941 resultados para Conditional Heteroskedasticity


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We propose an efficient and parameter-free scoring criterion, the factorized conditional log-likelihood (ˆfCLL), for learning Bayesian network classifiers. The proposed score is an approximation of the conditional log-likelihood criterion. The approximation is devised in order to guarantee decomposability over the network structure, as well as efficient estimation of the optimal parameters, achieving the same time and space complexity as the traditional log-likelihood scoring criterion. The resulting criterion has an information-theoretic interpretation based on interaction information, which exhibits its discriminative nature. To evaluate the performance of the proposed criterion, we present an empirical comparison with state-of-the-art classifiers. Results on a large suite of benchmark data sets from the UCI repository show that ˆfCLL-trained classifiers achieve at least as good accuracy as the best compared classifiers, using significantly less computational resources.

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In this paper, an improved probabilistic linearization approach is developed to study the response of nonlinear single degree of freedom (SDOF) systems under narrow-band inputs. An integral equation for the probability density function (PDF) of the envelope is derived. This equation is solved using an iterative scheme. The technique is applied to study the hardening type Duffing's oscillator under narrow-band excitation. The results compare favorably with those obtained using numerical simulation. In particular, the bimodal nature of the PDF for the response envelope for certain parameter ranges is brought out.

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A systematic assessment of the submodels of conditional moment closure (CMC) formalism for the autoignition problem is carried out using direct numerical simulation (DNS) data. An initially non-premixed, n-heptane/air system, subjected to a three-dimensional, homogeneous, isotropic, and decaying turbulence, is considered. Two kinetic schemes, (1) a one-step and (2) a reduced four-step reaction mechanism, are considered for chemistry An alternative formulation is developed for closure of the mean chemical source term , based on the condition that the instantaneous fluctuation of excess temperature is small. With this model, it is shown that the CMC equations describe the autoignition process all the way up to near the equilibrium limit. The effect of second-order terms (namely, conditional variance of temperature excess sigma(2) and conditional correlations of species q(ij)) in modeling is examined. Comparison with DNS data shows that sigma(2) has little effect on the predicted conditional mean temperature evolution, if the average conditional scalar dissipation rate is properly modeled. Using DNS data, a correction factor is introduced in the modeling of nonlinear terms to include the effect of species fluctuations. Computations including such a correction factor show that the species conditional correlations q(ij) have little effect on model predictions with a one-step reaction, but those q(ij) involving intermediate species are found to be crucial when four-step reduced kinetics is considered. The "most reactive mixture fraction" is found to vary with time when a four-step kinetics is considered. First-order CMC results are found to be qualitatively wrong if the conditional mean scalar dissipation rate is not modeled properly. The autoignition delay time predicted by the CMC model compares excellently with DNS results and shows a trend similar to experimental data over a range of initial temperatures.

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Experimental realization of quantum information processing in the field of nuclear magnetic resonance (NMR) has been well established. Implementation of conditional phase-shift gate has been a significant step, which has lead to realization of important algorithms such as Grover's search algorithm and quantum Fourier transform. This gate has so far been implemented in NMR by using coupling evolution method. We demonstrate here the implementation of the conditional phase-shift gate using transition selective pulses. As an application of the gate, we demonstrate Grover's search algorithm and quantum Fourier transform by simulations and experiments using transition selective pulses. (C) 2002 Elsevier Science (USA). All rights reserved.

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A low complexity, essentially-ML decoding technique for the Golden code and the three antenna Perfect code was introduced by Sirianunpiboon, Howard and Calderbank. Though no theoretical analysis of the decoder was given, the simulations showed that this decoding technique has almost maximum-likelihood (ML) performance. Inspired by this technique, in this paper we introduce two new low complexity decoders for Space-Time Block Codes (STBCs)-the Adaptive Conditional Zero-Forcing (ACZF) decoder and the ACZF decoder with successive interference cancellation (ACZF-SIC), which include as a special case the decoding technique of Sirianunpiboon et al. We show that both ACZF and ACZF-SIC decoders are capable of achieving full-diversity, and we give a set of sufficient conditions for an STBC to give full-diversity with these decoders. We then show that the Golden code, the three and four antenna Perfect codes, the three antenna Threaded Algebraic Space-Time code and the four antenna rate 2 code of Srinath and Rajan are all full-diversity ACZF/ACZF-SIC decodable with complexity strictly less than that of their ML decoders. Simulations show that the proposed decoding method performs identical to ML decoding for all these five codes. These STBCs along with the proposed decoding algorithm have the least decoding complexity and best error performance among all known codes for transmit antennas. We further provide a lower bound on the complexity of full-diversity ACZF/ACZF-SIC decoding. All the five codes listed above achieve this lower bound and hence are optimal in terms of minimizing the ACZF/ACZF-SIC decoding complexity. Both ACZF and ACZF-SIC decoders are amenable to sphere decoding implementation.

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Topoisomerases are an important class of enzymes for regulating the DNA transaction processes. Mycobacterium tuberculosis (Mtb) is one of the most formidable pathogens also posing serious challenges for therapeutic interventions. The organism contains only one type IA topoisomerase (Rv3646c), offering an opportunity to test its potential as a candidate drug target. To validate the essentiality of M.tuberculosis topoisomerase I (TopoI(Mt)) for bacterial growth and survival, we have generated a conditionally regulated strain of topoI in Mtb. The conditional knockdown mutant exhibited delayed growth on agar plate. In liquid culture, the growth was drastically impaired when TopoI expression was suppressed. Additionally, novobiocin and isoniazid showed enhanced inhibitory potential against the conditional mutant. Analysis of the nucleoid revealed its altered architecture upon TopoI depletion. These studies establish the essentiality of TopoI for the M.tuberculosis growth and open up new avenues for targeting the enzyme.

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This paper proposes a GARCH-type model allowing for time-varying volatility, skewness and kurtosis. The model is estimated assuming a Gram-Charlier series expansion of the normal density function for the error term, which is easier to estimate than the non-central t distribution proposed by Harvey and Siddique (1999). Moreover, this approach accounts for time-varying skewness and kurtosis while the approach by Harvey and Siddique (1999) only accounts for nonnormal skewness. We apply this method to daily returns of a variety of stock indices and exchange rates. Our results indicate a significant presence of conditional skewness and kurtosis. It is also found that specifications allowing for time-varying skewness and kurtosis outperform specifications with constant third and fourth moments.