995 resultados para Statistical decision


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The rapid evolution of nanotechnology appeals for the understanding of global response of nanoscale systems based on atomic interactions, hence necessitates novel, sophisticated, and physically based approaches to bridge the gaps between various length and time scales. In this paper, we propose a group of statistical thermodynamics methods for the simulations of nanoscale systems under quasi-static loading at finite temperature, that is, molecular statistical thermodynamics (MST) method, cluster statistical thermodynamics (CST) method, and the hybrid molecular/cluster statistical thermodynamics (HMCST) method. These methods, by treating atoms as oscillators and particles simultaneously, as well as clusters, comprise different spatial and temporal scales in a unified framework. One appealing feature of these methods is their "seamlessness" or consistency in the same underlying atomistic model in all regions consisting of atoms and clusters, and hence can avoid the ghost force in the simulation. On the other hand, compared with conventional MD simulations, their high computational efficiency appears very attractive, as manifested by the simulations of uniaxial compression and nanoindenation. (C) 2008 Elsevier Ltd. All rights reserved.

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A relative displacement between the grid points of optical fields and those of phase screens may occur in the simulation of light propagation through the turbulent atmosphere. A statistical interpolator is proposed to solve this problem in this paper. It is evaluated by the phase structure function and numerical experiments of light propagation through atmospheric turbulence with/without adaptive optics (AO) and it is also compared with the well-known linear interpolator under the same condition. Results of the phase structure function show that the statistical interpolator is more accurate in comparison with the linear one, especially in the high frequency region. More importantly, the long-exposure results of light propagation through the turbulent atmosphere with/without AO also show that the statistical interpolator is more accurate and reliable than the linear one. (C) 2009 Optical Society of America.

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Many problems in control and signal processing can be formulated as sequential decision problems for general state space models. However, except for some simple models one cannot obtain analytical solutions and has to resort to approximation. In this thesis, we have investigated problems where Sequential Monte Carlo (SMC) methods can be combined with a gradient based search to provide solutions to online optimisation problems. We summarise the main contributions of the thesis as follows. Chapter 4 focuses on solving the sensor scheduling problem when cast as a controlled Hidden Markov Model. We consider the case in which the state, observation and action spaces are continuous. This general case is important as it is the natural framework for many applications. In sensor scheduling, our aim is to minimise the variance of the estimation error of the hidden state with respect to the action sequence. We present a novel SMC method that uses a stochastic gradient algorithm to find optimal actions. This is in contrast to existing works in the literature that only solve approximations to the original problem. In Chapter 5 we presented how an SMC can be used to solve a risk sensitive control problem. We adopt the use of the Feynman-Kac representation of a controlled Markov chain flow and exploit the properties of the logarithmic Lyapunov exponent, which lead to a policy gradient solution for the parameterised problem. The resulting SMC algorithm follows a similar structure with the Recursive Maximum Likelihood(RML) algorithm for online parameter estimation. In Chapters 6, 7 and 8, dynamic Graphical models were combined with with state space models for the purpose of online decentralised inference. We have concentrated more on the distributed parameter estimation problem using two Maximum Likelihood techniques, namely Recursive Maximum Likelihood (RML) and Expectation Maximization (EM). The resulting algorithms can be interpreted as an extension of the Belief Propagation (BP) algorithm to compute likelihood gradients. In order to design an SMC algorithm, in Chapter 8 uses a nonparametric approximations for Belief Propagation. The algorithms were successfully applied to solve the sensor localisation problem for sensor networks of small and medium size.