Elliptical slice sampling

Many probabilistic models introduce strong dependencies between variables using a latent multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain Monte Carlo algorithm for performing inference in models with multivariate Gaussian priors. Its key properties are: 1) it has simple, generic code applicable to many models, 2) it has no free parameters, 3) it works well for a variety of Gaussian process based models. These properties make our method ideal for use while model building, removing the need to spend time deriving and tuning updates for more complex algorithms.

Latin hypercube sampling used in the calculation of the fracture probability

The paper proposes Latin hypercube sampling combined with the stratified sampling of variance reduction technique to calculate accurate fracture probability. In the compound sampling, the number of simulations is relatively small and the calculation error is satisfactory.

Fixed-lag blind equalization and sequence estimation in digital communications systems using sequential importance sampling

We present methods for fixed-lag smoothing using Sequential Importance sampling (SIS) on a discrete non-linear, non-Gaussian state space system with unknown parameters. Our particular application is in the field of digital communication systems. Each input data point is taken from a finite set of symbols. We represent transmission media as a fixed filter with a finite impulse response (FIR), hence a discrete state-space system is formed. Conventional Markov chain Monte Carlo (MCMC) techniques such as the Gibbs sampler are unsuitable for this task because they can only perform processing on a batch of data. Data arrives sequentially, so it would seem sensible to process it in this way. In addition, many communication systems are interactive, so there is a maximum level of latency that can be tolerated before a symbol is decoded. We will demonstrate this method by simulation and compare its performance to existing techniques.

Difference schemes on non-uniform mesh and their application

High order accurate schemes are needed to simulate the multi-scale complex flow fields to get fine structures in simulation of the complex flows with large gradient of fluid parameters near the wall, and schemes on non-uniform mesh are desirable for many CFD (computational fluid dynamics) workers. The construction methods of difference approximations and several difference approximations on non-uniform mesh are presented. The accuracy of the methods and the influence of stretch ratio of the neighbor mesh increment on accuracy are discussed. Some comments on these methods are given, and comparison of the accuracy of the results obtained by schemes based on both non-uniform mesh and coordinate transformation is made, and some numerical examples with non-uniform mesh are presented.

On dispersion-controlled principles for non-oscillatory shock-capturing schemes

The role of dispersions in the numerical solutions of hydrodynamic equation systems has been realized for long time. It is only during the last two decades that extensive studies on the dispersion-controlled dissipative (DCD) schemes were reported. The studies have demonstrated that this kind of the schemes is distinct from conventional dissipation-based schemes in which the dispersion term of the modified equation is not considered in scheme construction to avoid nonphysical oscillation occurring in shock wave simulations. The principle of the dispersion controlled aims at removing nonphysical oscillations by making use of dispersion characteristics instead of adding artificial viscosity to dissipate the oscillation as the conventional schemes do. Research progresses on the dispersion controlled principles are reviewed in this paper, including the exploration of the role of dispersions in numerical simulations, the development of the dispersion-controlled principles, efforts devoted to high-order dispersion-controlled dissipative schemes, the extension to both the finite volume and the finite element methods, scheme verification and solution validation, and comments on several aspects of the schemes from author's viewpoint.

Tidal oscillations at the head of Monterey Submarine Canyon and their relation to oceanographic sampling and the circulation of water in Monterey Bay. Annual report, Part 6, September 1972

During a 25-hour hydrographic times series at two stations near the head of Monterey Submarine Canyon, an internal tide was observed with an amplitude of 80 to 115 m in water depths of 120 and 220 m respectively. These large oscillations produced daily variations in hydrographic and chemical parameters that were of the same magnitude as seasonal variations in Monterey Bay. Computed velocities associated with the internal tide were on the order of 10 em/sec, and this tidally induced circulation may have a significant role in the exchange of deep water between Monterey Submarine Canyon and the open ocean. (PDF contains 49 pages)

Results of the Sea Grant fishes sampling program for the 1971-1972 Season. Annual Report, Part 6, 1973

(PDF contains 48 pages)