999 resultados para Thompson sampling


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Report published in the Proceedings of the National Conference on "Education and Research in the Information Society", Plovdiv, May, 2015

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The use of Bayesian methodologies for solving optimal experimental design problems has increased. Many of these methods have been found to be computationally intensive for design problems that require a large number of design points. A simulation-based approach that can be used to solve optimal design problems in which one is interested in finding a large number of (near) optimal design points for a small number of design variables is presented. The approach involves the use of lower dimensional parameterisations that consist of a few design variables, which generate multiple design points. Using this approach, one simply has to search over a few design variables, rather than searching over a large number of optimal design points, thus providing substantial computational savings. The methodologies are demonstrated on four applications, including the selection of sampling times for pharmacokinetic and heat transfer studies, and involve nonlinear models. Several Bayesian design criteria are also compared and contrasted, as well as several different lower dimensional parameterisation schemes for generating the many design points.

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Mammographic density (MD) adjusted for age and body mass index (BMI) is a strong heritable breast cancer risk factor; however, its biological basis remains elusive. Previous studies assessed MD-associated histology using random sampling approaches, despite evidence that high and low MD areas exist within a breast and are negatively correlated with respect to one another. We have used an image-guided approach to sample high and low MD tissues from within individual breasts to examine the relationship between histology and degree of MD. Image-guided sampling was performed using two different methodologies on mastectomy tissues (n = 12): (1) sampling of high and low MD regions within a slice guided by bright (high MD) and dark (low MD) areas in a slice X-ray film; (2) sampling of high and low MD regions within a whole breast using a stereotactically guided vacuum-assisted core biopsy technique. Pairwise analysis accounting for potential confounders (i.e. age, BMI, menopausal status, etc.) provides appropriate power for analysis despite the small sample size. High MD tissues had higher stromal (P = 0.002) and lower fat (P = 0.002) compositions, but no evidence of difference in glandular areas (P = 0.084) compared to low MD tissues from the same breast. High MD regions had higher relative gland counts (P = 0.023), and a preponderance of Type I lobules in high MD compared to low MD regions was observed in 58% of subjects (n = 7), but did not achieve significance. These findings clarify the histologic nature of high MD tissue and support hypotheses regarding the biophysical impact of dense connective tissue on mammary malignancy. They also provide important terms of reference for ongoing analyses of the underlying genetics of MD.

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In this paper we have used simulations to make a conjecture about the coverage of a t-dimensional subspace of a d-dimensional parameter space of size n when performing k trials of Latin Hypercube sampling. This takes the form P(k,n,d,t) = 1 - e^(-k/n^(t-1)). We suggest that this coverage formula is independent of d and this allows us to make connections between building Populations of Models and Experimental Designs. We also show that Orthogonal sampling is superior to Latin Hypercube sampling in terms of allowing a more uniform coverage of the t-dimensional subspace at the sub-block size level. These ideas have particular relevance when attempting to perform uncertainty quantification and sensitivity analyses.

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A spatial sampling design that uses pair-copulas is presented that aims to reduce prediction uncertainty by selecting additional sampling locations based on both the spatial configuration of existing locations and the values of the observations at those locations. The novelty of the approach arises in the use of pair-copulas to estimate uncertainty at unsampled locations. Spatial pair-copulas are able to more accurately capture spatial dependence compared to other types of spatial copula models. Additionally, unlike traditional kriging variance, uncertainty estimates from the pair-copula account for influence from measurement values and not just the configuration of observations. This feature is beneficial, for example, for more accurate identification of soil contamination zones where high contamination measurements are located near measurements of varying contamination. The proposed design methodology is applied to a soil contamination example from the Swiss Jura region. A partial redesign of the original sampling configuration demonstrates the potential of the proposed methodology.

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Prediction of the impact of suspended sediment on aquatic ecosystems requires adequate knowledge of sediment dynamics in surface waters. Often, studies reporting the response of aquatic biota to suspended sediment are concerned with concentrations, while catchment erosion studies often report sediment delivery as annual loads and yields, making the comparison to documented ecological impacts difficult. Similarly, the European Union Freshwater Fish Directive (FFD) (78/659/EC) stipulates a guideline value of 25mgl which should not be exceeded, with the exception of floods and droughts. In this respect, the significance of suspended sediment in two Irish rivers was assessed using turbidity sensors calibrated for suspended sediment. Sediment yields of 0.07 tonnes (t) hayear and 0.44thayear and annual FFD exceedance frequency of 8.3% and 17.8% were estimated for the two catchments. Contrasts in the frequency of exceedance events between both catchments was observed, yet duration was typically short (

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Dissertação (mestrado)—Universidade de Brasília, Instituto de Ciências Exatas, Departamento de Estatística, 2016.