4,673 research outputs found

    Estimation of Analog Parametric Test Metrics Using Copulas

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    Spatial Correlation Robust Inference with Errors in Location or Distance

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    This paper presents results from a Monte Carlo study concerning inference with spatially dependent data. We investigate the impact of location/distance measurement errors upon the accuracy of parametric and nonparametric estimators of asymptotic variances. Nonparametric estimators are quite robust to such errors, method of moments estimators perform surprisingly well, and MLE estimators are very poor. We also present and evaluate a specification test based on a parametric bootstrap that has good power properties for the types of measurement error we consider.

    Spatial correlation robust inference with Errors in Location or Distance

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    This paper presents results from a Monte Carlo study concerning inference with spatially dependent data. It investigates the impact of location/distance measurement errors upon the accuracy of parametric and nonparametric estimators of asymptotic variances.

    Intersection Bounds: estimation and inference

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    We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set. Our approach is especially convenient in models comprised of a continuum of inequalities that are separable in parameters, and also applies to models with inequalities that are non-separable in parameters. Since analog estimators for intersection bounds can be severely biased in finite samples, routinely underestimating the length of the identified set, we also offer a (downward/upward) median unbiased estimator of these (upper/lower) bounds as a natural by-product of our inferential procedure. Furthermore, our method appears to be the first and currently only method for inference in nonparametric models with a continuum of inequalities. We develop asymptotic theory for our method based on the strong approximation of a sequence of studentized empirical processes by a sequence of Gaussian or other pivotal processes. We provide conditions for the use of nonparametric kernel and series estimators, including a novel result that establishes strong approximation for general series estimators, which may be of independent interest. We illustrate the usefulness of our method with Monte Carlo experiments and an empirical example.

    Analog Defect Injection and Fault Simulation Techniques: A Systematic Literature Review

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    Since the last century, the exponential growth of the semiconductor industry has led to the creation of tiny and complex integrated circuits, e.g., sensors, actuators, and smart power. Innovative techniques are needed to ensure the correct functionality of analog devices that are ubiquitous in every smart system. The ISO 26262 standard for functional safety in the automotive context specifies that fault injection is necessary to validate all electronic devices. For decades, standardization of defect modeling and injection mainly focused on digital circuits and, in a minor part, on analog ones. An initial attempt is being made with the IEEE P2427 draft standard that started to give a structured and formal organization to the analog testing field. Various methods have been proposed in the literature to speed up the fault simulation of the defect universe for an analog circuit. A more limited number of papers seek to reduce the overall simulation time by reducing the number of defects to be simulated. This literature survey describes the state-of-the-art of analog defect injection and fault simulation methods. The survey is based on the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) methodological flow, allowing for a systematic and complete literature survey. Each selected paper has been categorized and presented to provide an overview of all the available approaches. In addition, the limitations of the various approaches are discussed by showing possible future directions

    A Review of Bayesian Methods in Electronic Design Automation

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    The utilization of Bayesian methods has been widely acknowledged as a viable solution for tackling various challenges in electronic integrated circuit (IC) design under stochastic process variation, including circuit performance modeling, yield/failure rate estimation, and circuit optimization. As the post-Moore era brings about new technologies (such as silicon photonics and quantum circuits), many of the associated issues there are similar to those encountered in electronic IC design and can be addressed using Bayesian methods. Motivated by this observation, we present a comprehensive review of Bayesian methods in electronic design automation (EDA). By doing so, we hope to equip researchers and designers with the ability to apply Bayesian methods in solving stochastic problems in electronic circuits and beyond.Comment: 24 pages, a draft version. We welcome comments and feedback, which can be sent to [email protected]

    A machine learning approach to portfolio pricing and risk management for high-dimensional problems

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    We present a general framework for portfolio risk management in discrete time, based on a replicating martingale. This martingale is learned from a finite sample in a supervised setting. The model learns the features necessary for an effective low-dimensional representation, overcoming the curse of dimensionality common to function approximation in high-dimensional spaces. We show results based on polynomial and neural network bases. Both offer superior results to naive Monte Carlo methods and other existing methods like least-squares Monte Carlo and replicating portfolios.Comment: 30 pages (main), 10 pages (appendix), 3 figures, 22 table
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