Power Envelope Research Articles

Performance Analysis of Silicon Carbide Composite Clad Uranium Carbide Fuel for a Long-Life Gas-Cooled Fast Reactor Under Normal Operation—Part II: Modeling and Simulation

Fuel performance analysis was conducted for silicon carbide (SiC) composite clad uranium carbide (UC) fuel of a 500-MW(thermal) gas-cooled fast reactor, specifically the energy multiplier module (EM2) under normal operation. The analysis consists of two parts: Part I includes a description of design bases and criteria, fuel element design specifications, and material properties and models, while Part II (this paper) includes the fuel modeling approach, computer code, and the fuel design evaluation. In Part II, the FRAPCON-4.0 code was updated to include material properties and models of UC fuel, SiC composite cladding, and helium coolant, and named FRAPCON-4.0GA. The analysis was performed using the hot rod power envelope and burnup history. The results show that the present design of the EM2 fuel element has ample margin to melting owing to the high thermal conductivity of the UC fuel and annular pellet configuration. The operating temperature of the fuel element also minimizes the radiation-induced deformation of the SiC composite cladding. The simulation results show that the hoop stress of the cladding is below its tensile stress limit, i.e., one-third of ultimate tensile stress, while the cladding hoop strain limit is reached at 22.5 year, which is less than its design life of 32 years. However, sensitivity calculations of the swelling rate and design parameters indicate that it is feasible to reduce the cladding hoop strain by accommodating the fuel swelling into the open pore. Considering uncertainties associated with the material properties and models, it is highly recommended to experimentally verify the UC swelling and SiC composite creep, which are critical properties in analyzing the long-life fuel behavior.

An Electroencephalography Connectomic Profile of Posttraumatic Stress Disorder.

The authors sought to identify brain regions whose frequency-specific, orthogonalized resting-state EEG power envelope connectivity differs between combat veterans with posttraumatic stress disorder (PTSD) and healthy combat-exposed veterans, and to determine the behavioral correlates of connectomic differences. The authors first conducted a connectivity method validation study in healthy control subjects (N=36). They then conducted a two-site case-control study of veterans with and without PTSD who were deployed to Iraq and/or Afghanistan. Healthy individuals (N=95) and those meeting full or subthreshold criteria for PTSD (N=106) underwent 64-channel resting EEG (eyes open and closed), which was then source-localized and orthogonalized to mitigate effects of volume conduction. Correlation coefficients between band-limited source-space power envelopes of different regions of interest were then calculated and corrected for multiple comparisons. Post hoc correlations of connectomic abnormalities with clinical features and performance on cognitive tasks were conducted to investigate the relevance of the dysconnectivity findings. Seventy-four brain region connections were significantly reduced in PTSD (all in the eyes-open condition and predominantly using the theta carrier frequency). Underconnectivity of the orbital and anterior middle frontal gyri were most prominent. Performance differences in the digit span task mapped onto connectivity between 25 of the 74 brain region pairs, including within-network connections in the dorsal attention, frontoparietal control, and ventral attention networks. Robust PTSD-related abnormalities were evident in theta-band source-space orthogonalized power envelope connectivity, which furthermore related to cognitive deficits in these patients. These findings establish a clinically relevant connectomic profile of PTSD using a tool that facilitates the lower-cost clinical translation of network connectivity research.

Comparing MEG and high-density EEG for intrinsic functional connectivity mapping

Magnetoencephalography (MEG) has been used in conjunction with resting-state functional connectivity (rsFC) based on band-limited power envelope correlation to study the intrinsic human brain network organization into resting-state networks (RSNs). However, the limited availability of current MEG systems hampers the clinical applications of electrophysiological rsFC. Here, we directly compared well-known RSNs as well as the whole-brain rsFC connectome together with its state dynamics, obtained from simultaneously-recorded MEG and high-density scalp electroencephalography (EEG) resting-state data. We also examined the impact of head model precision on EEG rsFC estimation, by comparing results obtained with boundary and finite element head models. Results showed that most RSN topographies obtained with MEG and EEG are similar, except for the fronto-parietal network. At the connectome level, sensitivity was lower to frontal rsFC and higher to parieto-occipital rsFC with MEG compared to EEG. This was mostly due to inhomogeneity of MEG sensor locations relative to the scalp and significant MEG-EEG differences disappeared when taking relative MEG-EEG sensor locations into account. The default-mode network was the only RSN requiring advanced head modeling in EEG, in which gray and white matter are distinguished. Importantly, comparison of rsFC state dynamics evidenced a poor correspondence between MEG and scalp EEG, suggesting sensitivity to different components of transient neural functional integration. This study therefore shows that the investigation of static rsFC based on the human brain connectome can be performed with scalp EEG in a similar way than with MEG, opening the avenue to widespread clinical applications of rsFC analyses.

Cortical Connectivity Moderators of Antidepressant vs Placebo Treatment Response in Major Depressive Disorder

Despite the widespread awareness of functional magnetic resonance imaging findings suggesting a role for cortical connectivity networks in treatment selection for major depressive disorder, its clinical utility remains limited. Recent methodological advances have revealed functional magnetic resonance imaging-like connectivity networks using electroencephalography (EEG), a tool more easily implemented in clinical practice. To determine whether EEG connectivity could reveal neural moderators of antidepressant treatment. In this nonprespecified secondary analysis, data were analyzed from the Establishing Moderators and Biosignatures of Antidepressant Response in Clinic Care study, a placebo-controlled, double-blinded randomized clinical trial. Recruitment began July 29, 2011, and was completed December 15, 2015. A random sample of 221 outpatients with depression aged 18 to 65 years who were not taking medication for depression was recruited and assessed at 4 clinical sites. Analysis was performed on an intent-to-treat basis. Statistical analysis was performed from November 16, 2018, to May 23, 2019. Patients received either the selective serotonin reuptake inhibitor sertraline hydrochloride or placebo for 8 weeks. Electroencephalographic orthogonalized power envelope connectivity analyses were applied to resting-state EEG data. Intent-to-treat prediction linear mixed models were used to determine which pretreatment connectivity patterns were associated with response to sertraline vs placebo. The primary clinical outcome was the total score on the 17-item Hamilton Rating Scale for Depression, administered at each study visit. Of the participants recruited, 9 withdrew after first dose owing to reported adverse effects, and 221 participants (150 women; mean [SD] age, 37.8 [12.7] years) underwent EEG recordings and had high-quality pretreatment EEG data. After correction for multiple comparisons, connectome-wide analyses revealed moderation by connections within and between widespread cortical regions-most prominently parietal-for both the antidepressant and placebo groups. Greater alpha-band and lower gamma-band connectivity predicted better placebo outcomes and worse antidepressant outcomes. Lower connectivity levels in these moderating connections were associated with higher levels of anhedonia. Connectivity features that moderate treatment response differentially by treatment group were distinct from connectivity features that change from baseline to 1 week into treatment. The group mean (SD) score on the 17-item Hamilton Rating Scale for Depression was 18.35 (4.58) at baseline and 26.14 (30.37) across all time points. These findings establish the utility of EEG-based network functional connectivity analyses for differentiating between responses to an antidepressant vs placebo. A role emerged for parietal cortical regions in predicting placebo outcome. From a treatment perspective, capitalizing on the therapeutic components leading to placebo response differentially from antidepressant response should provide an alternative direction toward establishing a placebo signature in clinical trials, thereby enhancing the signal detection in randomized clinical trials. ClinicalTrials.gov identifier: NCT01407094.

Using structural connectivity to augment community structure in EEG functional connectivity.

Recently, EEG recording techniques and source analysis have improved, making it feasible to tap into fast network dynamics. Yet, analyzing whole-cortex EEG signals in source space is not standard, partly because EEG suffers from volume conduction: Functional connectivity (FC) reflecting genuine functional relationships is impossible to disentangle from spurious FC introduced by volume conduction. Here, we investigate the relationship between white matter structural connectivity (SC) and large-scale network structure encoded in EEG-FC. We start by confirming that FC (power envelope correlations) is predicted by SC beyond the impact of Euclidean distance, in line with the assumption that SC mediates genuine FC. We then use information from white matter structural connectivity in order to smooth the EEG signal in the space spanned by graphs derived from SC. Thereby, FC between nearby, structurally connected brain regions increases while FC between nonconnected regions remains unchanged, resulting in an increase in genuine, SC-mediated FC. We analyze the induced changes in FC, assessing the resemblance between EEG-FC and volume-conduction- free fMRI-FC, and find that smoothing increases resemblance in terms of overall correlation and community structure. This result suggests that our method boosts genuine FC, an outcome that is of interest for many EEG network neuroscience questions.

Chaotic Clock Driven Cryptographic Chip: Towards a DPA Resistant AES Processor

Designing a tamper-resistant microchip for small embedded systems is one of the urgent demands of the computing community nowadays due to the immense security challenges arising particularly in massively connected networks. One of the major threats to secure smart card chips is the ability of Side Channel Attacks (SCA), such as Correlation Power Analysis (CPA) and Correlation Instantaneous Frequency Analysis (CIFA) to increase the vulnerability of the secured cipher text to attacks even when the state of the art Advanced Encryption Standard (AES) is used. In this paper we explore the possibility of using chaotic clocking to protect AES chips against CPA and CIFA attacks. Our findings reveal that chaotic clocks, although not random, can effectively provide this protection with a low power envelope. Chaotic clocks derived from two different chaotic systems were used for testing in order to confirm the findings. Two FPGA boards running AES were driven using these chaotic clocks in order to prove the applicability of the proposed security enhancement technique.

An Energy-Efficient CMOS Dual-Mode Array Architecture for High-Density ECoG-Based Brain-Machine Interfaces.

This article presents an energy-efficient electrocorticography (ECoG) array architecture for fully-implantable brain machine interface systems. A novel dual-mode analog signal processing method is introduced that extracts neural features from high- γ band (80-160Hz) at the early stages of signal acquisition. Initially, brain activity across the full-spectrum is momentarily observed to compute the feature weights in the digital back-end during full-band mode operation. Subsequently, these weights are fed back to the front-end and the system reverts to base-band mode to perform feature extraction. This approach utilizes a distinct optimized signal pathway based on power envelope extraction, resulting in 1.72× power reduction in the analog blocks and up to 50× potential power savings for digitization and processing (implemented off-chip in this article). A prototype incorporating a 32-channel ultra-low power signal acquisition front-end is fabricated in 180nm CMOS process with 0.8V supply. This chip consumes 1.05 μW (0.205 μW for feature extraction only) power and occupies 0.245[Formula: see text] die area per channel. The chip measurement shows better than 76.5-dB common-mode rejection ratio (CMRR), 4.09 noise efficiency factor (NEF), and 10.04 power efficiency factor (PEF). In-vivo human tests have been carried out with electroencephalography and ECoG signals to validate the performance and dual-mode operation in comparison to commercial acquisition systems.

Neural network design for energy-autonomous artificial intelligence applications using temporal encoding.

Neural networks (NNs) are steering a new generation of artificial intelligence (AI) applications at the micro-edge. Examples include wireless sensors, wearables and cybernetic systems that collect data and process them to support real-world decisions and controls. For energy autonomy, these applications are typically powered by energy harvesters. As harvesters and other power sources which provide energy autonomy inevitably have power variations, the circuits need to robustly operate over a dynamic power envelope. In other words, the NN hardware needs to be able to function correctly under unpredictable and variable supply voltages. In this paper, we propose a novel NN design approach using the principle of pulse width modulation (PWM). PWM signals represent information with their duty cycle values which may be made independent of the voltages and frequencies of the carrier signals. We design a PWM-based perceptron which can serve as the fundamental building block for NNs, by using an entirely new method of realizing arithmetic in the PWM domain. We analyse the proposed approach building from a 3 × 3 perceptron circuit to a complex multi-layer NN. Using handwritten character recognition as an exemplar of AI applications, we demonstrate the power elasticity, resilience and efficiency of the proposed NN design in the presence of functional and parametric variations including large voltage variations in the power supply. This article is part of the theme issue 'Harmonizing energy-autonomous computing and intelligence'.

Robust Real-Time Embedded EMG Recognition Framework Using Temporal Convolutional Networks on a Multicore IoT Processor.

Hand movement classification via surface electromyographic (sEMG) signal is a well-established approach for advanced Human-Computer Interaction. However, sEMG movement recognition has to deal with the long-term reliability of sEMG-based control, limited by the variability affecting the sEMG signal. Embedded solutions are affected by a recognition accuracy drop over time that makes them unsuitable for reliable gesture controller design. In this paper, we present a complete wearable-class embedded system for robust sEMG-based gesture recognition, based on Temporal Convolutional Networks (TCNs). Firstly, we developed a novel TCN topology (TEMPONet), and we tested our solution on a benchmark dataset (Ninapro), achieving 49.6% average accuracy, 7.8%, better than current State-Of-the-Art (SoA). Moreover, we designed an energy-efficient embedded platform based on GAP8, a novel 8-core IoT processor. Using our embedded platform, we collected a second 20-sessions dataset to validate the system on a setup which is representative of the final deployment. We obtain 93.7% average accuracy with the TCN, comparable with a SoA SVM approach (91.1%). Finally, we profiled the performance of the network implemented on GAP8 by using an 8-bit quantization strategy to fit the memory constraint of the processor. We reach a 4× lower memory footprint (460 kB) with a performance degradation of only 3% accuracy. We detailed the execution on the GAP8 platform, showing that the quantized network executes a single classification in 12.84ms with a power envelope of 0.9mJ, making it suitable for a long-lifetime wearable deployment.

Modulation of simultaneously collected hemodynamic and electrophysiological functional connectivity by ketamine and midazolam.

The pharmacological modulation of functional connectivity in the brain may underlie therapeutic efficacy for several neurological and psychiatric disorders. Functional magnetic resonance imaging (fMRI) provides a noninvasive method of assessing this modulation, however, the indirect nature of the blood‐oxygen level dependent signal restricts the discrimination of neural from physiological contributions. Here we followed two approaches to assess the validity of fMRI functional connectivity in developing drug biomarkers, using simultaneous electroencephalography (EEG)/fMRI in a placebo‐controlled, three‐way crossover design with ketamine and midazolam. First, we compared seven different preprocessing pipelines to determine their impact on the connectivity of common resting‐state networks. Independent components analysis (ICA)‐denoising resulted in stronger reductions in connectivity after ketamine, and weaker increases after midazolam, than pipelines employing physiological noise modelling or averaged signals from cerebrospinal fluid or white matter. This suggests that pipeline decisions should reflect a drug's unique noise structure, and if this is unknown then accepting possible signal loss when choosing extensive ICA denoising pipelines could engender more confidence in the remaining results. We then compared the temporal correlation structure of fMRI to that derived from two connectivity metrics of EEG, which provides a direct measure of neural activity. While electrophysiological estimates based on the power envelope were more closely aligned to BOLD signal connectivity than those based on phase consistency, no significant relationship between the change in electrophysiological and hemodynamic correlation structures was found, implying caution should be used when making cross‐modal comparisons of pharmacologically‐modulated functional connectivity.

High-Capacity FPGA Router for Satellite Backbone Network

Satellite backbone networks provide a viable means of establishing broadband connectivity for remote, sparsely populated areas. In addition, satellite communication systems are well suited for airborne, maritime, and disaster relief environments. Technologies for links are continuing to improve in performance and power efficiency, making onboard regeneration and routing feasible within spacecraft power envelope. In this article, we implement and analyze a spaceborne router design integrated on a field-programmable gate array (FPGA). FPGA provides a flexibility needed to circumvent space radiation effects on chip circuitry, as they can be reconfigured at runtime. We explored scalability of the high-end state-of-the art FPGA chip family, and its ability to support high bit-rate satellite links: 10 Gbps satellite-to-ground links and 100 Gbps intersatellite links. Through implementation and testing, we confirm that the current FPGA technology can support space routers with very high data throughput.

Heterogeneous Scheduling of Deep Neural Networks for Low-power Real-time Designs

Deep neural networks have become the readiest answer to a range of application challenges including image recognition, stock analysis, natural language processing, and biomedical applications such as seizure detection. All while outperforming prior leading solutions that relied heavily on hand-engineered techniques. However, deployment of these neural networks often requires high-computational and memory-intensive solutions. These requirements make it challenging to deploy Deep Neural Networks (DNNs) in embedded, real-time low-power applications where classic architectures, GPUs and CPUs, still impose significant power burden. Systems-on-Chip (SoC) with Field-programmable Gate Arrays (FPGAs) can be used to improve performance and allow more fine-grain control of resources than CPUs or GPUs, but it is difficult to find the optimal balance between hardware and software to improve DNN efficiency. In the current research literature there have been few proposed solutions to address optimizing hardware and software deployments of DNNs in embedded low-power systems. To address the computation resource restriction and low-power needs for deploying these networks, we describe and implement a domain-specific metric model for optimizing task deployment on differing platforms, hardware and software. Next, we propose a DNN hardware accelerator called Scalable Low-power Accelerator for real-time deep neural Networks (SCALENet) that includes multithreaded software workers. Finally, we propose a heterogeneous aware scheduler that uses the DNN-specific metric models and the SCALENet accelerator to allocate a task to a resource based on solving a numerical cost for a series of domain objectives. To demonstrate the applicability of our contribution, we deploy nine modern deep network architectures, each containing a different number of parameters within the context of two different neural network applications: image processing and biomedical seizure detection. Utilizing the metric modeling techniques integrated into the heterogeneous aware scheduler and the SCALENet accelerator, we demonstrate the ability to meet computational requirements, adapt to multiple architectures, and lower power by providing an optimized task to resource allocation. Our heterogeneous aware scheduler improves power saving by decreasing power consumption by 10% of the total system power, does not affect the accuracy of the networks, and still meets the real-time deadlines. We demonstrate the ability to achieve parity with or exceed the energy efficiency of NVIDIA GPUs when evaluated against Jetson TK1 with embedded GPU SoC and with a 4× power savings in a power envelope of 2.0W. When compared to existing FPGA-based accelerators, SCALENet’s accelerator and heterogeneous aware scheduler achieves a 4× improvement in energy efficiency.

Exploring NEURAghe: A Customizable Template for APSoC-Based CNN Inference at the Edge

The NEURAghe architecture has proved to be a powerful accelerator for deep convolutional neural networks running on heterogeneous architectures based on Xilinx Zynq-7000 all programmable system-on-chips. NEURAghe exploits the processing system and the programmable logic available in these devices to improve performance through parallelism, and to widen the scope of use-cases that can be supported. In this letter, we extend the NEURAghe template-based architecture to guarantee design-time scalability to multiprocessor SoCs with vastly different cost, size, and power envelope, such as Xilinx’s Z-7007s, Z-7020, and Z-7045. The proposed architecture achieves state-of-the-art performance and cost effectiveness in all the analyzed configurations, reaching up to 335 GOps/s on the Z-7045.

Broken rotor bar fault diagnostic for DTC Fed induction motor using stator instantaneous complex apparent power envelope signature analysis

The broken rotor bar is an unexpected fault and a common cause of induction motor failures that threaten the structural integrity of electric machines. In this paper, a new approach to a broken rotor bar diagnosis, without slip estimation, based on the envelope of the stator instantaneous complex apparent power (SICAP) is proposed. The envelope is obtained from the SICAP modulation and then transferred to a computer for monitoring the characteristic frequency and its amplitude using the Fast Fourier Transform (FFT). For this purpose, the winding function approach (WFA) is used to simulate the broken rotor bar occurrence in a squirrel cage induction motor (SCIM) fed on direct torque control (DTC). The obtained simulation results confirm the interest and efficiency of the proposed technique. Even when the induction motor is operating at the no-load level condition, the proposed method is also efficient to detect the broken rotor bar fault at low slip.

Ranking of Normality Tests: An Appraisal through Skewed Alternative Space

In social and health sciences, many statistical procedures and estimation techniques rely on the underlying distributional assumption of normality of the data. Non-normality may lead to incorrect statistical inferences. This study evaluates the performance of selected normality tests within the stringency framework for skewed alternative space. The stringency concept allows us to rank the tests uniquely. The Bonett and Seier test (Tw) turns out to represent the best statistics for slightly skewed alternatives and the Anderson–Darling (AD); Chen–Shapiro (CS); Shapiro–Wilk (W); and Bispo, Marques, and Pestana (BCMR) statistics are the best choices for moderately skewed alternative distributions. The maximum loss of Jarque–Bera (JB) and its robust form (RJB), in terms of deviations from the power envelope, is greater than 50%, even for large sample sizes, which makes them less attractive in testing the hypothesis of normality against the moderately skewed alternatives. On balance, all selected normality tests except Tw and Daniele Coin’s COIN-test performed exceptionally well against the highly skewed alternative space.

Do the posterior midline cortices belong to the electrophysiological default-mode network?

The default-mode network (DMN) and its principal core hubs in the posterior midline cortices (PMC), i.e., the precuneus and the posterior cingulate cortex, play a critical role in the human brain structural and functional architecture. Because of their centrality, they are affected by a wide spectrum of brain disorders, e.g., Alzheimer's disease. Non-invasive electrophysiological techniques such as magnetoencephalography (MEG) are crucial to the investigation of the neurophysiology of the DMN and its alteration by brain disorders. However, MEG studies relying on band-limited power envelope correlation diverge in their ability to identify the PMC as a part of the DMN in healthy subjects at rest. Since these works were based on different MEG recording systems and different source reconstruction pipelines, we compared DMN functional connectivity estimated with two distinct MEG systems (Elekta, now MEGIN, and CTF) and two widely used reconstruction algorithms (Minimum Norm Estimation and linearly constrained minimum variance Beamformer). Our results identified the reconstruction method as the critical factor influencing PMC functional connectivity, which was significantly dampened by the Beamformer. On this basis, we recommend that future electrophysiological studies on the DMN should rely on Minimum Norm Estimation (or close variants) rather than on the classical Beamformer. Crucially, based on analytic knowledge about these two reconstruction algorithms, we demonstrated with simulations that this empirical observation could be explained by the existence of a spontaneous linear, approximately zero-lag synchronization structure between areas of the DMN or among multiple sources within the PMC. This finding highlights a novel property of the neural dynamics and functional architecture of a core human brain network at rest.

A 64-mW DNN-Based Visual Navigation Engine for Autonomous Nano-Drones

Fully-autonomous miniaturized robots (e.g., drones), with artificial intelligence (AI) based visual navigation capabilities are extremely challenging drivers of Internet-of-Things edge intelligence capabilities. Visual navigation based on AI approaches, such as deep neural networks (DNNs) are becoming pervasive for standard-size drones, but are considered out of reach for nanodrones with size of a few cm${}^\mathrm{2}$. In this work, we present the first (to the best of our knowledge) demonstration of a navigation engine for autonomous nano-drones capable of closed-loop end-to-end DNN-based visual navigation. To achieve this goal we developed a complete methodology for parallel execution of complex DNNs directly on-bard of resource-constrained milliwatt-scale nodes. Our system is based on GAP8, a novel parallel ultra-low-power computing platform, and a 27 g commercial, open-source CrazyFlie 2.0 nano-quadrotor. As part of our general methodology we discuss the software mapping techniques that enable the state-of-the-art deep convolutional neural network presented in [1] to be fully executed on-board within a strict 6 fps real-time constraint with no compromise in terms of flight results, while all processing is done with only 64 mW on average. Our navigation engine is flexible and can be used to span a wide performance range: at its peak performance corner it achieves 18 fps while still consuming on average just 3.5% of the power envelope of the deployed nano-aircraft.

Mr.Wolf: An Energy-Precision Scalable Parallel Ultra Low Power SoC for IoT Edge Processing

This paper presents Mr.Wolf, a parallel ultra-low power (PULP) system on chip (SoC) featuring a hierarchical architecture with a small (12 kgates) microcontroller (MCU) class RISC-V core augmented with an autonomous IO subsystem for efficient data transfer from a wide set of peripherals. The small core can offload compute-intensive kernels to an eight-core floating-point capable of processing engine available on demand. The proposed SoC, implemented in a 40-nm LP CMOS technology, features a 108-μW fully retentive memory (512 kB). The IO subsystem is capable of transferring up to 1.6 Gbit/s from external devices to the memory in less than 2.5 mW. The eight-core compute cluster achieves a peak performance of 850 million of 32-bit integer multiply and accumulate per second (MMAC/s) and 500 million of 32-bit floating-point multiply and accumulate per second (MFMAC/s) -1 GFlop/s-with an energy efficiency up to 15 MMAC/s/mW and 9 MFMAC/s/mW. These building blocks are supported by aggressive on-chip power conversion and management, enabling energy-proportional heterogeneous computing for always-on IoT end nodes improving performance by several orders of magnitude with respect to traditional single-core MCUs within a power envelope of 153 mW. We demonstrated the capabilities of the proposed SoC on a wide set of near-sensor processing kernels showing that Mr.Wolf can deliver performance up to 16.4 GOp/s with energy efficiency up to 274 MOp/s/mW on real-life applications, paving the way for always-on data analytics on high-bandwidth sensors at the edge of the Internet of Things.

On optimal inference in the linear IV model

This paper considers tests and confidence sets (CSs) concerning the coefficient on the endogenous variable in the linear IV regression model with homoskedastic normal errors and one right‐hand side endogenous variable. The paper derives a finite‐sample lower bound function for the probability that a CS constructed using a two‐sided invariant similar test has infinite length and shows numerically that the conditional likelihood ratio (CLR) CS of Moreira (2003) is not always “very close,” say 0.005 or less, to this lower bound function. This implies that the CLR test is not always very close to the two‐sided asymptotically‐efficient (AE) power envelope for invariant similar tests of Andrews, Moreira, and Stock (2006) (AMS). On the other hand, the paper establishes the finite‐sample optimality of the CLR test when the correlation between the structural and reduced‐form errors, or between the two reduced‐form errors, goes to 1 or −1 and other parameters are held constant, where optimality means achievement of the two‐sided AE power envelope of AMS. These results cover the full range of (nonzero) IV strength. The paper investigates in detail scenarios in which the CLR test is not on the two‐sided AE power envelope of AMS. Also, theory and numerical results indicate that the CLR test is close to having the greatest average power, where the average is over a specified grid of concentration parameter values and over a pair of alternative hypothesis values of the parameter of interest, uniformly over all such pairs of alternative hypothesis values and uniformly over the correlation between the structural and reduced‐form errors. Here, “close” means 0.015 or less for k ≤ 20, where k denotes the number of IVs, and 0.025 or less for 0 < k ≤ 40. The paper concludes that, although the CLR test is not always very close to the two‐sided AE power envelope of AMS, CLR tests and CSs have very good overall properties. Conditional likelihood ratio test confidence interval infinite length linear instrumental variables optimal test weighted average power similar test C12 C36

Properties of the Power Envelope for Tests Against Both Stationary and Explosive Alternatives: The Effect of Trends

This article details a precise analytic effect that inclusion of a linear trend has on the power of Neyman–Pearson point optimal unit root tests and thence the power envelope. Both stationary and explosive alternatives are considered. The envelope can be characterized by probabilities for two, related, sums of Chi‐square random variables. A stochastic expansion, in powers of the local‐to‐unity parameter, of the difference between these loses its leading term when a linear trend is included. This implies that the power envelope converges to size at a faster rate, which can then be exploited to prove that the power envelope must necessarily be lower. This effect is shown to be, analytically, greater asymptotically than in small samples and numerically far greater for explosive than for stationary alternatives. Only a linear trend has a specific rate effect on the power envelope, however other deterministic variables will have some effect. The methods of the article lead to a simple direct measure of this effect which is then informative about power, in practice.