905 resultados para Metropolis-Hastings algorithms


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An important aspect in manufacturing design is the distribution of geometrical tolerances so that an assembly functions with given probability, while minimising the manufacturing cost. This requires a complex search over a multidimensional domain, much of which leads to infeasible solutions and which can have many local minima. As well, Monte-Carlo methods are often required to determine the probability that the assembly functions as designed. This paper describes a genetic algorithm for carrying out this search and successfully applies it to two specific mechanical designs, enabling comparisons of a new statistical tolerancing design method with existing methods. (C) 2003 Elsevier Ltd. All rights reserved.

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Genetic algorithms (GAs) are known to locate the global optimal solution provided sufficient population and/or generation is used. Practically, a near-optimal satisfactory result can be found by Gas with a limited number of generations. In wireless communications, the exhaustive searching approach is widely applied to many techniques, such as maximum likelihood decoding (MLD) and distance spectrum (DS) techniques. The complexity of the exhaustive searching approach in the MLD or the DS technique is exponential in the number of transmit antennas and the size of the signal constellation for the multiple-input multiple-output (MIMO) communication systems. If a large number of antennas and a large size of signal constellations, e.g. PSK and QAM, are employed in the MIMO systems, the exhaustive searching approach becomes impractical and time consuming. In this paper, the GAs are applied to the MLD and DS techniques to provide a near-optimal performance with a reduced computational complexity for the MIMO systems. Two different GA-based efficient searching approaches are proposed for the MLD and DS techniques, respectively. The first proposed approach is based on a GA with sharing function method, which is employed to locate the multiple solutions of the distance spectrum for the Space-time Trellis Coded Orthogonal Frequency Division Multiplexing (STTC-OFDM) systems. The second approach is the GA-based MLD that attempts to find the closest point to the transmitted signal. The proposed approach can return a satisfactory result with a good initial signal vector provided to the GA. Through simulation results, it is shown that the proposed GA-based efficient searching approaches can achieve near-optimal performance, but with a lower searching complexity comparing with the original MLD and DS techniques for the MIMO systems.

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Foreign exchange trading has emerged recently as a significant activity in many countries. As with most forms of trading, the activity is influenced by many random parameters so that the creation of a system that effectively emulates the trading process will be very helpful. A major issue for traders in the deregulated Foreign Exchange Market is when to sell and when to buy a particular currency in order to maximize profit. This paper presents novel trading strategies based on the machine learning methods of genetic algorithms and reinforcement learning.

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To maximise data output from single-shot astronomical images, the rejection of cosmic rays is important. We present the results of a benchmark trial comparing various cosmic ray rejection algorithms. The procedures assess relative performances and characteristics of the processes in cosmic ray detection, rates of false detections of true objects, and the quality of image cleaning and reconstruction. The cosmic ray rejection algorithms developed by Rhoads (2000, PASP, 112, 703), van Dokkum (2001, PASP, 113, 1420), Pych (2004, PASP, 116, 148), and the IRAF task xzap by Dickinson are tested using both simulated and real data. It is found that detection efficiency is independent of the density of cosmic rays in an image, being more strongly affected by the density of real objects in the field. As expected, spurious detections and alterations to real data in the cleaning process are also significantly increased by high object densities. We find the Rhoads' linear filtering method to produce the best performance in the detection of cosmic ray events; however, the popular van Dokkum algorithm exhibits the highest overall performance in terms of detection and cleaning.

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Beyond the inherent technical challenges, current research into the three dimensional surface correspondence problem is hampered by a lack of uniform terminology, an abundance of application specific algorithms, and the absence of a consistent model for comparing existing approaches and developing new ones. This paper addresses these challenges by presenting a framework for analysing, comparing, developing, and implementing surface correspondence algorithms. The framework uses five distinct stages to establish correspondence between surfaces. It is general, encompassing a wide variety of existing techniques, and flexible, facilitating the synthesis of new correspondence algorithms. This paper presents a review of existing surface correspondence algorithms, and shows how they fit into the correspondence framework. It also shows how the framework can be used to analyse and compare existing algorithms and develop new algorithms using the framework's modular structure. Six algorithms, four existing and two new, are implemented using the framework. Each implemented algorithm is used to match a number of surface pairs. Results demonstrate that the correspondence framework implementations are faithful implementations of existing algorithms, and that powerful new surface correspondence algorithms can be created. (C) 2004 Elsevier Inc. All rights reserved.

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The estimation of P(S-n > u) by simulation, where S, is the sum of independent. identically distributed random varibles Y-1,..., Y-n, is of importance in many applications. We propose two simulation estimators based upon the identity P(S-n > u) = nP(S, > u, M-n = Y-n), where M-n = max(Y-1,..., Y-n). One estimator uses importance sampling (for Y-n only), and the other uses conditional Monte Carlo conditioning upon Y1,..., Yn-1. Properties of the relative error of the estimators are derived and a numerical study given in terms of the M/G/1 queue in which n is replaced by an independent geometric random variable N. The conclusion is that the new estimators compare extremely favorably with previous ones. In particular, the conditional Monte Carlo estimator is the first heavy-tailed example of an estimator with bounded relative error. Further improvements are obtained in the random-N case, by incorporating control variates and stratification techniques into the new estimation procedures.

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Markov chain Monte Carlo (MCMC) is a methodology that is gaining widespread use in the phylogenetics community and is central to phylogenetic software packages such as MrBayes. An important issue for users of MCMC methods is how to select appropriate values for adjustable parameters such as the length of the Markov chain or chains, the sampling density, the proposal mechanism, and, if Metropolis-coupled MCMC is being used, the number of heated chains and their temperatures. Although some parameter settings have been examined in detail in the literature, others are frequently chosen with more regard to computational time or personal experience with other data sets. Such choices may lead to inadequate sampling of tree space or an inefficient use of computational resources. We performed a detailed study of convergence and mixing for 70 randomly selected, putatively orthologous protein sets with different sizes and taxonomic compositions. Replicated runs from multiple random starting points permit a more rigorous assessment of convergence, and we developed two novel statistics, delta and epsilon, for this purpose. Although likelihood values invariably stabilized quickly, adequate sampling of the posterior distribution of tree topologies took considerably longer. Our results suggest that multimodality is common for data sets with 30 or more taxa and that this results in slow convergence and mixing. However, we also found that the pragmatic approach of combining data from several short, replicated runs into a metachain to estimate bipartition posterior probabilities provided good approximations, and that such estimates were no worse in approximating a reference posterior distribution than those obtained using a single long run of the same length as the metachain. Precision appears to be best when heated Markov chains have low temperatures, whereas chains with high temperatures appear to sample trees with high posterior probabilities only rarely. [Bayesian phylogenetic inference; heating parameter; Markov chain Monte Carlo; replicated chains.]