32 resultados para Superlinear and Semi–Superlinear Convergence

em Cambridge University Engineering Department Publications Database


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This paper proposes a new algorithm for waveletbased multidimensional image deconvolution which employs subband-dependent minimization and the dual-tree complex wavelet transform in an iterative Bayesian framework. In addition, this algorithm employs a new prior instead of the popular ℓ1 norm, and is thus able to embed a learning scheme during the iteration which helps it to achieve better deconvolution results and faster convergence. © 2008 IEEE.

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Hybrid quantum mechanics/molecular mechanics (QM/MM) simulations provide a powerful tool for studying chemical reactions, especially in complex biochemical systems. In most works to date, the quantum region is kept fixed throughout the simulation and is defined in an ad hoc way based on chemical intuition and available computational resources. The simulation errors associated with a given choice of the quantum region are, however, rarely assessed in a systematic manner. Here we study the dependence of two relevant quantities on the QM region size: the force error at the center of the QM region and the free energy of a proton transfer reaction. Taking lysozyme as our model system, we find that in an apolar region the average force error rapidly decreases with increasing QM region size. In contrast, the average force error at the polar active site is considerably higher, exhibits large oscillations and decreases more slowly, and may not fall below acceptable limits even for a quantum region radius of 9.0 A. Although computation of free energies could only be afforded until 6.0 A, results were found to change considerably within these limits. These errors demonstrate that the results of QM/MM calculations are heavily affected by the definition of the QM region (not only its size), and a convergence test is proposed to be a part of setting up QM/MM simulations.

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Optimal Bayesian multi-target filtering is in general computationally impractical owing to the high dimensionality of the multi-target state. The Probability Hypothesis Density (PHD) filter propagates the first moment of the multi-target posterior distribution. While this reduces the dimensionality of the problem, the PHD filter still involves intractable integrals in many cases of interest. Several authors have proposed Sequential Monte Carlo (SMC) implementations of the PHD filter. However, these implementations are the equivalent of the Bootstrap Particle Filter, and the latter is well known to be inefficient. Drawing on ideas from the Auxiliary Particle Filter (APF), a SMC implementation of the PHD filter which employs auxiliary variables to enhance its efficiency was proposed by Whiteley et. al. Numerical examples were presented for two scenarios, including a challenging nonlinear observation model, to support the claim. This paper studies the theoretical properties of this auxiliary particle implementation. $\mathbb{L}_p$ error bounds are established from which almost sure convergence follows.

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