Populations of models, experimental designs and coverage of parameter space by Latin Hypercube and Orthogonal Sampling

In this paper we have used simulations to make a conjecture about the coverage of a t-dimensional subspace of a d-dimensional parameter space of size n when performing k trials of Latin Hypercube sampling. This takes the form P(k,n,d,t) = 1 - e^(-k/n^(t-1)). We suggest that this coverage formula is independent of d and this allows us to make connections between building Populations of Models and Experimental Designs. We also show that Orthogonal sampling is superior to Latin Hypercube sampling in terms of allowing a more uniform coverage of the t-dimensional subspace at the sub-block size level. These ideas have particular relevance when attempting to perform uncertainty quantification and sensitivity analyses.

The Kramer sampling theorem revisited

The classical Kramer sampling theorem provides a method for obtaining orthogonal sampling formulas. Besides, it has been the cornerstone for a significant mathematical literature on the topic of sampling theorems associated with differential and difference problems. In this work we provide, in an unified way, new and old generalizations of this result corresponding to various different settings; all these generalizations are illustrated with examples. All the different situations along the paper share a basic approach: the functions to be sampled are obtaining by duality in a separable Hilbert space H through an H -valued kernel K defined on an appropriate domain.

Influence of a narrow depth gradient and season on the morphology, phenology, and epibiosis of the brown alga Sargassum cymosum

Temporal and spatial fluctuations of environmental parameters are normally assigned as causes of variations in morpho-phenological characters of seaweeds and in their epibionts, but formal tests of such hypotheses are lacking, especially in narrow gradients. The present study evaluated the influence of a very small depth gradient (1 to 3 m) and of subtle seasonality characteristic of tropical areas on morpho-phenological traits and on the occurrence of sessile epiphytic organisms using a controlled orthogonal sampling design in a sublittoral population of the tropical brown alga Sargassum cymosum. Four temporal samples were obtained over a one-year period at three depths using nine replicates. The wet weight, maximum length, number of primary and secondary branches, and proportion of secondary branches with receptacles were recorded. Epibiosis was estimated by visual evaluation of percentage cover on secondary branches. Algal morphology varied as a function of the period of the year (weaker effect) and depth (stronger effect) but in different ways for each variable analysed. In general, fronds tended to be shorter, heavier, and more ramified in shallower areas. In relation to time, the morphological characters tended mostly to present higher values in January (summer) and/or April (autumn). Frequency of receptacles did not depend on algal morphology and depth at all but varied in time, although only in the deepest area. Epibiosis also did not depend on algal morphology but varied in relation to time (stronger effect) and, to a lesser extent, depth (weaker effect). The effect of time upon epibiosis also depended on the biological group analysed. These data support the hypothesis that algal morphology varies in relation to period of the year and depth, even under small temporal and spatial environmenal gradients.

The Zero-Removing Property and Lagrange-Type Interpolation Series

The classical Kramer sampling theorem, which provides a method for obtaining orthogonal sampling formulas, can be formulated in a more general nonorthogonal setting. In this setting, a challenging problem is to characterize the situations when the obtained nonorthogonal sampling formulas can be expressed as Lagrange-type interpolation series. In this article a necessary and sufficient condition is given in terms of the zero removing property. Roughly speaking, this property concerns the stability of the sampled functions on removing a finite number of their zeros.

Analytic Kramer kernels, Lagrange-type interpolation series and de Branges spaces

The classical Kramer sampling theorem provides a method for obtaining orthogonal sampling formulas. In particular, when the involved kernel is analytic in the sampling parameter it can be stated in an abstract setting of reproducing kernel Hilbert spaces of entire functions which includes as a particular case the classical Shannon sampling theory. This abstract setting allows us to obtain a sort of converse result and to characterize when the sampling formula associated with an analytic Kramer kernel can be expressed as a Lagrange-type interpolation series. On the other hand, the de Branges spaces of entire functions satisfy orthogonal sampling formulas which can be written as Lagrange-type interpolation series. In this work some links between all these ideas are established.

A novel fractional sampling offset estimation in an OFDM system

The Orthogonal Frequency Division Multiplexing (OFDM) is a form of Multi-Carrier Modulation where the data stream is transmitted over a number of carriers which are orthogonal to each other i.e. the carrier spacing is selected such that each carrier is located at the zeroes of all other carriers in the spectral domain. This paper proposes a new novel sampling offset estimation algorithm for an OFDM system in order to receive the OFDM data symbols error-free over the noisy channel at the receiver and to achieve fine timing synchronization between the transmitter and the receiver. The performance of this algorithm has been studied in AWGN, ADSL and SUI channels successfully.

A novel fractional sampling offset estimation in an OFDM system

The Orthogonal Frequency Division Multiplexing (OFDM) is a form of Multi-Carrier Modulation where the data stream is transmitted over a number of carriers which are orthogonal to each other i.e. the carrier spacing is selected such that each carrier is located at the zeroes of all other carriers in the spectral domain. This paper proposes a new novel sampling offset estimation algorithm for an OFDM system in order to receive the OFDM data symbols error-free over the noisy channel at the receiver and to achieve fine timing synchronization between the transmitter and the receiver. The performance of this algorithm has been studied in AWGN, ADSL and SUI channels successfully.

Maximum likelihood algorithms for joint estimation of synchronisation impairments and channel in multiple input multiple output-orthogonal frequency division multiplexing system

Maximum likelihood (ML) algorithms, for the joint estimation of synchronisation impairments and channel in multiple input multiple output-orthogonal frequency division multiplexing (MIMO-OFDM) system, are investigated in this work. A system model that takes into account the effects of carrier frequency offset, sampling frequency offset, symbol timing error and channel impulse response is formulated. Cramer-Rao lower bounds for the estimation of continuous parameters are derived, which show the coupling effect among different impairments and the significance of the joint estimation. The authors propose an ML algorithm for the estimation of synchronisation impairments and channel together, using the grid search method. To reduce the complexity of the joint grid search in the ML algorithm, a modified ML (MML) algorithm with multiple one-dimensional searches is also proposed. Further, a stage-wise ML (SML) algorithm using existing algorithms, which estimate less number of parameters, is also proposed. Performance of the estimation algorithms is studied through numerical simulations and it is found that the proposed ML and MML algorithms exhibit better performance than SML algorithm.

Adaptive selection of search space in look ahead orthogonal matching pursuit

Compressive Sensing theory combines the signal sampling and compression for sparse signals resulting in reduction in sampling rate and computational complexity of the measurement system. In recent years, many recovery algorithms were proposed to reconstruct the signal efficiently. Look Ahead OMP (LAOMP) is a recently proposed method which uses a look ahead strategy and performs significantly better than other greedy methods. In this paper, we propose a modification to the LAOMP algorithm to choose the look ahead parameter L adaptively, thus reducing the complexity of the algorithm, without compromising on the performance. The performance of the algorithm is evaluated through Monte Carlo simulations.

Parallel Monte Carlo sampling scheme for sphere and hemisphere

The sampling of certain solid angle is a fundamental operation in realistic image synthesis, where the rendering equation describing the light propagation in closed domains is solved. Monte Carlo methods for solving the rendering equation use sampling of the solid angle subtended by unit hemisphere or unit sphere in order to perform the numerical integration of the rendering equation. In this work we consider the problem for generation of uniformly distributed random samples over hemisphere and sphere. Our aim is to construct and study the parallel sampling scheme for hemisphere and sphere. First we apply the symmetry property for partitioning of hemisphere and sphere. The domain of solid angle subtended by a hemisphere is divided into a number of equal sub-domains. Each sub-domain represents solid angle subtended by orthogonal spherical triangle with fixed vertices and computable parameters. Then we introduce two new algorithms for sampling of orthogonal spherical triangles. Both algorithms are based on a transformation of the unit square. Similarly to the Arvo's algorithm for sampling of arbitrary spherical triangle the suggested algorithms accommodate the stratified sampling. We derive the necessary transformations for the algorithms. The first sampling algorithm generates a sample by mapping of the unit square onto orthogonal spherical triangle. The second algorithm directly compute the unit radius vector of a sampling point inside to the orthogonal spherical triangle. The sampling of total hemisphere and sphere is performed in parallel for all sub-domains simultaneously by using the symmetry property of partitioning. The applicability of the corresponding parallel sampling scheme for Monte Carlo and Quasi-D/lonte Carlo solving of rendering equation is discussed.

Random orthogonal matrix simulation

This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. We introduce a new class of rectangular orthogonal matrix which is fundamental to the methodology and we call these matrices L matrices. They may be deterministic, parametric or data specific in nature. The target moments determine the L matrix then infinitely many random samples with the same exact moments may be generated by multiplying the L matrix by arbitrary random orthogonal matrices. This methodology is thus termed “ROM simulation”. Considering certain elementary types of random orthogonal matrices we demonstrate that they generate samples with different characteristics. ROM simulation has applications to many problems that are resolved using standard Monte Carlo methods. But no parametric assumptions are required (unless parametric L matrices are used) so there is no sampling error caused by the discrete approximation of a continuous distribution, which is a major source of error in standard Monte Carlo simulations. For illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio.

PDFOS: PDF estimation based over-sampling for imbalanced two-class problems

This contribution proposes a novel probability density function (PDF) estimation based over-sampling (PDFOS) approach for two-class imbalanced classification problems. The classical Parzen-window kernel function is adopted to estimate the PDF of the positive class. Then according to the estimated PDF, synthetic instances are generated as the additional training data. The essential concept is to re-balance the class distribution of the original imbalanced data set under the principle that synthetic data sample follows the same statistical properties. Based on the over-sampled training data, the radial basis function (RBF) classifier is constructed by applying the orthogonal forward selection procedure, in which the classifier’s structure and the parameters of RBF kernels are determined using a particle swarm optimisation algorithm based on the criterion of minimising the leave-one-out misclassification rate. The effectiveness of the proposed PDFOS approach is demonstrated by the empirical study on several imbalanced data sets.

The Prospective and Retrospective Memory Questionnaire: A population-based random sampling study

The Prospective and Retrospective Memory Questionnaire (PRMQ) has been shown to have acceptable reliability and factorial, predictive, and concurrent validity. However, the PRMQ has never been administered to a probability sample survey representative of all ages in adulthood, nor have previous studies controlled for factors that are known to influence metamemory, such as affective status. Here, the PRMQ was applied in a survey adopting a probabilistic three-stage cluster sample representative of the population of Sao Paulo, Brazil, according to gender, age (20-80 years), and economic status (n=1042). After excluding participants who had conditions that impair memory (depression, anxiety, used psychotropics, and/or had neurological/psychiatric disorders), in the remaining 664 individuals we (a) used confirmatory factor analyses to test competing models of the latent structure of the PRMQ, and (b) studied effects of gender, age, schooling, and economic status on prospective and retrospective memory complaints. The model with the best fit confirmed the same tripartite structure (general memory factor and two orthogonal prospective and retrospective memory factors) previously reported. Women complained more of general memory slips, especially those in the first 5 years after menopause, and there were more complaints of prospective than retrospective memory, except in participants with lower family income.

Orthogonal MCMC algorithms

Monte Carlo (MC) methods are widely used in signal processing, machine learning and stochastic optimization. A well-known class of MC methods are Markov Chain Monte Carlo (MCMC) algorithms. In this work, we introduce a novel parallel interacting MCMC scheme, where the parallel chains share information using another MCMC technique working on the entire population of current states. These parallel ?vertical? chains are led by random-walk proposals, whereas the ?horizontal? MCMC uses a independent proposal, which can be easily adapted by making use of all the generated samples. Numerical results show the advantages of the proposed sampling scheme in terms of mean absolute error, as well as robustness w.r.t. to initial values and parameter choice.

Coherence imaging by use of a Newton rings sampling function

We show that, with suitable optics in the arm of a Michelson interferometer, orthogonal galvo-scanning mirrors build a sampling function in the form of Newton rings when the two interferometer arms are matched. Using a low-coherence source, one can obtain transversal depth-resolved images. A fast display procedure using a storage oscilloscope was devised based on this method.