Phase-Induced (In)-Stability in Coupled Parametric Oscillators

We report results on a model of two coupled oscillators that undergo periodic parametric modulations with a phase difference $\theta$. Being to a large extent analytically solvable, the model reveals a rich $\theta$ dependence of the regions of parametric resonance. In particular, the intuitive notion that anti-phase modulations are less prone to parametric resonance is confirmed for sufficiently large coupling and damping. We also compare our results to a recently reported mean field model of collective parametric instability, showing that the two-oscillator model can capture much of the qualitative behavior of the infinite system.Comment: 19 pages, 8 figures; a version with better quality figures can be found in http://hypatia.ucsd.edu/~mauro/English/publications.htm

Non-parametric Bayesian modeling of complex networks

Modeling structure in complex networks using Bayesian non-parametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This paper provides a gentle introduction to non-parametric Bayesian modeling of complex networks: Using an infinite mixture model as running example we go through the steps of deriving the model as an infinite limit of a finite parametric model, inferring the model parameters by Markov chain Monte Carlo, and checking the model's fit and predictive performance. We explain how advanced non-parametric models for complex networks can be derived and point out relevant literature

Semi-parametric regression: Efficiency gains from modeling the nonparametric part

It is widely admitted that structured nonparametric modeling that circumvents the curse of dimensionality is important in nonparametric estimation. In this paper we show that the same holds for semi-parametric estimation. We argue that estimation of the parametric component of a semi-parametric model can be improved essentially when more structure is put into the nonparametric part of the model. We illustrate this for the partially linear model, and investigate efficiency gains when the nonparametric part of the model has an additive structure. We present the semi-parametric Fisher information bound for estimating the parametric part of the partially linear additive model and provide semi-parametric efficient estimators for which we use a smooth backfitting technique to deal with the additive nonparametric part. We also present the finite sample performances of the proposed estimators and analyze Boston housing data as an illustration.Comment: Published in at http://dx.doi.org/10.3150/10-BEJ296 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically

We introduce a new kernel smoother for nonparametric regression that uses prior information on regression shape in the form of a parametric model. In effect, we nonparametrically encompass the parametric model. We derive pointwise and uniform consistency and the asymptotic distribution of our procedure. It has superior performance to the usual kernel estimators at or near the parametric model. It is particularly well motivated for binary data using the probit or logit parametric model as a base. We include an application to the Horowitz (1993) transport choice dataset.Kernel, nonparametric regression, parametric regression, binary choice

Pseudospectral Model Predictive Control under Partially Learned Dynamics

Trajectory optimization of a controlled dynamical system is an essential part of autonomy, however many trajectory optimization techniques are limited by the fidelity of the underlying parametric model. In the field of robotics, a lack of model knowledge can be overcome with machine learning techniques, utilizing measurements to build a dynamical model from the data. This paper aims to take the middle ground between these two approaches by introducing a semi-parametric representation of the underlying system dynamics. Our goal is to leverage the considerable information contained in a traditional physics based model and combine it with a data-driven, non-parametric regression technique known as a Gaussian Process. Integrating this semi-parametric model with model predictive pseudospectral control, we demonstrate this technique on both a cart pole and quadrotor simulation with unmodeled damping and parametric error. In order to manage parametric uncertainty, we introduce an algorithm that utilizes Sparse Spectrum Gaussian Processes (SSGP) for online learning after each rollout. We implement this online learning technique on a cart pole and quadrator, then demonstrate the use of online learning and obstacle avoidance for the dubin vehicle dynamics.Comment: Accepted but withdrawn from AIAA Scitech 201

A posteriori error estimation and adaptivity in stochastic Galerkin FEM for parametric elliptic PDEs: beyond the affine case

We consider a linear elliptic partial differential equation (PDE) with a generic uniformly bounded parametric coefficient. The solution to this PDE problem is approximated in the framework of stochastic Galerkin finite element methods. We perform a posteriori error analysis of Galerkin approximations and derive a reliable and efficient estimate for the energy error in these approximations. Practical versions of this error estimate are discussed and tested numerically for a model problem with non-affine parametric representation of the coefficient. Furthermore, we use the error reduction indicators derived from spatial and parametric error estimators to guide an adaptive solution algorithm for the given parametric PDE problem. The performance of the adaptive algorithm is tested numerically for model problems with two different non-affine parametric representations of the coefficient.Comment: 32 pages, 4 figures, 6 table