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Transmission of signals, whether on-chip or off-chip, places severe constraints on timing and extracts a large price in energy. New silicon device technologies, such as back-plane CMOS, provide a programmable and adaptable threshold voltage as an additional tool that can be used for low power design. We show that one particularly desirable use of this freedom is energy-efficient high-speed transmission across long interconnects using multi-valued encoding. Our multi-valued CMOS circuits take advantage of the threshold voltage control of the transistors, by using the signal-voltage-to-threshold-voltage span, in order to make area-efficient implementations of 4-PAM (pulse amplitude modulation) transceivers operating at high speed. In a comparison of a variety of published technologies, for signal transmission with interconnects of 10-15 mm length, we show up to 50% improvement in energy for on-chip signal transmission over binary encoding together with higher limits for operating speeds without a penalty in circuit noise margin. 相似文献
35.
Statistical Inference with Fractional Brownian Motion 总被引:3,自引:1,他引:2
Kukush Alexander Mishura Yulia Valkeila Esko 《Statistical Inference for Stochastic Processes》2005,8(1):71-93
We give a test between two complex hypothesis; namely we test whether a fractional Brownian motion (fBm) has a linear trend against a certain non-linear trend. We study some related questions, like goodness-of-fit test and volatility estimation in these models. 相似文献
36.
The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
37.
Dominique Fourdrinier William E. Strawderman 《Annals of the Institute of Statistical Mathematics》2003,55(4):803-816
We consider estimation of loss for generalized Bayes or pseudo-Bayes estimators of a multivariate normal mean vector, θ. In
3 and higher dimensions, the MLEX is UMVUE and minimax but is inadmissible. It is dominated by the James-Stein estimator and by many others. Johnstone (1988,
On inadmissibility of some unbiased estimates of loss,Statistical Decision Theory and Related Topics, IV (eds. S. S. Gupta and J. O. Berger), Vol. 1, 361–379, Springer, New York) considered the estimation of loss for the usual
estimatorX and the James-Stein estimator. He found improvements over the Stein unbiased estimator of risk. In this paper, for a generalized
Bayes point estimator of θ, we compare generalized Bayes estimators to unbiased estimators of loss. We find, somewhat surprisingly,
that the unbiased estimator often dominates the corresponding generalized Bayes estimator of loss for priors which give minimax
estimators in the original point estimation problem. In particular, we give a class of priors for which the generalized Bayes
estimator of θ is admissible and minimax but for which the unbiased estimator of loss dominates the generalized Bayes estimator
of loss. We also give a general inadmissibility result for a generalized Bayes estimator of loss.
Research supported by NSF Grant DMS-97-04524. 相似文献
38.
C. H. Hesse 《Statistical Inference for Stochastic Processes》2007,10(1):75-95
In this work the Cauchy problem for the one-dimensional heat equation is considered. In contrast to existing literature it
is assumed that the initial state f is unknown and that information regarding f is obtained by some process of measurement. To enhance realism, both measurement errors and missing data are allowed for.
Under assumptions on f in the Fourier-domain first an approximation to f is derived from the data by means of a novel uncertainty principle. Then, it is studied how this perturbation in the initial
state propagates with time.
相似文献
39.
Lihong Wang 《Annals of the Institute of Statistical Mathematics》2004,56(2):251-264
The purpose of this paper is to investigate the asymptotic properties of the least squares estimates (L
2-estimates) and the least absolute deviation estimates (L
1-estimates) of the parameters of a nonlinear regression model subject to a set of equality and inequality restrictions, which
has a long-range dependent stationary process as its stochastic errors. Then we will compare the asymptotic relative efficiencies
of the above estimators. 相似文献
40.
Sebastián López Gustavo M. Callicó Félix Tobajas Valentín de Armas José F. López Roberto Sarmiento 《ETRI Journal》2008,30(6):862-864
This letter presents a novel approach for organizing computational resources into groups within H.264/AVC motion estimation architectures, leading to reductions of up to 75% in the equivalent gate count with respect to state‐of‐the‐art designs. 相似文献