727 research outputs found

    Improved HAC Covariance Matrix Estimation Based on Forecast Errors

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    We propose computing HAC covariance matrix estimators based on one-stepahead forecasting errors. It is shown that this estimator is consistent and has smaller bias than other HAC estimators. Moreover, the tests that rely on this estimator have more accurate sizes without sacrificing its power.forecast error, HAC estimator, kernel estimator, recursive residual, robust test

    Spatially Coupled Sparse Regression Codes: Design and State Evolution Analysis.

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    We consider the design and analysis of spatially coupled sparse regression codes (SC-SPARCs), which were recently introduced by Barbier et al. for efficient communication over the additive white Gaussian noise channel. SC-SPARCs can be efficiently decoded using an Approximate Message Passing (AMP) decoder, whose performance in each iteration can be predicted via a set of equations called state evolution. In this paper, we give an asymptotic characterization of the state evolution equations for SC-SPARCs. For any given base matrix (that defines the coupling structure of the SC-SPARC) and rate, this characterization can be used to predict whether or not AMP decoding will succeed in the large system limit. We then consider a simple base matrix defined by two parameters (ω,Λ)(\omega, \Lambda), and show that AMP decoding succeeds in the large system limit for all rates R<CR < \mathcal{C}. The asymptotic result also indicates how the parameters of the base matrix affect the decoding progression. Simulation results are presented to evaluate the performance of SC-SPARCs defined with the proposed base matrix.Comment: 8 pages, 6 figures. A shorter version of this paper to appear in ISIT 201

    Near-Optimal Coding for Many-user Multiple Access Channels

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    This paper considers the Gaussian multiple-access channel (MAC) in the asymptotic regime where the number of users grows linearly with the code length. We propose efficient coding schemes based on random linear models with approximate message passing (AMP) decoding and derive the asymptotic error rate achieved for a given user density, user payload (in bits), and user energy. The tradeoff between energy-per-bit and achievable user density (for a fixed user payload and target error rate) is studied, and it is demonstrated that in the large system limit, a spatially coupled coding scheme with AMP decoding achieves near-optimal tradeoffs for a wide range of user densities. Furthermore, in the regime where the user payload is large, we also study the spectral efficiency versus energy-per-bit tradeoff and discuss methods to reduce decoding complexity at large payload sizes.Comment: 35 pages, 4 figures. A shorter version of this paper appeared in ISIT 202

    Capacity-achieving Spatially Coupled Sparse Superposition Codes with AMP Decoding

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    Sparse superposition codes, also referred to as sparse regression codes (SPARCs), are a class of codes for efficient communication over the AWGN channel at rates approaching the channel capacity. In a standard SPARC, codewords are sparse linear combinations of columns of an i.i.d. Gaussian design matrix, while in a spatially coupled SPARC the design matrix has a block-wise structure, where the variance of the Gaussian entries can be varied across blocks. A well-designed spatial coupling structure can significantly enhance the error performance of iterative decoding algorithms such as Approximate Message Passing (AMP). In this paper, we obtain a non-asymptotic bound on the probability of error of spatially coupled SPARCs with AMP decoding. Applying this bound to a simple band-diagonal design matrix, we prove that spatially coupled SPARCs with AMP decoding achieve the capacity of the AWGN channel. The bound also highlights how the decay of error probability depends on each design parameter of the spatially coupled SPARC. An attractive feature of AMP decoding is that its asymptotic mean squared error (MSE) can be predicted via a deterministic recursion called state evolution. Our result provides the first proof that the MSE concentrates on the state evolution prediction for spatially coupled designs. Combined with the state evolution prediction, this result implies that spatially coupled SPARCs with the proposed band-diagonal design are capacity-achieving. Using the proof technique used to establish the main result, we also obtain a concentration inequality for the MSE of AMP applied to compressed sensing with spatially coupled design matrices. Finally, we provide numerical simulation results that demonstrate the finite length error performance of spatially coupled SPARCs. The performance is compared with coded modulation schemes that use LDPC codes from the DVB-S2 standard

    Instrumentation of a high-sensitivity microwave vector detection system for low-temperature applications

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    We present the design and the circuit details of a high-sensitivity microwave vector detection system, which is aiming for studying the low-dimensional electron system embedded in the slots of a coplanar waveguide at low temperatures. The coplanar waveguide sample is placed inside a phase-locked loop; the phase change of the sample may cause a corresponding change in the operation frequency, which can be measured precisely. We also employ a double-pulse modulation on the microwave signals, which comprises a fast pulse modulation for gated averaging and a slow pulse modulation for lock-in detection. In measurements on real samples at low temperatures, this system provides much better resolutions in both amplitude and phase than most of the conventional vector analyzers at power levels below -65 dBm.Comment: 7 pages, 11 figures, 1 table, lette

    The radial distribution function for a dense system /

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    Importance and performance analysis on the investor’s choice of an offshore mutual fund and a bank channel in Taiwan

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    Investors in Taiwan prefer to invest in offshore funds, and they are good customers in the eyes of the world's major fund companies. Funds are competing these investors through these 3,400 bank branches. Literature has indicated comprehensive selection criteria when investors choosing a fund, yet no study revealed the gap between what investors’ expected and experienced. The current study conducted a survey among these investors with importance-performance analysis (IPA) to fill this gap. There were two parts in the questionnaire, first part was drawn from literature to measure funds, and the second part was summarized from several depth interviews based on SERVQUAL with senior investors. 240 valid responses from current fund investors. The factors investor’s preference in evaluating a fund may be different in terms of residence areas and age. Perceived importance of fund selection criteria is not significantly different in terms of gender, education, marriage, and income levels. Test results indicated that “investment performance record”, “management fees” and “additional features” of fund, and the “sympathy” dimension of bank should be first improved by either fund or bank company respectively
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