198 resultados para Stationary bandit
Resumo:
The problem of time variant reliability analysis of randomly parametered and randomly driven nonlinear vibrating systems is considered. The study combines two Monte Carlo variance reduction strategies into a single framework to tackle the problem. The first of these strategies is based on the application of the Girsanov transformation to account for the randomness in dynamic excitations, and the second approach is fashioned after the subset simulation method to deal with randomness in system parameters. Illustrative examples include study of single/multi degree of freedom linear/non-linear inelastic randomly parametered building frame models driven by stationary/non-stationary, white/filtered white noise support acceleration. The estimated reliability measures are demonstrated to compare well with results from direct Monte Carlo simulations. (C) 2014 Elsevier Ltd. All rights reserved.
Resumo:
Head pose classification from surveillance images acquired with distant, large field-of-view cameras is difficult as faces are captured at low-resolution and have a blurred appearance. Domain adaptation approaches are useful for transferring knowledge from the training (source) to the test (target) data when they have different attributes, minimizing target data labeling efforts in the process. This paper examines the use of transfer learning for efficient multi-view head pose classification with minimal target training data under three challenging situations: (i) where the range of head poses in the source and target images is different, (ii) where source images capture a stationary person while target images capture a moving person whose facial appearance varies under motion due to changing perspective, scale and (iii) a combination of (i) and (ii). On the whole, the presented methods represent novel transfer learning solutions employed in the context of multi-view head pose classification. We demonstrate that the proposed solutions considerably outperform the state-of-the-art through extensive experimental validation. Finally, the DPOSE dataset compiled for benchmarking head pose classification performance with moving persons, and to aid behavioral understanding applications is presented in this work.
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Infinite arrays of coupled two-state stochastic oscillators exhibit well-defined steady states. We study the fluctuations that occur when the number N of oscillators in the array is finite. We choose a particular form of global coupling that in the infinite array leads to a pitchfork bifurcation from a monostable to a bistable steady state, the latter with two equally probable stationary states. The control parameter for this bifurcation is the coupling strength. In finite arrays these states become metastable: The fluctuations lead to distributions around the most probable states, with one maximum in the monostable regime and two maxima in the bistable regime. In the latter regime, the fluctuations lead to transitions between the two peak regions of the distribution. Also, we find that the fluctuations break the symmetry in the bimodal regime, that is, one metastable state becomes more probable than the other, increasingly so with increasing array size. To arrive at these results, we start from microscopic dynamical evolution equations from which we derive a Langevin equation that exhibits an interesting multiplicative noise structure. We also present a master equation description of the dynamics. Both of these equations lead to the same Fokker-Planck equation, the master equation via a 1/N expansion and the Langevin equation via standard methods of Ito calculus for multiplicative noise. From the Fokker-Planck equation we obtain an effective potential that reflects the transition from the monomodal to the bimodal distribution as a function of a control parameter. We present a variety of numerical and analytic results that illustrate the strong effects of the fluctuations. We also show that the limits N -> infinity and t -> infinity(t is the time) do not commute. In fact, the two orders of implementation lead to drastically different results.
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We reinterpret and generalize conjectures of Lam and Williams as statements about the stationary distribution of a multispecies exclusion process on the ring. The central objects in our study are the multiline queues of Ferrari and Martin. We make some progress on some of the conjectures in different directions. First, we prove Lam and Williams' conjectures in two special cases by generalizing the rates of the Ferrari-Martin transitions. Secondly, we define a new process on multiline queues, which have a certain minimality property. This gives another proof for one of the special cases; namely arbitrary jump rates for three species. (C) 2014 Elsevier Inc. All rights reserved.
Resumo:
Global change in climate and consequent large impacts on regional hydrologic systems have, in recent years, motivated significant research efforts in water resources modeling under climate change. In an integrated future hydrologic scenario, it is likely that water availability and demands will change significantly due to modifications in hydro-climatic variables such as rainfall, reservoir inflows, temperature, net radiation, wind speed and humidity. An integrated regional water resources management model should capture the likely impacts of climate change on water demands and water availability along with uncertainties associated with climate change impacts and with management goals and objectives under non-stationary conditions. Uncertainties in an integrated regional water resources management model, accumulating from various stages of decision making include climate model and scenario uncertainty in the hydro-climatic impact assessment, uncertainty due to conflicting interests of the water users and uncertainty due to inherent variability of the reservoir inflows. This paper presents an integrated regional water resources management modeling approach considering uncertainties at various stages of decision making by an integration of a hydro-climatic variable projection model, a water demand quantification model, a water quantity management model and a water quality control model. Modeling tools of canonical correlation analysis, stochastic dynamic programming and fuzzy optimization are used in an integrated framework, in the approach presented here. The proposed modeling approach is demonstrated with the case study of the Bhadra Reservoir system in Karnataka, India.
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HU, a widely conserved bacterial histone-like protein, regulates many genes, including those involved in stress response and virulence. Whereas ample data are available on HU-DNA communication, the knowledge on how HU perceives a signal and transmit it to DNA remains limited. In this study, we identify HupB, the HU homolog of the human pathogen Mycobacterium tuberculosis, as a component of serine/threonine protein kinase (STPK) signaling. HupB is extracted in its native state from the exponentially growing cells of M. tuberculosis H37Ra and is shown to be phosphorylated on both serine and threonine residues. The STPKs capable of modifying HupB are determined in vitro and the residues modified by the STPKs are identified for both in vivo and the in vitro proteins through mass spectrometry. Of the identified phosphosites, Thr(65) and Thr(74) in the DNA-embracing beta-strand of the N-terminal domain of HupB (N-HupB) are shown to be crucial for its interaction with DNA. In addition, Arg(55) is also identified as an important residue for N-HupB-DNA interaction. N-HupB is shown to have a diminished interaction with DNA after phosphorylation. Furthermore, hupB is shown to be maximally expressed during the stationary phase in M. tuberculosis H37Ra, while HupB kinases were found to be constitutively expressed (PknE and PknF) or most abundant during the exponential phase (PknB). In conclusion, HupB, a DNA-binding protein, with an ability to modulate chromatin structure is proposed to work in a growth-phase-dependent manner through its phosphorylation carried out by the mycobacterial STPKs.
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We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterize the value function via Hamilton Jacobi Bellman equation and obtain an optimal Markov control. We do the same for infinite horizon discounted cost case. In the infinite horizon average cost case we establish the existence of an optimal stationary control under certain Lyapunov condition. We also develop a policy iteration algorithm for finding an optimal control.
Resumo:
Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, especially when the objective is to improve the performance of a stochastic system However, the performance of these methods depends on several parameters, such as the choice of a suitable smoothing kernel. Different kernels have been studied in the literature, which include Gaussian, Cauchy, and uniform distributions, among others. This article studies a new class of kernels based on the q-Gaussian distribution, which has gained popularity in statistical physics over the last decade. Though the importance of this family of distributions is attributed to its ability to generalize the Gaussian distribution, we observe that this class encompasses almost all existing smoothing kernels. This motivates us to study SF schemes for gradient estimation using the q-Gaussian distribution. Using the derived gradient estimates, we propose two-timescale algorithms for optimization of a stochastic objective function in a constrained setting with a projected gradient search approach. We prove the convergence of our algorithms to the set of stationary points of an associated ODE. We also demonstrate their performance numerically through simulations on a queuing model.
Resumo:
This paper proposes a novel experimental test procedure to estimate the reliability of structural dynamical systems under excitations specified via random process models. The samples of random excitations to be used in the test are modified by the addition of an artificial control force. An unbiased estimator for the reliability is derived based on measured ensemble of responses under these modified inputs based on the tenets of Girsanov transformation. The control force is selected so as to reduce the sampling variance of the estimator. The study observes that an acceptable choice for the control force can be made solely based on experimental techniques and the estimator for the reliability can be deduced without taking recourse to mathematical model for the structure under study. This permits the proposed procedure to be applied in the experimental study of time-variant reliability of complex structural systems that are difficult to model mathematically. Illustrative example consists of a multi-axes shake table study on bending-torsion coupled, geometrically non-linear, five-storey frame under uni/bi-axial, non-stationary, random base excitation. Copyright (c) 2014 John Wiley & Sons, Ltd.
Resumo:
This study reports the development and performance evaluation of prototypes of biogas-fuelled stationary power generators in the range of 1 kW. Strategies to achieve high engine efficiency namely pulsed manifold injection, electronic throttle control and dual spark plugs, have been incorporated in the prototype. A complete closed-loop control of the engine operation to maintain a steady engine speed of 3000 rpm (+/- 5%) across the entire load range while maintaining an optimum fuel-air equivalence ratio is made possible by an electronic control unit (ECU) controlling the injection duration, ignition timing and throttle position. This study specifically focuses on the response of the generator to transient loads, and the overall efficiency obtained. The results obtained from testing the prototype have been found to be satisfactory and show that biogas power generators for low power applications can be made efficient (overall efficiency of 19% at electrical load of 640 W) using the strategies of biogas fuel injection.
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Developments in the statistical extreme value theory, which allow non-stationary modeling of changes in the frequency and severity of extremes, are explored to analyze changes in return levels of droughts for the Colorado River. The transient future return levels (conditional quantiles) derived from regional drought projections using appropriate extreme value models, are compared with those from observed naturalized streamflows. The time of detection is computed as the time at which significant differences exist between the observed and future extreme drought levels, accounting for the uncertainties in their estimates. Projections from multiple climate model-scenario combinations are considered; no uniform pattern of changes in drought quantiles is observed across all the projections. While some projections indicate shifting to another stationary regime, for many projections which are found to be non-stationary, detection of change in tail quantiles of droughts occurs within the 21st century with no unanimity in the time of detection. Earlier detection is observed in droughts levels of higher probability of exceedance. (C) 2014 Elsevier Ltd. All rights reserved.
Resumo:
Significant changes are reported in extreme rainfall characteristics over India in recent studies though there are disagreements on the spatial uniformity and causes of trends. Based on recent theoretical advancements in the Extreme Value Theory (EVT), we analyze changes in extreme rainfall characteristics over India using a high-resolution daily gridded (1 degrees latitude x 1 degrees longitude) dataset. Intensity, duration and frequency of excess rain over a high threshold in the summer monsoon season are modeled by non-stationary distributions whose parameters vary with physical covariates like the El-Nino Southern Oscillation index (ENSO-index) which is an indicator of large-scale natural variability, global average temperature which is an indicator of human-induced global warming and local mean temperatures which possibly indicate more localized changes. Each non-stationary model considers one physical covariate and the best chosen statistical model at each rainfall grid gives the most significant physical driver for each extreme rainfall characteristic at that grid. Intensity, duration and frequency of extreme rainfall exhibit non-stationarity due to different drivers and no spatially uniform pattern is observed in the changes in them across the country. At most of the locations, duration of extreme rainfall spells is found to be stationary, while non-stationary associations between intensity and frequency and local changes in temperature are detected at a large number of locations. This study presents the first application of nonstationary statistical modeling of intensity, duration and frequency of extreme rainfall over India. The developed models are further used for rainfall frequency analysis to show changes in the 100-year extreme rainfall event. Our findings indicate the varying nature of each extreme rainfall characteristic and their drivers and emphasize the necessity of a comprehensive framework to assess resulting risks of precipitation induced flooding. (C) 2014 Elsevier B.V. All rights reserved.
Resumo:
In a system with energy harvesting (EH) nodes, the design focus shifts from minimizing energy consumption by infrequently transmitting less information to making the best use of available energy to efficiently deliver data while adhering to the fundamental energy neutrality constraint. We address the problem of maximizing the throughput of a system consisting of rate-adaptive EH nodes that transmit to a destination. Unlike related literature, we focus on the practically important discrete-rate adaptation model. First, for a single EH node, we propose a discrete-rate adaptation rule and prove its optimality for a general class of stationary and ergodic EH and fading processes. We then study a general system with multiple EH nodes in which one is opportunistically selected to transmit. We first derive a novel and throughput-optimal joint selection and rate adaptation rule (TOJSRA) when the nodes are subject to a weaker average power constraint. We then propose a novel rule for a multi-EH node system that is based on TOJSRA, and we prove its optimality for stationary and ergodic EH and fading processes. We also model the various energy overheads of the EH nodes and characterize their effect on the adaptation policy and the system throughput.
Resumo:
In this paper, three dimensional impact angle control guidance laws are proposed for stationary targets. Unlike the usual approach of decoupling the engagement dynamics into two mutually orthogonal 2-dimensional planes, the guidance laws are derived using the coupled dynamics. These guidance laws are designed using principles of conventional as well as nonsingular terminal sliding mode control theory. The guidance law based on nonsingular terminal sliding mode guarantees finite time convergence of interceptor to the desired impact angle. In order to derive the guidance laws, multi-dimension switching surfaces are used. The stability of the system, with selected switching surfaces, is demonstrated using Lyapunov stability theory. Numerical simulation results are presented to validate the proposed guidance law.
Resumo:
We consider refined versions of Markov chains related to juggling introduced by Warrington. We further generalize the construction to juggling with arbitrary heights as well as infinitely many balls, which are expressed more succinctly in terms of Markov chains on integer partitions. In all cases, we give explicit product formulas for the stationary probabilities. The normalization factor in one case can be explicitly written as a homogeneous symmetric polynomial. We also refine and generalize enriched Markov chains on set partitions. Lastly, we prove that in one case, the stationary distribution is attained in bounded time.