Approximate Bayesian Computation for astronomical model analysis : a case study in galaxy demographics and morphological transformation at high redshift

Approximate Bayesian Computation’ (ABC) represents a powerful methodology for the analysis of complex stochastic systems for which the likelihood of the observed data under an arbitrary set of input parameters may be entirely intractable – the latter condition rendering useless the standard machinery of tractable likelihood-based, Bayesian statistical inference [e.g. conventional Markov chain Monte Carlo (MCMC) simulation]. In this paper, we demonstrate the potential of ABC for astronomical model analysis by application to a case study in the morphological transformation of high-redshift galaxies. To this end, we develop, first, a stochastic model for the competing processes of merging and secular evolution in the early Universe, and secondly, through an ABC-based comparison against the observed demographics of massive (Mgal > 1011 M⊙) galaxies (at 1.5 < z < 3) in the Cosmic Assembly Near-IR Deep Extragalatic Legacy Survey (CANDELS)/Extended Groth Strip (EGS) data set we derive posterior probability densities for the key parameters of this model. The ‘Sequential Monte Carlo’ implementation of ABC exhibited herein, featuring both a self-generating target sequence and self-refining MCMC kernel, is amongst the most efficient of contemporary approaches to this important statistical algorithm. We highlight as well through our chosen case study the value of careful summary statistic selection, and demonstrate two modern strategies for assessment and optimization in this regard. Ultimately, our ABC analysis of the high-redshift morphological mix returns tight constraints on the evolving merger rate in the early Universe and favours major merging (with disc survival or rapid reformation) over secular evolution as the mechanism most responsible for building up the first generation of bulges in early-type discs.

Reduced complexity on-line estimation of hidden Markov model parameters

In this paper we propose and study low complexity algorithms for on-line estimation of hidden Markov model (HMM) parameters. The estimates approach the true model parameters as the measurement noise approaches zero, but otherwise give improved estimates, albeit with bias. On a nite data set in the high noise case, the bias may not be signi cantly more severe than for a higher complexity asymptotically optimal scheme. Our algorithms require O(N3) calculations per time instant, where N is the number of states. Previous algorithms based on earlier hidden Markov model signal processing methods, including the expectation-maximumisation (EM) algorithm require O(N4) calculations per time instant.

A Fixed Order Model Matching Approach for the Design of Robust Power System Oscillation Damper

This book focuses on how evolutionary computing techniques benefit engineering research and development tasks by converting practical problems of growing complexities into simple formulations, thus largely reducing development efforts. This book begins with an overview of the optimization theory and modern evolutionary computing techniques, and goes on to cover specific applications of evolutionary computing to power system optimization and control problems.

Managing and learning with multiple models: Objectives and optimization algorithms

The quality of environmental decisions should be gauged according to managers' objectives. Management objectives generally seek to maximize quantifiable measures of system benefit, for instance population growth rate. Reaching these goals often requires a certain degree of learning about the system. Learning can occur by using management action in combination with a monitoring system. Furthermore, actions can be chosen strategically to obtain specific kinds of information. Formal decision making tools can choose actions to favor such learning in two ways: implicitly via the optimization algorithm that is used when there is a management objective (for instance, when using adaptive management), or explicitly by quantifying knowledge and using it as the fundamental project objective, an approach new to conservation.This paper outlines three conservation project objectives - a pure management objective, a pure learning objective, and an objective that is a weighted mixture of these two. We use eight optimization algorithms to choose actions that meet project objectives and illustrate them in a simulated conservation project. The algorithms provide a taxonomy of decision making tools in conservation management when there is uncertainty surrounding competing models of system function. The algorithms build upon each other such that their differences are highlighted and practitioners may see where their decision making tools can be improved. © 2010 Elsevier Ltd.

Do-Rank: DCG optimization for learning-to-rank in tag-based item recommendation systems

Discounted Cumulative Gain (DCG) is a well-known ranking evaluation measure for models built with multiple relevance graded data. By handling tagging data used in recommendation systems as an ordinal relevance set of {negative,null,positive}, we propose to build a DCG based recommendation model. We present an efficient and novel learning-to-rank method by optimizing DCG for a recommendation model using the tagging data interpretation scheme. Evaluating the proposed method on real-world datasets, we demonstrate that the method is scalable and outperforms the benchmarking methods by generating a quality top-N item recommendation list.

Structural optimization approach for specially shaped composite tank in spacecrafts

This study proposes an optimized approach of designing in which a model specially shaped composite tank for spacecrafts is built by applying finite element analysis. The composite layers are preliminarily designed by combining quasi-network design method with numerical simulation, which determines the ratio between the angle and the thickness of layers as the initial value of the optimized design. By adopting an adaptive simulated annealing algorithm, the angles and the numbers of layers at each angle are optimized to minimize the weight of structure. Based on this, the stacking sequence of composite layers is formulated according to the number of layers in the optimized structure by applying the enumeration method and combining the general design parameters. Numerical simulation is finally adopted to calculate the buckling limit of tanks in different designing methods. This study takes a composite tank with a cone-shaped cylinder body as example, in which ellipsoid head section and outer wall plate are selected as the object to validate this method. The result shows that the quasi-network design method can improve the design quality of composite material layer in tanks with complex preliminarily loading conditions. The adaptive simulated annealing algorithm can reduce the initial design weight by 30%, which effectively probes the global optimal solution and optimizes the weight of structure. It can be therefore proved that, this optimization method is capable of designing and optimizing specially shaped composite tanks with complex loading conditions.

A robust optimization approach for index tracking problem

Index tracking is an investment approach where the primary objective is to keep portfolio return as close as possible to a target index without purchasing all index components. The main purpose is to minimize the tracking error between the returns of the selected portfolio and a benchmark. In this paper, quadratic as well as linear models are presented for minimizing the tracking error. The uncertainty is considered in the input data using a tractable robust framework that controls the level of conservatism while maintaining linearity. The linearity of the proposed robust optimization models allows a simple implementation of an ordinary optimization software package to find the optimal robust solution. The proposed model of this paper employs Morgan Stanley Capital International Index as the target index and the results are reported for six national indices including Japan, the USA, the UK, Germany, Switzerland and France. The performance of the proposed models is evaluated using several financial criteria e.g. information ratio, market ratio, Sharpe ratio and Treynor ratio. The preliminary results demonstrate that the proposed model lowers the amount of tracking error while raising values of portfolio performance measures.

Reservoir Operation for Hydropower Optimization: A Chance-Constrained Approach

This paper presents a chance-constrained linear programming formulation for reservoir operation of a multipurpose reservoir. The release policy is defined by a chance constraint that the probability of irrigation release in any period equalling or exceeding the irrigation demand is at least equal to a specified value P (called reliability level). The model determines the maximum annual hydropower produced while meeting the irrigation demand at a specified reliability level. The model considers variation in reservoir water level elevation and also the operating range within which the turbine operates. A linear approximation for nonlinear power production function is assumed and the solution obtained within a specified tolerance limit. The inflow into the reservoir is considered random. The chance constraint is converted into its deterministic equivalent using a linear decision rule and inflow probability distribution. The model application is demonstrated through a case study.

Simulated systems optimization through response surface techniques [Optimización de sistemas simulados a través de técnicas de superficie de respuesta]

The purpose of this article is to show the applicability and benefits of the techniques of design of experiments as an optimization tool for discrete simulation models. The simulated systems are computational representations of real-life systems; its characteristics include a constant evolution that follows the occurrence of discrete events along the time. In this study, a production system, designed with the business philosophy JIT (Just in Time) is used, which seeks to achieve excellence in organizations through waste reduction in all the operational aspects. The most typical tool of JIT systems is the KANBAN production control that seeks to synchronize demand with flow of materials, minimize work in process, and define production metrics. Using experimental design techniques for stochastic optimization, the impact of the operational factors on the efficiency of the KANBAN / CONWIP simulation model is analyzed. The results show the effectiveness of the integration of experimental design techniques and discrete simulation models in the calculation of the operational parameters. Furthermore, the reliability of the methodologies found was improved with a new statistical consideration.

Quantum behaved Particle Swarm Optimization (QPSO) for multi-objective design optimization of composite structures

We present a new, generic method/model for multi-objective design optimization of laminated composite components using a novel multi-objective optimization algorithm developed on the basis of the Quantum behaved Particle Swarm Optimization (QPSO) paradigm. QPSO is a co-variant of the popular Particle Swarm Optimization (PSO) and has been developed and implemented successfully for the multi-objective design optimization of composites. The problem is formulated with multiple objectives of minimizing weight and the total cost of the composite component to achieve a specified strength. The primary optimization variables are - the number of layers, its stacking sequence (the orientation of the layers) and thickness of each layer. The classical lamination theory is utilized to determine the stresses in the component and the design is evaluated based on three failure criteria; Failure Mechanism based Failure criteria, Maximum stress failure criteria and the Tsai-Wu Failure criteria. The optimization method is validated for a number of different loading configurations - uniaxial, biaxial and bending loads. The design optimization has been carried for both variable stacking sequences as well as fixed standard stacking schemes and a comparative study of the different design configurations evolved has been presented. Also, the performance of QPSO is compared with the conventional PSO.

The moderating effects of job control and selection, optimization, and compensation strategies on the age-work ability relationship

Work ability describes employees' capability to carry out their work with respect to physical and psychological job demands. This study investigated direct and interactive effects of age, job control, and the use of successful aging strategies called selection, optimization, and compensation (SOC) in predicting work ability. We assessed SOC strategies and job control by using employee self-reports, and we measured employees' work ability using supervisor ratings. Data collected from 173 health-care employees showed that job control was positively associated with work ability. Additionally, we found a three-way interaction effect of age, job control, and use of SOC strategies on work ability. Specifically, the negative relationship between age and work ability was weakest for employees with high job control and high use of SOC strategies. These results suggest that the use of successful aging strategies and enhanced control at work are conducive to maintaining the work ability of aging employees. We discuss theoretical and practical implications regarding the beneficial role of the use of SOC strategies utilized by older employees and enhanced contextual resources at work for aging employees.

Optimization of gasket thickness in a Bridgman anvil system

The effect of gasket thickness on the pressure in the Bridgman anvil system has been studied experimentally. The existence of the optimum thickness from the experimental data has been interpreted in a theoretical model of stress distribution in an anvil system. Review of Scientific Instruments is copyrighted by The American Institute of Physics.

Integration and optimization of pressure retarded osmosis with reverse osmosis for power generation and high efficiency desalination

Salinity gradient power is proposed as a source of renewable energy when two solutions of different salinity are mixed. In particular, Pressure Retarded Osmosis (PRO) coupled with a Reverse Osmosis process (RO) has been previously suggested for power generation, using RO brine as the draw solution. However, integration of PRO with RO may have further value for increasing the extent of water recovery in a desalination process. Consequently, this study was designed to model the impact of various system parameters to better understand how to design and operate practical PRO-RO units. The impact of feed salinity and recovery rate for the RO process on the concentration of draw solution, feed pressure, and membrane area of the PRO process was evaluated. The PRO system was designed to operate at maximum power density of . Model results showed that the PRO power density generated intensified with increasing seawater salinity and RO recovery rate. For an RO process operating at 52% recovery rate and 35 g/L feed salinity, a maximum power density of 24 W/m2 was achieved using 4.5 M NaCl draw solution. When seawater salinity increased to 45 g/L and the RO recovery rate was 46%, the PRO power density increased to 28 W/m2 using 5 M NaCl draw solution. The PRO system was able to increase the recovery rate of the RO by up to 18% depending on seawater salinity and RO recovery rate. This result suggested a potential advantage of coupling PRO process with RO system to increase the recovery rate of the desalination process and reduce brine discharge.

A model for determining the optimal project life span and concession period of BOT projects

The concession agreement is the core feature of BOT projects, with the concession period being the most essential feature in determining the time span of the various rights, obligations and responsibilities of the government and concessionaire. Concession period design is therefore crucial for financial viability and determining the benefit/cost allocation between the host government and the concessionaire. However, while the concession period and project life span are essentially interdependent, most methods to date consider their determination as contiguous events that are determined exogenously. Moreover, these methods seldom consider the, often uncertain, social benefits and costs involved that are critical in defining, pricing and distributing benefits and costs between the various parties and evaluating potentially distributable cash flows. In this paper, we present the results of the first stage of a research project aimed at determining the optimal build-operate-transfer (BOT) project life span and concession period endogenously and interdependently by maximizing the combined benefits of stakeholders. Based on the estimation of the economic and social development involved, a negotiation space of the concession period interval is obtained, with its lower boundary creating the desired financial return for the private investors and its upper boundary ensuring the economic feasibility of the host government as well as the maximized welfare within the project life. The outcome of the new quantitative model is considered as a suitable basis for future field trials prior to implementation. The structure and details of the model are provided in the paper with Hong Kong tunnel project as a case study to demonstrate its detailed application. The basic contributions of the paper to the theory of construction procurement are that the project life span and concession period are determined jointly and the social benefits taken into account in the examination of project financial benefits. In practical terms, the model goes beyond the current practice of linear-process thinking and should enable engineering consultants to provide project information more rationally and accurately to BOT project bidders and increase the government's prospects of successfully entering into a contract with a concessionaire. This is expected to generate more negotiation space for the government and concessionaire in determining the major socioeconomic features of individual BOT contracts when negotiating the concession period. As a result, the use of the model should increase the total benefit to both parties.

Accurate Parameter Estimation of Contaminant Transport Inverse Problem using Particle Swarm Optimization

Swarm Intelligence techniques such as particle swarm optimization (PSO) are shown to be incompetent for an accurate estimation of global solutions in several engineering applications. This problem is more severe in case of inverse optimization problems where fitness calculations are computationally expensive. In this work, a novel strategy is introduced to alleviate this problem. The proposed inverse model based on modified particle swarm optimization algorithm is applied for a contaminant transport inverse model. The inverse models based on standard-PSO and proposed-PSO are validated to estimate the accuracy of the models. The proposed model is shown to be out performing the standard one in terms of accuracy in parameter estimation. The preliminary results obtained using the proposed model is presented in this work.