11,561 research outputs found

    Further results on independent Metropolis-Hastings-Klein sampling

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    Sampling from a lattice Gaussian distribution is emerging as an important problem in coding and cryptography. This paper gives a further analysis of the independent Metropolis-Hastings-Klein (MHK) algorithm we presented at ISIT 2015. We derive the exact spectral gap of the induced Markov chain, which dictates the convergence rate of the independent MHK algorithm. Then, we apply the independent MHK algorithm to lattice decoding and obtained the decoding complexity for solving the CVP as Õ(e∥Bx-c∥2 / mini ∥b̂i∥2). Finally, the tradeoff between decoding radius and complexity is also established

    Tail Asymptotics of Deflated Risks

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    Random deflated risk models have been considered in recent literatures. In this paper, we investigate second-order tail behavior of the deflated risk X=RS under the assumptions of second-order regular variation on the survival functions of the risk R and the deflator S. Our findings are applied to approximation of Value at Risk, estimation of small tail probability under random deflation and tail asymptotics of aggregated deflated riskComment: 2

    Symmetric mettropolis-within-Gibbs algorithm for lattice Gaussian sampling

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    As a key sampling scheme in Markov chain Monte Carlo (MCMC) methods, Gibbs sampling is widely used in various research fields due to its elegant univariate conditional sampling, especially in tacking with multidimensional sampling systems. In this paper, a Gibbs-based sampler named as symmet- ric Metropolis-within-Gibbs (SMWG) algorithm is proposed for lattice Gaussian sampling. By adopting a symmetric Metropolis- Hastings (MH) step into the Gibbs update, we show the Markov chain arising from it is geometrically ergodic, which converges exponentially fast to the stationary distribution. Moreover, by optimizing its symmetric proposal distribution, the convergence efficiency can be further enhanced

    Anomalous Light Scattering by Topological PT{\mathcal{PT}}-symmetric Particle Arrays

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    Robust topological edge modes may evolve into complex-frequency modes when a physical system becomes non-Hermitian. We show that, while having negligible forward optical extinction cross section, a conjugate pair of such complex topological edge modes in a non-Hermitian PT\mathcal{PT}-symmetric system can give rise to an anomalous sideway scattering when they are simultaneously excited by a plane wave. We propose a realization of such scattering state in a linear array of subwavelength resonators coated with gain media. The prediction is based on an analytical two-band model and verified by rigorous numerical simulation using multiple-multipole scattering theory. The result suggests an extreme situation where leakage of classical information is unnoticeable to the transmitter and the receiver when such a PT\mathcal{PT}-symmetric unit is inserted into the communication channel.Comment: 16 pages, 8 figure

    Tail asymptotic expansions for L-statistics

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    We derive higher-order expansions of L-statistics of independent risks X (1), aEuro broken vertical bar,X (n) under conditions on the underlying distribution function F. The new results are applied to derive the asymptotic expansions of ratios of two kinds of risk measures, stop-loss premium and excess return on capital, respectively. Several examples and a Monte Carlo simulation study show the efficiency of our novel asymptotic expansions

    Modeling of censored bivariate extremal events

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    In this paper we consider the estimation of the coefficient of tail dependence and of small tail probability under a bivariate randomly censoring mechanism. A new class of generalized moment estimators of the coefficient of tail dependence and the estimator of small tail probability are proposed, respectively. Under the bivariate Hall-type conditions, the asymptotic distributions of these estimators are established. Monte Carlo simulations are performed and the new estimators are applied to an insurance data-set

    Artificial-noise-aided message authentication codes with information-theoretic security

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