980 resultados para Random noise theory
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This work deals with the random free vibration of functionally graded laminates with general boundary conditions and subjected to a temperature change, taking into account the randomness in a number of independent input variables such as Young's modulus, Poisson's ratio and thermal expansion coefficient of each constituent material. Based on third-order shear deformation theory, the mixed-type formulation and a semi-analytical approach are employed to derive the standard eigenvalue problem in terms of deflection, mid-plane rotations and stress function. A mean-centered first-order perturbation technique is adopted to obtain the second-order statistics of vibration frequencies. A detailed parametric study is conducted, and extensive numerical results are presented in both tabular and graphical forms for laminated plates that contain functionally graded material which is made of aluminum and zirconia, showing the effects of scattering in thermo-clastic material constants, temperature change, edge support condition, side-to-thickness ratio, and plate aspect ratio on the stochastic characteristics of natural frequencies. (c) 2005 Elsevier B.V. All rights reserved.
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In the absence of an external frame of reference-i.e., in background independent theories such as general relativity-physical degrees of freedom must describe relations between systems. Using a simple model, we investigate how such a relational quantum theory naturally arises by promoting reference systems to the status of dynamical entities. Our goal is twofold. First, we demonstrate using elementary quantum theory how any quantum mechanical experiment admits a purely relational description at a fundamental. Second, we describe how the original non-relational theory approximately emerges from the fully relational theory when reference systems become semi-classical. Our technique is motivated by a Bayesian approach to quantum mechanics, and relies on the noiseless subsystem method of quantum information science used to protect quantum states against undesired noise. The relational theory naturally predicts a fundamental decoherence mechanism, so an arrow of time emerges from a time-symmetric theory. Moreover, our model circumvents the problem of the collapse of the wave packet as the probability interpretation is only ever applied to diagonal density operators. Finally, the physical states of the relational theory can be described in terms of spin networks introduced by Penrose as a combinatorial description of geometry, and widely studied in the loop formulation of quantum gravity. Thus, our simple bottom-up approach (starting from the semiclassical limit to derive the fully relational quantum theory) may offer interesting insights on the low energy limit of quantum gravity.
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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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A major problem in modern probabilistic modeling is the huge computational complexity involved in typical calculations with multivariate probability distributions when the number of random variables is large. Because exact computations are infeasible in such cases and Monte Carlo sampling techniques may reach their limits, there is a need for methods that allow for efficient approximate computations. One of the simplest approximations is based on the mean field method, which has a long history in statistical physics. The method is widely used, particularly in the growing field of graphical models. Researchers from disciplines such as statistical physics, computer science, and mathematical statistics are studying ways to improve this and related methods and are exploring novel application areas. Leading approaches include the variational approach, which goes beyond factorizable distributions to achieve systematic improvements; the TAP (Thouless-Anderson-Palmer) approach, which incorporates correlations by including effective reaction terms in the mean field theory; and the more general methods of graphical models. Bringing together ideas and techniques from these diverse disciplines, this book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling.
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We determine the critical noise level for decoding low density parity check error correcting codes based on the magnetization enumerator , rather than on the weight enumerator employed in the information theory literature. The interpretation of our method is appealingly simple, and the relation between the different decoding schemes such as typical pairs decoding, MAP, and finite temperature decoding (MPM) becomes clear. In addition, our analysis provides an explanation for the difference in performance between MN and Gallager codes. Our results are more optimistic than those derived via the methods of information theory and are in excellent agreement with recent results from another statistical physics approach.
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The replica method, developed in statistical physics, is employed in conjunction with Gallager's methodology to accurately evaluate zero error noise thresholds for Gallager code ensembles. Our approach generally provides more optimistic evaluations than those reported in the information theory literature for sparse matrices; the difference vanishes as the parity check matrix becomes dense.
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It is generally assumed when using Bayesian inference methods for neural networks that the input data contains no noise. For real-world (errors in variable) problems this is clearly an unsafe assumption. This paper presents a Bayesian neural network framework which accounts for input noise provided that a model of the noise process exists. In the limit where the noise process is small and symmetric it is shown, using the Laplace approximation, that this method adds an extra term to the usual Bayesian error bar which depends on the variance of the input noise process. Further, by treating the true (noiseless) input as a hidden variable, and sampling this jointly with the network’s weights, using a Markov chain Monte Carlo method, it is demonstrated that it is possible to infer the regression over the noiseless input. This leads to the possibility of training an accurate model of a system using less accurate, or more uncertain, data. This is demonstrated on both the, synthetic, noisy sine wave problem and a real problem of inferring the forward model for a satellite radar backscatter system used to predict sea surface wind vectors.
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This thesis consisted of two major parts, one determining the masking characteristics of pixel noise and the other investigating the properties of the detection filter employed by the visual system. The theoretical cut-off frequency of white pixel noise can be defined from the size of the noise pixel. The empirical cut-off frequency, i.e. the largest size of noise pixels that mimics the effect of white noise in detection, was determined by measuring contrast energy thresholds for grating stimuli in the presence of spatial noise consisting of noise pixels of various sizes and shapes. The critical i.e. minimum number of noise pixels per grating cycle needed to mimic the effect of white noise in detection was found to decrease with the bandwidth of the stimulus. The shape of the noise pixels did not have any effect on the whiteness of pixel noise as long as there was at least the minimum number of noise pixels in all spatial dimensions. Furthermore, the masking power of white pixel noise is best described when the spectral density is calculated by taking into account all the dimensions of noise pixels, i.e. width, height, and duration, even when there is random luminance only in one of these dimensions. The properties of the detection mechanism employed by the visual system were studied by measuring contrast energy thresholds for complex spatial patterns as a function of area in the presence of white pixel noise. Human detection efficiency was obtained by comparing human performance with an ideal detector. The stimuli consisted of band-pass filtered symbols, uniform and patched gratings, and point stimuli with randomised phase spectra. In agreement with the existing literature, the detection performance was found to decline with the increasing amount of detail and contour in the stimulus. A measure of image complexity was developed and successfully applied to the data. The accuracy of the detection mechanism seems to depend on the spatial structure of the stimulus and the spatial spread of contrast energy.
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This thesis studied the effect of (i) the number of grating components and (ii) parameter randomisation on root-mean-square (r.m.s.) contrast sensitivity and spatial integration. The effectiveness of spatial integration without external spatial noise depended on the number of equally spaced orientation components in the sum of gratings. The critical area marking the saturation of spatial integration was found to decrease when the number of components increased from 1 to 5-6 but increased again at 8-16 components. The critical area behaved similarly as a function of the number of grating components when stimuli consisted of 3, 6 or 16 components with different orientations and/or phases embedded in spatial noise. Spatial integration seemed to depend on the global Fourier structure of the stimulus. Spatial integration was similar for sums of two vertical cosine or sine gratings with various Michelson contrasts in noise. The critical area for a grating sum was found to be a sum of logarithmic critical areas for the component gratings weighted by their relative Michelson contrasts. The human visual system was modelled as a simple image processor where the visual stimuli is first low-pass filtered by the optical modulation transfer function of the human eye and secondly high-pass filtered, up to the spatial cut-off frequency determined by the lowest neural sampling density, by the neural modulation transfer function of the visual pathways. The internal noise is then added before signal interpretation occurs in the brain. The detection is mediated by a local spatially windowed matched filter. The model was extended to include complex stimuli and its applicability to the data was found to be successful. The shape of spatial integration function was similar for non-randomised and randomised simple and complex gratings. However, orientation and/or phase randomised reduced r.m.s contrast sensitivity by a factor of 2. The effect of parameter randomisation on spatial integration was modelled under the assumption that human observers change the observer strategy from cross-correlation (i.e., a matched filter) to auto-correlation detection when uncertainty is introduced to the task. The model described the data accurately.
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We consider the random input problem for a nonlinear system modeled by the integrable one-dimensional self-focusing nonlinear Schrödinger equation (NLSE). We concentrate on the properties obtained from the direct scattering problem associated with the NLSE. We discuss some general issues regarding soliton creation from random input. We also study the averaged spectral density of random quasilinear waves generated in the NLSE channel for two models of the disordered input field profile. The first model is symmetric complex Gaussian white noise and the second one is a real dichotomous (telegraph) process. For the former model, the closed-form expression for the averaged spectral density is obtained, while for the dichotomous real input we present the small noise perturbative expansion for the same quantity. In the case of the dichotomous input, we also obtain the distribution of minimal pulse width required for a soliton generation. The obtained results can be applied to a multitude of problems including random nonlinear Fraunhoffer diffraction, transmission properties of randomly apodized long period Fiber Bragg gratings, and the propagation of incoherent pulses in optical fibers.
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Contrast sensitivity improves with the area of a sine-wave grating, but why? Here we assess this phenomenon against contemporary models involving spatial summation, probability summation, uncertainty, and stochastic noise. Using a two-interval forced-choice procedure we measured contrast sensitivity for circular patches of sine-wave gratings with various diameters that were blocked or interleaved across trials to produce low and high extrinsic uncertainty, respectively. Summation curves were steep initially, becoming shallower thereafter. For the smaller stimuli, sensitivity was slightly worse for the interleaved design than for the blocked design. Neither area nor blocking affected the slope of the psychometric function. We derived model predictions for noisy mechanisms and extrinsic uncertainty that was either low or high. The contrast transducer was either linear (c1.0) or nonlinear (c2.0), and pooling was either linear or a MAX operation. There was either no intrinsic uncertainty, or it was fixed or proportional to stimulus size. Of these 10 canonical models, only the nonlinear transducer with linear pooling (the noisy energy model) described the main forms of the data for both experimental designs. We also show how a cross-correlator can be modified to fit our results and provide a contemporary presentation of the relation between summation and the slope of the psychometric function.
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Removing noise from signals which are piecewise constant (PWC) is a challenging signal processing problem that arises in many practical scientific and engineering contexts. In the first paper (part I) of this series of two, we presented background theory building on results from the image processing community to show that the majority of these algorithms, and more proposed in the wider literature, are each associated with a special case of a generalized functional, that, when minimized, solves the PWC denoising problem. It shows how the minimizer can be obtained by a range of computational solver algorithms. In this second paper (part II), using this understanding developed in part I, we introduce several novel PWC denoising methods, which, for example, combine the global behaviour of mean shift clustering with the local smoothing of total variation diffusion, and show example solver algorithms for these new methods. Comparisons between these methods are performed on synthetic and real signals, revealing that our new methods have a useful role to play. Finally, overlaps between the generalized methods of these two papers and others such as wavelet shrinkage, hidden Markov models, and piecewise smooth filtering are touched on.
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The noise properties of supercontinuum generation continue to be a subject of wide interest within both pure and applied physics. Aside from immediate applications in supercontinuum source development, detailed studies of supercontinuum noise mechanisms have attracted interdisciplinary attention because of links with extreme instabilities in other physical systems, especially the infamous and destructive oceanic rogue waves. But the instabilities inherent in supercontinuum generation can also be interpreted in terms of natural links with the general field of random processes, and this raises new possibilities for applications in areas such as random number generation. In this contribution we will describe recent work where we interpret supercontinuum intensity and phase fluctuations in this way.
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We study phenomenological scaling theories of the polymer dynamics in random media, employing the existing scaling theories of polymer chains and the percolation statistics. We investigate both the Rouse and the Zimm model for Brownian dynamics and estimate the diffusion constant of the center-of-mass of the chain in such disordered media. For internal dynamics of the chain, we estimate the dynamic exponents. We propose similar scaling theory for the reptation dynamics of the chain in the framework of Flory theory for the disordered medium. The modifications in the case of correlated disorders are also discussed. .
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We investigate the statistics of a vector Manakov soliton in the presence of additive Gaussian white noise. The adiabatic perturbation theory for a Manakov soliton yields a stochastic Langevin system which we analyse via the corresponding Fokker-Planck equation for the probability density function (PDF) for the soliton parameters. We obtain marginal PDFs for the soliton frequency and amplitude as well as soliton amplitude and polarization angle. We also derive formulae for the variances of all soliton parameters and analyse their dependence on the initial values of polarization angle and phase. © 2006 IOP Publishing Ltd.