972 resultados para Laplace-Metropolis estimator
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In this paper, we propose a training-based channel estimation scheme for large non-orthogonal space-time block coded (STBC) MIMO systems.The proposed scheme employs a block transmission strategy where an N-t x N-t pilot matrix is sent (for training purposes) followed by several N-t x N-t square data STBC matrices, where Nt is the number of transmit antennas. At the receiver, we iterate between channel estimation (using an MMSE estimator) and detection (using a low-complexity likelihood ascent search (LAS) detector) till convergence or for a fixed number of iterations. Our simulation results show that excellent bit error rate and nearness-to-capacity performance are achieved by the proposed scheme at low complexities. The fact that we could show such good results for large STBCs (e.g., 16 x 16 STBC from cyclic division algebras) operating at spectral efficiencies in excess of 20 bps/Hz (even after accounting for the overheads meant for pilot-based channel estimation and turbo coding) establishes the effectiveness of the proposed scheme.
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This thesis is composed of an introductory chapter and four applications each of them constituting an own chapter. The common element underlying each of the chapters is the econometric methodology. The applications rely mostly on the leading econometric techniques related to estimation of causal effects. The first chapter introduces the econometric techniques that are employed in the remaining chapters. Chapter 2 studies the effects of shocking news on student performance. It exploits the fact that the school shooting in Kauhajoki in 2008 coincided with the matriculation examination period of that fall. It shows that the performance of men declined due to the news of the school shooting. For women the similar pattern remains unobserved. Chapter 3 studies the effects of minimum wage on employment by employing the original Card and Krueger (1994; CK) and Neumark and Wascher (2000; NW) data together with the changes-in-changes (CIC) estimator. As the main result it shows that the employment effect of an increase in the minimum wage is positive for small fast-food restaurants and negative for big fast-food restaurants. Therefore, it shows that the controversial positive employment effect reported by CK is overturned for big fast-food restaurants and that the NW data are shown, in contrast to their original results, to provide support for the positive employment effect. Chapter 4 employs the state-specific U.S. data (collected by Cohen and Einav [2003; CE]) on traffic fatalities to re-evaluate the effects of seat belt laws on the traffic fatalities by using the CIC estimator. It confirms the CE results that on the average an implementation of a mandatory seat belt law results in an increase in the seat belt usage rate and a decrease in the total fatality rate. In contrast to CE, it also finds evidence on compensating-behavior theory, which is observed especially in the states by the border of the U.S. Chapter 5 studies the life cycle consumption in Finland, with the special interest laid on the baby boomers and the older households. It shows that the baby boomers smooth their consumption over the life cycle more than other generations. It also shows that the old households smoothed their life cycle consumption more as a result of the recession in the 1990s, compared to young households.
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Experiments and computer simulation studies have revealed existence of rich dynamics in the orientational relaxation of molecules in confined systems such as water in reverse micelles, cyclodextrin cavities, and nanotubes. Here we introduce a novel finite length one dimensional Ising model to investigate the propagation and the annihilation of dynamical correlations in finite systems and to understand the intriguing shortening of the orientational relaxation time that has been reported for small sized reverse micelles. In our finite sized model, the two spins at the two end cells are oriented in the opposite directions to mimic the effects of surface that in real system fixes water orientation in the opposite directions. This produces opposite polarizations to propagate inside from the surface and to produce bulklike condition at the center. This model can be solved analytically for short chains. For long chains, we solve the model numerically with Glauber spin flip dynamics (and also with Metropolis single-spin flip Monte Carlo algorithm). We show that model nicely reproduces many of the features observed in experiments. Due to the destructive interference among correlations that propagate from the surface to the core, one of the rotational relaxation time components decays faster than the bulk. In general, the relaxation of spins is nonexponential due to the interplay between various interactions. In the limit of strong coupling between the spins or in the limit of low temperature, the nature of relaxation of the spins undergoes a qualitative change with the emergence of a homogeneous dynamics where decay is predominantly exponential, again in agreement with experiments. (C) 2010 American Institute of Physics. doi: 10.1063/1.3474948]
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Modern sample surveys started to spread after statistician at the U.S. Bureau of the Census in the 1940s had developed a sampling design for the Current Population Survey (CPS). A significant factor was also that digital computers became available for statisticians. In the beginning of 1950s, the theory was documented in textbooks on survey sampling. This thesis is about the development of the statistical inference for sample surveys. For the first time the idea of statistical inference was enunciated by a French scientist, P. S. Laplace. In 1781, he published a plan for a partial investigation in which he determined the sample size needed to reach the desired accuracy in estimation. The plan was based on Laplace s Principle of Inverse Probability and on his derivation of the Central Limit Theorem. They were published in a memoir in 1774 which is one of the origins of statistical inference. Laplace s inference model was based on Bernoulli trials and binominal probabilities. He assumed that populations were changing constantly. It was depicted by assuming a priori distributions for parameters. Laplace s inference model dominated statistical thinking for a century. Sample selection in Laplace s investigations was purposive. In 1894 in the International Statistical Institute meeting, Norwegian Anders Kiaer presented the idea of the Representative Method to draw samples. Its idea was that the sample would be a miniature of the population. It is still prevailing. The virtues of random sampling were known but practical problems of sample selection and data collection hindered its use. Arhtur Bowley realized the potentials of Kiaer s method and in the beginning of the 20th century carried out several surveys in the UK. He also developed the theory of statistical inference for finite populations. It was based on Laplace s inference model. R. A. Fisher contributions in the 1920 s constitute a watershed in the statistical science He revolutionized the theory of statistics. In addition, he introduced a new statistical inference model which is still the prevailing paradigm. The essential idea is to draw repeatedly samples from the same population and the assumption that population parameters are constants. Fisher s theory did not include a priori probabilities. Jerzy Neyman adopted Fisher s inference model and applied it to finite populations with the difference that Neyman s inference model does not include any assumptions of the distributions of the study variables. Applying Fisher s fiducial argument he developed the theory for confidence intervals. Neyman s last contribution to survey sampling presented a theory for double sampling. This gave the central idea for statisticians at the U.S. Census Bureau to develop the complex survey design for the CPS. Important criterion was to have a method in which the costs of data collection were acceptable, and which provided approximately equal interviewer workloads, besides sufficient accuracy in estimation.
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An exact solution is derived for a boundary-value problem for Laplace's equation which is a generalization of the one occurring in the course of solution of the problem of diffraction of surface water waves by a nearly vertical submerged barrier. The method of solution involves the use of complex function theory, the Schwarz reflection principle, and reduction to a system of two uncoupled Riemann-Hilbert problems. Known results, representing the reflection and transmission coefficients of the water wave problem involving a nearly vertical barrier, are derived in terms of the shape function.
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The general time dependent source problem has been solved by the method of transforms (Laplace, Lebedev–Kontorovich in succession) and the solution is obtained in the form of an infinite series involving Legendre functions. The solutions in the case of harmonic time dependence and the incident plane wave have been derived from the above solution and are presented in the form of an infinite series. In the case of an incident plane wave, the series has been summed and the final solution involves an improper integral which behaves like a complementary error function for large values of the argument. Finally, the far field evaluation has been shown. The results are compared with those of Sommerfeld's half-plane diffraction problem with unmixed boundary conditions.
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Consider L independent and identically distributed exponential random variables (r.vs) X-1, X-2 ,..., X-L and positive scalars b(1), b(2) ,..., b(L). In this letter, we present the probability density function (pdf), cumulative distribution function and the Laplace transform of the pdf of the composite r.v Z = (Sigma(L)(j=1) X-j)(2) / (Sigma(L)(j=1) b(j)X(j)). We show that the r.v Z appears in various communication systems such as i) maximal ratio combining of signals received over multiple channels with mismatched noise variances, ii)M-ary phase-shift keying with spatial diversity and imperfect channel estimation, and iii) coded multi-carrier code-division multiple access reception affected by an unknown narrow-band interference, and the statistics of the r.v Z derived here enable us to carry out the performance analysis of such systems in closed-form.
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We describe a Finite Difference Method for the determination of the electrostatic field in a multilayered electrooptic device. The Laplace equation is solved, assuming a suitable closed area, by taking into account the different permittivities of the various layers. The effect of a higher permittivity in the guiding layer has been explicitly considered. As a practical example, we calculate the phase shift of a guided optical wave within an electrooptic modulator. A review of the various methods in use for the field analysis is given. Some criteria for the selection of the appropriate method are also mentioned.
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A new fault-tolerant multi-transputer architecture capable of tolerating failure of any one component in the system is described. In the proposed architecture the processing nodes are automatically reconfigured in the event of a fault and the computations continue from the stage where the fault occurred. The process of reconfiguration is transparent to the user, and the identity of the failed component is communicated to the user along with the results of computations. Parallel solution of a typical engineering problem involving solution of Laplace's equation by the boundary element method has been implemented. The performance of the architecture in the event of faults has been investigated.
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Pro gradu -tutkielman tavoite on mallintaa suomalaisten yksityismetsien raakapuun tarjontaa vuosien 1999-2009 puukauppa-aineistolla. Tutkielman tulos on raakapuun kantohinnasta ja muista tarpeellisista selittävistä muuttujista riippuva tarjonnan funktio kaikille käsitellyille raakapuulajeille. Tutkielman toimeksiantaa UPM-Kymmene Oyj. Tarkoitus on, että tarjontafunktioiden ja lopputuotteidensa kysynnän tuntemuksen avulla UPM-Kymmene voi tarkastella mahdollisuuksiaan puunhankintaan tulevaisuudessa. Tutkielma esittelee suomalaisen raakapuumarkkinan erityispiirteitä, metsäekonomista teoriaa raakapuun tarjonnasta sekä aihetta koskevien aiempien empiiristen tutkimusten tuloksia. Esittelyn perusteella löydetään kysymyksenasettelun kannalta hinnan lisäksi kiinnostavimmat muuttujat tarjonnan vaihtelun selittämiseen. Osoittautuu, että vaikka kysyntäfunktion olemassaolon taloustieteellinen perusteltavuus suomalaisella raakapuumarkkinalla on kyseenalainen, ostomäärän ja hinnan samanaikainen määräytyminen aiheuttaa aineistossa riippuvuutta tarjontamallien virhetermin ja selittävänä muuttujana käytettävän kantohinnan välillä. Tutkielma jatkuu simultaanisuusharhan, instrumenttimuuttujamenetelmän ja kaksivaiheisen pienimmän neliösumman menetelmän esittelyllä seuraten Hamiltonin kirjaa 77me Serres Analysis (1994) sekä Davidsonin ja MacKinnonin kirjaa Econometric Theory and Methods (2004). Tarkentuvaa estimaattoria varten tarvitaan instrumenttimuuttujia, jotka valitaan kunkin raakapuulajin mallille erikseen. Osassa tarjontamalleista havaitaan estimolntimenetelmän kannalta olennaista muuttujien epästationaarisuutta, joka perustellaan seurauksettomaksi soveltaen johtopäätöksiä Hsiaon artikkelista Statistical Properties of the Tvvo-Stage Least Squares Estimator Under Cointegration (1997). Diagnostisen tarkastelun jälkeen mallit todetaan moitteettomiksi. Tulosten mukaan raakapuun tarjonnan hintajousto on korkeampi kuin esitellyissä aikaisemmissa empiirisissä tutkimuksissa. Lisäksi käsiteltyjen kuitupuulajien tarjontojen hintajoustot ovat tukkipuulajien joustoja korkeampia, mikä on metsänhoidollisin syin perusteltavaa. Tarjonta ei sen sijaan näytä juuri reagoineen käsitellylle aikajaksolle sattuneisiin veromuutoksiin. Osoittautuu myös, ettei tarjonta riipu voimakkaasti sijoitetun pääoman hinnasta eli korosta. Valtiotieteellisen tiedekunnan dekaani ja UPM-Kymmene sopivat vuonna 2009, että pro gradu -tutkielmasta säilytetään valtiotieteellisen tiedekunnan kirjastossa sensuroitua kappaletta, josta yksityiskohtaisimmat lopputulokset jätetään pois. Tämä tutkielman kappale on suppea, siten sivumäärältään tiivistelmäsivun tietoa lyhyempi.
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Various aspects of coherent states of nonlinear su(2) and su(1,1) algebras are studied. It is shown that the nonlinear su(1,1) Barut-Girardello and Perelomov coherent states are related by a Laplace transform. We then concentrate on the derivation and analysis of the statistical and geometrical properties of these states. The Berry's phase for the nonlinear coherent states is also derived. (C) 2010 American Institute of Physics. doi:10.1063/1.3514118]
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The soil moisture characteristic (SMC) forms an important input to mathematical models of water and solute transport in the unsaturated-soil zone. Owing to their simplicity and ease of use, texture-based regression models are commonly used to estimate the SMC from basic soil properties. In this study, the performances of six such regression models were evaluated on three soils. Moisture characteristics generated by the regression models were statistically compared with the characteristics developed independently from laboratory and in-situ retention data of the soil profiles. Results of the statistical performance evaluation, while providing useful information on the errors involved in estimating the SMC, also highlighted the importance of the nature of the data set underlying the regression models. Among the models evaluated, the one possessing an underlying data set of in-situ measurements was found to be the best estimator of the in-situ SMC for all the soils. Considerable errors arose when a textural model based on laboratory data was used to estimate the field retention characteristics of unsaturated soils.
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The interest in low bit rate video coding has increased considerably. Despite rapid progress in storage density and digital communication system performance, demand for data-transmission bandwidth and storage capacity continue to exceed the capabilities of available technologies. The growth of data-intensive digital audio, video applications and the increased use of bandwidth-limited media such as video conferencing and full motion video have not only sustained the need for efficient ways to encode analog signals, but made signal compression central to digital communication and data-storage technology. In this paper we explore techniques for compression of image sequences in a manner that optimizes the results for the human receiver. We propose a new motion estimator using two novel block match algorithms which are based on human perception. Simulations with image sequences have shown an improved bit rate while maintaining ''image quality'' when compared to conventional motion estimation techniques using the MAD block match criteria.
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Capacitive-resistive transients in extended media are discussed in tenns of electric field quantities. Obviously, in rhese problems, the contribution of the magnetlc field to the electric field is deemed negligible. For a simple lllusfratlve example, the field solution is compared with the circuit-theoretical resuit for the voltage and current. An algorithm for solving such transients in space and time doman with the help of a Laplace solver is presented. Any other Laplace solver can also be used far this purpose. Its applicability is demonstrated with three examples, one of which is chosen to have a circuit-theoretical solution.
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Two mixed boundary value problems associated with two-dimensional Laplace equation, arising in the study of scattering of surface waves in deep water (or interface waves in two superposed fluids) in the linearised set up, by discontinuities in the surface (or interface) boundary conditions, are handled for solution by the aid of the Weiner-Hopf technique applied to a slightly more general differential equation to be solved under general boundary conditions and passing on to the limit in a manner so as to finally give rise to the solutions of the original problems. The first problem involves one discontinuity while the second problem involves two discontinuities. The reflection coefficient is obtained in closed form for the first problem and approximately for the second. The behaviour of the reflection coefficient for both the problems involving deep water against the incident wave number is depicted in a number of figures. It is observed that while the reflection coefficient for the first problem steadily increases with the wave number, that for the second problem exhibits oscillatory behaviour and vanishes at some discrete values of the wave number. Thus, there exist incident wave numbers for which total transmission takes place for the second problem. (C) 1999 Elsevier Science B.V. All rights reserved.