946 resultados para Thompson sampling
Resumo:
Many probabilistic models introduce strong dependencies between variables using a latent multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain Monte Carlo algorithm for performing inference in models with multivariate Gaussian priors. Its key properties are: 1) it has simple, generic code applicable to many models, 2) it has no free parameters, 3) it works well for a variety of Gaussian process based models. These properties make our method ideal for use while model building, removing the need to spend time deriving and tuning updates for more complex algorithms.
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The paper proposes Latin hypercube sampling combined with the stratified sampling of variance reduction technique to calculate accurate fracture probability. In the compound sampling, the number of simulations is relatively small and the calculation error is satisfactory.
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We present methods for fixed-lag smoothing using Sequential Importance sampling (SIS) on a discrete non-linear, non-Gaussian state space system with unknown parameters. Our particular application is in the field of digital communication systems. Each input data point is taken from a finite set of symbols. We represent transmission media as a fixed filter with a finite impulse response (FIR), hence a discrete state-space system is formed. Conventional Markov chain Monte Carlo (MCMC) techniques such as the Gibbs sampler are unsuitable for this task because they can only perform processing on a batch of data. Data arrives sequentially, so it would seem sensible to process it in this way. In addition, many communication systems are interactive, so there is a maximum level of latency that can be tolerated before a symbol is decoded. We will demonstrate this method by simulation and compare its performance to existing techniques.
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During a 25-hour hydrographic times series at two stations near the head of Monterey Submarine Canyon, an internal tide was observed with an amplitude of 80 to 115 m in water depths of 120 and 220 m respectively. These large oscillations produced daily variations in hydrographic and chemical parameters that were of the same magnitude as seasonal variations in Monterey Bay. Computed velocities associated with the internal tide were on the order of 10 em/sec, and this tidally induced circulation may have a significant role in the exchange of deep water between Monterey Submarine Canyon and the open ocean. (PDF contains 49 pages)
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(PDF contains 48 pages)
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This paper investigates the presence of limit oscillations in an adaptive sampling system. The basic sampling criterion operates in the sense that each next sampling occurs when the absolute difference of the signal amplitude with respect to its currently sampled signal equalizes a prescribed threshold amplitude. The sampling criterion is extended involving a prescribed set of amplitudes. The limit oscillations might be interpreted through the equivalence of the adaptive sampling and hold device with a nonlinear one consisting of a relay with multiple hysteresis whose parameterization is, in general, dependent on the initial conditions of the dynamic system. The performed study is performed on the time domain.
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The Biscayne Bay Benthic Sampling Program was divided into two phases. In Phase I, sixty sampling stations were established in Biscayne Bay (including Dumfoundling Bay and Card Sound) representing diverse habitats. The stations were visited in the wet season (late fall of 1981) and in the dry season (midwinter of 1982). At each station certain abiotic conditions were measured or estimated. These included depth, sources of freshwater inflow and pollution, bottom characteristics, current direction and speed, surface and bottom temperature, salinity and dissolved oxygen, and water clarity was estimated with a secchi disk. Seagrass blades and macroalgae were counted in a 0.1-m2 grid placed so as to best represent the bottom community within a 50-foot radius. Underwater 35-mm photographs were made of the bottom using flash apparatus. Benthic samples were collected using a petite Ponar dredge. These samples were washed through a 5-mm mesh screen, fixed in formalin in the field, and later sorted and identified by experts to a pre-agreed taxonomic level. During the wet season sampling period, a nonquantitative one-meter wide trawl was made of the epibenthic community. These samples were also washed, fixed, sorted and identified. During the dry season sampling period, sediment cores were collected at each station not located on bare rock. These cores were analyzed for sediment size and organic composition by personnel of the University of Miami. Data resulting from the sampling were entered into a computer. These data were subjected to cluster analyses, Shannon-Weaver diversity analysis, multiple regression analysis of variance and covariance, and factor analysis. In Phase II of the program, fifteen stations were selected from among the sixty of Phase I. These stations were sampled quarterly. At each quarter, five Petite Ponar dredge samples were collected from each station. As in Phase I, observations and measurements, including seagrass blade counts, were made at each station. In Phase II, polychaete specimens collected were given to a separate contractor for analysis to the species level. These analyses included mean, standard deviation, coefficient of dispersion, percent of total, and numeric rank for each organism in each station as well as number of species, Shannon-Weaver taxa diversity, and dominance (the compliment of Simpson's Index) for each station. Multiple regression analysis of variance and covariance, and factor analysis were applied to the data to determine effect of abiotic factors measured at each station. (PDF contains 96 pages)