964 resultados para SEQUENTIAL MONTE-CARLO


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Objective To present a first and second trimester Down syndrome screening strategy, whereby second-trimester marker determination is contingent on the first-trimester results. Unlike non-disclosure sequential screening (the Integrated test), which requires all women to have markers in both trimesters, this allows a large proportion of the women to complete screening in the first trimester. Methods Two first-trimester risk cut-offs defined three types of results: positive and referred for early diagnosis; negative with screening complete; and intermediate, needing second-trimester markers. Multivariate Gaussian modelling with Monte Carlo simulation was used to estimate the false-positive rate for a fixed 85% detection rate. The false-positive rate was evaluated for various early detection rates and early test completion rates. Model parameters were taken from the SURUSS trial. Results Completion of screening in the first trimester for 75% of women resulted in a 30% early detection rate and a 55% second trimester detected rate (net 85%) with a false-positive rate only 0.1% above that achievable by the Integrated test. The screen-positive rate was 0.1% in the first trimester and 4.7% for those continuing to be tested in the second trimester. If the early detection rate were to be increased to 45% or the early completion rate were to be increased to 80%, there would be a further 0.1% increase in the false-positive rate. Conclusion Contingent screening can achieve results comparable with the Integrated test but with earlier completion of screening for most women. Both strategies need to be evaluated in large-scale prospective studies particularly in relation to psychological impact and practicability.

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The NMR spin coupling parameters, (1)J(N,H) and (2)J(H,H), and the chemical shielding, sigma((15)N), of liquid ammonia are studied from a combined and sequential QM/MM methodology. Monte Carlo simulations are performed to generate statistically uncorrelated configurations that are submitted to density functional theory calculations. Two different Lennard-Jones potentials are used in the liquid simulations. Electronic polarization is included in these two potentials via an iterative procedure with and without geometry relaxation, and the influence on the calculated properties are analyzed. B3LYP/aug-cc-pVTZ-J calculations were used to compute the V(N,H) constants in the interval of -67.8 to -63.9 Hz, depending on the theoretical model used. These can be compared with the experimental results of -61.6 Hz. For the (2)J(H,H) coupling the theoretical results vary between -10.6 to -13.01 Hz. The indirect experimental result derived from partially deuterated liquid is -11.1 Hz. Inclusion of explicit hydrogen bonded molecules gives a small but important contribution. The vapor-to-liquid shifts are also considered. This shift is calculated to be negligible for (1)J(N,H) in agreement with experiment. This is rationalized as a cancellation of the geometry relaxation and pure solvent effects. For the chemical shielding, U(15 N) Calculations at the B3LYP/aug-pcS-3 show that the vapor-to-liquid chemical shift requires the explicit use of solvent molecules. Considering only one ammonia molecule in an electrostatic embedding gives a wrong sign for the chemical shift that is corrected only with the use of explicit additional molecules. The best result calculated for the vapor to liquid chemical shift Delta sigma((15)N) is -25.2 ppm, in good agreement with the experimental value of -22.6 ppm.

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This paper explains why the reliability assessment of energy limited systems requires more detailed models for primary generating resources availability, internal and external generating dispatch and customer demand than the ones commonly used for large power systems and presents a methodology based on the full sequential Montecarlo simulation technique with AC power flow for their long term reliability assessment which can properly include these detailed models. By means of a real example, it is shown how the simplified modeling traditionally used for large power systems leads to pessimistic predictions if it is applied to an energy limited system and also that it cannot predict all the load point adequacy problems. © 2006 IEEE.

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The hydration of mesityl oxide (MOx) was investigated through a sequential quantum mechanics/molecular mechanics approach. Emphasis was placed on the analysis of the role played by water in the MOx syn-anti equilibrium and the electronic absorption spectrum. Results for the structure of the MOx-water solution, free energy of solvation and polarization effects are also reported. Our main conclusion was that in gas-phase and in low-polarity solvents, the MOx exists dominantly in syn-form and in aqueous solution in anti-form. This conclusion was supported by Gibbs free energy calculations in gas phase and in-water by quantum mechanical calculations with polarizable continuum model and thermodynamic perturbation theory in Monte Carlo simulations using a polarized MOx model. The consideration of the in-water polarization of the MOx is very important to correctly describe the solute-solvent electrostatic interaction. Our best estimate for the shift of the pi-pi* transition energy of MOx, when it changes from gas-phase to water solvent, shows a red-shift of -2,520 +/- 90 cm(-1), which is only 110 cm(-1) (0.014 eV) below the experimental extrapolation of -2,410 +/- 90 cm(-1). This red-shift of around -2,500 cm(-1) can be divided in two distinct and opposite contributions. One contribution is related to the syn -> anti conformational change leading to a blue-shift of similar to 1,700 cm(-1). Other contribution is the solvent effect on the electronic structure of the MOx leading to a red-shift of around -4,200 cm(-1). Additionally, this red-shift caused by the solvent effect on the electronic structure can by composed by approximately 60 % due to the electrostatic bulk effect, 10 % due to the explicit inclusion of the hydrogen-bonded water molecules and 30 % due to the explicit inclusion of the nearest water molecules.

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There is a continuous search for theoretical methods that are able to describe the effects of the liquid environment on molecular systems. Different methods emphasize different aspects, and the treatment of both the local and bulk properties is still a great challenge. In this work, the electronic properties of a water molecule in liquid environment is studied by performing a relaxation of the geometry and electronic distribution using the free energy gradient method. This is made using a series of steps in each of which we run a purely molecular mechanical (MM) Monte Carlo Metropolis simulation of liquid water and subsequently perform a quantum mechanical/molecular mechanical (QM/MM) calculation of the ensemble averages of the charge distribution, atomic forces, and second derivatives. The MP2/aug-cc-pV5Z level is used to describe the electronic properties of the QM water. B3LYP with specially designed basis functions are used for the magnetic properties. Very good agreement is found for the local properties of water, such as geometry, vibrational frequencies, dipole moment, dipole polarizability, chemical shift, and spin-spin coupling constants. The very good performance of the free energy method combined with a QM/MM approach along with the possible limitations are briefly discussed.

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Heterogeneous datasets arise naturally in most applications due to the use of a variety of sensors and measuring platforms. Such datasets can be heterogeneous in terms of the error characteristics and sensor models. Treating such data is most naturally accomplished using a Bayesian or model-based geostatistical approach; however, such methods generally scale rather badly with the size of dataset, and require computationally expensive Monte Carlo based inference. Recently within the machine learning and spatial statistics communities many papers have explored the potential of reduced rank representations of the covariance matrix, often referred to as projected or fixed rank approaches. In such methods the covariance function of the posterior process is represented by a reduced rank approximation which is chosen such that there is minimal information loss. In this paper a sequential Bayesian framework for inference in such projected processes is presented. The observations are considered one at a time which avoids the need for high dimensional integrals typically required in a Bayesian approach. A C++ library, gptk, which is part of the INTAMAP web service, is introduced which implements projected, sequential estimation and adds several novel features. In particular the library includes the ability to use a generic observation operator, or sensor model, to permit data fusion. It is also possible to cope with a range of observation error characteristics, including non-Gaussian observation errors. Inference for the covariance parameters is explored, including the impact of the projected process approximation on likelihood profiles. We illustrate the projected sequential method in application to synthetic and real datasets. Limitations and extensions are discussed. © 2010 Elsevier Ltd.

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The problem of decentralized sequential detection is studied in this thesis, where local sensors are memoryless, receive independent observations, and no feedback from the fusion center. In addition to traditional criteria of detection delay and error probability, we introduce a new constraint: the number of communications between local sensors and the fusion center. This metric is able to reflect both the cost of establishing communication links as well as overall energy consumption over time. A new formulation for communication-efficient decentralized sequential detection is proposed where the overall detection delay is minimized with constraints on both error probabilities and the communication cost. Two types of problems are investigated based on the communication-efficient formulation: decentralized hypothesis testing and decentralized change detection. In the former case, an asymptotically person-by-person optimum detection framework is developed, where the fusion center performs a sequential probability ratio test based on dependent observations. The proposed algorithm utilizes not only reported statistics from local sensors, but also the reporting times. The asymptotically relative efficiency of proposed algorithm with respect to the centralized strategy is expressed in closed form. When the probabilities of false alarm and missed detection are close to one another, a reduced-complexity algorithm is proposed based on a Poisson arrival approximation. In addition, decentralized change detection with a communication cost constraint is also investigated. A person-by-person optimum change detection algorithm is proposed, where transmissions of sensing reports are modeled as a Poisson process. The optimum threshold value is obtained through dynamic programming. An alternative method with a simpler fusion rule is also proposed, where the threshold values in the algorithm are determined by a combination of sequential detection analysis and constrained optimization. In both decentralized hypothesis testing and change detection problems, tradeoffs in parameter choices are investigated through Monte Carlo simulations.

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We consider the problem of prediction with expert advice in the setting where a forecaster is presented with several online prediction tasks. Instead of competing against the best expert separately on each task, we assume the tasks are related, and thus we expect that a few experts will perform well on the entire set of tasks. That is, our forecaster would like, on each task, to compete against the best expert chosen from a small set of experts. While we describe the “ideal” algorithm and its performance bound, we show that the computation required for this algorithm is as hard as computation of a matrix permanent. We present an efficient algorithm based on mixing priors, and prove a bound that is nearly as good for the sequential task presentation case. We also consider a harder case where the task may change arbitrarily from round to round, and we develop an efficient approximate randomized algorithm based on Markov chain Monte Carlo techniques.

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We consider the problem of prediction with expert advice in the setting where a forecaster is presented with several online prediction tasks. Instead of competing against the best expert separately on each task, we assume the tasks are related, and thus we expect that a few experts will perform well on the entire set of tasks. That is, our forecaster would like, on each task, to compete against the best expert chosen from a small set of experts. While we describe the "ideal" algorithm and its performance bound, we show that the computation required for this algorithm is as hard as computation of a matrix permanent. We present an efficient algorithm based on mixing priors, and prove a bound that is nearly as good for the sequential task presentation case. We also consider a harder case where the task may change arbitrarily from round to round, and we develop an efficient approximate randomized algorithm based on Markov chain Monte Carlo techniques.

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Particle filters find important applications in the problems of state and parameter estimations of dynamical systems of engineering interest. Since a typical filtering algorithm involves Monte Carlo simulations of the process equations, sample variance of the estimator is inversely proportional to the number of particles. The sample variance may be reduced if one uses a Rao-Blackwell marginalization of states and performs analytical computations as much as possible. In this work, we propose a semi-analytical particle filter, requiring no Rao-Blackwell marginalization, for state and parameter estimations of nonlinear dynamical systems with additively Gaussian process/observation noises. Through local linearizations of the nonlinear drift fields in the process/observation equations via explicit Ito-Taylor expansions, the given nonlinear system is transformed into an ensemble of locally linearized systems. Using the most recent observation, conditionally Gaussian posterior density functions of the linearized systems are analytically obtained through the Kalman filter. This information is further exploited within the particle filter algorithm for obtaining samples from the optimal posterior density of the states. The potential of the method in state/parameter estimations is demonstrated through numerical illustrations for a few nonlinear oscillators. The proposed filter is found to yield estimates with reduced sample variance and improved accuracy vis-a-vis results from a form of sequential importance sampling filter.

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Many problems of state estimation in structural dynamics permit a partitioning of system states into nonlinear and conditionally linear substructures. This enables a part of the problem to be solved exactly, using the Kalman filter, and the remainder using Monte Carlo simulations. The present study develops an algorithm that combines sequential importance sampling based particle filtering with Kalman filtering to a fairly general form of process equations and demonstrates the application of a substructuring scheme to problems of hidden state estimation in structures with local nonlinearities, response sensitivity model updating in nonlinear systems, and characterization of residual displacements in instrumented inelastic structures. The paper also theoretically demonstrates that the sampling variance associated with the substructuring scheme used does not exceed the sampling variance corresponding to the Monte Carlo filtering without substructuring. (C) 2012 Elsevier Ltd. All rights reserved.

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In this paper, we describe models and algorithms for detection and tracking of group and individual targets. We develop two novel group dynamical models, within a continuous time setting, that aim to mimic behavioural properties of groups. We also describe two possible ways of modeling interactions between closely using Markov Random Field (MRF) and repulsive forces. These can be combined together with a group structure transition model to create realistic evolving group models. We use a Markov Chain Monte Carlo (MCMC)-Particles Algorithm to perform sequential inference. Computer simulations demonstrate the ability of the algorithm to detect and track targets within groups, as well as infer the correct group structure over time. ©2008 IEEE.

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An experiment of a S-29 beam bombarding a Au-197 target at an energy of 49.2 MeV/u has been performed to study the two-proton correlated emission from S-29 excited states. Complete-kinematics measurements were carried out in the experiment. The relative momentum, opening angle, and relative energy of two protons, as well as the invariant mass of the final system, were deduced by relativistic-kinematics reconstruction. The Si-27-p-p coincident events were picked out under strict conditions and the phenomenon of p-p correlations was observed among these events. The mechanisms of two-proton emission were analyzed in a simple schematic model, in which the extreme decay modes like He-2 cluster emission, three-body phase-space decay, and two-body sequential emission were taken into account. Associated with the Monte Carlo simulations, the present results show that two protons emitted from the excited states between 9.6 MeV and 10.4 MeV exhibit the features of He-2 cluster decay with a branching ratio of 29(-11)(+10)%.

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An experiment to study exotic two-proton emission from excited levels of the odd-Z nucleus P-28 was performed at the National Laboratory of Heavy Ion Research-Radioactive Ion Beam Line (HIRFL-RIBLL) facility. The projectile P-28 at the energy of 46.5 MeV/u was bombarding a Au-197 target to populate the excited states via Coulomb excitation. Complete-kinematics measurements were realized by the array of silicon strip detectors and the CsI + PIN telescope. Two-proton events were selected and the relativistic-kinematics reconstruction was carried out. The spectrum of relative momentum and opening angle between two protons was deduced from Monte Carlo simulations. Experimental results show that two-proton emission from P-28 excited states less than 17.0 MeV is mainly two-body sequential emission or three-body simultaneous decay in phase space. The present simulations cannot distinguish these two decay modes. No obvious diproton emission was found.

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Riley, M. C., Clare, A., King, R. D. (2007). Locational distribution of gene functional classes in Arabidopsis thaliana. BMC Bioinformatics 8, Article No: 112 Sponsorship: EPSRC / RAEng