Contracting for infrastructure projects as credence goods

Large infrastructure projects are a major responsibility of urban and regional governments, who usually lack expertise to fully specify the demanded projects. Contractors, typically experts on such projects due to experience with similar projects,advise of the needed design as well as the cost of construction in their bids. Producing the right design is costly. We model such infrastructure projects taking into account their credence goods feature and the costly design effort they require and examine the performance of commonly used contracting methods. We show that when building costs are homogeneous and public information, simultaneous bidding involving shortlisting of two contractors and contingent compensation of both contractors on design efforts outperforms sequential search. If building costs are private information of the contractors and are revealed to them after design cost is sunk,sequential search may be superior to simultaneous bidding.

An extension of the continual reassessment method using decision theory

The primary goal of a phase I trial is to find the maximally tolerated dose (MTD) of a treatment. The MTD is usually defined in terms of a tolerable probability, q*, of toxicity. Our objective is to find the highest dose with toxicity risk that does not exceed q*, a criterion that is often desired in designing phase I trials. This criterion differs from that of finding the dose with toxicity risk closest to q*, that is used in methods such as the continual reassessment method. We use the theory of decision processes to find optimal sequential designs that maximize the expected number of patients within the trial allocated to the highest dose with toxicity not exceeding q*, among the doses under consideration. The proposed method is very general in the sense that criteria other than the one considered here can be optimized and that optimal dose assignment can be defined in terms of patients within or outside the trial. It includes as an important special case the continual reassessment method. Numerical study indicates the strategy compares favourably with other phase I designs.

On probability-based inference under data missing by design

Whether a statistician wants to complement a probability model for observed data with a prior distribution and carry out fully probabilistic inference, or base the inference only on the likelihood function, may be a fundamental question in theory, but in practice it may well be of less importance if the likelihood contains much more information than the prior. Maximum likelihood inference can be justified as a Gaussian approximation at the posterior mode, using flat priors. However, in situations where parametric assumptions in standard statistical models would be too rigid, more flexible model formulation, combined with fully probabilistic inference, can be achieved using hierarchical Bayesian parametrization. This work includes five articles, all of which apply probability modeling under various problems involving incomplete observation. Three of the papers apply maximum likelihood estimation and two of them hierarchical Bayesian modeling. Because maximum likelihood may be presented as a special case of Bayesian inference, but not the other way round, in the introductory part of this work we present a framework for probability-based inference using only Bayesian concepts. We also re-derive some results presented in the original articles using the toolbox equipped herein, to show that they are also justifiable under this more general framework. Here the assumption of exchangeability and de Finetti's representation theorem are applied repeatedly for justifying the use of standard parametric probability models with conditionally independent likelihood contributions. It is argued that this same reasoning can be applied also under sampling from a finite population. The main emphasis here is in probability-based inference under incomplete observation due to study design. This is illustrated using a generic two-phase cohort sampling design as an example. The alternative approaches presented for analysis of such a design are full likelihood, which utilizes all observed information, and conditional likelihood, which is restricted to a completely observed set, conditioning on the rule that generated that set. Conditional likelihood inference is also applied for a joint analysis of prevalence and incidence data, a situation subject to both left censoring and left truncation. Other topics covered are model uncertainty and causal inference using posterior predictive distributions. We formulate a non-parametric monotonic regression model for one or more covariates and a Bayesian estimation procedure, and apply the model in the context of optimal sequential treatment regimes, demonstrating that inference based on posterior predictive distributions is feasible also in this case.

Measurement Based Impromptu Deployment of a Multi-Hop Wireless Relay Network

We study the problem of optimal sequential (''as-you-go'') deployment of wireless relay nodes, as a person walks along a line of random length (with a known distribution). The objective is to create an impromptu multihop wireless network for connecting a packet source to be placed at the end of the line with a sink node located at the starting point, to operate in the light traffic regime. In walking from the sink towards the source, at every step, measurements yield the transmit powers required to establish links to one or more previously placed nodes. Based on these measurements, at every step, a decision is made to place a relay node, the overall system objective being to minimize a linear combination of the expected sum power (or the expected maximum power) required to deliver a packet from the source to the sink node and the expected number of relay nodes deployed. For each of these two objectives, two different relay selection strategies are considered: (i) each relay communicates with the sink via its immediate previous relay, (ii) the communication path can skip some of the deployed relays. With appropriate modeling assumptions, we formulate each of these problems as a Markov decision process (MDP). We provide the optimal policy structures for all these cases, and provide illustrations of the policies and their performance, via numerical results, for some typical parameters.

基于遗传算法的单机提前/拖期调度方法研究

针对对工件有不同交货期要求 ,并对提前 /拖期工件进行惩罚的一类单机调度问题 ,提出了基于遗传算法的优化方法 .提出一种基于“非”一致次序交叉算子的遗传算法 ,用于排序优化 ;在分析了惩罚函数性质的基础上 ,给出了最优开工时间算法 .对不同规模的调度问题 ,应用本文提出的算法与其它算法进行了比较 ,结果表明该方法具有优良的性能 .

Uncertainty assessment approach for composite structures based on global sensitivity indices

The problem of uncertainty propagation in composite laminate structures is studied. An approach based on the optimal design of composite structures to achieve a target reliability level is proposed. Using the Uniform Design Method (UDM), a set of design points is generated over a design domain centred at mean values of random variables, aimed at studying the space variability. The most critical Tsai number, the structural reliability index and the sensitivities are obtained for each UDM design point, using the maximum load obtained from optimal design search. Using the UDM design points as input/output patterns, an Artificial Neural Network (ANN) is developed based on supervised evolutionary learning. Finally, using the developed ANN a Monte Carlo simulation procedure is implemented and the variability of the structural response based on global sensitivity analysis (GSA) is studied. The GSA is based on the first order Sobol indices and relative sensitivities. An appropriate GSA algorithm aiming to obtain Sobol indices is proposed. The most important sources of uncertainty are identified.

Incorporação do vínculo de suavidade no ajuste de histórico de reservatórios de petróleo

The history match procedure in an oil reservoir is of paramount importance in order to obtain a characterization of the reservoir parameters (statics and dynamics) that implicates in a predict production more perfected. Throughout this process one can find reservoir model parameters which are able to reproduce the behaviour of a real reservoir.Thus, this reservoir model may be used to predict production and can aid the oil file management. During the history match procedure the reservoir model parameters are modified and for every new set of reservoir model parameters found, a fluid flow simulation is performed so that it is possible to evaluate weather or not this new set of parameters reproduces the observations in the actual reservoir. The reservoir is said to be matched when the discrepancies between the model predictions and the observations of the real reservoir are below a certain tolerance. The determination of the model parameters via history matching requires the minimisation of an objective function (difference between the observed and simulated productions according to a chosen norm) in a parameter space populated by many local minima. In other words, more than one set of reservoir model parameters fits the observation. With respect to the non-uniqueness of the solution, the inverse problem associated to history match is ill-posed. In order to reduce this ambiguity, it is necessary to incorporate a priori information and constraints in the model reservoir parameters to be determined. In this dissertation, the regularization of the inverse problem associated to the history match was performed via the introduction of a smoothness constraint in the following parameter: permeability and porosity. This constraint has geological bias of asserting that these two properties smoothly vary in space. In this sense, it is necessary to find the right relative weight of this constrain in the objective function that stabilizes the inversion and yet, introduces minimum bias. A sequential search method called COMPLEX was used to find the reservoir model parameters that best reproduce the observations of a semi-synthetic model. This method does not require the usage of derivatives when searching for the minimum of the objective function. Here, it is shown that the judicious introduction of the smoothness constraint in the objective function formulation reduces the associated ambiguity and introduces minimum bias in the estimates of permeability and porosity of the semi-synthetic reservoir model

Generación procedimental de contenidos en videojuegos

Este proyecto consiste en el desarrollo de un sistema completo de generación procedimental de misiones para videojuegos. Buscamos crear, mediante un encadenamiento de algoritmos y un modelado del juego y sus componentes, secuencias de acciones y eventos de juego encadenados entre sí de forma lógica. La realización de estas secuencias de acciones lleva progresivamente hacia un objetivo final. Estas secuencias se conocen en el mundo de los juegos como misiones. Las dos fases principales del proceso son la generación de una misión a partir de un estado de juego inicial y la búsqueda de una misión óptima utilizando ciertos criterios que pueden estar ligados a las propiedades del jugador, dando lugar a misiones adaptativas. El proyecto contempla el desarrollo íntegro del sistema, lo que incluye tanto el sistema de generación y búsqueda como un videojuego donde integrar el resto del sistema para completarlo. El resultado final es plenamente funcional y jugable. La base teórica del proyecto proviene de la simbiosis de dos artes: la generación procedimental de contenido y la narración interactiva. This project involves the development of a complete procedural game quest generation system. We seek to build, by linking a series of algorithms, game and game component models, sequences of logically chained game actions and events. The ordered accomplishment of these sequences lead progressively to the fulfillment of a final objective. These sequences are known as quests in the videogame world. The two main parts of the process are quest generation from an initial game state and optimal quest search. This last is achieved by using certain criteria that can defined by the player properties, thus giving birth to adaptive quests. In this project. The system is comprehensively developed, including the quest generation and optimal search, as well as a full videogame, in which the rest of the system will be embedded so as to complete it. The final result is fully functional and playable. The theoretical basis of the project comes from the symbiosis of two different arts: procedural content generation and interactive storytelling.

Active Sequential Hypothesis Testing with Application to a Visual Search Problem

We consider a visual search problem studied by Sripati and Olson where the objective is to identify an oddball image embedded among multiple distractor images as quickly as possible. We model this visual search task as an active sequential hypothesis testing problem (ASHT problem). Chernoff in 1959 proposed a policy in which the expected delay to decision is asymptotically optimal. The asymptotics is under vanishing error probabilities. We first prove a stronger property on the moments of the delay until a decision, under the same asymptotics. Applying the result to the visual search problem, we then propose a ``neuronal metric'' on the measured neuronal responses that captures the discriminability between images. From empirical study we obtain a remarkable correlation (r = 0.90) between the proposed neuronal metric and speed of discrimination between the images. Although this correlation is lower than with the L-1 metric used by Sripati and Olson, this metric has the advantage of being firmly grounded in formal decision theory.

A sequential Monte Carlo approach to design for population pharmacokinetics studies

Here we present a sequential Monte Carlo approach that can be used to find optimal designs. Our focus is on the design of phase III clinical trials where the derivation of sampling windows is required, along with the optimal sampling schedule. The search is conducted via a particle filter which traverses a sequence of target distributions artificially constructed via an annealed utility. The algorithm derives a catalogue of highly efficient designs which, not only contain the optimal, but can also be used to derive sampling windows. We demonstrate our approach by designing a hypothetical phase III clinical trial.

Classifier selection using sequential error ratio criterion for multi-instance and multi-sample fusion

Classifier selection is a problem encountered by multi-biometric systems that aim to improve performance through fusion of decisions. A particular decision fusion architecture that combines multiple instances (n classifiers) and multiple samples (m attempts at each classifier) has been proposed in previous work to achieve controlled trade-off between false alarms and false rejects. Although analysis on text-dependent speaker verification has demonstrated better performance for fusion of decisions with favourable dependence compared to statistically independent decisions, the performance is not always optimal. Given a pool of instances, best performance with this architecture is obtained for certain combination of instances. Heuristic rules and diversity measures have been commonly used for classifier selection but it is shown that optimal performance is achieved for the `best combination performance' rule. As the search complexity for this rule increases exponentially with the addition of classifiers, a measure - the sequential error ratio (SER) - is proposed in this work that is specifically adapted to the characteristics of sequential fusion architecture. The proposed measure can be used to select a classifier that is most likely to produce a correct decision at each stage. Error rates for fusion of text-dependent HMM based speaker models using SER are compared with other classifier selection methodologies. SER is shown to achieve near optimal performance for sequential fusion of multiple instances with or without the use of multiple samples. The methodology applies to multiple speech utterances for telephone or internet based access control and to other systems such as multiple finger print and multiple handwriting sample based identity verification systems.

A review of modern computational algorithms for Bayesian optimal design

Bayesian experimental design is a fast growing area of research with many real-world applications. As computational power has increased over the years, so has the development of simulation-based design methods, which involve a number of algorithms, such as Markov chain Monte Carlo, sequential Monte Carlo and approximate Bayes methods, facilitating more complex design problems to be solved. The Bayesian framework provides a unified approach for incorporating prior information and/or uncertainties regarding the statistical model with a utility function which describes the experimental aims. In this paper, we provide a general overview on the concepts involved in Bayesian experimental design, and focus on describing some of the more commonly used Bayesian utility functions and methods for their estimation, as well as a number of algorithms that are used to search over the design space to find the Bayesian optimal design. We also discuss other computational strategies for further research in Bayesian optimal design.

A hierarchical system of learning automata that can learn die globally optimal path

Systems of learning automata have been studied by various researchers to evolve useful strategies for decision making under uncertainity. Considered in this paper are a class of hierarchical systems of learning automata where the system gets responses from its environment at each level of the hierarchy. A classification of such sequential learning tasks based on the complexity of the learning problem is presented. It is shown that none of the existing algorithms can perform in the most general type of hierarchical problem. An algorithm for learning the globally optimal path in this general setting is presented, and its convergence is established. This algorithm needs information transfer from the lower levels to the higher levels. Using the methodology of estimator algorithms, this model can be generalized to accommodate other kinds of hierarchical learning tasks.

Knowledge discovery from tree databases using balanced optimal search

This research is a step forward in discovering knowledge from databases of complex structure like tree or graph. Several data mining algorithms are developed based on a novel representation called Balanced Optimal Search for extracting implicit, unknown and potentially useful information like patterns, similarities and various relationships from tree data, which are also proved to be advantageous in analysing big data. This thesis focuses on analysing unordered tree data, which is robust to data inconsistency, irregularity and swift information changes, hence, in the era of big data it becomes a popular and widely used data model.