950 resultados para Mathematical and statistical techniques


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Using analytical methods of statistical mechanics, we analyse the typical behaviour of a multiple-input multiple-output (MIMO) Gaussian channel with binary inputs under low-density parity-check (LDPC) network coding and joint decoding. The saddle point equations for the replica symmetric solution are found in particular realizations of this channel, including a small and large number of transmitters and receivers. In particular, we examine the cases of a single transmitter, a single receiver and symmetric and asymmetric interference. Both dynamical and thermodynamical transitions from the ferromagnetic solution of perfect decoding to a non-ferromagnetic solution are identified for the cases considered, marking the practical and theoretical limits of the system under the current coding scheme. Numerical results are provided, showing the typical level of improvement/deterioration achieved with respect to the single transmitter/receiver result, for the various cases. © 2007 IOP Publishing Ltd.

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We propose a new mathematical model for efficiency analysis, which combines DEA methodology with an old idea-Ratio Analysis. Our model, called DEA-R, treats all possible ratios "output/input" as outputs within the standard DEA model. Although DEA and DEA-R generate different summary measures for efficiency, the two measures are comparable. Our mathematical and empirical comparisons establish the validity of DEA-R model in its own right. The key advantage of DEA-R over DEA is that it allows effective integration of the model with experts' opinions via flexible restrictive conditions on individual "output/input" pairs. © 2007 Springer Science+Business Media, LLC.

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Sparse code division multiple access (CDMA), a variation on the standard CDMA method in which the spreading (signature) matrix contains only a relatively small number of nonzero elements, is presented and analysed using methods of statistical physics. The analysis provides results on the performance of maximum likelihood decoding for sparse spreading codes in the large system limit. We present results for both cases of regular and irregular spreading matrices for the binary additive white Gaussian noise channel (BIAWGN) with a comparison to the canonical (dense) random spreading code. © 2007 IOP Publishing Ltd.

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The topic of this thesis is the development of knowledge based statistical software. The shortcomings of conventional statistical packages are discussed to illustrate the need to develop software which is able to exhibit a greater degree of statistical expertise, thereby reducing the misuse of statistical methods by those not well versed in the art of statistical analysis. Some of the issues involved in the development of knowledge based software are presented and a review is given of some of the systems that have been developed so far. The majority of these have moved away from conventional architectures by adopting what can be termed an expert systems approach. The thesis then proposes an approach which is based upon the concept of semantic modelling. By representing some of the semantic meaning of data, it is conceived that a system could examine a request to apply a statistical technique and check if the use of the chosen technique was semantically sound, i.e. will the results obtained be meaningful. Current systems, in contrast, can only perform what can be considered as syntactic checks. The prototype system that has been implemented to explore the feasibility of such an approach is presented, the system has been designed as an enhanced variant of a conventional style statistical package. This involved developing a semantic data model to represent some of the statistically relevant knowledge about data and identifying sets of requirements that should be met for the application of the statistical techniques to be valid. Those areas of statistics covered in the prototype are measures of association and tests of location.

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DUE TO COPYRIGHT RESTRICTIONS ONLY AVAILABLE FOR CONSULTATION AT ASTON UNIVERSITY LIBRARY AND INFORMATION SERVICES WITH PRIOR ARRANGEMENT This thesis is a cross-disciplinary study of the empirical impact of real options theory in the fields of decision sciences and performance management. Borrowing from the economics, strategy and operations research literature, the research examines the risk and performance implications of real options in firms’ strategic investments and multinational operations. An emphasis is placed on the flexibility potential and competitive advantage of multinational corporations to explore the extent to which real options analysis can be classified as best practice in management research. Using a combination of qualitative and quantitative techniques the evidence suggests that, if real options are explored and exploited appropriately, real options management can result in superior performance for multinational companies. The qualitative findings give an overview of the practical advantages and disadvantages of real options and the statistical results reveal that firms which have developed a high awareness of their real options are, as predicted by the theory, able to reduce their downside risk and increase profits through flexibility, organisational slack and multinationality. Although real options awareness does not systematically guarantee higher returns from operations, supplementary findings indicate that firms with evidence of significant investments in the acquisition of real options knowledge tend to outperform competitors which are unaware of their real options. There are three contributions of this research. First, it extends the real options and capacity planning literature to path-dependent contingent-claims analysis to underline the benefits of average type options in capacity allocation. Second, it is thought to be the first to explicitly examine the performance effects of real options on a sample of firms which have developed partial capabilities in real options analysis suggesting that real options diffusion can be key to value creation. Third, it builds a new decision-aiding framework to facilitate the use of real options in projects appraisal and strategic planning.

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Decomposition of domestic wastes in an anaerobic environment results in the production of landfill gas. Public concern about landfill disposal and particularly the production of landfill gas has been heightened over the past decade. This has been due in large to the increased quantities of gas being generated as a result of modern disposal techniques, and also to their increasing effect on modern urban developments. In order to avert diasters, effective means of preventing gas migration are required. This, in turn requires accurate detection and monitoring of gas in the subsurface. Point sampling techniques have many drawbacks, and accurate measurement of gas is difficult. Some of the disadvantages of these techniques could be overcome by assessing the impact of gas on biological systems. This research explores the effects of landfill gas on plants, and hence on the spectral response of vegetation canopies. Examination of the landfill gas/vegetation relationship is covered, both by review of the literature and statistical analysis of field data. The work showed that, although vegetation health was related to landfill gas, it was not possible to define a simple correlation. In the landfill environment, contribution from other variables, such as soil characteristics, frequently confused the relationship. Two sites are investigated in detail, the sites contrasting in terms of the data available, site conditions, and the degree of damage to vegetation. Gas migration at the Panshanger site was dominantly upwards, affecting crops being grown on the landfill cap. The injury was expressed as an overall decline in plant health. Discriminant analysis was used to account for the variations in plant health, and hence the differences in spectral response of the crop canopy, using a combination of soil and gas variables. Damage to both woodland and crops at the Ware site was severe, and could be easily related to the presence of gas. Air photographs, aerial video, and airborne thematic mapper data were used to identify damage to vegetation, and relate this to soil type. The utility of different sensors for this type of application is assessed, and possible improvements that could lead to more widespread use are identified. The situations in which remote sensing data could be combined with ground survey are identified. In addition, a possible methodology for integrating the two approaches is suggested.

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The aim of the research project was to gain d complete and accurate accounting of the needs and deficiencies of materials selection and design data, with particular attention given to the feasibility of a computerised materials selection system that would include application analysis, property data and screening techniques. The project also investigates and integrates the three major aspects of materials resources, materials selection and materials recycling. Consideration of the materials resource base suggests that, though our discovery potential has increased, geologic availability is the ultimate determinant and several metals may well become scarce at the same time, thus compounding the problem of substitution. With around 2- to 20- million units of engineering materials data, the use of a computer is the only logical answer for scientific selection of materials. The system developed at Aston is used for data storage, mathematical computation and output. The system enables programs to be run in batch and interactive (on-line) mode. The program with modification can also handle such variables as quantity of mineral resources, energy cost of materials and depletion and utilisation rates of strateqic materials. The work also carries out an in-depth study of copper recycling in the U.K. and concludes that, somewhere in the region of 2 million tonnes of copper is missing from the recycling cycle. It also sets out guidelines on product design and conservation policies from the recyclability point of view.

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The construction of measurements suitable for discriminating signal components produced by phenomena of different types is considered. The required measurements should be capable of cancelling out those signal components which are to be ignored when focusing on a phenomenon of interest. Under the hypothesis that the subspaces hosting the signal components produced by each phenomenon are complementary, their discrimination is accomplished by measurements giving rise to the appropriate oblique projector operator. The subspace onto which the operator should project is selected by nonlinear techniques in line with adaptive pursuit strategies.

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Energy consumption in wireless networks, and in particular in cellular mobile networks, is now of major concern in respect of their potential adverse impact upon the environment and their escalating operating energy costs. The recent phenomenal growth of data services in cellular mobile networks has exacerbated the energy consumption issue and is forcing researchers to address how to design future wireless networks that take into account energy consumption constraints. One fundamental approach to reduce energy consumption of wireless networks is to adopt new radio access architectures and radio techniques. The Mobile VCE (MVCE) Green Radio project, established in 2009, is considering such new architectural and technical approaches. This paper reports highlights the key research issues pursued in the MVCE Green Radio project.

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We report statistical time-series analysis tools providing improvements in the rapid, precision extraction of discrete state dynamics from time traces of experimental observations of molecular machines. By building physical knowledge and statistical innovations into analysis tools, we provide techniques for estimating discrete state transitions buried in highly correlated molecular noise. We demonstrate the effectiveness of our approach on simulated and real examples of steplike rotation of the bacterial flagellar motor and the F1-ATPase enzyme. We show that our method can clearly identify molecular steps, periodicities and cascaded processes that are too weak for existing algorithms to detect, and can do so much faster than existing algorithms. Our techniques represent a step in the direction toward automated analysis of high-sample-rate, molecular-machine dynamics. Modular, open-source software that implements these techniques is provided.

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Networking encompasses a variety of tasks related to the communication of information on networks; it has a substantial economic and societal impact on a broad range of areas including transportation systems, wired and wireless communications and a range of Internet applications. As transportation and communication networks become increasingly more complex, the ever increasing demand for congestion control, higher traffic capacity, quality of service, robustness and reduced energy consumption requires new tools and methods to meet these conflicting requirements. The new methodology should serve for gaining better understanding of the properties of networking systems at the macroscopic level, as well as for the development of new principled optimization and management algorithms at the microscopic level. Methods of statistical physics seem best placed to provide new approaches as they have been developed specifically to deal with nonlinear large-scale systems. This review aims at presenting an overview of tools and methods that have been developed within the statistical physics community and that can be readily applied to address the emerging problems in networking. These include diffusion processes, methods from disordered systems and polymer physics, probabilistic inference, which have direct relevance to network routing, file and frequency distribution, the exploration of network structures and vulnerability, and various other practical networking applications. © 2013 IOP Publishing Ltd.

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We introduce a flexible visual data mining framework which combines advanced projection algorithms from the machine learning domain and visual techniques developed in the information visualization domain. The advantage of such an interface is that the user is directly involved in the data mining process. We integrate principled projection algorithms, such as generative topographic mapping (GTM) and hierarchical GTM (HGTM), with powerful visual techniques, such as magnification factors, directional curvatures, parallel coordinates and billboarding, to provide a visual data mining framework. Results on a real-life chemoinformatics dataset using GTM are promising and have been analytically compared with the results from the traditional projection methods. It is also shown that the HGTM algorithm provides additional value for large datasets. The computational complexity of these algorithms is discussed to demonstrate their suitability for the visual data mining framework. Copyright 2006 ACM.

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The problem of computing the storage capacity of a feed-forward network, with L hidden layers, N inputs, and K units in the first hidden layer, is analyzed using techniques from statistical mechanics. We found that the storage capacity strongly depends on the network architecture αc ∼ (log K)1-1/2L and that the number of units K limits the number of possible hidden layers L through the relationship 2L - 1 < 2log K. © 2014 IOP Publishing Ltd.

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The paper provides a review of A.M. Mathai's applications of the theory of special functions, particularly generalized hypergeometric functions, to problems in stellar physics and formation of structure in the Universe and to questions related to reaction, diffusion, and reaction-diffusion models. The essay also highlights Mathai's recent work on entropic, distributional, and differential pathways to basic concepts in statistical mechanics, making use of his earlier research results in information and statistical distribution theory. The results presented in the essay cover a period of time in Mathai's research from 1982 to 2008 and are all related to the thematic area of the gravitationally stabilized solar fusion reactor and fractional reaction-diffusion, taking into account concepts of non-extensive statistical mechanics. The time period referred to above coincides also with Mathai's exceptional contributions to the establishment and operation of the Centre for Mathematical Sciences, India, as well as the holding of the United Nations (UN)/European Space Agency (ESA)/National Aeronautics and Space Administration (NASA) of the United States/ Japanese Aerospace Exploration Agency (JAXA) Workshops on basic space science and the International Heliophysical Year 2007, around the world. Professor Mathai's contributions to the latter, since 1991, are a testimony for his social con-science applied to international scientific activity.

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MSC 2010: 15A15, 15A52, 33C60, 33E12, 44A20, 62E15 Dedicated to Professor R. Gorenflo on the occasion of his 80th birthday