78 resultados para stochastic approximation algorithm

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Abstract This thesis proposes a set of adaptive broadcast solutions and an adaptive data replication solution to support the deployment of P2P applications. P2P applications are an emerging type of distributed applications that are running on top of P2P networks. Typical P2P applications are video streaming, file sharing, etc. While interesting because they are fully distributed, P2P applications suffer from several deployment problems, due to the nature of the environment on which they perform. Indeed, defining an application on top of a P2P network often means defining an application where peers contribute resources in exchange for their ability to use the P2P application. For example, in P2P file sharing application, while the user is downloading some file, the P2P application is in parallel serving that file to other users. Such peers could have limited hardware resources, e.g., CPU, bandwidth and memory or the end-user could decide to limit the resources it dedicates to the P2P application a priori. In addition, a P2P network is typically emerged into an unreliable environment, where communication links and processes are subject to message losses and crashes, respectively. To support P2P applications, this thesis proposes a set of services that address some underlying constraints related to the nature of P2P networks. The proposed services include a set of adaptive broadcast solutions and an adaptive data replication solution that can be used as the basis of several P2P applications. Our data replication solution permits to increase availability and to reduce the communication overhead. The broadcast solutions aim, at providing a communication substrate encapsulating one of the key communication paradigms used by P2P applications: broadcast. Our broadcast solutions typically aim at offering reliability and scalability to some upper layer, be it an end-to-end P2P application or another system-level layer, such as a data replication layer. Our contributions are organized in a protocol stack made of three layers. In each layer, we propose a set of adaptive protocols that address specific constraints imposed by the environment. Each protocol is evaluated through a set of simulations. The adaptiveness aspect of our solutions relies on the fact that they take into account the constraints of the underlying system in a proactive manner. To model these constraints, we define an environment approximation algorithm allowing us to obtain an approximated view about the system or part of it. This approximated view includes the topology and the components reliability expressed in probabilistic terms. To adapt to the underlying system constraints, the proposed broadcast solutions route messages through tree overlays permitting to maximize the broadcast reliability. Here, the broadcast reliability is expressed as a function of the selected paths reliability and of the use of available resources. These resources are modeled in terms of quotas of messages translating the receiving and sending capacities at each node. To allow a deployment in a large-scale system, we take into account the available memory at processes by limiting the view they have to maintain about the system. Using this partial view, we propose three scalable broadcast algorithms, which are based on a propagation overlay that tends to the global tree overlay and adapts to some constraints of the underlying system. At a higher level, this thesis also proposes a data replication solution that is adaptive both in terms of replica placement and in terms of request routing. At the routing level, this solution takes the unreliability of the environment into account, in order to maximize reliable delivery of requests. At the replica placement level, the dynamically changing origin and frequency of read/write requests are analyzed, in order to define a set of replica that minimizes communication cost.

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In order to understand the development of non-genetically encoded actions during an animal's lifespan, it is necessary to analyze the dynamics and evolution of learning rules producing behavior. Owing to the intrinsic stochastic and frequency-dependent nature of learning dynamics, these rules are often studied in evolutionary biology via agent-based computer simulations. In this paper, we show that stochastic approximation theory can help to qualitatively understand learning dynamics and formulate analytical models for the evolution of learning rules. We consider a population of individuals repeatedly interacting during their lifespan, and where the stage game faced by the individuals fluctuates according to an environmental stochastic process. Individuals adjust their behavioral actions according to learning rules belonging to the class of experience-weighted attraction learning mechanisms, which includes standard reinforcement and Bayesian learning as special cases. We use stochastic approximation theory in order to derive differential equations governing action play probabilities, which turn out to have qualitative features of mutator-selection equations. We then perform agent-based simulations to find the conditions where the deterministic approximation is closest to the original stochastic learning process for standard 2-action 2-player fluctuating games, where interaction between learning rules and preference reversal may occur. Finally, we analyze a simplified model for the evolution of learning in a producer-scrounger game, which shows that the exploration rate can interact in a non-intuitive way with other features of co-evolving learning rules. Overall, our analyses illustrate the usefulness of applying stochastic approximation theory in the study of animal learning.

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Many species are able to learn to associate behaviours with rewards as this gives fitness advantages in changing environments. Social interactions between population members may, however, require more cognitive abilities than simple trial-and-error learning, in particular the capacity to make accurate hypotheses about the material payoff consequences of alternative action combinations. It is unclear in this context whether natural selection necessarily favours individuals to use information about payoffs associated with nontried actions (hypothetical payoffs), as opposed to simple reinforcement of realized payoff. Here, we develop an evolutionary model in which individuals are genetically determined to use either trial-and-error learning or learning based on hypothetical reinforcements, and ask what is the evolutionarily stable learning rule under pairwise symmetric two-action stochastic repeated games played over the individual's lifetime. We analyse through stochastic approximation theory and simulations the learning dynamics on the behavioural timescale, and derive conditions where trial-and-error learning outcompetes hypothetical reinforcement learning on the evolutionary timescale. This occurs in particular under repeated cooperative interactions with the same partner. By contrast, we find that hypothetical reinforcement learners tend to be favoured under random interactions, but stable polymorphisms can also obtain where trial-and-error learners are maintained at a low frequency. We conclude that specific game structures can select for trial-and-error learning even in the absence of costs of cognition, which illustrates that cost-free increased cognition can be counterselected under social interactions.

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Drug combinations can improve angiostatic cancer treatment efficacy and enable the reduction of side effects and drug resistance. Combining drugs is non-trivial due to the high number of possibilities. We applied a feedback system control (FSC) technique with a population-based stochastic search algorithm to navigate through the large parametric space of nine angiostatic drugs at four concentrations to identify optimal low-dose drug combinations. This implied an iterative approach of in vitro testing of endothelial cell viability and algorithm-based analysis. The optimal synergistic drug combination, containing erlotinib, BEZ-235 and RAPTA-C, was reached in a small number of iterations. Final drug combinations showed enhanced endothelial cell specificity and synergistically inhibited proliferation (p < 0.001), but not migration of endothelial cells, and forced enhanced numbers of endothelial cells to undergo apoptosis (p < 0.01). Successful translation of this drug combination was achieved in two preclinical in vivo tumor models. Tumor growth was inhibited synergistically and significantly (p < 0.05 and p < 0.01, respectively) using reduced drug doses as compared to optimal single-drug concentrations. At the applied conditions, single-drug monotherapies had no or negligible activity in these models. We suggest that FSC can be used for rapid identification of effective, reduced dose, multi-drug combinations for the treatment of cancer and other diseases.

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The geometry and connectivity of fractures exert a strong influence on the flow and transport properties of fracture networks. We present a novel approach to stochastically generate three-dimensional discrete networks of connected fractures that are conditioned to hydrological and geophysical data. A hierarchical rejection sampling algorithm is used to draw realizations from the posterior probability density function at different conditioning levels. The method is applied to a well-studied granitic formation using data acquired within two boreholes located 6 m apart. The prior models include 27 fractures with their geometry (position and orientation) bounded by information derived from single-hole ground-penetrating radar (GPR) data acquired during saline tracer tests and optical televiewer logs. Eleven cross-hole hydraulic connections between fractures in neighboring boreholes and the order in which the tracer arrives at different fractures are used for conditioning. Furthermore, the networks are conditioned to the observed relative hydraulic importance of the different hydraulic connections by numerically simulating the flow response. Among the conditioning data considered, constraints on the relative flow contributions were the most effective in determining the variability among the network realizations. Nevertheless, we find that the posterior model space is strongly determined by the imposed prior bounds. Strong prior bounds were derived from GPR measurements and helped to make the approach computationally feasible. We analyze a set of 230 posterior realizations that reproduce all data given their uncertainties assuming the same uniform transmissivity in all fractures. The posterior models provide valuable statistics on length scales and density of connected fractures, as well as their connectivity. In an additional analysis, effective transmissivity estimates of the posterior realizations indicate a strong influence of the DFN structure, in that it induces large variations of equivalent transmissivities between realizations. The transmissivity estimates agree well with previous estimates at the site based on pumping, flowmeter and temperature data.

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The multiscale finite volume (MsFV) method has been developed to efficiently solve large heterogeneous problems (elliptic or parabolic); it is usually employed for pressure equations and delivers conservative flux fields to be used in transport problems. The method essentially relies on the hypothesis that the (fine-scale) problem can be reasonably described by a set of local solutions coupled by a conservative global (coarse-scale) problem. In most cases, the boundary conditions assigned for the local problems are satisfactory and the approximate conservative fluxes provided by the method are accurate. In numerically challenging cases, however, a more accurate localization is required to obtain a good approximation of the fine-scale solution. In this paper we develop a procedure to iteratively improve the boundary conditions of the local problems. The algorithm relies on the data structure of the MsFV method and employs a Krylov-subspace projection method to obtain an unconditionally stable scheme and accelerate convergence. Two variants are considered: in the first, only the MsFV operator is used; in the second, the MsFV operator is combined in a two-step method with an operator derived from the problem solved to construct the conservative flux field. The resulting iterative MsFV algorithms allow arbitrary reduction of the solution error without compromising the construction of a conservative flux field, which is guaranteed at any iteration. Since it converges to the exact solution, the method can be regarded as a linear solver. In this context, the schemes proposed here can be viewed as preconditioned versions of the Generalized Minimal Residual method (GMRES), with a very peculiar characteristic that the residual on the coarse grid is zero at any iteration (thus conservative fluxes can be obtained).

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The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical Cramer-Lundberg risk model, piecewise deterministic Markov processes are used to describe the free surplus process in this more general situation. It is shown that the finite-time ruin probability is both the solution of a partial integro-differential equation and the fixed point of a contractive integral operator. We exploit the latter representation to develop and implement a recursive algorithm for numerical approximation of the ruin probability that involves high-dimensional integration. Furthermore we study the behavior of the finite-time ruin probability under various levels of initial surplus and security loadings and compare the efficiency of the numerical algorithm with the computational alternative of stochastic simulation of the risk process. (C) 2011 Elsevier Inc. All rights reserved.

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Regulatory gene networks contain generic modules, like those involving feedback loops, which are essential for the regulation of many biological functions (Guido et al. in Nature 439:856-860, 2006). We consider a class of self-regulated genes which are the building blocks of many regulatory gene networks, and study the steady-state distribution of the associated Gillespie algorithm by providing efficient numerical algorithms. We also study a regulatory gene network of interest in gene therapy, using mean-field models with time delays. Convergence of the related time-nonhomogeneous Markov chain is established for a class of linear catalytic networks with feedback loops.

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Acoustic waveform inversions are an increasingly popular tool for extracting subsurface information from seismic data. They are computationally much more efficient than elastic inversions. Naturally, an inherent disadvantage is that any elastic effects present in the recorded data are ignored in acoustic inversions. We investigate the extent to which elastic effects influence seismic crosshole data. Our numerical modeling studies reveal that in the presence of high contrast interfaces, at which P-to-S conversions occur, elastic effects can dominate the seismic sections, even for experiments involving pressure sources and pressure receivers. Comparisons of waveform inversion results using a purely acoustic algorithm on synthetic data that is either acoustic or elastic, show that subsurface models comprising small low-to-medium contrast (?30%) structures can be successfully resolved in the acoustic approximation. However, in the presence of extended high-contrast anomalous bodies, P-to-S-conversions may substantially degrade the quality of the tomographic images. In particular, extended low-velocity zones are difficult to image. Likewise, relatively small low-velocity features are unresolved, even when advanced a priori information is included. One option for mitigating elastic effects is data windowing, which suppresses later arriving seismic arrivals, such as shear waves. Our tests of this approach found it to be inappropriate because elastic effects are also included in earlier arriving wavetrains. Furthermore, data windowing removes later arriving P-wave phases that may provide critical constraints on the tomograms. Finally, we investigated the extent to which acoustic inversions of elastic data are useful for time-lapse analyses of high contrast engineered structures, for which accurate reconstruction of the subsurface structure is not as critical as imaging differential changes between sequential experiments. Based on a realistic scenario for monitoring a radioactive waste repository, we demonstrated that acoustic inversions of elastic data yield substantial distortions of the tomograms and also unreliable information on trends in the velocity changes.

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The algorithmic approach to data modelling has developed rapidly these last years, in particular methods based on data mining and machine learning have been used in a growing number of applications. These methods follow a data-driven methodology, aiming at providing the best possible generalization and predictive abilities instead of concentrating on the properties of the data model. One of the most successful groups of such methods is known as Support Vector algorithms. Following the fruitful developments in applying Support Vector algorithms to spatial data, this paper introduces a new extension of the traditional support vector regression (SVR) algorithm. This extension allows for the simultaneous modelling of environmental data at several spatial scales. The joint influence of environmental processes presenting different patterns at different scales is here learned automatically from data, providing the optimum mixture of short and large-scale models. The method is adaptive to the spatial scale of the data. With this advantage, it can provide efficient means to model local anomalies that may typically arise in situations at an early phase of an environmental emergency. However, the proposed approach still requires some prior knowledge on the possible existence of such short-scale patterns. This is a possible limitation of the method for its implementation in early warning systems. The purpose of this paper is to present the multi-scale SVR model and to illustrate its use with an application to the mapping of Cs137 activity given the measurements taken in the region of Briansk following the Chernobyl accident.

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Functional RNA structures play an important role both in the context of noncoding RNA transcripts as well as regulatory elements in mRNAs. Here we present a computational study to detect functional RNA structures within the ENCODE regions of the human genome. Since structural RNAs in general lack characteristic signals in primary sequence, comparative approaches evaluating evolutionary conservation of structures are most promising. We have used three recently introduced programs based on either phylogenetic-stochastic context-free grammar (EvoFold) or energy directed folding (RNAz and AlifoldZ), yielding several thousand candidate structures (corresponding to approximately 2.7% of the ENCODE regions). EvoFold has its highest sensitivity in highly conserved and relatively AU-rich regions, while RNAz favors slightly GC-rich regions, resulting in a relatively small overlap between methods. Comparison with the GENCODE annotation points to functional RNAs in all genomic contexts, with a slightly increased density in 3'-UTRs. While we estimate a significant false discovery rate of approximately 50%-70% many of the predictions can be further substantiated by additional criteria: 248 loci are predicted by both RNAz and EvoFold, and an additional 239 RNAz or EvoFold predictions are supported by the (more stringent) AlifoldZ algorithm. Five hundred seventy RNAz structure predictions fall into regions that show signs of selection pressure also on the sequence level (i.e., conserved elements). More than 700 predictions overlap with noncoding transcripts detected by oligonucleotide tiling arrays. One hundred seventy-five selected candidates were tested by RT-PCR in six tissues, and expression could be verified in 43 cases (24.6%).

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The implicit projection algorithm of isotropic plasticity is extended to an objective anisotropic elastic perfectly plastic model. The recursion formula developed to project the trial stress on the yield surface, is applicable to any non linear elastic law and any plastic yield function.A curvilinear transverse isotropic model based on a quadratic elastic potential and on Hill's quadratic yield criterion is then developed and implemented in a computer program for bone mechanics perspectives. The paper concludes with a numerical study of a schematic bone-prosthesis system to illustrate the potential of the model.

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The neutral rate of allelic substitution is analyzed for a class-structured population subject to a stationary stochastic demographic process. The substitution rate is shown to be generally equal to the effective mutation rate, and under overlapping generations it can be expressed as the effective mutation rate in newborns when measured in units of average generation time. With uniform mutation rate across classes the substitution rate reduces to the mutation rate.

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BACKGROUND: In vitro aggregating brain cell cultures containing all types of brain cells have been shown to be useful for neurotoxicological investigations. The cultures are used for the detection of nervous system-specific effects of compounds by measuring multiple endpoints, including changes in enzyme activities. Concentration-dependent neurotoxicity is determined at several time points. METHODS: A Markov model was set up to describe the dynamics of brain cell populations exposed to potentially neurotoxic compounds. Brain cells were assumed to be either in a healthy or stressed state, with only stressed cells being susceptible to cell death. Cells may have switched between these states or died with concentration-dependent transition rates. Since cell numbers were not directly measurable, intracellular lactate dehydrogenase (LDH) activity was used as a surrogate. Assuming that changes in cell numbers are proportional to changes in intracellular LDH activity, stochastic enzyme activity models were derived. Maximum likelihood and least squares regression techniques were applied for estimation of the transition rates. Likelihood ratio tests were performed to test hypotheses about the transition rates. Simulation studies were used to investigate the performance of the transition rate estimators and to analyze the error rates of the likelihood ratio tests. The stochastic time-concentration activity model was applied to intracellular LDH activity measurements after 7 and 14 days of continuous exposure to propofol. The model describes transitions from healthy to stressed cells and from stressed cells to death. RESULTS: The model predicted that propofol would affect stressed cells more than healthy cells. Increasing propofol concentration from 10 to 100 μM reduced the mean waiting time for transition to the stressed state by 50%, from 14 to 7 days, whereas the mean duration to cellular death reduced more dramatically from 2.7 days to 6.5 hours. CONCLUSION: The proposed stochastic modeling approach can be used to discriminate between different biological hypotheses regarding the effect of a compound on the transition rates. The effects of different compounds on the transition rate estimates can be quantitatively compared. Data can be extrapolated at late measurement time points to investigate whether costs and time-consuming long-term experiments could possibly be eliminated.

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We present a novel spatiotemporal-adaptive Multiscale Finite Volume (MsFV) method, which is based on the natural idea that the global coarse-scale problem has longer characteristic time than the local fine-scale problems. As a consequence, the global problem can be solved with larger time steps than the local problems. In contrast to the pressure-transport splitting usually employed in the standard MsFV approach, we propose to start directly with a local-global splitting that allows to locally retain the original degree of coupling. This is crucial for highly non-linear systems or in the presence of physical instabilities. To obtain an accurate and efficient algorithm, we devise new adaptive criteria for global update that are based on changes of coarse-scale quantities rather than on fine-scale quantities, as it is routinely done before in the adaptive MsFV method. By means of a complexity analysis we show that the adaptive approach gives a noticeable speed-up with respect to the standard MsFV algorithm. In particular, it is efficient in case of large upscaling factors, which is important for multiphysics problems. Based on the observation that local time stepping acts as a smoother, we devise a self-correcting algorithm which incorporates the information from previous times to improve the quality of the multiscale approximation. We present results of multiphase flow simulations both for Darcy-scale and multiphysics (hybrid) problems, in which a local pore-scale description is combined with a global Darcy-like description. The novel spatiotemporal-adaptive multiscale method based on the local-global splitting is not limited to porous media flow problems, but it can be extended to any system described by a set of conservation equations.