849 resultados para GIBBS SAMPLER
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Monte Carlo (MC) methods are widely used in signal processing, machine learning and communications for statistical inference and stochastic optimization. A well-known class of MC methods is composed of importance sampling and its adaptive extensions (e.g., population Monte Carlo). In this work, we introduce an adaptive importance sampler using a population of proposal densities. The novel algorithm provides a global estimation of the variables of interest iteratively, using all the samples generated. The cloud of proposals is adapted by learning from a subset of previously generated samples, in such a way that local features of the target density can be better taken into account compared to single global adaptation procedures. Numerical results show the advantages of the proposed sampling scheme in terms of mean absolute error and robustness to initialization.
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Phase thermodynamics is often perceived as a difficult subject that many students never become fully comfortable with. The Gibbsian geometrical framework can help students to gain a better understanding of phase equilibria. An exercise to interpret the vapor-liquid equilibrium of a binary azeotropic mixture, using the equilibrium condition based on the common tangent plane criterion (the Gibbs stability test), is presented in this paper. From a T-composition phase diagram for the mixture, the temperature is set at different values: above, intermediate to, and below the boiling temperatures of the pure components, to intersect different regions of the system. Students prepare an Excel spreadsheet where the Gibbs energy of mixing of the vapor and liquid mixtures are calculated and represented over the whole range of compositions and then, apply the Gibbs stability test to ascertain the aggregation state of the system and to calculate the VL phase equilibrium compositions. Finally, Matlab is used to generate the 3D Gibbs energy of mixing surfaces for both phases over the whole range of temperatures which facilitates the geometrical interpretation of the vapor-liquid equilibrium.
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ESAT 2014. 27th European Symposium on Applied Thermodynamics, Eindhoven University of Technology, July 6-9, 2014.
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"Monitoring Systems Research and Development Division, Environmental Monitoring and Support Laboratory."
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"June 1980."
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