978 resultados para Variance


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Using the spectral multiplicities of the standard torus, we endow the Laplace eigenspaces with Gaussian probability measures. This induces a notion of random Gaussian Laplace eigenfunctions on the torus (''arithmetic random waves''). We study the distribution of the nodal length of random eigenfunctions for large eigenvalues, and our primary result is that the asymptotics for the variance is nonuniversal. Our result is intimately related to the arithmetic of lattice points lying on a circle with radius corresponding to the energy.

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In this paper, we derive Hybrid, Bayesian and Marginalized Cramer-Rao lower bounds (HCRB, BCRB and MCRB) for the single and multiple measurement vector Sparse Bayesian Learning (SBL) problem of estimating compressible vectors and their prior distribution parameters. We assume the unknown vector to be drawn from a compressible Student-prior distribution. We derive CRBs that encompass the deterministic or random nature of the unknown parameters of the prior distribution and the regression noise variance. We extend the MCRB to the case where the compressible vector is distributed according to a general compressible prior distribution, of which the generalized Pareto distribution is a special case. We use the derived bounds to uncover the relationship between the compressibility and Mean Square Error (MSE) in the estimates. Further, we illustrate the tightness and utility of the bounds through simulations, by comparing them with the MSE performance of two popular SBL-based estimators. We find that the MCRB is generally the tightest among the bounds derived and that the MSE performance of the Expectation-Maximization (EM) algorithm coincides with the MCRB for the compressible vector. We also illustrate the dependence of the MSE performance of SBL based estimators on the compressibility of the vector for several values of the number of observations and at different signal powers.

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Savitzky-Golay (S-G) filters are finite impulse response lowpass filters obtained while smoothing data using a local least-squares (LS) polynomial approximation. Savitzky and Golay proved in their hallmark paper that local LS fitting of polynomials and their evaluation at the mid-point of the approximation interval is equivalent to filtering with a fixed impulse response. The problem that we address here is, ``how to choose a pointwise minimum mean squared error (MMSE) S-G filter length or order for smoothing, while preserving the temporal structure of a time-varying signal.'' We solve the bias-variance tradeoff involved in the MMSE optimization using Stein's unbiased risk estimator (SURE). We observe that the 3-dB cutoff frequency of the SURE-optimal S-G filter is higher where the signal varies fast locally, and vice versa, essentially enabling us to suitably trade off the bias and variance, thereby resulting in near-MMSE performance. At low signal-to-noise ratios (SNRs), it is seen that the adaptive filter length algorithm performance improves by incorporating a regularization term in the SURE objective function. We consider the algorithm performance on real-world electrocardiogram (ECG) signals. The results exhibit considerable SNR improvement. Noise performance analysis shows that the proposed algorithms are comparable, and in some cases, better than some standard denoising techniques available in the literature.

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We propose a set of metrics that evaluate the uniformity, sharpness, continuity, noise, stroke width variance,pulse width ratio, transient pixels density, entropy and variance of components to quantify the quality of a document image. The measures are intended to be used in any optical character recognition (OCR) engine to a priori estimate the expected performance of the OCR. The suggested measures have been evaluated on many document images, which have different scripts. The quality of a document image is manually annotated by users to create a ground truth. The idea is to correlate the values of the measures with the user annotated data. If the measure calculated matches the annotated description,then the metric is accepted; else it is rejected. In the set of metrics proposed, some of them are accepted and the rest are rejected. We have defined metrics that are easily estimatable. The metrics proposed in this paper are based on the feedback of homely grown OCR engines for Indic (Tamil and Kannada) languages. The metrics are independent of the scripts, and depend only on the quality and age of the paper and the printing. Experiments and results for each proposed metric are discussed. Actual recognition of the printed text is not performed to evaluate the proposed metrics. Sometimes, a document image containing broken characters results in good document image as per the evaluated metrics, which is part of the unsolved challenges. The proposed measures work on gray scale document images and fail to provide reliable information on binarized document image.

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Intraseasonal time-scales play an important role in tropical variability. Two modes that contribute significantly to tropical intraseasonal variability (ISV) are the eastward-propagating MaddenJulian Oscillation (MJO), and westward-moving moist equatorial Rossby waves. This note reports on a correspondence between the longitudinal gradient of mean tropical precipitable water (PW), and the geographical regions of genesis, and convective activity, of both these large-scale tropical systems. Our finding is based on an analysis of PW from the MERRA reanalysis product. The data indicate that the mean tropical PW has a dominant wavenumber two (three) structure in longitude in the Northern (Southern) Hemisphere. Departures from a longitudinally homogeneous state are attributed to the influence of subtropical anticyclones, and are accentuated by monsoonal regions of both hemispheres. This mean structure results in a sharply localized longitudinal gradient of PW. Remarkably, regions with positive gradients (such as the Northern and Southern Hemisphere western Indian Ocean), i.e. they have larger PW to the east, are the very zones that are implicated in the formation, and show high levels of convective activity, of the eastward-moving MJO. On the other hand, regions with negative gradients (such as the Southern Hemisphere central Pacific) are the very regions where genesis, and maxima in variance, of westward-moving moist equatorial Rossby waves are known to occur. Apart from providing a first-order longitudinal footprint of the convective phase of these systems, this correspondence reinforces the role of the mean climatic state in tropical ISV. Copyright (c) 2012 Royal Meteorological Society

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The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov's transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

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Neutral and niche theories give contrasting explanations for the maintenance of tropical tree species diversity. Both have some empirical support, but methods to disentangle their effects have not yet been developed. We applied a statistical measure of spatial structure to data from 14 large tropical forest plots to test a prediction of niche theory that is incompatible with neutral theory: that species in heterogeneous environments should separate out in space according to their niche preferences. We chose plots across a range of topographic heterogeneity, and tested whether pairwise spatial associations among species were more variable in more heterogeneous sites. We found strong support for this prediction, based on a strong positive relationship between variance in the spatial structure of species pairs and topographic heterogeneity across sites. We interpret this pattern as evidence of pervasive niche differentiation, which increases in importance with increasing environmental heterogeneity.

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Various ecological and other complex dynamical systems may exhibit abrupt regime shifts or critical transitions, wherein they reorganize from one stable state to another over relatively short time scales. Because of potential losses to ecosystem services, forecasting such unexpected shifts would be valuable. Using mathematical models of regime shifts, ecologists have proposed various early warning signals of imminent shifts. However, their generality and applicability to real ecosystems remain unclear because these mathematical models are considered too simplistic. Here, we investigate the robustness of recently proposed early warning signals of regime shifts in two well-studied ecological models, but with the inclusion of time-delayed processes. We find that the average variance may either increase or decrease prior to a regime shift and, thus, may not be a robust leading indicator in time-delayed ecological systems. In contrast, changing average skewness, increasing autocorrelation at short time lags, and reddening power spectra of time series of the ecological state variable all show trends consistent with those of models with no time delays. Our results provide insights into the robustness of early warning signals of regime shifts in a broader class of ecological systems.

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The effects of multiwalled carbon nanotubes (MWNTs) on the concentration fluctuations, interfacial driven elasticity, phase morphology, and local segmental dynamics of chains for near-critical compositions of polystyrene/poly(vinyl to methyl ether) (PS/PVME) blends were systematically investigated using dynamic shear rheology and dielectric spectroscopy. The contribution of the correlation length (xi) of the concentration fluctuations to the evolving stresses was monitored in situ to probe the different stages of demixing in the blends. The classical upturn in the dynamic moduli was taken as the rheological demixing temperature (T-rheo), which was also observed to be in close agreement with those obtained using concentration fluctuation variance, <(delta phi)(2)>, versus temperature curves. Further, Fredrickson and Larson's approach involving the mean-field approximation and the double-reptation self-concentration (DRSC) model was employed to evaluate the spinodal decomposition temperature (T-s). Interestingly, the values of both T-rheo and T-s shifted upward in the blends in the presence of MWNTs, manifesting in molecular-level miscibility. These phenomenal changes were further observed to be a function of the concentration of MWNTs. The evolution of morphology as a function of temperature was studied using polarized optical microscopy (POM). It was observed that PVME, which evolved as an interconnected network during the early stages of demixing, coarsened into a matrix-droplet morphology in the late stages. The preferential wetting of PVME onto MWNTs as a result of physicochemical interactions retained the interconnected network of PVME for longer time scales, as supported by POM and atomic force microscopy (AFM) images. Microscopic heterogeneity in macroscopically miscible systems was studied by dielectric relaxation spectroscopy. The slowing of segmental relaxations in PVME was observed in the presence of both ``frozen'' PS and MWNTs interestingly at temperatures much below the calorimetric glass transition temperature (T-g). This phenomenon was observed to be local rather than global and was addressed by monitoring the evolution of the relaxation spectra near and above the demixing temperature.

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Estimating program worst case execution time(WCET) accurately and efficiently is a challenging task. Several programs exhibit phase behavior wherein cycles per instruction (CPI) varies in phases during execution. Recent work has suggested the use of phases in such programs to estimate WCET with minimal instrumentation. However the suggested model uses a function of mean CPI that has no probabilistic guarantees. We propose to use Chebyshev's inequality that can be applied to any arbitrary distribution of CPI samples, to probabilistically bound CPI of a phase. Applying Chebyshev's inequality to phases that exhibit high CPI variation leads to pessimistic upper bounds. We propose a mechanism that refines such phases into sub-phases based on program counter(PC) signatures collected using profiling and also allows the user to control variance of CPI within a sub-phase. We describe a WCET analyzer built on these lines and evaluate it with standard WCET and embedded benchmark suites on two different architectures for three chosen probabilities, p={0.9, 0.95 and 0.99}. For p= 0.99, refinement based on PC signatures alone, reduces average pessimism of WCET estimate by 36%(77%) on Arch1 (Arch2). Compared to Chronos, an open source static WCET analyzer, the average improvement in estimates obtained by refinement is 5%(125%) on Arch1 (Arch2). On limiting variance of CPI within a sub-phase to {50%, 10%, 5% and 1%} of its original value, average accuracy of WCET estimate improves further to {9%, 11%, 12% and 13%} respectively, on Arch1. On Arch2, average accuracy of WCET improves to 159% when CPI variance is limited to 50% of its original value and improvement is marginal beyond that point.

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The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov’s transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

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The performance of postdetection integration (PDI) techniques for the detection of Global Navigation Satellite Systems (GNSS) signals in the presence of uncertainties in frequency offsets, noise variance, and unknown data-bits is studied. It is shown that the conventional PDI techniques are generally not robust to uncertainty in the data-bits and/or the noise variance. Two new modified PDI techniques are proposed, and they are shown to be robust to these uncertainties. The receiver operating characteristics (ROC) and sample complexity performance of the PDI techniques in the presence of model uncertainties are analytically derived. It is shown that the proposed methods significantly outperform existing methods, and hence they could become increasingly important as the GNSS receivers attempt to push the envelope on the minimum signal-to-noise ratio (SNR) for reliable detection.

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The problem of identification of multi-component and (or) spatially varying earthquake support motions based on measured responses in instrumented structures is considered. The governing equations of motion are cast in the state space form and a time domain solution to the input identification problem is developed based on the Kalman and particle filtering methods. The method allows for noise in measured responses, imperfections in mathematical model for the structure, and possible nonlinear behavior of the structure. The unknown support motions are treated as hypothetical additional system states and a prior model for these motions are taken to be given in terms of white noise processes. For linear systems, the solution is developed within the Kalman filtering framework while, for nonlinear systems, the Monte Carlo simulation based particle filtering tools are employed. In the latter case, the question of controlling sampling variance based on the idea of Rao-Blackwellization is also explored. Illustrative examples include identification of multi-component and spatially varying support motions in linear/nonlinear structures.

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In this paper, we report a breakthrough result on the difficult task of segmentation and recognition of coloured text from the word image dataset of ICDAR robust reading competition challenge 2: reading text in scene images. We split the word image into individual colour, gray and lightness planes and enhance the contrast of each of these planes independently by a power-law transform. The discrimination factor of each plane is computed as the maximum between-class variance used in Otsu thresholding. The plane that has maximum discrimination factor is selected for segmentation. The trial version of Omnipage OCR is then used on the binarized words for recognition. Our recognition results on ICDAR 2011 and ICDAR 2003 word datasets are compared with those reported in the literature. As baseline, the images binarized by simple global and local thresholding techniques were also recognized. The word recognition rate obtained by our non-linear enhancement and selection of plance method is 72.8% and 66.2% for ICDAR 2011 and 2003 word datasets, respectively. We have created ground-truth for each image at the pixel level to benchmark these datasets using a toolkit developed by us. The recognition rate of benchmarked images is 86.7% and 83.9% for ICDAR 2011 and 2003 datasets, respectively.

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In this work, interference alignment for a class of Gaussian interference networks with general message demands, having line of sight (LOS) channels, at finite powers is considered. We assume that each transmitter has one independent message to be transmitted and the propagation delays are uniformly distributed between 0 and (L - 1) (L >; 0). If receiver-j, j ∈{1,2,..., J}, requires the message of transmitter-i, i ∈ {1, 2, ..., K}, we say (i, j) belongs to a connection. A class of interference networks called the symmetrically connected interference network is defined as a network where, the number of connections required at each transmitter-i is equal to ct for all i and the number of connections required at each receiver-j is equal to cr for all j, for some fixed positive integers ct and cr. For such networks with a LOS channel between every transmitter and every receiver, we show that an expected sum-spectral efficiency (in bits/sec/Hz) of at least K/(e+c1-1)(ct+1) (ct/ct+1)ct log2 (1+min(i, j)∈c|hi, j|2 P/WN0) can be achieved as the number of transmitters and receivers tend to infinity, i.e., K, J →∞ where, C denotes the set of all connections, hij is the channel gain between transmitter-i and receiver-j, P is the average power constraint at each transmitter, W is the bandwidth and N0 W is the variance of Gaussian noise at each receiver. This means that, for an LOS symmetrically connected interference network, at any finite power, the total spectral efficiency can grow linearly with K as K, J →∞. This is achieved by extending the time domain interference alignment scheme proposed by Grokop et al. for the k-user Gaussian interference channel to interference networks.