Exact and approximate Bayesian inference for low count time series models with intractable likelihoods

In this paper we present a new simulation methodology in order to obtain exact or approximate Bayesian inference for models for low-valued count time series data that have computationally demanding likelihood functions. The algorithm fits within the framework of particle Markov chain Monte Carlo (PMCMC) methods. The particle filter requires only model simulations and, in this regard, our approach has connections with approximate Bayesian computation (ABC). However, an advantage of using the PMCMC approach in this setting is that simulated data can be matched with data observed one-at-a-time, rather than attempting to match on the full dataset simultaneously or on a low-dimensional non-sufficient summary statistic, which is common practice in ABC. For low-valued count time series data we find that it is often computationally feasible to match simulated data with observed data exactly. Our particle filter maintains $N$ particles by repeating the simulation until $N+1$ exact matches are obtained. Our algorithm creates an unbiased estimate of the likelihood, resulting in exact posterior inferences when included in an MCMC algorithm. In cases where exact matching is computationally prohibitive, a tolerance is introduced as per ABC. A novel aspect of our approach is that we introduce auxiliary variables into our particle filter so that partially observed and/or non-Markovian models can be accommodated. We demonstrate that Bayesian model choice problems can be easily handled in this framework.

Computation of Diffuse Solar Radiation

A technique for computing the spectral and angular (both the zenith and azimuthal) distribution of the solar energy reaching the surface of earth and any other plane in the atmosphere has been developed. Here the computer code LOWTRAN is used for getting the atmospheric transmittances in conjunction with two approximate procedures: one based on the Eddington method and the other on van de Hulst's adding method, for solving the equation of radiative transfer to obtain the diffuse radiation in the cloud-free situation. The aerosol scattering phase functions are approximated by the Hyeney-Greenstein functions. When the equation of radiative transfer is solved using the adding method, the azimuthal and zenith angle dependence of the scattered radiation is evaluated, whereas when the Eddington technique is utilized only the total downward flux of scattered solar radiation is obtained. Results of the diffuse and beam components of solar radiation received on surface of earth compare very well with those computed by other methods such as the more exact calculations using spherical harmonics and when atmospheric conditions corresponding to that prevailing locally in a tropical location (as in India) are used as inputs the computed values agree closely with the measured values.

Exact bounds for distributed graph colouring

A distributed system is a collection of networked autonomous processing units which must work in a cooperative manner. Currently, large-scale distributed systems, such as various telecommunication and computer networks, are abundant and used in a multitude of tasks. The field of distributed computing studies what can be computed efficiently in such systems. Distributed systems are usually modelled as graphs where nodes represent the processors and edges denote communication links between processors. This thesis concentrates on the computational complexity of the distributed graph colouring problem. The objective of the graph colouring problem is to assign a colour to each node in such a way that no two nodes connected by an edge share the same colour. In particular, it is often desirable to use only a small number of colours. This task is a fundamental symmetry-breaking primitive in various distributed algorithms. A graph that has been coloured in this manner using at most k different colours is said to be k-coloured. This work examines the synchronous message-passing model of distributed computation: every node runs the same algorithm, and the system operates in discrete synchronous communication rounds. During each round, a node can communicate with its neighbours and perform local computation. In this model, the time complexity of a problem is the number of synchronous communication rounds required to solve the problem. It is known that 3-colouring any k-coloured directed cycle requires at least ½(log* k - 3) communication rounds and is possible in ½(log* k + 7) communication rounds for all k ≥ 3. This work shows that for any k ≥ 3, colouring a k-coloured directed cycle with at most three colours is possible in ½(log* k + 3) rounds. In contrast, it is also shown that for some values of k, colouring a directed cycle with at most three colours requires at least ½(log* k + 1) communication rounds. Furthermore, in the case of directed rooted trees, reducing a k-colouring into a 3-colouring requires at least log* k + 1 rounds for some k and possible in log* k + 3 rounds for all k ≥ 3. The new positive and negative results are derived using computational methods, as the existence of distributed colouring algorithms corresponds to the colourability of so-called neighbourhood graphs. The colourability of these graphs is analysed using Boolean satisfiability (SAT) solvers. Finally, this thesis shows that similar methods are applicable in capturing the existence of distributed algorithms for other graph problems, such as the maximal matching problem.

Interior Medial Axis Transform computation of 3D objects bound by free-form surfaces

This paper presents an algorithm for generating the Interior Medial Axis Transform (iMAT) of 3D objects with free-form boundaries. The algorithm proposed uses the exact representation of the part and generates an approximate rational spline description of the iMAT. The algorithm generates the iMAT by a tracing technique that marches along the object's boundary. The level of approximation is controlled by the choice of the step size in the tracing procedure. Criteria based on distance and local curvature of boundary entities are used to identify the junction points and the search for these junction points is done in an efficient way. The algorithm works for multiply-connected objects as well. Results of the implementation are provided. (C) 2010 Elsevier Ltd. All rights reserved.

Computation of thermodynamic properties of quaternary and higher order systems from binary data using shortest distance composition paths

Equations for the computation of integral and partial thermodynamic properties of mixing in quarternary systems are derived using data on constituent binary systems and shortest distance composition paths to the binaries. The composition path from a quarternary composition to the i-j binary is characterized by a constant value of (Xi − Xj). The merits of this composition path over others with constant values for View the MathML source or Xi are discussed. Finally the equations are generalized for higher order systems. They are exact for regular solutions, but may be used in a semiempirical mode for non-regular solutions.

A finite population model of mlecular evolution: theory and computation

This article is concerned with the evolution of haploid organisms that reproduce asexually. In a seminal piece of work, Eigen and coauthors proposed the quasispecies model in an attempt to understand such an evolutionary process. Their work has impacted antiviral treatment and vaccine design strategies. Yet, predictions of the quasispecies model are at best viewed as a guideline, primarily because it assumes an infinite population size, whereas realistic population sizes can be quite small. In this paper we consider a population genetics-based model aimed at understanding the evolution of such organisms with finite population sizes and present a rigorous study of the convergence and computational issues that arise therein. Our first result is structural and shows that, at any time during the evolution, as the population size tends to infinity, the distribution of genomes predicted by our model converges to that predicted by the quasispecies model. This justifies the continued use of the quasispecies model to derive guidelines for intervention. While the stationary state in the quasispecies model is readily obtained, due to the explosion of the state space in our model, exact computations are prohibitive. Our second set of results are computational in nature and address this issue. We derive conditions on the parameters of evolution under which our stochastic model mixes rapidly. Further, for a class of widely used fitness landscapes we give a fast deterministic algorithm which computes the stationary distribution of our model. These computational tools are expected to serve as a framework for the modeling of strategies for the deployment of mutagenic drugs.

Layered Exact-Repair Regenerating Codes via Embedded Error Correction and Block Designs

A new class of exact-repair regenerating codes is constructed by stitching together shorter erasure correction codes, where the stitching pattern can be viewed as block designs. The proposed codes have the help-by-transfer property where the helper nodes simply transfer part of the stored data directly, without performing any computation. This embedded error correction structure makes the decoding process straightforward, and in some cases the complexity is very low. We show that this construction is able to achieve performance better than space-sharing between the minimum storage regenerating codes and the minimum repair-bandwidth regenerating codes, and it is the first class of codes to achieve this performance. In fact, it is shown that the proposed construction can achieve a nontrivial point on the optimal functional-repair tradeoff, and it is asymptotically optimal at high rate, i.e., it asymptotically approaches the minimum storage and the minimum repair-bandwidth simultaneously.

Computation of resonant frequencies and quality factors of cavities by FDTD technique and Pade approximation

The finite-difference time domain (FDTD) technique and the Pade approximation with Baker's algorithm are used to calculate the mode frequencies and quality factors of cavities. Comparing with the fast Fourier transformation/Pade method, we find that the Fade approximation and the Baker's algorithm can obtain exact resonant frequencies and quality factors based on a much shorter time record of the FDTD output.

Self-consistent geometry in the computation of the vibrational spectra of molecules

An exact and general approach to study molecular vibrations is provided by the Watson Hamiltonian. Within this framework, it is customary to omit the contribution of the terms with the vibrational angular momentum and the Watson term, especially for the study of large systems. We discover that this omission leads to results which depend on the choice of the reference structure. The self-consistent solution proposed here yields a geometry that coincides with the quantum averaged geometry of the Watson Hamiltonian and appears to be a promising way for the computation of the vibrational spectra of strongly anharmonic systems.

Significance Driven Computation on Next-Generation Unreliable Platforms

In this paper, we propose a design paradigm for energy efficient and variation-aware operation of next-generation multicore heterogeneous platforms. The main idea behind the proposed approach lies on the observation that not all operations are equally important in shaping the output quality of various applications and of the overall system. Based on such an observation, we suggest that all levels of the software design stack, including the programming model, compiler, operating system (OS) and run-time system should identify the critical tasks and ensure correct operation of such tasks by assigning them to dynamically adjusted reliable cores/units. Specifically, based on error rates and operating conditions identified by a sense-and-adapt (SeA) unit, the OS selects and sets the right mode of operation of the overall system. The run-time system identifies the critical/less-critical tasks based on special directives and schedules them to the appropriate units that are dynamically adjusted for highly-accurate/approximate operation by tuning their voltage/frequency. Units that execute less significant operations can operate at voltages less than what is required for correct operation and consume less power, if required, since such tasks do not need to be always exact as opposed to the critical ones. Such scheme can lead to energy efficient and reliable operation, while reducing the design cost and overheads of conventional circuit/micro-architecture level techniques.

Exact and heuristic methods for solving Boolean games

Boolean games are a framework for reasoning about the rational behavior of agents whose goals are formalized using propositional formulas. Compared to normal form games, a well-studied and related game framework, Boolean games allow for an intuitive and more compact representation of the agents’ goals. So far, Boolean games have been mainly studied in the literature from the Knowledge Representation perspective, and less attention has been paid on the algorithmic issues underlying the computation of solution concepts. Although some suggestions for solving specific classes of Boolean games have been made in the literature, there is currently no work available on the practical performance. In this paper, we propose the first technique to solve general Boolean games that does not require an exponential translation to normal-form games. Our method is based on disjunctive answer set programming and computes solutions (equilibria) of arbitrary Boolean games. It can be applied to a wide variety of solution concepts, and can naturally deal with extensions of Boolean games such as constraints and costs. We present detailed experimental results in which we compare the proposed method against a number of existing methods for solving specific classes of Boolean games, as well as adaptations of methods that were initially designed for normal-form games. We found that the heuristic methods that do not require all payoff matrix entries performed well for smaller Boolean games, while our ASP based technique is faster when the problem instances have a higher number of agents or action variables.

The exact distribution of the maximum, minimum and the range of multinomial/dirichlet and multivariate hypergeometric frequencies

The exact distribution of the maximum and minimum frequencies of Multinomial/Dirichlet and Multivariate Hypergeometric distributions of n balls in m urns is compactly represented as a product of stochastic matrices. This representation does not require equal urn probabilities, is invariant to urn order, and permits rapid calculation of exact probabilities. The exact distribution of the range is also obtained. These algorithms satisfy a long-standing need for routines to compute exact Multinomial/Dirichlet and Multivariate Hypergeometric maximum, minimum, and range probabilities in statistical computation libraries and software packages.

Wavelet-galerkin method for computations of electromagnetic fields-computation of connection coefficients

One of the key issues which makes the waveletGalerkin method unsuitable for solving general electromagnetic problems is a lack of exact representations of the connection coefficients. This paper presents the mathematical formulae and computer procedures for computing some common connection coefficients. The characteristic of the present formulae and procedures is that the arbitrary point values of the connection coefficients, rather than the dyadic point values, can be determined. A numerical example is also given to demonstrate the feasibility of using the wavelet-Galerkin method to solve engineering field problems. © 2000 IEEE.

An improved bit parallel exact maximum clique algorithm

This paper describes new improvements for BB-MaxClique (San Segundo et al. in Comput Oper Resour 38(2):571–581, 2011 ), a leading maximum clique algorithm which uses bit strings to efficiently compute basic operations during search by bit masking. Improvements include a recently described recoloring strategy in Tomita et al. (Proceedings of the 4th International Workshop on Algorithms and Computation. Lecture Notes in Computer Science, vol 5942. Springer, Berlin, pp 191–203, 2010 ), which is now integrated in the bit string framework, as well as different optimization strategies for fast bit scanning. Reported results over DIMACS and random graphs show that the new variants improve over previous BB-MaxClique for a vast majority of cases. It is also established that recoloring is mainly useful for graphs with high densities.