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MMCTest-A Safe algorithm for Implementing Multiple Monte Carlo Tests

SCANDINAVIAN JOURNAL OF STATISTICS 2014年第4期41卷 1083-1101页

作者： Gandy, Axel Hahn, Georg Univ London Imperial Coll Sci Technol & Med Dept Math London SW7 2AZ England

Consider testing multiple hypotheses using tests that can only be evaluated by simulation, such as permutation tests or bootstrap tests. This article introduces MMCTest, a sequential algorithm that gives, with arbitrarily high probability, the same classification as a specific multiple testing procedure applied to ideal p-values. The method can be used with a class of multiple testing procedures that include the Benjamini and Hochberg false discovery rate procedure and the Bonferroni correction controlling the familywise error rate. One of the key features of the algorithm is that it stops sampling for all the hypotheses that can already be decided as being rejected or non-rejected. MMCTest can be interrupted at any stage and then returns three sets of hypotheses: the rejected, the non-rejected and the undecided hypotheses. A simulation study motivated by actual biological data shows that MMCTest is usable in practice and that, despite the additional guarantee, it can be computationally more efficient than other methods.

关键词： Benjamini-Hochberg Bonferroni correction bootstrap false discovery rate multiple comparisons resampling sequential algorithm

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Lifting factorization-based discrete wavelet transform architecture design

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IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS FOR VIDEO TECHNOLOGY 2001年第5期11卷 651-657页

作者： Jiang, WQ Ortega, A Univ So Calif Dept Elect Engn Syst Integrated Media Syst Ctr Los Angeles CA 90089 USA

In this paper, tao new system architectures, overlap-state sequential and split-and-merge parallel, are proposed based on a novel boundary postprocessing technique for the computation of the discrete wavelet transform (DWT). The basic idea is to introduce multilevel partial computations for samples near data boundaries based on a finite state machine model of the DWT derived from the lifting scheme. The key observation is that these partially computed (lifted) results can also be stored back to their original locations and the transform can be continued anytime later as long as these partial computed results are preserved. It is shown that such an extension of the in-place calculation feature of the original lifting algorithm greatly helps to reduce the extra buffer and communication overheads, in sequential and parallel system implementations, respectively. Performance analysis and experimental results show that, for the Daubechies (9,7) wavelet filters, using the proposed boundary postprocessing technique, the minimal required buffer size in the line-based sequential DWT algorithm [1] is 40% less than the best available approach. In the parallel DWT algorithm me show 30% faster performance than existing approaches.

关键词： boundary postprocessing discrete wavelet transform overlap-state parallel algorithm sequential algorithm split-and-merge

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Evaluation of rain gauge network in arid regions using geostatistical approach: case study in northern Oman

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ARABIAN JOURNAL OF GEOSCIENCES 2016年第9期9卷 1-15页

作者： Haggag, Mohammed Elsayed, Ahmed A. Awadallah, Ayman G. Cairo Univ Dept Irrigat & Hydraul Fac Engn Giza 12613 Egypt Dar Al Handasah Shair & Partners Giza Egypt Fayoum Univ Dept Civil Engn Fac Engn Al Fayyum Egypt

A geostatistical approach based on ordinary kriging is presented for the evaluation and the augmentation of an existing rain gauge network. The evaluation is based on estimating the percentage of the area that achieves a targeted level of acceptable accuracy. The variances of kriging estimation erros at un-gauged locations were assumed to be normally distributed. Kriging estimation erros with a probability that equals to or exceeds a given threshold value of acceptance probability were assumed to have satisfactory accuracies. The percentage of the area that achieved the targeted probability of acceptance is delineated and used to judge the overall performance of the existing rain gauge network. A study area in northern Oman located in Sohar governorate is selected as the pilot case. The area has 34 rain gauges and it is characterized by a terrain surface that varies from coastal plain to mountains. For a threshold value of 0.85, and 0.90 of acceptance probability, the existing network achieved area of acceptable probability of 88.71 and 77.72 %, respectively. For a success criterion of 80 %, the existing rain gauge network indicated acceptable performance for acceptance probability threshold of 0.85 and inadequate performance is noticed in the case of probability threshold of 0.90, which necessitated further network augmentation. A sequential algorithm for ranking and prioritization of the existing rain gauges is used to classify the existing rain gauges into base and non-base rain gauges. The base rain gauge network for mean annual rainfall comprised about 29 of the existing rain gauges. The identified non-base rain gauges were sequentially relocated to achieve higher levels of percentage of area with acceptable accuracy. The percentage of area with acceptable accuracy increased from 88.71 % for the original rain gauge network to about 94.51 % for the augmented network by adding four rain gages at probability acceptance threshold of 0.85. It also increased from 77.

关键词： Rain gauge network Geostatistics Ordinary kriging sequential algorithm Semivariogram Oman

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D-optimal minimax design criterion for two-level fractional factorial designs

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JOURNAL OF STATISTICAL PLANNING AND INFERENCE 2011年第1期141卷 576-587页

作者： Wilmut, Michael Zhou, Julie Univ Victoria Dept Math & Stat Victoria BC V8W 3R4 Canada

A D-optimal minimax design criterion is proposed to construct two-level fractional factorial designs, which can be used to estimate a linear model with main effects and some specified interactions. D-optimal minimax designs are robust against model misspecification and have small biases if the linear model contains more interaction terms. When the D-optimal minimax criterion is compared with the D-optimal design criterion, we find that the D-optimal design criterion is quite robust against model misspecification. Lower and upper bounds derived for the loss functions of optimal designs can be used to estimate the efficiencies of any design and evaluate the effectiveness of a search algorithm. Four algorithms to search for optimal designs for any run size are discussed and compared through several examples. An annealing algorithm and a sequential algorithm are particularly effective to search for optimal designs. (C) 2010 Elsevier B.V. All rights reserved.

关键词： Annealing algorithm Model misspecification Optimal design Requirement set Robust design sequential algorithm

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An algorithm for Nonlinear, Nonparametric Model Choice and Prediction

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JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS 2015年第3期24卷 695-714页

作者： Ferraty, Frederic Hall, Peter Univ Toulouse 3 Toulouse Math Inst F-31062 Toulouse France Univ Melbourne Dept Math & Stat Parkville Vic 3010 Australia

We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, aims to choose those combinations of vector components that provide best prediction. The algorithm is constructed specifically so that it devotes attention to components that might be of relatively little predictive value by themselves, and so might be ignored by more conventional methodology for model choice, but which, in combination with other difficult-to-find components, can be particularly beneficial for prediction. The design of the algorithm is also motivated by a desire to choose vector components that become redundant once appropriate combinations of other, more relevant components are selected. Our theoretical arguments show these goals are met in the sense that, with probability converging to 1 as sample size increases, the algorithm correctly determines a small, fixed number of variables on which the regression mean, g say, depends, even if dimension diverges to infinity much faster than n. Moreover, the estimated regression mean based on those variables approximates g with an error that, to first order, equals the error which would arise if we were told in advance the correct variables. In this sense, the estimator achieves oracle performance. Our numerical work indicates that the algorithm is suitable for very high dimensional problems, where it keeps computational labor in check by using a novel sequential argument, and also for more conventional prediction problems, where dimension is relatively low.

关键词： Feature and variable selection Combinations of variables Nonparametric regression sequential algorithm

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A self-scaling sequential quasi-Newton method for estimating the heat transfer coefficient distribution in the air jet impingement

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INTERNATIONAL JOURNAL OF THERMAL SCIENCES 2023年 185卷

作者： Hong, Donglin Li, Guojun Wei, Linyang Li, Dingyong Li, Pengju Yi, Zhi Northeastern Univ Sch Met Shenyang Peoples R China Northeastern Univ Sch Met 11 Wenhua Rd Shenyang 110819 Peoples R China

Accurate knowledge of the heat transfer coefficient (HTC) distribution is of great significance to the control and optimization of the heat transfer system in the air jet impingement. For this purpose, the estimation of the temporally-spatially varying HTC in the air jet impingement is studied based on the inverse heat conduction problem. The transient two-dimensional heat conduction model of the target disc under a single cooling air jet is established and utilized as the direct problem. A self-scaling sequential quasi-Newton method (SS-SQNM) is developed for accurately and efficiently solving the inverse problem. As a modification of the sequential quasi -Newton method (SQNM), the SS-SQNM adopts the self-scaling updating equation to accelerate the single-step convergence rate during iteration, and thus attains higher inversion efficiency than the SQNM. A series of nu-merical tests are carried out to investigate the performance of the SS-SQNM and the effects of the regularization parameters on inverse results. The results reveal that the SS-SQNM can give stable and accurate estimates of the HTC when regularization parameters are appropriately selected through the discrepancy principle. The mean absolute percentage error of the estimated HTC distribution is generally less than 10.2% in the presence of measurement noises. Additionally, the iteration number required by the SS-SQNM for inversion is only about 7.81%-27.78% of that of the SQNM under the same conditions, which saves lots of computational time for the SS-SQNM. Therefore, the SS-SQNM developed in this study is a promising inverse algorithm, which can be employed to estimate the HTC distribution in the air jet impingement with reasonable accuracy and efficiency.

关键词： Inverse heat conduction problem Air jet impingement Heat transfer coefficient Self -scaling quasi -Newton method sequential algorithm

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DETERMINING THE SEPARATION OF SIMPLE POLYGONS

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INTERNATIONAL JOURNAL OF COMPUTATIONAL GEOMETRY & APPLICATIONS 1994年第4期4卷 457-474页

作者： Amato, Nancy M. Univ Illinois Urbana Champaign Coordinated Sci Lab Urbana IL 61801 USA Univ Illinois Urbana Champaign Dept Comp Sci Urbana IL 61801 USA

Given simple polygons P and Q, their separation, denoted by sigma(P, Q), is defined to be the minimum distance between their boundaries. We present a parallel algorithm for finding a closest pair among all pairs (p, q), p is an element of P and q is an element of Q. The algorithm runs in O(log n) time using O(n) processors on a CREW PRAM, where n = vertical bar P vertical bar + vertical bar Q vertical bar. This algorithm is time-optimal and improves by a factor of O(log n) on the time complexity of previous parallel methods. The algorithm can be implemented serially in Theta(n) time, which gives the first optimal sequential algorithm for determining the separation of simple polygons. Our results are obtained by providing a unified treatment of the separation and the closest visible vertex problems for simple polygons.

关键词： separation simple polygon parallel algorithm sequential algorithm

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A parallel complex zero finder

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Reliable Computing 1995年第3期1卷 317-323页

作者： Schaefer, Mark J. Bubeck, Tilmann Wilhelm-Schickard-Institut Universität Tübingen Tübingen 72076 Sand 13 Germany

A recent paper [7] describes a variable precision interval arithmetic algorithm for the computation of the zeros of an analytic function inside a given rectangle and to a user-specified accuracy. The algorithm is based on the argument principle in the set of complex numbers C and carries much potential for parallelization at various levels of granularity. Here we explain how to modify the sequential algorithm to take advantage of parallelism at four levels ranging from coarse to medium grain. The algorithm is tested in a distributed environment consisting of eight SPARC workstations. The underlying software environment is also discussed. © 1995 Institute of New Technologies in Education.

关键词： Environments sequential algorithm Zero Analytic functions Osteonectin Synclitism parallelism Workstations algorithms parallelization scalable processor architecture Interval arithmetic Rectangle

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Generating Event-B Specifications from algorithm Descriptions 5th

Generating Event-B Specifications from Algorithm Description...

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5th International Conference on Abstract State Machines, Alloy, B, TLA, VDM, and Z

作者： Clark, Joy Bendisposto, Jens Hallerstede, Stefan Hansen, Dominik Leuschel, Michael Univ Dusseldorf Inst Informat Dusseldorf Germany Aarhus Univ Dept Engn Aarhus Denmark

ISBN: (纸本)9783319336008;9783319335995

We present a high-level algorithm description language which is translated to Event-B specifications for simulation, model checking and proof. Rather than trying to recover the program structure from a lower-level Event-B specification, we start with a high-level description of the algorithm. Our goals are more tractable code generation and more convenient modelling, while keeping the power of the Event-B method in terms of proof and refinement. We present various examples of algorithm descriptions and show that our translation ensures that they can be completely proven within Rodin while achieving a high-level of automatic proof.

关键词： Event-B Code generation sequential algorithm

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Particle filtering based single-channel blind separation of co-frequency MPSK signals

Particle filtering based single-channel blind separation of ...

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International Symposium on Intelligent Signal Processing and Communication Systems

作者： Tu Shilong Chen Shaohe Zheng Hui Wan Jian Natl Key Lab Blind Signal Proc Chengdu Peoples R China

ISBN: (纸本)9781424414468

In this paper, we rederive a particle filtering based algorithm for single-channel blind separation of co-frequency MPSK signals. A simplified implement approach is then proposed to reduce its complexity using an approximation and a sequential algorithm similar to the one utilized in decoding convolutional codes. Computer simulations show that the novel algorithm is superior compared to the existing algorithms.

关键词： single-channel blind separation BSS cofrequency particle filtering sequential algorithm

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