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Numerical Solution of Stochastic Differential Equations on Supercomputers

NUMERICAL ANALYSIS AND APPLICATIONS 2011年第1期4卷 1-11页

作者： Artemiev, S. S. Korneev, V. D. Russian Acad Sci Inst Comp Math & Math Geophys Siberian Branch Pr Akad Lavrenteva 6 Novosibirsk 630090 Russia Novosibirsk State Univ Novosibirsk 630090 Russia

This paper deals with some problems of accuracy of algorithms for the numerical solutions of stochastic differential equations (SDEs) versus the size of the ensemble of trajectories simulated. The problems of accuracy arise in estimating functionals of SDE solutions with increasing variance, highly asymmetric distributions, and an indefinite time of arrival of trajectories of solutions at the boundaries of given domains. Some ways of parallelization of statistical algorithms on a multiprocessor cluster are described. Results of numerical experiments performed on a supercomputer available at the Siberian Supercomputer Center are presented.

关键词： stochastic differential equations statistical algorithms parallelization super computer cluster

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One-sided tolerance limits for unbalanced one-way random effects models: a generalized Mee and Owen procedure

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JOURNAL OF statistical COMPUTATION AND SIMULATION 2008年第12期78卷 1213-1225页

作者： Romero-Villafranca, R. Zunica, L. Romero-Zunica, R. Pagura, J. A. Univ Politecn Valencia Dept Estadist & Invest Operat Aplicadas & Calidad Valencia 46022 Spain Univ Nacl Rosario RA-2000 Rosario Santa Fe Argentina

This article proposes a new procedure for obtaining one-sided tolerance limits in unbalanced random effects models. The procedure is a generalization of that proposed by Mee and Owen for the balanced situation, and can be easily implemented, because it only needs a non-central-t table. Two simulation studies are carried out to assess the performance of the new procedure and to compare it with one of the other procedures laid out in previous statistical literature. The article findings show that the new procedure is much simpler to compute and performs better than the previous ones, having inferior values of the gamma bias in a wide range of situations, representative of many actual industrial applications, and behaving also reasonably well in more extreme sampling situations. The use of the new limits is illustrated by an application to an actual example from the steel industry.

关键词： Characteristic values Non-central-t statistical algorithms Steel industry Tolerance intervals Unbalanced cluster sampling

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Edgeworth expansions and rates of convergence for normalized sums: Chung's 1946 method revisited

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STATISTICS & PROBABILITY LETTERS 2010年第23-24期80卷 1875-1880页

作者： Finner, Helmut Dickhaus, Thorsten Humboldt Univ Dept Math D-10099 Berlin Germany German Diabet Ctr Inst Biometr & Epidemiol Dusseldorf Germany

In this work we revisit, correct and extend Chung's 1946 method for deriving higher order Edgeworth expansions with respect to t-statistics and generalized self-normalized sums. Thereby we provide a set of formulas which allows the computation of the approximation of any order and specify the first four polynomials in the Edgeworth expansion, the first two of which are well known. It turns out that knowledge of the first four polynomials is necessary and sufficient for characterizing the rate of convergence of the Edgeworth expansion in terms of moments and the norming sequence appearing in generalized self-normalized sums. It will be shown that depending on the moments and the norming sequence, the rate of convergence can be O(n(-i/2)), i = 1.....4 Finally, we study expansions and rates of convergence if the normal distribution is replaced by the t-distribution. (C) 2010 Elsevier B.V. All rights reserved.

关键词： Generalized self-normalized sum Hermite polynomials Normal approximation statistical algorithms Student's t

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Microarray analysis of gene expression in lupus

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ARTHRITIS RESEARCH & THERAPY 2003年第6期5卷 279-287页

作者： Crow, MK Wohlgemuth, J Hosp Special Surg Mary Kirkland Ctr Lupus Res New York NY 10021 USA Express Diagnost Inc San Francisco CA USA

Recent advances in the study of global patterns of gene expression with the use of microarray technology, coupled with data analysis using sophisticated statistical algorithms, have provided new insights into pathogenic mechanisms of disease. Complementary and reproducible data from multiple laboratories have documented the feasibility of analysis of heterogeneous populations of peripheral blood mononuclear cells from patients with rheumatic diseases through use of this powerful technology. Although some patterns of gene expression, including increased expression of immune system cell surface activation molecules, confirm previous data obtained with other techniques, some novel genes that are differentially expressed have been identified. Most interesting is the dominant pattern of interferon-induced gene expression detected among blood mononuclear cells from patients with systemic lupus erythematosus and juvenile dermatomyositis. These data are consistent with long-standing observations indicating increased circulating interferon-alpha in the blood of patients with active lupus, but draw attention to the dominance of the interferon pathway in the hierarchy of gene expression pathways implicated in systemic autoimmunity.

关键词： gene expression interferon microarray statistical algorithms systemic lupus erythematosus

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NooJ Grammars and Ethical algorithms: Tackling On-Line Hate Speech 12th

NooJ Grammars and Ethical Algorithms: Tackling On-Line Hate ...

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12th International Conference on Automatic Processing of Natural-Language Electronic Texts with NooJ (NooJ)

作者： Monteleone, Mario Univ Salerno Dipartimento Sci Polit Sociali & Comunicaz Fisciano Italy

ISBN: (纸本)9783030108670;9783030108687

The definition of "on-line hate speech" covers all forms of expression that propagate, incite, promote or justify hatred based on intolerance, including that expressed in the form of discrimination and hostility against minorities. Moreover, the concept of hatred includes other sub-concepts such as Homophobia, Racism, Chauvinism, Terrorism, Nationalism, Tolerance/Intolerance, and so on. Specifically, on-line hate speech is used in cases of cyber-harassment, to harm others deliberately, repeatedly and aggressively, in a way so to weaken victims psychologically. To contrast this phenomenon, EC has allocated a relevant amount of H2020 funds for the completion of specific research projects, the goal of which is the construction of computer tools to locate, evaluate and eventually block on-line hate speech. Today, the automatic tackling of online hatred is a daily-performed operation on Social Forums like Facebook, Twitter and Instagram. However, the algorithms these Social Forums use are stochastic/statistical, therefore not suitable to contextualize syntactically and semantically the words used inside posts. Therefore, with on-line hate speech tackling, statistical algorithms may produce inaccurate or even false results, with rather serious consequences.

关键词： NooJ NooJ finite-state automata/transducers On-line hate speech Ethical algorithms Rule-based algorithms statistical algorithms

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Latest improvements in the performances of a Cryogenic Sapphire Oscillator 28

Latest improvements in the performances of a Cryogenic Sapph...

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28th European Frequency and Time Forum (EFTF)

作者： Grop, Serge Fluhr, Christophe Masson, Jean-Louis Kersale, Yann Rubiola, Enrico Giordano, Vincent Dubois, Benoit Haye, Gregory FEMTO ST Inst Besancon France Femto Engn Besancon France

ISBN: (纸本)9781479952526

In this paper, we report the characterization results of our cryogenic sapphire oscillators. The oscillator incorporates a sapphire resonator cooled down at the liquid helium temperature in a cryocooled ultra-low vibration cryostat. The phase noise of a single CSO is -104dBc/Hz at 1Hz offset of the 10GHz carrier. The frequency fluctuations were measured with three frequency counters using different statistical algorithms. The best result at 1 s integration time is sigma(y)(1 s) = 6.5 x 10(-16). For the integration time above 10 s, the Allan deviation of a single CSOs computed from each data sets reaches a floor around 3.2 x 10(-16) at 100 s integration time for a daily frequency stability of 3.5 x 10(-15).

关键词： cryogenic electronics cryostats microwave oscillators microwave resonators sapphire Allan deviation CSO cryocooled ultra-low vibration cryostat cryogenic sapphire oscillators frequency 10 GHz frequency counters frequency fluctuations liquid helium temperature phase noise sapphire resonator statistical algorithms time 1 s time 100 s Instruments Phase noise Radiation detectors Resonant frequency Time-frequency analysis

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Harnessing Clusters for High Performance Computation of Gene Expression Microarray Comparative Analysis

Harnessing Clusters for High Performance Computation of Gene...

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10th International Conference on algorithms and Architectures for Parallel Processing

作者： Church, Philip Wong, Adam Goscinski, Andrzej Lefevre, Christophe Deakin Univ Sch Informat Technol Geelong Vic 3217 Australia Victorian Partnership Adv Comp VPAC Melbourne Vic Australia Deakin Univ Inst Technol Res & Innov BioDeakin Geelong Vic 3217 Australia Monash Univ Victor Bioinformat Consort Clayton Vic 3800 Australia

ISBN: (纸本)9783642131356

Gene Expression Comparative Analysis allows bio-informatics researchers to discover the functional regulation of genes. This is achieved through comparisons between data-sets representing the quantities of substances in a biological system. Unnatural variations can be introduced during the data collection and digitization process so normalization algorithms must be applied to data before any accurate comparison can be made. There exist many different normalization methods each of which gives a different result. Comparing differently normalized datasets can allow for discovery of crucial regulated genes that may be otherwise hidden due to errors in a single normalization study. In this paper we introduce a web-based software package called EXP-PAC which makes use of a high performance computing platform of computer clusters to run multiple normalization methods in parallel. By generating multiple normalized datasets concurrently, we allow researchers the ability to improve the accuracy of their research with almost no extra time-cost.

关键词： Gene Expression Normalization Clusters statistical algorithms

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On the Complexity of Random Satisfiability Problems with Planted Solutions 15

On the Complexity of Random Satisfiability Problems with Pla...

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47th Annual ACM Symposium on Theory of Computing (STOC) held as part of the Federated Computing Research Conference

作者： Feldman, Vitaly Perkins, Will Vempala, Santosh IBM Res Almaden San Jose CA 95120 USA Univ Birmingham Birmingham B15 2TT W Midlands England Georgia Tech Atlanta GA 30332 USA

ISBN: (纸本)9781450335362

The problem of identifying a planted assignment given a random k-SAT formula consistent with the assignment exhibits a large algorithmic gap: while the planted solution can always be identified given a formula with O(n log n) clauses, there are distributions over clauses for which the best known efficient algorithms require n(k/2) clauses. We propose and study a unified model for planted k-SAT, which captures well-known special cases. An instance is described by a planted assignment sigma and a distribution on clauses with k literals. We define its distribution complexity as the largest r for which the distribution is not r-wise independent (1 <= r <= k for any distribution with a planted assignment). Our main result is an unconditional lower bound, tight up to logarithmic factors, of (Omega) over tilde (n(r/2)) clauses for statistical algorithms [42, 30], matching the known upper bound (which, as we show, can be implemented using a statistical algorithm) [31]. Since known approaches for problems over distributions have statistical analogues (spectral, MCMC, gradient based, convex optimization etc.), this lower bound provides a rigorous explanation of the observed algorithmic gap. The proof introduces a new general technique for the analysis of statistical algorithms. It also points to a geometric paring phenomenon in the space of all planted assignments. We describe consequences of our lower bounds to Feige's refutation hypothesis [26] and to lower bounds on general convex programs that solve planted k-SAT. Our bounds also extend to the planted k-CSP model, defined by Goldreich as a candidate for one-way function [37], and therefore provide concrete evidence for the security of Goldreich's one-way function and the associated pseudorandom generator when used with a sufficiently hard predicate.

关键词： planted satisfiability statistical algorithms k-SAT hypergraph partitioning refutation

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A BMI based design for robust PID controllers with two-degrees-of-freedom structure

A BMI based design for robust PID controllers with two-degre...

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American Control Conference

作者： Aoyama, J Konishi, K Yamamoto, T Hinamoto, T Hiroshima Univ Grad Sch Engn Dept Artificial Complex Syst Control Higashihiroshima Hiroshima 7398527 Japan

ISBN: (纸本)0780383354

This paper provides a design method for two-degrees-of-freedom I-PD (2DOF-I-PD) controllers including switched PD compensator based on bilinear matrix inequalities (BMIs). Two design specifications based on H-2 norm are formulated in BMIs, and PID parameters can be exactly obtained by solving the BMI problems via branch and bound algorithms. A set of PD compensators can be obtained simultaneously using proposing design method. The most effective parameter is selected out of the set of PD compensator based on the switching criterion which obtained from estimated system conditions using the statistic algorithms. Numerical examples are also shown.

关键词： robust control three-term control PD control control system synthesis compensation H/sup /spl infin// control linear matrix inequalities tree searching statistical analysis bilinear matrix inequalities robust PID controller design two degrees of freedom structure switched PD compensator H/sub 2/ norm PID parameters branch and bound algorithms statistical algorithms Branch and bound algorithms Three term control systems Tree searching linear matrix inequalities Proportional derivative control control system synthesis design approach Robust control compensated statistical methods

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The Power of Prognosis: Cox Model Prediction of Disease-Free Survival in Colon Cancer

The Power of Prognosis: Cox Model Prediction of Disease-Fr...

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Workshop held at the 12th International Conference on Model and Data Engineering, MEDI 2023

作者： Belhouichet, Oussama Yahyaoui, Aymen Boulila, Wadii Zribi, Aref Attia, Rabah SERCOM Lab Polytechnic School of Tunisia University of Carthage Carthage Tunisia Military Academy of Fondouk Jedid Nabeul Tunisia Robotics and Internet-of-Things Laboratory Prince Sultan University Riyadh Saudi Arabia RIADI Laboratory National School of Computer Sciences University of Manouba Manouba Tunisia Department of Medical Oncology Military Hospital of Instruction of Tunis Tunis Tunisia

ISBN: (纸本)9783031557286

Colon cancer requires a lot of continuous monitoring either before the first discovery of the disease or even after the cure since, at any time, the patient can suffer a recurrence. Adequate treatments for colon cancer patients need to be determined using modern techniques. Indeed, artificial intelligence offers advanced techniques and methods to analyze the disease-free survival of patients with different types of treatment. The appropriate treatment choice, especially for chemotherapy, is very difficult and needs careful monitoring and analysis by doctors. In this work, an innovative method based on statistical algorithms, namely the Cox model, is proposed to help oncology doctors make the right treatment decision by allowing them to discover the different results and consequences of the different possible treatments following disease-free survival prediction. This work was tested and validated by medical staff at the military hospital of instruction in Tunisia. © The Author(s), under exclusive license to Springer Nature Switzerland AG 2024.

关键词： Colon cancer CoxPH statistical algorithms Survival Analysis

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