971 resultados para Sequential Monte Carlo methods


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The nonlinearity of high-power amplifiers (HPAs) has a crucial effect on the performance of multiple-input-multiple-output (MIMO) systems. In this paper, we investigate the performance of MIMO orthogonal space-time block coding (OSTBC) systems in the presence of nonlinear HPAs. Specifically, we propose a constellation-based compensation method for HPA nonlinearity in the case with knowledge of the HPA parameters at the transmitter and receiver, where the constellation and decision regions of the distorted transmitted signal are derived in advance. Furthermore, in the scenario without knowledge of the HPA parameters, a sequential Monte Carlo (SMC)-based compensation method for the HPA nonlinearity is proposed, which first estimates the channel-gain matrix by means of the SMC method and then uses the SMC-based algorithm to detect the desired signal. The performance of the MIMO-OSTBC system under study is evaluated in terms of average symbol error probability (SEP), total degradation (TD) and system capacity, in uncorrelated Nakagami-m fading channels. Numerical and simulation results are provided and show the effects on performance of several system parameters, such as the parameters of the HPA model, output back-off (OBO) of nonlinear HPA, numbers of transmit and receive antennas, modulation order of quadrature amplitude modulation (QAM), and number of SMC samples. In particular, it is shown that the constellation-based compensation method can efficiently mitigate the effect of HPA nonlinearity with low complexity and that the SMC-based detection scheme is efficient to compensate for HPA nonlinearity in the case without knowledge of the HPA parameters.

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Social organization is an important component of the population biology of a species that influences gene flow, the spatial pattern and scale of movements, and the effects of predation or exploitation by humans. An important element of social structure in mammals is group fidelity, which can be quantified through association indices. To describe the social organization of marine tucuxi dolphins (Sotalia guianensis) found in the Cananeia estuary, southeastern Brazil, association indices were applied to photo-identification data to characterize the temporal stability of relationships among members of this population. Eighty-seven days of fieldwork were conducted from May 2000 to July 2003, resulting in direct observations of 374 distinct groups. A total of 138 dolphins were identified on 1-38 distinct field days. Lone dolphins were rarely seen, whereas groups were composed of up to 60 individuals (mean +/- 1 SD = 12.4 +/- 11.4 individuals per group). A total of 29,327 photographs were analyzed, of which 6,312 (21.5%) were considered useful for identifying individuals. Half-weight and simple ratio indices were used to investigate associations among S. guianensis as revealed by the entire data set, data from the core study site, and data from groups composed of <= 10 individuals. Monte Carlo methods indicated that only 3 (9.3%) of 32 association matrices differed significantly from expectations based on random association. Thus, our study suggests that stable associations are not characteristic of S. guianensis in the Cananeia estuary.

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In this paper, we consider some non-homogeneous Poisson models to estimate the probability that an air quality standard is exceeded a given number of times in a time interval of interest. We assume that the number of exceedances occurs according to a non-homogeneous Poisson process (NHPP). This Poisson process has rate function lambda(t), t >= 0, which depends on some parameters that must be estimated. We take into account two cases of rate functions: the Weibull and the Goel-Okumoto. We consider models with and without change-points. When the presence of change-points is assumed, we may have the presence of either one, two or three change-points, depending of the data set. The parameters of the rate functions are estimated using a Gibbs sampling algorithm. Results are applied to ozone data provided by the Mexico City monitoring network. In a first instance, we assume that there are no change-points present. Depending on the adjustment of the model, we assume the presence of either one, two or three change-points. Copyright (C) 2009 John Wiley & Sons, Ltd.

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In this paper, we present different ofrailtyo models to analyze longitudinal data in the presence of covariates. These models incorporate the extra-Poisson variability and the possible correlation among the repeated counting data for each individual. Assuming a CD4 counting data set in HIV-infected patients, we develop a hierarchical Bayesian analysis considering the different proposed models and using Markov Chain Monte Carlo methods. We also discuss some Bayesian discrimination aspects for the choice of the best model.

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In this paper we introduce a parametric model for handling lifetime data where an early lifetime can be related to the infant-mortality failure or to the wear processes but we do not know which risk is responsible for the failure. The maximum likelihood approach and the sampling-based approach are used to get the inferences of interest. Some special cases of the proposed model are studied via Monte Carlo methods for size and power of hypothesis tests. To illustrate the proposed methodology, we introduce an example consisting of a real data set.

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In this paper we present a hierarchical Bayesian analysis for a predator-prey model applied to ecology considering the use of Markov Chain Monte Carlo methods. We consider the introduction of a random effect in the model and the presence of a covariate vector. An application to ecology is considered using a data set related to the plankton dynamics of lake Geneva for the year 1990. We also discuss some aspects of discrimination of the proposed models.

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The main goal of this paper is to investigate a cure rate model that comprehends some well-known proposals found in the literature. In our work the number of competing causes of the event of interest follows the negative binomial distribution. The model is conveniently reparametrized through the cured fraction, which is then linked to covariates by means of the logistic link. We explore the use of Markov chain Monte Carlo methods to develop a Bayesian analysis in the proposed model. The procedure is illustrated with a numerical example.

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The absorption spectrum of the acid form of pterin in water was investigated theoretically. Different procedures using continuum, discrete, and explicit models were used to include the solvation effect on the absorption spectrum, characterized by two bands. The discrete and explicit models used Monte Carlo simulation to generate the liquid structure and time-dependent density functional theory (B3LYP/6-31G+(d)) to obtain the excitation energies. The discrete model failed to give the correct qualitative effect on the second absorption band. The continuum model, in turn, has given a correct qualitative picture and a semiquantitative description. The explicit use of 29 solvent molecules, forming a hydration shell of 6 angstrom, embedded in the electrostatic field of the remaining solvent molecules, gives absorption transitions at 3.67 and 4.59 eV in excellent agreement with the S(0)-S(1) and S(0)-S(2) absorption bands at of 3.66 and 4.59 eV, respectively, that characterize the experimental spectrum of pterin in water environment. (C) 2010 Wiley Periodicals, Inc. Int J Quantum Chem 110: 2371-2377, 2010

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A time efficient optical model is proposed for GATE simulation of a LYSO scintillation matrix coupled to a photomultiplier. The purpose is to avoid the excessively long computation time when activating the optical processes in GATE. The usefulness of the model is demonstrated by comparing the simulated and experimental energy spectra obtained with the dual planar head equipment for dosimetry with a positron emission tomograph ( DoPET). The procedure to apply the model is divided in two steps. Firstly, a simplified simulation of a single crystal element of DoPET is used to fit an analytic function that models the optical attenuation inside the crystal. In a second step, the model is employed to calculate the influence of this attenuation in the energy registered by the tomograph. The use of the proposed optical model is around three orders of magnitude faster than a GATE simulation with optical processes enabled. A good agreement was found between the experimental and simulated data using the optical model. The results indicate that optical interactions inside the crystal elements play an important role on the energy resolution and induce a considerable degradation of the spectra information acquired by DoPET. Finally, the same approach employed by the proposed optical model could be useful to simulate a scintillation matrix coupled to a photomultiplier using single or dual readout scheme.

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A combined and sequential Monte Carlo-quantum mechanics methodology is used to describe the electronic absorption spectrum of the fluorescein dianion in water. Different sets of 100 statistically relevant configurations composed of the solute and several solvent molecules are sampled from the Monte Carlo simulation for a posteriori quantum mechanical calculations of the spectra. In the largest case the configurations are composed of fluorescein and 90 explicit water molecules embedded in the electrostatic field of all remaining water molecules within a distance of 11.3 angstrom. These configurations include 305 atoms and 842 valence electrons, justifying the use of a semi-empirical approach. The electronic spectrum is then calculated using the INDO/CIS method. The solvatochromic shift of fluorescein in water, compared with in isolation, is calculated using the discrete and explicit solvent models. The use of electrostatically embedded explicit water molecules, in INDO/CIS calculations, gives a good description of the spectral shift of the fluorescein dianion in aqueous environment. The results are verified to converge both statistically and with respect to the number of explicit solvent molecules used.

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Betaine dyes are known to show very large transition energy shifts in different solvents. The ortho-betaine molecule - a simple two-ring prototype of the E-T(30) Reichardt dye - has been investigated theoretically from a combined statistical and quantum mechanics approach. Using sequential Monte Carlo (MC) simulations and MP2/cc-pVDZ calculations the in-water dipole moment of ortho-betaine is obtained as 12.30 +/- 0.05 D. This result shows a considerable increase of 75% compared to the in-vacuum dipole moment. For comparison, the use of a polarizable continuum model using the same MP2/cc-pVDZ leads to an in-water dipole moment of 11.6 D, in good agreement. This large polarization is incorporated in the classical potential for another MC simulation to generate solute-solvent configurations and to obtain the contribution of the polarization effect in the solvatochromic shift. Using statistically uncorrelated configurations and supermolecular INDO/CIS calculations, including the solute and, explicitly, 230 solvent water molecules, the statistically converged calculated shift is obtained here as 6360 cm(-1), in good agreement with the experimental result of 7550 cm(-1). (c) 2007 Elsevier B.V. All rights reserved.

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We have considered a Bayesian approach for the nonlinear regression model by replacing the normal distribution on the error term by some skewed distributions, which account for both skewness and heavy tails or skewness alone. The type of data considered in this paper concerns repeated measurements taken in time on a set of individuals. Such multiple observations on the same individual generally produce serially correlated outcomes. Thus, additionally, our model does allow for a correlation between observations made from the same individual. We have illustrated the procedure using a data set to study the growth curves of a clinic measurement of a group of pregnant women from an obstetrics clinic in Santiago, Chile. Parameter estimation and prediction were carried out using appropriate posterior simulation schemes based in Markov Chain Monte Carlo methods. Besides the deviance information criterion (DIC) and the conditional predictive ordinate (CPO), we suggest the use of proper scoring rules based on the posterior predictive distribution for comparing models. For our data set, all these criteria chose the skew-t model as the best model for the errors. These DIC and CPO criteria are also validated, for the model proposed here, through a simulation study. As a conclusion of this study, the DIC criterion is not trustful for this kind of complex model.

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The solvatochromic shift of the lowest singlet it pi -> pi* electronic transition in the all-trans, cis-13, cis-11, cis-9, and cis-7 retinal isomers were computed under the influence of water, methanol, and benzene solvents. Excitation energies were calculated in gas phase and in solution. The calculations in solution were performed considering the sequential Monte Carlo (MC) /Quantum Mechanical approach. The MC simulations were performed considering the full retinal isomer molecules and 900 water molecules, 900 methanol, or 400 benzene ones. The OPLS/AA parametrization was chosen for retinal, methanol, and benzene molecules and the SPC model was used for water one. From the MC calculations 100 independent configurations were selected, with 100 solvent molecules in thermodynamical equilibrium at T = 298.15 K. Average point-charges were obtained from those independent configurations for water, methanol, and benzene solvent. TDDFT and CASSCF//CASPT2 methodologies were used to compute the vertical excitation energy of the retinal isomers in different environment. (C) 2010 Wiley Periodicals, Inc. Int J Quantum Chem 110: 2076-2087, 2010

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The sequential Monte Carlo/CASPT2 approach was employed to investigate deactivation and emission processes from the lowest-lying pi pi * and n pi * excited states of 9H-adenine in aqueous solution. It is found that conical intersections connecting the pi pi* and n pi* states with the ground state are also present in solution, whereas the barriers for the deactivation paths are significantly smaller on solvated conditions. The large destabilization of the n pi* state found in solution possibly prevents its involvement in the deactivation photophysics and explains the change from a bi- to a mono-exponential decay for the molecule in the gas phase and solution, respectively. (C) 2010 Elsevier B.V. All rights reserved.

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The minimum energy path along the lowest-lying pi pi* excited state of 2-aminopurine was calculated to elucidate the mechanisms of radiationless decay and emission in water. The sequential Monte Carlo quantum mechanics approach with a multiconfigurational and perturbative description of the wave function was employed to compute the minimum, transition state, and conical intersection. It was found that the barrier in the potential energy surface to access the conical intersection funnel increases in aqueous environment, making the system prone to enlarge the emission yield. These results rationalize the observed enhancement of emission in 2-aminopurine upon increasing of the solvent polarity. (c) 2008 Elsevier B.V. All rights reserved.