Identification of Stochastic Wiener Systems using Indirect Inference

We study identification of stochastic Wiener dynamic systems using so-called indirect inference. The main idea is to first fit an auxiliary model to the observed data and then in a second step, often by simulation, fit a more structured model to the estimated auxiliary model. This two-step procedure can be used when the direct maximum-likelihood estimate is difficult or intractable to compute. One such example is the identification of stochastic Wiener systems, i.e.,~linear dynamic systems with process noise where the output is measured using a non-linear sensor with additive measurement noise. It is in principle possible to evaluate the log-likelihood cost function using numerical integration, but the corresponding optimization problem can be quite intricate. This motivates studying consistent, but sub-optimal, identification methods for stochastic Wiener systems. We will consider indirect inference using the best linear approximation as an auxiliary model. We show that the key to obtain a reliable estimate is to use uncertainty weighting when fitting the stochastic Wiener model to the auxiliary model estimate. The main technical contribution of this paper is the corresponding asymptotic variance analysis. A numerical evaluation is presented based on a first-order finite impulse response system with a cubic non-linearity, for which certain illustrative analytic properties are derived.Comment: The 17th IFAC Symposium on System Identification, SYSID 2015, Beijing, China, October 19-21, 201

Archaeological Investigations at the Pine Snake Site, an Allen Phase Settlement on Flat Creek in Northwestern Cherokee County, Texas

The Pine Snake site is a recently discovered late 17th to early 18th century Caddo Indian archaeological site located on private land in the northwestern part of Cherokee County, Texas, in the valley of a westward flowing tributary to the Neches River. This is an area of the Pineywoods of East Texas that contains extensive numbers of Caddo archaeological sites along all major and minor streams. Post-A.D. 1400 Frankston phase and post-A.D. 1650 Historic Caddo Allen phase sites, especially cemeteries dating to either phase, are particularly abundant in this part of East Texas. This article summarizes the findings from archaeological investigations we completed at the Pine Snake site in late 2008. They have produced important information on the domestic archaeological record at a well preserved Allen phase habitation site

Quantile Regression Under Random Censoring

No abstract.

Unexpected Accumulation of ncm\u3csup\u3e5\u3c/sup\u3eU and ncm\u3csup\u3e5\u3c/sup\u3es\u3csup\u3e2\u3c/sup\u3eU in a \u3cem\u3etrm9\u3c/em\u3e Mutant Suggests an Additional Step in the Synthesis of mcm\u3csup\u3e5\u3c/sup\u3eU and mcm\u3csup\u3e5\u3c/sup\u3es\u3csup\u3e2\u3c/sup\u3eU

Background Transfer RNAs are synthesized as a primary transcript that is processed to produce a mature tRNA. As part of the maturation process, a subset of the nucleosides are modified. Modifications in the anticodon region often modulate the decoding ability of the tRNA. At position 34, the majority of yeast cytosolic tRNA species that have a uridine are modified to 5-carbamoylmethyluridine (ncm5U), 5-carbamoylmethyl-2′-O-methyluridine (ncm5Um), 5-methoxycarbonylmethyl-uridine (mcm5U) or 5-methoxycarbonylmethyl-2-thiouridine (mcm5s2U). The formation of mcm5 and ncm5 side chains involves a complex pathway, where the last step in formation of mcm5 is a methyl esterification of cm5 dependent on the Trm9 and Trm112 proteins. Methodology and Principal Findings Both Trm9 and Trm112 are required for the last step in formation of mcm5 side chains at wobble uridines. By co-expressing a histidine-tagged Trm9p together with a native Trm112p in E. coli, these two proteins purified as a complex. The presence of Trm112p dramatically improves the methyltransferase activity of Trm9p in vitro. Single tRNA species that normally contain mcm5U or mcm5s2U nucleosides were isolated from trm9Δ or trm112Δ mutants and the presence of modified nucleosides was analyzed by HPLC. In both mutants, mcm5U and mcm5s2U nucleosides are absent in tRNAs and the major intermediates accumulating were ncm5U and ncm5s2U, not the expected cm5U and cm5s2U. Conclusions Trm9p and Trm112p function together at the final step in formation of mcm5U in tRNA by using the intermediate cm5U as a substrate. In tRNA isolated from trm9Δ and trm112Δ strains, ncm5U and ncm5s2U nucleosides accumulate, questioning the order of nucleoside intermediate formation of the mcm5 side chain. We propose two alternative explanations for this observation. One is that the intermediate cm5U is generated from ncm5U by a yet unknown mechanism and the other is that cm5U is formed before ncm5U and mcm5U

Reweighted nuclear norm regularization: A SPARSEVA approach

The aim of this paper is to develop a method to estimate high order FIR and ARX models using least squares with re-weighted nuclear norm regularization. Typically, the choice of the tuning parameter in the reweighting scheme is computationally expensive, hence we propose the use of the SPARSEVA (SPARSe Estimation based on a VAlidation criterion) framework to overcome this problem. Furthermore, we suggest the use of the prediction error criterion (PEC) to select the tuning parameter in the SPARSEVA algorithm. Numerical examples demonstrate the veracity of this method which has close ties with the traditional technique of cross validation, but using much less computations.Comment: This paper is accepted and will be published in The Proceedings of the 17th IFAC Symposium on System Identification (SYSID 2015), Beijing, China, 201