Approximation de la distribution a posteriori d'un modèle Gamma-Poisson hiérarchique à effets mixtes

La méthode que nous présentons pour modéliser des données dites de "comptage" ou données de Poisson est basée sur la procédure nommée Modélisation multi-niveau et interactive de la régression de Poisson (PRIMM) développée par Christiansen et Morris (1997). Dans la méthode PRIMM, la régression de Poisson ne comprend que des effets fixes tandis que notre modèle intègre en plus des effets aléatoires. De même que Christiansen et Morris (1997), le modèle étudié consiste à faire de l'inférence basée sur des approximations analytiques des distributions a posteriori des paramètres, évitant ainsi d'utiliser des méthodes computationnelles comme les méthodes de Monte Carlo par chaînes de Markov (MCMC). Les approximations sont basées sur la méthode de Laplace et la théorie asymptotique liée à l'approximation normale pour les lois a posteriori. L'estimation des paramètres de la régression de Poisson est faite par la maximisation de leur densité a posteriori via l'algorithme de Newton-Raphson. Cette étude détermine également les deux premiers moments a posteriori des paramètres de la loi de Poisson dont la distribution a posteriori de chacun d'eux est approximativement une loi gamma. Des applications sur deux exemples de données ont permis de vérifier que ce modèle peut être considéré dans une certaine mesure comme une généralisation de la méthode PRIMM. En effet, le modèle s'applique aussi bien aux données de Poisson non stratifiées qu'aux données stratifiées; et dans ce dernier cas, il comporte non seulement des effets fixes mais aussi des effets aléatoires liés aux strates. Enfin, le modèle est appliqué aux données relatives à plusieurs types d'effets indésirables observés chez les participants d'un essai clinique impliquant un vaccin quadrivalent contre la rougeole, les oreillons, la rub\'eole et la varicelle. La régression de Poisson comprend l'effet fixe correspondant à la variable traitement/contrôle, ainsi que des effets aléatoires liés aux systèmes biologiques du corps humain auxquels sont attribués les effets indésirables considérés.

MA160exam00

Exam questions and solutions in LaTex. Diagrams for the questions are all together in the support.zip file, as .eps files

MA160exam01

Exam questions and solutions in LaTex. Diagrams for the questions are all together in the support.zip file, as .eps files

MA160exam01pdf

Exam questions and solutions in PDF

MA160exam00pdf

Exam questions and solutions in PDF

A benchmark method for global optimization problems in structure determination from powder diffraction data

Quasi-Newton-Raphson minimization and conjugate gradient minimization have been used to solve the crystal structures of famotidine form B and capsaicin from X-ray powder diffraction data and characterize the chi(2) agreement surfaces. One million quasi-Newton-Raphson minimizations found the famotidine global minimum with a frequency of ca 1 in 5000 and the capsaicin global minimum with a frequency of ca 1 in 10 000. These results, which are corroborated by conjugate gradient minimization, demonstrate the existence of numerous pathways from some of the highest points on these chi(2) agreement surfaces to the respective global minima, which are passable using only downhill moves. This important observation has significant ramifications for the development of improved structure determination algorithms.

A titration model: an analysis and solution

The Newton‐Raphson method is proposed for the solution of the nonlinear equation arising from a theoretical model of an acid/base titration. It is shown that it is necessary to modify the form of the equation in order that the iteration is guaranteed to converge. A particular example is considered to illustrate the analysis and method, and a BASIC program is included that can be used to predict the pH of any weak acid/weak base titration.

Digital predistorter design using B-Spline neural network and inverse of De Boor algorithm

This contribution introduces a new digital predistorter to compensate serious distortions caused by memory high power amplifiers (HPAs) which exhibit output saturation characteristics. The proposed design is based on direct learning using a data-driven B-spline Wiener system modeling approach. The nonlinear HPA with memory is first identified based on the B-spline neural network model using the Gauss-Newton algorithm, which incorporates the efficient De Boor algorithm with both B-spline curve and first derivative recursions. The estimated Wiener HPA model is then used to design the Hammerstein predistorter. In particular, the inverse of the amplitude distortion of the HPA's static nonlinearity can be calculated effectively using the Newton-Raphson formula based on the inverse of De Boor algorithm. A major advantage of this approach is that both the Wiener HPA identification and the Hammerstein predistorter inverse can be achieved very efficiently and accurately. Simulation results obtained are presented to demonstrate the effectiveness of this novel digital predistorter design.

New and improved results for packing identical unitary radius circles within triangles, rectangles and strips

The focus of study in this paper is the class of packing problems. More specifically, it deals with the placement of a set of N circular items of unitary radius inside an object with the aim of minimizing its dimensions. Differently shaped containers are considered, namely circles, squares, rectangles, strips and triangles. By means of the resolution of non-linear equations systems through the Newton-Raphson method, the herein presented algorithm succeeds in improving the accuracy of previous results attained by continuous optimization approaches up to numerical machine precision. The computer implementation and the data sets are available at http://www.ime.usp.br/similar to egbirgin/packing/. (C) 2009 Elsevier Ltd, All rights reserved.

Estimation of Parameters in Random Effect Models with Incidence Matrix Uncertainty

Random effect models have been widely applied in many fields of research. However, models with uncertain design matrices for random effects have been little investigated before. In some applications with such problems, an expectation method has been used for simplicity. This method does not include the extra information of uncertainty in the design matrix is not included. The closed solution for this problem is generally difficult to attain. We therefore propose an two-step algorithm for estimating the parameters, especially the variance components in the model. The implementation is based on Monte Carlo approximation and a Newton-Raphson-based EM algorithm. As an example, a simulated genetics dataset was analyzed. The results showed that the proportion of the total variance explained by the random effects was accurately estimated, which was highly underestimated by the expectation method. By introducing heuristic search and optimization methods, the algorithm can possibly be developed to infer the 'model-based' best design matrix and the corresponding best estimates.

Técnicas de simplificação de redes e otimização multiobjetivo para análise de variações de tensão em regime permanente provocadas por parques eólicos integrados ao sistema elétrico

This study presents a description of the development model of a representation of simplified grid applied in hybrid load flow for calculation of the voltage variations in a steady-state caused by the wind farm on power system. Also, it proposes an optimal load-flow able to control power factor on connection bar and to minimize the loss. The analysis process on system, led by the wind producer, it has as base given technician supplied by the grid. So, the propose model to the simplification of the grid that allows the necessity of some knowledge only about the data referring the internal network, that is, the part of the network that interests in the analysis. In this way, it is intended to supply forms for the auxiliary in the systematization of the relations between the sector agents. The model for simplified network proposed identifies the internal network, external network and the buses of boulders from a study of vulnerability of the network, attributing them floating liquid powers attributing slack models. It was opted to apply the presented model in Newton-Raphson and a hybrid load flow, composed by The Gauss-Seidel method Zbarra and Summation Power. Finally, presents the results obtained to a developed computational environment of SCILAB and FORTRAN, with their respective analysis and conclusion, comparing them with the ANAREDE

Uso de técnicas de otimização baseadas em derivadas como suporte do planejamento operacional de redes de distribuição de energia elétrica

The usual programs for load flow calculation were in general developped aiming the simulation of electric energy transmission, subtransmission and distribution systems. However, the mathematical methods and algorithms used by the formulations were based, in majority, just on the characteristics of the transmittion systems, which were the main concern focus of engineers and researchers. Though, the physical characteristics of these systems are quite different from the distribution ones. In the transmission systems, the voltage levels are high and the lines are generally very long. These aspects contribute the capacitive and inductive effects that appear in the system to have a considerable influence in the values of the interest quantities, reason why they should be taken into consideration. Still in the transmission systems, the loads have a macro nature, as for example, cities, neiborhoods, or big industries. These loads are, generally, practically balanced, what reduces the necessity of utilization of three-phase methodology for the load flow calculation. Distribution systems, on the other hand, present different characteristics: the voltage levels are small in comparison to the transmission ones. This almost annul the capacitive effects of the lines. The loads are, in this case, transformers, in whose secondaries are connected small consumers, in a sort of times, mono-phase ones, so that the probability of finding an unbalanced circuit is high. This way, the utilization of three-phase methodologies assumes an important dimension. Besides, equipments like voltage regulators, that use simultaneously the concepts of phase and line voltage in their functioning, need a three-phase methodology, in order to allow the simulation of their real behavior. For the exposed reasons, initially was developped, in the scope of this work, a method for three-phase load flow calculation in order to simulate the steady-state behaviour of distribution systems. Aiming to achieve this goal, the Power Summation Algorithm was used, as a base for developping the three phase method. This algorithm was already widely tested and approved by researchers and engineers in the simulation of radial electric energy distribution systems, mainly for single-phase representation. By our formulation, lines are modeled in three-phase circuits, considering the magnetic coupling between the phases; but the earth effect is considered through the Carson reduction. Its important to point out that, in spite of the loads being normally connected to the transformers secondaries, was considered the hypothesis of existence of star or delta loads connected to the primary circuit. To perform the simulation of voltage regulators, a new model was utilized, allowing the simulation of various types of configurations, according to their real functioning. Finally, was considered the possibility of representation of switches with current measuring in various points of the feeder. The loads are adjusted during the iteractive process, in order to match the current in each switch, converging to the measured value specified by the input data. In a second stage of the work, sensibility parameters were derived taking as base the described load flow, with the objective of suporting further optimization processes. This parameters are found by calculating of the partial derivatives of a variable in respect to another, in general, voltages, losses and reactive powers. After describing the calculation of the sensibility parameters, the Gradient Method was presented, using these parameters to optimize an objective function, that will be defined for each type of study. The first one refers to the reduction of technical losses in a medium voltage feeder, through the installation of capacitor banks; the second one refers to the problem of correction of voltage profile, through the instalation of capacitor banks or voltage regulators. In case of the losses reduction will be considered, as objective function, the sum of the losses in all the parts of the system. To the correction of the voltage profile, the objective function will be the sum of the square voltage deviations in each node, in respect to the rated voltage. In the end of the work, results of application of the described methods in some feeders are presented, aiming to give insight about their performance and acuity

NUMERICAL SIMULATION of THE BEHAVIOR of THE BEHAVIOR of REINFORCED CONCRETE BEAMS and COLUMNS BY FEM CAASTEM 2000 PROGRAM

The objective of this paper is the numerical study of the behavior of reinforced concrete beams and columns by non-linear numerical simulations. The numerical analysis is based on the finite element method implemented in CASTEM 2000. This program uses the constitutive elastoplastic perfect model for the steel, the Drucker-Prager model for the concrete and the Newton-Raphson for the solution of non-linear systems. This work concentrates on the determination of equilibrium curves to the beams and force-strain curves to the columns. The numeric responses are confronted with experimental results found in the literature in order to check there liability of the numerical analyses.

NI-GMRES precondicionado

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

A new solution to the optimal power flow problem

A new approach to solving the Optimal Power Flow problem is described, making use of some recent findings, especially in the area of primal-dual methods for complex programming. In this approach, equality constraints are handled by Newton's method inequality constraints for voltage and transformer taps by the logarithmic barrier method and the other inequality constraints by the augmented Lagrangian method. Numerical test results are presented, showing the effective performance of this algorithm. © 2001 IEEE.