpret the solutions in system-theoretic terms. The results of the paper are applicable to Bayesian prediction in multivariate autoregressive time series and mean-reverting diffusion processes.

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Spatial characterization of non-Gaussian attributes in earth sciences and engineering commonly requires the estimation of their conditional distribution. The indicator and probability kriging approaches of current nonparametric geostatistics provide approximations for estimating conditional distributions. They do not, however, provide results similar to those in the cumbersome implementation of simultaneous cokriging of indicators. This paper presents a new formulation termed successive cokriging of indicators that avoids the classic simultaneous solution and related computational problems, while obtaining equivalent results to the impractical simultaneous solution of cokriging of indicators. A successive minimization of the estimation variance of probability estimates is performed, as additional data are successively included into the estimation process. In addition, the approach leads to an efficient nonparametric simulation algorithm for non-Gaussian random functions based on residual probabilities.

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MRI diffusion tensor imaging (DTI), optimized for measuring the trace of the diffusion tensor, was used to investigate microstructural changes in the brains of 12 individuals with schizophrenia compared with 12 matched control subjects. To control for the effects of anatomic variation between subject groups, all participants' diffusion images were non-linearly registered to standard anatomical space. Significant statistical differences in mean diffusivity (MD) measures between the two groups were determined on a pixel-by-pixel basis, using Gaussian random field theory. We found significantly elevated MD measures within temporal, parietal and prefrontal cortical regions in the schizophrenia group (P > 0.001), especially within the medial frontal gyrus and anterior cingulate. The dorsal medial and anterior nucleus of the thalamus, including the caudate, also exhibited significantly increased MD in the schizophrenia group (P > 0.001). This study has shown for the first time that MD measures offer an alternative strategy for investigating altered prefrontal-thalamic circuitry in schizophrenia. (c) 2006 Elsevier Inc. All rights reserved.

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The random switching of measurement bases is commonly assumed to be a necessary step of quantum key distribution protocols. In this paper we present a no-switching protocol and show that switching is not required for coherent-state continuous-variable quantum key distribution. Further, this protocol achieves higher information rates and a simpler experimental setup compared to previous protocols that rely on switching. We propose an optimal eavesdropping attack against this protocol, assuming individual Gaussian attacks. Finally, we investigate and compare the no-switching protocol applied to the original Bennett-Brassard 1984 scheme.