A fast cross-entropy method for estimating buffer overflows in queuing networks

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 study various properties of the method in more detail for the M/M/1 queue and conjecture that similar properties also hold for quite general queueing networks. Numerical results support this conjecture and demonstrate the high efficiency of the proposed algorithm.

On the decay rates of buffers in continuous flow lines

Consider a tandem system of machines separated by infinitely large buffers. The machines process a continuous flow of products, possibly at different speeds. The life and repair times of the machines are assumed to be exponential. We claim that the overflow probability of each buffer has an exponential decay, and provide an algorithm to determine the exact decay rates in terms of the speeds and the failure and repair rates of the machines. These decay rates provide useful qualitative insight into the behavior of the flow line. In the derivation of the algorithm we use the theory of Large Deviations.

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.

One Step Forward: Contrasting The Effects Of Toe Clipping And Pit Tagging On Frog Survival And Recapture Probability.

Amphibians have been declining worldwide and the comprehension of the threats that they face could be improved by using mark-recapture models to estimate vital rates of natural populations. Recently, the consequences of marking amphibians have been under discussion and the effects of toe clipping on survival are debatable, although it is still the most common technique for individually identifying amphibians. The passive integrated transponder (PIT tag) is an alternative technique, but comparisons among marking techniques in free-ranging populations are still lacking. We compared these two marking techniques using mark-recapture models to estimate apparent survival and recapture probability of a neotropical population of the blacksmith tree frog, Hypsiboas faber. We tested the effects of marking technique and number of toe pads removed while controlling for sex. Survival was similar among groups, although slightly decreased from individuals with one toe pad removed, to individuals with two and three toe pads removed, and finally to PIT-tagged individuals. No sex differences were detected. Recapture probability slightly increased with the number of toe pads removed and was the lowest for PIT-tagged individuals. Sex was an important predictor for recapture probability, with males being nearly five times more likely to be recaptured. Potential negative effects of both techniques may include reduced locomotion and high stress levels. We recommend the use of covariates in models to better understand the effects of marking techniques on frogs. Accounting for the effect of the technique on the results should be considered, because most techniques may reduce survival. Based on our results, but also on logistical and cost issues associated with PIT tagging, we suggest the use of toe clipping with anurans like the blacksmith tree frog.

Probability currents and entropy production in nonequilibrium lattice systems

The structure of probability currents is studied for the dynamical network after consecutive contraction on two-state, nonequilibrium lattice systems. This procedure allows us to investigate the transition rates between configurations on small clusters and highlights some relevant effects of lattice symmetries on the elementary transitions that are responsible for entropy production. A method is suggested to estimate the entropy production for different levels of approximations (cluster sizes) as demonstrated in the two-dimensional contact process with mutation.

Expertise and the perception of kinematic and situational probability information

Two experiments were conducted on the nature of expert perception in the sport of squash. In the first experiment, ten expert and fifteen novice players attempted to predict the direction and force of squash strokes from either a film display (occluded at variable time periods before and after the opposing player had struck the ball) or a matched point-light display (containing only the basic kinematic features of the opponent's movement pattern). Experts outperformed the novices under both display conditions, and the same basic time windows that characterised expert and novice pick-up of information in the film task also persisted in the point-light task. This suggests that the experts' perceptual advantage is directly related to their superior pick-up of essential kinematic information. In the second experiment, the vision of six expert and six less skilled players was occluded by remotely triggered liquid-crystal spectacles at quasi-random intervals during simulated match play. Players were required to complete their current stroke even when the display was occluded and their prediction performance was assessed with respect to whether they moved to the correct half of the court to match the direction and depth of the opponent's stroke. Consistent with experiment 1, experts were found to be superior in their advance pick-up of both directional and depth information when the display was occluded during the opponent's hitting action. However, experts also remained better than chance, and clearly superior to less skilled players, in their prediction performance under conditions where occlusion occurred before any significant pre-contact preparatory movement by the opposing player was visible. This additional source of expert superiority is attributable to their superior attunement to the information contained in the situational probabilities and sequential dependences within their opponent's pattern of play.

Overflow characteristics of circular weirs: Effects of inflow conditions

The most common types of weirs are the broad-crested weir, the sharp-crested weir, the circular-crested weir, and nowadays, the ogee crest weir, Advantages of the cylindrical weir shape include the stable overflow pattern, the ease to pass floating debris, the simplicity of design compared to ogee crest design, and the associated lower costs. in this study, the writers describe new experiments of circular weir overflows, with eight cylinder sizes, for several weir heights and for five types of inflow conditions: partially developed inflow, fully developed inflow, upstream ramp, upstream undular hydraulic jump, and upstream (breaking) hydraulic jump. Within the range of the experiments, the cylinder size, the weir height DIR and the presence of an upstream ramp had no effect on the discharge coefficient, flow depth at crest, and energy dissipation. But the inflow conditions had substantial effects on the discharge characteristics and flow properties at the crest. Practically, the results indicate that discharge measurements with circular weirs are significantly affected by the upstream flow conditions.

Probability backflow for a Dirac particle

The phenomenon of probability backflow, previously quantified for a free nonrelativistic particle, is considered for a free particle obeying Dirac's equation. It is known that probability backflow can occur in the opposite direction to the momentum; that is to say, there exist positive-energy states in which the particle certainly has a positive momentum in a given direction, but for which the component of the probability flux vector in that direction is negative. It is shown thar the maximum possible amount of probability that can flow backwards, over a given time interval of duration T, depends on the dimensionless parameter epsilon = root 4h/mc(2)T, where m is the mass of the particle and c is the speed of light. At epsilon = 0, the nonrelativistic value of approximately 0.039 for this maximum is recovered. Numerical studies suggest that the maximum decreases monotonically as epsilon increases from 0, and show that it depends on the size of m, h, and T, unlike the nonrelativistic case.

The velocity of probability transport in quantum mechanics

In his study of the 'time of arrival' problem in the nonrelativistic quantum mechanics of a single particle, Allcock [1] noted that the direction of the probability flux vector is not necessarily the same as that of the mean momentum of a wave packet, even when the packet is composed entirely of plane waves with a common direction of momentum. Packets can be constructed, for example for a particle moving under a constant force, in which probability flows for a finite time in the opposite direction to the momentum. A similar phenomenon occurs for the Dirac electron. The maximum amount of probabilitiy backflow which can occur over a given time interval can be calculated in each case.

Probability of axillary node involvement in patients with tubular carcinoma of the breast

The aim of this study was to investigate the frequency of axillary metastasis in women with tubular carcinoma (TC) of the breast. Women who underwent axillary dissection for TC in the Western Sydney area (1984-1995) were identified retrospectively through a search of computerized records. A centralized pathology review was performed and tumours were classified as pure tubular (22) or mixed tubular (nine), on the basis of the invasive component containing 90 per cent or more, or 75-90 per cent tubule formation respectively. A Medline search of the literature was undertaken to compile a collective series (20 studies with a total of 680 patients) to address the frequency of nodal involvement in TC. A quantitative meta-analysis was used to combine the results of these studies. The overall frequency of nodal metastasis was five of 31 (16 per cent); one of 22 pure tubular and four of nine mixed tumours (P = 0.019). None of the tumours with a diameter of 10 mm or less (n = 16) had nodal metastasis compared with five of 15 larger tumours (P = 0.018). The meta-analysis of 680 women showed an overall frequency of nodal metastasis in TC of 13.8 (95 per cent confidence interval 9.3-18.3) per cent. The frequency of nodal involvement was 6.6 (1.7-11.4) per cent in pure TC (n = 244) and 25.0 (12.5-37.6) per cent in mixed TC (n = 149). A case may be made for observing the clinically negative axilla in women with a small TC (10 mm or less in diameter).

Influence of patient age and implantation technique on the probability of re-replacement of the homograft aortic valve

Background and aim of the study: Results of valve re-replacement (reoperation) in 898 patients undergoing aortic valve replacement with cryopreserved homograft valves between 1975 and 1998 are reported. The study aim was to provide estimates of unconditional probability of valve reoperation and cumulative incidence function (actual risk) of reoperation. Methods: Valves were implanted by subcoronary insertion (n = 500), inclusion cylinder (n = 46), and aortic root replacement (n = 352). Probability of reoperation was estimated by adopting a mixture model framework within which estimates were adjusted for two risk factors: patient age at initial replacement, and implantation technique. Results: For a patient aged 50 years, the probability of reoperation in his/her lifetime was estimated as 44% and 56% for non-root and root replacement techniques, respectively. For a patient aged 70 years, estimated probability of reoperation was 16% and 25%, respectively. Given that a reoperation is required, patients with non-root replacement have a higher hazard rate than those with root replacement (hazards ratio = 1.4), indicating that non-root replacement patients tend to undergo reoperation earlier before death than root replacement patients. Conclusion: Younger patient age and root versus non-root replacement are risk factors for reoperation. Valve durability is much less in younger patients, while root replacement patients appear more likely to live longer and hence are more likely to require reoperation.

Modeling the optical constants of solids using acceptance-probability-controlled simulated annealing with an adaptive move generation procedure

The acceptance-probability-controlled simulated annealing with an adaptive move generation procedure, an optimization technique derived from the simulated annealing algorithm, is presented. The adaptive move generation procedure was compared against the random move generation procedure on seven multiminima test functions, as well as on the synthetic data, resembling the optical constants of a metal. In all cases the algorithm proved to have faster convergence and superior escaping from local minima. This algorithm was then applied to fit the model dielectric function to data for platinum and aluminum.

Comparison of HRT-3 glaucoma probability score and subjective stereophotograph assessment for prediction of progression in glaucoma

PURPOSE. To assess whether baseline Glaucoma Probability Score (GPS; HRT-3; Heidelberg Engineering, Dossenheim, Germany) results are predictive of progression in patients with suspected glaucoma. The GPS is a new feature of the confocal scanning laser ophthalmoscope that generates an operator-independent, three-dimensional model of the optic nerve head and gives a score for the probability that this model is consistent with glaucomatous damage. METHODS. The study included 223 patients with suspected glaucoma during an average follow-up of 63.3 months. Included subjects had a suspect optic disc appearance and/or elevated intraocular pressure, but normal visual fields. Conversion was defined as development of either repeatable abnormal visual fields or glaucomatous deterioration in the appearance of the optic disc during the study period. The association between baseline GPS and conversion was investigated by Cox regression models. RESULTS. Fifty-four (24.2%) eyes converted. In multivariate models, both higher values of GPS global and subjective stereophotograph assessment ( larger cup-disc ratio and glaucomatous grading) were predictive of conversion: adjusted hazard ratios (95% CI): 1.31 (1.15 - 1.50) per 0.1 higher global GPS, 1.34 (1.12 - 1.62) per 0.1 higher CDR, and 2.34 (1.22 - 4.47) for abnormal grading, respectively. No significant differences ( P > 0.05 for all comparisons) were found between the c-index values ( equivalent to area under ROC curve) for the multivariate models (0.732, 0.705, and 0.699, respectively). CONCLUSIONS. GPS values were predictive of conversion in our population of patients with suspected glaucoma. Further, they performed as well as subjective assessment of the optic disc. These results suggest that GPS could potentially replace stereophotograph as a tool for estimating the likelihood of conversion to glaucoma.

Model based procedure for scale-up of wet overflow ball mills Part 1: Outline of the methodology

Bond's method for ball mill scale-up only gives the mill power draw for a given duty. This method is incompatible with computer modelling and simulation techniques. It might not be applicable for the design of fine grinding ball mills and ball mills preceded by autogenous and semi-autogenous grinding mills. Model-based ball mill scale-up methods have not been validated using a wide range of full-scale circuit data. Their accuracy is therefore questionable. Some of these methods also need expensive pilot testing. A new ball mill scale-up procedure is developed which does not have these limitations. This procedure uses data from two laboratory tests to determine the parameters of a ball mill model. A set of scale-up criteria then scales-up these parameters. The procedure uses the scaled-up parameters to simulate the steady state performance of full-scale mill circuits. At the end of the simulation, the scale-up procedure gives the size distribution, the volumetric flowrate and the mass flowrate of all the streams in the circuit, and the mill power draw.

Model-based procedure for scale-up of wet, overflow ball mills - Part II: Worked example

A new ball mill scale-up procedure is developed which uses laboratory data to predict the performance of MI-scale ball mill circuits. This procedure contains two laboratory tests. These laboratory tests give the data for the determination of the parameters of a ball mill model. A set of scale-up criteria then scales-up these parameters. The procedure uses the scaled-up parameters to simulate the steady state performance of the full-scale mill circuit. At the end of the simulation, the scale-up procedure gives the size distribution, the volumetric flowrate and the mass flowrate of all the streams in the circuit, and the mill power draw. A worked example shows how the new ball mill scale-up procedure is executed. This worked example uses laboratory data to predict the performance of a full-scale re-grind mill circuit. This circuit consists of a ball mill in closed circuit with hydrocyclones. The MI-scale ball mill has a diameter (inside liners) of 1.85m. The scale-up procedure shows that the full-scale circuit produces a product (hydrocyclone overflow) that has an 80% passing size of 80 mum. The circuit has a recirculating load of 173%. The calculated power draw of the full-scale mill is 92kW (C) 2001 Elsevier Science Ltd. All rights reserved.