947 resultados para Random coefficient logit (RCL) model
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In this letter, the polarization properties of a random fiber laser operating via Raman gain and random distributed feedback owing to Rayleigh scattering are investigated for the first time. Using polarized pump, the partially polarized generation is obtained with a generation spectrum exhibiting discrete narrow spectral features contrary to the smooth spectrum observed for the depolarized pump. The threshold, output power, degree of polarization and the state of polarization (SOP) of the lasing can be significantly influenced by the SOP of the pump. Fine narrow spectral components are also sensitive to the SOP of the pump wave. Furthermore, we found that random lasing's longitudinal power distributions are different in the case of polarized and depolarized pumping that results in considerable reduction of the generation slope efficiency for the polarized radiation. Our results indicate that polarization effects play an important role on the performance of the random fiber laser. This work improves the understanding of the physics of random lasing in fibers and makes a step forward towards the establishment of the vector model of random fiber lasers.
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Abstract A new LIBS quantitative analysis method based on analytical line adaptive selection and Relevance Vector Machine (RVM) regression model is proposed. First, a scheme of adaptively selecting analytical line is put forward in order to overcome the drawback of high dependency on a priori knowledge. The candidate analytical lines are automatically selected based on the built-in characteristics of spectral lines, such as spectral intensity, wavelength and width at half height. The analytical lines which will be used as input variables of regression model are determined adaptively according to the samples for both training and testing. Second, an LIBS quantitative analysis method based on RVM is presented. The intensities of analytical lines and the elemental concentrations of certified standard samples are used to train the RVM regression model. The predicted elemental concentration analysis results will be given with a form of confidence interval of probabilistic distribution, which is helpful for evaluating the uncertainness contained in the measured spectra. Chromium concentration analysis experiments of 23 certified standard high-alloy steel samples have been carried out. The multiple correlation coefficient of the prediction was up to 98.85%, and the average relative error of the prediction was 4.01%. The experiment results showed that the proposed LIBS quantitative analysis method achieved better prediction accuracy and better modeling robustness compared with the methods based on partial least squares regression, artificial neural network and standard support vector machine.
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As shown recently, a long telecommunication fibre may be treated as a natural one-dimensional random system, where lasing is possible due to a combination of random distributed feedback via Rayleigh scattering by natural refractive index inhomogeneities and distributed amplification through the Raman effect. Here we present a new type of a random fibre laser with a narrow (∼1 nm) spectrum tunable over a broad wavelength range (1535-1570 nm) with a uniquely flat (∼0.1 dB) and high (>2 W) output power and prominent (>40 %) differential efficiency, which outperforms traditional fibre lasers of the same category, e.g. a conventional Raman laser with a linear cavity formed in the same fibre by adding point reflectors. Analytical model is proposed that explains quantitatively the higher efficiency and the flatter tuning curve of the random fiber laser compared to conventional one. The other important features of the random fibre laser like "modeless" spectrum of specific shape and corresponding intensity fluctuations as well as the techniques of controlling its output characteristics are discussed. Outstanding characteristics defined by new underlying physics and the simplicity of the scheme implemented in standard telecom fibre make the demonstrated tunable random fibre laser a very attractive light source both for fundamental science and practical applications such as optical communication, sensing and secure transmission. © 2012 Copyright Society of Photo-Optical Instrumentation Engineers (SPIE).
On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes
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Mathematics Subject Classification: 26A33, 47B06, 47G30, 60G50, 60G52, 60G60.
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We examine how the most prevalent stochastic properties of key financial time series have been affected during the recent financial crises. In particular we focus on changes associated with the remarkable economic events of the last two decades in the volatility dynamics, including the underlying volatility persistence and volatility spillover structure. Using daily data from several key stock market indices, the results of our bivariate GARCH models show the existence of time varying correlations as well as time varying shock and volatility spillovers between the returns of FTSE and DAX, and those of NIKKEI and Hang Seng, which became more prominent during the recent financial crisis. Our theoretical considerations on the time varying model which provides the platform upon which we integrate our multifaceted empirical approaches are also of independent interest. In particular, we provide the general solution for time varying asymmetric GARCH specifications, which is a long standing research topic. This enables us to characterize these models by deriving, first, their multistep ahead predictors, second, the first two time varying unconditional moments, and third, their covariance structure.
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We develop, implement and study a new Bayesian spatial mixture model (BSMM). The proposed BSMM allows for spatial structure in the binary activation indicators through a latent thresholded Gaussian Markov random field. We develop a Gibbs (MCMC) sampler to perform posterior inference on the model parameters, which then allows us to assess the posterior probabilities of activation for each voxel. One purpose of this article is to compare the HJ model and the BSMM in terms of receiver operating characteristics (ROC) curves. Also we consider the accuracy of the spatial mixture model and the BSMM for estimation of the size of the activation region in terms of bias, variance and mean squared error. We perform a simulation study to examine the aforementioned characteristics under a variety of configurations of spatial mixture model and BSMM both as the size of the region changes and as the magnitude of activation changes.
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The classical Bienaymé-Galton-Watson (BGW) branching process can be interpreted as mathematical model of population dynamics when the members of an isolated population reproduce themselves independently of each other according to a stochastic law.
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2000 Mathematics Subject Classification: 60J80, 60K05.
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In non-linear random effects some attention has been very recently devoted to the analysis ofsuitable transformation of the response variables separately (Taylor 1996) or not (Oberg and Davidian 2000) from the transformations of the covariates and, as far as we know, no investigation has been carried out on the choice of link function in such models. In our study we consider the use of a random effect model when a parameterized family of links (Aranda-Ordaz 1981, Prentice 1996, Pregibon 1980, Stukel 1988 and Czado 1997) is introduced. We point out the advantages and the drawbacks associated with the choice of this data-driven kind of modeling. Difficulties in the interpretation of regression parameters, and therefore in understanding the influence of covariates, as well as problems related to loss of efficiency of estimates and overfitting, are discussed. A case study on radiotherapy usage in breast cancer treatment is discussed.
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The correlated probit model is frequently used for multiple ordered data since it allows to incorporate seamlessly different correlation structures. The estimation of the probit model parameters based on direct maximization of the limited information maximum likelihood is a numerically intensive procedure. We propose an extension of the EM algorithm for obtaining maximum likelihood estimates for a correlated probit model for multiple ordinal outcomes. The algorithm is implemented in the free software environment for statistical computing and graphics R. We present two simulation studies to examine the performance of the developed algorithm. We apply the model to data on 121 women with cervical or endometrial cancer. Patients developed normal tissue reactions as a result of post-operative external beam pelvic radiotherapy. In this work we focused on modeling the effects of a genetic factor on early skin and early urogenital tissue reactions and on assessing the strength of association between the two types of reactions. We established that there was an association between skin reactions and polymorphism XRCC3 codon 241 (C>T) (rs861539) and that skin and urogenital reactions were positively correlated. ACM Computing Classification System (1998): G.3.
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2010 Mathematics Subject Classification: 62P15.
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Recently, the concept of a random distributed feedback (DFB) lasing in optical fibers has been demonstrated [1], A number of different random DFB fiber lasers has been demonstrated so far including tunable, multiwalength, cascaded generation, generation in different spectral bands etc [2-7]. All systems are based on standard low-loss germanium doped silica core fibres having relatively low Rayleigh scattering coefficient. Thus, the typical length of random DFB fiber lasers is in the range from several kilometres to tens of kilometres to accumulate enough random feedback. Here we demonstrate for the first time to our knowledge the random DFB fiber laser based on a nitrogen doped silica core (N-doped) fiber. The fiber has several times higher Rayleigh scattering coefficient compared to standard telecommunication fibres. Thus, the generation is achieved in 500 meters long fiber only. © 2013 IEEE.
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Random distributed feedback (DFB) fiber lasers have attracted a great attention since first demonstration [1]. Despite big advance in practical laser systems, random DFB fiber laser spectral properties are far away to be understood or even numerically modelled. Up to date, only generation power could be calculated and optimized numerically [1,2] or analytically [3] within the power balance model. However, spectral and statistical properties of random DFB fiber laser can not be found in this way. Here we present first numerical modelling of the random DFB fiber laser, including its spectral and statistical properties, using NLSE-based model. © 2013 IEEE.
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2000 Mathematics Subject Classification: 60K10, 62P05.
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We present a comprehensive study of power output characteristics of random distributed feedback Raman fiber lasers. The calculated optimal slope efficiency of the backward wave generation in the one-arm configuration is shown to be as high as ∼90% for 1 W threshold. Nevertheless, in real applications a presence of a small reflection at fiber ends can appreciably deteriorate the power performance. The developed numerical model well describes the experimental data. © 2012 Optical Society of America.