980 resultados para stochastic approximation algorithm
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This letter presents a comparison between threeFourier-based motion compensation (MoCo) algorithms forairborne synthetic aperture radar (SAR) systems. These algorithmscircumvent the limitations of conventional MoCo, namelythe assumption of a reference height and the beam-center approximation.All these approaches rely on the inherent time–frequencyrelation in SAR systems but exploit it differently, with the consequentdifferences in accuracy and computational burden. Aftera brief overview of the three approaches, the performance ofeach algorithm is analyzed with respect to azimuthal topographyaccommodation, angle accommodation, and maximum frequencyof track deviations with which the algorithm can cope. Also, ananalysis on the computational complexity is presented. Quantitativeresults are shown using real data acquired by the ExperimentalSAR system of the German Aerospace Center (DLR).
Constraint algorithm for k-presymplectic Hamiltonian systems. Application to singular field theories
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The k-symplectic formulation of field theories is especially simple, since only tangent and cotangent bundles are needed in its description. Its defining elements show a close relationship with those in the symplectic formulation of mechanics. It will be shown that this relationship also stands in the presymplectic case. In a natural way,one can mimick the presymplectic constraint algorithm to obtain a constraint algorithmthat can be applied to k-presymplectic field theory, and more particularly to the Lagrangian and Hamiltonian formulations offield theories defined by a singular Lagrangian, as well as to the unified Lagrangian-Hamiltonian formalism (Skinner--Rusk formalism) for k-presymplectic field theory. Two examples of application of the algorithm are also analyzed.
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First: A continuous-time version of Kyle's model (Kyle 1985), known as the Back's model (Back 1992), of asset pricing with asymmetric information, is studied. A larger class of price processes and of noise traders' processes are studied. The price process, as in Kyle's model, is allowed to depend on the path of the market order. The process of the noise traders' is an inhomogeneous Lévy process. Solutions are found by the Hamilton-Jacobi-Bellman equations. With the insider being risk-neutral, the price pressure is constant, and there is no equilibirium in the presence of jumps. If the insider is risk-averse, there is no equilibirium in the presence of either jumps or drifts. Also, it is analised when the release time is unknown. A general relation is established between the problem of finding an equilibrium and of enlargement of filtrations. Random announcement time is random is also considered. In such a case the market is not fully efficient and there exists equilibrium if the sensitivity of prices with respect to the global demand is time decreasing according with the distribution of the random time. Second: Power variations. it is considered, the asymptotic behavior of the power variation of processes of the form _integral_0^t u(s-)dS(s), where S_ is an alpha-stable process with index of stability 0&alpha&2 and the integral is an Itô integral. Stable convergence of corresponding fluctuations is established. These results provide statistical tools to infer the process u from discrete observations. Third: A bond market is studied where short rates r(t) evolve as an integral of g(t-s)sigma(s) with respect to W(ds), where g and sigma are deterministic and W is the stochastic Wiener measure. Processes of this type are particular cases of ambit processes. These processes are in general not of the semimartingale kind.
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Uncertainty quantification of petroleum reservoir models is one of the present challenges, which is usually approached with a wide range of geostatistical tools linked with statistical optimisation or/and inference algorithms. Recent advances in machine learning offer a novel approach to model spatial distribution of petrophysical properties in complex reservoirs alternative to geostatistics. The approach is based of semisupervised learning, which handles both ?labelled? observed data and ?unlabelled? data, which have no measured value but describe prior knowledge and other relevant data in forms of manifolds in the input space where the modelled property is continuous. Proposed semi-supervised Support Vector Regression (SVR) model has demonstrated its capability to represent realistic geological features and describe stochastic variability and non-uniqueness of spatial properties. On the other hand, it is able to capture and preserve key spatial dependencies such as connectivity of high permeability geo-bodies, which is often difficult in contemporary petroleum reservoir studies. Semi-supervised SVR as a data driven algorithm is designed to integrate various kind of conditioning information and learn dependences from it. The semi-supervised SVR model is able to balance signal/noise levels and control the prior belief in available data. In this work, stochastic semi-supervised SVR geomodel is integrated into Bayesian framework to quantify uncertainty of reservoir production with multiple models fitted to past dynamic observations (production history). Multiple history matched models are obtained using stochastic sampling and/or MCMC-based inference algorithms, which evaluate posterior probability distribution. Uncertainty of the model is described by posterior probability of the model parameters that represent key geological properties: spatial correlation size, continuity strength, smoothness/variability of spatial property distribution. The developed approach is illustrated with a fluvial reservoir case. The resulting probabilistic production forecasts are described by uncertainty envelopes. The paper compares the performance of the models with different combinations of unknown parameters and discusses sensitivity issues.
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The principal focus of the PhD thesis lies in the Social Software area and the appropriation of technology in "non-Western" societies taking the example of Bulgaria. The term "non-Western" is used to explain places considered technologically underdeveloped. The aims have been to capture how Bulgarian users creatively interpret and appropriate Internet identifying the sociocultural, political and subjective conditions in which that appropriation occurs, to identify emerging practices based on the interpretation and use of Internet and the impact they had on society and what conditions could influence the technological interpretation and the meaning these practices had for both users and social configuration of Internet as media in Bulgaria. An ethnographic approach has been used simultaneously in different online and offline contexts. On the one hand, this study is based on exploration of the Bulgarian Internet Space through online participant observation in forums and websites reviews and on the other hand, on semi-structured interviews with different types of users of the virtual platforms found, made both face to face and online and finally online participant observation at the same platforms. It is based on some contributions of the ethnographic work of Christine Hine in virtual environments and the notions of time and space of Barbara Czarniawska contextualized in the modern form of organization that occurs in a network of multiple and fragmented contexts across many movements.
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Le rétinoblastome (Rb) est une tumeur provenant des cellules rétiniennes progénitrices des photorécepteurs. C'est la tumeur pédiatrique maligne la plus fréquente avec une incidence par naissance évaluée entre 1/15Ό00 et 1/20Ό00. Les enfants atteints de Rb sont diagnostiqué dans leur grande majorité avant l'âge de 4 ans, soit le temps nécessaire à la différentiation et à la maturation des photorécepteurs et donc à la disparition de la cellule d'origine du Rb. La survie du patient, la sauvegarde oculaire et le pronostic visuel restent excellents pour autant que le traitement ne soit pas différé. Dans sa variante non héréditaire (60%) le Rb est toujours unilatéral et sporadique. Le Rb héréditaire de transmission dominante autosomique (40%), se décline sous toutes les formes, familiale (10%) ou sporadique (30%), que l'atteinte soit unilatérale ou bilatérale. La majorité des mutations causales sont uniques et distribuées de façon aléatoire sur la totalité du gène RB1 sans région prédisposante. La détection de ces mutations est couteuse et chronophage, tout en présentant un taux de détection relativement bas; surtout dans les cas de Rb sporadiques unilatéraux. Dans le but d'identifier les patients présentant un risque réel de développer un Rb, et de réduire le nombre d'examens sous narcose requis pour le dépistage de la maladie chez les sujets à risque, nous avons développé une stratégie sensible, rapide, efficace et peu couteuse basée sur une analyse de l'haplotype intragénique. Cet algorithme prend en compte a) la perte d'hétérozygotie intratumorale du gène RB1, b) l'origine paternelle préférentielle des nouvelles mutations germinales et c) un risque a priori dérivé des données empiriques de Vogel. Pendant la période allant de janvier 1994 à décembre 2006, nous avons comparé l'apparition de nouveau Rb parmi la fratrie et la descendance de patient atteints au nombre de nouveaux cas attendus calculé par notre algorithme. 134 familles ont été étudiées. L'analyse moléculaire a été effectuée chez 570 personnes dont 99 patients âgés de moins de 4 ans et donc à risque de développer un Rb. Parmi cette cohorte, nous avons observé l'apparition d'un cas de Rb, alors que les risques cumulés a posteriori calculé par notre algorithme prédisait l'apparition de 1.77 nouveau cas. Dans cette étude, nous avons pu valider notre algorithme prédisant la récurrence de Rb chez les parents de 1er degré de patients atteints. Cet outil devrait grandement faciliter le conseil génétique ainsi que le suivi des patients à risque de développer un Rb, surtout dans les cas ou le séquençage direct du gène RB1 n'est pas disponible ou est resté non informatif. - Purpose: Most RBI mutations are unique and distributed throughout the RBI gene. Their detection can be time-consuming and the yield especially low in cases of conservatively-treated sporadic unilateral retinoblas-toma (Rb) patients. In order to identify patients with true risk of developing Rb, and to reduce the number of unnecessary examinations under anesthesia in all other cases, we developed a universal sensitive, efficient and cost-effective strategy based on intragenic haplotype analysis. Methods: This algorithm allows the calculation of the a posteriori risk of developing Rb and takes into account (a) RBI loss of heterozygosity in tumors, (b) preferential paternal origin of new germline mutations, (c) a priori risk derived from empirical data by Vogel, and (d) disease penetrance of 90% in most cases. We report the occurrence of Rb in first degree relatives of patients with sporadic Rb who visited the Jules Gonin Eye Hospital, Lausanne, Switzerland, from January 1994 to December 2006 compared to expected new cases of Rb using our algorithm. Results: A total of 134 families with sporadic Rb were enrolled; testing was performed in 570 individuals and 99 patients younger than 4 years old were identified. We observed one new case of Rb. Using our algorithm, the cumulated total a posteriori risk of recurrence was 1.77. Conclusions: This is the first time that linkage analysis has been validated to monitor the risk of recurrence in sporadic Rb. This should be a useful tool in genetic counseling, especially when direct RBI screening for mutations leaves a negative result or is unavailable.
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In this article we review first some of the possibilities in which the notions of Fo lner sequences and quasidiagonality have been applied to spectral approximation problems. We construct then a canonical Fo lner sequence for the crossed product of a concrete C* -algebra and a discrete amenable group. We apply our results to the rotation algebra (which contains interesting operators like almost Mathieu operators or periodic magnetic Schrödinger operators on graphs) and the C* -algebra generated by bounded Jacobi operators.
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We formulate a necessary and sufficient condition for polynomials to be dense in a space of continuous functions on the real line, with respect to Bernstein's weighted uniform norm. Equivalently, for a positive finite measure [lletra "mu" minúscula de l'alfabet grec] on the real line we give a criterion for density of polynomials in Lp[lletra "mu" minúscula de l'alfabet grec entre parèntesis].
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There are many factors that influence the day-ahead market bidding strategies of a generation company (GenCo) in the current energy market framework. Environmental policy issues have become more and more important for fossil-fuelled power plants and they have to be considered in their management, giving rise to emission limitations. This work allows to investigate the influence of both the allowances and emission reduction plan, and the incorporation of the derivatives medium-term commitments in the optimal generation bidding strategy to the day-ahead electricity market. Two different technologies have been considered: the coal thermal units, high-emission technology, and the combined cycle gas turbine units, low-emission technology. The Iberian Electricity Market and the Spanish National Emissions and Allocation Plans are the framework to deal with the environmental issues in the day-ahead market bidding strategies. To address emission limitations, some of the standard risk management methodologies developed for financial markets, such as Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR), have been extended. This study offers to electricity generation utilities a mathematical model to determinate the individual optimal generation bid to the wholesale electricity market, for each one of their generation units that maximizes the long-run profits of the utility abiding by the Iberian Electricity Market rules, the environmental restrictions set by the EU Emission Trading Scheme, as well as the restrictions set by the Spanish National Emissions Reduction Plan. The economic implications for a GenCo of including the environmental restrictions of these National Plans are analyzed and the most remarkable results will be presented.
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The aim of traffic engineering is to optimise network resource utilization. Although several works on minimizing network resource utilization have been published, few works have focused on LSR label space. This paper proposes an algorithm that uses MPLS label stack features in order to reduce the number of labels used in LSPs forwarding. Some tunnelling methods and their MPLS implementation drawbacks are also discussed. The algorithm described sets up the NHLFE tables in each LSR, creating asymmetric tunnels when possible. Experimental results show that the algorithm achieves a large reduction factor in the label space. The work presented here applies for both types of connections: P2MP and P2P
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BACKGROUND & AIMS Hy's Law, which states that hepatocellular drug-induced liver injury (DILI) with jaundice indicates a serious reaction, is used widely to determine risk for acute liver failure (ALF). We aimed to optimize the definition of Hy's Law and to develop a model for predicting ALF in patients with DILI. METHODS We collected data from 771 patients with DILI (805 episodes) from the Spanish DILI registry, from April 1994 through August 2012. We analyzed data collected at DILI recognition and at the time of peak levels of alanine aminotransferase (ALT) and total bilirubin (TBL). RESULTS Of the 771 patients with DILI, 32 developed ALF. Hepatocellular injury, female sex, high levels of TBL, and a high ratio of aspartate aminotransferase (AST):ALT were independent risk factors for ALF. We compared 3 ways to use Hy's Law to predict which patients would develop ALF; all included TBL greater than 2-fold the upper limit of normal (×ULN) and either ALT level greater than 3 × ULN, a ratio (R) value (ALT × ULN/alkaline phosphatase × ULN) of 5 or greater, or a new ratio (nR) value (ALT or AST, whichever produced the highest ×ULN/ alkaline phosphatase × ULN value) of 5 or greater. At recognition of DILI, the R- and nR-based models identified patients who developed ALF with 67% and 63% specificity, respectively, whereas use of only ALT level identified them with 44% specificity. However, the level of ALT and the nR model each identified patients who developed ALF with 90% sensitivity, whereas the R criteria identified them with 83% sensitivity. An equal number of patients who did and did not develop ALF had alkaline phosphatase levels greater than 2 × ULN. An algorithm based on AST level greater than 17.3 × ULN, TBL greater than 6.6 × ULN, and AST:ALT greater than 1.5 identified patients who developed ALF with 82% specificity and 80% sensitivity. CONCLUSIONS When applied at DILI recognition, the nR criteria for Hy's Law provides the best balance of sensitivity and specificity whereas our new composite algorithm provides additional specificity in predicting the ultimate development of ALF.
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The authors focus on one of the methods for connection acceptance control (CAC) in an ATM network: the convolution approach. With the aim of reducing the cost in terms of calculation and storage requirements, they propose the use of the multinomial distribution function. This permits direct computation of the associated probabilities of the instantaneous bandwidth requirements. This in turn makes possible a simple deconvolution process. Moreover, under certain conditions additional improvements may be achieved
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Pippenger [Pi77] showed the existence of (6m,4m,3m,6)-concentrator for each positive integer m using a probabilistic method. We generalize his approach and prove existence of (6m,4m,3m,5.05)-concentrator (which is no longer regular, but has fewer edges). We apply this result to improve the constant of approximation of almost additive set functions by additive set functions from 44.5 (established by Kalton and Roberts in [KaRo83] to 39. We show a more direct connection of the latter problem to the Whitney type estimate for approximation of continuous functions on a cube in &b&R&/b&&sup&d&/sup& by linear functions, and improve the estimate of this Whitney constant from 802 (proved by Brudnyi and Kalton in [BrKa00] to 73.