Blocking strategies and stability of particle Gibbs samplers

Sampling from the posterior probability distribution of the latent states of a hidden Markov model is non-trivial even in the context of Markov chain Monte Carlo. To address this Andrieu et al. (2010) proposed a way of using a particle filter to construct a Markov kernel that leaves his posterior distribution invariant. Recent theoretical results establish the uniform ergodicity of this Markov kernel and show that the mixing rate does not deteriorate provided the number of particles grows at least linearly with the number of latent states. However, this gives rise to a cost per application of the kernel that is quadratic in the number of latent states, which can be prohibitive for long observation sequences. Using blocking strategies, we devise samplers that have a stable mixing rate for a cost per iteration that is linear in the number of latent states and which are easily parallelizable.The authors thank the Isaac Newton Institute for Mathematical Sciences for support and hospitality during the programme Monte Carlo Inference for Complex Statistical Models when work on this paper was undertaken. This work was supported by the Engineering and Physical Sciences Research Council [grant numbers EP/K020153/1, EP/K032208/1] and the Swedish Research Council [contract number 2016-04278]

Time series prediction via aggregation : an oracle bound including numerical cost

We address the problem of forecasting a time series meeting the Causal Bernoulli Shift model, using a parametric set of predictors. The aggregation technique provides a predictor with well established and quite satisfying theoretical properties expressed by an oracle inequality for the prediction risk. The numerical computation of the aggregated predictor usually relies on a Markov chain Monte Carlo method whose convergence should be evaluated. In particular, it is crucial to bound the number of simulations needed to achieve a numerical precision of the same order as the prediction risk. In this direction we present a fairly general result which can be seen as an oracle inequality including the numerical cost of the predictor computation. The numerical cost appears by letting the oracle inequality depend on the number of simulations required in the Monte Carlo approximation. Some numerical experiments are then carried out to support our findings

One Hundred Years of Philosophy of Science: The View from Munich

These days, a number of philosophers of science indulge in lamenting about a crisis of their discipline. They complain about its loss of relevance, and bemoan the mar gi na lization of their dis cipline in the philosophical community and in the wider academia , Hardcastle and Richardson ). The Munich take on the philosophy of science does not succumb to this temptation. According to it, philosophy of science is well and alive. In Carlos Ulises Moulines’s Die Entwicklung der modernen Wissen schaftstheorie Eine historische Einführung the word “crisis” is used only in reference to the 1940s when clas sical logical positivism encountered some dif fi culties in dealing with problems concerning veri fi cation, the ana ly tic/synthetic distinction, and similar conundrums. For Moulines, “crisis” is not a word that applies to contemporary philosophy of scienc

Evidence for Shared Cognitive Processing of Pitch in Music and Language

Language and music epitomize the complex representational and computational capacities of the human mind. Strikingly similar in their structural and expressive features, a longstanding question is whether the perceptual and cognitive mechanisms underlying these abilities are shared or distinct – either from each other or from other mental processes. One prominent feature shared between language and music is signal encoding using pitch, conveying pragmatics and semantics in language and melody in music. We investigated how pitch processing is shared between language and music by measuring consistency in individual differences in pitch perception across language, music, and three control conditions intended to assess basic sensory and domain-general cognitive processes. Individuals’ pitch perception abilities in language and music were most strongly related, even after accounting for performance in all control conditions. These results provide behavioral evidence, based on patterns of individual differences, that is consistent with the hypothesis that cognitive mechanisms for pitch processing may be shared between language and music.National Science Foundation (U.S.). Graduate Research Fellowship ProgramEunice Kennedy Shriver National Institute of Child Health and Human Development (U.S.) (Grant 5K99HD057522

An overview of digital speech watermarking

Digital speech watermarking is a robust way to hide and thus secure data like audio and video from any intentional or unintentional manipulation through transmission. In terms of some signal characteristics including bandwidth, voice/non-voice and production model, digital speech signal is different from audio, music and other signals. Although, various review articles on image, audio and video watermarking are available, there are still few review papers on digital speech watermarking. Therefore this article presents an overview of digital speech watermarking including issues of robustness, capacity and imperceptibility. Other issues discussed are types of digital speech watermarking, application, models and masking methods. This article further highlights the related challenges in the real world, research opportunities and future works in this area, yet to be explored fully

Minimum Contrast Estimation With Applications To Array Processing.

In recent years, numerous studies have been devoted to performance analysis of DOA estimators in the context of narrow-band array processing (see for instance [1, 2, 3] among many others). The purpose of this contribution is to show that the versatile concept of minimum contrast estimation provides a common unifying framework (i) to derive general conditions guaranteeing consistency and asymptotic normality of estimators; (ii) to obtain closed form expressions for the asymptotic covariance of these estimators