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Modern extreme value statistics for Utopian extremes

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arXiv 2023年

作者： Richards, Jordan Alotaibi, Noura Cisneros, Daniela Gong, Yan Guerrero, Matheus B. Redondo, Paolo Shao, Xuanjie School of Mathematics University of Edinburgh United Kingdom Statistics Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal Saudi Arabia Harvard School of Public Health BostonMA United States Department of Mathematics California State University FullertonCA United States

Capturing the extremal behaviour of data often requires bespoke marginal and dependence models which are grounded in rigorous asymptotic theory, and hence provide reliable extrapolation into the upper tails of the data-generating distribution. We present a toolbox of four methodological frameworks, motivated by modern extreme value theory, that can be used to accurately estimate extreme exceedance probabilities or the corresponding level in either a univariate or multivariate setting. Our frameworks were used to facilitate the winning contribution of Team Yalla to the EVA (2023) Conference Data Challenge, which was organised for the 13th International Conference on Extreme Value Analysis. This competition comprised seven teams competing across four separate sub-challenges, with each requiring the modelling of data simulated from known, yet highly complex, statistical distributions, and extrapolation far beyond the range of the available samples in order to predict probabilities of extreme events. Data were constructed to be representative of real environmental data, sampled from the fantasy country of "Utopia". © 2023, CC BY.

关键词： Extrapolation

Temperature-dependent THz transients emitted by optically excited FeNi/Pt spintronic emitters

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Temperature-dependent THz transients emitted by optically ex...

International Conference on Infrared and Millimeter Waves

作者： Jing Cheng Daniel E. Bürgler Roman Adam Ivan Komissarov Debamitra Chaktraborty Genyu Chen Roman Sobolewski Materials Science Program University of Rochester Rochester New York USA Laboratory for Laser Energetics University of Rochester Rochester New York USA Research Centre Jülich Peter Grünberg Institute Jülich Germany Department of Electrical and Computer Engineering University of Rochester Rochester New York USA

We conducted a study on the temperature dependence of THz transients emitted from FeNi/Pt spintronic emitters excited by femtosecond optical pulses. The results indicate that the emitted THz radiation strength is governed by the temperature-dependent magnetization changes within the FeNi layer system. We observed a very good agreement between the magnetization and THz amplitude temperature dependences below the 0.8 T/Tc ratio. Our findings highlight the importance of considering temperature effects in THz spintronic emitters for improving their signal strength and efficiency.

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Snapshot hyperspectral imaging using a random phase mask and spectral filter array

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Snapshot hyperspectral imaging using a random phase mask and...

Computational Optical Sensing and Imaging, COSI 2020 - Part of Imaging and Applied Optics Congress 2020

作者： Monakhova, Kristina Yanny, Kyrollos Waller, Laura Department of Electrical Engineering and Computer Sciences University of California Berkeley United States UCB/UCSF Joint Graduate Program in Bioengineering University of California Berkeley United States

We introduce a snapshot hyperspectral imager that uses a random phase mask, repeated spectral filter array, and compressive recovery to achieve high spatial and spectral resolution in a small form factor. © 2020 ... 详细信息

ISBN: (纸本)9781557528209

关键词： Hyperspectral imaging

Time-domain methods for quantifying dynamic cerebral blood flow autoregulation: Review and recommendations. A white paper from the Cerebrovascular Research Network (CARNet)

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Journal of Cerebral Blood Flow and Metabolism 2024年第9期44卷 1480-1514页

作者： Kostoglou, Kyriaki Bello-Robles, Felipe Brassard, Patrice Chacon, Max Claassen, Jurgen AHR Czosnyka, Marek Elting, Jan-Willem Hu, Kun Labrecque, Lawrence Liu, Jia Marmarelis, Vasilis Z Payne, Stephen J Shin, Dae Cheol Simpson, David Smirl, Jonathan Panerai, Ronney B Mitsis, Georgios D Department of Electrical and Computer Engineering McGill University Montreal QC Canada Institute of Neural Engineering Graz University of Technology Graz Austria Departamento de Ingeniería Informática Universidad de Santiago de Chile Santiago Chile Department of Kinesiology Faculty of Medicine Université Laval QC Canada Research Center of the Institut universitaire de cardiologie et de pneumologie de Québec Quebec QC Canada Department of Geriatrics Radboud University Medical Center Research Institute for Medical Innovation and Donders Institute Nijmegen Netherlands Cerebral Haemodynamics in Ageing and Stroke Medicine (CHiASM) Department of Cardiovascular Sciences University of Leicester Leicester United Kingdom Department of Clinical Neurosciences Neurosurgery Department University of Cambridge Cambridge United Kingdom Department of Neurology and Clinical Neurophysiology University Medical Center Groningen Groningen Netherlands Medical Biodynamics Program Division of Sleep and Circadian Disorders Brigham and Women's Hospital Harvard Medical School Boston MA United States Division of Sleep Medicine Harvard Medical School Boston MA United States Laboratory for Engineering and Scientific Computing Institute of Advanced Computing and Digital Engineering Shenzhen Institute of Advanced Technology Chinese Academy of Sciences Guangdong Shenzhen China Department Biomedical Engineering Viterbi School of Engineering University of Southern California Los Angeles CA United States Institute of Applied Mechanics National Taiwan University Taipei Taiwan Institute of Sound and Vibration Research University of Southampton Southampton United Kingdom Cerebrovascular Concussion Laboratory Faculty of Kinesiology University of Calgary Calgary AB Canada Sport Injury Prevention Research Centre Faculty of Kinesiology University of Calgary Calgary AB Canada Hotchkiss Brain Institute University of Calgary Calgary AB Canada NIHR Leicester Biomedical Research Centre Bri

Cerebral Autoregulation (CA) is an important physiological mechanism stabilizing cerebral blood flow (CBF) in response to changes in cerebral perfusion pressure (CPP). By maintaining an adequate, relatively constant supply of blood flow, CA plays a critical role in brain function. Quantifying CA under different physiological and pathological states is crucial for understanding its implications. This knowledge may serve as a foundation for informed clinical decision-making, particularly in cases where CA may become impaired. The quantification of CA functionality typically involves constructing models that capture the relationship between CPP (or arterial blood pressure) and experimental measures of CBF. Besides describing normal CA function, these models provide a means to detect possible deviations from the latter. In this context, a recent white paper from the Cerebrovascular Research Network focused on Transfer Function Analysis (TFA), which obtains frequency domain estimates of dynamic CA. In the present paper, we consider the use of time-domain techniques as an alternative approach. Due to their increased flexibility, time-domain methods enable the mitigation of measurement/physiological noise and the incorporation of nonlinearities and time variations in CA dynamics. Here, we provide practical recommendations and guidelines to support researchers and clinicians in effectively utilizing these techniques to study CA. © The Author(s) 2024.

关键词： CARNet cerebral autoregulation cerebral blood flow time-domain methods white paper

Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications

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arXiv 2024年

作者： Iguchi, Yuga Jasra, Ajay Maama, Mohamed Beskos, Alexandros Department of Statistical Science University College London LondonWC1E 6BT United Kingdom School of Data Science The Chinese University of Hong Kong Shenzhen China Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia

In this paper we present a new antithetic multilevel Monte Carlo (MLMC) method for the estimation of expectations with respect to laws of diffusion processes that can be elliptic or hypo-elliptic. In particular, we consider the case where one has to resort to time discretization of the diffusion and numerical simulation of such schemes. Motivated by recent developments, we introduce a new MLMC estimator of expectations, which does not require simulation of intractable Lévy areas but has a weak error of order 2 and achieves the optimal computational complexity. We then show how this approach can be used in the context of the filtering problem associated to partially observed diffusions with discrete time observations. We illustrate with numerical simulations that our new approaches provide efficiency gains for several problems relative to some existing methods. © 2024, CC BY.

关键词： Diffusion

A weighted multivariate fuzzy time series method for multiple output high-dimensional time series forecasting in IoT applications

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A weighted multivariate fuzzy time series method for multipl...

Latin America Congress on Computational Intelligence (LA-CCI)

作者： Hugo Vinicius Bitencourt Patrícia de Oliveira Lucas Omid Orang Petrônio Silva Frederico Gadelha Guimarães Graduate Program in Electrical Engineering Universidade Federal de Minas Gerais Belo Horizonte MG Brazil Instituto Federal do Norte de Minas Gerais Salinas MG Brazil Department of Computer Science Universidade Federal de Minas Gerais Belo Horizonte MG Brazil Instituto Federal do Norte de Minas Gerais Januária MG Brazil

ISBN: (数字)9798350374575

ISBN: (纸本)9798350374582

In Internet of Things (IoT) applications, data flows are continuous streams of high-dimensional time series that aggregate various data sources. In this context, decision-making processes frequently encompass multiple factors and criteria that demand forecasting these time series. This paper introduces MO-WMVFTS, a novel multiple-input multiple-output (MIMO) fuzzy time series (FTS) method for tackling this complex scenario. MO-WMVFTS is a hybrid forecasting method that fuses weighted multivariate FTS (WMVFTS) with embedding transformations, designed for IoT applications. To assess the performance of the proposed method, it was applied to the prediction of energy consumption in smart homes and air quality in smart cities. Here, three real-world datasets are used to assess the validity of our proposed approach, and the results obtained are highly competitive when compared to other existing methods.

关键词： Smart buildings Smart cities Soft sensors Time series analysis Smart homes Predictive models Internet of Things Forecasting Streams MIMO communication

Quality Improvements in the electrical Design of Typical DC-DC Electronic Power Converter for High-Voltage Applications

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Quality Improvements in the Electrical Design of Typical DC-...

International Conference on engineering and Emerging Technologies (ICEET)

作者： King Harold A. Recto Miguel T. Escoto Noel B. Hernandez Department of Electronics Computer and Communications Engineering Ateneo de Manila University Quezon City Philippines Electrical and Electronics Engineering Institute University of the Philippines Diliman Quezon City Philippines Post-doctoral Program in Quality Management of the Graduate School Centro Escolar University Manila Philippines

ISBN: (纸本)9781665491075

The green transition has brought about a worldwide-shift to the use of renewables as alternative energy sources. Because of this, high voltage DC has been a field of interest in power electronics due to its capability in efficiently transmitting power to reach remote areas. Typical DC-DC electronic power converter design has the capability of boosting voltage level to a certain extent but not enough for high-voltage applications. Using the DMAIC Approach of the Six Sigma, quality improvements in the design was proposed to stabilize operating frequency, bring up the output voltage from 100 VDC to 4,000 VDC and provide at least 10% margin of error in the apparent power measured at the output side to offset inherent losses in the electrical design. These proposed quality improvements were sustained by designing a control circuit that would ensure the attainment of the parameters set in the Define Phase of the DMAIC Approach. The result of the study is a practical 12 VDC to 4,000 VDC boost converter design that has incorporated all the proposed quality improvements.

关键词： Renewable energy sources Voltage measurement Power measurement Measurement uncertainty Green products High-voltage techniques Loss measurement

Combining Experimental and Observational Data for Identification and Estimation of Long-Term Causal Effects

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arXiv 2022年

作者： Ghassami, AmirEmad Yang, Alan Richardson, David Shpitser, Ilya Tchetgen, Eric Tchetgen Department of Computer Science Johns Hopkins University United States Department of Electrical Engineering Stanford University United States Department of Environmental and Occupational Health Program in Public Health University of California Irvine United States Department of Statistics and Data Science The Wharton School University of Pennsylvania United States

We consider the task of identifying and estimating the causal effect of a treatment variable on a long-term outcome variable using data from an observational domain and an experimental domain. The observational domain is subject to unobserved confounding. Furthermore, subjects in the experiment are only followed for a short period of time;hence, long-term effects of treatment are unobserved but short-term effects will be observed. Therefore, data from neither domain alone suffices for causal inference about the effect of the treatment on the long-term outcome, and must be pooled in a principled way, instead. Athey et al. (2020) proposed a method for systematically combining such data for identifying the downstream causal effect in view. Their approach is based on the assumptions of internal and external validity of the experimental data, and an extra novel assumption called latent unconfoundedness. In this paper, we first review their proposed approach, and then we propose three alternative approaches for data fusion for the purpose of identifying and estimating average treatment effect as well as the effect of treatment on the treated. Our first approach is based on assuming equi-confounding bias for the short-term and long-term outcomes. Our second approach is based on a relaxed version of the equi-confounding bias assumption, where we assume the existence of an observed confounder such that the short-term and long-term potential outcome variables have the same partial additive association with that confounder. Our third approach is based on the proximal causal inference framework, in which we assume the existence of an extra variable in the system which is a proxy of the latent confounder of the treatment-outcome relation. We propose influence function-based estimation strategies for each of our data fusion frameworks and study the robustness properties of the proposed estimators. © 2022, CC BY.

关键词： Data fusion

Bayesian quantum phase estimation with fixed photon states

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arXiv 2023年

作者： Zhou, Boyu Guha, Saikat Gagatsos, Christos N. Department of Physics The University of Arizona 1118 E 4th St TucsonAZ85721 United States Department of Electrical and Computer Engineering University of Maryland 2410 A.V. Williams Building College ParkMD20742 United States Wyant College of Optical Sciences The University of Arizona 1630 E University Blvd TucsonAZ85721 United States Department of Electrical and Computer Engineering The University of Arizona 1230 E Speedway Blvd TucsonAZ85721 United States Program in Applied Mathematics The University of Arizona 617 N. Santa Rita TucsonAZ85721 United States

We consider a two-mode bosonic state with fixed photon number n ∈ N, whose upper and lower modes pick up a phase and − respectively. We compute the optimal Fock coefficients of the input state, such that the mean square error (MSE) for estimating is minimized while the minimum MSE is always attainable by a measurement. Our setting is Bayesian, i.e., we consider to be a random variable that follows a prior probability distribution function (PDF). Initially, we consider the flat prior PDF and we discuss the well-known fact that the MSE is not an informative tool for estimating a phase when the variance of the prior PDF is large. Therefore, we move on to study truncated versions of the flat prior in both single-shot and adaptive approaches. For our adaptive technique we consider n = 1 and truncated prior PDFs. Each subsequent step utilizes as prior PDF the posterior probability of the previous step and at the same time we update the optimal state and optimal measurement. Copyright © 2023, The Authors. All rights reserved.

关键词： Distribution functions