947 resultados para Stochastic models


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The emergence of pseudo-marginal algorithms has led to improved computational efficiency for dealing with complex Bayesian models with latent variables. Here an unbiased estimator of the likelihood replaces the true likelihood in order to produce a Bayesian algorithm that remains on the marginal space of the model parameter (with latent variables integrated out), with a target distribution that is still the correct posterior distribution. Very efficient proposal distributions can be developed on the marginal space relative to the joint space of model parameter and latent variables. Thus psuedo-marginal algorithms tend to have substantially better mixing properties. However, for pseudo-marginal approaches to perform well, the likelihood has to be estimated rather precisely. This can be difficult to achieve in complex applications. In this paper we propose to take advantage of multiple central processing units (CPUs), that are readily available on most standard desktop computers. Here the likelihood is estimated independently on the multiple CPUs, with the ultimate estimate of the likelihood being the average of the estimates obtained from the multiple CPUs. The estimate remains unbiased, but the variability is reduced. We compare and contrast two different technologies that allow the implementation of this idea, both of which require a negligible amount of extra programming effort. The superior performance of this idea over the standard approach is demonstrated on simulated data from a stochastic volatility model.

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Invasion waves of cells play an important role in development, disease and repair. Standard discrete models of such processes typically involve simulating cell motility, cell proliferation and cell-to-cell crowding effects in a lattice-based framework. The continuum-limit description is often given by a reaction–diffusion equation that is related to the Fisher–Kolmogorov equation. One of the limitations of a standard lattice-based approach is that real cells move and proliferate in continuous space and are not restricted to a predefined lattice structure. We present a lattice-free model of cell motility and proliferation, with cell-to-cell crowding effects, and we use the model to replicate invasion wave-type behaviour. The continuum-limit description of the discrete model is a reaction–diffusion equation with a proliferation term that is different from lattice-based models. Comparing lattice based and lattice-free simulations indicates that both models lead to invasion fronts that are similar at the leading edge, where the cell density is low. Conversely, the two models make different predictions in the high density region of the domain, well behind the leading edge. We analyse the continuum-limit description of the lattice based and lattice-free models to show that both give rise to invasion wave type solutions that move with the same speed but have very different shapes. We explore the significance of these differences by calibrating the parameters in the standard Fisher–Kolmogorov equation using data from the lattice-free model. We conclude that estimating parameters using this kind of standard procedure can produce misleading results.

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This thesis describes the use of 2- and 3-dimensional cell-based models for studying how skin cells respond to ultraviolet radiation. These methods were used to investigate skin damage and repair after exposure to radiation in the context of skin cancer development. Interactions between different skin cell types were demonstrated as being significant in protecting against ultraviolet radiation-induced skin damage. This has important implications in understanding how skin cancers occur, as well as in the development of new strategies to prevent and treat them.

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Process-aware information systems (PAISs) can be configured using a reference process model, which is typically obtained via expert interviews. Over time, however, contextual factors and system requirements may cause the operational process to start deviating from this reference model. While a reference model should ideally be updated to remain aligned with such changes, this is a costly and often neglected activity. We present a new process mining technique that automatically improves the reference model on the basis of the observed behavior as recorded in the event logs of a PAIS. We discuss how to balance the four basic quality dimensions for process mining (fitness, precision, simplicity and generalization) and a new dimension, namely the structural similarity between the reference model and the discovered model. We demonstrate the applicability of this technique using a real-life scenario from a Dutch municipality.

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This thesis examines how the initial institutional and technological aspects of the economy and the reforms that alter these aspects influence long run growth and development. These issues are addressed in the framework of stochastic endogenous growth models and an empirical framework. The thesis is able to explain why developing nations exhibit diverse growth and inequality patterns. Consequently, the thesis raises a number of policy implications regarding how these nations can improve their economic outcomes.

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This presentation discusses topics and issues that connect closely with the Conference Themes and themes in the ARACY Report Card. For example, developing models of public space that are safe, welcoming and relevant to children and young people will impact on their overall wellbeing and may help to prevent many of the tensions occurring in Australia and elsewhere around the world. This area is the subject of ongoing international debate, research and policy formation, relevant to concerns in the ARACY Report Card about children and young people’s health and safety, participation, behaviours and risks and peer and family relationships.

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Background: Developing sampling strategies to target biological pests such as insects in stored grain is inherently difficult owing to species biology and behavioural characteristics. The design of robust sampling programmes should be based on an underlying statistical distribution that is sufficiently flexible to capture variations in the spatial distribution of the target species. Results: Comparisons are made of the accuracy of four probability-of-detection sampling models - the negative binomial model,1 the Poisson model,1 the double logarithmic model2 and the compound model3 - for detection of insects over a broad range of insect densities. Although the double log and negative binomial models performed well under specific conditions, it is shown that, of the four models examined, the compound model performed the best over a broad range of insect spatial distributions and densities. In particular, this model predicted well the number of samples required when insect density was high and clumped within experimental storages. Conclusions: This paper reinforces the need for effective sampling programs designed to detect insects over a broad range of spatial distributions. The compound model is robust over a broad range of insect densities and leads to substantial improvement in detection probabilities within highly variable systems such as grain storage.

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Mathematical models of mosquito-borne pathogen transmission originated in the early twentieth century to provide insights into how to most effectively combat malaria. The foundations of the Ross–Macdonald theory were established by 1970. Since then, there has been a growing interest in reducing the public health burden of mosquito-borne pathogens and an expanding use of models to guide their control. To assess how theory has changed to confront evolving public health challenges, we compiled a bibliography of 325 publications from 1970 through 2010 that included at least one mathematical model of mosquito-borne pathogen transmission and then used a 79-part questionnaire to classify each of 388 associated models according to its biological assumptions. As a composite measure to interpret the multidimensional results of our survey, we assigned a numerical value to each model that measured its similarity to 15 core assumptions of the Ross–Macdonald model. Although the analysis illustrated a growing acknowledgement of geographical, ecological and epidemiological complexities in modelling transmission, most models during the past 40 years closely resemble the Ross–Macdonald model. Modern theory would benefit from an expansion around the concepts of heterogeneous mosquito biting, poorly mixed mosquito-host encounters, spatial heterogeneity and temporal variation in the transmission process.

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Mathematical descriptions of birth–death–movement processes are often calibrated to measurements from cell biology experiments to quantify tissue growth rates. Here we describe and analyze a discrete model of a birth–death-movement process applied to a typical two–dimensional cell biology experiment. We present three different descriptions of the system: (i) a standard mean–field description which neglects correlation effects and clustering; (ii) a moment dynamics description which approximately incorporates correlation and clustering effects, and; (iii) averaged data from repeated discrete simulations which directly incorporates correlation and clustering effects. Comparing these three descriptions indicates that the mean–field and moment dynamics approaches are valid only for certain parameter regimes, and that both these descriptions fail to make accurate predictions of the system for sufficiently fast birth and death rates where the effects of spatial correlations and clustering are sufficiently strong. Without any method to distinguish between the parameter regimes where these three descriptions are valid, it is possible that either the mean–field or moment dynamics model could be calibrated to experimental data under inappropriate conditions, leading to errors in parameter estimation. In this work we demonstrate that a simple measurement of agent clustering and correlation, based on coordination number data, provides an indirect measure of agent correlation and clustering effects, and can therefore be used to make a distinction between the validity of the different descriptions of the birth–death–movement process.

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A large subsurface, elevated temperature anomaly is well documented in Central Australia. High Heat Producing Granites (HHPGs) intersected by drilling at Innamincka are often assumed to be the dominant cause of the elevated subsurface temperatures, although their presence in other parts of the temperature anomaly has not been confirmed. Geological controls on the temperature anomaly remain poorly understood. Additionally, methods previously used to predict temperature at 5 km depth in this area are simplistic and possibly do not give an accurate representation of the true distribution and magnitude of the temperature anomaly. Here we re-evaluate the geological controls on geothermal potential in the Queensland part of the temperature anomaly using a stochastic thermal model. The results illustrate that the temperature distribution is most sensitive to the thermal conductivity structure of the top 5 km. Furthermore, the results indicate the presence of silicic crust enriched in heat producing elements between and 40 km.

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Business models to date have remained the creation of management, however, it is the belief of the authors that designers should be critically approaching, challenging and creating new business models as part of their practice. This belief portrays a new era where business model constructs become the new design brief of the future and fuel design and innovation to work together at the strategic level of an organisation. Innovation can no longer rely on technology and R&D alone but must incorporate business models. Business model innovation has become a strong type of competitive advantage. As firms choose not to compete only on price, but through the delivery of a unique value proposition in order to engage with customers and to differentiate a company within a competitive market. The purpose of this paper is to explore and investigate business model design through various product and/or service deliveries, and identify common drivers that are catalysts for business model innovation. Fifty companies spanning a diverse range of criteria were chosen, to evaluate and compare commonalities and differences in the design of their business models. The analysis of these business cases uncovered commonalities of the key strategic drivers behind these innovative business models. Five Meta Models were derived from this content analysis: Customer Led, Cost Driven, Resource Led, Partnership Led and Price Led. These five key foci provide a designer with a focus from which quick prototypes of new business models are created. Implications from this research suggest there is no ‘one right’ model, but rather through experimentation, the generation of many unique and diverse concepts can result in greater possibilities for future innovation and sustained competitive advantage.

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This dissertation seeks to define and classify potential forms of Nonlinear structure and explore the possibilities they afford for the creation of new musical works. It provides the first comprehensive framework for the discussion of Nonlinear structure in musical works and provides a detailed overview of the rise of nonlinearity in music during the 20th century. Nonlinear events are shown to emerge through significant parametrical discontinuity at the boundaries between regions of relatively strong internal cohesion. The dissertation situates Nonlinear structures in relation to linear structures and unstructured sonic phenomena and provides a means of evaluating Nonlinearity in a musical structure through the consideration of the degree to which the structure is integrated, contingent, compressible and determinate as a whole. It is proposed that Nonlinearity can be classified as a three dimensional space described by three continuums: the temporal continuum, encompassing sequential and multilinear forms of organization, the narrative continuum encompassing processual, game structure and developmental narrative forms and the referential continuum encompassing stylistic allusion, adaptation and quotation. The use of spectrograms of recorded musical works is proposed as a means of evaluating Nonlinearity in a musical work through the visual representation of parametrical divergence in pitch, duration, timbre and dynamic over time. Spectral and structural analysis of repertoire works is undertaken as part of an exploration of musical nonlinearity and the compositional and performative features that characterize it. The contribution of cultural, ideological, scientific and technological shifts to the emergence of Nonlinearity in music is discussed and a range of compositional factors that contributed to the emergence of musical Nonlinearity is examined. The evolution of notational innovations from the mobile score to the screen score is plotted and a novel framework for the discussion of these forms of musical transmission is proposed. A computer coordinated performative model is discussed, in which a computer synchronises screening of notational information, provides temporal coordination of the performers through click-tracks or similar methods and synchronises the audio processing and synthesized elements of the work. It is proposed that such a model constitutes a highly effective means of realizing complex Nonlinear structures. A creative folio comprising 29 original works that explore nonlinearity is presented, discussed and categorised utilising the proposed classifications. Spectrograms of these works are employed where appropriate to illustrate the instantiation of parametrically divergent substructures and examples of structural openness through multiple versioning.

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Parallel interleaved converters are finding more applications everyday, for example they are frequently used for VRMs on PC main boards mainly to obtain better transient response. Parallel interleaved converters can have their inductances uncoupled, directly coupled or inversely coupled, all of which have different applications with associated advantages and disadvantages. Coupled systems offer more control over converter features, such as ripple currents, inductance volume and transient response. To be able to gain an intuitive understanding of which type of parallel interleaved converter, what amount of coupling, what number of levels and how much inductance should be used for different applications a simple equivalent model is needed. As all phases of an interleaved converter are supposed to be identical, the equivalent model is nothing more than a separate inductance which is common to all phases. Without utilising this simplification the design of a coupled system is quite daunting. Being able to design a coupled system involves solving and understanding the RMS currents of the input, individual phase (or cell) and output. A procedure using this equivalent model and a small amount of modulo arithmetic is detailed.

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This thesis concerns the mathematical model of moving fluid interfaces in a Hele-Shaw cell: an experimental device in which fluid flow is studied by sandwiching the fluid between two closely separated plates. Analytic and numerical methods are developed to gain new insights into interfacial stability and bubble evolution, and the influence of different boundary effects is examined. In particular, the properties of the velocity-dependent kinetic undercooling boundary condition are analysed, with regard to the selection of only discrete possible shapes of travelling fingers of fluid, the formation of corners on the interface, and the interaction of kinetic undercooling with the better known effect of surface tension. Explicit solutions to the problem of an expanding or contracting ring of fluid are also developed.

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This paper evaluates the efficiency of a number of popular corpus-based distributional models in performing discovery on very large document sets, including online collections. Literature-based discovery is the process of identifying previously unknown connections from text, often published literature, that could lead to the development of new techniques or technologies. Literature-based discovery has attracted growing research interest ever since Swanson's serendipitous discovery of the therapeutic effects of fish oil on Raynaud's disease in 1986. The successful application of distributional models in automating the identification of indirect associations underpinning literature-based discovery has been heavily demonstrated in the medical domain. However, we wish to investigate the computational complexity of distributional models for literature-based discovery on much larger document collections, as they may provide computationally tractable solutions to tasks including, predicting future disruptive innovations. In this paper we perform a computational complexity analysis on four successful corpus-based distributional models to evaluate their fit for such tasks. Our results indicate that corpus-based distributional models that store their representations in fixed dimensions provide superior efficiency on literature-based discovery tasks.