Bayesian Structured Prediction Using Gaussian Processes

We introduce a conceptually novel structured prediction model, GPstruct, which is kernelized, non-parametric and Bayesian, by design. We motivate the model with respect to existing approaches, among others, conditional random fields (CRFs), maximum margin Markov networks (M3N), and structured support vector machines (SVMstruct), which embody only a subset of its properties. We present an inference procedure based on Markov Chain Monte Carlo. The framework can be instantiated for a wide range of structured objects such as linear chains, trees, grids, and other general graphs. As a proof of concept, the model is benchmarked on several natural language processing tasks and a video gesture segmentation task involving a linear chain structure. We show prediction accuracies for GPstruct which are comparable to or exceeding those of CRFs and SVMstruct.

Orthogonal multipulse modulation for 64 Gigabit Fibre Channel

Real-time orthogonal multipulse modulation is demonstrated at 56 Gb/s with transmission over 500 m of single-mode fiber. Up to 2 dBo power budget advantage is predicted relative to alternatives such as PAM4. © 2013 OSA.

Orthogonal multipulse modulation for 64 gigabit fibre channel

Real-time orthogonal multipulse modulation is demonstrated at 56 Gb/s with transmission over 500 m of single-mode fiber. Up to 2 dBo power budget advantage is predicted relative to alternatives such as PAM4. © 2013 OSA.

Computational analysis of liquid crystalline elastomer membranes: Changing Gaussian curvature without stretch energy

Liquid crystalline elastomers (LCEs) can undergo extremely large reversible shape changes when exposed to external stimuli, such as mechanical deformations, heating or illumination. The deformation of LCEs result from a combination of directional reorientation of the nematic director and entropic elasticity. In this paper, we study the energetics of initially flat, thin LCE membranes by stress driven reorientation of the nematic director. The energy functional used in the variational formulation includes contributions depending on the deformation gradient and the second gradient of the deformation. The deformation gradient models the in-plane stretching of the membrane. The second gradient regularises the non-convex membrane energy functional so that infinitely fine in-plane microstructures and infinitely fine out-of-plane membrane wrinkling are penalised. For a specific example, our computational results show that a non-developable surface can be generated from an initially flat sheet at cost of only energy terms resulting from the second gradients. That is, Gaussian curvature can be generated in LCE membranes without the cost of stretch energy in contrast to conventional materials. © 2013 Elsevier Ltd. All rights reserved.

Free energy surface reconstruction from umbrella samples using Gaussian process regression

We demonstrate how the Gaussian process regression approach can be used to efficiently reconstruct free energy surfaces from umbrella sampling simulations. By making a prior assumption of smoothness and taking account of the sampling noise in a consistent fashion, we achieve a significant improvement in accuracy over the state of the art in two or more dimensions or, equivalently, a significant cost reduction to obtain the free energy surface within a prescribed tolerance in both regimes of spatially sparse data and short sampling trajectories. Stemming from its Bayesian interpretation the method provides meaningful error bars without significant additional computation. A software implementation is made available on www.libatoms.org.

Free energy surface reconstruction from umbrella samples using Gaussian process regression II: Multiple collective variables

We demonstrate how a prior assumption of smoothness can be used to enhance the reconstruction of free energy profiles from multiple umbrella sampling simulations using the Bayesian Gaussian process regression approach. The method we derive allows the concurrent use of histograms and free energy gradients and can easily be extended to include further data. In Part I we review the necessary theory and test the method for one collective variable. We demonstrate improved performance with respect to the weighted histogram analysis method and obtain meaningful error bars without any significant additional computation. In Part II we consider the case of multiple collective variables and compare to a reconstruction using least squares fitting of radial basis functions. We find substantial improvements in the regimes of spatially sparse data or short sampling trajectories. A software implementation is made available on www.libatoms.org.

The mismatched multiple-access channel: General alphabets

This paper considers channel coding for the memoryless multiple-access channel with a given (possibly suboptimal) decoding rule. Non-asymptotic bounds on the error probability are given, and a cost-constrained random-coding ensemble is used to obtain an achievable error exponent. The achievable rate region recovered by the error exponent coincides with that of Lapidoth in the discrete memoryless case, and remains valid for more general alphabets. © 2013 IEEE.

4-channel polymeric optical bus module for board-level optical interconnections

A 4-channel polymeric optical bus module suitable for use in board-levelinterconnections is presented. Low-loss and low-crosstalk module performance is achieved, while-1 dB alignment tolerances better than ± 8 μm are demonstrated. © OSA 2012.

Gaussian process volatility model

The prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the evolution of the variance. Moreover, functional parameters are usually learned by maximum likelihood, which can lead to over-fitting. To address these problems we introduce GP-Vol, a novel non-parametric model for time-changing variances based on Gaussian Processes. This new model can capture highly flexible functional relationships for the variances. Furthermore, we introduce a new online algorithm for fast inference in GP-Vol. This method is much faster than current offline inference procedures and it avoids overfitting problems by following a fully Bayesian approach. Experiments with financial data show that GP-Vol performs significantly better than current standard alternatives.

Student-t processes as alternatives to Gaussian processes

We investigate the Student-t process as an alternative to the Gaussian process as a non-parametric prior over functions. We derive closed form expressions for the marginal likelihood and predictive distribution of a Student-t process, by integrating away an inverse Wishart process prior over the co-variance kernel of a Gaussian process model. We show surprising equivalences between different hierarchical Gaussian process models leading to Student-t processes, and derive a new sampling scheme for the inverse Wishart process, which helps elucidate these equivalences. Overall, we show that a Student-t process can retain the attractive properties of a Gaussian process - a nonparamet-ric representation, analytic marginal and predictive distributions, and easy model selection through covariance kernels - but has enhanced flexibility, and predictive covariances that, unlike a Gaussian process, explicitly depend on the values of training observations. We verify empirically that a Student-t process is especially useful in situations where there are changes in covariance structure, or in applications such as Bayesian optimization, where accurate predictive covariances are critical for good performance. These advantages come at no additional computational cost over Gaussian processes.

Calibrating the Gaussian multi-target tracking model

We present novel batch and online (sequential) versions of the expectation-maximisation (EM) algorithm for inferring the static parameters of a multiple target tracking (MTT) model. Online EM is of particular interest as it is a more practical method for long data sets since in batch EM, or a full Bayesian approach, a complete browse of the data is required between successive parameter updates. Online EM is also suited to MTT applications that demand real-time processing of the data. Performance is assessed in numerical examples using simulated data for various scenarios. For batch estimation our method significantly outperforms an existing gradient based maximum likelihood technique, which we show to be significantly biased. © 2014 Springer Science+Business Media New York.