Stochastic search for semiparametric linear regression models

This paper introduces and analyzes a stochastic search method for parameter estimation in linear regression models in the spirit of Beran and Millar [Ann. Statist. 15(3) (1987) 1131–1154]. The idea is to generate a random finite subset of a parameter space which will automatically contain points which are very close to an unknown true parameter. The motivation for this procedure comes from recent work of Dümbgen et al. [Ann. Statist. 39(2) (2011) 702–730] on regression models with log-concave error distributions.

Foundations of stochastic geometry and theory of random sets

The first section of this chapter starts with the Buffon problem, which is one of the oldest in stochastic geometry, and then continues with the definition of measures on the space of lines. The second section defines random closed sets and related measurability issues, explains how to characterize distributions of random closed sets by means of capacity functionals and introduces the concept of a selection. Based on this concept, the third section starts with the definition of the expectation and proves its convexifying effect that is related to the Lyapunov theorem for ranges of vector-valued measures. Finally, the strong law of large numbers for Minkowski sums of random sets is proved and the corresponding limit theorem is formulated. The chapter is concluded by a discussion of the union-scheme for random closed sets and a characterization of the corresponding stable laws.

From Complex to Stochastic Potential: Heavy Quarkonia in the Quark-Gluon Plasma

The in-medium physics of heavy quarkonium is an ideal proving ground for our ability to connect knowledge about the fundamental laws of physics to phenomenological predictions. One possible route to take is to attempt a description of heavy quark bound states at finite temperature through a Schrödinger equation with an instantaneous potential. Here we review recent progress in devising a comprehensive approach to define such a potential from first principles QCD and extract its, in general complex, values from non-perturbative lattice QCD simulations. Based on the theory of open quantum systems we will show how to interpret the role of the imaginary part in terms of spatial decoherence by introducing the concept of a stochastic potential. Shortcomings as well as possible paths for improvement are discussed.

Acute effects of stochastic resonance whole body vibration

AIM: To investigate the acute effects of stochastic resonance whole body vibration (SR-WBV) training to identify possible explanations for preventive effects against musculoskeletal disorders. METHODS: Twenty-three healthy, female students participated in this quasi-experimental pilot study. Acute physiological and psychological effects of SR-WBV training were examined using electromyography of descending trapezius (TD) muscle, heart rate variability (HRV), different skin parameters (temperature, redness and blood flow) and self-report questionnaires. All subjects conducted a sham SR-WBV training at a low intensity (2 Hz with noise level 0) and a verum SR-WBV training at a higher intensity (6 Hz with noise level 4). They were tested before, during and after the training. Conclusions were drawn on the basis of analysis of variance. RESULTS: Twenty-three healthy, female students participated in this study (age = 22.4 ± 2.1 years; body mass index = 21.6 ± 2.2 kg/m2). Muscular activity of the TD and energy expenditure rose during verum SR-WBV compared to baseline and sham SR-WBV (all P < 0.05). Muscular relaxation after verum SR-WBV was higher than at baseline and after sham SR-WBV (all P < 0.05). During verum SR-WBV the levels of HRV were similar to those observed during sham SR-WBV. The same applies for most of the skin characteristics, while microcirculation of the skin of the middle back was higher during verum compared to sham SR-WBV (P < 0.001). Skin redness showed significant changes over the three measurement points only in the middle back area (P = 0.022). There was a significant rise from baseline to verum SR-WBV (0.86 ± 0.25 perfusion units; P = 0.008). The self-reported chronic pain grade indicators of pain, stiffness, well-being, and muscle relaxation showed a mixed pattern across conditions. Muscle and joint stiffness (P = 0.018) and muscular relaxation did significantly change from baseline to different conditions of SR-WBV (P < 0.001). Moreover, muscle relaxation after verum SR-WBV was higher than after sham SR-WBV (P < 0.05). CONCLUSION: Verum SR-WBV stimulated musculoskeletal activity in young healthy individuals while cardiovascular activation was low. Training of musculoskeletal capacity and immediate increase in musculoskeletal relaxation are potential mediators of pain reduction in preventive trials.

A stochastic principle behind polar properties of condensed molecular matter

A statistical mechanics view leads to the conclusion that polar molecules allowed to populate a degree of freedom for orientational disorder in a condensed phase thermalize into a bi-polar state featuring zero net polarity. In cases of orientational disorder polar order of condensed molecular matter can only exist in corresponding sectors of opposite average polarities. Channel type inclusion compounds, single component molecular crystals, solid solutions, optically anomalous crystals, inorganic ionic crystals, biomimetic crystals and biological tissues investigated by scanning pyroelectric and phase sensitive second harmonic generation microscopy all showed domains of opposite polarities in their final grown state. For reported polar molecular crystal structures it is assumed that kinetic hindrance along one direction of the polar axis is preventing the formation of a bi-polar state, thus allowing for a kinetically controlled mono-domain state. In this review we summarize theoretical and experimental findings leading to far reaching conclusions on the polar state of solid molecular matter. “… no stationary state … of a system has an electrical dipole moment.” P. W. Anderson, Science, 1972, 177, 393.

Hybrid stochastic simulations of intracellular reaction-diffusion systems.

With the observation that stochasticity is important in biological systems, chemical kinetics have begun to receive wider interest. While the use of Monte Carlo discrete event simulations most accurately capture the variability of molecular species, they become computationally costly for complex reaction-diffusion systems with large populations of molecules. On the other hand, continuous time models are computationally efficient but they fail to capture any variability in the molecular species. In this study a hybrid stochastic approach is introduced for simulating reaction-diffusion systems. We developed an adaptive partitioning strategy in which processes with high frequency are simulated with deterministic rate-based equations, and those with low frequency using the exact stochastic algorithm of Gillespie. Therefore the stochastic behavior of cellular pathways is preserved while being able to apply it to large populations of molecules. We describe our method and demonstrate its accuracy and efficiency compared with the Gillespie algorithm for two different systems. First, a model of intracellular viral kinetics with two steady states and second, a compartmental model of the postsynaptic spine head for studying the dynamics of Ca+2 and NMDA receptors.

Scheduling of continuous and discontinuous material flows with intermediate storage restrictions

This paper deals with scheduling batch (i.e., discontinuous), continuous, and semicontinuous production in process industries (e.g., chemical, pharmaceutical, or metal casting industries) where intermediate storage facilities and renewable resources (processing units and manpower) of limited capacity have to be observed. First, different storage configurations typical of process industries are discussed. Second, a basic scheduling problem covering the three above production modes is presented. Third, (exact and truncated) branch-and-bound methods for the basic scheduling problem and the special case of batch scheduling are proposed and subjected to an experimental performance analysis. The solution approach presented is flexible and in principle simple, and it can (approximately) solve relatively large problem instances with sufficient accuracy.

Scheduling the factory pick-up of new cars

Car manufacturers increasingly offer delivery programs for the factory pick-up of new cars. Such a program consists of a broad range of event-marketing activities. In this paper we investigate the problem of scheduling the delivery program activities of one day such that the sum of the customers’ waiting times is minimized. We show how to model this problem as a resource-constrained project scheduling problem with nonregular objective function, and we present a relaxation-based beam-search solution heuristic. The relaxations are solved by exploiting a duality relationship between temporal scheduling and min-cost network flow problems. This approach has been developed in cooperation with a German automaker. The performance of the heuristic has been evaluated based on practical and randomly generated test instances.

Scheduling the production of rolling ingots: Industrial context, model, and solution method

We study a real-world scheduling problem arising in the context of a rolling ingots production. First we review the production process and discuss peculiarities that have to be observed when scheduling a given set of production orders on the production facilities. We then show how to model this scheduling problem using prescribed time lags between operations, different kinds of resources, and sequence-dependent changeovers. A branch-and-bound solution procedure is presented in the second part. The basic principle is to relax the resource constraints by assuming infinite resource availability. Resulting resource conflicts are then stepwise resolved by introducing precedence relationships among operations competing for the same resources. The algorithm has been implemented as a beam search heuristic enumerating alternative sets of precedence relationships.

Advanced production scheduling for batch plants in process industries

An Advanced Planning System (APS) offers support at all planning levels along the supply chain while observing limited resources. We consider an APS for process industries (e.g. chemical and pharmaceutical industries) consisting of the modules network design (for long–term decisions), supply network planning (for medium–term decisions), and detailed production scheduling (for short–term decisions). For each module, we outline the decision problem, discuss the specifi cs of process industries, and review state–of–the–art solution approaches. For the module detailed production scheduling, a new solution approach is proposed in the case of batch production, which can solve much larger practical problems than the methods known thus far. The new approach decomposes detailed production scheduling for batch production into batching and batch scheduling. The batching problem converts the primary requirements for products into individual batches, where the work load is to be minimized. We formulate the batching problem as a nonlinear mixed–integer program and transform it into a linear mixed–binary program of moderate size, which can be solved by standard software. The batch scheduling problem allocates the batches to scarce resources such as processing units, workers, and intermediate storage facilities, where some regular objective function like the makespan is to be minimized. The batch scheduling problem is modelled as a resource–constrained project scheduling problem, which can be solved by an efficient truncated branch–and–bound algorithm developed recently. The performance of the new solution procedures for batching and batch scheduling is demonstrated by solving several instances of a case study from process industries.

Batch scheduling in process industries: an application of resource-constrained project scheduling

The paper deals with batch scheduling problems in process industries where final products arise from several successive chemical or physical transformations of raw materials using multi–purpose equipment. In batch production mode, the total requirements of intermediate and final products are partitioned into batches. The production start of a batch at a given level requires the availability of all input products. We consider the problem of scheduling the production of given batches such that the makespan is minimized. Constraints like minimum and maximum time lags between successive production levels, sequence–dependent facility setup times, finite intermediate storages, production breaks, and time–varying manpower contribute to the complexity of this problem. We propose a new solution approach using models and methods of resource–constrained project scheduling, which (approximately) solves problems of industrial size within a reasonable amount of time.