Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment

The buffer allocation problem (BAP) is a well-known difficult problem in the design of production lines. We present a stochastic algorithm for solving the BAP, based on the cross-entropy method, a new paradigm for stochastic optimization. The algorithm involves the following iterative steps: (a) the generation of buffer allocations according to a certain random mechanism, followed by (b) the modification of this mechanism on the basis of cross-entropy minimization. Through various numerical experiments we demonstrate the efficiency of the proposed algorithm and show that the method can quickly generate (near-)optimal buffer allocations for fairly large production lines.

Testing the reliability of a new ultrasonic cardiac output monitor, the USCOM, by using aortic flowprobes in anesthetized dogs

We have used an animal model to test the reliability of a new portable continuous-wave Doppler ultrasonic cardiac output monitor, the USCOM. In six anesthetized dogs, cardiac output was measured with a high-precision transit time ultrasonic flowprobe placed on the ascending aorta. The dogs' cardiac output was increased with a dopamine infusion (0-15 mug (.) kg(-1) (.) min(-1)). Simultaneous flowprobe and USCOM cardiac output measurements were made. Up to 64 pairs of readings were collected from each dog. Data were compared by using the Bland and Altman plot method and Lin's concordance correlation coefficient. A total of 319 sets of paired readings were collected. The mean (+/-SD) cardiac output was 2.62 +/- 1.04 L/min, and readings ranged from 0.79 to 5.73 L/min. The mean bias between the 2 sets of readings was -0.01 L/min, with limits of agreement (95% confidence intervals) of -0.34 to 0.31 L/min. This represents a 13% error. In five of six dogs, there was a high degree of concordance, or agreement, between the 2 methods, with coefficients >0.9. The USCOM provided reliable measurements of cardiac output over a wide range of values. Clinical trials are needed to validate the device in humans.

Output price subsidies in a stochastic world

This article studies the comparative statics of output subsidies for firms, with monotonic preferences over costs and returns, that face price and production uncertainty. The modeling of deficiency payments, support-price schemes, and stochastic supply shifts in a state-space framework is discussed. It is shown how these notions can be used, via a simple application of Shephard's lemma, to analyze input-demand shifts once comparative-static results for supply are available. A range of comparative-static results for supply are then developed and discussed.

Differential use of signal peptides and membrane domains is a common occurrence in the protein output of transcriptional units

Membrane organization describes the orientation of a protein with respect to the membrane and can be determined by the presence, or absence, and organization within the protein sequence of two features: endoplasmic reticulum signal peptides and alpha-helical transmembrane domains. These features allow protein sequences to be classified into one of five membrane organization categories: soluble intracellular proteins, soluble secreted proteins, type I membrane proteins, type II membrane proteins, and multi- spanning membrane proteins. Generation of protein isoforms with variable membrane organizations can change a protein's subcellular localization or association with the membrane. Application of MemO, a membrane organization annotation pipeline, to the FANTOM3 Isoform Protein Sequence mouse protein set revealed that within the 8,032 transcriptional units ( TUs) with multiple protein isoforms, 573 had variation in their use of signal peptides, 1,527 had variation in their use of transmembrane domains, and 615 generated protein isoforms from distinct membrane organization classes. The mechanisms underlying these transcript variations were analyzed. While TUs were identified encoding all pairwise combinations of membrane organization categories, the most common was conversion of membrane proteins to soluble proteins. Observed within our highconfidence set were 156 TUs predicted to generate both extracellular soluble and membrane proteins, and 217 TUs generating both intracellular soluble and membrane proteins. The differential use of endoplasmic reticulum signal peptides and transmembrane domains is a common occurrence within the variable protein output of TUs. The generation of protein isoforms that are targeted to multiple subcellular locations represents a major functional consequence of transcript variation within the mouse transcriptome.

Estimating buffer overflows in three stages using cross-entropy

In this paper we propose a fast adaptive Importance Sampling method for the efficient simulation of buffer overflow probabilities in queueing networks. The method comprises three stages. First we estimate the minimum Cross-Entropy tilting parameter for a small buffer level; next, we use this as a starting value for the estimation of the optimal tilting parameter for the actual (large) buffer level; finally, the tilting parameter just found is used to estimate the overflow probability of interest. We recognize three distinct properties of the method which together explain why the method works well; we conjecture that they hold for quite general queueing networks. Numerical results support this conjecture and demonstrate the high efficiency of the proposed algorithm.

Using a group support system to aid input-output identification in DEA

In data envelopment analysis (DEA), operating units are compared on their outputs relative to their inputs. The identification of an appropriate input-output set is of decisive significance if assessment of the relative performance of the units is not to be biased. This paper reports on a novel approach used for identifying a suitable input-output set for assessing central administrative services at universities. A computer-supported group support system was used with an advisory board to enable the analysts to extract information pertaining to the boundaries of the unit of assessment and the corresponding input-output variables. The approach provides for a more comprehensive and less inhibited discussion of input-output variables to inform the DEA model. © 2005 Operational Research Society Ltd. All rights reserved.

Emulation of random output simulators

Computer models, or simulators, are widely used in a range of scientific fields to aid understanding of the processes involved and make predictions. Such simulators are often computationally demanding and are thus not amenable to statistical analysis. Emulators provide a statistical approximation, or surrogate, for the simulators accounting for the additional approximation uncertainty. This thesis develops a novel sequential screening method to reduce the set of simulator variables considered during emulation. This screening method is shown to require fewer simulator evaluations than existing approaches. Utilising the lower dimensional active variable set simplifies subsequent emulation analysis. For random output, or stochastic, simulators the output dispersion, and thus variance, is typically a function of the inputs. This work extends the emulator framework to account for such heteroscedasticity by constructing two new heteroscedastic Gaussian process representations and proposes an experimental design technique to optimally learn the model parameters. The design criterion is an extension of Fisher information to heteroscedastic variance models. Replicated observations are efficiently handled in both the design and model inference stages. Through a series of simulation experiments on both synthetic and real world simulators, the emulators inferred on optimal designs with replicated observations are shown to outperform equivalent models inferred on space-filling replicate-free designs in terms of both model parameter uncertainty and predictive variance.