Generalized Sparse Covariance-based Estimation

In this work, we extend the sparse iterative covariance-based estimator (SPICE), by generalizing the formulation to allow for different norm constraints on the signal and noise parameters in the covariance model. For a given norm, the resulting extended SPICE method enjoys the same benefits as the regular SPICE method, including being hyper-parameter free, although the choice of norms are shown to govern the sparsity in the resulting solution. Furthermore, we show that solving the extended SPICE method is equivalent to solving a penalized regression problem, which provides an alternative interpretation of the proposed method and a deeper insight on the differences in sparsity between the extended and the original SPICE formulation. We examine the performance of the method for different choices of norms, and compare the results to the original SPICE method, showing the benefits of using the extended formulation. We also provide two ways of solving the extended SPICE method; one grid-based method, for which an efficient implementation is given, and a gridless method for the sinusoidal case, which results in a semi-definite programming problem

Reliable SPICE Simulations of Memristors, Memcapacitors and Meminductors

Memory circuit elements, namely memristive, memcapacitive and meminductive systems, are gaining considerable attention due to their ubiquity and use in diverse areas of science and technology. Their modeling within the most widely used environment, SPICE, is thus critical to make substantial progress in the design and analysis of complex circuits. Here, we present a collection of models of different memory circuit elements and provide a methodology for their accurate and reliable modeling in the SPICE environment. We also provide codes of these models written in the most popular SPICE versions (PSpice, LTspice, HSPICE) for the benefit of the reader. We expect this to be of great value to the growing community of scientists interested in the wide range of applications of memory circuit elements

Sparse permutation invariant covariance estimation

The paper proposes a method for constructing a sparse estimator for the inverse covariance (concentration) matrix in high-dimensional settings. The estimator uses a penalized normal likelihood approach and forces sparsity by using a lasso-type penalty. We establish a rate of convergence in the Frobenius norm as both data dimension $p$ and sample size $n$ are allowed to grow, and show that the rate depends explicitly on how sparse the true concentration matrix is. We also show that a correlation-based version of the method exhibits better rates in the operator norm. We also derive a fast iterative algorithm for computing the estimator, which relies on the popular Cholesky decomposition of the inverse but produces a permutation-invariant estimator. The method is compared to other estimators on simulated data and on a real data example of tumor tissue classification using gene expression data.Comment: Published in at http://dx.doi.org/10.1214/08-EJS176 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org

Comprehensive and modular stochastic modeling framework for the variability-aware assessment of Signal Integrity in high-speed links

This paper presents a comprehensive and modular modeling framework for stochastic signal integrity analysis of complex high-speed links. Such systems are typically composed of passive linear networks and nonlinear, usually active, devices. The key idea of the proposed contribution is to express the signals at the ports of each of such system elements or subnetworks as a polynomial chaos expansion. This allows one to compute, for each block, equivalent deterministic models describing the stochastic variations of the network voltages and currents. Such models are synthesized into SPICE-compatible circuit equivalents, which are readily connected together and simulated in standard circuit simulators. Only a single circuit simulation of such an equivalent network is required to compute the pertinent statistical information of the entire system, without the need of running a large number of time-consuming electromagnetic circuit co-simulations. The accuracy and efficiency of the proposed approach, which is applicable to a large class of complex circuits, are verified by performing signal integrity investigations of two interconnect examples

Reliable Modeling of Ideal Generic Memristors via State-Space Transformation

The paper refers to problems of modeling and computer simulation of generic memristors caused by the so-called window functions, namely the stick effect, nonconvergence, and finding fundamentally incorrect solutions. A profoundly different modeling approach is proposed, which is mathematically equivalent to window-based modeling. However, due to its numerical stability, it definitely smoothes the above problems away