987 resultados para Stochastic Approximation Algorithms


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En els darrers anys, la criptografia amb corbes el.líptiques ha adquirit una importància creixent, fins a arribar a formar part en la actualitat de diferents estàndards industrials. Tot i que s'han dissenyat variants amb corbes el.líptiques de criptosistemes clàssics, com el RSA, el seu màxim interès rau en la seva aplicació en criptosistemes basats en el Problema del Logaritme Discret, com els de tipus ElGamal. En aquest cas, els criptosistemes el.líptics garanteixen la mateixa seguretat que els construïts sobre el grup multiplicatiu d'un cos finit primer, però amb longituds de clau molt menor. Mostrarem, doncs, les bones propietats d'aquests criptosistemes, així com els requeriments bàsics per a que una corba sigui criptogràficament útil, estretament relacionat amb la seva cardinalitat. Revisarem alguns mètodes que permetin descartar corbes no criptogràficament útils, així com altres que permetin obtenir corbes bones a partir d'una de donada. Finalment, descriurem algunes aplicacions, com són el seu ús en Targes Intel.ligents i sistemes RFID, per concloure amb alguns avenços recents en aquest camp.

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The goal of this work is to try to create a statistical model, based only on easily computable parameters from the CSP problem to predict runtime behaviour of the solving algorithms, and let us choose the best algorithm to solve the problem. Although it seems that the obvious choice should be MAC, experimental results obtained so far show, that with big numbers of variables, other algorithms perfom much better, specially for hard problems in the transition phase.

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Diplomityössä on käsitelty paperin pinnankarkeuden mittausta, joka on keskeisimpiä ongelmia paperimateriaalien tutkimuksessa. Paperiteollisuudessa käytettävät mittausmenetelmät sisältävät monia haittapuolia kuten esimerkiksi epätarkkuus ja yhteensopimattomuus sileiden papereiden mittauksissa, sekä suuret vaatimukset laboratorio-olosuhteille ja menetelmien hitaus. Työssä on tutkittu optiseen sirontaan perustuvia menetelmiä pinnankarkeuden määrittämisessä. Konenäköä ja kuvan-käsittelytekniikoita tutkittiin karkeilla paperipinnoilla. Tutkimuksessa käytetyt algoritmit on tehty Matlab® ohjelmalle. Saadut tulokset osoittavat mahdollisuuden pinnankarkeuden mittaamiseen kuvauksen avulla. Parhaimman tuloksen perinteisen ja kuvausmenetelmän välillä antoi fraktaaliulottuvuuteen perustuva menetelmä.

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Tämä työ luo katsauksen ajallisiin ja stokastisiin ohjelmien luotettavuus malleihin sekä tutkii muutamia malleja käytännössä. Työn teoriaosuus sisältää ohjelmien luotettavuuden kuvauksessa ja arvioinnissa käytetyt keskeiset määritelmät ja metriikan sekä varsinaiset mallien kuvaukset. Työssä esitellään kaksi ohjelmien luotettavuusryhmää. Ensimmäinen ryhmä ovat riskiin perustuvat mallit. Toinen ryhmä käsittää virheiden ”kylvöön” ja merkitsevyyteen perustuvat mallit. Työn empiirinen osa sisältää kokeiden kuvaukset ja tulokset. Kokeet suoritettiin käyttämällä kolmea ensimmäiseen ryhmään kuuluvaa mallia: Jelinski-Moranda mallia, ensimmäistä geometrista mallia sekä yksinkertaista eksponenttimallia. Kokeiden tarkoituksena oli tutkia, kuinka syötetyn datan distribuutio vaikuttaa mallien toimivuuteen sekä kuinka herkkiä mallit ovat syötetyn datan määrän muutoksille. Jelinski-Moranda malli osoittautui herkimmäksi distribuutiolle konvergaatio-ongelmien vuoksi, ensimmäinen geometrinen malli herkimmäksi datan määrän muutoksille.

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Langevin Equations of Ginzburg-Landau form, with multiplicative noise, are proposed to study the effects of fluctuations in domain growth. These equations are derived from a coarse-grained methodology. The Cahn-Hiliard-Cook linear stability analysis predicts some effects in the transitory regime. We also derive numerical algorithms for the computer simulation of these equations. The numerical results corroborate the analytical predictions of the linear analysis. We also present simulation results for spinodal decomposition at large times.

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In this paper we design and develop several filtering strategies for the analysis of data generated by a resonant bar gravitational wave (GW) antenna, with the goal of assessing the presence (or absence) therein of long-duration monochromatic GW signals, as well as the eventual amplitude and frequency of the signals, within the sensitivity band of the detector. Such signals are most likely generated in the fast rotation of slightly asymmetric spinning stars. We develop practical procedures, together with a study of their statistical properties, which will provide us with useful information on the performance of each technique. The selection of candidate events will then be established according to threshold-crossing probabilities, based on the Neyman-Pearson criterion. In particular, it will be shown that our approach, based on phase estimation, presents a better signal-to-noise ratio than does pure spectral analysis, the most common approach.

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In this paper we study the existence of a unique solution for linear stochastic differential equations driven by a Lévy process, where the initial condition and the coefficients are random and not necessarily adapted to the underlying filtration. Towards this end, we extend the method based on Girsanov transformations on Wiener space and developped by Buckdahn [7] to the canonical Lévy space, which is introduced in [25].

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ABSTRACT The traditional method of net present value (NPV) to analyze the economic profitability of an investment (based on a deterministic approach) does not adequately represent the implicit risk associated with different but correlated input variables. Using a stochastic simulation approach for evaluating the profitability of blueberry (Vaccinium corymbosum L.) production in Chile, the objective of this study is to illustrate the complexity of including risk in economic feasibility analysis when the project is subject to several but correlated risks. The results of the simulation analysis suggest that the non-inclusion of the intratemporal correlation between input variables underestimate the risk associated with investment decisions. The methodological contribution of this study illustrates the complexity of the interrelationships between uncertain variables and their impact on the convenience of carrying out this type of business in Chile. The steps for the analysis of economic viability were: First, adjusted probability distributions for stochastic input variables (SIV) were simulated and validated. Second, the random values of SIV were used to calculate random values of variables such as production, revenues, costs, depreciation, taxes and net cash flows. Third, the complete stochastic model was simulated with 10,000 iterations using random values for SIV. This result gave information to estimate the probability distributions of the stochastic output variables (SOV) such as the net present value, internal rate of return, value at risk, average cost of production, contribution margin and return on capital. Fourth, the complete stochastic model simulation results were used to analyze alternative scenarios and provide the results to decision makers in the form of probabilities, probability distributions, and for the SOV probabilistic forecasts. The main conclusion shown that this project is a profitable alternative investment in fruit trees in Chile.

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In this article, the fusion of a stochastic metaheuristic as Simulated Annealing (SA) with classical criteria for convergence of Blind Separation of Sources (BSS), is shown. Although the topic of BSS, by means of various techniques, including ICA, PCA, and neural networks, has been amply discussed in the literature, to date the possibility of using simulated annealing algorithms has not been seriously explored. From experimental results, this paper demonstrates the possible benefits offered by SA in combination with high order statistical and mutual information criteria for BSS, such as robustness against local minima and a high degree of flexibility in the energy function.

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Low-copy-number molecules are involved in many functions in cells. The intrinsic fluctuations of these numbers can enable stochastic switching between multiple steady states, inducing phenotypic variability. Herein we present a theoretical and computational study based on Master Equations and Fokker-Planck and Langevin descriptions of stochastic switching for a genetic circuit of autoactivation. We show that in this circuit the intrinsic fluctuations arising from low-copy numbers, which are inherently state-dependent, drive asymmetric switching. These theoretical results are consistent with experimental data that have been reported for the bistable system of the gallactose signaling network in yeast. Our study unravels that intrinsic fluctuations, while not required to describe bistability, are fundamental to understand stochastic switching and the dynamical relative stability of multiple states.

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BACKGROUND: HIV surveillance requires monitoring of new HIV diagnoses and differentiation of incident and older infections. In 2008, Switzerland implemented a system for monitoring incident HIV infections based on the results of a line immunoassay (Inno-Lia) mandatorily conducted for HIV confirmation and type differentiation (HIV-1, HIV-2) of all newly diagnosed patients. Based on this system, we assessed the proportion of incident HIV infection among newly diagnosed cases in Switzerland during 2008-2013. METHODS AND RESULTS: Inno-Lia antibody reaction patterns recorded in anonymous HIV notifications to the federal health authority were classified by 10 published algorithms into incident (up to 12 months) or older infections. Utilizing these data, annual incident infection estimates were obtained in two ways, (i) based on the diagnostic performance of the algorithms and utilizing the relationship 'incident = true incident + false incident', (ii) based on the window-periods of the algorithms and utilizing the relationship 'Prevalence = Incidence x Duration'. From 2008-2013, 3'851 HIV notifications were received. Adult HIV-1 infections amounted to 3'809 cases, and 3'636 of them (95.5%) contained Inno-Lia data. Incident infection totals calculated were similar for the performance- and window-based methods, amounting on average to 1'755 (95% confidence interval, 1588-1923) and 1'790 cases (95% CI, 1679-1900), respectively. More than half of these were among men who had sex with men. Both methods showed a continuous decline of annual incident infections 2008-2013, totaling -59.5% and -50.2%, respectively. The decline of incident infections continued even in 2012, when a 15% increase in HIV notifications had been observed. This increase was entirely due to older infections. Overall declines 2008-2013 were of similar extent among the major transmission groups. CONCLUSIONS: Inno-Lia based incident HIV-1 infection surveillance proved useful and reliable. It represents a free, additional public health benefit of the use of this relatively costly test for HIV confirmation and type differentiation.

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BACKGROUND: Lung clearance index (LCI), a marker of ventilation inhomogeneity, is elevated early in children with cystic fibrosis (CF). However, in infants with CF, LCI values are found to be normal, although structural lung abnormalities are often detectable. We hypothesized that this discrepancy is due to inadequate algorithms of the available software package. AIM: Our aim was to challenge the validity of these software algorithms. METHODS: We compared multiple breath washout (MBW) results of current software algorithms (automatic modus) to refined algorithms (manual modus) in 17 asymptomatic infants with CF, and 24 matched healthy term-born infants. The main difference between these two analysis methods lies in the calculation of the molar mass differences that the system uses to define the completion of the measurement. RESULTS: In infants with CF the refined manual modus revealed clearly elevated LCI above 9 in 8 out of 35 measurements (23%), all showing LCI values below 8.3 using the automatic modus (paired t-test comparing the means, P < 0.001). Healthy infants showed normal LCI values using both analysis methods (n = 47, paired t-test, P = 0.79). The most relevant reason for false normal LCI values in infants with CF using the automatic modus was the incorrect recognition of the end-of-test too early during the washout. CONCLUSION: We recommend the use of the manual modus for the analysis of MBW outcomes in infants in order to obtain more accurate results. This will allow appropriate use of infant lung function results for clinical and scientific purposes. Pediatr Pulmonol. 2015; 50:970-977. © 2015 Wiley Periodicals, Inc.

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In this paper we consider a stochastic process that may experience random reset events which suddenly bring the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonic continuous-time random walks with a constant drift: The process increases between the reset events, either by the effect of the random jumps, or by the action of the deterministic drift. As a result of all these combined factors interesting properties emerge, like the existence (for any drift strength) of a stationary transition probability density function, or the faculty of the model to reproduce power-law-like behavior. General formulas for two extreme statistics, the survival probability, and the mean exit time, are also derived. To corroborate in an independent way the results of the paper, Monte Carlo methods were used. These numerical estimations are in full agreement with the analytical predictions.