871 resultados para Rejection-sampling Algorithm
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Active queue management (AQM) policies are those policies of router queue management that allow for the detection of network congestion, the notification of such occurrences to the hosts on the network borders, and the adoption of a suitable control policy. This paper proposes the adoption of a fuzzy proportional integral (FPI) controller as an active queue manager for Internet routers. The analytical design of the proposed FPI controller is carried out in analogy with a proportional integral (PI) controller, which recently has been proposed for AQM. A genetic algorithm is proposed for tuning of the FPI controller parameters with respect to optimal disturbance rejection. In the paper the FPI controller design metodology is described and the results of the comparison with random early detection (RED), tail drop, and PI controller are presented.
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Sequential techniques can enhance the efficiency of the approximate Bayesian computation algorithm, as in Sisson et al.'s (2007) partial rejection control version. While this method is based upon the theoretical works of Del Moral et al. (2006), the application to approximate Bayesian computation results in a bias in the approximation to the posterior. An alternative version based on genuine importance sampling arguments bypasses this difficulty, in connection with the population Monte Carlo method of Cappe et al. (2004), and it includes an automatic scaling of the forward kernel. When applied to a population genetics example, it compares favourably with two other versions of the approximate algorithm.
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Many evolutionary algorithm applications involve either fitness functions with high time complexity or large dimensionality (hence very many fitness evaluations will typically be needed) or both. In such circumstances, there is a dire need to tune various features of the algorithm well so that performance and time savings are optimized. However, these are precisely the circumstances in which prior tuning is very costly in time and resources. There is hence a need for methods which enable fast prior tuning in such cases. We describe a candidate technique for this purpose, in which we model a landscape as a finite state machine, inferred from preliminary sampling runs. In prior algorithm-tuning trials, we can replace the 'real' landscape with the model, enabling extremely fast tuning, saving far more time than was required to infer the model. Preliminary results indicate much promise, though much work needs to be done to establish various aspects of the conditions under which it can be most beneficially used. A main limitation of the method as described here is a restriction to mutation-only algorithms, but there are various ways to address this and other limitations.
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The goal of this paper is to study and further develop the orthogonality sampling or stationary waves algorithm for the detection of the location and shape of objects from the far field pattern of scattered waves in electromagnetics or acoustics. Orthogonality sampling can be seen as a special beam forming algorithm with some links to the point source method and to the linear sampling method. The basic idea of orthogonality sampling is to sample the space under consideration by calculating scalar products of the measured far field pattern , with a test function for all y in a subset Q of the space , m = 2, 3. The way in which this is carried out is important to extract the information which the scattered fields contain. The theoretical foundation of orthogonality sampling is only partly resolved, and the goal of this work is to initiate further research by numerical demonstration of the high potential of the approach. We implement the method for a two-dimensional setting for the Helmholtz equation, which represents electromagnetic scattering when the setup is independent of the third coordinate. We show reconstructions of the location and shape of objects from measurements of the scattered field for one or several directions of incidence and one or many frequencies or wave numbers, respectively. In particular, we visualize the indicator function both with the Dirichlet and Neumann boundary condition and for complicated inhomogeneous media.
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This contribution proposes a novel probability density function (PDF) estimation based over-sampling (PDFOS) approach for two-class imbalanced classification problems. The classical Parzen-window kernel function is adopted to estimate the PDF of the positive class. Then according to the estimated PDF, synthetic instances are generated as the additional training data. The essential concept is to re-balance the class distribution of the original imbalanced data set under the principle that synthetic data sample follows the same statistical properties. Based on the over-sampled training data, the radial basis function (RBF) classifier is constructed by applying the orthogonal forward selection procedure, in which the classifier’s structure and the parameters of RBF kernels are determined using a particle swarm optimisation algorithm based on the criterion of minimising the leave-one-out misclassification rate. The effectiveness of the proposed PDFOS approach is demonstrated by the empirical study on several imbalanced data sets.
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Sea surface temperature (SST) data are often provided as gridded products, typically at resolutions of order 0.05 degrees from satellite observations to reduce data volume at the request of data users and facilitate comparison against other products or models. Sampling uncertainty is introduced in gridded products where the full surface area of the ocean within a grid cell cannot be fully observed because of cloud cover. In this paper we parameterise uncertainties in SST as a function of the percentage of clear-sky pixels available and the SST variability in that subsample. This parameterisation is developed from Advanced Along Track Scanning Radiometer (AATSR) data, but is applicable to all gridded L3U SST products at resolutions of 0.05-0.1 degrees, irrespective of instrument and retrieval algorithm, provided that instrument noise propagated into the SST is accounted for. We also calculate the sampling uncertainty of ~0.04 K in Global Area Coverage (GAC) Advanced Very High Resolution Radiometer (AVHRR) products, using related methods.
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Recently, researches have shown that the performance of metaheuristics can be affected by population initialization. Opposition-based Differential Evolution (ODE), Quasi-Oppositional Differential Evolution (QODE), and Uniform-Quasi-Opposition Differential Evolution (UQODE) are three state-of-the-art methods that improve the performance of the Differential Evolution algorithm based on population initialization and different search strategies. In a different approach to achieve similar results, this paper presents a technique to discover promising regions in a continuous search-space of an optimization problem. Using machine-learning techniques, the algorithm named Smart Sampling (SS) finds regions with high possibility of containing a global optimum. Next, a metaheuristic can be initialized inside each region to find that optimum. SS and DE were combined (originating the SSDE algorithm) to evaluate our approach, and experiments were conducted in the same set of benchmark functions used by ODE, QODE and UQODE authors. Results have shown that the total number of function evaluations required by DE to reach the global optimum can be significantly reduced and that the success rate improves if SS is employed first. Such results are also in consonance with results from the literature, stating the importance of an adequate starting population. Moreover, SS presents better efficacy to find initial populations of superior quality when compared to the other three algorithms that employ oppositional learning. Finally and most important, the SS performance in finding promising regions is independent of the employed metaheuristic with which SS is combined, making SS suitable to improve the performance of a large variety of optimization techniques. (C) 2012 Elsevier Inc. All rights reserved.
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An extensive sample (2%) of private vehicles in Italy are equipped with a GPS device that periodically measures their position and dynamical state for insurance purposes. Having access to this type of data allows to develop theoretical and practical applications of great interest: the real-time reconstruction of traffic state in a certain region, the development of accurate models of vehicle dynamics, the study of the cognitive dynamics of drivers. In order for these applications to be possible, we first need to develop the ability to reconstruct the paths taken by vehicles on the road network from the raw GPS data. In fact, these data are affected by positioning errors and they are often very distanced from each other (~2 Km). For these reasons, the task of path identification is not straightforward. This thesis describes the approach we followed to reliably identify vehicle paths from this kind of low-sampling data. The problem of matching data with roads is solved with a bayesian approach of maximum likelihood. While the identification of the path taken between two consecutive GPS measures is performed with a specifically developed optimal routing algorithm, based on A* algorithm. The procedure was applied on an off-line urban data sample and proved to be robust and accurate. Future developments will extend the procedure to real-time execution and nation-wide coverage.
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In this study a new, fully non-linear, approach to Local Earthquake Tomography is presented. Local Earthquakes Tomography (LET) is a non-linear inversion problem that allows the joint determination of earthquakes parameters and velocity structure from arrival times of waves generated by local sources. Since the early developments of seismic tomography several inversion methods have been developed to solve this problem in a linearized way. In the framework of Monte Carlo sampling, we developed a new code based on the Reversible Jump Markov Chain Monte Carlo sampling method (Rj-McMc). It is a trans-dimensional approach in which the number of unknowns, and thus the model parameterization, is treated as one of the unknowns. I show that our new code allows overcoming major limitations of linearized tomography, opening a new perspective in seismic imaging. Synthetic tests demonstrate that our algorithm is able to produce a robust and reliable tomography without the need to make subjective a-priori assumptions about starting models and parameterization. Moreover it provides a more accurate estimate of uncertainties about the model parameters. Therefore, it is very suitable for investigating the velocity structure in regions that lack of accurate a-priori information. Synthetic tests also reveal that the lack of any regularization constraints allows extracting more information from the observed data and that the velocity structure can be detected also in regions where the density of rays is low and standard linearized codes fails. I also present high-resolution Vp and Vp/Vs models in two widespread investigated regions: the Parkfield segment of the San Andreas Fault (California, USA) and the area around the Alto Tiberina fault (Umbria-Marche, Italy). In both the cases, the models obtained with our code show a substantial improvement in the data fit, if compared with the models obtained from the same data set with the linearized inversion codes.
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The aim of my thesis is to parallelize the Weighting Histogram Analysis Method (WHAM), which is a popular algorithm used to calculate the Free Energy of a molucular system in Molecular Dynamics simulations. WHAM works in post processing in cooperation with another algorithm called Umbrella Sampling. Umbrella Sampling has the purpose to add a biasing in the potential energy of the system in order to force the system to sample a specific region in the configurational space. Several N independent simulations are performed in order to sample all the region of interest. Subsequently, the WHAM algorithm is used to estimate the original system energy starting from the N atomic trajectories. The parallelization of WHAM has been performed through CUDA, a language that allows to work in GPUs of NVIDIA graphic cards, which have a parallel achitecture. The parallel implementation may sensibly speed up the WHAM execution compared to previous serial CPU imlementations. However, the WHAM CPU code presents some temporal criticalities to very high numbers of interactions. The algorithm has been written in C++ and executed in UNIX systems provided with NVIDIA graphic cards. The results were satisfying obtaining an increase of performances when the model was executed on graphics cards with compute capability greater. Nonetheless, the GPUs used to test the algorithm is quite old and not designated for scientific calculations. It is likely that a further performance increase will be obtained if the algorithm would be executed in clusters of GPU at high level of computational efficiency. The thesis is organized in the following way: I will first describe the mathematical formulation of Umbrella Sampling and WHAM algorithm with their apllications in the study of ionic channels and in Molecular Docking (Chapter 1); then, I will present the CUDA architectures used to implement the model (Chapter 2); and finally, the results obtained on model systems will be presented (Chapter 3).
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A new control scheme has been presented in this thesis. Based on the NonLinear Geometric Approach, the proposed Active Control System represents a new way to see the reconfigurable controllers for aerospace applications. The presence of the Diagnosis module (providing the estimation of generic signals which, based on the case, can be faults, disturbances or system parameters), mean feature of the depicted Active Control System, is a characteristic shared by three well known control systems: the Active Fault Tolerant Controls, the Indirect Adaptive Controls and the Active Disturbance Rejection Controls. The standard NonLinear Geometric Approach (NLGA) has been accurately investigated and than improved to extend its applicability to more complex models. The standard NLGA procedure has been modified to take account of feasible and estimable sets of unknown signals. Furthermore the application of the Singular Perturbations approximation has led to the solution of Detection and Isolation problems in scenarios too complex to be solved by the standard NLGA. Also the estimation process has been improved, where multiple redundant measuremtent are available, by the introduction of a new algorithm, here called "Least Squares - Sliding Mode". It guarantees optimality, in the sense of the least squares, and finite estimation time, in the sense of the sliding mode. The Active Control System concept has been formalized in two controller: a nonlinear backstepping controller and a nonlinear composite controller. Particularly interesting is the integration, in the controller design, of the estimations coming from the Diagnosis module. Stability proofs are provided for both the control schemes. Finally, different applications in aerospace have been provided to show the applicability and the effectiveness of the proposed NLGA-based Active Control System.
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The Advanced Very High Resolution Radiometer (AVHRR) carried on board the National Oceanic and Atmospheric Administration (NOAA) and the Meteorological Operational Satellite (MetOp) polar orbiting satellites is the only instrument offering more than 25 years of satellite data to analyse aerosols on a daily basis. The present study assessed a modified AVHRR aerosol optical depth τa retrieval over land for Europe. The algorithm might also be applied to other parts of the world with similar surface characteristics like Europe, only the aerosol properties would have to be adapted to a new region. The initial approach used a relationship between Sun photometer measurements from the Aerosol Robotic Network (AERONET) and the satellite data to post-process the retrieved τa. Herein a quasi-stand-alone procedure, which is more suitable for the pre-AERONET era, is presented. In addition, the estimation of surface reflectance, the aerosol model, and other processing steps have been adapted. The method's cross-platform applicability was tested by validating τa from NOAA-17 and NOAA-18 AVHRR at 15 AERONET sites in Central Europe (40.5° N–50° N, 0° E–17° E) from August 2005 to December 2007. Furthermore, the accuracy of the AVHRR retrieval was related to products from two newer instruments, the Medium Resolution Imaging Spectrometer (MERIS) on board the Environmental Satellite (ENVISAT) and the Moderate Resolution Imaging Spectroradiometer (MODIS) on board Aqua/Terra. Considering the linear correlation coefficient R, the AVHRR results were similar to those of MERIS with even lower root mean square error RMSE. Not surprisingly, MODIS, with its high spectral coverage, gave the highest R and lowest RMSE. Regarding monthly averaged τa, the results were ambiguous. Focusing on small-scale structures, R was reduced for all sensors, whereas the RMSE solely for MERIS substantially increased. Regarding larger areas like Central Europe, the error statistics were similar to the individual match-ups. This was mainly explained with sampling issues. With the successful validation of AVHRR we are now able to concentrate on our large data archive dating back to 1985. This is a unique opportunity for both climate and air pollution studies over land surfaces.
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In this dissertation, the problem of creating effective large scale Adaptive Optics (AO) systems control algorithms for the new generation of giant optical telescopes is addressed. The effectiveness of AO control algorithms is evaluated in several respects, such as computational complexity, compensation error rejection and robustness, i.e. reasonable insensitivity to the system imperfections. The results of this research are summarized as follows: 1. Robustness study of Sparse Minimum Variance Pseudo Open Loop Controller (POLC) for multi-conjugate adaptive optics (MCAO). The AO system model that accounts for various system errors has been developed and applied to check the stability and performance of the POLC algorithm, which is one of the most promising approaches for the future AO systems control. It has been shown through numerous simulations that, despite the initial assumption that the exact system knowledge is necessary for the POLC algorithm to work, it is highly robust against various system errors. 2. Predictive Kalman Filter (KF) and Minimum Variance (MV) control algorithms for MCAO. The limiting performance of the non-dynamic Minimum Variance and dynamic KF-based phase estimation algorithms for MCAO has been evaluated by doing Monte-Carlo simulations. The validity of simple near-Markov autoregressive phase dynamics model has been tested and its adequate ability to predict the turbulence phase has been demonstrated both for single- and multiconjugate AO. It has also been shown that there is no performance improvement gained from the use of the more complicated KF approach in comparison to the much simpler MV algorithm in the case of MCAO. 3. Sparse predictive Minimum Variance control algorithm for MCAO. The temporal prediction stage has been added to the non-dynamic MV control algorithm in such a way that no additional computational burden is introduced. It has been confirmed through simulations that the use of phase prediction makes it possible to significantly reduce the system sampling rate and thus overall computational complexity while both maintaining the system stable and effectively compensating for the measurement and control latencies.
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The problem of re-sampling spatially distributed data organized into regular or irregular grids to finer or coarser resolution is a common task in data processing. This procedure is known as 'gridding' or 're-binning'. Depending on the quantity the data represents, the gridding-algorithm has to meet different requirements. For example, histogrammed physical quantities such as mass or energy have to be re-binned in order to conserve the overall integral. Moreover, if the quantity is positive definite, negative sampling values should be avoided. The gridding process requires a re-distribution of the original data set to a user-requested grid according to a distribution function. The distribution function can be determined on the basis of the given data by interpolation methods. In general, accurate interpolation with respect to multiple boundary conditions of heavily fluctuating data requires polynomial interpolation functions of second or even higher order. However, this may result in unrealistic deviations (overshoots or undershoots) of the interpolation function from the data. Accordingly, the re-sampled data may overestimate or underestimate the given data by a significant amount. The gridding-algorithm presented in this work was developed in order to overcome these problems. Instead of a straightforward interpolation of the given data using high-order polynomials, a parametrized Hermitian interpolation curve was used to approximate the integrated data set. A single parameter is determined by which the user can control the behavior of the interpolation function, i.e. the amount of overshoot and undershoot. Furthermore, it is shown how the algorithm can be extended to multidimensional grids. The algorithm was compared to commonly used gridding-algorithms using linear and cubic interpolation functions. It is shown that such interpolation functions may overestimate or underestimate the source data by about 10-20%, while the new algorithm can be tuned to significantly reduce these interpolation errors. The accuracy of the new algorithm was tested on a series of x-ray CT-images (head and neck, lung, pelvis). The new algorithm significantly improves the accuracy of the sampled images in terms of the mean square error and a quality index introduced by Wang and Bovik (2002 IEEE Signal Process. Lett. 9 81-4).
Resumo:
Purpose: Development of an interpolation algorithm for re‐sampling spatially distributed CT‐data with the following features: global and local integral conservation, avoidance of negative interpolation values for positively defined datasets and the ability to control re‐sampling artifacts. Method and Materials: The interpolation can be separated into two steps: first, the discrete CT‐data has to be continuously distributed by an analytic function considering the boundary conditions. Generally, this function is determined by piecewise interpolation. Instead of using linear or high order polynomialinterpolations, which do not fulfill all the above mentioned features, a special form of Hermitian curve interpolation is used to solve the interpolation problem with respect to the required boundary conditions. A single parameter is determined, by which the behavior of the interpolation function is controlled. Second, the interpolated data have to be re‐distributed with respect to the requested grid. Results: The new algorithm was compared with commonly used interpolation functions based on linear and second order polynomial. It is demonstrated that these interpolation functions may over‐ or underestimate the source data by about 10%–20% while the parameter of the new algorithm can be adjusted in order to significantly reduce these interpolation errors. Finally, the performance and accuracy of the algorithm was tested by re‐gridding a series of X‐ray CT‐images. Conclusion: Inaccurate sampling values may occur due to the lack of integral conservation. Re‐sampling algorithms using high order polynomialinterpolation functions may result in significant artifacts of the re‐sampled data. Such artifacts can be avoided by using the new algorithm based on Hermitian curve interpolation