Efficient data augmentation techniques for some classes of state space models

Data augmentation improves the convergence of iterative algorithms, such as the EM algorithm and Gibbs sampler by introducing carefully designed latent variables. In this article, we first propose a data augmentation scheme for the first-order autoregression plus noise model, where optimal values of working parameters introduced for recentering and rescaling of the latent states, can be derived analytically by minimizing the fraction of missing information in the EM algorithm. The proposed data augmentation scheme is then utilized to design efficient Markov chain Monte Carlo (MCMC) algorithms for Bayesian inference of some non-Gaussian and nonlinear state space models, via a mixture of normals approximation coupled with a block-specific reparametrization strategy. Applications on simulated and benchmark real datasets indicate that the proposed MCMC sampler can yield improvements in simulation efficiency compared with centering, noncentering and even the ancillarity-sufficiency interweaving strategy.Comment: Keywords: Data augmentation, State space model, Stochastic volatility model, EM algorithm, Reparametrization, Markov chain Monte Carlo, Ancillarity-sufficiency interweaving strateg

Talk your way round: a speech interface to a virtual museum

Purpose: To explore the development of a speech interface to a Virtual World and to consider its relevance for disabled users. Method: The system was developed using mainly software that is available at minimal cost. How well the system functioned was assessed by measuring the number of times a group of users with a range of voices had to repeat commands in order for them to be successfully recognised. During an initial session, these users were asked to use the system with no instruction to see how easy this was. Results: Most of the spoken commands had to be repeated less than twice on average for successful recognition. For a set of ‘teleportation’ commands this figure was higher (2.4), but it was clear why this was so and could easily be rectified. The system was easy to use without instruction. Comments on the system were generally positive. Conclusions: While the system has some limitations, a Virtual World with a reasonably reliable speech interface has been developed almost entirely from software which is available at minimal cost. Improvements and further testing are considered. Such a system would clearly improve access to Virtual Reality technologies for those without the skills or physical ability to use a standard keyboard and mouse. It is an example of both Assistive Technology and Universal Design

Shubnikov-de Haas oscillations of a single layer graphene under dc current bias

Shubnikov-de Haas (SdH) oscillations under a dc current bias are experimentally studied on a Hall bar sample of single layer graphene. In dc resistance, the bias current shows the common damping effect on the SdH oscillations and the effect can be well accounted for by an elevated electron temperature that is found to be linearly dependent on the current bias. In differential resistance, a novel phase inversion of the SdH oscillations has been observed with increasing dc bias, namely we observe the oscillation maxima develop into minima and vice versa. Moreover, it is found that the onset biasing current, at which a SdH extremum is about to invert, is linearly dependent on the magnetic field of the SdH extrema. These observations are quantitatively explained with the help of a general SdH formula.Comment: 5 pages, 4 figures, A few references adde

Parametrized energy spectrum of cosmic-ray protons with kinetic energies down to 1 GeV

A new estimation of the interstellar proton spectrum is made in which the source term of primary protons is taken from shock acceleration theory and the cosmic ray propagation calculation is based on a proposed nonuniform galactic disk model

Spectral shape variation of interstellar electrons at high energies

The high energy electron spectrum analysis has shown that the electron intensity inside the H2 cloud region, or in a spiral arm, should be much lower than that outside it and the observed electron energy spectrum should flatten again at about 1 TeV. In the framework of the leady box model the recently established rigidity dependence of the escape pathlength of cosmic rays would predict a high energy electron spectrum which is flatter than the observed one. This divergence is explained by assuming that the leaky box model can only apply to cosmic ray heavy nuclei, and light nuclei and electrons in cosmic rays may have different behaviors in the interstellar propagation. Therefore, the measured data on high energy electrons should be analyzed based on the proposed nonuniform galactic disk (NUGD) mode

Analysis of experimental data on interstellar antiprotons in the light of measurements of high-energy electrons and He-3 nuclei

The interstellar antiproton calculations were reexamined in view of the recent progress in measurements of interstellar electrons and He(3) nuclei. It was found that the divergence between the predicted antiproton flux and the existing datum at very low energies is increased. The proposed nonuniform galactic disk (NUGD) model qualitatively explains the unexpectedly large flux of interstellar antiprotons. Some ambiguities existed in the prototype of the model. It was unclear what fraction of observed antiprotons is of local origin. Previously the value of cosmic ray escape pathlength was suggested with quite a large arbitrariness

Interpretation of cosmic-ray anisotropy below 10(14) eV

It is found that the measured data on the degree of anisotropy of cosmic rays are consistent with our proposed nonuniform galactic disk model. Moreover, it is pointed out that the abrupt increase of the anisotropy of cosmic rays beyond 10 to the 14th power eV should imply a change of their mass composition