Efficient Estimation of Copula-based Semiparametric Markov Models

This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized by nonparametric invariant (one-dimensional marginal) distributions and parametric bivariate copula functions; where the copulas capture temporal dependence and tail dependence of the processes. The Markov processes generated via tail dependent copulas may look highly persistent and are useful for financial and economic applications. We first show that Markov processes generated via Clayton, Gumbel and Student's $t$ copulas and their survival copulas are all geometrically ergodic. We then propose a sieve maximum likelihood estimation (MLE) for the copula parameter, the invariant distribution and the conditional quantiles. We show that the sieve MLEs of any smooth functionals are root-$n$ consistent, asymptotically normal and efficient; and that their sieve likelihood ratio statistics are asymptotically chi-square distributed. We present Monte Carlo studies to compare the finite sample performance of the sieve MLE, the two-step estimator of Chen and Fan (2006), the correctly specified parametric MLE and the incorrectly specified parametric MLE. The simulation results indicate that our sieve MLEs perform very well; having much smaller biases and smaller variances than the two-step estimator for Markov models generated via Clayton, Gumbel and other tail dependent copulas.Copula, Tail dependence, Nonlinear Markov models, Geometric ergodicity, Sieve MLE, Semiparametric efficiency, Sieve likelihood ratio statistics, Value-at-Risk

Efficient estimation of copula-based semiparametric Markov models

This paper considers the efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized by nonparametric invariant (one-dimensional marginal) distributions and parametric bivariate copula functions where the copulas capture temporal dependence and tail dependence of the processes. The Markov processes generated via tail dependent copulas may look highly persistent and are useful for financial and economic applications. We first show that Markov processes generated via Clayton, Gumbel and Student's $t$ copulas and their survival copulas are all geometrically ergodic. We then propose a sieve maximum likelihood estimation (MLE) for the copula parameter, the invariant distribution and the conditional quantiles. We show that the sieve MLEs of any smooth functional is root-$n$ consistent, asymptotically normal and efficient and that their sieve likelihood ratio statistics are asymptotically chi-square distributed. Monte Carlo studies indicate that, even for Markov models generated via tail dependent copulas and fat-tailed marginals, our sieve MLEs perform very well.Comment: Published in at http://dx.doi.org/10.1214/09-AOS719 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Impact of imperfect angle estimation on spatial and directional modulation

In this paper, we investigate the impact of imperfect angle estimation (IAE) on spatial and directional modulation (SDM) systems, assuming that the signal experiences line of sight (LoS) propagation. In SDM systems with IAE, the variation is analyzed in detail, when there is a mismatch between the beamforming and precise channel matrices. Based on the union bound and statistics theory, the average bit error probabilities (ABEPs) for both the legitimate user and eavesdropper are derived. In addition, the ergodic rate is also quantified with IAE. Simulation results are presented to show that the achieved theoretical ABEPs are useful in quantifying the potential performance penalty. We also show that the mismatch between the beamforming and precise channel matrices will become greater with the increase in direction measurement error (DME), which affects the detection for both the legitimate user and eavesdropper. On the other hand, due to the effect of IAE, the SDM requires more signal-to-noise ratio (SNR) gain to achieve a stable ergodic secrecy rate

Cascade solar thermal power system modeling and research of the key features.

El objetivo de esta tesis es investigar sistemas de generación eléctrica termosolar para proponer, desa-rrollar y optimizar un sistema de energía solar térmica en cascada para conseguir un mejor rendimiento de las tecnologías de generación eléctrica termosolar y explorar una nueva tecnología viable generación a gran escala. Los contenidos y conclusiones principales de la tesis son los siguientes.Se han propuesto múltiples y novedosas estructuras topológicas para diseños de cascada termosolar, combinando ciclo Stirling como ciclo de cabecera y ciclo rankine como ciclo de cola, incluso con chimenea solar. Como colectores se integran el colector cilindro parabólico, el disco parabólico y la torre central con campo de heliostatos. La topología seleccionada para el estudio consiste en un campo solar de alta tempera-tura de colectores de disco parabólico para calentar aire a alta temperatura que se utiliza como foco caliente de un motor sterling. El foco frío de dicho motor es, a su vez, y utilización en cascada de la energía termosolar un ciclo rankine que se alimenta de vapor generado con un campo solar de colectores cilindro parabólicos (media temperatura).Se establecen modelos mecanicistas para los componentes del sistema de generación solar, usando he-rramientas informáticas de cálculo matemático y desarrollo de sistemas. El proceso de modelado usa una aproximación orientada al objeto, para asegurar la independencia y relevancia de cada componente. El mo-delo del sistema tiene la ventaja de una organización pertinente, una estructura clara y fácil capacidad de mejora. Para el modelado del motor Stirling, se consideran varias irreversibilidades y pérdidas, lo que permite ve-rificar una predicción más precisa que la del modelo clásico. Se ha estudiado el efecto de diferentes disposi-ciones de motores Stirling sobre el rendimiento del sistema en cascada. De acuerdo a las características de funcionamiento del motor, se proponen 5 disposiciones básicas de una matriz de motores Stirling y se imple-mentan los correspondientes modelos de simulación. Se analizan las diferencias de funcionamiento entre los distintos conjuntos para diferentes temperaturas y capacidades térmicas de fluido de entrada y diferentes parámetros del motor Stirling. Se concluye que la conexión en serie es la mejor disposición en términos de robustez y rendimiento de la matriz de motores Stirling. Se propone un sistema de calentamiento multietapa que puede reducir efectivamente la pérdida de exer-gía del proceso de generación de vapor de agua. Durante el proceso completo de intercambio de calor en un generador de vapor de agua convencional, no hay cambio de fase en el fluido calefactor y sí en el fluido cale-factado. En los intercambiadores de calor, existen amplias diferencias de temperaturas entre ambos, lo que amplía la pérdida de exergía durante el proceso. En esta tesis, se propone un método de calentamiento por etapas, en el que los caudales másicos del fluido calefactor en diferentes intercambiadores se controlan para reducir la diferencia de temperatura y las pérdidas de exergía. Este método puede incrementar efectivamente el rendimiento térmico de campos solares.Se propone un método para evaluar el funcionamiento de sistemas de generación eléctrica termosolar en cascada. Se escogen para comparación los sistemas independientes que componen la cascada y se esta-blecen los modelos de evaluación de su funcionamiento. Los resultados de la simulación y su análisis revelan que el sistema en cascada tiene un rendimiento de conversión solar-eléctrico mayor para altas irradiaciones solares si se compara con los correspondientes sistemas independientes.Se ha construido una plataforma de ensayo de generación eléctrica termosolar y se han efectuado ensa-yos experimentales con los colectores. Los experimentos determinan la influencia de la irradiación solar nor-mal directa, caudal y temperatura de entrada del fluido de transferencia de calor. Los resultados experimen-tales validan lo establecido mediante los modelos de los colectores y de los discos<br /

Circ_0000284 facilitates the growth, metastasis and glycolysis of intrahepatic cholangiocarcinoma through miR-152-3p-mediated PDK1 expression

Background. Circular RNAs (circRNAs) are key molecules in the regulation of intrahepatic cholangiocarcinoma (ICC) progression. The purpose of this study was to analyze the function and underlying molecular mechanism of circ_0000284 in ICC. Methods. Quantitative real-time PCR was used to analyze the circ_0000284, microRNA (miR)-152-3p and pyruvate dehydrogenase kinase 1 (PDK1) expression. Cell proliferation, apoptosis, invasion and migration were executed by cell counting kit 8 assay, EdU assay, flow cytometry, transwell assay and wound healing assay, respectively. All protein expression levels were examined using western blot analysis. Cell glycolysis was analyzed by detecting glucose consumption, lactate production and ATP/ADP ratios. Target relationship was estimated by dual-luciferase reporter assay. The effect of circ_0000284 on ICC tumor growth in vivo was evaluated by constructing xenograft mice model. Results. We detected high expression of circ_0000284 in ICC tumor tissues and cells. Downregulated circ_0000284 inhibited ICC cell proliferation, invasion, migration, glycolysis, and accelerated apoptosis. MiR-152-3p was sponged by circ_0000284, and its inhibitor revoked the effect of circ_0000284 knockdown on ICC cell progression. PDK1 was a target of miR-152-3p, and its expression was suppressed by circ_0000284 knockdown. PDK1 overexpression reversed the inhibition effect of miR-152-3p on ICC cell growth, metastasis and glycolysis. In animal experiments, circ_0000284 downregulation also inhibited ICC tumor growth. Conclusion. Circ_0000284 promoted the growth, metastasis and glycolysis of ICC by miR-152-3p/PDK1 pathway, showing that circ_0000284 was a potential therapeutic target for ICC

Trellis- and network-coded modulation for decode-and-forward two-way relaying over time-varying channels

We present a bandwidth-efficient joint channel coding-modulation scheme conceived for the broadcast channel (BC) of Decode-and-forward Two-way Relaying (DF-TWR), where Trellis-coded modulation (TCM) is intrinsically amalgamated with network-coded modulation (NCM) for achieving both a channel coding gain and a high throughput. We conceive a low-complexity receiver algorithm for our joint Trellis- and Network-coded modulation (TC-NCM) scheme, which applies decoding and demodulation simultaneously, without the need to first demodulate the signal before decoding, as in the traditional solutions. As a further contribution, the TC-NCM scheme is intrinsically amalgamated with adaptive transceiver techniques. We then further investigate the performance of our near-instantaneously adaptive discrete-rate TC-NC-QAM/PSK scheme. Both simulation results and numerical analysis are presented, which are compared to the performance of traditional NCM schemes. The results show that our scheme not only increases the achievable transmission rate, but also improves the reliability, yet it is of modest complexity

Truncated-ARQ aided adaptive network coding for cooperative two-way relaying networks: cross-layer design and analysis

Network Coding (NC) constitutes a promising technique of improving the throughput of relay-aided networks. In this context, we propose a cross-layer design for both amplifyand- forward (AF-) and decode-and-forward two-way relaying (DF-TWR) based on the NC technique invoked for improving the achievable throughput under specific Quality of Service (QoS) requirements, such as the maximum affordable delay and error rate.We intrinsically amalgamate adaptive Analog Network Coding (ANC) and Network Coded Modulation (NCM) with truncated Automatic Repeat reQuest (ARQ) operating at the different OSI layers. At the data-link layer, we design a pair of improved NC-based ARQ strategies based on the Stop-andwait and the Selective-repeat ARQ protocols. At the physical layer, adaptive ANC/NCM are invoked based on our approximate packet error ratio (PER). We demonstrate that the adaptive ANC design can be readily amalgamated with the proposed protocols. However, adaptive NC-QAM suffers from an SNR-loss, when the transmit rates of the pair of downlink (DL) channels spanning from the relay to the pair of destinations are different. Therefore we develop a novel transmission strategy for jointly selecting the optimal constellation sizes for both of the relay-to-destination links that have to be adapted to both pair of channel conditions. Finally, we analyze the attainable throughput, demonstrating that our truncated ARQ-aided adaptive ANC/NCM schemes attain considerable throughput gains over the schemes dispensing with ARQ, whilst our proposed scheme is capable of supporting bidirectional NC scenarios

GTP-ViT: Efficient Vision Transformers via Graph-based Token Propagation

Vision Transformers (ViTs) have revolutionized the field of computer vision, yet their deployments on resource-constrained devices remain challenging due to high computational demands. To expedite pre-trained ViTs, token pruning and token merging approaches have been developed, which aim at reducing the number of tokens involved in the computation. However, these methods still have some limitations, such as image information loss from pruned tokens and inefficiency in the token-matching process. In this paper, we introduce a novel Graph-based Token Propagation (GTP) method to resolve the challenge of balancing model efficiency and information preservation for efficient ViTs. Inspired by graph summarization algorithms, GTP meticulously propagates less significant tokens' information to spatially and semantically connected tokens that are of greater importance. Consequently, the remaining few tokens serve as a summarization of the entire token graph, allowing the method to reduce computational complexity while preserving essential information of eliminated tokens. Combined with an innovative token selection strategy, GTP can efficiently identify image tokens to be propagated. Extensive experiments have validated GTP's effectiveness, demonstrating both efficiency and performance improvements. Specifically, GTP decreases the computational complexity of both DeiT-S and DeiT-B by up to 26% with only a minimal 0.3% accuracy drop on ImageNet-1K without finetuning, and remarkably surpasses the state-of-the-art token merging method on various backbones at an even faster inference speed. The source code is available at https://github.com/Ackesnal/GTP-ViT.Comment: Accepted to WACV2024 (Oral