An efficient simulation algorithm for the generalized von Mises distribution of order two

In this article we propose an exact efficient simulation algorithm for the generalized von Mises circular distribution of order two. It is an acceptance-rejection algorithm with a piecewise linear envelope based on the local extrema and the inflexion points of the generalized von Mises density of order two. We show that these points can be obtained from the roots of polynomials and degrees four and eight, which can be easily obtained by the methods of Ferrari and Weierstrass. A comparative study with the von Neumann acceptance-rejection, with the ratio-of-uniforms and with a Markov chain Monte Carlo algorithms shows that this new method is generally the most efficient.

SOP: Parallel surrogate global optimization with Pareto center selection for computationally expensive single objective problems

This paper presents a parallel surrogate-based global optimization method for computationally expensive objective functions that is more effective for larger numbers of processors. To reach this goal, we integrated concepts from multi-objective optimization and tabu search into, single objective, surrogate optimization. Our proposed derivative-free algorithm, called SOP, uses non-dominated sorting of points for which the expensive function has been previously evaluated. The two objectives are the expensive function value of the point and the minimum distance of the point to previously evaluated points. Based on the results of non-dominated sorting, P points from the sorted fronts are selected as centers from which many candidate points are generated by random perturbations. Based on surrogate approximation, the best candidate point is subsequently selected for expensive evaluation for each of the P centers, with simultaneous computation on P processors. Centers that previously did not generate good solutions are tabu with a given tenure. We show almost sure convergence of this algorithm under some conditions. The performance of SOP is compared with two RBF based methods. The test results show that SOP is an efficient method that can reduce time required to find a good near optimal solution. In a number of cases the efficiency of SOP is so good that SOP with 8 processors found an accurate answer in less wall-clock time than the other algorithms did with 32 processors.

An Efficient Hybrid GO-PWS Algorithm to Analyze Conformal Serrated-Edge Reflectors for Millimeter-Wave Compact Range

A method to analyze parabolic reflectors with arbitrary piecewise rim is presented in this communication. This kind of reflectors, when operating as collimators in compact range facilities, needs to be large in terms of wavelength. Their analysis is very inefficient, when it is carried out with fullwave/MoM techniques, and it is not very appropriate for designing with PO techniques. Also, fast GO formulations do not offer enough accuracy to reach performance results. The proposed algorithm is based on a GO-PWS hybrid scheme, using analytical as well as non-analytical formulations. On one side, an analytical treatment of the polygonal rim reflectors is carried out. On the other side, non-analytical calculi are based on efficient operations, such as M2 order 2-dimensional FFT. A combination of these two techniques in the algorithm ensures real ad-hoc design capabilities, reached through analysis speedup. The purpose of the algorithm is to obtain an optimal conformal serrated-edge reflector design through the analysis of the field quality within the quiet zone that it is able to generate in its forward half space.

An efficient, parametric fixpoint algorithm for analysis of java bytecode

Abstract interpretation has been widely used for the analysis of object-oriented languages and, in particular, Java source and bytecode. However, while most existing work deals with the problem of flnding expressive abstract domains that track accurately the characteristics of a particular concrete property, the underlying flxpoint algorithms have received comparatively less attention. In fact, many existing (abstract interpretation based—) flxpoint algorithms rely on relatively inefHcient techniques for solving inter-procedural caligraphs or are speciflc and tied to particular analyses. We also argüe that the design of an efficient fixpoint algorithm is pivotal to supporting the analysis of large programs. In this paper we introduce a novel algorithm for analysis of Java bytecode which includes a number of optimizations in order to reduce the number of iterations. The algorithm is parametric -in the sense that it is independent of the abstract domain used and it can be applied to different domains as "plug-ins"-, multivariant, and flow-sensitive. Also, is based on a program transformation, prior to the analysis, that results in a highly uniform representation of all the features in the language and therefore simplifies analysis. Detailed descriptions of decompilation solutions are given and discussed with an example. We also provide some performance data from a preliminary implementation of the analysis.

An efficient, parametric fixpoint algorithm for incremental analysis of java bytecode

Abstract interpretation has been widely used for the analysis of object-oriented languages and, more precisely, Java source and bytecode. However, while most of the existing work deals with the problem of finding expressive abstract domains that track accurately the characteristics of a particular concrete property, the underlying fixpoint algorithms have received comparatively less attention. In fact, many existing (abstract interpretation based) fixpoint algorithms rely on relatively inefficient techniques to solve inter-procedural call graphs or are specific and tied to particular analyses. We argue that the design of an efficient fixpoint algorithm is pivotal to support the analysis of large programs. In this paper we introduce a novel algorithm for analysis of Java bytecode which includes a number of optimizations in order to reduce the number of iterations. Also, the algorithm is parametric in the sense that it is independent of the abstract domain used and it can be applied to different domains as "plug-ins". It is also incremental in the sense that, if desired, analysis data can be saved so that only a reduced amount of reanalysis is needed after a small program change, which can be instrumental for large programs. The algorithm is also multivariant and flowsensitive. Finally, another interesting characteristic of the algorithm is that it is based on a program transformation, prior to the analysis, that results in a highly uniform representation of all the features in the language and therefore simplifies analysis. Detailed descriptions of decompilation solutions are provided and discussed with an example.

An energy efficient adaptive HELLO algorithm for mobile ad hoc networks

HELLO protocol or neighborhood discovery is essential in wireless ad hoc networks. It makes the rules for nodes to claim their existence/aliveness. In the presence of node mobility, no fix optimal HELLO frequency and optimal transmission range exist to maintain accurate neighborhood tables while reducing the energy consumption and bandwidth occupation. Thus a Turnover based Frequency and transmission Power Adaptation algorithm (TFPA) is presented in this paper. The method enables nodes in mobile networks to dynamically adjust both their HELLO frequency and transmission range depending on the relative speed. In TFPA, each node monitors its neighborhood table to count new neighbors and calculate the turnover ratio. The relationship between relative speed and turnover ratio is formulated and optimal transmission range is derived according to battery consumption model to minimize the overall transmission energy. By taking advantage of the theoretical analysis, the HELLO frequency is adapted dynamically in conjunction with the transmission range to maintain accurate neighborhood table and to allow important energy savings. The algorithm is simulated and compared to other state-of-the-art algorithms. The experimental results demonstrate that the TFPA algorithm obtains high neighborhood accuracy with low HELLO frequency (at least 11% average reduction) and with the lowest energy consumption. Besides, the TFPA algorithm does not require any additional GPS-like device to estimate the relative speed for each node, hence the hardware cost is reduced.

Efficient Monte Carlo optimization for multi-label classifier chains

Multi-label classification (MLC) is the supervised learning problem where an instance may be associated with multiple labels. Modeling dependencies between labels allows MLC methods to improve their performance at the expense of an increased computational cost. In this paper we focus on the classifier chains (CC) approach for modeling dependencies. On the one hand, the original CC algorithm makes a greedy approximation, and is fast but tends to propagate errors down the chain. On the other hand, a recent Bayes-optimal method improves the performance, but is computationally intractable in practice. Here we present a novel double-Monte Carlo scheme (M2CC), both for finding a good chain sequence and performing efficient inference. The M2CC algorithm remains tractable for high-dimensional data sets and obtains the best overall accuracy, as shown on several real data sets with input dimension as high as 1449 and up to 103 labels.

Efficient spatial clustering algorithm using binary tree

In this paper we present an efficient k-Means clustering algorithm for two dimensional data. The proposed algorithm re-organizes dataset into a form of nested binary tree*. Data items are compared at each node with only two nearest means with respect to each dimension and assigned to the one that has the closer mean. The main intuition of our research is as follows: We build the nested binary tree. Then we scan the data in raster order by in-order traversal of the tree. Lastly we compare data item at each node to the only two nearest means to assign the value to the intendant cluster. In this way we are able to save the computational cost significantly by reducing the number of comparisons with means and also by the least use to Euclidian distance formula. Our results showed that our method can perform clustering operation much faster than the classical ones. © Springer-Verlag Berlin Heidelberg 2005

Variational mean-field algorithm for efficient inference in large systems of stochastic differential equations

This work introduces a Gaussian variational mean-field approximation for inference in dynamical systems which can be modeled by ordinary stochastic differential equations. This new approach allows one to express the variational free energy as a functional of the marginal moments of the approximating Gaussian process. A restriction of the moment equations to piecewise polynomial functions, over time, dramatically reduces the complexity of approximate inference for stochastic differential equation models and makes it comparable to that of discrete time hidden Markov models. The algorithm is demonstrated on state and parameter estimation for nonlinear problems with up to 1000 dimensional state vectors and compares the results empirically with various well-known inference methodologies.