A Model that Predicts the Material Recognition Performance of Thermal Tactile Sensing

Tactile sensing can enable a robot to infer properties of its surroundings, such as the material of an object. Heat transfer based sensing can be used for material recognition due to differences in the thermal properties of materials. While data-driven methods have shown promise for this recognition problem, many factors can influence performance, including sensor noise, the initial temperatures of the sensor and the object, the thermal effusivities of the materials, and the duration of contact. We present a physics-based mathematical model that predicts material recognition performance given these factors. Our model uses semi-infinite solids and a statistical method to calculate an F1 score for the binary material recognition. We evaluated our method using simulated contact with 69 materials and data collected by a real robot with 12 materials. Our model predicted the material recognition performance of support vector machine (SVM) with 96% accuracy for the simulated data, with 92% accuracy for real-world data with constant initial sensor temperatures, and with 91% accuracy for real-world data with varied initial sensor temperatures. Using our model, we also provide insight into the roles of various factors on recognition performance, such as the temperature difference between the sensor and the object. Overall, our results suggest that our model could be used to help design better thermal sensors for robots and enable robots to use them more effectively.Comment: This article is currently under review for possible publicatio

A Stochastic Conjugate Gradient Method for Approximation of Functions

A stochastic conjugate gradient method for approximation of a function is proposed. The proposed method avoids computing and storing the covariance matrix in the normal equations for the least squares solution. In addition, the method performs the conjugate gradient steps by using an inner product that is based stochastic sampling. Theoretical analysis shows that the method is convergent in probability. The method has applications in such fields as predistortion for the linearization of power amplifiers.Comment: 21 pages, 5 figure

Translationally invariant cumulants in energy cascade models of turbulence

In the context of random multiplicative energy cascade processes, we derive analytical expressions for translationally invariant one- and two-point cumulants in logarithmic field amplitudes. Such cumulants make it possible to distinguish between hitherto equally successful cascade generator models and hence supplement lowest-order multifractal scaling exponents and multiplier distributions.Comment: 11 pages, 3 figs, elsart.cls include

Practical Bayesian Modeling and Inference for Massive Spatial Datasets On Modest Computing Environments

With continued advances in Geographic Information Systems and related computational technologies, statisticians are often required to analyze very large spatial datasets. This has generated substantial interest over the last decade, already too vast to be summarized here, in scalable methodologies for analyzing large spatial datasets. Scalable spatial process models have been found especially attractive due to their richness and flexibility and, particularly so in the Bayesian paradigm, due to their presence in hierarchical model settings. However, the vast majority of research articles present in this domain have been geared toward innovative theory or more complex model development. Very limited attention has been accorded to approaches for easily implementable scalable hierarchical models for the practicing scientist or spatial analyst. This article is submitted to the Practice section of the journal with the aim of developing massively scalable Bayesian approaches that can rapidly deliver Bayesian inference on spatial process that are practically indistinguishable from inference obtained using more expensive alternatives. A key emphasis is on implementation within very standard (modest) computing environments (e.g., a standard desktop or laptop) using easily available statistical software packages without requiring message-parsing interfaces or parallel programming paradigms. Key insights are offered regarding assumptions and approximations concerning practical efficiency.Comment: 20 pages, 4 figures, 2 table

Conditional Spectral Analysis of Replicated Multiple Time Series with Application to Nocturnal Physiology

This article considers the problem of analyzing associations between power spectra of multiple time series and cross-sectional outcomes when data are observed from multiple subjects. The motivating application comes from sleep medicine, where researchers are able to non-invasively record physiological time series signals during sleep. The frequency patterns of these signals, which can be quantified through the power spectrum, contain interpretable information about biological processes. An important problem in sleep research is drawing connections between power spectra of time series signals and clinical characteristics; these connections are key to understanding biological pathways through which sleep affects, and can be treated to improve, health. Such analyses are challenging as they must overcome the complicated structure of a power spectrum from multiple time series as a complex positive-definite matrix-valued function. This article proposes a new approach to such analyses based on a tensor-product spline model of Cholesky components of outcome-dependent power spectra. The approach flexibly models power spectra as nonparametric functions of frequency and outcome while preserving geometric constraints. Formulated in a fully Bayesian framework, a Whittle likelihood based Markov chain Monte Carlo (MCMC) algorithm is developed for automated model fitting and for conducting inference on associations between outcomes and spectral measures. The method is used to analyze data from a study of sleep in older adults and uncovers new insights into how stress and arousal are connected to the amount of time one spends in bed

Multivariate type G Mat\'ern stochastic partial differential equation random fields

For many applications with multivariate data, random field models capturing departures from Gaussianity within realisations are appropriate. For this reason, we formulate a new class of multivariate non-Gaussian models based on systems of stochastic partial differential equations with additive type G noise whose marginal covariance functions are of Mat\'ern type. We consider four increasingly flexible constructions of the noise, where the first two are similar to existing copula-based models. In contrast to these, the latter two constructions can model non-Gaussian spatial data without replicates. Computationally efficient methods for likelihood-based parameter estimation and probabilistic prediction are proposed, and the flexibility of the suggested models is illustrated by numerical examples and two statistical applications

Network monitoring in multicast networks using network coding

In this paper we show how information contained in robust network codes can be used for passive inference of possible locations of link failures or losses in a network. For distributed randomized network coding, we bound the probability of being able to distinguish among a given set of failure events, and give some experimental results for one and two link failures in randomly generated networks. We also bound the required field size and complexity for designing a robust network code that distinguishes among a given set of failure events

Analytic multivariate generating function for random multiplicative cascade processes

We have found an analytic expression for the multivariate generating function governing all n-point statistics of random multiplicative cascade processes. The variable appropriate for this generating function is the logarithm of the energy density, ln epsilon, rather than epsilon itself. All cumulant statistics become sums over derivatives of ``branching generating functions'' which are Laplace transforms of the splitting functions and completely determine the cascade process. We show that the branching generating function is a generalization of the multifractal mass exponents. Two simple models from fully developed turbulence illustrate the new formalism.Comment: REVTeX, 4 pages, 2 PostScript figs, submitted to PR

On Layered Stable Processes

Layered stable (multivariate) distributions and processes are defined and studied. A layered stable process combines stable trends of two different indices, one of them possibly Gaussian. More precisely, in short time, it is close to a stable process while, in long time, it approximates another stable (possibly Gaussian) process. We also investigate the absolute continuity of a layered stable process with respect to its short time limiting stable process. A series representation of layered stable processes is derived, giving insights into both the structure of the sample paths and of the short and long time behaviors. This series is further used for sample paths simulation.Comment: 22 pages, 9 figure