Search results for: Markov chain Monte Carlo
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 761

Search results for: Markov chain Monte Carlo

761 An Estimating Parameter of the Mean in Normal Distribution by Maximum Likelihood, Bayes, and Markov Chain Monte Carlo Methods

Authors: Autcha Araveeporn

Abstract:

This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov Chain Monte Carlo method, Maximum Likelihood method, normal distribution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1435
760 Markov Chain Monte Carlo Model Composition Search Strategy for Quantitative Trait Loci in a Bayesian Hierarchical Model

Authors: Susan J. Simmons, Fang Fang, Qijun Fang, Karl Ricanek

Abstract:

Quantitative trait loci (QTL) experiments have yielded important biological and biochemical information necessary for understanding the relationship between genetic markers and quantitative traits. For many years, most QTL algorithms only allowed one observation per genotype. Recently, there has been an increasing demand for QTL algorithms that can accommodate more than one observation per genotypic distribution. The Bayesian hierarchical model is very flexible and can easily incorporate this information into the model. Herein a methodology is presented that uses a Bayesian hierarchical model to capture the complexity of the data. Furthermore, the Markov chain Monte Carlo model composition (MC3) algorithm is used to search and identify important markers. An extensive simulation study illustrates that the method captures the true QTL, even under nonnormal noise and up to 6 QTL.

Keywords: Bayesian hierarchical model, Markov chain MonteCarlo model composition, quantitative trait loci.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1962
759 Applying Gibbs Sampler for Multivariate Hierarchical Linear Model

Authors: Satoshi Usami

Abstract:

Among various HLM techniques, the Multivariate Hierarchical Linear Model (MHLM) is desirable to use, particularly when multivariate criterion variables are collected and the covariance structure has information valuable for data analysis. In order to reflect prior information or to obtain stable results when the sample size and the number of groups are not sufficiently large, the Bayes method has often been employed in hierarchical data analysis. In these cases, although the Markov Chain Monte Carlo (MCMC) method is a rather powerful tool for parameter estimation, Procedures regarding MCMC have not been formulated for MHLM. For this reason, this research presents concrete procedures for parameter estimation through the use of the Gibbs samplers. Lastly, several future topics for the use of MCMC approach for HLM is discussed.

Keywords: Gibbs sampler, Hierarchical Linear Model, Markov Chain Monte Carlo, Multivariate Hierarchical Linear Model

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1868
758 Production Throughput Modeling under Five Uncertain Variables Using Bayesian Inference

Authors: Amir Azizi, Amir Yazid B. Ali, Loh Wei Ping

Abstract:

Throughput is an important measure of performance of production system. Analyzing and modeling of production throughput is complex in today-s dynamic production systems due to uncertainties of production system. The main reasons are that uncertainties are materialized when the production line faces changes in setup time, machinery break down, lead time of manufacturing, and scraps. Besides, demand changes are fluctuating from time to time for each product type. These uncertainties affect the production performance. This paper proposes Bayesian inference for throughput modeling under five production uncertainties. Bayesian model utilized prior distributions related to previous information about the uncertainties where likelihood distributions are associated to the observed data. Gibbs sampling algorithm as the robust procedure of Monte Carlo Markov chain was employed for sampling unknown parameters and estimating the posterior mean of uncertainties. The Bayesian model was validated with respect to convergence and efficiency of its outputs. The results presented that the proposed Bayesian models were capable to predict the production throughput with accuracy of 98.3%.

Keywords: Bayesian inference, Uncertainty modeling, Monte Carlo Markov chain, Gibbs sampling, Production throughput

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2145
757 Optimal Maintenance and Improvement Policies in Water Distribution System: Markov Decision Process Approach

Authors: Jong Woo Kim, Go Bong Choi, Sang Hwan Son, Dae Shik Kim, Jung Chul Suh, Jong Min Lee

Abstract:

The Markov decision process (MDP) based methodology is implemented in order to establish the optimal schedule which minimizes the cost. Formulation of MDP problem is presented using the information about the current state of pipe, improvement cost, failure cost and pipe deterioration model. The objective function and detailed algorithm of dynamic programming (DP) are modified due to the difficulty of implementing the conventional DP approaches. The optimal schedule derived from suggested model is compared to several policies via Monte Carlo simulation. Validity of the solution and improvement in computational time are proved.

Keywords: Markov decision processes, Dynamic Programming, Monte Carlo simulation, Periodic replacement, Weibull distribution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2819
756 Jeffrey's Prior for Unknown Sinusoidal Noise Model via Cramer-Rao Lower Bound

Authors: Samuel A. Phillips, Emmanuel A. Ayanlowo, Rasaki O. Olanrewaju, Olayode Fatoki

Abstract:

This paper employs the Jeffrey's prior technique in the process of estimating the periodograms and frequency of sinusoidal model for unknown noisy time variants or oscillating events (data) in a Bayesian setting. The non-informative Jeffrey's prior was adopted for the posterior trigonometric function of the sinusoidal model such that Cramer-Rao Lower Bound (CRLB) inference was used in carving-out the minimum variance needed to curb the invariance structure effect for unknown noisy time observational and repeated circular patterns. An average monthly oscillating temperature series measured in degree Celsius (0C) from 1901 to 2014 was subjected to the posterior solution of the unknown noisy events of the sinusoidal model via Markov Chain Monte Carlo (MCMC). It was not only deduced that two minutes period is required before completing a cycle of changing temperature from one particular degree Celsius to another but also that the sinusoidal model via the CRLB-Jeffrey's prior for unknown noisy events produced a miniature posterior Maximum A Posteriori (MAP) compare to a known noisy events.

Keywords: Cramer-Rao Lower Bound (CRLB), Jeffrey's prior, Sinusoidal, Maximum A Posteriori (MAP), Markov Chain Monte Carlo (MCMC), Periodograms.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 658
755 A Simplified Higher-Order Markov Chain Model

Authors: Chao Wang, Ting-Zhu Huang, Chen Jia

Abstract:

In this paper, we present a simplified higher-order Markov chain model for multiple categorical data sequences also called as simplified higher-order multivariate Markov chain model.

Keywords: Higher-order multivariate Markov chain model, Categorical data sequences, Multivariate Markov chain.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3289
754 Lattice Monte Carlo Analyses of Thermal Diffusion in Laminar Flow

Authors: Thomas Fiedler, Irina V. Belova, Graeme E. Murch

Abstract:

Lattice Monte Carlo methods are an excellent choice for the simulation of non-linear thermal diffusion problems. In this paper, and for the first time, Lattice Monte Carlo analysis is performed on thermal diffusion combined with convective heat transfer. Laminar flow of water modeled as an incompressible fluid inside a copper pipe with a constant surface temperature is considered. For the simulation of thermal conduction, the temperature dependence of the thermal conductivity of the water is accounted for. Using the novel Lattice Monte Carlo approach, temperature distributions and energy fluxes are obtained.

Keywords: Coupled Analysis, Laminar Flow, Lattice MonteCarlo, Thermal Diffusion

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1994
753 Networks with Unreliable Nodes and Edges: Monte Carlo Lifetime Estimation

Authors: Y. Shpungin

Abstract:

Estimating the lifetime distribution of computer networks in which nodes and links exist in time and are bound for failure is very useful in various applications. This problem is known to be NP-hard. In this paper we present efficient combinatorial approaches to Monte Carlo estimation of network lifetime distribution. We also present some simulation results.

Keywords: Combinatorial spectrum, Monte Carlo, Networklifetime, Unreliable nodes and edges.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1840
752 Simulation of the Large Hadrons Collisions Using Monte Carlo Tools

Authors: E. Al Daoud

Abstract:

In many cases, theoretical treatments are available for models for which there is no perfect physical realization. In this situation, the only possible test for an approximate theoretical solution is to compare with data generated from a computer simulation. In this paper, Monte Carlo tools are used to study and compare the elementary particles models. All the experiments are implemented using 10000 events, and the simulated energy is 13 TeV. The mean and the curves of several variables are calculated for each model using MadAnalysis 5. Anomalies in the results can be seen in the muons masses of the minimal supersymmetric standard model and the two Higgs doublet model.

Keywords: Feynman rules, hadrons, Lagrangian, Monte Carlo, simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1127
751 Direct Simulation Monte Carlo (DSMC) Algorithm – A Comparison of Mathematica Code with FLUENT 6.2 for Low Knudsen Number

Authors: Nabeel A. Qazi, Absaar ul Jabbar, Khalid Parvez

Abstract:

A code has been developed in Mathematica using Direct Simulation Monte Carlo (DSMC) technique. The code was tested for 2-D air flow around a circular cylinder. Same geometry and flow properties were used in FLUENT 6.2 for comparison. The results obtained from Mathematica simulation indicated significant agreement with FLUENT calculations, hence providing insight into particle nature of fluid flows.

Keywords: DSMC algorithm, non continuum gas flows, Monte Carlo methods

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3422
750 The Contribution of Edgeworth, Bootstrap and Monte Carlo Methods in Financial Data

Authors: Edlira Donefski, Tina Donefski, Lorenc Ekonomi

Abstract:

Edgeworth Approximation, Bootstrap and Monte Carlo Simulations have a considerable impact on the achieving certain results related to different problems taken into study. In our paper, we have treated a financial case related to the effect that have the components of a Cash-Flow of one of the most successful businesses in the world, as the financial activity, operational activity and investing activity to the cash and cash equivalents at the end of the three-months period. To have a better view of this case we have created a Vector Autoregression model, and after that we have generated the impulse responses in the terms of Asymptotic Analysis (Edgeworth Approximation), Monte Carlo Simulations and Residual Bootstrap based on the standard errors of every series created. The generated results consisted of the common tendencies for the three methods applied, that consequently verified the advantage of the three methods in the optimization of the model that contains many variants.

Keywords: Autoregression, Bootstrap, Edgeworth Expansion, Monte Carlo Method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 595
749 The Investigations of Water-ethanol Mixture by Monte Carlo Method

Authors: Atamas N. A., Atamas A. A.

Abstract:

Energetic and structural results for ethanol-water mixtures as a function of the mole fraction were calculated using Monte Carlo methodology. Energy partitioning results obtained for equimolar water-ethanol mixture and ether organic liquids are compared. It has been shown that at xet=0.22 the RDFs for waterethanol and ethanol-ethanol interactions indicated strong hydrophobic interactions between ethanol molecules and the local structure of solution is less structured at this concentration as at ether ones. Results obtained for ethanol-water mixture as a function of concentration are in good agreement with the experimental data.

Keywords: Ethanol, molecular liquids, Monte Carlo, water, thermodynamics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2243
748 Remaining Useful Life Prediction Using Elliptical Basis Function Network and Markov Chain

Authors: Yi Yu, Lin Ma, Yong Sun, Yuantong Gu

Abstract:

This paper presents a novel method for remaining useful life prediction using the Elliptical Basis Function (EBF) network and a Markov chain. The EBF structure is trained by a modified Expectation-Maximization (EM) algorithm in order to take into account the missing covariate set. No explicit extrapolation is needed for internal covariates while a Markov chain is constructed to represent the evolution of external covariates in the study. The estimated external and the unknown internal covariates constitute an incomplete covariate set which are then used and analyzed by the EBF network to provide survival information of the asset. It is shown in the case study that the method slightly underestimates the remaining useful life of an asset which is a desirable result for early maintenance decision and resource planning.

Keywords: Elliptical Basis Function Network, Markov Chain, Missing Covariates, Remaining Useful Life

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1662
747 Statistical Evaluation of Nonlinear Distortion using the Multi-Canonical Monte Carlo Method and the Split Step Fourier Method

Authors: Ioannis Neokosmidis, Nikos Gkekas, Thomas Kamalakis, Thomas Sphicopoulos

Abstract:

In high powered dense wavelength division multiplexed (WDM) systems with low chromatic dispersion, four-wave mixing (FWM) can prove to be a major source of noise. The MultiCanonical Monte Carlo Method (MCMC) and the Split Step Fourier Method (SSFM) are combined to accurately evaluate the probability density function of the decision variable of a receiver, limited by FWM. The combination of the two methods leads to more accurate results, and offers the possibility of adding other optical noises such as the Amplified Spontaneous Emission (ASE) noise.

Keywords: Monte Carlo, Nonlinear optics, optical crosstalk, Wavelength-division Multiplexing (WDM).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1692
746 Monte Carlo Simulation of the Transport Phenomena in Degenerate Hg0.8Cd0.2Te

Authors: N. Dahbi, M. Daoudi, A.Belghachi

Abstract:

The present work deals with the calculation of transport properties of Hg0.8Cd0.2Te (MCT) semiconductor in degenerate case. Due to their energy-band structure, this material becomes degenerate at moderate doping densities, which are around 1015 cm-3, so that the usual Maxwell-Boltzmann approximation is inaccurate in the determination of transport parameters. This problem is faced by using Fermi-Dirac (F-D) statistics, and the non-parabolic behavior of the bands may be approximated by the Kane model. The Monte Carlo (MC) simulation is used here to determinate transport parameters: drift velocity, mean energy and drift mobility versus electric field and the doped densities. The obtained results are in good agreement with those extracted from literature.

Keywords: degeneracy case, Hg0.8Cd0.2Te semiconductor, Monte Carlo simulation, transport parameters.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1827
745 A Novel Convergence Accelerator for the LMS Adaptive Algorithm

Authors: Jeng-Shin Sheu, Jenn-Kaie Lain, Tai-Kuo Woo, Jyh-Horng Wen

Abstract:

The least mean square (LMS) algorithmis one of the most well-known algorithms for mobile communication systems due to its implementation simplicity. However, the main limitation is its relatively slow convergence rate. In this paper, a booster using the concept of Markov chains is proposed to speed up the convergence rate of LMS algorithms. The nature of Markov chains makes it possible to exploit the past information in the updating process. Moreover, since the transition matrix has a smaller variance than that of the weight itself by the central limit theorem, the weight transition matrix converges faster than the weight itself. Accordingly, the proposed Markov-chain based booster thus has the ability to track variations in signal characteristics, and meanwhile, it can accelerate the rate of convergence for LMS algorithms. Simulation results show that the LMS algorithm can effectively increase the convergence rate and meantime further approach the Wiener solution, if the Markov-chain based booster is applied. The mean square error is also remarkably reduced, while the convergence rate is improved.

Keywords: LMS, Markov chain, convergence rate, accelerator.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1764
744 Constrained Particle Swarm Optimization of Supply Chains

Authors: András Király, Tamás Varga, János Abonyi

Abstract:

Since supply chains highly impact the financial performance of companies, it is important to optimize and analyze their Key Performance Indicators (KPI). The synergistic combination of Particle Swarm Optimization (PSO) and Monte Carlo simulation is applied to determine the optimal reorder point of warehouses in supply chains. The goal of the optimization is the minimization of the objective function calculated as the linear combination of holding and order costs. The required values of service levels of the warehouses represent non-linear constraints in the PSO. The results illustrate that the developed stochastic simulator and optimization tool is flexible enough to handle complex situations.

Keywords: stochastic processes, empirical distributions, Monte Carlo simulation, PSO, supply chain management

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2075
743 Semi Classical Three-Valley Monte Carlo Simulation Analysis of Steady-State and Transient Electron Transport within Bulk Ga0.38In0.62P

Authors: N. Massoum, B. Bouazza, H. Tahir, C. Sayah, A. Guen Bouazza

Abstract:

to simulate the phenomenon of electronic transport in semiconductors, we try to adapt a numerical method, often and most frequently it’s that of Monte Carlo. In our work, we applied this method in the case of a ternary alloy semiconductor GaInP in its cubic form; The Calculations are made using a non-parabolic effective-mass energy band model. We consider a band of conduction to three valleys (ΓLX), major of the scattering mechanisms are taken into account in this modeling, as the interactions with the acoustic phonons (elastic collisions) and optics (inelastic collisions). The polar optical phonons cause anisotropic collisions, intra-valleys, very probable in the III-V semiconductors. Other optical phonons, no polar, allow transitions inter-valleys. Initially, we present the full results obtained by the simulation of Monte Carlo in GaInP in stationary regime. We consider thereafter the effects related to the application of an electric field varying according to time, we thus study the transient phenomenon which make their appearance in ternary material

Keywords: Monte Carlo simulation, steady-state electron transport, transient electron transport, alloy scattering.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1770
742 A Markov Chain Approximation for ATS Modeling for the Variable Sampling Interval CCC Control Charts

Authors: Y. K. Chen, K. C. Chiou, C. Y. Chen

Abstract:

The cumulative conformance count (CCC) charts are widespread in process monitoring of high-yield manufacturing. Recently, it is found the use of variable sampling interval (VSI) scheme could further enhance the efficiency of the standard CCC charts. The average time to signal (ATS) a shift in defect rate has become traditional measure of efficiency of a chart with the VSI scheme. Determining the ATS is frequently a difficult and tedious task. A simple method based on a finite Markov Chain approach for modeling the ATS is developed. In addition, numerical results are given.

Keywords: Cumulative conformance count, variable sampling interval, Markov Chain, average time to signal, control chart.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1525
741 Learning Monte Carlo Data for Circuit Path Length

Authors: Namal A. Senanayake, A. Beg, Withana C. Prasad

Abstract:

This paper analyzes the patterns of the Monte Carlo data for a large number of variables and minterms, in order to characterize the circuit path length behavior. We propose models that are determined by training process of shortest path length derived from a wide range of binary decision diagram (BDD) simulations. The creation of the model was done use of feed forward neural network (NN) modeling methodology. Experimental results for ISCAS benchmark circuits show an RMS error of 0.102 for the shortest path length complexity estimation predicted by the NN model (NNM). Use of such a model can help reduce the time complexity of very large scale integrated (VLSI) circuitries and related computer-aided design (CAD) tools that use BDDs.

Keywords: Monte Carlo data, Binary decision diagrams, Neural network modeling, Shortest path length estimation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1595
740 Monte Carlo Simulation of Copolymer Heterogeneity in Atom Transfer Radical Copolymerization of Styrene and N-Butyl Acrylate

Authors: Mohammad Najafi, Hossein Roghani-Mamaqani, Mehdi Salami-Kalajahi, Vahid Haddadi-Asl

Abstract:

A high-performance Monte Carlo simulation, which simultaneously takes diffusion-controlled and chain-length-dependent bimolecular termination reactions into account, is developed to simulate atom transfer radical copolymerization of styrene and nbutyl acrylate. As expected, increasing initial feed fraction of styrene raises the fraction of styrene-styrene dyads (fAA) and reduces that of n-butyl acrylate dyads (fBB). The trend of variation in randomness parameter (fAB) during the copolymerization also varies significantly. Also, there is a drift in copolymer heterogeneity and the highest drift occurs in the initial feeds containing lower percentages of styrene, i.e. 20% and 5%.

Keywords: Atom Transfer Radical Copolymerization, MonteCarlo Simulation, Copolymer Heterogeneity, Styrene n-ButylAcrylate

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1601
739 A New Method to Estimate the Low Income Proportion: Monte Carlo Simulations

Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz

Abstract:

Estimation of a proportion has many applications in economics and social studies. A common application is the estimation of the low income proportion, which gives the proportion of people classified as poor into a population. In this paper, we present this poverty indicator and propose to use the logistic regression estimator for the problem of estimating the low income proportion. Various sampling designs are presented. Assuming a real data set obtained from the European Survey on Income and Living Conditions, Monte Carlo simulation studies are carried out to analyze the empirical performance of the logistic regression estimator under the various sampling designs considered in this paper. Results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the customary estimator under the various sampling designs considered in this paper. The stratified sampling design can also provide more accurate results.

Keywords:

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1941
738 A Dose Distribution Approach Using Monte Carlo Simulation in Dosimetric Accuracy Calculation for Treating the Lung Tumor

Authors: Md Abdullah Al Mashud, M. Tariquzzaman, M. Jahangir Alam, Tapan Kumar Godder, M. Mahbubur Rahman

Abstract:

This paper presents a Monte Carlo (MC) method-based dose distributions on lung tumor for 6 MV photon beam to improve the dosimetric accuracy for cancer treatment. The polystyrene which is tissue equivalent material to the lung tumor density is used in this research. In the empirical calculations, TRS-398 formalism of IAEA has been used, and the setup was made according to the ICRU recommendations. The research outcomes were compared with the state-of-the-art experimental results. From the experimental results, it is observed that the proposed based approach provides more accurate results and improves the accuracy than the existing approaches. The average %variation between measured and TPS simulated values was obtained 1.337±0.531, which shows a substantial improvement comparing with the state-of-the-art technology.

Keywords: Lung tumor, Monte Carlo, polystyrene, elekta synergy, Monaco Planning System.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1242
737 A Novel Probablistic Strategy for Modeling Photovoltaic Based Distributed Generators

Authors: Engy A. Mohamed, Yasser G. Hegazy

Abstract:

This paper presents a novel algorithm for modeling photovoltaic based distributed generators for the purpose of optimal planning of distribution networks. The proposed algorithm utilizes sequential Monte Carlo method in order to accurately consider the stochastic nature of photovoltaic based distributed generators. The proposed algorithm is implemented in MATLAB environment and the results obtained are presented and discussed.

Keywords: Comulative distribution function, distributed generation, Monte Carlo.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2484
736 Estimating Shortest Circuit Path Length Complexity

Authors: Azam Beg, P. W. Chandana Prasad, S.M.N.A Senenayake

Abstract:

When binary decision diagrams are formed from uniformly distributed Monte Carlo data for a large number of variables, the complexity of the decision diagrams exhibits a predictable relationship to the number of variables and minterms. In the present work, a neural network model has been used to analyze the pattern of shortest path length for larger number of Monte Carlo data points. The neural model shows a strong descriptive power for the ISCAS benchmark data with an RMS error of 0.102 for the shortest path length complexity. Therefore, the model can be considered as a method of predicting path length complexities; this is expected to lead to minimum time complexity of very large-scale integrated circuitries and related computer-aided design tools that use binary decision diagrams.

Keywords: Monte Carlo circuit simulation data, binary decision diagrams, neural network modeling, shortest path length estimation

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1378
735 Neural Network Imputation in Complex Survey Design

Authors: Safaa R. Amer

Abstract:

Missing data yields many analysis challenges. In case of complex survey design, in addition to dealing with missing data, researchers need to account for the sampling design to achieve useful inferences. Methods for incorporating sampling weights in neural network imputation were investigated to account for complex survey designs. An estimate of variance to account for the imputation uncertainty as well as the sampling design using neural networks will be provided. A simulation study was conducted to compare estimation results based on complete case analysis, multiple imputation using a Markov Chain Monte Carlo, and neural network imputation. Furthermore, a public-use dataset was used as an example to illustrate neural networks imputation under a complex survey design

Keywords: Complex survey, estimate, imputation, neural networks, variance.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1972
734 Bayesian Online Learning of Corresponding Points of Objects with Sequential Monte Carlo

Authors: Miika Toivanen, Jouko Lampinen

Abstract:

This paper presents an online method that learns the corresponding points of an object from un-annotated grayscale images containing instances of the object. In the first image being processed, an ensemble of node points is automatically selected which is matched in the subsequent images. A Bayesian posterior distribution for the locations of the nodes in the images is formed. The likelihood is formed from Gabor responses and the prior assumes the mean shape of the node ensemble to be similar in a translation and scale free space. An association model is applied for separating the object nodes and background nodes. The posterior distribution is sampled with Sequential Monte Carlo method. The matched object nodes are inferred to be the corresponding points of the object instances. The results show that our system matches the object nodes as accurately as other methods that train the model with annotated training images.

Keywords: Bayesian modeling, Gabor filters, Online learning, Sequential Monte Carlo.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1582
733 Human Body Configuration using Bayesian Model

Authors: Rui. Zhang, Yiming. Pi

Abstract:

In this paper we present a novel approach for human Body configuration based on the Silhouette. We propose to address this problem under the Bayesian framework. We use an effective Model based MCMC (Markov Chain Monte Carlo) method to solve the configuration problem, in which the best configuration could be defined as MAP (maximize a posteriori probability) in Bayesian model. This model based MCMC utilizes the human body model to drive the MCMC sampling from the solution space. It converses the original high dimension space into a restricted sub-space constructed by the human model and uses a hybrid sampling algorithm. We choose an explicit human model and carefully select the likelihood functions to represent the best configuration solution. The experiments show that this method could get an accurate configuration and timesaving for different human from multi-views.

Keywords: Bayesian framework, MCMC, model based, human body configuration.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1318
732 Unsupervised Segmentation by Hidden Markov Chain with Bi-dimensional Observed Process

Authors: Abdelali Joumad, Abdelaziz Nasroallah

Abstract:

In unsupervised segmentation context, we propose a bi-dimensional hidden Markov chain model (X,Y) that we adapt to the image segmentation problem. The bi-dimensional observed process Y = (Y 1, Y 2) is such that Y 1 represents the noisy image and Y 2 represents a noisy supplementary information on the image, for example a noisy proportion of pixels of the same type in a neighborhood of the current pixel. The proposed model can be seen as a competitive alternative to the Hilbert-Peano scan. We propose a bayesian algorithm to estimate parameters of the considered model. The performance of this algorithm is globally favorable, compared to the bi-dimensional EM algorithm through numerical and visual data.

Keywords: Image segmentation, Hidden Markov chain with a bi-dimensional observed process, Peano-Hilbert scan, Bayesian approach, MCMC methods, Bi-dimensional EM algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1612