Optimal design for correlated processes with input-dependent noise

Optimal design for parameter estimation in Gaussian process regression models with input-dependent noise is examined. The motivation stems from the area of computer experiments, where computationally demanding simulators are approximated using Gaussian process emulators to act as statistical surrogates. In the case of stochastic simulators, which produce a random output for a given set of model inputs, repeated evaluations are useful, supporting the use of replicate observations in the experimental design. The findings are also applicable to the wider context of experimental design for Gaussian process regression and kriging. Designs are proposed with the aim of minimising the variance of the Gaussian process parameter estimates. A heteroscedastic Gaussian process model is presented which allows for an experimental design technique based on an extension of Fisher information to heteroscedastic models. It is empirically shown that the error of the approximation of the parameter variance by the inverse of the Fisher information is reduced as the number of replicated points is increased. Through a series of simulation experiments on both synthetic data and a systems biology stochastic simulator, optimal designs with replicate observations are shown to outperform space-filling designs both with and without replicate observations. Guidance is provided on best practice for optimal experimental design for stochastic response models. © 2013 Elsevier Inc. All rights reserved.

Detecting metrologically useful entanglement in the vicinity of Dicke states

We present a method to verify the metrological usefulness of noisy Dicke states of a particle ensemble with only a few collective measurements, without the need for a direct measurement of the sensitivity. Our method determines the usefulness of the state for the usual protocol for estimating the angle of rotation with Dicke states, which is based on the measurement of the second moment of a total spin component. It can also be used to detect entangled states that are useful for quantum metrology. We apply our method to recent experimental results.

Qubit state estimation and enhancement by quantum thermal noise

International audience

Optimized probing states for qubit phase estimation with general quantum noise

International audience

Performance and Robustness Analysis of Co-Prime and Nested Sampling

Coprime and nested sampling are well known deterministic sampling techniques that operate at rates significantly lower than the Nyquist rate, and yet allow perfect reconstruction of the spectra of wide sense stationary signals. However, theoretical guarantees for these samplers assume ideal conditions such as synchronous sampling, and ability to perfectly compute statistical expectations. This thesis studies the performance of coprime and nested samplers in spatial and temporal domains, when these assumptions are violated. In spatial domain, the robustness of these samplers is studied by considering arrays with perturbed sensor locations (with unknown perturbations). Simplified expressions for the Fisher Information matrix for perturbed coprime and nested arrays are derived, which explicitly highlight the role of co-array. It is shown that even in presence of perturbations, it is possible to resolve $O(M^2)$ under appropriate conditions on the size of the grid. The assumption of small perturbations leads to a novel ``bi-affine" model in terms of source powers and perturbations. The redundancies in the co-array are then exploited to eliminate the nuisance perturbation variable, and reduce the bi-affine problem to a linear underdetermined (sparse) problem in source powers. This thesis also studies the robustness of coprime sampling to finite number of samples and sampling jitter, by analyzing their effects on the quality of the estimated autocorrelation sequence. A variety of bounds on the error introduced by such non ideal sampling schemes are computed by considering a statistical model for the perturbation. They indicate that coprime sampling leads to stable estimation of the autocorrelation sequence, in presence of small perturbations. Under appropriate assumptions on the distribution of WSS signals, sharp bounds on the estimation error are established which indicate that the error decays exponentially with the number of samples. The theoretical claims are supported by extensive numerical experiments.

As contribuições de Seymour Fisher para os estudos em imagem corporal

Universidade Estadual de Campinas . Faculdade de Educação Física

Utilização da discriminação grafica de Fisher para indicação dos dermatoglifos como referencial de potencialidade de atletas de basquetebol

Universidade Estadual de Campinas. Faculdade de Educação Física

iTrench: a study of user reactions to the use of information technology in field archaeology

This article describes work undertaken by the VERA project to investigate how archaeologists work with information technology (IT) on excavation sites. We used a diary study to research the usual patterns of behaviour of archaeologists digging the Silchester Roman town site during the summer of 2007. Although recording had previously been undertaken using pen and paper, during the 2007 season a part of the dig was dedicated to trials of IT and archaeologists used digital pens and paper and Nokia N800 handheld PDAs to record their work. The goal of the trial was to see whether it was possible to record data from the dig whilst still on site, rather than waiting until after the excavation to enter it into the Integrated Archaeological Database (IADB) and to determine whether the archaeologists found the new technology helpful. The digital pens were a success, however, the N800s were not successful given the extreme conditions on site. Our findings confirmed that it was important that technology should fit in well with the work being undertaken rather than being used for its own sake, and should respect established work flows. We also found that the quality of data being entered was a recurrent concern as was the reliability of the infrastructure and equipment.

A conceptual framework for aligning business and information systems from organisational learning perspective

The three decades of on-going executives’ concerns of how to achieve successful alignment between business and information technology shows the complexity of such a vital process. Most of the challenges of alignment are related to knowledge and organisational change and several researchers have introduced a number of mechanisms to address some of these challenges. However, these mechanisms pay less attention to multi-level effects, which results in a limited un-derstanding of alignment across levels. Therefore, we reviewed these challenges from a multi-level learning perspective and found that business and IT alignment is related to the balance of exploitation and exploration strategies with the intellec-tual content of individual, group and organisational levels.

Desenvolvimento de aplicativo para o método de discriminação de Fisher e seu uso na experimentação agronômica: Carlos Roberto Pereira Padovani. -

Pós-graduação em Agronomia (Energia na Agricultura) - FCA

"Making Sense of Figures": Statistics, Computing and Information Technologies in Agriculture and Biology in Britain, 1920s-1960s

Throughout the twentieth century statistical methods have increasingly become part of experimental research. In particular, statistics has made quantification processes meaningful in the soft sciences, which had traditionally relied on activities such as collecting and describing diversity rather than timing variation. The thesis explores this change in relation to agriculture and biology, focusing on analysis of variance and experimental design, the statistical methods developed by the mathematician and geneticist Ronald Aylmer Fisher during the 1920s. The role that Fisher’s methods acquired as tools of scientific research, side by side with the laboratory equipment and the field practices adopted by research workers, is here investigated bottom-up, beginning with the computing instruments and the information technologies that were the tools of the trade for statisticians. Four case studies show under several perspectives the interaction of statistics, computing and information technologies, giving on the one hand an overview of the main tools – mechanical calculators, statistical tables, punched and index cards, standardised forms, digital computers – adopted in the period, and on the other pointing out how these tools complemented each other and were instrumental for the development and dissemination of analysis of variance and experimental design. The period considered is the half-century from the early 1920s to the late 1960s, the institutions investigated are Rothamsted Experimental Station and the Galton Laboratory, and the statisticians examined are Ronald Fisher and Frank Yates.

Implementing fisher Black's simple discounting rule

We propose a simple implementation of Black’s (1988) elegant rule for discounting uncertain future cash flows. Black’s rule avoids the thorny problem of estimating an appropriate risk-adjusted discount rate. Instead, the rule calls for discounting conditional mean cash flows at appropriate riskless interest rates. Our contribution in this article is to describe and illustrate a method of estimating the conditional mean cash flows called for in Black’s rule. The method is quite flexible with respect to the types of information available concerning the distributions of future cash flows. We argue that this approach to computing present values offers a theoretically sound and generally feasible addition to the toolbox of financial managers.