A comparison of variational and Markov chain Monte Carlo methods for inference in partially observed stochastic dynamic systems

In recent work we have developed a novel variational inference method for partially observed systems governed by stochastic differential equations. In this paper we provide a comparison of the Variational Gaussian Process Smoother with an exact solution computed using a Hybrid Monte Carlo approach to path sampling, applied to a stochastic double well potential model. It is demonstrated that the variational smoother provides us a very accurate estimate of mean path while conditional variance is slightly underestimated. We conclude with some remarks as to the advantages and disadvantages of the variational smoother. © 2008 Springer Science + Business Media LLC.

Simultaneous demultiplexing, data regeneration, and clock recovery with a single semiconductor optical amplifier-based nonlinear-optical loop mirror

We demonstrate simultaneous demultiplexing, data regeneration and clock recovery at 10Gbits/s, using a single semiconductor optical amplifier–based nonlinear-optical loop mirror in a phase-locked loop configuration.

Variational inference for Student-t MLP models

This paper presents a novel methodology to infer parameters of probabilistic models whose output noise is a Student-t distribution. The method is an extension of earlier work for models that are linear in parameters to nonlinear multi-layer perceptrons (MLPs). We used an EM algorithm combined with variational approximation, the evidence procedure, and an optimisation algorithm. The technique was tested on two regression applications. The first one is a synthetic dataset and the second is gas forward contract prices data from the UK energy market. The results showed that forecasting accuracy is significantly improved by using Student-t noise models.

Simultaneous interrogation of fiber Bragg grating sensors using an acoustooptic tunable filter

We describe a novel technique to provide demultiplexing of fiber Bragg grating sensors, interrogated using interferometric wavelength shift detection. Amplitude modulation of multiple radio frequency driving signals allows an acoustooptic tunable filter to provide wavelength demultiplexing. We demonstrated a noise limited strain resolution of 150 nanostrain/v(Hz) and a crosstalk better than -50 dB.

Simultaneous refractive index and temperature measurement using cascaded long-period grating in double-cladding fibre

A compact scheme for simultaneous temperature and surrounding refractive index (SRI) measurement using two long-period gratings (LPGs) of different periods inscribed side-by-side in a single piece of a double-cladding fibre is presented. One of the LPGs is sensitive to both SRI and temperature, whilst the second is sensitive to temperature only.

Drop and insert multiplexing with simultaneous clock recovery using an electroabsorption modulator

A three-node optical time-division multiplexing (OTDM) network is demonstrated that utilizes electroabsorption (EA) modulators as the core elements. Each node is self contained and performs its own clock recovery and synchronization. “Drop and insert” functionality is demonstrated for the first time with an EA modulator by completely removing a 10-Gb/s channel from a 40-Gb/s OTDM data stream. A different 10-Gb/s channel was subsequently inserted into the vacant time slot. Clock recovery is achieved by using an EA modulator in a novel bidirectional configuration. Bit-error-rate (BER) measurements are presented for each of the 10-Gb/s OTDM channels.

Simultaneous demultiplexing and clock recovery using a single electroabsorption modulator in a novel bi-directional configuration

A single electroabsorption modulator was used to demultiplex a 10 Gbit/s channel from a 40 Gbit/s OTDM data stream, whilst simultaneously recovering the 10 GHz electrical clock. This was achieved using a new bi-directional operation of the EA modulator, combined with a simple phase-locked loop feedback circuit. Excellent system performance was achieved, indicating that operation up to and beyond 100 Gbit/s is possible using current technology.

Simultaneous clock recovery and data regeneration using a nonlinear optical loop mirror as an all-optical mixer

High-speed optical clock recovery, demultiplexing and data regeneration will be integral parts of any future photonic network based on high bit-rate OTDM. Much research has been conducted on devices that perform these functions, however to date each process has been demonstrated independently. A very promising method of all-optical switching is that of a semiconductor optical amplifier-based nonlinear optical loop mirror (SOA-NOLM). This has various advantages compared with the standard fiber NOLM, most notably low switching power, compact size and stability. We use the SOA-NOLM as an all-optical mixer in a classical phase-locked loop arrangement to achieve optical clock recovery, while at the same time achieving data regeneration in a single compact device

Data assimilation for precipitation nowcasting using Bayesian inference

This work introduces a new variational Bayes data assimilation method for the stochastic estimation of precipitation dynamics using radar observations for short term probabilistic forecasting (nowcasting). A previously developed spatial rainfall model based on the decomposition of the observed precipitation field using a basis function expansion captures the precipitation intensity from radar images as a set of ‘rain cells’. The prior distributions for the basis function parameters are carefully chosen to have a conjugate structure for the precipitation field model to allow a novel variational Bayes method to be applied to estimate the posterior distributions in closed form, based on solving an optimisation problem, in a spirit similar to 3D VAR analysis, but seeking approximations to the posterior distribution rather than simply the most probable state. A hierarchical Kalman filter is used to estimate the advection field based on the assimilated precipitation fields at two times. The model is applied to tracking precipitation dynamics in a realistic setting, using UK Met Office radar data from both a summer convective event and a winter frontal event. The performance of the model is assessed both traditionally and using probabilistic measures of fit based on ROC curves. The model is shown to provide very good assimilation characteristics, and promising forecast skill. Improvements to the forecasting scheme are discussed

Simultaneous estimation of global background synaptic inhibition and excitation from membrane potential fluctuations in layer III neurons of the rat entorhinal cortex in vitro

It is becoming clear that the detection and integration of synaptic input and its conversion into an output signal in cortical neurons are strongly influenced by background synaptic activity or "noise." The majority of this noise results from the spontaneous release of synaptic transmitters, interacting with ligand-gated ion channels in the postsynaptic neuron [Berretta N, Jones RSG (1996); A comparison of spontaneous synaptic EPSCs in layer V and layer II neurones in the rat entorhinal cortex in vitro. J Neurophysiol 76:1089-1110; Jones RSG, Woodhall GL (2005) Background synaptic activity in rat entorhinal cortical neurons: differential control of transmitter release by presynaptic receptors. J Physiol 562:107-120; LoTurco JJ, Mody I, Kriegstein AR (1990) Differential activation of glutamate receptors by spontaneously released transmitter in slices of neocortex. Neurosci Lett 114:265-271; Otis TS, Staley KJ, Mody I (1991) Perpetual inhibitory activity in mammalian brain slices generated by spontaneous GABA release. Brain Res 545:142-150; Ropert N, Miles R, Korn H (1990) Characteristics of miniature inhibitory postsynaptic currents in CA1 pyramidal neurones of rat hippocampus. J Physiol 428:707-722; Salin PA, Prince DA (1996) Spontaneous GABAA receptor-mediated inhibitory currents in adult rat somatosensory cortex. J Neurophysiol 75:1573-1588; Staley KJ (1999) Quantal GABA release: noise or not? Nat Neurosci 2:494-495; Woodhall GL, Bailey SJ, Thompson SE, Evans DIP, Stacey AE, Jones RSG (2005) Fundamental differences in spontaneous synaptic inhibition between deep and superficial layers of the rat entorhinal cortex. Hippocampus 15:232-245]. The function of synaptic noise has been the subject of debate for some years, but there is increasing evidence that it modifies or controls neuronal excitability and, thus, the integrative properties of cortical neurons. In the present study we have investigated a novel approach [Rudolph M, Piwkowska Z, Badoual M, Bal T, Destexhe A (2004) A method to estimate synaptic conductances from membrane potential fluctuations. J Neurophysiol 91:2884-2896] to simultaneously quantify synaptic inhibitory and excitatory synaptic noise, together with postsynaptic excitability, in rat entorhinal cortical neurons in vitro. The results suggest that this is a viable and useful approach to the study of the function of synaptic noise in cortical networks. © 2007 IBRO.

Simultaneous temperature and strain measurement with enhanced resolution up to 20 times by using a compact hybrid optical waveguide Bragg grating

A hybrid waveguide Bragg grating in optical fiber was fabricated and characterized, showing thermal responsivity of 211pm/°C. Proposed being used in fiber sensor, it demonstrates enhanced resolution by 20x and 2x for temperature and strain.

Simultaneous refractive index and temperature measurement using a cascaded long-period grating device

We present a compact scheme for simultaneous temperature and surrounding refractive index (SRI) measurement using two long period gratings (LPGs) of different periods inscribed side-by-side in a single piece of a double-cladding fibre. One of the LPGs is sensitive to both SRI and temperature changes whilst the second is SRI-insensitive but shows spectral shift with temperature changes. In addition, we show that a resonance peak of the SRI-insensitive LPG can be designed to appear in the EDFA wavelength region with potential use for gain flattening applications.

Simultaneous grouping in cochlear implant listeners:can abrupt changes in level be used to segregate components from a complex tone?

A sudden increase in the amplitude of a component often causes its segregation from a complex tone, and shorter rise times enhance this effect. We explored whether this also occurs in implant listeners (n?=?8). Condition 1 used a 3.5-s “complex tone” comprising concurrent stimulation on five electrodes distributed across the array of the Nucleus CI24 implant. For each listener, the baseline stimulus level on each electrode was set at 50% of the dynamic range (DR). Two 1-s increments of 12.5%, 25%, or 50% DR were introduced in succession on adjacent electrodes within the “inner” three of those activated. Both increments had rise and fall times of 30 and 970 ms or vice versa. Listeners reported which increment was higher in pitch. Some listeners performed above chance for all increment sizes, but only for 50% increments did all listeners perform above chance. No significant effect of rise time was found. Condition 2 replaced amplitude increments with decrements. Only three listeners performed above chance even for 50% decrements. One exceptional listener performed well for 50% decrements with fall and rise times of 970 and 30 ms but around chance for fall and rise times of 30 and 970 ms, indicating successful discrimination based on a sudden rise back to baseline stimulation. Overall, the results suggest that implant listeners can use amplitude changes against a constant background to pick out components from a complex, but generally these must be large compared with those required in normal hearing. For increments, performance depended mainly on above-baseline stimulation of the target electrodes, not rise time. With one exception, performance for decrements was typically very poor.

Inference and optimization of real edges on sparse graphs:A statistical physics perspective

Inference and optimization of real-value edge variables in sparse graphs are studied using the Bethe approximation and replica method of statistical physics. Equilibrium states of general energy functions involving a large set of real edge variables that interact at the network nodes are obtained in various cases. When applied to the representative problem of network resource allocation, efficient distributed algorithms are also devised. Scaling properties with respect to the network connectivity and the resource availability are found, and links to probabilistic Bayesian approximation methods are established. Different cost measures are considered and algorithmic solutions in the various cases are devised and examined numerically. Simulation results are in full agreement with the theory. © 2007 The American Physical Society.