Approximate Bayesian Computation for Smoothing

We consider a method for approximate inference in hidden Markov models (HMMs). The method circumvents the need to evaluate conditional densities of observations given the hidden states. It may be considered an instance of Approximate Bayesian Computation (ABC) and it involves the introduction of auxiliary variables valued in the same space as the observations. The quality of the approximation may be controlled to arbitrary precision through a parameter ε > 0. We provide theoretical results which quantify, in terms of ε, the ABC error in approximation of expectations of additive functionals with respect to the smoothing distributions. Under regularity assumptions, this error is, where n is the number of time steps over which smoothing is performed. For numerical implementation, we adopt the forward-only sequential Monte Carlo (SMC) scheme of [14] and quantify the combined error from the ABC and SMC approximations. This forms some of the first quantitative results for ABC methods which jointly treat the ABC and simulation errors, with a finite number of data and simulated samples. © Taylor & Francis Group, LLC.

POMDP-based statistical spoken dialog systems: A review

Statistical dialog systems (SDSs) are motivated by the need for a data-driven framework that reduces the cost of laboriously handcrafting complex dialog managers and that provides robustness against the errors created by speech recognizers operating in noisy environments. By including an explicit Bayesian model of uncertainty and by optimizing the policy via a reward-driven process, partially observable Markov decision processes (POMDPs) provide such a framework. However, exact model representation and optimization is computationally intractable. Hence, the practical application of POMDP-based systems requires efficient algorithms and carefully constructed approximations. This review article provides an overview of the current state of the art in the development of POMDP-based spoken dialog systems. © 1963-2012 IEEE.

Rank-preserving geometric means of positive semi-definite matrices

The generalization of the geometric mean of positive scalars to positive definite matrices has attracted considerable attention since the seminal work of Ando. The paper generalizes this framework of matrix means by proposing the definition of a rank-preserving mean for two or an arbitrary number of positive semi-definite matrices of fixed rank. The proposed mean is shown to be geometric in that it satisfies all the expected properties of a rank-preserving geometric mean. The work is motivated by operations on low-rank approximations of positive definite matrices in high-dimensional spaces.© 2012 Elsevier Inc. All rights reserved.

CLF based designs with robustness to dynamic input uncertainties

The problem of robust stabilization of nonlinear systems in the presence of input uncertainties is of great importance in practical implementation. Stabilizing control laws may not be robust to this type of uncertainty, especially if cancellation of nonlinearities is used in the design. By exploiting a connection between robustness and optimality, "domination redesign" of the control Lyapunov function (CLF) based Sontag's formula has been shown to possess robustness to static and dynamic input uncertainties. In this paper we provide a sufficient condition for the domination redesign to apply. This condition relies on properties of local homogeneous approximations of the system and of the CLF. We show that an inverse optimal control law may not exist when these conditions are violated and illustrate how these conditions may guide the choice of a CLF which is suitable for domination redesign. © 1999 Elsevier Science B.V. All rights reserved.

Numerical stability of the predictor-corrector method in Monte Carlo burnup calculations of critical reactors

Monte Carlo burnup codes use various schemes to solve the coupled criticality and burnup equations. Previous studies have shown that the simplest methods, such as the beginning-of-step and middle-of-step constant flux approximations, are numerically unstable in fuel cycle calculations of critical reactors. Here we show that even the predictor-corrector methods that are implemented in established Monte Carlo burnup codes can be numerically unstable in cycle calculations of large systems. © 2013 Elsevier Ltd. All rights reserved.

Path-following steering control for articulated vehicles

Passive steering systems have been used for some years to control the steering of trailer axles on articulated vehicles. These normally use a 'command steer' control strategy, which is designed to work well in steady-state circles at low speeds, but which generates inappropriate steer angles during transient low-speed maneuvers and at high speeds. In this paper, 'active' steering control strategies are developed for articulated heavy goods vehicles. These aim to achieve accurate path following for tractor and trailer, for all paths and all normal vehicle speeds, in the presence of external disturbances. Controllers are designed to implement the path-following strategies at low and high speeds, whilst taking into account the complexities and practicalities of articulated vehicles. At low speeds, the articulation and steer angles on articulated heavy goods vehicles are large and small-angle approximations are not appropriate. Hence, nonlinear controllers based on kinematics are required. But at high-speeds, the dynamic stability of control system is compromised if the kinematics-based controllers remain active. This is because a key state of the system, the side-slip characteristics of the trailer, exhibits a sign-change with increasing speeds. The low and high speed controllers are blended together using a speed-dependent gain, in the intermediate speed range. Simulations are conducted to compare the performance of the new steering controllers with conventional vehicles (with unsteered drive and trailer axles) and with vehicles with command steer controllers on their trailer axles. The simulations show that active steering has the potential to improve significantly the directional performance of articulated vehicles for a wide range of conditions, throughout the speed range. © VC 2013 by ASME.

Towards robust design of axial compressors with uncertainty quantification

Operational uncertainties such as throttle excursions, varying inlet conditions and geometry changes lead to variability in compressor performance. In this work, the main operational uncertainties inherent in a transonic axial compressor are quantified to deter- mine their effect on performance. These uncertainties include the effects of inlet distortion, metal expansion, ow leakages and blade roughness. A 3D, validated RANS model of the compressor is utilized to simulate these uncertainties and quantify their effect on polytropic efficiency and pressure ratio. To propagate them, stochastic collocation and sparse pseudospectral approximations are used. We demonstrate that lower-order approximations are sufficient as these uncertainties are inherently linear. Results for epistemic uncertainties in the form of meshing methodologies are also presented. Finally, the uncertainties considered are ranked in order of their effect on efficiency loss. © 2012 AIAA.

Nonequilibrium dynamics of photoexcited electrons in graphene: Collinear scattering, Auger processes, and the impact of screening

We present a combined analytical and numerical study of the early stages (sub-100-fs) of the nonequilibrium dynamics of photoexcited electrons in graphene. We employ the semiclassical Boltzmann equation with a collision integral that includes contributions from electron-electron (e-e) and electron-optical phonon interactions. Taking advantage of circular symmetry and employing the massless Dirac fermion (MDF) Hamiltonian, we are able to perform an essentially analytical study of the e-e contribution to the collision integral. This allows us to take particular care of subtle collinear scattering processes - processes in which incoming and outgoing momenta of the scattering particles lie on the same line - including carrier multiplication (CM) and Auger recombination (AR). These processes have a vanishing phase space for two-dimensional MDF bare bands. However, we argue that electron-lifetime effects, seen in experiments based on angle-resolved photoemission spectroscopy, provide a natural pathway to regularize this pathology, yielding a finite contribution due to CM and AR to the Coulomb collision integral. Finally, we discuss in detail the role of physics beyond the Fermi golden rule by including screening in the matrix element of the Coulomb interaction at the level of the random phase approximation (RPA), focusing in particular on the consequences of various approximations including static RPA screening, which maximizes the impact of CM and AR processes, and dynamical RPA screening, which completely suppresses them. © 2013 American Physical Society.

A coupled hydro-mechanical analysis for prediction of hydraulic fracture propagation in saturated porous media using EFG mesh-less method

The details of the Element Free Galerkin (EFG) method are presented with the method being applied to a study on hydraulic fracturing initiation and propagation process in a saturated porous medium using coupled hydro-mechanical numerical modelling. In this EFG method, interpolation (approximation) is based on nodes without using elements and hence an arbitrary discrete fracture path can be modelled.The numerical approach is based upon solving two governing partial differential equations of equilibrium and continuity of pore water simultaneously. Displacement increment and pore water pressure increment are discretized using the same EFG shape functions. An incremental constrained Galerkin weak form is used to create the discrete system of equations and a fully implicit scheme is used for discretization in the time domain. Implementation of essential boundary conditions is based on the penalty method. In order to model discrete fractures, the so-called diffraction method is used.Examples are presented and the results are compared to some closed-form solutions and FEM approximations in order to demonstrate the validity of the developed model and its capabilities. The model is able to take the anisotropy and inhomogeneity of the material into account. The applicability of the model is examined by simulating hydraulic fracture initiation and propagation process from a borehole by injection of fluid. The maximum tensile strength criterion and Mohr-Coulomb shear criterion are used for modelling tensile and shear fracture, respectively. The model successfully simulates the leak-off of fluid from the fracture into the surrounding material. The results indicate the importance of pore fluid pressure in the initiation and propagation pattern of fracture in saturated soils. © 2013 Elsevier Ltd.

First-principles energetics of water clusters and ice: a many-body analysis.

Standard forms of density-functional theory (DFT) have good predictive power for many materials, but are not yet fully satisfactory for cluster, solid, and liquid forms of water. Recent work has stressed the importance of DFT errors in describing dispersion, but we note that errors in other parts of the energy may also contribute. We obtain information about the nature of DFT errors by using a many-body separation of the total energy into its 1-body, 2-body, and beyond-2-body components to analyze the deficiencies of the popular PBE and BLYP approximations for the energetics of water clusters and ice structures. The errors of these approximations are computed by using accurate benchmark energies from the coupled-cluster technique of molecular quantum chemistry and from quantum Monte Carlo calculations. The systems studied are isomers of the water hexamer cluster, the crystal structures Ih, II, XV, and VIII of ice, and two clusters extracted from ice VIII. For the binding energies of these systems, we use the machine-learning technique of Gaussian Approximation Potentials to correct successively for 1-body and 2-body errors of the DFT approximations. We find that even after correction for these errors, substantial beyond-2-body errors remain. The characteristics of the 2-body and beyond-2-body errors of PBE are completely different from those of BLYP, but the errors of both approximations disfavor the close approach of non-hydrogen-bonded monomers. We note the possible relevance of our findings to the understanding of liquid water.

Adapting data processing to compare model and experiment accurately: A discrete element model and magnetic resonance measurements of a 3d cylindrical fluidized bed

Discrete element modeling is being used increasingly to simulate flow in fluidized beds. These models require complex measurement techniques to provide validation for the approximations inherent in the model. This paper introduces the idea of modeling the experiment to ensure that the validation is accurate. Specifically, a 3D, cylindrical gas-fluidized bed was simulated using a discrete element model (DEM) for particle motion coupled with computational fluid dynamics (CFD) to describe the flow of gas. The results for time-averaged, axial velocity during bubbling fluidization were compared with those from magnetic resonance (MR) experiments made on the bed. The DEM-CFD data were postprocessed with various methods to produce time-averaged velocity maps for comparison with the MR results, including a method which closely matched the pulse sequence and data processing procedure used in the MR experiments. The DEM-CFD results processed with the MR-type time-averaging closely matched experimental MR results, validating the DEM-CFD model. Analysis of different averaging procedures confirmed that MR time-averages of dynamic systems correspond to particle-weighted averaging, rather than frame-weighted averaging, and also demonstrated that the use of Gaussian slices in MR imaging of dynamic systems is valid. © 2013 American Chemical Society.

Gaussian processes for POMDP-based dialogue manager optimization

A partially observable Markov decision process (POMDP) has been proposed as a dialog model that enables automatic optimization of the dialog policy and provides robustness to speech understanding errors. Various approximations allow such a model to be used for building real-world dialog systems. However, they require a large number of dialogs to train the dialog policy and hence they typically rely on the availability of a user simulator. They also require significant designer effort to hand-craft the policy representation. We investigate the use of Gaussian processes (GPs) in policy modeling to overcome these problems. We show that GP policy optimization can be implemented for a real world POMDP dialog manager, and in particular: 1) we examine different formulations of a GP policy to minimize variability in the learning process; 2) we find that the use of GP increases the learning rate by an order of magnitude thereby allowing learning by direct interaction with human users; and 3) we demonstrate that designer effort can be substantially reduced by basing the policy directly on the full belief space thereby avoiding ad hoc feature space modeling. Overall, the GP approach represents an important step forward towards fully automatic dialog policy optimization in real world systems. © 2013 IEEE.

Predictive entropy search for efficient global optimization of black-box functions

We propose a novel information-theoretic approach for Bayesian optimization called Predictive Entropy Search (PES). At each iteration, PES selects the next evaluation point that maximizes the expected information gained with respect to the global maximum. PES codifies this intractable acquisition function in terms of the expected reduction in the differential entropy of the predictive distribution. This reformulation allows PES to obtain approximations that are both more accurate and efficient than other alternatives such as Entropy Search (ES). Furthermore, PES can easily perform a fully Bayesian treatment of the model hyperparameters while ES cannot. We evaluate PES in both synthetic and real-world applications, including optimization problems in machine learning, finance, biotechnology, and robotics. We show that the increased accuracy of PES leads to significant gains in optimization performance.

Quantum Confinement Effects and Electronic Properties of SnO2 Quantum Wires and Dots

On the basis of the density functional theory (DFT) within local density approximations (LDA) approach, we calculate the band gaps for different size SnO2 quantum wire (QWs) and quantum dots (QDs). A model is proposed to passivate the surface atoms of SnO2 QWs and QDs. We find that the band gap increases between QWs and bulk evolve as Delta E-g(wire) = 1.74/d(1.20) as the effective diameter d decreases, while being Delta E-g(dot) = 2.84/d(1.26) for the QDs. Though the similar to d(1.2) scale is significantly different from similar to d(2) of the effective mass result, the ratio of band gap increases between SnO2 QWs and QDs is 0.609, very close to the effective mass prediction. We also confirm, although the LDS calculations underestimate the band gap, that they give the trend of band gap shift as much as that obtained by the hybrid functional (PBE0) with a rational mixing of 25% Fock exchange and 75% of the conventional Perdew-Burke-Ernzerhof (PBE) exchange functional for the SnO2 QWs and QDs. The relative deviation of the LDA calculated band gap difference Lambda E-g compared with the corresponding PBE0 results is only within 5%. Additionally, it is found the states of valence band maximum (VBM) and conduction band minimum (CBM) of SnO2 QWs or QDs have a mostly p- and s-like envelope function symmetry, respectively, from both LDA and PBE0 calculations.

Electronic structure of coupled vertically stacked self-assembled InAs quantum disks in a vertical electric field

In the framework of the effective-mass and adiabatic approximations, by setting the effective-mass of electron in the quantum disks (QDs) different from that in the potential barrier material, we make some improvements in the calculation of the electronic energy levels of vertically stacked self-assembled InAs QD. Comparing with the results when an empirical value was adopted as the effective-mass of electron of the system, we can see that the higher levels become heightened. Furthermore, the Stark shifts of the system of different methods are compared. The Stark shifts of holes are also studied. The vertical electric field changes the splitting between the symmetric level and the antisymmetric one for the same angular momentum. (C) 2003 Elsevier Ltd. All rights reserved.