Gradient Scan Gibbs Sampler: an efficient algorithm for high-dimensional Gaussian distributions

This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set of directions. The algorithm is proved to converge, i.e. the drawn samples are asymptotically distributed according to the target distribution. Our main motivation is in inverse problems related to general linear observation models and their solution in a hierarchical Bayesian framework implemented through sampling algorithms. It finds direct applications in semi-blind/unsupervised methods as well as in some non-Gaussian methods. The paper provides an illustration focused on the unsupervised estimation for super-resolution methods.Comment: 18 page

Markups and the Welfare Cost of Business Cycles : A Reappraisal

Gali et al. (2007) have recently shown in a quantitative way that inefficient fluctuations in the allocation of resources do not generate sizable welfare costs. In this note, we show that their evaluation underestimates the welfare costs of inefficient fluctuations and propose a biased estimate of the impact of structural distortions on business cycle costs. As monopolistic suppliers, both firms and households aim at preserving their expected markups ; the interaction between aggregate fluctuations in the efficiency gap and price-setting behaviors results in making average consumption and employment lower than their counterparts in the flexible price economy. This level increases the welfare cost of business cycles. It is all the more sizable in that the degree of inefficiency is structurally high at the steady state.Business cycle costs, inefficiency gap, new-Keynesian macroeconomics.

Inequality and Social Security Reforms

This paper develops a quantitative Markovian overlapping generations model with altruistic individuals and incomplete financial markets in order to analyze the long-run distributional implications of two hypothetical public social security policy changes, made in response to impending future demographic shifts. The two policy changes considered are first, raising the tax rate while keeping the replacement rate constant and second, keeping the tax rate constant while lowering the replacement rate. Whereas this latter policy is detrimental to the relative situation of the retirees, the huge financial heterogeneity in the first scenario explains why the increase in the proportional labor tax is relatively badly absorbed by low-productivity workers, leading to an increase in welfare inequality. We show that the very popular idea that a more funded system would ineluctably lead to more inequalities in well-being can be justified only by focusing on the inequality of positions in case of general equilibrium.Inequality, social security reform, idiosyncratic uncer-tainty, incomplete markets, altruism

Memory Resilient Gain-scheduled State-Feedback Control of Uncertain LTI/LPV Systems with Time-Varying Delays

The stabilization of uncertain LTI/LPV time delay systems with time varying delays by state-feedback controllers is addressed. At the difference of other works in the literature, the proposed approach allows for the synthesis of resilient controllers with respect to uncertainties on the implemented delay. It is emphasized that such controllers unify memoryless and exact-memory controllers usually considered in the literature. The solutions to the stability and stabilization problems are expressed in terms of LMIs which allow to check the stability of the closed-loop system for a given bound on the knowledge error and even optimize the uncertainty radius under some performance constraints; in this paper, the $\mathcal{H}_\infty$ performance measure is considered. The interest of the approach is finally illustrated through several examples

Performance of piezoelectric shunts for vibration reduction

This work addresses passive reduction of structural vibration by means of shunted piezoelectric patches. The two classical resistive and resonant shunt solutions are considered. The main goal of this paper is to give closed-form solutions to systematically estimate the damping performances of the shunts, in the two cases of free and forced vibrations, whatever the elastic host structure is. Then it is carefully demonstrated that the performance of the shunt, in terms of vibration reduction, depends on only one free parameter: the so-called modal electromechanical coupling factor (MEMCF) of the mechanical vibration mode to which the shunts are tuned. Experiments are proposed and an excellent agreement with the model is obtained, thus validating it

Numerical investigation of acoustic solitons

Acoustic solitons can be obtained by considering the propagation of large amplitude sound waves across a set of Helmholtz resonators. The model proposed by Sugimoto and his coauthors has been validated experimentally in previous works. Here we examine some of its theoretical properties: low-frequency regime, balance of energy, stability. We propose also numerical experiments illustrating typical features of solitary waves

Finite element reduced order models for nonlinear vibrations of piezoelectric layered beams with applications to NEMS

This article presents a finite element reduced order model for the nonlinear vibrations of piezoelectric layered beams with application to NEMS. In this model, the geometrical nonlinearities are taken into account through a von Kármán nonlinear strain–displacement relationship. The originality of the finite element electromechanical formulation is that the system electrical state is fully described by only a couple of variables per piezoelectric patches, namely the electric charge contained in the electrodes and the voltage between the electrodes. Due to the geometrical nonlinearity, the piezoelectric actuation introduces an original parametric excitation term in the equilibrium equation. The reduced-order formulation of the discretized problem is obtained by expanding the mechanical displacement unknown vector onto the short-circuit eigenmode basis. A particular attention is paid to the computation of the unknown nonlinear stiffness coefficients of the reduced-order model. Due to the particular form of the von Kármán nonlinearities, these coefficients are computed exactly, once for a given geometry, by prescribing relevant nodal displacements in nonlinear static solutions settings. Finally, the low-order model is computed with an original purely harmonic-based continuation method. Our numerical tool is then validated by computing the nonlinear vibrations of a mechanically excited homogeneous beam supported at both ends referenced in the literature. The more difficult case of the nonlinear oscillations of a layered nanobridge piezoelectrically actuated is also studied. Interesting vibratory phenomena such as parametric amplification or patch length dependence of the frequency output response are highlighted in order to help in the design of these nanodevices.This research is part of the NEMSPIEZO project, under funds from the French National Research Agency (Project ANR-08-NAN O-015-04), for which the authors are grateful