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.

Análisis y diseño de multiplicadores y mezcladores mediante el método de Monte Carlo en la banda de THz = Analysis and design of multipliers and mixers via Monte Carlo modelling at THz bands

La región del espectro electromagnético comprendida entre 100 GHz y 10 THz alberga una gran variedad de aplicaciones en campos tan dispares como la radioastronomía, espectroscopíamolecular, medicina, seguridad, radar, etc. Los principales inconvenientes en el desarrollo de estas aplicaciones son los altos costes de producción de los sistemas trabajando a estas frecuencias, su costoso mantenimiento, gran volumen y baja fiabilidad. Entre las diferentes tecnologías a frecuencias de THz, la tecnología de los diodos Schottky juega un importante papel debido a su madurez y a la sencillez de estos dispositivos. Además, los diodos Schottky pueden operar tanto a temperatura ambiente como a temperaturas criogénicas, con altas eficiencias cuando se usan como multiplicadores y con moderadas temperaturas de ruido en mezcladores. El principal objetivo de esta tesis doctoral es analizar los fenómenos físicos responsables de las características eléctricas y del ruido en los diodos Schottky, así como analizar y diseñar circuitos multiplicadores y mezcladores en bandas milimétricas y submilimétricas. La primera parte de la tesis presenta un análisis de los fenómenos físicos que limitan el comportamiento de los diodos Schottky de GaAs y GaN y de las características del espectro de ruido de estos dispositivos. Para llevar a cabo este análisis, un modelo del diodo basado en la técnica de Monte Carlo se ha considerado como referencia debido a la elevada precisión y fiabilidad de este modelo. Además, el modelo de Monte Carlo permite calcular directamente el espectro de ruido de los diodos sin necesidad de utilizar ningún modelo analítico o empírico. Se han analizado fenómenos físicos como saturación de la velocidad, inercia de los portadores, dependencia de la movilidad electrónica con la longitud de la epicapa, resonancias del plasma y efectos no locales y no estacionarios. También se ha presentado un completo análisis del espectro de ruido para diodos Schottky de GaAs y GaN operando tanto en condiciones estáticas como variables con el tiempo. Los resultados obtenidos en esta parte de la tesis contribuyen a mejorar la comprensión de la respuesta eléctrica y del ruido de los diodos Schottky en condiciones de altas frecuencias y/o altos campos eléctricos. También, estos resultados han ayudado a determinar las limitaciones de modelos numéricos y analíticos usados en el análisis de la respuesta eléctrica y del ruido electrónico en los diodos Schottky. La segunda parte de la tesis está dedicada al análisis de multiplicadores y mezcladores mediante una herramienta de simulación de circuitos basada en la técnica de balance armónico. Diferentes modelos basados en circuitos equivalentes del dispositivo, en las ecuaciones de arrastre-difusión y en la técnica de Monte Carlo se han considerado en este análisis. El modelo de Monte Carlo acoplado a la técnica de balance armónico se ha usado como referencia para evaluar las limitaciones y el rango de validez de modelos basados en circuitos equivalentes y en las ecuaciones de arrastredifusión para el diseño de circuitos multiplicadores y mezcladores. Una notable característica de esta herramienta de simulación es que permite diseñar circuitos Schottky teniendo en cuenta tanto la respuesta eléctrica como el ruido generado en los dispositivos. Los resultados de las simulaciones presentados en esta parte de la tesis, tanto paramultiplicadores comomezcladores, se han comparado con resultados experimentales publicados en la literatura. El simulador que integra el modelo de Monte Carlo con la técnica de balance armónico permite analizar y diseñar circuitos a frecuencias superiores a 1 THz. ABSTRACT The terahertz region of the electromagnetic spectrum(100 GHz-10 THz) presents a wide range of applications such as radio-astronomy, molecular spectroscopy, medicine, security and radar, among others. The main obstacles for the development of these applications are the high production cost of the systems working at these frequencies, highmaintenance, high volume and low reliability. Among the different THz technologies, Schottky technology plays an important rule due to its maturity and the inherent simplicity of these devices. Besides, Schottky diodes can operate at both room and cryogenic temperatures, with high efficiency in multipliers and moderate noise temperature in mixers. This PhD. thesis is mainly concerned with the analysis of the physical processes responsible for the characteristics of the electrical response and noise of Schottky diodes, as well as the analysis and design of frequency multipliers and mixers at millimeter and submillimeter wavelengths. The first part of the thesis deals with the analysis of the physical phenomena limiting the electrical performance of GaAs and GaN Schottky diodes and their noise performance. To carry out this analysis, a Monte Carlo model of the diode has been used as a reference due to the high accuracy and reliability of this diode model at millimeter and submillimter wavelengths. Besides, the Monte Carlo model provides a direct description of the noise spectra of the devices without the necessity of any additional analytical or empirical model. Physical phenomena like velocity saturation, carrier inertia, dependence of the electron mobility on the epilayer length, plasma resonance and nonlocal effects in time and space have been analysed. Also, a complete analysis of the current noise spectra of GaAs and GaN Schottky diodes operating under static and time varying conditions is presented in this part of the thesis. The obtained results provide a better understanding of the electrical and the noise responses of Schottky diodes under high frequency and/or high electric field conditions. Also these results have helped to determine the limitations of numerical and analytical models used in the analysis of the electrical and the noise responses of these devices. The second part of the thesis is devoted to the analysis of frequency multipliers and mixers by means of an in-house circuit simulation tool based on the harmonic balance technique. Different lumped equivalent circuits, drift-diffusion and Monte Carlo models have been considered in this analysis. The Monte Carlo model coupled to the harmonic balance technique has been used as a reference to evaluate the limitations and range of validity of lumped equivalent circuit and driftdiffusion models for the design of frequency multipliers and mixers. A remarkable feature of this reference simulation tool is that it enables the design of Schottky circuits from both electrical and noise considerations. The simulation results presented in this part of the thesis for both multipliers and mixers have been compared with measured results available in the literature. In addition, the Monte Carlo simulation tool allows the analysis and design of circuits above 1 THz.

Feasibility assessment of the interactive use of a Monte Carlo algorithm in treatment planning for intraoperative electron radiation therapy

This work analysed the feasibility of using a fast, customized Monte Carlo (MC) method to perform accurate computation of dose distributions during pre- and intraplanning of intraoperative electron radiation therapy (IOERT) procedures. The MC method that was implemented, which has been integrated into a specific innovative simulation and planning tool, is able to simulate the fate of thousands of particles per second, and it was the aim of this work to determine the level of interactivity that could be achieved. The planning workflow enabled calibration of the imaging and treatment equipment, as well as manipulation of the surgical frame and insertion of the protection shields around the organs at risk and other beam modifiers. In this way, the multidisciplinary team involved in IOERT has all the tools necessary to perform complex MC dosage simulations adapted to their equipment in an efficient and transparent way. To assess the accuracy and reliability of this MC technique, dose distributions for a monoenergetic source were compared with those obtained using a general-purpose software package used widely in medical physics applications. Once accuracy of the underlying simulator was confirmed, a clinical accelerator was modelled and experimental measurements in water were conducted. A comparison was made with the output from the simulator to identify the conditions under which accurate dose estimations could be obtained in less than 3 min, which is the threshold imposed to allow for interactive use of the tool in treatment planning. Finally, a clinically relevant scenario, namely early-stage breast cancer treatment, was simulated with pre- and intraoperative volumes to verify that it was feasible to use the MC tool intraoperatively and to adjust dose delivery based on the simulation output, without compromising accuracy. The workflow provided a satisfactory model of the treatment head and the imaging system, enabling proper configuration of the treatment planning system and providing good accuracy in the dosage simulation.

Hybrid Monte Carlo dose algorithm for low energy X-rays intraoperative radiation therapy

Low energy X-rays Intra-Operative Radiation Therapy (XIORT) treatment delivered during surgery (ex: INTRABEAM, Carl Zeiss, and Axxent, Xoft) can benefit from accurate and fast dose prediction in a patient 3D volume.

Student academic performance stochastic simulator based on the Monte Carlo method

In this paper, a computer-based tool is developed to analyze student performance along a given curriculum. The proposed software makes use of historical data to compute passing/failing probabilities and simulates future student academic performance based on stochastic programming methods (MonteCarlo) according to the specific university regulations. This allows to compute the academic performance rates for the specific subjects of the curriculum for each semester, as well as the overall rates (the set of subjects in the semester), which are the efficiency rate and the success rate. Additionally, we compute the rates for the Bachelors degree, which are the graduation rate measured as the percentage of students who finish as scheduled or taking an extra year and the efficiency rate (measured as the percentage of credits of the curriculum with respect to the credits really taken). In Spain, these metrics have been defined by the National Quality Evaluation and Accreditation Agency (ANECA). Moreover, the sensitivity of the performance metrics to some of the parameters of the simulator is analyzed using statistical tools (Design of Experiments). The simulator has been adapted to the curriculum characteristics of the Bachelor in Engineering Technologies at the Technical University of Madrid(UPM).

Monte Carlo limit cycle characterization

The fixed point implementation of IIR digital filters usually leads to the appearance of zero-input limit cycles, which degrade the performance of the system. In this paper, we develop an efficient Monte Carlo algorithm to detect and characterize limit cycles in fixed-point IIR digital filters. The proposed approach considers filters formulated in the state space and is valid for any fixed point representation and quantization function. Numerical simulations on several high-order filters, where an exhaustive search is unfeasible, show the effectiveness of the proposed approach.

Reconfigurable computing for Monte Carlo simulations: results and prospects of the Janus project

We describe Janus, a massively parallel FPGA-based computer optimized for the simulation of spin glasses, theoretical models for the behavior of glassy materials. FPGAs (as compared to GPUs or many-core processors) provide a complementary approach to massively parallel computing. In particular, our model problem is formulated in terms of binary variables, and floating-point operations can be (almost) completely avoided. The FPGA architecture allows us to run many independent threads with almost no latencies in memory access, thus updating up to 1024 spins per cycle. We describe Janus in detail and we summarize the physics results obtained in four years of operation of this machine; we discuss two types of physics applications: long simulations on very large systems (which try to mimic and provide understanding about the experimental non equilibrium dynamics), and low-temperature equilibrium simulations using an artificial parallel tempering dynamics. The time scale of our non-equilibrium simulations spans eleven orders of magnitude (from picoseconds to a tenth of a second). On the other hand, our equilibrium simulations are unprecedented both because of the low temperatures reached and for the large systems that we have brought to equilibrium. A finite-time scaling ansatz emerges from the detailed comparison of the two sets of simulations. Janus has made it possible to perform spin glass simulations that would take several decades on more conventional architectures. The paper ends with an assessment of the potential of possible future versions of the Janus architecture, based on state-of-the-art technology.

Estudo dos parâmetros dosimétricos de sementes de Iodo-125 desenvolvidas pelo IPEN-CNEN/SP utilizadas em braquiterapia por simulação computacional pelo método de Monte Carlo

As expectativas da Organização Mundial de Saúde para o ano de 2030 são que o número de mortes por câncer seja de aproximadamente 13,2 milhões, evidenciando a elevada parcela desta doença no problema de saúde mundial. Com relação ao câncer de próstata, de acordo com o Instituto Nacional do Câncer, o número de casos diagnosticados no mundo em 2012 foi de aproximadamente 1,1 milhão, enquanto que no Brasil os dados indicam a incidência de 68 mil novos casos. O tratamento deste tipo de neoplasia pode ser realizado com cirurgia (prostatectomia) ou radioterapia. Dentre a radioterapia, podemos destacar a técnica de braquiterapia, a qual consiste na introdução (implante) de pequenas fontes radioativas (sementes) no interior da próstata, onde será entregue um valor elevado de dose no volume de tratamento e baixa dose nos tecidos ao redor. No Brasil, a classe médica estima uma demanda de aproximadamente 8000 sementes/mês, sendo o custo unitário de cada semente de pelo menos U$ 26,00. A Associação Americana de Físicos na Medicina publicou alguns documentos descrevendo quais parâmetros e análises devem ser realizadas para avaliações da distribuição de dose, como por exemplo, os parâmetros Constante de taxa de dose, Função radial e Função de anisotropia. Estes parâmetros podem ser obtidos através de medidas experimentais da distribuição de dose ou por simulações computacionais. Neste trabalho foram determinados os parâmetros dosimétricos da semente OncoSeed-6711 da empresa Oncura-GEHealthcare e da semente desenvolvida pelo Grupo de Dosimetria de Fontes de Braquiterapia do Centro de Tecnologia das Radiações (CTR IPEN-CNEN/SP) por simulação computacional da distribuição de dose utilizando o código MCNP5, baseado no Método de Monte Carlo. A semente 6711 foi modelada, assim como um sistema dosimétrico constituído por um objeto simulador cúbico de 30x30x30 cm3 preenchido com água. Os valores obtidos da semente 6711 foram comparados com alguns apresentados na literatura, onde o parâmetro Constante de taxa de dose apresentou erro relativo em relação ao valor publicado no TG- 43 de 0,1%, sendo que os outros parâmetros analisados também apresentaram boa concordância com os valores publicados na literatura. Deste modo, pode-se considerar que os parâmetros utilizados nas simulações (espectro, modelagem geométrica e avaliação de resultados) estão compatíveis com outros estudos, sendo estes parâmetros também utilizados nas simulações da semente do IPEN. Considerando as análises de incerteza estatística, os valores obtidos da semente do IPEN são semelhantes aos valores da semente 6711.

Tethered Monte Carlo: computing the effective potential without critical slowing down

We present Tethered Monte Carlo, a simple, general purpose method of computing the effective potential of the order parameter (Helmholtz free energy). This formalism is based on a new statistical ensemble, closely related to the micromagnetic one, but with an extended configuration space (through Creutz-like demons). Canonical averages for arbitrary values of the external magnetic field are computed without additional simulations. The method is put to work in the two-dimensional Ising model, where the existence of exact results enables us to perform high precision checks. A rather peculiar feature of our implementation, which employs a local Metropolis algorithm, is the total absence, within errors, of critical slowing down for magnetic observables. Indeed, high accuracy results are presented for lattices as large as L = 1024.

Mean-value identities as an opportunity for Monte Carlo error reduction

In the Monte Carlo simulation of both lattice field theories and of models of statistical mechanics, identities verified by exact mean values, such as Schwinger-Dyson equations, Guerra relations, Callen identities, etc., provide well-known and sensitive tests of thermalization bias as well as checks of pseudo-random-number generators. We point out that they can be further exploited as control variates to reduce statistical errors. The strategy is general, very simple, and almost costless in CPU time. The method is demonstrated in the twodimensional Ising model at criticality, where the CPU gain factor lies between 2 and 4.