75 resultados para MCMC sampling


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The recently introduced nested sampling algorithm allows the direct and efficient calculation of the partition function of atomistic systems. We demonstrate its applicability to condensed phase systems with periodic boundary conditions by studying the three dimensional hard sphere model. Having obtained the partition function, we show how easy it is to calculate the compressibility and the free energy as functions of the packing fraction and local order, verifying that the transition to crystallinity has a very small barrier, and that the entropic contribution of jammed states to the free energy is negligible for packing fractions above the phase transition. We quantify the previously proposed schematic phase diagram and estimate the extent of the region of jammed states. We find that within our samples, the maximally random jammed configuration is surprisingly disordered.

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When gas sample is continuously drawn from the cylinder of an internal combustion engine, the sample that appears at the end of the sampling system corresponds to the in-cylinder content sometime ago because of the finite transit time which is a function of the cylinder pressure history. This variable delay causes a dispersion of the sample signal and makes the interpretation of the signal difficult An unsteady flow analysis of a typical sampling system was carried out for selected engine loads and speeds. For typical engine operation, a window in which the delay is approximately constant may be found. This window gets smaller with increase in engine speed, with decrease in load, and with the increase in exit pressure of the sampling system.

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In order to understand how unburned hydrocarbons emerge from SI engines and, in particular, how non-fuel hydrocarbons are formed and oxidized, a new gas sampling technique has been developed. A sampling unit, based on a combination of techniques used in the Fast Flame Ionization Detector (FFID) and wall-mounted sampling valves, was designed and built to capture a sample of exhaust gas during a specific period of the exhaust process and from a specific location within the exhaust port. The sampling unit consists of a transfer tube with one end in the exhaust port and the other connected to a three-way valve that leads, on one side, to a FFID and, on the other, to a vacuum chamber with a high-speed solenoid valve. Exhaust gas, drawn by the pressure drop into the vacuum chamber, impinges on the face of the solenoid valve and flows radially outward. Once per cycle during a specified crank angle interval, the solenoid valve opens and traps exhaust gas in a storage unit, from which gas chromatography (GC) measurements are made. The port end of the transfer tube can be moved to different locations longitudinally or radially, thus allowing spatial resolution and capturing any concentration differences between port walls and the center of the flow stream. Further, the solenoid valve's opening and closing times can be adjusted to allow sampling over a window as small as 0.6 ms during any portion of the cycle, allowing resolution of a crank angle interval as small as 15°CA. Cycle averaged total HC concentration measured by the FFID and that measured by the sampling unit are in good agreement, while the sampling unit goes one step further than the FFID by providing species concentrations. Comparison with previous measurements using wall-mounted sampling valves suggests that this sampling unit is fully capable of providing species concentration information as a function of air/fuel ratio, load, and engine speed at specific crank angles. © Copyright 1996 Society of Automotive Engineers, Inc.

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This paper presents a Bayesian probabilistic framework to assess soil properties and model uncertainty to better predict excavation-induced deformations using field deformation data. The potential correlations between deformations at different depths are accounted for in the likelihood function needed in the Bayesian approach. The proposed approach also accounts for inclinometer measurement errors. The posterior statistics of the unknown soil properties and the model parameters are computed using the Delayed Rejection (DR) method and the Adaptive Metropolis (AM) method. As an application, the proposed framework is used to assess the unknown soil properties of multiple soil layers using deformation data at different locations and for incremental excavation stages. The developed approach can be used for the design of optimal revisions for supported excavation systems. © 2010 ASCE.

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This paper addresses the design of mobile sensor networks for optimal data collection. The development is strongly motivated by the application to adaptive ocean sampling for an autonomous ocean observing and prediction system. A performance metric, used to derive optimal paths for the network of mobile sensors, defines the optimal data set as one which minimizes error in a model estimate of the sampled field. Feedback control laws are presented that stably coordinate sensors on structured tracks that have been optimized over a minimal set of parameters. Optimal, closed-loop solutions are computed in a number of low-dimensional cases to illustrate the methodology. Robustness of the performance to the influence of a steady flow field on relatively slow-moving mobile sensors is also explored © 2006 IEEE.

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State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference and learning (i.e. state estimation and system identification) in nonlinear nonparametric state-space models. We place a Gaussian process prior over the state transition dynamics, resulting in a flexible model able to capture complex dynamical phenomena. To enable efficient inference, we marginalize over the transition dynamics function and, instead, infer directly the joint smoothing distribution using specially tailored Particle Markov Chain Monte Carlo samplers. Once a sample from the smoothing distribution is computed, the state transition predictive distribution can be formulated analytically. Our approach preserves the full nonparametric expressivity of the model and can make use of sparse Gaussian processes to greatly reduce computational complexity.

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In this paper, we propose a low complexity and reliable wideband spectrum sensing technique that operates at sub-Nyquist sampling rates. Unlike the majority of other sub-Nyquist spectrum sensing algorithms that rely on the Compressive Sensing (CS) methodology, the introduced method does not entail solving an optimisation problem. It is characterised by simplicity and low computational complexity without compromising the system performance and yet delivers substantial reductions on the operational sampling rates. The reliability guidelines of the devised non-compressive sensing approach are provided and simulations are presented to illustrate its superior performance. © 2013 IEEE.