Bayesian Methods in Tensor Analysis

Tensors, also known as multidimensional arrays, are useful data structures in machine learning and statistics. In recent years, Bayesian methods have emerged as a popular direction for analyzing tensor-valued data since they provide a convenient way to introduce sparsity into the model and conduct uncertainty quantification. In this article, we provide an overview of frequentist and Bayesian methods for solving tensor completion and regression problems, with a focus on Bayesian methods. We review common Bayesian tensor approaches including model formulation, prior assignment, posterior computation, and theoretical properties. We also discuss potential future directions in this field.Comment: 32 pages, 8 figures, 2 table

Comparison of energy efficiency between E and MPS type vertical spindle pulverizer based on the experimental and industrial sampling tests

0.5%–2% gross power generation of coal power plant is consumed by vertical spindle pulverizer (VSP), and it is essential to select a VSP with better operational performance. Simulated studies of lab-scale mills, which show the similar breakage mechanism with VSP, and industrial sampling on VSPs are conducted to compare energy efficiencies of E and MPS type VSPs (with the grinding media of balls and tread rollers, respectively). The classical energy-size reduction model is modified with the addition of particle size in the exponential form to compare the grinding energy efficiency (product fineness for the certain specific energy) of two lab-scale mills. Also, differences in structure and operational parameters of lab-scale mills are considered. For the industrial sampling tests of two VSPs, recorded data and size distribution of sampled materials are preliminarily compared. Product t10 is selected as the bridge to connect the specific grinding energy and size distribution of products. The modified breakage model is combined with the King's equation to compare the energy efficiency on the premise of feed in the same fineness. Comprehensive comparison of the results obtained from both lab-scale and industrial-scale VSPs suggests that the MPS type VSP shows the higher grinding energy efficiency and lower total energy consumption

TENET: Tail-Event driven NETwork risk

CoVaR is a measure for systemic risk of the networked financial system conditional on institutions being under distress. The analysis of systemic risk is the focus of recent econometric analyses and uses tail event and network based techniques. Here, in this paper we bring tail event and network dynamics together into one context. In order to pursue such joint efforts, we propose a semiparametric measure to estimate systemic interconnectedness across financial institutions based on tail-driven spillover effects in a high dimensional framework. The systemically important institutions are identified conditional to their interconnectedness structure. Methodologically, a variable selection technique in a time series setting is applied in the context of a single-index model for a generalized quantile regression framework. We could thus include more financial institutions into the analysis to measure their tail event interdependencies and, at the same time, be sensitive to non-linear relationships between them. Network analysis, its behaviour and dynamics, allows us to characterize the role of each financial industry group in 2007–2012: the depositories received and transmitted more risk among other groups, the insurers were less affected by the financial crisis. The proposed TENET - Tail Event driven NETwork technique allows us to rank the Systemic Risk Receivers and Systemic Risk Emitters in the US financial market

Estimating inflation expectation co-movement across countries

Inflation expectation is an important indicator for policy makers and financial investors. To capture a more accurate real-time estimate of inflation expectation on the basis of financial markets, we propose an arbitrage-free term structure model across different countries. We first estimate inflation expectation by modeling the nominal and the inflation-indexed bond yields jointly for each country. The joint dynamic model for inflation expectation is a cross sectional state space model combined with a GeoCopula model, which accounts for the default risk and the non Gaussian dependency structure over countries. We discover that the extracted common trend for inflation expectation is an important driver for each country of interest. Moreover, the model extracts informative estimates of inflation expectations and will provide good implications for monetary policies

A 10-bit 50-MS/s sample-and-hold circuit with low distortion sampling switches

A fully-differential switched-capacitor sample-and-hold (S/H) circuit used in a 10-bit 50-MS/s pipeline analog-to-digital converter (ADC) was designed and fabricated using a 0.35-μm CMOS process. Capacitor fliparound architecture was used in the S/H circuit to lower the power consumption. In addition, a gain-boosted operational transconductance amplifier (OTA) was designed with a DC gain of 94 dB and a unit gain bandwidth of 460 MHz at a phase margin of 63 degree, which matches the S/H circuit. A novel double-side bootstrapped switch was used, improving the precision of the whole circuit. The measured results have shown that the S/H circuit reaches a spurious free dynamic range (SFDR) of 67 dB and a signal-to-noise ratio (SNR) of 62.1 dB for a 2.5 MHz input signal with 50 MS/s sampling rate. The 0.12 mm~2 S/H circuit operates from a 3.3 V supply and consumes 13.6 mW

A 12bit 300MHz Current-Steering CMOS D/A Converter

The proposed DAC consists of a unit current-cell matrix for 8MSBs and a binary-weighted array for 4LSBs, trading-off between the precision, speed, and size of the chip. In order to ensure the linearity of the DAC, a double Centro symmetric current matrix is designed by the Q2 random walk strategy. To achieve better dynamic performance, a latch is added in front of the current switch to change the input signal, such as its optimal cross-point and voltage level. For a 12bit resolution,the converter reaches an update rate of 300MHz

A Novel Power Supply Solution of a Passive RFID Transponder

This paper presents a power supply solution for fully integrated passive radio-frequency identification(RFID) transponder IC,which has been implemented in 0.35μm CMOS technology with embedded EEPROM from Chartered Semiconductor.The proposed AC/DC and DC/DC charge pumps can generate stable output for RFID applications with quite low power dissipation and extremely high pumping efficiency.An analytical model of the voltage multiplier,comparison with other charge pumps,simulation results,and chip testing results are presented