871 resultados para Rejection-sampling Algorithm
Resumo:
The jackknife method is often used for variance estimation in sample surveys but has only been developed for a limited class of sampling designs.We propose a jackknife variance estimator which is defined for any without-replacement unequal probability sampling design. We demonstrate design consistency of this estimator for a broad class of point estimators. A Monte Carlo study shows how the proposed estimator may improve on existing estimators.
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It is common practice to design a survey with a large number of strata. However, in this case the usual techniques for variance estimation can be inaccurate. This paper proposes a variance estimator for estimators of totals. The method proposed can be implemented with standard statistical packages without any specific programming, as it involves simple techniques of estimation, such as regression fitting.
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The systematic sampling (SYS) design (Madow and Madow, 1944) is widely used by statistical offices due to its simplicity and efficiency (e.g., Iachan, 1982). But it suffers from a serious defect, namely, that it is impossible to unbiasedly estimate the sampling variance (Iachan, 1982) and usual variance estimators (Yates and Grundy, 1953) are inadequate and can overestimate the variance significantly (Särndal et al., 1992). We propose a novel variance estimator which is less biased and that can be implemented with any given population order. We will justify this estimator theoretically and with a Monte Carlo simulation study.
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We show that the Hájek (Ann. Math Statist. (1964) 1491) variance estimator can be used to estimate the variance of the Horvitz–Thompson estimator when the Chao sampling scheme (Chao, Biometrika 69 (1982) 653) is implemented. This estimator is simple and can be implemented with any statistical packages. We consider a numerical and an analytic method to show that this estimator can be used. A series of simulations supports our findings.
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Imputation is commonly used to compensate for item non-response in sample surveys. If we treat the imputed values as if they are true values, and then compute the variance estimates by using standard methods, such as the jackknife, we can seriously underestimate the true variances. We propose a modified jackknife variance estimator which is defined for any without-replacement unequal probability sampling design in the presence of imputation and non-negligible sampling fraction. Mean, ratio and random-imputation methods will be considered. The practical advantage of the method proposed is its breadth of applicability.
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Phylogenetic methods hold great promise for the reconstruction of the transition from precursor to modern flora and the identification of underlying factors which drive the process. The phylogenetic methods presently used to address the question of the origin of the Cape flora of South Africa are considered here. The sampling requirements of each of these methods, which include dating of diversifications using calibrated molecular trees, sister pair comparisons, lineage through time plots and biogeographical optimizations are reviewed. Sampling of genes, genomes and species are considered. Although increased higher-level studies and increased sampling are required for robust interpretation, it is clear that much progress is already made. It is argued that despite the remarkable richness of the flora, the Cape flora is a valuable model system to demonstrate the utility of phylogenetic methods in determining the history of a modern flora.
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We have developed a novel Hill-climbing genetic algorithm (GA) for simulation of protein folding. The program (written in C) builds a set of Cartesian points to represent an unfolded polypeptide's backbone. The dihedral angles determining the chain's configuration are stored in an array of chromosome structures that is copied and then mutated. The fitness of the mutated chain's configuration is determined by its radius of gyration. A four-helix bundle was used to optimise simulation conditions, and the program was compared with other, larger, genetic algorithms on a variety of structures. The program ran 50% faster than other GA programs. Overall, tests on 100 non-redundant structures gave comparable results to other genetic algorithms, with the Hill-climbing program running from between 20 and 50% faster. Examples including crambin, cytochrome c, cytochrome B and hemerythrin gave good secondary structure fits with overall alpha carbon atom rms deviations of between 5 and 5.6 Angstrom with an optimised hydrophobic term in the fitness function. (C) 2003 Elsevier Ltd. All rights reserved.
Resumo:
Liquid chromatography-mass spectrometry (LC-MS) datasets can be compared or combined following chromatographic alignment. Here we describe a simple solution to the specific problem of aligning one LC-MS dataset and one LC-MS/MS dataset, acquired on separate instruments from an enzymatic digest of a protein mixture, using feature extraction and a genetic algorithm. First, the LC-MS dataset is searched within a few ppm of the calculated theoretical masses of peptides confidently identified by LC-MS/MS. A piecewise linear function is then fitted to these matched peptides using a genetic algorithm with a fitness function that is insensitive to incorrect matches but sufficiently flexible to adapt to the discrete shifts common when comparing LC datasets. We demonstrate the utility of this method by aligning ion trap LC-MS/MS data with accurate LC-MS data from an FTICR mass spectrometer and show how hybrid datasets can improve peptide and protein identification by combining the speed of the ion trap with the mass accuracy of the FTICR, similar to using a hybrid ion trap-FTICR instrument. We also show that the high resolving power of FTICR can improve precision and linear dynamic range in quantitative proteomics. The alignment software, msalign, is freely available as open source.
Resumo:
The convergence speed of the standard Least Mean Square adaptive array may be degraded in mobile communication environments. Different conventional variable step size LMS algorithms were proposed to enhance the convergence speed while maintaining low steady state error. In this paper, a new variable step LMS algorithm, using the accumulated instantaneous error concept is proposed. In the proposed algorithm, the accumulated instantaneous error is used to update the step size parameter of standard LMS is varied. Simulation results show that the proposed algorithm is simpler and yields better performance than conventional variable step LMS.
Resumo:
This paper represents the first step in an on-going work for designing an unsupervised method based on genetic algorithm for intrusion detection. Its main role in a broader system is to notify of an unusual traffic and in that way provide the possibility of detecting unknown attacks. Most of the machine-learning techniques deployed for intrusion detection are supervised as these techniques are generally more accurate, but this implies the need of labeling the data for training and testing which is time-consuming and error-prone. Hence, our goal is to devise an anomaly detector which would be unsupervised, but at the same time robust and accurate. Genetic algorithms are robust and able to avoid getting stuck in local optima, unlike the rest of clustering techniques. The model is verified on KDD99 benchmark dataset, generating a solution competitive with the solutions of the state-of-the-art which demonstrates high possibilities of the proposed method.
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This paper describes the SIMULINK implementation of a constrained predictive control algorithm based on quadratic programming and linear state space models, and its application to a laboratory-scale 3D crane system. The algorithm is compatible with Real Time. Windows Target and, in the case of the crane system, it can be executed with a sampling period of 0.01 s and a prediction horizon of up to 300 samples, using a linear state space model with 3 inputs, 5 outputs and 13 states.
Resumo:
This paper proposes a new iterative algorithm for OFDM joint data detection and phase noise (PHN) cancellation based on minimum mean square prediction error. We particularly highlight the problem of "overfitting" such that the iterative approach may converge to a trivial solution. Although it is essential for this joint approach, the overfitting problem was relatively less studied in existing algorithms. In this paper, specifically, we apply a hard decision procedure at every iterative step to overcome the overfitting. Moreover, compared with existing algorithms, a more accurate Pade approximation is used to represent the phase noise, and finally a more robust and compact fast process based on Givens rotation is proposed to reduce the complexity to a practical level. Numerical simulations are also given to verify the proposed algorithm.