Complexity of Monte Carlo algorithms for a class of integral equations

In this work we study the computational complexity of a class of grid Monte Carlo algorithms for integral equations. The idea of the algorithms consists in an approximation of the integral equation by a system of algebraic equations. Then the Markov chain iterative Monte Carlo is used to solve the system. The assumption here is that the corresponding Neumann series for the iterative matrix does not necessarily converge or converges slowly. We use a special technique to accelerate the convergence. An estimate of the computational complexity of Monte Carlo algorithm using the considered approach is obtained. The estimate of the complexity is compared with the corresponding quantity for the complexity of the grid-free Monte Carlo algorithm. The conditions under which the class of grid Monte Carlo algorithms is more efficient are given.

Robustness and applicability of Markov chain Monte Carlo algorithms for eigenvalue problems

In this paper we analyse applicability and robustness of Markov chain Monte Carlo algorithms for eigenvalue problems. We restrict our consideration to real symmetric matrices. Almost Optimal Monte Carlo (MAO) algorithms for solving eigenvalue problems are formulated. Results for the structure of both - systematic and probability error are presented. It is shown that the values of both errors can be controlled independently by different algorithmic parameters. The results present how the systematic error depends on the matrix spectrum. The analysis of the probability error is presented. It shows that the close (in some sense) the matrix under consideration is to the stochastic matrix the smaller is this error. Sufficient conditions for constructing robust and interpolation Monte Carlo algorithms are obtained. For stochastic matrices an interpolation Monte Carlo algorithm is constructed. A number of numerical tests for large symmetric dense matrices are performed in order to study experimentally the dependence of the systematic error from the structure of matrix spectrum. We also study how the probability error depends on the balancing of the matrix. (c) 2007 Elsevier Inc. All rights reserved.

Experimental design and model construction algorithms for radial basis function networks

New construction algorithms for radial basis function (RBF) network modelling are introduced based on the A-optimality and D-optimality experimental design criteria respectively. We utilize new cost functions, based on experimental design criteria, for model selection that simultaneously optimizes model approximation, parameter variance (A-optimality) or model robustness (D-optimality). The proposed approaches are based on the forward orthogonal least-squares (OLS) algorithm, such that the new A-optimality- and D-optimality-based cost functions are constructed on the basis of an orthogonalization process that gains computational advantages and hence maintains the inherent computational efficiency associated with the conventional forward OLS approach. The proposed approach enhances the very popular forward OLS-algorithm-based RBF model construction method since the resultant RBF models are constructed in a manner that the system dynamics approximation capability, model adequacy and robustness are optimized simultaneously. The numerical examples provided show significant improvement based on the D-optimality design criterion, demonstrating that there is significant room for improvement in modelling via the popular RBF neural network.

New algorithms for synthesized design of optical filters

Chebyshev optical-filter algorithms for low-cost microcomputers have been improved. An offset ripple is now used for better transmission/matching in low-pass stacks. A prototype for narrowband filters is now more general and nearer practicability.

Application of the entropy technique and genetic algorithms to construction site layout planning of medium-size projects

Genetic algorithms (GAs) have been introduced into site layout planning as reported in a number of studies. In these studies, the objective functions were defined so as to employ the GAs in searching for the optimal site layout. However, few studies have been carried out to investigate the actual closeness of relationships between site facilities; it is these relationships that ultimately govern the site layout. This study has determined that the underlying factors of site layout planning for medium-size projects include work flow, personnel flow, safety and environment, and personal preferences. By finding the weightings on these factors and the corresponding closeness indices between each facility, a closeness relationship has been deduced. Two contemporary mathematical approaches - fuzzy logic theory and an entropy measure - were adopted in finding these results in order to minimize the uncertainty and vagueness of the collected data and improve the quality of the information. GAs were then applied to searching for the optimal site layout in a medium-size government project using the GeneHunter software. The objective function involved minimizing the total travel distance. An optimal layout was obtained within a short time. This reveals that the application of GA to site layout planning is highly promising and efficient.

Evaluation of peak-picking algorithms for protein mass spectrometry

Peak picking is an early key step in MS data analysis. We compare three commonly used approaches to peak picking and discuss their merits by means of statistical analysis. Methods investigated encompass signal-to-noise ratio, continuous wavelet transform, and a correlation-based approach using a Gaussian template. Functionality of the three methods is illustrated and discussed in a practical context using a mass spectral data set created with MALDI-TOF technology. Sensitivity and specificity are investigated using a manually defined reference set of peaks. As an additional criterion, the robustness of the three methods is assessed by a perturbation analysis and illustrated using ROC curves.

Distributed acceleration of mobile radio network optimisation algorithms

The past decade has witnessed explosive growth of mobile subscribers and services. With the purpose of providing better-swifter-cheaper services, radio network optimisation plays a crucial role but faces enormous challenges. The concept of Dynamic Network Optimisation (DNO), therefore, has been introduced to optimally and continuously adjust network configurations, in response to changes in network conditions and traffic. However, the realization of DNO has been seriously hindered by the bottleneck of optimisation speed performance. An advanced distributed parallel solution is presented in this paper, as to bridge the gap by accelerating the sophisticated proprietary network optimisation algorithm, while maintaining the optimisation quality and numerical consistency. The ariesoACP product from Arieso Ltd serves as the main platform for acceleration. This solution has been prototyped, implemented and tested. Real-project based results exhibit a high scalability and substantial acceleration at an average speed-up of 2.5, 4.9 and 6.1 on a distributed 5-core, 9-core and 16-core system, respectively. This significantly outperforms other parallel solutions such as multi-threading. Furthermore, augmented optimisation outcome, alongside high correctness and self-consistency, have also been fulfilled. Overall, this is a breakthrough towards the realization of DNO.

Acceleration of radio network optimisation algorithms

The increasing demand for cheaper-faster-better services anytime and anywhere has made radio network optimisation much more complex than ever before. In order to dynamically optimise the serving network, Dynamic Network Optimisation (DNO), is proposed as the ultimate solution and future trend. The realization of DNO, however, has been hindered by a significant bottleneck of the optimisation speed as the network complexity grows. This paper presents a multi-threaded parallel solution to accelerate complicated proprietary network optimisation algorithms, under a rigid condition of numerical consistency. ariesoACP product from Arieso Ltd serves as the platform for parallelisation. This parallel solution has been benchmarked and results exhibit a high scalability and a run-time reduction by 11% to 42% based on the technology, subscriber density and blocking rate of a given network in comparison with the original version. Further, it is highly essential that the parallel version produces equivalent optimisation quality in terms of identical optimisation outputs.

Neurofuzzy mixture of experts network parallel learning and model construction algorithms

A connection between a fuzzy neural network model with the mixture of experts network (MEN) modelling approach is established. Based on this linkage, two new neuro-fuzzy MEN construction algorithms are proposed to overcome the curse of dimensionality that is inherent in the majority of associative memory networks and/or other rule based systems. The first construction algorithm employs a function selection manager module in an MEN system. The second construction algorithm is based on a new parallel learning algorithm in which each model rule is trained independently, for which the parameter convergence property of the new learning method is established. As with the first approach, an expert selection criterion is utilised in this algorithm. These two construction methods are equivalent in their effectiveness in overcoming the curse of dimensionality by reducing the dimensionality of the regression vector, but the latter has the additional computational advantage of parallel processing. The proposed algorithms are analysed for effectiveness followed by numerical examples to illustrate their efficacy for some difficult data based modelling problems.

Generalized neurofuzzy network modeling algorithms using Bezier-Bernstein polynomial functions and additive decomposition

This paper introduces a new neurofuzzy model construction algorithm for nonlinear dynamic systems based upon basis functions that are Bezier-Bernstein polynomial functions. This paper is generalized in that it copes with n-dimensional inputs by utilising an additive decomposition construction to overcome the curse of dimensionality associated with high n. This new construction algorithm also introduces univariate Bezier-Bernstein polynomial functions for the completeness of the generalized procedure. Like the B-spline expansion based neurofuzzy systems, Bezier-Bernstein polynomial function based neurofuzzy networks hold desirable properties such as nonnegativity of the basis functions, unity of support, and interpretability of basis function as fuzzy membership functions, moreover with the additional advantages of structural parsimony and Delaunay input space partition, essentially overcoming the curse of dimensionality associated with conventional fuzzy and RBF networks. This new modeling network is based on additive decomposition approach together with two separate basis function formation approaches for both univariate and bivariate Bezier-Bernstein polynomial functions used in model construction. The overall network weights are then learnt using conventional least squares methods. Numerical examples are included to demonstrate the effectiveness of this new data based modeling approach.

Parameter estimation based on stacked regression and evolutionary algorithms

A new parameter-estimation algorithm, which minimises the cross-validated prediction error for linear-in-the-parameter models, is proposed, based on stacked regression and an evolutionary algorithm. It is initially shown that cross-validation is very important for prediction in linear-in-the-parameter models using a criterion called the mean dispersion error (MDE). Stacked regression, which can be regarded as a sophisticated type of cross-validation, is then introduced based on an evolutionary algorithm, to produce a new parameter-estimation algorithm, which preserves the parsimony of a concise model structure that is determined using the forward orthogonal least-squares (OLS) algorithm. The PRESS prediction errors are used for cross-validation, and the sunspot and Canadian lynx time series are used to demonstrate the new algorithms.

Autonomous ship collision free trajectory navigation and control algorithms

A new autonomous ship collision free (ASCF) trajectory navigation and control system has been introduced with a new recursive navigation algorithm based on analytic geometry and convex set theory for ship collision free guidance. The underlying assumption is that the geometric information of ship environment is available in the form of a polygon shaped free space, which may be easily generated from a 2D image or plots relating to physical hazards or other constraints such as collision avoidance regulations. The navigation command is given as a heading command sequence based on generating a way point which falls within a small neighborhood of the current position, and the sequence of the way points along the trajectory are guaranteed to lie within a bounded obstacle free region using convex set theory. A neurofuzzy network predictor which in practice uses only observed input/output data generated by on board sensors or external sensors (or a sensor fusion algorithm), based on using rudder deflection angle for the control of ship heading angle, is utilised in the simulation of an ESSO 190000 dwt tanker model to demonstrate the effectiveness of the system.