69,170 research outputs found

    Analysis, Tracing, Characterization and Performance Modeling of Select ASCI Applications for BlueGene/L Using Parallel Discrete Event Simulation

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    Caltech's Jet Propulsion Laboratory (JPL) and Center for Advanced Computer Architecture (CACR) are conducting application and simulation analyses of Blue Gene/L[1] in order to establish a range of effectiveness of the architecture in performing important classes of computations and to determine the design sensitivity of the global interconnect network in support of real world ASCI application execution

    Recent advances in directional statistics

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    Mainstream statistical methodology is generally applicable to data observed in Euclidean space. There are, however, numerous contexts of considerable scientific interest in which the natural supports for the data under consideration are Riemannian manifolds like the unit circle, torus, sphere and their extensions. Typically, such data can be represented using one or more directions, and directional statistics is the branch of statistics that deals with their analysis. In this paper we provide a review of the many recent developments in the field since the publication of Mardia and Jupp (1999), still the most comprehensive text on directional statistics. Many of those developments have been stimulated by interesting applications in fields as diverse as astronomy, medicine, genetics, neurology, aeronautics, acoustics, image analysis, text mining, environmetrics, and machine learning. We begin by considering developments for the exploratory analysis of directional data before progressing to distributional models, general approaches to inference, hypothesis testing, regression, nonparametric curve estimation, methods for dimension reduction, classification and clustering, and the modelling of time series, spatial and spatio-temporal data. An overview of currently available software for analysing directional data is also provided, and potential future developments discussed.Comment: 61 page

    MGOS: A library for molecular geometry and its operating system

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    The geometry of atomic arrangement underpins the structural understanding of molecules in many fields. However, no general framework of mathematical/computational theory for the geometry of atomic arrangement exists. Here we present "Molecular Geometry (MG)'' as a theoretical framework accompanied by "MG Operating System (MGOS)'' which consists of callable functions implementing the MG theory. MG allows researchers to model complicated molecular structure problems in terms of elementary yet standard notions of volume, area, etc. and MGOS frees them from the hard and tedious task of developing/implementing geometric algorithms so that they can focus more on their primary research issues. MG facilitates simpler modeling of molecular structure problems; MGOS functions can be conveniently embedded in application programs for the efficient and accurate solution of geometric queries involving atomic arrangements. The use of MGOS in problems involving spherical entities is akin to the use of math libraries in general purpose programming languages in science and engineering. (C) 2019 The Author(s). Published by Elsevier B.V

    Diffusive Molecular Communications with Reactive Signaling

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    This paper focuses on molecular communication (MC) systems where the signaling molecules may participate in a reversible bimolecular reaction in the channel. The motivation for studying these MC systems is that they can realize the concept of constructive and destructive signal superposition, which leads to favorable properties such as inter-symbol interference (ISI) reduction and avoiding environmental contamination due to continuous release of molecules into the channel. This work first derives the maximum likelihood (ML) detector for a binary MC system with reactive signaling molecules under the assumption that the detector has perfect knowledge of the ISI. The performance of this genie-aided ML detector yields an upper bound on the performance of any practical detector. In addition, two suboptimal detectors of different complexity are proposed. The proposed ML detector as well as one of the suboptimal detectors require the channel response (CR) of the considered MC system. Moreover, the CR is needed for the performance evaluation of all proposed detectors. However, analyzing MC with reactive signaling is challenging since the underlying partial differential equations that describe the reaction-diffusion mechanism are coupled and non-linear. Therefore, an algorithm is developed in this paper for efficient computation of the CR to any arbitrary transmit symbol sequence. The accuracy of this algorithm is validated via particle-based simulation. Simulation results using the developed CR algorithm show that the performance of the proposed suboptimal detectors can approach that of the genie- aided ML detector. Moreover, these results show that MC systems with reactive signaling have superior performance relative to those with non-reactive signaling due to the reduction of ISI enabled by the chemical reactions.Comment: This paper has been submitted to IEEE International Conference on Communications (ICC) 201

    Stochastic Volatility Filtering with Intractable Likelihoods

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    This paper is concerned with particle filtering for α\alpha-stable stochastic volatility models. The α\alpha-stable distribution provides a flexible framework for modeling asymmetry and heavy tails, which is useful when modeling financial returns. An issue with this distributional assumption is the lack of a closed form for the probability density function. To estimate the volatility of financial returns in this setting, we develop a novel auxiliary particle filter. The algorithm we develop can be easily applied to any hidden Markov model for which the likelihood function is intractable or computationally expensive. The approximate target distribution of our auxiliary filter is based on the idea of approximate Bayesian computation (ABC). ABC methods allow for inference on posterior quantities in situations when the likelihood of the underlying model is not available in closed form, but simulating samples from it is possible. The ABC auxiliary particle filter (ABC-APF) that we propose provides not only a good alternative to state estimation in stochastic volatility models, but it also improves on the existing ABC literature. It allows for more flexibility in state estimation while improving on the accuracy through better proposal distributions in cases when the optimal importance density of the filter is unavailable in closed form. We assess the performance of the ABC-APF on a simulated dataset from the α\alpha-stable stochastic volatility model and compare it to other currently existing ABC filters
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