988 resultados para Monte Carlo Algorithms


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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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The Numerical INJection Analysis (NINJA) project is a collaborative effort between members of the numerical relativity and gravitational-wave (GW) astrophysics communities. The purpose of NINJA is to study the ability to detect GWs emitted from merging binary black holes (BBH) and recover their parameters with next-generation GW observatories. We report here on the results of the second NINJA project, NINJA-2, which employs 60 complete BBH hybrid waveforms consisting of a numerical portion modelling the late inspiral, merger, and ringdown stitched to a post-Newtonian portion modelling the early inspiral. In a 'blind injection challenge' similar to that conducted in recent Laser Interferometer Gravitational Wave Observatory (LIGO) and Virgo science runs, we added seven hybrid waveforms to two months of data recoloured to predictions of Advanced LIGO (aLIGO) and Advanced Virgo (AdV) sensitivity curves during their first observing runs. The resulting data was analysed by GW detection algorithms and 6 of the waveforms were recovered with false alarm rates smaller than 1 in a thousand years. Parameter-estimation algorithms were run on each of these waveforms to explore the ability to constrain the masses, component angular momenta and sky position of these waveforms. We find that the strong degeneracy between the mass ratio and the BHs' angular momenta will make it difficult to precisely estimate these parameters with aLIGO and AdV. We also perform a large-scale Monte Carlo study to assess the ability to recover each of the 60 hybrid waveforms with early aLIGO and AdV sensitivity curves. Our results predict that early aLIGO and AdV will have a volume-weighted average sensitive distance of 300 Mpc (1 Gpc) for 10M circle dot + 10M circle dot (50M circle dot + 50M circle dot) BBH coalescences. We demonstrate that neglecting the component angular momenta in the waveform models used in matched-filtering will result in a reduction in sensitivity for systems with large component angular momenta. This reduction is estimated to be up to similar to 15% for 50M circle dot + 50M circle dot BBH coalescences with almost maximal angular momenta aligned with the orbit when using early aLIGO and AdV sensitivity curves.

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In radiotherapy, computational systems are used for radiation dose determination in the treatment’s volume and radiometric parameters quality analysis of equipment and field irradiated. Due to the increasing technological advancement, several research has been performed in brachytherapy for different computational algorithms development which may be incorporated to treatment planning systems, providing greater accuracy and confidence in the dose calculation. Informatics and information technology fields undergo constant updating and refinement, allowing the use Monte Carlo Method to simulate brachytherapy source dose distribution. The methodology formalization employed to dosimetric analysis is based mainly in the American Association of Physicists in Medicine (AAPM) studies, by Task Group nº 43 (TG-43) and protocols aimed at dosimetry of these radiation sources types. This work aims to analyze the feasibility of using the MCNP-5C (Monte Carlo N-Particle) code to obtain radiometric parameters of brachytherapy sources and so to study the radiation dose variation in the treatment planning. Simulations were performed for the radiation dose variation in the source plan and determined the dosimetric parameters required by TG-43 formalism for the characterization of the two high dose rate iridium-192 sources. The calculated values were compared with the presents in the literature, which were obtained with different Monte Carlo simulations codes. The results showed excellent consistency with the compared codes, enhancing MCNP-5C code the capacity and viability in the sources dosimetry employed in HDR brachytherapy. The method employed may suggest a possible incorporation of this code in the treatment planning systems provided by manufactures together with the equipment, since besides reducing acquisition cost, it can also make the used computational routines more comprehensive, facilitating the brachytherapy ...

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is an interest in studying latent variables (or latent traits). Usually such latent traits are assumed to be random variables and a convenient distribution is assigned to them. A very common choice for such a distribution has been the standard normal. Recently, Azevedo et al. [Bayesian inference for a skew-normal IRT model under the centred parameterization, Comput. Stat. Data Anal. 55 (2011), pp. 353-365] proposed a skew-normal distribution under the centred parameterization (SNCP) as had been studied in [R. B. Arellano-Valle and A. Azzalini, The centred parametrization for the multivariate skew-normal distribution, J. Multivariate Anal. 99(7) (2008), pp. 1362-1382], to model the latent trait distribution. This approach allows one to represent any asymmetric behaviour concerning the latent trait distribution. Also, they developed a Metropolis-Hastings within the Gibbs sampling (MHWGS) algorithm based on the density of the SNCP. They showed that the algorithm recovers all parameters properly. Their results indicated that, in the presence of asymmetry, the proposed model and the estimation algorithm perform better than the usual model and estimation methods. Our main goal in this paper is to propose another type of MHWGS algorithm based on a stochastic representation (hierarchical structure) of the SNCP studied in [N. Henze, A probabilistic representation of the skew-normal distribution, Scand. J. Statist. 13 (1986), pp. 271-275]. Our algorithm has only one Metropolis-Hastings step, in opposition to the algorithm developed by Azevedo et al., which has two such steps. This not only makes the implementation easier but also reduces the number of proposal densities to be used, which can be a problem in the implementation of MHWGS algorithms, as can be seen in [R.J. Patz and B.W. Junker, A straightforward approach to Markov Chain Monte Carlo methods for item response models, J. Educ. Behav. Stat. 24(2) (1999), pp. 146-178; R. J. Patz and B. W. Junker, The applications and extensions of MCMC in IRT: Multiple item types, missing data, and rated responses, J. Educ. Behav. Stat. 24(4) (1999), pp. 342-366; A. Gelman, G.O. Roberts, and W.R. Gilks, Efficient Metropolis jumping rules, Bayesian Stat. 5 (1996), pp. 599-607]. Moreover, we consider a modified beta prior (which generalizes the one considered in [3]) and a Jeffreys prior for the asymmetry parameter. Furthermore, we study the sensitivity of such priors as well as the use of different kernel densities for this parameter. Finally, we assess the impact of the number of examinees, number of items and the asymmetry level on the parameter recovery. Results of the simulation study indicated that our approach performed equally as well as that in [3], in terms of parameter recovery, mainly using the Jeffreys prior. Also, they indicated that the asymmetry level has the highest impact on parameter recovery, even though it is relatively small. A real data analysis is considered jointly with the development of model fitting assessment tools. The results are compared with the ones obtained by Azevedo et al. The results indicate that using the hierarchical approach allows us to implement MCMC algorithms more easily, it facilitates diagnosis of the convergence and also it can be very useful to fit more complex skew IRT models.

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We have performed multicanonical simulations to study the critical behavior of the two-dimensional Ising model with dipole interactions. This study concerns the thermodynamic phase transitions in the range of the interaction delta where the phase characterized by striped configurations of width h = 1 is observed. Controversial results obtained from local update algorithms have been reported for this region, including the claimed existence of a second-order phase transition line that becomes first order above a tricritical point located somewhere between delta = 0.85 and 1. Our analysis relies on the complex partition function zeros obtained with high statistics from multicanonical simulations. Finite size scaling relations for the leading partition function zeros yield critical exponents. that are clearly consistent with a single second-order phase transition line, thus excluding such a tricritical point in that region of the phase diagram. This conclusion is further supported by analysis of the specific heat and susceptibility of the orientational order parameter.

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While imperfect information games are an excellent model of real-world problems and tasks, they are often difficult for computer programs to play at a high level of proficiency, especially if they involve major uncertainty and a very large state space. Kriegspiel, a variant of chess making it similar to a wargame, is a perfect example: while the game was studied for decades from a game-theoretical viewpoint, it was only very recently that the first practical algorithms for playing it began to appear. This thesis presents, documents and tests a multi-sided effort towards making a strong Kriegspiel player, using heuristic searching, retrograde analysis and Monte Carlo tree search algorithms to achieve increasingly higher levels of play. The resulting program is currently the strongest computer player in the world and plays at an above-average human level.

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This thesis is about three major aspects of the identification of top quarks. First comes the understanding of their production mechanism, their decay channels and how to translate theoretical formulae into programs that can simulate such physical processes using Monte Carlo techniques. In particular, the author has been involved in the introduction of the POWHEG generator in the framework of the ATLAS experiment. POWHEG is now fully used as the benchmark program for the simulation of ttbar pairs production and decay, along with MC@NLO and AcerMC: this will be shown in chapter one. The second chapter illustrates the ATLAS detectors and its sub-units, such as calorimeters and muon chambers. It is very important to evaluate their efficiency in order to fully understand what happens during the passage of radiation through the detector and to use this knowledge in the calculation of final quantities such as the ttbar production cross section. The last part of this thesis concerns the evaluation of this quantity deploying the so-called "golden channel" of ttbar decays, yielding one energetic charged lepton, four particle jets and a relevant quantity of missing transverse energy due to the neutrino. The most important systematic errors arising from the various part of the calculation are studied in detail. Jet energy scale, trigger efficiency, Monte Carlo models, reconstruction algorithms and luminosity measurement are examples of what can contribute to the uncertainty about the cross-section.

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This thesis adresses the problem of localization, and analyzes its crucial aspects, within the context of cooperative WSNs. The three main issues discussed in the following are: network synchronization, position estimate and tracking. Time synchronization is a fundamental requirement for every network. In this context, a new approach based on the estimation theory is proposed to evaluate the ultimate performance limit in network time synchronization. In particular the lower bound on the variance of the average synchronization error in a fully connected network is derived by taking into account the statistical characterization of the Message Delivering Time (MDT) . Sensor network localization algorithms estimate the locations of sensors with initially unknown location information by using knowledge of the absolute positions of a few sensors and inter-sensor measurements such as distance and bearing measurements. Concerning this issue, i.e. the position estimate problem, two main contributions are given. The first is a new Semidefinite Programming (SDP) framework to analyze and solve the problem of flip-ambiguity that afflicts range-based network localization algorithms with incomplete ranging information. The occurrence of flip-ambiguous nodes and errors due to flip ambiguity is studied, then with this information a new SDP formulation of the localization problem is built. Finally a flip-ambiguity-robust network localization algorithm is derived and its performance is studied by Monte-Carlo simulations. The second contribution in the field of position estimate is about multihop networks. A multihop network is a network with a low degree of connectivity, in which couples of given any nodes, in order to communicate, they have to rely on one or more intermediate nodes (hops). Two new distance-based source localization algorithms, highly robust to distance overestimates, typically present in multihop networks, are presented and studied. The last point of this thesis discuss a new low-complexity tracking algorithm, inspired by the Fano’s sequential decoding algorithm for the position tracking of a user in a WLAN-based indoor localization system.

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The Standard Model of elementary particle physics was developed to describe the fundamental particles which constitute matter and the interactions between them. The Large Hadron Collider (LHC) at CERN in Geneva was built to solve some of the remaining open questions in the Standard Model and to explore physics beyond it, by colliding two proton beams at world-record centre-of-mass energies. The ATLAS experiment is designed to reconstruct particles and their decay products originating from these collisions. The precise reconstruction of particle trajectories plays an important role in the identification of particle jets which originate from bottom quarks (b-tagging). This thesis describes the step-wise commissioning of the ATLAS track reconstruction and b-tagging software and one of the first measurements of the b-jet production cross section in pp collisions at sqrt(s)=7 TeV with the ATLAS detector. The performance of the track reconstruction software was studied in great detail, first using data from cosmic ray showers and then collisions at sqrt(s)=900 GeV and 7 TeV. The good understanding of the track reconstruction software allowed a very early deployment of the b-tagging algorithms. First studies of these algorithms and the measurement of the b-tagging efficiency in the data are presented. They agree well with predictions from Monte Carlo simulations. The b-jet production cross section was measured with the 2010 dataset recorded by the ATLAS detector, employing muons in jets to estimate the fraction of b-jets. The measurement is in good agreement with the Standard Model predictions.

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Geometric packing problems may be formulated mathematically as constrained optimization problems. But finding a good solution is a challenging task. The more complicated the geometry of the container or the objects to be packed, the more complex the non-penetration constraints become. In this work we propose the use of a physics engine that simulates a system of colliding rigid bodies. It is a tool to resolve interpenetration conflicts and to optimize configurations locally. We develop an efficient and easy-to-implement physics engine that is specialized for collision detection and contact handling. In succession of the development of this engine a number of novel algorithms for distance calculation and intersection volume were designed and imple- mented, which are presented in this work. They are highly specialized to pro- vide fast responses for cuboids and triangles as input geometry whereas the concepts they are based on can easily be extended to other convex shapes. Especially noteworthy in this context is our ε-distance algorithm - a novel application that is not only very robust and fast but also compact in its im- plementation. Several state-of-the-art third party implementations are being presented and we show that our implementations beat them in runtime and robustness. The packing algorithm that lies on top of the physics engine is a Monte Carlo based approach implemented for packing cuboids into a container described by a triangle soup. We give an implementation for the SAE J1100 variant of the trunk packing problem. We compare this implementation to several established approaches and we show that it gives better results in faster time than these existing implementations.

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A main field in biomedical optics research is diffuse optical tomography, where intensity variations of the transmitted light traversing through tissue are detected. Mathematical models and reconstruction algorithms based on finite element methods and Monte Carlo simulations describe the light transport inside the tissue and determine differences in absorption and scattering coefficients. Precise knowledge of the sample's surface shape and orientation is required to provide boundary conditions for these techniques. We propose an integrated method based on structured light three-dimensional (3-D) scanning that provides detailed surface information of the object, which is usable for volume mesh creation and allows the normalization of the intensity dispersion between surface and camera. The experimental setup is complemented by polarization difference imaging to avoid overlaying byproducts caused by inter-reflections and multiple scattering in semitransparent tissue.

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Generalized linear mixed models (GLMM) are generalized linear models with normally distributed random effects in the linear predictor. Penalized quasi-likelihood (PQL), an approximate method of inference in GLMMs, involves repeated fitting of linear mixed models with “working” dependent variables and iterative weights that depend on parameter estimates from the previous cycle of iteration. The generality of PQL, and its implementation in commercially available software, has encouraged the application of GLMMs in many scientific fields. Caution is needed, however, since PQL may sometimes yield badly biased estimates of variance components, especially with binary outcomes. Recent developments in numerical integration, including adaptive Gaussian quadrature, higher order Laplace expansions, stochastic integration and Markov chain Monte Carlo (MCMC) algorithms, provide attractive alternatives to PQL for approximate likelihood inference in GLMMs. Analyses of some well known datasets, and simulations based on these analyses, suggest that PQL still performs remarkably well in comparison with more elaborate procedures in many practical situations. Adaptive Gaussian quadrature is a viable alternative for nested designs where the numerical integration is limited to a small number of dimensions. Higher order Laplace approximations hold the promise of accurate inference more generally. MCMC is likely the method of choice for the most complex problems that involve high dimensional integrals.

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One limitation to the widespread implementation of Monte Carlo (MC) patient dose-calculation algorithms for radiotherapy is the lack of a general and accurate source model of the accelerator radiation source. Our aim in this work is to investigate the sensitivity of the photon-beam subsource distributions in a MC source model (with target, primary collimator, and flattening filter photon subsources and an electron subsource) for 6- and 18-MV photon beams when the energy and radial distributions of initial electrons striking a linac target change. For this purpose, phase-space data (PSD) was calculated for various mean electron energies striking the target, various normally distributed electron energy spread, and various normally distributed electron radial intensity distributions. All PSD was analyzed in terms of energy, fluence, and energy fluence distributions, which were compared between the different parameter sets. The energy spread was found to have a negligible influence on the subsource distributions. The mean energy and radial intensity significantly changed the target subsource distribution shapes and intensities. For the primary collimator and flattening filter subsources, the distribution shapes of the fluence and energy fluence changed little for different mean electron energies striking the target, however, their relative intensity compared with the target subsource change, which can be accounted for by a scaling factor. This study indicates that adjustments to MC source models can likely be limited to adjusting the target subsource in conjunction with scaling the relative intensity and energy spectrum of the primary collimator, flattening filter, and electron subsources when the energy and radial distributions of the initial electron-beam change.