1,940 research outputs found
From nominal to true a posteriori probabilities: an exact Bayesian theorem based probabilistic data association approach for iterative MIMO detection and decoding
No full textIt was conventionally regarded that the existing probabilistic data association (PDA) algorithms output the estimated symbol-wise a posteriori probabilities (APPs) as soft information. In this paper, however, we demonstrate that these probabilities are not the true APPs in the rigorous mathematicasense, but a type of nominal APPs, which are unsuitable for the classic architecture of iterative detection and decoding (IDD) aided receivers. To circumvent this predicament, we propose an exact Bayesian theorem based logarithmic domain PDA (EB-Log-PDA) method, whose output has similar characteristics to the true APPs, and hence it is readily applicable to the classic IDD architecture of multiple-input multiple-output (MIMO) systems using the general M-ary modulation. Furthermore, we investigate the impact of the PDA algorithms' inner iteration on the design of PDA-aided IDD receivers. We demonstrate that introducing inner iterations into PDAs, which is common practice in PDA-aided uncoded MIMO systems, would actually degrade the IDD receiver's performance, despite significantly increasing the overall computational complexity of the IDD receiver. Finally, we investigate the relationship between the extrinsic log-likelihood ratio (LLRs) of the proposed EB-Log-PDA and of the approximate Bayesian theorem based logarithmic domain PDA (AB-Log-PDA) reported in our previous work. We also show that the IDD scheme employing the EB-Log-PDA without incorporating any inner PDA iterations has an achievable performance close to that of the optimal maximum a posteriori (MAP) detector based IDD receiver, while imposing a significantly lower computational complexity in the scenarios considered
Chinese ecological thought and practices
No full textSpeakers (30 mins each): HUANG Ping (Chinese Institute of Hong Kong, China) WEN Tiejun (Peking University, China) DAI Jinhua (Peking University, China) WANG Hui (Tsinghua University, China
Quantitative Statistical Robustness for Tail-Dependent Law Invariant Risk Measures
Full text linkWhen estimating the risk of a financial position with empirical data or Monte Carlo simulations via a tail-dependent law invariant risk measure such as the Conditional Value-at-Risk (CVaR), it is important to ensure the robustness of the plug-in estimator particularly when the data contain noise. Krätschmer et al. [Comparative and qualitative robustness for law invariant risk measures. Financ. Stoch., 2014, 18, 271–295.] propose a new framework to examine the qualitative robustness of such estimators for the tail-dependent law invariant risk measures on Orlicz spaces, which is a step further from an earlier work by Cont et al. [Robustness and sensitivity analysis of risk measurement procedures. Quant. Finance, 2010, 10, 593–606] for studying the robustness of risk measurement procedures. In this paper, we follow this stream of research to propose a quantitative approach for verifying the statistical robustness of tail-dependent law invariant risk measures. A distinct feature of our approach is that we use the Fortet–Mourier metric to quantify variation of the true underlying probability measure in the analysis of the discrepancy between the law of the plug-in estimator of the risk measure based on the true data and the one based on perturbed data. This approach enables us to derive an explicit error bound for the discrepancy when the risk functional is Lipschitz continuous over a class of admissible sets. Moreover, the newly introduced notion of Lipschitz continuity allows us to examine the degree of robustness for tail-dependent risk measures. Finally, we apply our quantitative approach to some well-known risk measures to illustrate our results and give an example of the tightness of the proposed error bound
Supplemental Material - Platelet-derived growth factor AA-modified electrospun fibers promote tendon healing
No full textSupplemental Material for Platelet-derived growth factor AA-modified electrospun fibers promote tendon healing by Linyou Wang, Tiejun Yang, Li Ding, Xiao Ye and Liang Wu in Journal of Biomaterials Applications</p
Observing giant panda habitat and forage abundance from space
No full textGiant pandas are obligate bamboo grazers. The bamboos favoured by giant pandas are typical forest understorey plants. Therefore, the availability and abundance of understorey bamboo is a key factor in determining the quantity and quality of giant panda food resources. However, there is little or no information about the spatial distribution or abundance of bamboo underneath the forest canopy, due to the limitations of traditional ground survey and remote sensing classification techniques. In this regard, the development of methods that can predict the understorey bamboo spatial distribution and cover abundance is critical for an improved understanding of the habitat, foraging behaviour and distribution of giant pandas, as well as facilitating an optimal conservation strategy for this endangered species. The objectives of this study were to develop innovative methods in remote sensing and GIS for estimating the giant panda habitat and forage abundance, and to explain the altitudinal migration and the spatial distribution of giant pandas in the fragmented forest landscape. It was concluded that 1) the vegetation indices derived from winter (leaf-off) satellite images can be successfully used to predict the distribution of evergreen understorey bamboo in a deciduous-dominated forest, 2) winter is the optimal season for quantifying the coverage of evergreen understorey bamboo in a mixed temperate forest, regardless of the classification methods used, 3) a higher mapping accuracy for understorey bamboo in a coniferous-dominated forest can be achieved by using an integrated neural network and expert system algorithm, 4) the altitudinal migration patterns of sympatric giant pandas and golden takins are related to satellite-derived plant phenology (a surrogate of food quality) and bamboo abundance (a surrogate of food quantity), 5) the driving force behind the seasonal vertical migration of giant pandas is the occurrence of bamboo shoots and the temperature variation along an altitudinal gradient, 6) the satellite-derived forest patches occupied by giant pandas were significantly larger and more contiguous than patches where giant pandas were not recorded, indicating that giant pandas appear sensitive to patch size and isolation effects associated with forest fragmentation. Overall, the study has been shown the potential of satellite remote sensing to map giant panda habitat and forage (i.e., understorey bamboo) abundance. The results are important for understanding the foraging behaviour and the spatial distribution of giant pandas, as well as the evaluation and modelling of giant panda habitat in order to guide decision-making on giant panda conservation. <br/
Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
No full textIn this paper, we propose a novel multivariate shortfall risk measure to evaluate the systemic risk of a financial system, where the allocation weight is scenario-dependent and optimally chosen from a predetermined feasible set, and examine its properties such as (quasi-)convexity and translation invariance. To compute the proposed risk measure, we reformulate it as a two-stage stochastic program. When the underlying risk is discretely distributed, the second-stage program is a finite convex program while for the continuous case, is a semi-infinite program. To tackle the latter, we use the polynomial decision rule to approximate it and reformulate it as a tractable optimization program via the standard sums-of-squares techniques. Some convergence results are established for the approximation scheme. Moreover, we apply the proposed risk measure to the risk capital allocation problem and introduce the scenario-dependent allocation strategy. In contrast to the existing allocation methods, the new approach considers losses of all scenarios and minimizes the systemic risk. We then carry out some numerical tests on the proposed model and computational schemes for a continuous system, a discrete system, and a risk capital allocation problem in life insurance. The results show that our allocation strategy performs better than the Euler allocation rule based on the expected shortfall and the method by Armenti et al., 2018, and is robust to the (un-)systemic changes of the considered dataset. Finally, we extend our model by incorporating the cost of risk capital and investigate its impact on the optimal total amount of risk capital.</p
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China Today: Economy and Politics
Full text linkWen Tiejun, the School of Agriculture and Rural Development at Renmin University, talked about economic and agricultural policies in China. The accompanying audio file provides the complete recording and audience discussion of the talk given by the author. Those who download the audio file must have their own software for playing and listening
Closing ceremony
No full textModerator: LAU Kin Chi (Lingnan University, China)
Speakers: Paulo NAKATANI (Federal University of Espírito Santo, Brazil) Firoze MANJI (Daraja Press, Canada/Kenya) WANG Hui (Tsinghua University, China) WEN Tiejun (Southwest University, China) DAI Jinhua (Peking University, China) YAN Xiaohui (Lingnan University, China) SIT Tsui Jade Margaret (Southwest University, China) LAU Kin Chi (Lingnan University, China
Unified bit-based probabilistic data association aided MIMO detection for high-order QAM constellations
Full text linkA unified Bit-based Probabilistic Data Association (B-PDA) detection approach is proposed for Multiple-Input Multiple-Output (MIMO) systems employing high-order rectangular Quadrature Amplitude Modulation (QAM). The new approach transforms the symbol detection process of QAM to a bit-based process by introducing a Unified Matrix Representation (UMR) of QAM. Both linear natural and nonlinear binary reflected Gray bit-to-symbol mappings are considered. With the aid of simulation results, we demonstrate that the linear natural mapping based B-PDA approach typically attained an improved detection performance (measured in terms of both Bit Error Ratio (BER) and Symbol Error Ratio (SER)) in comparison to the conventional symbol-based PDA aided MIMO detector, despite its dramatically reduced computational complexity. The only exception is that at low SNRs, the linear natural mapping based B-PDA is slightly inferior in terms of its BER to the conventional symbol-based PDA using binary reflected Gray mapping. Furthermore, the simulation results show that the linear natural mapping based B-PDA MIMO detector may approach the best-case performance provided by the nonlinear binary reflected Gray mapping based B-PDA MIMO detector under ideal conditions. Additionally, the implementation of the B-PDA MIMO detector is shown to be much simpler in the case of the linear natural mapping. Based on these two points, we conclude that in the context of the uncoded B-PDA MIMO detector it is preferable to use the linear natural bit-to-symbol mapping, rather than the nonlinear Gray mapping
Energy-based disturbance attenuation excitation control of differential algebraic power systems
No full textUsing an energy-based method, this paper investigates the L 2 disturbance attenuation excitation control of multimachine power system connected with constant power loads. First, a general result is presented for the L 2 disturbance attenuation control of nonlinear differential algebraic systems with dissipative Hamiltonian realization. Then, pre-feedback is employed to transform the power system into a dissipative Hamiltonian form. Based on this, a decentralized L 2 excitation control scheme is proposed to improve the transient stability of the system. Simulation results demonstrate the effectiveness of the controller
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