6 resultados para stochastic approximation algorithm
em BORIS: Bern Open Repository and Information System - Berna - Suiça
Resumo:
In this article, the authors evaluate a merit function for 2D/3D registration called stochastic rank correlation (SRC). SRC is characterized by the fact that differences in image intensity do not influence the registration result; it therefore combines the numerical advantages of cross correlation (CC)-type merit functions with the flexibility of mutual-information-type merit functions. The basic idea is that registration is achieved on a random subset of the image, which allows for an efficient computation of Spearman's rank correlation coefficient. This measure is, by nature, invariant to monotonic intensity transforms in the images under comparison, which renders it an ideal solution for intramodal images acquired at different energy levels as encountered in intrafractional kV imaging in image-guided radiotherapy. Initial evaluation was undertaken using a 2D/3D registration reference image dataset of a cadaver spine. Even with no radiometric calibration, SRC shows a significant improvement in robustness and stability compared to CC. Pattern intensity, another merit function that was evaluated for comparison, gave rather poor results due to its limited convergence range. The time required for SRC with 5% image content compares well to the other merit functions; increasing the image content does not significantly influence the algorithm accuracy. The authors conclude that SRC is a promising measure for 2D/3D registration in IGRT and image-guided therapy in general.
Resumo:
In this article, we develop the a priori and a posteriori error analysis of hp-version interior penalty discontinuous Galerkin finite element methods for strongly monotone quasi-Newtonian fluid flows in a bounded Lipschitz domain Ω ⊂ ℝd, d = 2, 3. In the latter case, computable upper and lower bounds on the error are derived in terms of a natural energy norm, which are explicit in the local mesh size and local polynomial degree of the approximating finite element method. A series of numerical experiments illustrate the performance of the proposed a posteriori error indicators within an automatic hp-adaptive refinement algorithm.
Resumo:
Cataloging geocentric objects can be put in the framework of Multiple Target Tracking (MTT). Current work tends to focus on the S = 2 MTT problem because of its favorable computational complexity of O(n²). The MTT problem becomes NP-hard for a dimension of S˃3. The challenge is to find an approximation to the solution within a reasonable computation time. To effciently approximate this solution a Genetic Algorithm is used. The algorithm is applied to a simulated test case. These results represent the first steps towards a method that can treat the S˃3 problem effciently and with minimal manual intervention.
Resumo:
Stochastic simulation is an important and practical technique for computing probabilities of rare events, like the payoff probability of a financial option, the probability that a queue exceeds a certain level or the probability of ruin of the insurer's risk process. Rare events occur so infrequently, that they cannot be reasonably recorded during a standard simulation procedure: specifc simulation algorithms which thwart the rarity of the event to simulate are required. An important algorithm in this context is based on changing the sampling distribution and it is called importance sampling. Optimal Monte Carlo algorithms for computing rare event probabilities are either logarithmic eficient or possess bounded relative error.
Resumo:
SOMS is a general surrogate-based multistart algorithm, which is used in combination with any local optimizer to find global optima for computationally expensive functions with multiple local minima. SOMS differs from previous multistart methods in that a surrogate approximation is used by the multistart algorithm to help reduce the number of function evaluations necessary to identify the most promising points from which to start each nonlinear programming local search. SOMS’s numerical results are compared with four well-known methods, namely, Multi-Level Single Linkage (MLSL), MATLAB’s MultiStart, MATLAB’s GlobalSearch, and GLOBAL. In addition, we propose a class of wavy test functions that mimic the wavy nature of objective functions arising in many black-box simulations. Extensive comparisons of algorithms on the wavy testfunctions and on earlier standard global-optimization test functions are done for a total of 19 different test problems. The numerical results indicate that SOMS performs favorably in comparison to alternative methods and does especially well on wavy functions when the number of function evaluations allowed is limited.