Blind equalization and sequence estimation using Markov chain Monte Carlo methods

This paper discusses the problem of restoring a digital input signal that has been degraded by an unknown FIR filter in noise, using the Gibbs sampler. A method for drawing a random sample of a sequence of bits is presented; this is shown to have faster convergence than a scheme by Chen and Li, which draws bits independently. ©1998 IEEE.

An overview of Sequential Monte Carlo methods for parameter estimation in general state-space models

Nonlinear non-Gaussian state-space models arise in numerous applications in control and signal processing. Sequential Monte Carlo (SMC) methods, also known as Particle Filters, provide very good numerical approximations to the associated optimal state estimation problems. However, in many scenarios, the state-space model of interest also depends on unknown static parameters that need to be estimated from the data. In this context, standard SMC methods fail and it is necessary to rely on more sophisticated algorithms. The aim of this paper is to present a comprehensive overview of SMC methods that have been proposed to perform static parameter estimation in general state-space models. We discuss the advantages and limitations of these methods. © 2009 IFAC.

A markov chain Monte Carlo method for estimating population mixing using Y-chromosome markers: Mixing of the Han people in China

We present a new approach for estimating mixing between populations based on non-recombining markers, specifically Y-chromosome microsatellites. A Markov chain Monte Carlo (MCMC) Bayesian statistical approach is used to calculate the posterior probability

Monte Carlo optimization strategies for air-traffic control

The safety of the flights, and in particular conflict resolution for separation assurance, is one of the main tasks of Air Traffic Control. Conflict resolution requires decision making in the face of the considerable levels of uncertainty inherent in the motion of aircraft. We present a Monte Carlo framework for conflict resolution which allows one to take into account such levels of uncertainty through the use of a stochastic simulator. A simulation example inspired by current air traffic control practice illustrates the proposed conflict resolution strategy. Copyright © 2005 by the American Institute of Aeronautics and Astronautics, Inc. All rights reserved.

生物分子水溶液的Monte Carlo模拟 Ⅲ: 力偏倚抽样法和Metropolis抽样法的比较

用力偏倚(FB)法,由体系的晶体点阵构型出发到达平衡态所需的循环数为Metroplis法的武分之二。为了得到较好的结构信息所需的构型数也仅为后者的五分之二。虽然每个循环所需机时为Metropolis法的1.6倍,仍是一加速收敛的好方法。此外进一步支持了以分子的平移扩散作为判别抽样效率的判据,指出接受几率在0.33—0.36之间的步长可能是合适的。此外还统计了和丙氨酸作用大于2kcal/mol的分子座标,使它们与丙氨酸-水分子径向分布图的峰值相对应。图2表2参9

Monte Carlo-Based Bayesian group object tracking and causal reasoning

We present algorithms for tracking and reasoning of local traits in the subsystem level based on the observed emergent behavior of multiple coordinated groups in potentially cluttered environments. Our proposed Bayesian inference schemes, which are primarily based on (Markov chain) Monte Carlo sequential methods, include: 1) an evolving network-based multiple object tracking algorithm that is capable of categorizing objects into groups, 2) a multiple cluster tracking algorithm for dealing with prohibitively large number of objects, and 3) a causality inference framework for identifying dominant agents based exclusively on their observed trajectories.We use these as building blocks for developing a unified tracking and behavioral reasoning paradigm. Both synthetic and realistic examples are provided for demonstrating the derived concepts. © 2013 Springer-Verlag Berlin Heidelberg.

Linear gaussian computations for near-exact Bayesian Monte Carlo inference in skewed alpha-stable time series models

In this paper we study parameter estimation for time series with asymmetric α-stable innovations. The proposed methods use a Poisson sum series representation (PSSR) for the asymmetric α-stable noise to express the process in a conditionally Gaussian framework. That allows us to implement Bayesian parameter estimation using Markov chain Monte Carlo (MCMC) methods. We further enhance the series representation by introducing a novel approximation of the series residual terms in which we are able to characterise the mean and variance of the approximation. Simulations illustrate the proposed framework applied to linear time series, estimating the model parameter values and model order P for an autoregressive (AR(P)) model driven by asymmetric α-stable innovations. © 2012 IEEE.

A Monte Carlo expectation maximisation algorithm for multiple target tracking

In this paper, we present an expectation-maximisation (EM) algorithm for maximum likelihood estimation in multiple target models (MTT) with Gaussian linear state-space dynamics. We show that estimation of sufficient statistics for EM in a single Gaussian linear state-space model can be extended to the MTT case along with a Monte Carlo approximation for inference of unknown associations of targets. The stochastic approximation EM algorithm that we present here can be used along with any Monte Carlo method which has been developed for tracking in MTT models, such as Markov chain Monte Carlo and sequential Monte Carlo methods. We demonstrate the performance of the algorithm with a simulation. © 2012 ISIF (Intl Society of Information Fusi).

Adaptive sequential Monte Carlo approach for real-time applications

This paper presents an adaptive Sequential Monte Carlo approach for real-time applications. Sequential Monte Carlo method is employed to estimate the states of dynamic systems using weighted particles. The proposed approach reduces the run-time computation complexity by adapting the size of the particle set. Multiple processing elements on FPGAs are dynamically allocated for improved energy efficiency without violating real-time constraints. A robot localisation application is developed based on the proposed approach. Compared to a non-adaptive implementation, the dynamic energy consumption is reduced by up to 70% without affecting the quality of solutions. © 2012 IEEE.

On the use of predictor-corrector method for coupled Monte Carlo burnup codes

This paper investigates the effect of the burnup coupling scheme on the numerical stability and accuracy of coupled Monte-Carlo depletion calculations. We show that in some cases, even the Predictor Corrector method with relatively short time steps can be numerically unstable. In addition, we present two possible extensions to the Euler predictor-corrector (PC) method, which is typically used in coupled burnup calculations. These modifications allow using longer time steps, while maintaining numerical stability and accuracy. © 2013 Elsevier Ltd. All rights reserved.