11,561 research outputs found
Further results on independent Metropolis-Hastings-Klein sampling
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
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
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
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Polyisoprene Captured Sulfur Nanocomposite Materials for High-Areal-Capacity Lithium Sulfur Battery
A polyisoprene-sulfur (PIPS) copolymer and nano sulfur composite material (90 wt % sulfur) is synthesized through inverse vulcanization of PIP polymer with micrometer-sized sulfur particles for high-areal-capacity lithium sulfur batteries. The polycrystalline structure and nanodomain nature of the copolymer are revealed through high-resolution transmission electron microscopy (HRTEM). PIP polymer is also used as binders for the electrode to further capture the dissovlved polysulfides. A high areal capacity of ca. 7.0 mAh/cm2 and stable cycling are achieved based on the PIPS nanosulfur composite with a PIP binder, crucial to commercialization of lithium sulfur batteries. The chemical confinement both at material and electrode level alleviates the diffusion of polysulfides and the shuttle effect. The sulfur electrodes, both fresh and cycled, are analyzed through scanning electron microscopy (SEM). This approach enables scalable material production and high sulfur utilization at the cell level
Anomalous Light Scattering by Topological -symmetric Particle Arrays
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 -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 -symmetric unit is
inserted into the communication channel.Comment: 16 pages, 8 figure
Tail asymptotic expansions for L-statistics
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
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
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