945 resultados para Stochastic quantization
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Mestrado em Engenharia Electrotécnica e de Computadores
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3rd SMTDA Conference Proceedings, 11-14 June 2014, Lisbon, Portugal.
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3rd SMTDA Conference Proceedings, 11-14 June 2014, Lisbon Portugal.
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3rd SMTDA Conference Proceedings, 11-14 June 2014, Lisbon Portugal.
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Dissertação para obtenção do grau de Mestre em Engenharia Civil na Área de Especialização em Estruturas
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Trabalho Final de Mestrado elaborado no Laboratório Nacional de Engenharia Civil (LNEC) para a obtenção do grau de Mestre em Engenharia Civil pelo Instituto Superior de Engenharia de Lisboa no âmbito do protocolo de cooperação ente o ISEL e o LNEC
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This article describes a finite element-based formulation for the statistical analysis of the response of stochastic structural composite systems whose material properties are described by random fields. A first-order technique is used to obtain the second-order statistics for the structural response considering means and variances of the displacement and stress fields of plate or shell composite structures. Propagation of uncertainties depends on sensitivities taken as measurement of variation effects. The adjoint variable method is used to obtain the sensitivity matrix. This method is appropriated for composite structures due to the large number of random input parameters. Dominant effects on the stochastic characteristics are studied analyzing the influence of different random parameters. In particular, a study of the anisotropy influence on uncertainties propagation of angle-ply composites is carried out based on the proposed approach.
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In this thesis we implement estimating procedures in order to estimate threshold parameters for the continuous time threshold models driven by stochastic di®erential equations. The ¯rst procedure is based on the EM (expectation-maximization) algorithm applied to the threshold model built from the Brownian motion with drift process. The second procedure mimics one of the fundamental ideas in the estimation of the thresholds in time series context, that is, conditional least squares estimation. We implement this procedure not only for the threshold model built from the Brownian motion with drift process but also for more generic models as the ones built from the geometric Brownian motion or the Ornstein-Uhlenbeck process. Both procedures are implemented for simu- lated data and the least squares estimation procedure is also implemented for real data of daily prices from a set of international funds. The ¯rst fund is the PF-European Sus- tainable Equities-R fund from the Pictet Funds company and the second is the Parvest Europe Dynamic Growth fund from the BNP Paribas company. The data for both funds are daily prices from the year 2004. The last fund to be considered is the Converging Europe Bond fund from the Schroder company and the data are daily prices from the year 2005.
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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia do Ambiente
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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Biotecnologia
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Genetic Algorithms (GAs) are adaptive heuristic search algorithm based on the evolutionary ideas of natural selection and genetic. The basic concept of GAs is designed to simulate processes in natural system necessary for evolution, specifically those that follow the principles first laid down by Charles Darwin of survival of the fittest. On the other hand, Particle swarm optimization (PSO) is a population based stochastic optimization technique inspired by social behavior of bird flocking or fish schooling. PSO shares many similarities with evolutionary computation techniques such as GAs. The system is initialized with a population of random solutions and searches for optima by updating generations. However, unlike GA, PSO has no evolution operators such as crossover and mutation. In PSO, the potential solutions, called particles, fly through the problem space by following the current optimum particles. PSO is attractive because there are few parameters to adjust. This paper presents hybridization between a GA algorithm and a PSO algorithm (crossing the two algorithms). The resulting algorithm is applied to the synthesis of combinational logic circuits. With this combination is possible to take advantage of the best features of each particular algorithm.
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Physics Letters A, vol. 372; Issue 7
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In the field of appearance-based robot localization, the mainstream approach uses a quantized representation of local image features. An alternative strategy is the exploitation of raw feature descriptors, thus avoiding approximations due to quantization. In this work, the quantized and non-quantized representations are compared with respect to their discriminativity, in the context of the robot global localization problem. Having demonstrated the advantages of the non-quantized representation, the paper proposes mechanisms to reduce the computational burden this approach would carry, when applied in its simplest form. This reduction is achieved through a hierarchical strategy which gradually discards candidate locations and by exploring two simplifying assumptions about the training data. The potential of the non-quantized representation is exploited by resorting to the entropy-discriminativity relation. The idea behind this approach is that the non-quantized representation facilitates the assessment of the distinctiveness of features, through the entropy measure. Building on this finding, the robustness of the localization system is enhanced by modulating the importance of features according to the entropy measure. Experimental results support the effectiveness of this approach, as well as the validity of the proposed computation reduction methods.
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Many learning problems require handling high dimensional datasets with a relatively small number of instances. Learning algorithms are thus confronted with the curse of dimensionality, and need to address it in order to be effective. Examples of these types of data include the bag-of-words representation in text classification problems and gene expression data for tumor detection/classification. Usually, among the high number of features characterizing the instances, many may be irrelevant (or even detrimental) for the learning tasks. It is thus clear that there is a need for adequate techniques for feature representation, reduction, and selection, to improve both the classification accuracy and the memory requirements. In this paper, we propose combined unsupervised feature discretization and feature selection techniques, suitable for medium and high-dimensional datasets. The experimental results on several standard datasets, with both sparse and dense features, show the efficiency of the proposed techniques as well as improvements over previous related techniques.
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In this paper, we consider a Cournot competition between a nonprofit firm and a for-profit firm in a homogeneous goods market, with uncertain demand. Given an asymmetric tax schedule, we compute explicitly the Bayesian-Nash equilibrium. Furthermore, we analyze the effects of the tax rate and the degree of altruistic preference on market equilibrium outcomes.