990 resultados para distributed computation
Resumo:
Analytically or computationally intractable likelihood functions can arise in complex statistical inferential problems making them inaccessible to standard Bayesian inferential methods. Approximate Bayesian computation (ABC) methods address such inferential problems by replacing direct likelihood evaluations with repeated sampling from the model. ABC methods have been predominantly applied to parameter estimation problems and less to model choice problems due to the added difficulty of handling multiple model spaces. The ABC algorithm proposed here addresses model choice problems by extending Fearnhead and Prangle (2012, Journal of the Royal Statistical Society, Series B 74, 1–28) where the posterior mean of the model parameters estimated through regression formed the summary statistics used in the discrepancy measure. An additional stepwise multinomial logistic regression is performed on the model indicator variable in the regression step and the estimated model probabilities are incorporated into the set of summary statistics for model choice purposes. A reversible jump Markov chain Monte Carlo step is also included in the algorithm to increase model diversity for thorough exploration of the model space. This algorithm was applied to a validating example to demonstrate the robustness of the algorithm across a wide range of true model probabilities. Its subsequent use in three pathogen transmission examples of varying complexity illustrates the utility of the algorithm in inferring preference of particular transmission models for the pathogens.
Resumo:
Designed for undergraduate and postgraduate students, academic researchers and industrial practitioners, this book provides comprehensive case studies on numerical computing of industrial processes and step-by-step procedures for conducting industrial computing. It assumes minimal knowledge in numerical computing and computer programming, making it easy to read, understand and follow. Topics discussed include fundamentals of industrial computing, finite difference methods, the Wavelet-Collocation Method, the Wavelet-Galerkin Method, High Resolution Methods, and comparative studies of various methods. These are discussed using examples of carefully selected models from real processes of industrial significance. The step-by-step procedures in all these case studies can be easily applied to other industrial processes without a need for major changes and thus provide readers with useful frameworks for the applications of engineering computing in fundamental research problems and practical development scenarios.
Resumo:
In the Bayesian framework a standard approach to model criticism is to compare some function of the observed data to a reference predictive distribution. The result of the comparison can be summarized in the form of a p-value, and it's well known that computation of some kinds of Bayesian predictive p-values can be challenging. The use of regression adjustment approximate Bayesian computation (ABC) methods is explored for this task. Two problems are considered. The first is the calibration of posterior predictive p-values so that they are uniformly distributed under some reference distribution for the data. Computation is difficult because the calibration process requires repeated approximation of the posterior for different data sets under the reference distribution. The second problem considered is approximation of distributions of prior predictive p-values for the purpose of choosing weakly informative priors in the case where the model checking statistic is expensive to compute. Here the computation is difficult because of the need to repeatedly sample from a prior predictive distribution for different values of a prior hyperparameter. In both these problems we argue that high accuracy in the computations is not required, which makes fast approximations such as regression adjustment ABC very useful. We illustrate our methods with several samples.
Resumo:
Most of the existing algorithms for approximate Bayesian computation (ABC) assume that it is feasible to simulate pseudo-data from the model at each iteration. However, the computational cost of these simulations can be prohibitive for high dimensional data. An important example is the Potts model, which is commonly used in image analysis. Images encountered in real world applications can have millions of pixels, therefore scalability is a major concern. We apply ABC with a synthetic likelihood to the hidden Potts model with additive Gaussian noise. Using a pre-processing step, we fit a binding function to model the relationship between the model parameters and the synthetic likelihood parameters. Our numerical experiments demonstrate that the precomputed binding function dramatically improves the scalability of ABC, reducing the average runtime required for model fitting from 71 hours to only 7 minutes. We also illustrate the method by estimating the smoothing parameter for remotely sensed satellite imagery. Without precomputation, Bayesian inference is impractical for datasets of that scale.
Resumo:
Focus groups show that young men do not have available to them the same resources to learn about healthy sexual development as do young women. A collaborative project led by a leading provider of sexuality education aimed to reach young men with information about healthy sexual development by using a genre that focus groups showed they favoured - vulgar comedy. This project raised two important issues. First, comedy is ambivalent - it is by definition not serious or worthy. This challenges health communication, which traditionally favours the clear presentation of correct information. Second, vulgarity can be challenging to the institutions of health communication, which can be concerned that it is inappropriate or offensive. This article addresses these issues and reports on the materials that emerged from the project.
Resumo:
Ambiguity validation as an important procedure of integer ambiguity resolution is to test the correctness of the fixed integer ambiguity of phase measurements before being used for positioning computation. Most existing investigations on ambiguity validation focus on test statistic. How to determine the threshold more reasonably is less understood, although it is one of the most important topics in ambiguity validation. Currently, there are two threshold determination methods in the ambiguity validation procedure: the empirical approach and the fixed failure rate (FF-) approach. The empirical approach is simple but lacks of theoretical basis. The fixed failure rate approach has a rigorous probability theory basis, but it employs a more complicated procedure. This paper focuses on how to determine the threshold easily and reasonably. Both FF-ratio test and FF-difference test are investigated in this research and the extensive simulation results show that the FF-difference test can achieve comparable or even better performance than the well-known FF-ratio test. Another benefit of adopting the FF-difference test is that its threshold can be expressed as a function of integer least-squares (ILS) success rate with specified failure rate tolerance. Thus, a new threshold determination method named threshold function for the FF-difference test is proposed. The threshold function method preserves the fixed failure rate characteristic and is also easy-to-apply. The performance of the threshold function is validated with simulated data. The validation results show that with the threshold function method, the impact of the modelling error on the failure rate is less than 0.08%. Overall, the threshold function for the FF-difference test is a very promising threshold validation method and it makes the FF-approach applicable for the real-time GNSS positioning applications.
Resumo:
Nowadays, integration of small-scale electricity generators, known as Distributed Generation (DG), into distribution networks has become increasingly popular. This tendency together with the falling price of DG units has a great potential in giving the DG a better chance to participate in voltage regulation process, in parallel with other regulating devices already available in the distribution systems. The voltage control issue turns out to be a very challenging problem for distribution engineers, since existing control coordination schemes need to be reconsidered to take into account the DG operation. In this paper, a control coordination approach is proposed, which is able to utilize the ability of the DG as a voltage regulator, and at the same time minimize the interaction of DG with another DG or other active devices, such as On-load Tap Changing Transformer (OLTC). The proposed technique has been developed based on the concepts of protection principles (magnitude grading and time grading) for response coordination of DG and other regulating devices and uses Advanced Line Drop Compensators (ALDCs) for implementation. A distribution feeder with tap changing transformer and DG units has been extracted from a practical system to test the proposed control technique. The results show that the proposed method provides an effective solution for coordination of DG with another DG or voltage regulating devices and the integration of protection principles has considerably reduced the control interaction to achieve the desired voltage correction.
Resumo:
In this thesis various schemes using custom power devices for power quality improvement in low voltage distribution network are studied. Customer operated distributed generators makes a typical network non-radial and affect the power quality. A scheme considering different algorithm of DSTATCOM is proposed for power circulation and islanded operation of the system. To compensate reactive power overflow and facilitate unity power factor, a UPQC is introduced. Stochastic analysis is carried out for different scenarios to get a comprehensive idea about a real life distribution network. Combined operation of static compensator and voltage regulator is tested for the optimum quality and stability of the system.