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Filtering recursions for calculating likelihoods for queues based on inter-departure time data

STATISTICS AND COMPUTING 2004年第3期14卷 261-266页

作者： Fearnhead, P Univ Lancaster Dept Math & Stat Lancaster LA1 4YF England

We consider inference for queues based on inter-departure time data. Calculating the likelihood for such models is difficult, as the likelihood involves summing up over the (exponentially-large) space of realisations of the arrival process. We demonstrate how a likelihood recursion can be used to calculate this likelihood efficiently for the specific cases of M/G/1 and Er/G/1 queues. We compare the sampling properties of the mles to the sampling properties of estimators, based on indirect inference, which have previously been suggested for this problem.

关键词： Er/G/1 queues forward-backward algorithm indirect inference likelihood recursions M/G/1 queues missing data

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Viscosity modification with parallel inertial two steps forward-backward splitting methods for inclusion problems applied to signal recovery

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CHAOS SOLITONS & FRACTALS 2022年第0期157卷 111858-111858页

作者： Cholamjiak, Watcharaporn Dutta, Hemen Univ Phayao Sch Sci Phayao 56000 Thailand Gauhati Univ Dept Math Gauhati 781014 India

In this paper, we introduce a new parallel algorithm by combining viscosity modification with parallel inertial two steps forward-backward splitting methods for approximating a solution of common inclusion problems. The strongly convergent theorems are established under some suitable conditions in Hilbert spaces. The applicability and advantages of the new parallel algorithm are presented by using to solve signal recovering problem in compressed sensing. The efficiency of the algorithm is shown by comparing it with some previous parallel algorithms.(c) 2022 Elsevier Ltd. All rights reserved.

关键词： Inertial method Inclusion problem Parallel algorithm forward-backward algorithm Viscosity method Signal recovery

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Hierarchy of forward-backward stochastic Schrodinger equation

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JOURNAL OF CHEMICAL PHYSICS 2016年第2期145卷 024101-024101页

作者： Ke, Yaling Zhao, Yi Xiamen Univ Fujian Prov Key Lab Theoret & Computat Chem State Key Lab Phys Chem Solid Surfaces Xiamen 361005 Peoples R China Xiamen Univ Coll Chem & Chem Engn Dept Chem Xiamen 361005 Peoples R China

Driven by the impetus to simulate quantum dynamics in photosynthetic complexes or even larger molecular aggregates, we have established a hierarchy of forward-backward stochastic Schrodinger equation in the light of stochastic unravelling of the symmetric part of the influence functional in the path-integral formalism of reduced density operator. The method is numerically exact and is suited for Debye-Drude spectral density, Ohmic spectral density with an algebraic or exponential cutoff, as well as discrete vibrational modes. The power of this method is verified by performing the calculations of time-dependent population differences in the valuable spin-boson model from zero to high temperatures. By simulating excitation energy transfer dynamics of the realistic full FMO trimer, some important features are revealed. Published by AIP Publishing.

关键词： SCHRODINGER equation forward-backward algorithm STOCHASTIC processes QUANTUM theory PHOTOSYNTHESIS

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Approaching the solving of constrained variational inequalities via penalty term-based dynamical systems

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JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 2016年第2期435卷 1688-1700页

作者： Bot, Radu Ioan Csetnek, Ernoe Robert Univ Vienna Fac Math A-1090 Vienna Austria

We investigate the existence and uniqueness of (locally) absolutely continuous trajectories of a penalty term-based dynamical system associated to a constrained variational inequality expressed as a monotone inclusion problem. Relying on Lyapunov analysis and on the ergodic continuous version of the celebrated Opial Lemma we prove weak ergodic convergence of the orbits to a solution of the constrained variational inequality under investigation. If one of the operators involved satisfies stronger monotonicity properties, then strong convergence of the trajectories can be shown. (C) 2015 Elsevier Inc. All rights reserved.

关键词： Dynamical systems Lyapunov analysis Monotone inclusions forward-backward algorithm Penalty schemes

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Bayesian lithology/fluid inversion-comparison of two algorithms

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COMPUTATIONAL GEOSCIENCES 2010年第2期14卷 357-367页

作者： Ulvmoen, Marit Hammer, Hugo Norwegian Univ Sci & Technol N-7491 Trondheim Norway

algorithms for inversion of seismic prestack AVO data into lithology-fluid classes in a vertical profile are evaluated. The inversion is defined in a Bayesian setting where the prior model for the lithology-fluid classes is a Markov chain, and the likelihood model relates seismic data and elastic material properties to these classes. The likelihood model is approximated such that the posterior model can be calculated recursively using the extremely efficient forward-backward algorithm. The impact of the approximation in the likelihood model is evaluated empirically by comparing results from the approximate approach with results generated from the exact posterior model. The exact posterior is assessed by sampling using a sophisticated Markov chain Monte Carlo simulation algorithm. The simulation algorithm is iterative, and it requires considerable computer resources. Seven realistic evaluation models are defined, from which synthetic seismic data are generated. Using identical seismic data, the approximate marginal posterior is calculated and the exact marginal posterior is assessed. It is concluded that the approximate likelihood model preserves 50% to 90% of the information content in the exact likelihood model.

关键词： Seismic inversion Lithology-fluid prediction Empirical evaluation Bayesian model forward-backward algorithm

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Colored bosons on top FBA and angular cross section for t(t)over-bar production

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PHYSICS LETTERS B 2013年第4-5期725卷 372-377页

作者： Benbrik, R. Chen, Chuan-Hung EL Kacimi, M. CSIC UC Inst Fis Cantabria Santander Spain Fac Polydisciplinaire Safi Safi 46000 Morocco Cadi Ayyad Univ FSSM LPHEA Marrakech Morocco Lab Annecy Le Vieux Phys Particules LAPP Annecy France Natl Cheng Kung Univ Dept Phys Tainan 701 Taiwan

With full data set that corresponds to an integrated luminosity of 9.4 fb(-1), CDF has updated the top-quark forward-backward asymmetry (FBA) as functions of rapidity difference vertical bar Delta y vertical bar and t (t) over bar invariant mass M-t (t) over bar. Beside the sustained inconsistency between experiments and standard model (SM) predictions at large vertical bar Delta y vertical bar and M-t (t) over bar, an unexpected large first Legendre moment with a(1) = 0.39 +/- 0.108 is found. In order to solve the large top FBA, we study the contributions of color triplet scalar and color octet vector boson. We find that the top FBA at vertical bar Delta y vertical bar > 1 (M-t (t) over bar >450 GeV) in triplet and octet model could be enhanced to be around 40% (30%) and 26% (20%), whereas the first Legendre moment is a(1)(Di) = 0.38 and a(1)(Axi) = 0.23, respectively. Crown Copyright (C) 2013 Published by Elsevier B.V. All rights reserved.

关键词： BOSONS CROSS sections (Nuclear physics) DATA analysis LUMINOSITY QUARKS forward-backward algorithm REST mass (Relativity)

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Proximal-gradient algorithms for fractional programming

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OPTIMIZATION 2017年第8期66卷 1383-1396页

作者： Bot, Radu Ioan Csetnek, Ernoe Robert Univ Vienna Fac Math Vienna Austria Babes Bolyai Univ Fac Math & Comp Sci Cluj Napoca Romania

In this paper, we propose two proximal-gradient algorithms for fractional programming problems in real Hilbert spaces, where the numerator is a proper, convex and lower semicontinuous function and the denominator is a smooth function, either concave or convex. In the iterative schemes, we perform a proximal step with respect to the nonsmooth numerator and a gradient step with respect to the smooth denominator. The algorithm in case of a concave denominator has the particularity that it generates sequences which approach both the (global) optimal solutions set and the optimal objective value of the underlying fractional programming problem. In case of a convex denominator the numerical scheme approaches the set of critical points of the objective function, provided the latter satisfies the Kurdyka-Lojasiewicz property.

关键词： Fractional programming forward-backward algorithm convergence rate convex subdifferential limiting subdifferential Kurdyka-Lojasiewicz property

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Comments on "Distributed robust adaptive equilibrium computation for generalized convex games" [Automatica 63 (2016) 82-91]

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AUTOMATICA 2018年 97卷 186-188页

作者： Grammatico, Sergio Delft Univ Technol Delft Ctr Syst & Control Delft Netherlands

关键词： CONVEX functions LINEAR time invariant systems COMPUTER simulation forward-backward algorithm ITERATIVE methods (Mathematics)

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forward-backward analysis of the photon-number evolution in a cavity

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Physical Review A 2015年第6期91卷 062116-062116页

作者： T. Rybarczyk B. Peaudecerf M. Penasa S. Gerlich B. Julsgaard K. Mølmer S. Gleyzes M. Brune J. M. Raimond S. Haroche I. Dotsenko Laboratoire Kastler Brossel Collège de France CNRS ENS-PSL Research University UPMC-Sorbonne Universités 11 place Marcelin Berthelot 75005 Paris France Department of Physics and Astronomy Aarhus University Ny Munkegade 120 DK-8000 Aarhus C Denmark

A quantum system can be monitored through repeated interactions with meter systems. The state of the system at time t, represented by the density matrix ρ(t), then becomes conditioned on the information obtained by the meters until that time. More insight in the state of the system at any time t is provided, however, by taking into account the full detection of all meters interacting with the system both in the past and in the future of t. We present experiments that use near-resonant atomic probes to monitor the evolution of the quantized field in a cavity. The application of the forward-backward smoothing method to this quantum problem, justified by the past quantum state formalism [S. Gammelmark et al., Phys. Rev. Lett. 111, 160401 (2013)], allows us to resolve a posteriori dynamics, which is not reflected by the usual quantum state ρ(t).

关键词： PHOTON number forward-backward algorithm QUANTUM systems DENSITY matrices QUANTUM states

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Measurement of the forward-backward Asymmetry in the Production of B± Mesons in pp¯ Collisions at s=1.96 TeV

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Physical Review Letters 2015年第5期114卷 051803-051803页

作者： V. M. Abazov B. Abbott B. S. Acharya M. Adams T. Adams J. P. Agnew G. D. Alexeev G. Alkhazov A. Alton A. Askew S. Atkins K. Augsten C. Avila F. Badaud L. Bagby B. Baldin D. V. Bandurin S. Banerjee E. Barberis P. Baringer J. F. Bartlett U. Bassler V. Bazterra A. Bean M. Begalli L. Bellantoni S. B. Beri G. Bernardi R. Bernhard I. Bertram M. Besançon R. Beuselinck P. C. Bhat S. Bhatia V. Bhatnagar G. Blazey S. Blessing K. Bloom A. Boehnlein D. Boline E. E. Boos G. Borissov M. Borysova A. Brandt O. Brandt R. Brock A. Bross D. Brown X. B. Bu M. Buehler V. Buescher V. Bunichev S. Burdin C. P. Buszello E. Camacho-Pérez B. C. K. Casey H. Castilla-Valdez S. Caughron S. Chakrabarti K. M. Chan A. Chandra E. Chapon G. Chen S. W. Cho S. Choi B. Choudhary S. Cihangir D. Claes J. Clutter M. Cooke W. E. Cooper M. Corcoran F. Couderc M.-C. Cousinou D. Cutts A. Das G. Davies S. J. de Jong E. De La Cruz-Burelo F. Déliot R. Demina D. Denisov S. P. Denisov S. Desai C. Deterre K. DeVaughan H. T. Diehl M. Diesburg P. F. Ding A. Dominguez A. Dubey L. V. Dudko A. Duperrin S. Dutt M. Eads D. Edmunds J. Ellison V. D. Elvira Y. Enari H. Evans V. N. Evdokimov A. Fauré L. Feng T. Ferbel F. Fiedler F. Filthaut W. Fisher H. E. Fisk M. Fortner H. Fox S. Fuess P. H. Garbincius A. Garcia-Bellido J. A. García-González V. Gavrilov W. Geng C. E. Gerber Y. Gershtein G. Ginther O. Gogota G. Golovanov P. D. Grannis S. Greder H. Greenlee G. Grenier Ph. Gris J.-F. Grivaz A. Grohsjean S. Grünendahl M. W. Grünewald T. Guillemin G. Gutierrez P. Gutierrez J. Haley L. Han K. Harder A. Harel J. M. Hauptman J. Hays T. Head T. Hebbeker D. Hedin H. Hegab A. P. Heinson U. Heintz C. Hensel I. Heredia-De La Cruz K. Herner G. Hesketh M. D. Hildreth R. Hirosky T. Hoang J. D. Hobbs B. Hoeneisen J. Hogan M. Hohlfeld J. L. Holzbauer I. Howley Z. Hubacek V. Hynek I. Iashvili Y. Ilchenko R. Illingworth A. S. Ito S. Jabeen M. Jaffré A. Jayasinghe M. S. Jeong R. Jesik P. Jiang K. Johns E. Johnson M. Johnson A. Jonckheere P. Jonsson J. Joshi A. W. Jung A. Juste E. Kajfasz D. K Joint Institute for Nuclear Research Dubna Russia University of Oklahoma Norman Oklahoma 73019 USA Tata Institute of Fundamental Research Mumbai India University of Illinois at Chicago Chicago Illinois 60607 USA Florida State University Tallahassee Florida 32306 USA The University of Manchester Manchester M13 9PL United Kingdom Petersburg Nuclear Physics Institute St. Petersburg Russia University of Michigan Ann Arbor Michigan 48109 USA Louisiana Tech University Ruston Louisiana 71272 USA Czech Technical University in Prague Prague Czech Republic Universidad de los Andes Bogotá Colombia LPC Université Blaise Pascal CNRS/IN2P3 Clermont France Fermi National Accelerator Laboratory Batavia Illinois 60510 USA University of Virginia Charlottesville Virginia 22904 USA Northeastern University Boston Massachusetts 02115 USA University of Kansas Lawrence Kansas 66045 USA CEA Irfu SPP Saclay France Universidade do Estado do Rio de Janeiro Rio de Janeiro Brazil Panjab University Chandigarh India LPNHE Universités Paris VI and VII CNRS/IN2P3 Paris France Physikalisches Institut Universität Freiburg Freiburg Germany Lancaster University Lancaster LA1 4YB United Kingdom Imperial College London London SW7 2AZ United Kingdom University of Mississippi University Mississippi 38677 USA Northern Illinois University DeKalb Illinois 60115 USA University of Nebraska Lincoln Nebraska 68588 USA State University of New York Stony Brook New York 11794 USA Moscow State University Moscow Russia Taras Shevchenko National University of Kyiv Kiev Ukraine University of Texas Arlington Texas 76019 USA II. Physikalisches Institut Georg-August-Universität Göttingen Göttingen Germany Michigan State University East Lansing Michigan 48824 USA Institut für Physik Universität Mainz Mainz Germany Uppsala University Uppsala Sweden CINVESTAV Mexico City Mexico University of Notre Dame Notre Dame Indiana 46556 USA Rice University Houston Texas 77005 USA Korea

We present a measurement of the forward-backward asymmetry in the production of B± mesons, AFB(B±), using B±→J/ψK± decays in 10.4 fb−1 of pp¯ collisions at s=1.96 TeV collected by the D0 experiment during Run II of the Tevatron collider. A nonzero asymmetry would indicate a preference for a particular flavor, i.e., b quark or b¯ antiquark, to be produced in the direction of the proton beam. We extract AFB(B±) from a maximum likelihood fit to the difference between the numbers of forward- and backward-produced B± mesons. We measure an asymmetry consistent with zero: AFB(B±)=[−0.24±0.41 (stat)±0.19 (syst)]%.

关键词： forward-backward algorithm ASYMMETRY (Chemistry) PHOTON-photon interactions MESON-lepton interactions TEVATRON QUANTUM chromodynamics

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