289 resultados para Approximate Bayesian Computation


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A review of the main rolling models is conducted to assess their suitability for modelling the foil rolling process. Two such models are Fleck and Johnson's Hertzian model and Fleck, Johnson, Mear and Zhang's Influence Function model. Both of these models are approximated through the use of perturbation methods. Decrease in the computation time resulted when compared with the numerical solution. The Hertzian model was approximated using the ratio of the yield stress of the strip to the plane-strain Young's Modulus of the rolls as the small perturbation parameter. The Influence Function model approximation takes advantage of the solution of the well-known Aerofoil Integral Equation to gain an insight into how the choice of interior boundary points affects the stability of numerical solution of the model's equations. These approximations require less computation than their full models and, in the case of the Hertzian approximation, only introduces a small error in the predictions of roll force roll torque. Hence the Hertzian approximate method is suitable for on-line control. The predictions from the Influence Function approximation underestimates the predictions from the numerical results. Better approximation of the pressure in the plastic reduction regions is the main source of this error.

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This dissertation is primarily an applied statistical modelling investigation, motivated by a case study comprising real data and real questions. Theoretical questions on modelling and computation of normalization constants arose from pursuit of these data analytic questions. The essence of the thesis can be described as follows. Consider binary data observed on a two-dimensional lattice. A common problem with such data is the ambiguity of zeroes recorded. These may represent zero response given some threshold (presence) or that the threshold has not been triggered (absence). Suppose that the researcher wishes to estimate the effects of covariates on the binary responses, whilst taking into account underlying spatial variation, which is itself of some interest. This situation arises in many contexts and the dingo, cypress and toad case studies described in the motivation chapter are examples of this. Two main approaches to modelling and inference are investigated in this thesis. The first is frequentist and based on generalized linear models, with spatial variation modelled by using a block structure or by smoothing the residuals spatially. The EM algorithm can be used to obtain point estimates, coupled with bootstrapping or asymptotic MLE estimates for standard errors. The second approach is Bayesian and based on a three- or four-tier hierarchical model, comprising a logistic regression with covariates for the data layer, a binary Markov Random field (MRF) for the underlying spatial process, and suitable priors for parameters in these main models. The three-parameter autologistic model is a particular MRF of interest. Markov chain Monte Carlo (MCMC) methods comprising hybrid Metropolis/Gibbs samplers is suitable for computation in this situation. Model performance can be gauged by MCMC diagnostics. Model choice can be assessed by incorporating another tier in the modelling hierarchy. This requires evaluation of a normalization constant, a notoriously difficult problem. Difficulty with estimating the normalization constant for the MRF can be overcome by using a path integral approach, although this is a highly computationally intensive method. Different methods of estimating ratios of normalization constants (N Cs) are investigated, including importance sampling Monte Carlo (ISMC), dependent Monte Carlo based on MCMC simulations (MCMC), and reverse logistic regression (RLR). I develop an idea present though not fully developed in the literature, and propose the Integrated mean canonical statistic (IMCS) method for estimating log NC ratios for binary MRFs. The IMCS method falls within the framework of the newly identified path sampling methods of Gelman & Meng (1998) and outperforms ISMC, MCMC and RLR. It also does not rely on simplifying assumptions, such as ignoring spatio-temporal dependence in the process. A thorough investigation is made of the application of IMCS to the three-parameter Autologistic model. This work introduces background computations required for the full implementation of the four-tier model in Chapter 7. Two different extensions of the three-tier model to a four-tier version are investigated. The first extension incorporates temporal dependence in the underlying spatio-temporal process. The second extensions allows the successes and failures in the data layer to depend on time. The MCMC computational method is extended to incorporate the extra layer. A major contribution of the thesis is the development of a fully Bayesian approach to inference for these hierarchical models for the first time. Note: The author of this thesis has agreed to make it open access but invites people downloading the thesis to send her an email via the 'Contact Author' function.

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Computer aided technologies, medical imaging, and rapid prototyping has created new possibilities in biomedical engineering. The systematic variation of scaffold architecture as well as the mineralization inside a scaffold/bone construct can be studied using computer imaging technology and CAD/CAM and micro computed tomography (CT). In this paper, the potential of combining these technologies has been exploited in the study of scaffolds and osteochondral repair. Porosity, surface area per unit volume and the degree of interconnectivity were evaluated through imaging and computer aided manipulation of the scaffold scan data. For the osteochondral model, the spatial distribution and the degree of bone regeneration were evaluated. In this study the versatility of two softwares Mimics (Materialize), CTan and 3D realistic visualization (Skyscan) were assessed, too.

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Regional safety program managers face a daunting challenge in the attempt to reduce deaths, injuries, and economic losses that result from motor vehicle crashes. This difficult mission is complicated by the combination of a large perceived need, small budget, and uncertainty about how effective each proposed countermeasure would be if implemented. A manager can turn to the research record for insight, but the measured effect of a single countermeasure often varies widely from study to study and across jurisdictions. The challenge of converting widespread and conflicting research results into a regionally meaningful conclusion can be addressed by incorporating "subjective" information into a Bayesian analysis framework. Engineering evaluations of crashes provide the subjective input on countermeasure effectiveness in the proposed Bayesian analysis framework. Empirical Bayes approaches are widely used in before-and-after studies and "hot-spot" identification; however, in these cases, the prior information was typically obtained from the data (empirically), not subjective sources. The power and advantages of Bayesian methods for assessing countermeasure effectiveness are presented. Also, an engineering evaluation approach developed at the Georgia Institute of Technology is described. Results are presented from an experiment conducted to assess the repeatability and objectivity of subjective engineering evaluations. In particular, the focus is on the importance, methodology, and feasibility of the subjective engineering evaluation for assessing countermeasures.

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This paper describes the formalization and application of a methodology to evaluate the safety benefit of countermeasures in the face of uncertainty. To illustrate the methodology, 18 countermeasures for improving safety of at grade railroad crossings (AGRXs) in the Republic of Korea are considered. Akin to “stated preference” methods in travel survey research, the methodology applies random selection and laws of large numbers to derive accident modification factor (AMF) densities from expert opinions. In a full Bayesian analysis framework, the collective opinions in the form of AMF densities (data likelihood) are combined with prior knowledge (AMF density priors) for the 18 countermeasures to obtain ‘best’ estimates of AMFs (AMF posterior credible intervals). The countermeasures are then compared and recommended based on the largest safety returns with minimum risk (uncertainty). To the author's knowledge the complete methodology is new and has not previously been applied or reported in the literature. The results demonstrate that the methodology is able to discern anticipated safety benefit differences across candidate countermeasures. For the 18 at grade railroad crossings considered in this analysis, it was found that the top three performing countermeasures for reducing crashes are in-vehicle warning systems, obstacle detection systems, and constant warning time systems.

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Statisticians along with other scientists have made significant computational advances that enable the estimation of formerly complex statistical models. The Bayesian inference framework combined with Markov chain Monte Carlo estimation methods such as the Gibbs sampler enable the estimation of discrete choice models such as the multinomial logit (MNL) model. MNL models are frequently applied in transportation research to model choice outcomes such as mode, destination, or route choices or to model categorical outcomes such as crash outcomes. Recent developments allow for the modification of the potentially limiting assumptions of MNL such as the independence from irrelevant alternatives (IIA) property. However, relatively little transportation-related research has focused on Bayesian MNL models, the tractability of which is of great value to researchers and practitioners alike. This paper addresses MNL model specification issues in the Bayesian framework, such as the value of including prior information on parameters, allowing for nonlinear covariate effects, and extensions to random parameter models, so changing the usual limiting IIA assumption. This paper also provides an example that demonstrates, using route-choice data, the considerable potential of the Bayesian MNL approach with many transportation applications. This paper then concludes with a discussion of the pros and cons of this Bayesian approach and identifies when its application is worthwhile

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A hybrid genetic algorithm/scaled conjugate gradient regularisation method is designed to alleviate ANN `over-fitting'. In application to day-ahead load forecasting, the proposed algorithm performs better than early-stopping and Bayesian regularisation, showing promising initial results.

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Streaming SIMD Extensions (SSE) is a unique feature embedded in the Pentium III and P4 classes of microprocessors. By fully exploiting SSE, parallel algorithms can be implemented on a standard personal computer and a theoretical speedup of four can be achieved. In this paper, we demonstrate the implementation of a parallel LU matrix decomposition algorithm for solving power systems network equations with SSE and discuss advantages and disadvantages of this approach.

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This study aims to examine the impact of socio-ecologic factors on the transmission of Ross River virus (RRV) infection and to identify areas prone to social and ecologic-driven epidemics in Queensland, Australia. We used a Bayesian spatiotemporal conditional autoregressive model to quantify the relationship between monthly variation of RRV incidence and socio-ecologic factors and to determine spatiotemporal patterns. Our results show that the average increase in monthly RRV incidence was 2.4% (95% credible interval (CrI): 0.1–4.5%) and 2.0% (95% CrI: 1.6–2.3%) for a 1°C increase in monthly average maximum temperature and a 10 mm increase in monthly average rainfall, respectively. A significant spatiotemporal variation and interactive effect between temperature and rainfall on RRV incidence were found. No association between Socio-economic Index for Areas (SEIFA) and RRV was observed. The transmission of RRV in Queensland, Australia appeared to be primarily driven by ecologic variables rather than social factors.