Simulating dynamic covariance structures for testing the adaptive behavior of variable selection algorithms (Invited Paper)

Variable selection for regression is a classical statistical problem, motivated by concerns that too large a number of covariates may bring about overfitting and unnecessarily high measurement costs. Novel difficulties arise in streaming contexts, where the correlation structure of the process may be drifting, in which case it must be constantly tracked so that selections may be revised accordingly. A particularly interesting phenomenon is that non-selected covariates become missing variables, inducing bias on subsequent decisions. This raises an intricate exploration-exploitation tradeoff, whose dependence on the covariance tracking algorithm and the choice of variable selection scheme is too complex to be dealt with analytically. We hence capitalise on the strength of simulations to explore this problem, taking the opportunity to tackle the difficult task of simulating dynamic correlation structures. © 2008 IEEE.

Trans-Scale Mechanics: Looking For The Missing Links Between Continuum And Micro/Nanoscopic Reality

Problems involving coupled multiple space and time scales offer a real challenge for conventional frameworks of either particle or continuum mechanics. In this paper, four cases studies (shear band formation in bulk metallic glasses, spallation resulting from stress wave, interaction between a probe tip and sample, the simulation of nanoindentation with molecular statistical thermodynamics) are provided to illustrate the three levels of trans-scale problems (problems due to various physical mechanisms at macro-level, problems due to micro-structural evolution at macro/micro-level, problems due to the coupling of atoms/molecules and a finite size body at micro/nano-level) and their formulations. Accordingly, non-equilibrium statistical mechanics, coupled trans-scale equations and simultaneous solutions, and trans-scale algorithms based on atomic/molecular interaction are suggested as the three possible modes of trans-scale mechanics.