Computing the Stochastic Complexity of Simple Probabilistic Graphical Models

Minimum Description Length (MDL) is an information-theoretic principle that can be used for model selection and other statistical inference tasks. There are various ways to use the principle in practice. One theoretically valid way is to use the normalized maximum likelihood (NML) criterion. Due to computational difficulties, this approach has not been used very often. This thesis presents efficient floating-point algorithms that make it possible to compute the NML for multinomial, Naive Bayes and Bayesian forest models. None of the presented algorithms rely on asymptotic analysis and with the first two model classes we also discuss how to compute exact rational number solutions.

Fracture Behavior of Multidirectional DCB Specimen: Higher-Order Beam Theories

Mathematical models, for the stress analysis of symmetric multidirectional double cantilever beam (DCB) specimen using classical beam theory, first and higher-order shear deformation beam theories, have been developed to determine the Mode I strain energy release rate (SERR) for symmetric multidirectional composites. The SERR has been calculated using the compliance approach. In the present study, both variationally and nonvariationally derived matching conditions have been applied at the crack tip of DCB specimen. For the unidirectional and cross-ply composite DCB specimens, beam models under both plane stress and plane strain conditions in the width direction are applicable with good performance where as for the multidirectional composite DCB specimen, only the beam model under plane strain condition in the width direction appears to be applicable with moderate performance. Among the shear deformation beam theories considered, the performance of higher-order shear deformation beam theory, having quadratic variation for transverse displacement over the thickness, is superior in determining the SERR for multidirectional DCB specimen.

Location of concentrators in a computer communication network: a stochastic automation search method

The following problem is considered. Given the locations of the Central Processing Unit (ar;the terminals which have to communicate with it, to determine the number and locations of the concentrators and to assign the terminals to the concentrators in such a way that the total cost is minimized. There is alao a fixed cost associated with each concentrator. There is ail upper limit to the number of terminals which can be connected to a concentrator. The terminals can be connected directly to the CPU also In this paper it is assumed that the concentrators can bo located anywhere in the area A containing the CPU and the terminals. Then this becomes a multimodal optimization problem. In the proposed algorithm a stochastic automaton is used as a search device to locate the minimum of the multimodal cost function . The proposed algorithm involves the following. The area A containing the CPU and the terminals is divided into an arbitrary number of regions (say K). An approximate value for the number of concentrators is assumed (say m). The optimum number is determined by iteration later The m concentrators can be assigned to the K regions in (mk) ways (m > K) or (km) ways (K>m).(All possible assignments are feasible, i.e. a region can contain 0,1,…, to concentrators). Each possible assignment is assumed to represent a state of the stochastic variable structure automaton. To start with, all the states are assigned equal probabilities. At each stage of the search the automaton visits a state according to the current probability distribution. At each visit the automaton selects a 'point' inside that state with uniform probability. The cost associated with that point is calculated and the average cost of that state is updated. Then the probabilities of all the states are updated. The probabilities are taken to bo inversely proportional to the average cost of the states After a certain number of searches the search probabilities become stationary and the automaton visits a particular state again and again. Then the automaton is said to have converged to that state Then by conducting a local gradient search within that state the exact locations of the concentrators are determined This algorithm was applied to a set of test problems and the results were compared with those given by Cooper's (1964, 1967) EAC algorithm and on the average it was found that the proposed algorithm performs better.

A heterogeneous computing approach to simulation of the Heston Stochastic Volatility Model

Stochastic volatility models are of fundamental importance to the pricing of derivatives. One of the most commonly used models of stochastic volatility is the Heston Model in which the price and volatility of an asset evolve as a pair of coupled stochastic differential equations. The computation of asset prices and volatilities involves the simulation of many sample trajectories with conditioning. The problem is treated using the method of particle filtering. While the simulation of a shower of particles is computationally expensive, each particle behaves independently making such simulations ideal for massively parallel heterogeneous computing platforms. In this paper, we present our portable Opencl implementation of the Heston model and discuss its performance and efficiency characteristics on a range of architectures including Intel cpus, Nvidia gpus, and Intel Many-Integrated-Core (mic) accelerators.

Orbit perturbation theory of beam-plasma instability

The nonlinear theory of the instability caused by an electron beam-plasma interaction is studied. A nonlinear analysis has been carried out using many-body methods. A general formula for a neutral collisionless plasma, without external fields, is derived. This could be used for calculating the saturation levels of other instabilities. The effect of orbit perturbation theory on the beam-plasma instability is briefly reviewed.

Output feedback control of networked systems with a stochastic communication protocol

This paper addresses an output feedback control problem for a class of networked control systems (NCSs) with a stochastic communication protocol. Under the scenario that only one sensor is allowed to obtain the communication access at each transmission instant, a stochastic communication protocol is first defined, where the communication access is modelled by a discrete-time Markov chain with partly unknown transition probabilities. Secondly, by use of a network-based output feedback control strategy and a time-delay division method, the closed-loop system is modeled as a stochastic system with multi time-varying delays, where the inherent characteristic of the network delay is well considered to improve the control performance. Then, based on the above constructed stochastic model, two sufficient conditions are derived for ensuring the mean-square stability and stabilization of the system under consideration. Finally, two examples are given to show the effectiveness of the proposed method.

Anomalous plasma heating by an intense laser beam

Heating of laser produced plasmas by an instability is investigated. For intense laser beams anomalous absorption is found. A comparison is made with the experiment.

Use of transverse beam polarization to probe anomalous V V H interactions at a Linear Collider

We investigate use of transverse beam polarization in probing anomalous coupling of a Higgs boson to a pair of vector bosons, at the International Linear Collider (ILC). We consider the most general form of V V H (V = W/Z) vertex consistent with Lorentz invariance and investigate its effects on the process e(+)e(-) -> f (f) over barH, f being a light fermion. Constructing observables with definite C P and naive time reversal ((T) over tilde) transformation properties, we find that transverse beam polarization helps us to improve on the sensitivity of one part of the anomalous Z Z H Coupling that is odd under C P. Even more importantly it provides the possibility of discriminating from each other, two terms in the general Z Z H vertex, both of which are even under C P and (T) over bar. Use of transversebeam polarization when combined with information from unpolarized and linearly polarized beams therefore, allows one to have completely independent probes of all the different parts of a general ZZH vertex.

Studies on transport phenomena during solidification of an aluminum alloy in the presence of linear electromagnetic stirring

Numerical and experimental studies on transport phenomena during solidification of an aluminum alloy in the presence of linear electromagnetic stirring are performed. The alloy is electromagnetically stirred to produce semisolid slurry in a cylindrical graphite mould placed in the annulus of a linear electromagnetic stirrer. The mould is cooled at the bottom, such that solidification progresses from the bottom to the top of the cylindrical mould. A numerical model is developed for simulating the transport phenomena associated with the solidification process using a set of single-phase governing equations of mass. momentum, energy. and species conservation. The viscosity variation of the slurry, used in the model, is determined experimentally using a rotary viscometer. The set of governing equations is solved using a pressure-based finite volume technique, along with an enthalpy based phase change algorithm. The numerical study involves prediction of temperature, velocity, species and solid fraction distribution in the mould. Corresponding solidification experiments are performed, with time-temperature history recorded at key locations. The microstructures at various temperature measurement locations in the solidified billet are analyzed. The numerical predictions of temperature variations are in good agreement with experiments, and the predicted flow field evolution correlates well with the microstructures observed at various locations.

The hydrogen bond: a molecular beam microwave spectroscopist's view with a universal appeal

In this manuscript, we propose a criterion for a weakly bound complex formed in a supersonic beam to be characterized as a `hydrogen bonded complex'. For a `hydrogen bonded complex', the zero point energy along any large amplitude vibrational coordinate that destroys the orientational preference for the hydrogen bond should be significantly below the barrier along that coordinate so that there is at least one bound level. These are vibrational modes that do not lead to the breakdown of the complex as a whole. If the zero point level is higher than the barrier, the `hydrogen bond' would not be able to stabilize the orientation which favors it and it is no longer sensible to characterize a complex as hydrogen bonded. Four complexes, Ar-2-H2O, Ar-2-H2S, C2H4-H2O and C2H4-H2S, were chosen for investigations. Zero point energies and barriers for large amplitude motions were calculated at a reasonable level of calculation, MP2(full)/aug-cc-pVTZ, for all these complexes. Atoms in molecules (AIM) theoretical analyses of these complexes were carried out as well. All these complexes would be considered hydrogen bonded according to the AIM theoretical criteria suggested by Koch and Popelier for C-H center dot center dot center dot O hydrogen bonds (U. Koch and P. L. A. Popelier, J. Phys. Chem., 1995, 99, 9747), which has been widely and, at times, incorrectly used for all types of contacts involving H. It is shown that, according to the criterion proposed here, the Ar-2-H2O/H2S complexes are not hydrogen bonded even at zero kelvin and C2H4-H2O/H2S complexes are. This analysis can naturally be extended to all temperatures. It can explain the recent experimental observations on crystal structures of H2S at various conditions and the crossed beam scattering studies on rare gases with H2O and H2S.

The fully implicit stochastic-alpha method for stiff stochastic differential equations

A fully implicit integration method for stochastic differential equations with significant multiplicative noise and stiffness in both the drift and diffusion coefficients has been constructed, analyzed and illustrated with numerical examples in this work. The method has strong order 1.0 consistency and has user-selectable parameters that allow the user to expand the stability region of the method to cover almost the entire drift-diffusion stability plane. The large stability region enables the method to take computationally efficient time steps. A system of chemical Langevin equations simulated with the method illustrates its computational efficiency.

An FETI-preconditioned conjuerate gradient method for large-scale stochastic finite element problems

In the spectral stochastic finite element method for analyzing an uncertain system. the uncertainty is represented by a set of random variables, and a quantity of Interest such as the system response is considered as a function of these random variables Consequently, the underlying Galerkin projection yields a block system of deterministic equations where the blocks are sparse but coupled. The solution of this algebraic system of equations becomes rapidly challenging when the size of the physical system and/or the level of uncertainty is increased This paper addresses this challenge by presenting a preconditioned conjugate gradient method for such block systems where the preconditioning step is based on the dual-primal finite element tearing and interconnecting method equipped with a Krylov subspace reusage technique for accelerating the iterative solution of systems with multiple and repeated right-hand sides. Preliminary performance results on a Linux Cluster suggest that the proposed Solution method is numerically scalable and demonstrate its potential for making the uncertainty quantification Of realistic systems tractable.

Opioid dependence: Brain structure and function : a magnetic resonance imaging, neuropsychological, and electromagnetic study

Background: Opiod dependence is a chronic severe brain disorder associated with enormous health and social problems. The relapse back to opioid abuse is very high especially in early abstinence, but neuropsychological and neurophysiological deficits during opioid abuse or soon after cessation of opioids are scarcely investigated. Also the structural brain changes and their correlations with the length of opioid abuse or abuse onset age are not known. In this study the cognitive functions, neural basis of cognitive dysfunction, and brain structural changes was studied in opioid-dependent patients and in age and sex matched healthy controls. Materials and methods: All subjects participating in the study, 23 opioid dependents of whom, 15 were also benzodiazepine and five cannabis co-dependent and 18 healthy age and sex matched controls went through Structured Clinical Interviews (SCID) to obtain DSM-IV axis I and II diagnosis and to exclude psychiatric illness not related to opioid dependence or personality disorders. Simultaneous magnetoencephalography (MEG) and electroencephalography (EEG) measurements were done on 21 opioid-dependent individuals on the day of hospitalization for withdrawal therapy. The neural basis of auditory processing was studied and pre-attentive attention and sensory memory were investigated. During the withdrawal 15 opioid-dependent patients participated in neuropsychological tests, measuring fluid intelligence, attention and working memory, verbal and visual memory, and executive functions. Fifteen healthy subjects served as controls for the MEG-EEG measurements and neuropsychological assessment. The brain magnetic resonance imaging (MRI) was obtained from 17 patients after approximately two weeks abstinence, and from 17 controls. The areas of different brain structures and the absolute and relative volumes of cerebrum, cerebral white and gray matter, and cerebrospinal fluid (CSF) spaces were measured and the Sylvian fissure ratio (SFR) and bifrontal ratio were calculated. Also correlation between the cerebral measures and neuropsychological performance was done. Results: MEG-EEG measurements showed that compared to controls the opioid-dependent patients had delayed mismatch negativity (MMN) response to novel sounds in the EEG and P3am on the contralateral hemisphere to the stimulated ear in MEG. The equivalent current dipole (ECD) of N1m response was stronger in patients with benzodiazepine co-dependence than those without benzodiazepine co-dependence or controls. In early abstinence the opioid dependents performed poorer than the controls in tests measuring attention and working memory, executive function and fluid intelligence. Test results of the Culture Fair Intelligence Test (CFIT), testing fluid intelligence, and Paced Auditory Serial Addition Test (PASAT), measuring attention and working memory correlated positively with the days of abstinence. MRI measurements showed that the relative volume of CSF was significantly larger in opioid dependents, which could also be seen in visual analysis. Also Sylvian fissures, expressed by SFR were wider in patients, which correlated negatively with the age of opioid abuse onset. In controls the relative gray matter volume had a positive correlation with composite cognitive performance, but this correlation was not found in opioid dependents in early abstinence. Conclusions: Opioid dependents had wide Sylvian fissures and CSF spaces indicating frontotemporal atrophy. Dilatation of Sylvian fissures correlated with the abuse onset age. During early withdrawal cognitive performance of opioid dependents was impaired. While intoxicated the pre-attentive attention to novel stimulus was delayed and benzodiazepine co-dependence impaired sound detection. All these changes point to disturbances on frontotemporal areas.