310 resultados para stochastic Hamiltonian problems
Resumo:
One of our most pressing needs in creating a more sustainable world is the explicit development of holistic policy. This is becoming increasingly apparent as we are faced with more and more ‘wicked problems', the most difficult class of problems that we can conceptualize. Such problems consist of ‘clusters’ of problems, and include socio-political and moral-spiritual issues. This paper articulates a methodology that can be applied to the analysis and design of underlying organizational structures and processes that will consistently and effectively address wicked problems while being consistent with the advocated 'learning by doing' approach to change management and policy making. This transdisciplinary methodology—known as the institutionalist policymaking framework—has been developed from the perspective of institutional economics synthesized with perspectives from ecological economics and system dynamics. In particular it draws on the work first presented in Hayden’s 1993 paper ‘Institutionalist Policymaking’—and further developed in his 2006 book, at the heart of which lies the SFM—and the applicability of this approach in tackling complex and wicked problems.
Resumo:
Genomic and proteomic analyses have attracted a great deal of interests in biological research in recent years. Many methods have been applied to discover useful information contained in the enormous databases of genomic sequences and amino acid sequences. The results of these investigations inspire further research in biological fields in return. These biological sequences, which may be considered as multiscale sequences, have some specific features which need further efforts to characterise using more refined methods. This project aims to study some of these biological challenges with multiscale analysis methods and stochastic modelling approach. The first part of the thesis aims to cluster some unknown proteins, and classify their families as well as their structural classes. A development in proteomic analysis is concerned with the determination of protein functions. The first step in this development is to classify proteins and predict their families. This motives us to study some unknown proteins from specific families, and to cluster them into families and structural classes. We select a large number of proteins from the same families or superfamilies, and link them to simulate some unknown large proteins from these families. We use multifractal analysis and the wavelet method to capture the characteristics of these linked proteins. The simulation results show that the method is valid for the classification of large proteins. The second part of the thesis aims to explore the relationship of proteins based on a layered comparison with their components. Many methods are based on homology of proteins because the resemblance at the protein sequence level normally indicates the similarity of functions and structures. However, some proteins may have similar functions with low sequential identity. We consider protein sequences at detail level to investigate the problem of comparison of proteins. The comparison is based on the empirical mode decomposition (EMD), and protein sequences are detected with the intrinsic mode functions. A measure of similarity is introduced with a new cross-correlation formula. The similarity results show that the EMD is useful for detection of functional relationships of proteins. The third part of the thesis aims to investigate the transcriptional regulatory network of yeast cell cycle via stochastic differential equations. As the investigation of genome-wide gene expressions has become a focus in genomic analysis, researchers have tried to understand the mechanisms of the yeast genome for many years. How cells control gene expressions still needs further investigation. We use a stochastic differential equation to model the expression profile of a target gene. We modify the model with a Gaussian membership function. For each target gene, a transcriptional rate is obtained, and the estimated transcriptional rate is also calculated with the information from five possible transcriptional regulators. Some regulators of these target genes are verified with the related references. With these results, we construct a transcriptional regulatory network for the genes from the yeast Saccharomyces cerevisiae. The construction of transcriptional regulatory network is useful for detecting more mechanisms of the yeast cell cycle.
Resumo:
Focusing on the conditions that an optimization problem may comply with, the so-called convergence conditions have been proposed and sequentially a stochastic optimization algorithm named as DSZ algorithm is presented in order to deal with both unconstrained and constrained optimizations. The principle is discussed in the theoretical model of DSZ algorithm, from which we present the practical model of DSZ algorithm. Practical model efficiency is demonstrated by the comparison with the similar algorithms such as Enhanced simulated annealing (ESA), Monte Carlo simulated annealing (MCS), Sniffer Global Optimization (SGO), Directed Tabu Search (DTS), and Genetic Algorithm (GA), using a set of well-known unconstrained and constrained optimization test cases. Meanwhile, further attention goes to the strategies how to optimize the high-dimensional unconstrained problem using DSZ algorithm.
Resumo:
Scholars of local government have repeatedly lamented the lack of literature on the subject (e.g., Mowbray 1997; Pini, Previte, Haslam & McKenzie 2007). As Dollery, Marshall and Worthington (2003: 1) have commented, local government has often been the ‘poor cousin of its more exalted relatives in terms of the attention it attracts from the research community.’ The exalted relatives Dollery et al. (2003) refer to are national political environments, where women’s participation has elicited significant attention. However, the dearth of research on the specific subject of women’s representation in local government is rarely acknowledged (Neyland & Tucker 1996; Whip & Fletcher 1999). This edited book attempts to redress this situation. Each chapter applies an explicit gender analysis to their specific topic of focus, making ‘gender visible in social phenomenon; [and] asking if, how, and why social processes, standards, and opportunities differ systematically for women and men’ (Howard, Risman & Sprague 2003: 1). These analyses in the local government context are critical for understanding the extent and nature of balanced representation at all levels of government. Furthermore, some women start their elective careers serving on school boards, city or town councils or as mayors, before progressing to state and national legislative offices. Hence, the experiences of women in local government illustrate broader notions of democracy and may for some individual women, shape their opportunities further along the political pipeline.
Resumo:
We treat two related moving boundary problems. The first is the ill-posed Stefan problem for melting a superheated solid in one Cartesian coordinate. Mathematically, this is the same problem as that for freezing a supercooled liquid, with applications to crystal growth. By applying a front-fixing technique with finite differences, we reproduce existing numerical results in the literature, concentrating on solutions that break down in finite time. This sort of finite-time blow-up is characterised by the speed of the moving boundary becoming unbounded in the blow-up limit. The second problem, which is an extension of the first, is proposed to simulate aspects of a particular two-phase Stefan problem with surface tension. We study this novel moving boundary problem numerically, and provide results that support the hypothesis that it exhibits a similar type of finite-time blow-up as the more complicated two-phase problem. The results are unusual in the sense that it appears the addition of surface tension transforms a well-posed problem into an ill-posed one.
Resumo:
Maximum-likelihood estimates of the parameters of stochastic differential equations are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed-form expression for the transitional probability density function of the process is not available. As a result, a large number of competing estimation procedures have been proposed. This article provides a critical evaluation of the various estimation techniques. Special attention is given to the ease of implementation and comparative performance of the procedures when estimating the parameters of the Cox–Ingersoll–Ross and Ornstein–Uhlenbeck equations respectively.
Resumo:
Gradient-based approaches to direct policy search in reinforcement learning have received much recent attention as a means to solve problems of partial observability and to avoid some of the problems associated with policy degradation in value-function methods. In this paper we introduce GPOMDP, a simulation-based algorithm for generating a biased estimate of the gradient of the average reward in Partially Observable Markov Decision Processes (POMDPs) controlled by parameterized stochastic policies. A similar algorithm was proposed by Kimura, Yamamura, and Kobayashi (1995). The algorithm's chief advantages are that it requires storage of only twice the number of policy parameters, uses one free parameter β ∈ [0,1) (which has a natural interpretation in terms of bias-variance trade-off), and requires no knowledge of the underlying state. We prove convergence of GPOMDP, and show how the correct choice of the parameter β is related to the mixing time of the controlled POMDP. We briefly describe extensions of GPOMDP to controlled Markov chains, continuous state, observation and control spaces, multiple-agents, higher-order derivatives, and a version for training stochastic policies with internal states. In a companion paper (Baxter, Bartlett, & Weaver, 2001) we show how the gradient estimates generated by GPOMDP can be used in both a traditional stochastic gradient algorithm and a conjugate-gradient procedure to find local optima of the average reward. ©2001 AI Access Foundation and Morgan Kaufmann Publishers. All rights reserved.
Resumo:
Machine learning has become a valuable tool for detecting and preventing malicious activity. However, as more applications employ machine learning techniques in adversarial decision-making situations, increasingly powerful attacks become possible against machine learning systems. In this paper, we present three broad research directions towards the end of developing truly secure learning. First, we suggest that finding bounds on adversarial influence is important to understand the limits of what an attacker can and cannot do to a learning system. Second, we investigate the value of adversarial capabilities-the success of an attack depends largely on what types of information and influence the attacker has. Finally, we propose directions in technologies for secure learning and suggest lines of investigation into secure techniques for learning in adversarial environments. We intend this paper to foster discussion about the security of machine learning, and we believe that the research directions we propose represent the most important directions to pursue in the quest for secure learning.
Resumo:
Log-linear and maximum-margin models are two commonly-used methods in supervised machine learning, and are frequently used in structured prediction problems. Efficient learning of parameters in these models is therefore an important problem, and becomes a key factor when learning from very large data sets. This paper describes exponentiated gradient (EG) algorithms for training such models, where EG updates are applied to the convex dual of either the log-linear or max-margin objective function; the dual in both the log-linear and max-margin cases corresponds to minimizing a convex function with simplex constraints. We study both batch and online variants of the algorithm, and provide rates of convergence for both cases. In the max-margin case, O(1/ε) EG updates are required to reach a given accuracy ε in the dual; in contrast, for log-linear models only O(log(1/ε)) updates are required. For both the max-margin and log-linear cases, our bounds suggest that the online EG algorithm requires a factor of n less computation to reach a desired accuracy than the batch EG algorithm, where n is the number of training examples. Our experiments confirm that the online algorithms are much faster than the batch algorithms in practice. We describe how the EG updates factor in a convenient way for structured prediction problems, allowing the algorithms to be efficiently applied to problems such as sequence learning or natural language parsing. We perform extensive evaluation of the algorithms, comparing them to L-BFGS and stochastic gradient descent for log-linear models, and to SVM-Struct for max-margin models. The algorithms are applied to a multi-class problem as well as to a more complex large-scale parsing task. In all these settings, the EG algorithms presented here outperform the other methods.