35,717 research outputs found
Functional data analysis in an operator-based mixed-model framework
Functional data analysis in a mixed-effects model framework is done using
operator calculus. In this approach the functional parameters are treated as
serially correlated effects giving an alternative to the penalized likelihood
approach, where the functional parameters are treated as fixed effects.
Operator approximations for the necessary matrix computations are proposed, and
semi-explicit and numerically stable formulae of linear computational
complexity are derived for likelihood analysis. The operator approach renders
the usage of a functional basis unnecessary and clarifies the role of the
boundary conditions.Comment: Published in at http://dx.doi.org/10.3150/11-BEJ389 the Bernoulli
(http://isi.cbs.nl/bernoulli/) by the International Statistical
Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm
Application of velocity-based gain-scheduling to lateral auto-pilot design for an agile missile
In this paper a modern gain-scheduling methodology is proposed which exploits recently developed velocity-based techniques to resolve many of the deficiencies of classical gain-scheduling approaches (restriction to near equilibrium operation, to slow rate of variation). This is achieved while maintaining continuity with linear methods and providing an open design framework (any linear synthesis approach may be used) which supports divide and conquer design strategies. The application of velocity-based gain-scheduling techniques is demonstrated in application to a demanding, highly nonlinear, missile control design task. Scheduling on instantaneous incidence (a rapidly varying quantity) is well-known to lead to considerable difficulties with classical gain-scheduling methods. It is shown that the methods proposed here can, however, be used to successfully design an effective and robust gain-scheduled controller
Iterative Updating of Model Error for Bayesian Inversion
In computational inverse problems, it is common that a detailed and accurate
forward model is approximated by a computationally less challenging substitute.
The model reduction may be necessary to meet constraints in computing time when
optimization algorithms are used to find a single estimate, or to speed up
Markov chain Monte Carlo (MCMC) calculations in the Bayesian framework. The use
of an approximate model introduces a discrepancy, or modeling error, that may
have a detrimental effect on the solution of the ill-posed inverse problem, or
it may severely distort the estimate of the posterior distribution. In the
Bayesian paradigm, the modeling error can be considered as a random variable,
and by using an estimate of the probability distribution of the unknown, one
may estimate the probability distribution of the modeling error and incorporate
it into the inversion. We introduce an algorithm which iterates this idea to
update the distribution of the model error, leading to a sequence of posterior
distributions that are demonstrated empirically to capture the underlying truth
with increasing accuracy. Since the algorithm is not based on rejections, it
requires only limited full model evaluations.
We show analytically that, in the linear Gaussian case, the algorithm
converges geometrically fast with respect to the number of iterations. For more
general models, we introduce particle approximations of the iteratively
generated sequence of distributions; we also prove that each element of the
sequence converges in the large particle limit. We show numerically that, as in
the linear case, rapid convergence occurs with respect to the number of
iterations. Additionally, we show through computed examples that point
estimates obtained from this iterative algorithm are superior to those obtained
by neglecting the model error.Comment: 39 pages, 9 figure
Combined analysis of transient delay characteristics and delay autocorrelation function in the Geo(X)/G/1 queue
We perform a discrete-time analysis of customer delay in a buffer with batch arrivals. The delay of the kth customer that enters the FIFO buffer is characterized under the assumption that the numbers of arrivals per slot are independent and identically distributed. By using supplementary variables and generating functions, z-transforms of the transient delays are calculated. Numerical inversion of these transforms lead to results for the moments of the delay of the kth customer. For computational reasons k cannot be too large. Therefore, these numerical inversion results are complemented by explicit analytic expressions for the asymptotics for large k. We further show how the results allow us to characterize jitter-related variables, such as the autocorrelation of the delay in steady state
A geometrical analysis of global stability in trained feedback networks
Recurrent neural networks have been extensively studied in the context of
neuroscience and machine learning due to their ability to implement complex
computations. While substantial progress in designing effective learning
algorithms has been achieved in the last years, a full understanding of trained
recurrent networks is still lacking. Specifically, the mechanisms that allow
computations to emerge from the underlying recurrent dynamics are largely
unknown. Here we focus on a simple, yet underexplored computational setup: a
feedback architecture trained to associate a stationary output to a stationary
input. As a starting point, we derive an approximate analytical description of
global dynamics in trained networks which assumes uncorrelated connectivity
weights in the feedback and in the random bulk. The resulting mean-field theory
suggests that the task admits several classes of solutions, which imply
different stability properties. Different classes are characterized in terms of
the geometrical arrangement of the readout with respect to the input vectors,
defined in the high-dimensional space spanned by the network population. We
find that such approximate theoretical approach can be used to understand how
standard training techniques implement the input-output task in finite-size
feedback networks. In particular, our simplified description captures the local
and the global stability properties of the target solution, and thus predicts
training performance
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