Bayesian Posteriors Without Bayes' Theorem

The classical Bayesian posterior arises naturally as the unique solution of several different optimization problems, without the necessity of interpreting data as conditional probabilities and then using Bayes' Theorem. For example, the classical Bayesian posterior is the unique posterior that minimizes the loss of Shannon information in combining the prior and the likelihood distributions. These results, direct corollaries of recent results about conflations of probability distributions, reinforce the use of Bayesian posteriors, and may help partially reconcile some of the differences between classical and Bayesian statistics.Comment: 6 pages, no figure

How Robust is Robust Control in the Time Domain?

By applying robust control the decision maker wants to make good decisions when his model is only a good approximation of the true one. Such decisions are said to be robust to model misspecification. In this paper it is shown that both a “probabilistically sophisticated” and a non-“probabilistically sophisticated” decision maker applying robust control in the time domain are indeed assuming a very special kind of “misspecification of the approximating model.” This is true when unstructured uncertainty à la Hansen and Sargent is used or when uncertainty is related to unknown structural parameters of the modelLinear quadratic tracking problem, optimal control, robust control, time-varying parameters

Equilibrium analysis of cellular neural networks

Cellular neural networks are dynamical systems, described by a large set of coupled nonlinear differential equations. The equilibrium point analysis is an important step for understanding the global dynamics and for providing design rules. We yield a set of sufficient conditions (and a simple algorithm for checking them) ensuring the existence of at least one stable equilibrium point. Such conditions give rise to simple constraints, that extend the class of CNN, for which the existence of a stable equilibrium point is rigorously proved. In addition, they are suitable for design and easy to check, because they are directly expressed in term of the template elements

Empirical assessment of VoIP overload detection tests

The control of communication networks critically relies on procedures capable of detecting unanticipated load changes. In this paper we explore such techniques, in a setting in which each connection consumes roughly the same amount of bandwidth (with VoIP as a leading example). We focus on large-deviations based techniques developed earlier in that monitor the number of connections present, and that issue an alarm when this number abruptly changes. The procedures proposed in are demonstrated by using real traces from an operational environment. Our experiments show that our detection procedure is capable of adequately identifying load changes