995 resultados para Feynman-Kac formula Markov semigroups principal eigenvalue


Relevância:

20.00% 20.00%

Publicador:

Resumo:

The mineral nesquehonite Mg(OH)(HCO3)•2H2O has been analysed by a combination of infrared (IR) and infrared emission spectroscopy (IES). Both techniques show OH vibrations, both stretching and deformation modes. IES proves the OH units are stable up to 450°C. The strong IR band at 934 cm-1 is evidence for MgOH deformation modes supporting the concept of HCO3- units in the molecular structure. Infrared bands at 1027, 1052 and 1098 cm-1 are attributed to the symmetric stretching modes of HCO3- and CO32- units. Infrared bands at 1419, 1439, 1511, and 1528 cm-1 are assigned to the antisymmetric stretching modes of CO32- and HCO3- units. IES supported by thermoanalytical results defines the thermal stability of nesquehonite IES defines the changes in the molecular structure of nesquehonite with temperature. The results of IR and IES supports the concept that the formula of nesquehonite is better defined as Mg(OH)(HCO3)•2H2O.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Methicillin-resistant Staphylococcus Aureus (MRSA) is a pathogen that continues to be of major concern in hospitals. We develop models and computational schemes based on observed weekly incidence data to estimate MRSA transmission parameters. We extend the deterministic model of McBryde, Pettitt, and McElwain (2007, Journal of Theoretical Biology 245, 470–481) involving an underlying population of MRSA colonized patients and health-care workers that describes, among other processes, transmission between uncolonized patients and colonized health-care workers and vice versa. We develop new bivariate and trivariate Markov models to include incidence so that estimated transmission rates can be based directly on new colonizations rather than indirectly on prevalence. Imperfect sensitivity of pathogen detection is modeled using a hidden Markov process. The advantages of our approach include (i) a discrete valued assumption for the number of colonized health-care workers, (ii) two transmission parameters can be incorporated into the likelihood, (iii) the likelihood depends on the number of new cases to improve precision of inference, (iv) individual patient records are not required, and (v) the possibility of imperfect detection of colonization is incorporated. We compare our approach with that used by McBryde et al. (2007) based on an approximation that eliminates the health-care workers from the model, uses Markov chain Monte Carlo and individual patient data. We apply these models to MRSA colonization data collected in a small intensive care unit at the Princess Alexandra Hospital, Brisbane, Australia.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We have successfully synthesized hydrotalcites (HTs) contg. calcium, which are naturally occurring minerals. Insight into the unique structure of HTs has been obtained using a combination of X-ray diffraction (XRD) as well as IR and Raman spectroscopies. Calcium-contg. hydrotalcites (Ca-HTs) of the formula Ca4Al2(CO3)(OH)12·4H2O (2:1 Ca-HT) to Ca8Al2(CO3)(OH)20· 4H2O (4:1 Ca-HT) have been successfully synthesized and characterised by XRD and Raman spectroscopy. XRD has shown that 3:1 calcium HTs have the largest interlayer distance. Raman spectroscopy complemented with selected IR data has been used to characterize the synthesized Ca-HTs. The Raman bands obsd. at around 1086 and 1077 cm-1 were attributed to the ν1 sym. stretching modes of the (CO32-) units of calcite and carbonate intercalated into the HT interlayer. The corresponding ν3 CO32- antisym. stretching modes are found at around 1410 and 1475 cm-1.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Due to the limitation of current condition monitoring technologies, the estimates of asset health states may contain some uncertainties. A maintenance strategy ignoring this uncertainty of asset health state can cause additional costs or downtime. The partially observable Markov decision process (POMDP) is a commonly used approach to derive optimal maintenance strategies when asset health inspections are imperfect. However, existing applications of the POMDP to maintenance decision-making largely adopt the discrete time and state assumptions. The discrete-time assumption requires the health state transitions and maintenance activities only happen at discrete epochs, which cannot model the failure time accurately and is not cost-effective. The discrete health state assumption, on the other hand, may not be elaborate enough to improve the effectiveness of maintenance. To address these limitations, this paper proposes a continuous state partially observable semi-Markov decision process (POSMDP). An algorithm that combines the Monte Carlo-based density projection method and the policy iteration is developed to solve the POSMDP. Different types of maintenance activities (i.e., inspections, replacement, and imperfect maintenance) are considered in this paper. The next maintenance action and the corresponding waiting durations are optimized jointly to minimize the long-run expected cost per unit time and availability. The result of simulation studies shows that the proposed maintenance optimization approach is more cost-effective than maintenance strategies derived by another two approximate methods, when regular inspection intervals are adopted. The simulation study also shows that the maintenance cost can be further reduced by developing maintenance strategies with state-dependent maintenance intervals using the POSMDP. In addition, during the simulation studies the proposed POSMDP shows the ability to adopt a cost-effective strategy structure when multiple types of maintenance activities are involved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In this paper we consider the case of large cooperative communication systems where terminals use the protocol known as slotted amplify-and-forward protocol to aid the source in its transmission. Using the perturbation expansion methods of resolvents and large deviation techniques we obtain an expression for the Stieltjes transform of the asymptotic eigenvalue distribution of a sample covariance random matrix of the type HH† where H is the channel matrix of the transmission model for the transmission protocol we consider. We prove that the resulting expression is similar to the Stieltjes transform in its quadratic equation form for the Marcenko-Pastur distribution.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Markov chain Monte Carlo (MCMC) estimation provides a solution to the complex integration problems that are faced in the Bayesian analysis of statistical problems. The implementation of MCMC algorithms is, however, code intensive and time consuming. We have developed a Python package, which is called PyMCMC, that aids in the construction of MCMC samplers and helps to substantially reduce the likelihood of coding error, as well as aid in the minimisation of repetitive code. PyMCMC contains classes for Gibbs, Metropolis Hastings, independent Metropolis Hastings, random walk Metropolis Hastings, orientational bias Monte Carlo and slice samplers as well as specific modules for common models such as a module for Bayesian regression analysis. PyMCMC is straightforward to optimise, taking advantage of the Python libraries Numpy and Scipy, as well as being readily extensible with C or Fortran.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Bounded parameter Markov Decision Processes (BMDPs) address the issue of dealing with uncertainty in the parameters of a Markov Decision Process (MDP). Unlike the case of an MDP, the notion of an optimal policy for a BMDP is not entirely straightforward. We consider two notions of optimality based on optimistic and pessimistic criteria. These have been analyzed for discounted BMDPs. Here we provide results for average reward BMDPs. We establish a fundamental relationship between the discounted and the average reward problems, prove the existence of Blackwell optimal policies and, for both notions of optimality, derive algorithms that converge to the optimal value function.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Log-linear and maximum-margin models are two commonly-used methods in supervised machine learning, and are frequently used in structured prediction problems. Efficient learning of parameters in these models is therefore an important problem, and becomes a key factor when learning from very large data sets. This paper describes exponentiated gradient (EG) algorithms for training such models, where EG updates are applied to the convex dual of either the log-linear or max-margin objective function; the dual in both the log-linear and max-margin cases corresponds to minimizing a convex function with simplex constraints. We study both batch and online variants of the algorithm, and provide rates of convergence for both cases. In the max-margin case, O(1/ε) EG updates are required to reach a given accuracy ε in the dual; in contrast, for log-linear models only O(log(1/ε)) updates are required. For both the max-margin and log-linear cases, our bounds suggest that the online EG algorithm requires a factor of n less computation to reach a desired accuracy than the batch EG algorithm, where n is the number of training examples. Our experiments confirm that the online algorithms are much faster than the batch algorithms in practice. We describe how the EG updates factor in a convenient way for structured prediction problems, allowing the algorithms to be efficiently applied to problems such as sequence learning or natural language parsing. We perform extensive evaluation of the algorithms, comparing them to L-BFGS and stochastic gradient descent for log-linear models, and to SVM-Struct for max-margin models. The algorithms are applied to a multi-class problem as well as to a more complex large-scale parsing task. In all these settings, the EG algorithms presented here outperform the other methods.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The uniformization method (also known as randomization) is a numerically stable algorithm for computing transient distributions of a continuous time Markov chain. When the solution is needed after a long run or when the convergence is slow, the uniformization method involves a large number of matrix-vector products. Despite this, the method remains very popular due to its ease of implementation and its reliability in many practical circumstances. Because calculating the matrix-vector product is the most time-consuming part of the method, overall efficiency in solving large-scale problems can be significantly enhanced if the matrix-vector product is made more economical. In this paper, we incorporate a new relaxation strategy into the uniformization method to compute the matrix-vector products only approximately. We analyze the error introduced by these inexact matrix-vector products and discuss strategies for refining the accuracy of the relaxation while reducing the execution cost. Numerical experiments drawn from computer systems and biological systems are given to show that significant computational savings are achieved in practical applications.