Search results for: MCMC method

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.

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Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: Piecewise, Bayesian, reversible jump MCMC, segmentation.

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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

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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.

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Authors: Huihai Wu, Xiaohui Liu

Abstract:

Using Dynamic Bayesian Networks (DBN) to model genetic regulatory networks from gene expression data is one of the major paradigms for inferring the interactions among genes. Averaging a collection of models for predicting network is desired, rather than relying on a single high scoring model. In this paper, two kinds of model searching approaches are compared, which are Greedy hill-climbing Search with Restarts (GSR) and Markov Chain Monte Carlo (MCMC) methods. The GSR is preferred in many papers, but there is no such comparison study about which one is better for DBN models. Different types of experiments have been carried out to try to give a benchmark test to these approaches. Our experimental results demonstrated that on average the MCMC methods outperform the GSR in accuracy of predicted network, and having the comparable performance in time efficiency. By proposing the different variations of MCMC and employing simulated annealing strategy, the MCMC methods become more efficient and stable. Apart from comparisons between these approaches, another objective of this study is to investigate the feasibility of using DBN modeling approaches for inferring gene networks from few snapshots of high dimensional gene profiles. Through synthetic data experiments as well as systematic data experiments, the experimental results revealed how the performances of these approaches can be influenced as the target gene network varies in the network size, data size, as well as system complexity.

Keywords: Genetic regulatory network, Dynamic Bayesian network, GSR, MCMC.

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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).

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Authors: Sedigheh Mirzaei S., Debasis Sengupta

Abstract:

Parametric models have been quite popular for studying human growth, particularly in relation to biological parameters such as peak size velocity and age at peak size velocity. Longitudinal data are generally considered to be vital for fittinga parametric model to individual-specific data, and for studying the distribution of these biological parameters in a human population. However, cross-sectional data are easier to obtain than longitudinal data. In this paper, we present a method of combining longitudinal and cross-sectional data for the purpose of estimating the distribution of the biological parameters. We demonstrate, through simulations in the special case ofthePreece Baines model, how estimates based on longitudinal data can be improved upon by harnessing the information contained in cross-sectional data.We study the extent of improvement for different mixes of the two types of data, and finally illustrate the use of the method through data collected by the Indian Statistical Institute.

Keywords: Preece-Baines growth model, MCMC method, Mixed effect model

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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.

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Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

Abstract:

 A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.

Keywords: Forecasting model, Steel demand uncertainty, Hierarchical Bayesian framework, Exponential smoothing method.

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Authors: Panudet Saengseedam, Nanthachai Kantanantha

Abstract:

This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, Linear mixed model, Multivariate conditional autoregressive model, Spatial time series.

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Authors: Krisada Lekdee, Sunee Sammatat, Nittaya Boonsit

Abstract:

This paper proposes a GLMM with spatial and temporal effects for malaria data in Thailand. A Bayesian method is used for parameter estimation via Gibbs sampling MCMC. A conditional autoregressive (CAR) model is assumed to present the spatial effects. The temporal correlation is presented through the covariance matrix of the random effects. The malaria quarterly data have been extracted from the Bureau of Epidemiology, Ministry of Public Health of Thailand. The factors considered are rainfall and temperature. The result shows that rainfall and temperature are positively related to the malaria morbidity rate. The posterior means of the estimated morbidity rates are used to construct the malaria maps. The top 5 highest morbidity rates (per 100,000 population) are in Trat (Q3, 111.70), Chiang Mai (Q3, 104.70), Narathiwat (Q4, 97.69), Chiang Mai (Q2, 88.51), and Chanthaburi (Q3, 86.82). According to the DIC criterion, the proposed model has a better performance than the GLMM with spatial effects but without temporal terms.

Keywords: Bayesian method, generalized linear mixed model (GLMM), malaria, spatial effects, temporal correlation.

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Authors: Essam Al-Daoud

Abstract:

Several combinations of the preprocessing algorithms, feature selection techniques and classifiers can be applied to the data classification tasks. This study introduces a new accurate classifier, the proposed classifier consist from four components: Signal-to- Noise as a feature selection technique, support vector machine, Bayesian neural network and AdaBoost as an ensemble algorithm. To verify the effectiveness of the proposed classifier, seven well known classifiers are applied to four datasets. The experiments show that using the suggested classifier enhances the classification rates for all datasets.

Keywords: AdaBoost, Bayesian neural network, Signal-to-Noise, support vector machine, MCMC.

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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.

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Authors: Zhengsheng Wang, Jing Qi, Chuntao Liu, Yuanjun Li

Abstract:

The harmonic Arnoldi method can be used to find interior eigenpairs of large matrices. However, it has been shown that this method may converge erratically and even may fail to do so. In this paper, we present a new method for computing interior eigenpairs of large nonsymmetric matrices, which is called weighted harmonic Arnoldi method. The implementation of the method has been tested by numerical examples, the results show that the method converges fast and works with high accuracy.

Keywords: Harmonic Arnoldi method, weighted harmonic Arnoldi method, eigenpair, interior eigenproblem, non symmetric matrix.

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Authors: Jin Sup Kim, Woo Young Jung, Minho Kwon

Abstract:

In general dynamic analyses, lower mode response is of interest, however the higher modes of spatially discretized equations generally do not represent the real behavior and not affects to global response much. Some implicit algorithms, therefore, are introduced to filter out the high-frequency modes using intended numerical error. The objective of this study is to introduce the P-method and PC α-method to compare that with dissipation method and Newmark method through the stability analysis and numerical example. PC α-method gives more accuracy than other methods because it based on the α-method inherits the superior properties of the implicit α-method. In finite element analysis, the PC α-method is more useful than other methods because it is the explicit scheme and it achieves the second order accuracy and numerical damping simultaneously.

Keywords: Dynamic, α-Method, P-Method, PC α-Method, Newmark method.

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Authors: J.S.C. Prentice

Abstract:

The RK1GL2X3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on the RK1GL2 method which, in turn, is a particular case of the general RKrGLm method. The RK1GL2X3 method is a fourth-order method, even though its underlying Runge-Kutta method RK1 is the first-order Euler method, and hence, RK1GL2X3 is considerably more efficient than RK1. This enhancement is achieved through an implementation involving triple-nested two-point Gauss- Legendre quadrature.

Keywords: RK1GL2X3, RK1GL2, RKrGLm, Runge-Kutta, Gauss-Legendre, initial value problem, local error, global error.

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Authors: Mohammed Salem Alzahrani

Abstract:

In this paper the optimality of the solution of an existing real word assignment problem known as the seat assignment problem using Seat Assignment Method (SAM) is discussed. SAM is the newly driven method from three existing methods, Hungarian Method, Northwest Corner Method and Least Cost Method in a special way that produces the easiness & fairness among all methods that solve the seat assignment problem.

Keywords: Assignment Problem, Hungarian Method, Least Cost Method, Northwest Corner Method, Seat Assignment Method (SAM), A Real Word Assignment Problem.

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Authors: Seifedine Kadry

Abstract:

In this article, our objective is the analysis of the resolution of non-linear differential systems by combining Newton and Continuation (N-C) method. The iterative numerical methods converge where the initial condition is chosen close to the exact solution. The question of choosing the initial condition is answered by N-C method.

Keywords: Continuation Method, Newton Method, Finite Difference Method, Numerical Analysis and Non-Linear partial Differential Equation.

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Authors: Ampon Dhamacharoen, Kanittha Chompuvised

Abstract:

In this work, we solve multipoint boundary value problems where the boundary value conditions are equations using the Newton-Broyden Shooting method (NBSM).The proposed method is tested upon several problems from the literature and the results are compared with the available exact solution. The experiments are given to illustrate the efficiency and implementation of the method.

Keywords: Boundary value problem; Multipoint equation boundary value problems, Shooting Method, Newton-Broyden method.

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Authors: M. F. Patricio, P. M. Rosa

Abstract:

In this paper a class of numerical methods to solve linear and nonlinear PDEs and also systems of PDEs is developed. The Differential Transform method associated with the Method of Lines (MoL) is used. The theory for linear problems is extended to the nonlinear case, and a recurrence relation is established. This method can achieve an arbitrary high-order accuracy in time. A variable stepsize algorithm and some numerical results are also presented.

Keywords: Method of Lines, Differential Transform Method.

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Authors: Z. Veselý, M. Honner

Abstract:

High power laser – total emissivity method (HPL-TE method) for determination of coatings relative total emissivity dependent on the temperature is introduced. Method principle, experimental and evaluation parts of the method are described. Computer model of HPL-TE method is employed to perform the sensitivity analysis of the effect of method parameters on the sample surface temperature in the positions where the surface temperature and radiation heat flux are measured.

Keywords: High temperature laser testing, measurement ofthermal properties, emissivity, coatings.

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Authors: Ibrahim Abu-Alshaikh

Abstract:

In this study, a new root-finding method for solving nonlinear equations is proposed. This method requires two starting values that do not necessarily bracketing a root. However, when the starting values are selected to be close to a root, the proposed method converges to the root quicker than the secant method. Another advantage over all iterative methods is that; the proposed method usually converges to two distinct roots when the given function has more than one root, that is, the odd iterations of this new technique converge to a root and the even iterations converge to another root. Some numerical examples, including a sine-polynomial equation, are solved by using the proposed method and compared with results obtained by the secant method; perfect agreements are found.

Keywords: Iterative method, root-finding method, sine-polynomial equations, nonlinear equations.

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Authors: N. M. Kamoh, M. C. Soomiyol

Abstract:

In this work, a five step continuous method for the solution of third order ordinary differential equations was developed in block form using collocation and interpolation techniques of the shifted Legendre polynomial basis function. The method was found to be zero-stable, consistent and convergent. The application of the method in solving third order initial value problem of ordinary differential equations revealed that the method compared favorably with existing methods.

Keywords: Shifted Legendre polynomials, third order block method, discrete method, convergent.

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Authors: Wenlong Liu, Yucheng Liu

Abstract:

This paper introduces the application of seismic wave method in earthquake prediction and early estimation. The advantages of the seismic wave method over the traditional earthquake prediction method are demonstrated. An example is presented in this study to show the accuracy and efficiency of using the seismic wave method in predicting a medium-sized earthquake swarm occurred in Wencheng, Zhejiang, China. By applying this method, correct predictions were made on the day after this earthquake swarm started and the day the maximum earthquake occurred, which provided scientific bases for governmental decision-making.

Keywords: earthquake prediction, earthquake swarm, seismicactivity method, seismic wave method, Wencheng earthquake

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Authors: Foad Saadi, M. Jalali Azizpour, S.A. Zahedi

Abstract:

The objective of this paper is to present a comparative study of Homotopy Perturbation Method (HPM), Variational Iteration Method (VIM) and Homotopy Analysis Method (HAM) for the semi analytical solution of Kortweg-de Vries (KdV) type equation called KdV. The study have been highlighted the efficiency and capability of aforementioned methods in solving these nonlinear problems which has been arisen from a number of important physical phenomenon.

Keywords: Variational Iteration Method (VIM), HomotopyPerturbation Method (HPM), Homotopy Analysis Method (HAM), KdV Equation.

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Authors: Guangbin Wang, Deyu Sun, Fuping Tan

Abstract:

In this paper, we present new preconditioned modified accelerated overrelaxation (MAOR) method for solving linear systems. We compare the spectral radii of the iteration matrices of the preconditioned and the original methods. The comparison results show that the preconditioned MAOR method converges faster than the MAOR method whenever the MAOR method is convergent. Finally, we give one numerical example to confirm our theoretical results.

Keywords: preconditioned, MAOR method, linear system, convergence, comparison.

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Authors: Marrick Neri, Esmeraldo Ronnie Rey Zara

Abstract:

In this paper, we apply a semismooth active set method to image inpainting. The method exploits primal and dual features of a proposed regularized total variation model, following after the technique presented in [4]. Numerical results show that the method is fast and efficient in inpainting sufficiently thin domains.

Keywords: Active set method, image inpainting, total variation model.

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Authors: Fatemeh Panjeh Ali Beik

Abstract:

In the present work, we propose a new method for solving the matrix equation AXB=F . The new method can be considered as a generalized form of the well-known global full orthogonalization method (Gl-FOM) for solving multiple linear systems. Hence, the method will be called extended Gl-FOM (EGl- FOM). For implementing EGl-FOM, generalized forms of block Krylov subspace and global Arnoldi process are presented. Finally, some numerical experiments are given to illustrate the efficiency of our new method.

Keywords: Matrix equations, Iterative methods, Block Krylovsubspace methods.

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Authors: Mohammad Taghi Darvishi, Samad Kheybari

Abstract:

In this paper, the dynamics of a system of two van der Pol oscillators with delayed position and velocity is studied. We provide an approximate solution for this system using parameterexpansion method. Also, we obtain approximate values for frequencies of the system. The parameter-expansion method is more efficient than the perturbation method for this system because the method is independent of perturbation parameter assumption.

Keywords: Parameter-expansion method, coupled van der pol oscillator, time-delay system.

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Authors: M. K. Balyan

Abstract:

The main principles of X-ray Fourier interferometric holography method are discussed. The object image is reconstructed by the mathematical method of Fourier transformation. The three methods are presented – method of approximation, iteration method and step by step method. As an example the complex amplitude transmission coefficient reconstruction of a beryllium wire is considered. The results reconstructed by three presented methods are compared. The best results are obtained by means of step by step method.

Keywords: Dynamical diffraction, hologram, object image, X-ray holography.

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