On the determination of epsilon during discriminative GMM training

Discriminative training of Gaussian Mixture Models (GMMs) for speech or speaker recognition purposes is usually based on the gradient descent method, in which the iteration step-size, ε, uses to be defined experimentally. In this letter, we derive an equation to adaptively determine ε, by showing that the second-order Newton-Raphson iterative method to find roots of equations is equivalent to the gradient descent algorithm. © 2010 IEEE.

Attitude stability of artificial satellites subject to gravity gradient torque

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A common Tabu search algorithm for the global optimization of engineering problems

A novel common Tabu algorithm for global optimizations of engineering problems is presented. The robustness and efficiency of the presented method are evaluated by using standard mathematical functions and hy solving a practical engineering problem. The numerical results show that the proposed method is (i) superior to the conventional Tabu search algorithm in robustness, and (ii) superior to the simulated annealing algorithm in efficiency. (C) 2001 Elsevier B.V. B.V. All rights reserved.

Efficient robust optimization based on polynomial chaos and tabu search algorithm

The study of robust design methodologies and techniques has become a new topical area in design optimizations in nearly all engineering and applied science disciplines in the last 10 years due to inevitable and unavoidable imprecision or uncertainty which is existed in real word design problems. To develop a fast optimizer for robust designs, a methodology based on polynomial chaos and tabu search algorithm is proposed. In the methodology, the polynomial chaos is employed as a stochastic response surface model of the objective function to efficiently evaluate the robust performance parameter while a mechanism to assign expected fitness only to promising solutions is introduced in tabu search algorithm to minimize the requirement for determining robust metrics of intermediate solutions. The proposed methodology is applied to the robust design of a practical inverse problem with satisfactory results.

Langevin simulation of scalar fields: Additive and multiplicative noises and lattice renormalization

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Stability analysis of the attitude of artificial satellites subject to gravity gradient torque

Using a canonical formulation, the stability of the rotational motion of artificial satellites is analyzed considering perturbations due to the gravity gradient torque. Here Andoyer's variables are used to describe the rotational motion. One of the approaches that allow the analysis of the stability of Hamiltonian systems needs the reduction of the Hamiltonian to a normal form. Firstly equilibrium points are found. Using generalized coordinates, the Hamiltonian is expanded in the neighborhood of the linearly stable equilibrium points. In a next step a canonical linear transformation is used to diagonalize the matrix associated to the linear part of the system. The quadratic part of the Hamiltonian is normalized. Based in a Lie-Hori algorithm a semi-analytic process for normalization is applied and the Hamiltonian is normalized up to the fourth order. Once the Hamiltonian is normalized up to order four, the analysis of stability of the equilibrium point is performed using the theorem of Kovalev and Savichenko. This semi-analytical approach was applied considering some data sets of hypothetical satellites. For the considered satellites it was observed few cases of stable motion. This work contributes for space missions where the maintenance of spacecraft attitude stability is required.

Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Another prefiltering algorithm for adaptive IIR filtering

An algorithm for adaptive IIR filtering that uses prefiltering structure in direct form is presented. This structure has an estimation error that is a linear function of the coefficients. This property greatly simplifies the derivation of gradient-based algorithms. Computer simulations show that the proposed structure improves convergence speed.

Study of the ℤ3 symmetry in QCD at finite temperature and chemical potential using a worm algorithm

Traditional Monte Carlo simulations of QCD in the presence of a baryon chemical potential are plagued by the complex phase problem and new numerical approaches are necessary for studying the phase diagram of the theory. In this work we consider a ℤ3 Polyakov loop model for the deconfining phase transition in QCD and discuss how a flux representation of the model in terms of dimer and monomer variable solves the complex action problem. We present results of numerical simulations using a worm algorithm for the specific heat and two-point correlation function of Polyakov loops. Evidences of a first order deconfinement phase transition are discussed. © 2013 American Institute of Physics.

SPECTRUM OF STOCHASTIC ADDING MACHINES AND FIBERED JULIA SETS

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A statistical model of aggregate fragmentation

Processo FAPESP: 11/08171-3

Markovian versus non-Markovian stochastic quantization of a complex-action model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A new approach to soil classification mapping based on the spatial distribution of soil properties

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)