Empirical Analysis of Sampling Based Estimators for Evaluating RBMs

The Restricted Boltzmann Machines (RBM) can be used either as classifiers or as generative models. The quality of the generative RBM is measured through the average log-likelihood on test data. Due to the high computational complexity of evaluating the partition function, exact calculation of test log-likelihood is very difficult. In recent years some estimation methods are suggested for approximate computation of test log-likelihood. In this paper we present an empirical comparison of the main estimation methods, namely, the AIS algorithm for estimating the partition function, the CSL method for directly estimating the log-likelihood, and the RAISE algorithm that combines these two ideas.

Time-Instant Sampling Based Encoding of Time-Varying Acoustic Spectrum

The inner ear has been shown to characterize an acoustic stimuli by transducing fluid motion in the inner ear to mechanical bending of stereocilia on the inner hair cells (IHCs). The excitation motion/energy transferred to an IHC is dependent on the frequency spectrum of the acoustic stimuli, and the spatial location of the IHC along the length of the basilar membrane (BM). Subsequently, the afferent auditory nerve fiber (ANF) bundle samples the encoded waveform in the IHCs by synapsing with them. In this work we focus on sampling of information by afferent ANFs from the IHCs, and show computationally that sampling at specific time instants is sufficient for decoding of time-varying acoustic spectrum embedded in the acoustic stimuli. The approach is based on sampling the signal at its zero-crossings and higher-order derivative zero-crossings. We show results of the approach on time-varying acoustic spectrum estimation from cricket call signal recording. The framework gives a time-domain and non-spatial processing perspective to auditory signal processing. The approach works on the full band signal, and is devoid of modeling any bandpass filtering mimicking the BM action. Instead, we motivate the approach from the perspective of event-triggered sampling by afferent ANFs on the stimuli encoded in the IHCs. Though the approach gives acoustic spectrum estimation but it is shallow on its complete understanding for plausible bio-mechanical replication with current mammalian auditory mechanics insights.

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.

The Importance of Stock Market Returns in Estimated Monetary Policy Rules: a Structural Approach

This paper estimates a standard version of the New Keynesian Monetary (NKM) model augmented with financial variables in order to analyze the relative importance of stock market returns and term spread in the estimated U.S. monetary policy rule. The estimation procedure implemented is a classical structural method based on the indirect inference principle. The empirical results show that the Fed seems to respond to the macroeconomic outlook and to the stock market return but does not seem to respond to the term spread. Moreover, policy inertia and persistent policy shocks are also significant features of the estimated policy rule.

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)