Capacity estimation of two-dimensional channels using Sequential Monte Carlo

We derive a new Sequential-Monte-Carlo-based algorithm to estimate the capacity of two-dimensional channel models. The focus is on computing the noiseless capacity of the 2-D one-infinity run-length limited constrained channel, but the underlying idea is generally applicable. The proposed algorithm is profiled against a state-of-the-art method, yielding more than an order of magnitude improvement in estimation accuracy for a given computation time

Spectral unmixing of Multispectral Lidar signals

In this paper, we present a Bayesian approach for spectral unmixing of multispectral Lidar (MSL) data associated with surface reflection from targeted surfaces composed of several known materials. The problem addressed is the estimation of the positions and area distribution of each material. In the Bayesian framework, appropriate prior distributions are assigned to the unknown model parameters and a Markov chain Monte Carlo method is used to sample the resulting posterior distribution. The performance of the proposed algorithm is evaluated using synthetic MSL signals, for which single and multi-layered models are derived. To evaluate the expected estimation performance associated with MSL signal analysis, a Cramer-Rao lower bound associated with model considered is also derived, and compared with the experimental data. Both the theoretical lower bound and the experimental analysis will be of primary assistance in future instrument design

Sequential Gaussian Processes for Online Learning of Nonstationary Functions

Many machine learning problems can be framed in the context of estimating functions, and often these are time-dependent functions that are estimated in real-time as observations arrive. Gaussian processes (GPs) are an attractive choice for modeling real-valued nonlinear functions due to their flexibility and uncertainty quantification. However, the typical GP regression model suffers from several drawbacks: i) Conventional GP inference scales $O(N^{3})$ with respect to the number of observations; ii) updating a GP model sequentially is not trivial; and iii) covariance kernels often enforce stationarity constraints on the function, while GPs with non-stationary covariance kernels are often intractable to use in practice. To overcome these issues, we propose an online sequential Monte Carlo algorithm to fit mixtures of GPs that capture non-stationary behavior while allowing for fast, distributed inference. By formulating hyperparameter optimization as a multi-armed bandit problem, we accelerate mixing for real time inference. Our approach empirically improves performance over state-of-the-art methods for online GP estimation in the context of prediction for simulated non-stationary data and hospital time series data

Adaptive Sampling Approach to the Negative Sign Problem in the Auxiliary Field Quantum Monte Carlo Method

We propose a new sampling method to calculate the ground state of interacting quantum systems. This method, which we call the adaptive sampling quantum monte carlo (ASQMC) method utilises information from the high temperature density matrix derived from the monte carlo steps. With the ASQMC method, the negative sign ratio is greatly reduced and it becomes zero in the limit $\Delta \tau$ goes to zero even without imposing any constraint such like the constraint path (CP) condition. Comparisons with numerical results obtained by using other methods are made and we find the ASQMC method gives accurate results over wide regions of physical parameters values.Comment: 8 pages, 7 figure