43 resultados para 010406 Stochastic Analysis and Modelling


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In this paper, we examine the problem of fitting a hypersphere to a set of noisy measurements of points on its surface. Our work generalises an estimator of Delogne (Proc. IMEKO-Symp. Microwave Measurements 1972,117-123) which he proposed for circles and which has been shown by Kasa (IEEE Trans. Instrum. Meas. 25, 1976, 8-14) to be convenient for its ease of analysis and computation. We also generalise Chan's 'circular functional relationship' to describe the distribution of points. We derive the Cramer-Rao lower bound (CRLB) under this model and we derive approximations for the mean and variance for fixed sample sizes when the noise variance is small. We perform a statistical analysis of the estimate of the hypersphere's centre. We examine the existence of the mean and variance of the estimator for fixed sample sizes. We find that the mean exists when the number of sample points is greater than M + 1, where M is the dimension of the hypersphere. The variance exists when the number of sample points is greater than M + 2. We find that the bias approaches zero as the noise variance diminishes and that the variance approaches the CRLB. We provide simulation results to support our findings.

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This paper is concerned with evaluating the performance of loss networks. Accurate determination of loss network performance can assist in the design and dimensioning of telecommunications networks. However, exact determination can be difficult and generally cannot be done in reasonable time. For these reasons there is much interest in developing fast and accurate approximations. We develop a reduced load approximation which improves on the famous Erlang fixed point approximation (EFPA) in a variety of circumstances. We illustrate our results with reference to a range of networks for which the EFPA may be expected to perform badly.

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In this paper we propose a fast adaptive Importance Sampling method for the efficient simulation of buffer overflow probabilities in queueing networks. The method comprises three stages. First we estimate the minimum Cross-Entropy tilting parameter for a small buffer level; next, we use this as a starting value for the estimation of the optimal tilting parameter for the actual (large) buffer level; finally, the tilting parameter just found is used to estimate the overflow probability of interest. We recognize three distinct properties of the method which together explain why the method works well; we conjecture that they hold for quite general queueing networks. Numerical results support this conjecture and demonstrate the high efficiency of the proposed algorithm.

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The C2 domain is one of the most frequent and widely distributed calcium-binding motifs. Its structure comprises an eight-stranded beta-sandwich with two structural types as if the result of a circular permutation. Combining sequence, structural and modelling information, we have explored, at different levels of granularity, the functional characteristics of several families of C2 domains. At the coarsest level,the similarity correlates with key structural determinants of the C2 domain fold and, at the finest level, with the domain architecture of the proteins containing them, highlighting the functional diversity between the various subfamilies. The functional diversity appears as different conserved surface patches throughout this common fold. In some cases, these patches are related to substrate-binding sites whereas in others they correspond to interfaces of presumably permanent interaction between other domains within the same polypeptide chain. For those related to substrate-binding sites, the predictions overlap with biochemical data in addition to providing some novel observations. For those acting as protein-protein interfaces' our modelling analysis suggests that slight variations between families are a result of not only complementary adaptations in the interfaces involved but also different domain architecture. In the light of the sequence and structural genomic projects, the work presented here shows that modelling approaches along with careful sub-typing of protein families will be a powerful combination for a broader coverage in proteomics. (C) 2003 Elsevier Ltd. All rights reserved.