检索结果-内蒙古大学图书馆

Bayesian Parameter Inference for Partially Observed Stochastic Volterra Equations

学校读者我要写书评

暂无评论

arXiv 2023年

作者： Jasra, Ajay Ruzayqat, Hamza Wu, Amin Applied Mathematics & Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955 Saudi Arabia

In this article we consider Bayesian parameter inference for a type of partially observed stochastic Volterra equation (SVE). SVEs are found in many areas such as physics and mathematical finance. In the latter field they can be used to represent long memory in unobserved volatility processes. In many cases of practical interest, SVEs must be time-discretized and then parameter inference is based upon the posterior associated to this time-discretized process. Based upon recent studies on time-discretization of SVEs (e.g. [24]) we use Euler-Maruyama methods for the afore-mentioned discretization. We then show how multilevel Markov chain Monte Carlo (MCMC) methods [19] can be applied in this context. In the examples we study, we give a proof that shows that the cost to achieve a 4 mean square error (MSE) of O(ϵ2), ϵ > 0, is O(ϵ− 4/2H+1 ), where H is the Hurst parameter. If one uses a single level MCMC method then the cost is O(ϵ−2(2H+3)/ 2H+1 ) to achieve the same MSE. We illustrate these results in the context of state-space and stochastic volatility models, with the latter applied to real *** Codes 62F15, 62M20, 60J10, 60J22, 65C40 © 2023, CC BY.

关键词： Mean square error

Imaging atomic-scale chemistry from fused multi-modal electron microscopy

学校读者我要写书评

暂无评论

npj Computational Materials 2022年第1期8卷 164-171页

作者： Jonathan Schwartz Zichao Wendy Di Yi Jiang Alyssa J.Fielitz Don-Hyung Ha Sanjaya D.Perera Ismail El Baggari Richard D.Robinson Jeffrey A.Fessler Colin Ophus Steve Rozeveld Robert Hovden Department of Materials Science and Engineering University of MichiganAnn ArborMIUSA Mathematics and Computer Science Division Argonne National LaboratoryLemontILUSA Advanced Photon Source Facility Argonne National LaboratoryLemontILUSA Dow Chemical Co. MidlandMIUSA Department of Material Science and Engineering Cornell UniversityIthacaNew YorkUSA School of Integrative Engineering Chung-Ang UniversitySeoulRepublic of Korea Department of Physics Cornell UniversityIthacaNYUSA The Rowland Institute at Harvard CambridgeMAUSA Department of Electrical Engineering and Computer Science University of MichiganAnn ArborMIUSA National Center for Electron Microscopy Lawrence Berkeley National LaboratoryMolecular FoundryBerkeleyCAUSA Applied Physics Program University of MIchiganAnn ArborMIUnited States

Efforts to map atomic-scale chemistry at low doses with minimal noise using electron microscopes are fundamentally limited by inelastic ***,fused multi-modal electron microscopy offers high signal-to-noise ratio(SNR)recovery of material chemistry at nano-and atomic-resolution by coupling correlated information encoded within both elastic scattering(high-angle annular dark-field(HAADF))and inelastic spectroscopic signals(electron energy loss(EELS)or energy-dispersive x-ray(EDX)).By linking these simultaneously acquired signals,or modalities,the chemical distribution within nanomaterials can be imaged at significantly lower doses with existing detector *** many cases,the dose requirements can be reduced by over one order of *** high SNR recovery of chemistry is tested against simulated and experimental atomic resolution data of heterogeneous nanomaterials.

关键词： materials chemistry fused

Hamiltonicity, vertex symmetry, and broadcasting of uni-directional hypercubes

学校读者我要写书评

暂无评论

Hamiltonicity, vertex symmetry, and broadcasting of uni-dire...

Aizu International Symposium on Parallel Algorithms/Architecture Synthesis

作者： Shyh-Chain Chern Tai-Ching Tuan Jung-Sing Jwo Applied Mathematics Department Computer Science Program National Sun Yat-Sen University Kaohsiung Taiwan Department of Computer and Information Sciences Tunghai University Taichung Taiwan

ISBN: (纸本)081867038X

We show that the two uni-directional n-cubes, namely UHC1/sub n/ and UHC2/sub n/ proposed by Chou and Du (1990) as interconnection schemes are Hamiltonian. In addition, we show that (1) if n is even, both architectures are vertex symmetric; and (2) if n is odd, both architectures have exactly two vertex-symmetric components. By studying symmetry, we further prove that the maximum delay of one-port one-to-all broadcasting for either architecture is at most 1.5n.< >

关键词： Broadcasting Hypercubes Delay Network topology computer architecture computer networks Concurrent computing Distributed computing Contracts Bidirectional control

Optimizing Insurance Strategies through Disaster Risk Assessment Models: A Case Study of Earthquakes in Japan

学校读者我要写书评

暂无评论

Optimizing Insurance Strategies through Disaster Risk Assess...

Computing Innovation, Intelligence, Technologies and Education (CIITE), International Conference on

作者： Qiyuan Luo Xingnan Zhang Yuanxin Zhang Burra Venkata Durga Kumar Meifeng Liu Program in Computer Science & Technology Xiamen University Malaysia Kuala Lumplur Malaysia Program in Software Engineering Xiamen University Malaysia Kuala Lumplur Malaysia Program in Mathematics and Applied Mathematics Xiamen University Malaysia Kuala Lumplur Malaysia

ISBN: (数字)9798350377286

ISBN: (纸本)9798350377293

With the increasing frequency of extreme weather events and natural disasters, insurance providers around the world are facing enormous challenges. This study addresses insurance claims resulting from these disasters by developing a comprehensive disaster insurance risk assessment model, focusing on Japan, a country prone to frequent earthquakes. The model integrates a Catastrophe Model, the Analytic Hierarchy Process (AHP), and an expert scoring method to optimize the risk assessment and compensation process for historic buildings. The results show that the model has strong predictive power, which provides valuable insights for insurance companies, policymakers, and urban planners in mitigating the impact of disasters and protecting cultural heritage.

关键词： Analytical models Disasters Earthquakes Buildings Insurance Predictive models Risk management Cultural differences Meteorology Context modeling

UNRAVELING THE GEOGRAPHY OF INFECTION SPREAD: HARNESSING SUPER-AGENTS FOR PREDICTIVE MODELING

学校读者我要写书评

暂无评论

arXiv 2023年

作者： Sikaroudi, Amir Mohammad Esmaieeli Efrat, Alon Chertkov, Michael Computer Science Department University of Arizona TucsonAZ85721 United States Program in Applied Mathematics Department of Mathematics University of Arizona TucsonAZ85721 United States

Our study presents an intermediate-level modeling approach that bridges the gap between complex Agent-Based Models (ABMs) and traditional compartmental models for infectious diseases. We introduce "super-agents" to simulate infection spread in cities, reducing computational complexity while retaining individual-level interactions. This approach leverages real-world mobility data and strategic geospatial tessellations for efficiency. Voronoi Diagram tessellations, based on specific street network locations, outperform standard Census Block Group tessellations, and a hybrid approach balances accuracy and efficiency. Benchmarking against existing ABMs highlights key optimizations. This research improves disease modeling in urban areas, aiding public health strategies in scenarios requiring geographic specificity and high computational efficiency. Copyright © 2023, The Authors. All rights reserved.

关键词： Complex networks

Unbiased Estimation using Underdamped Langevin Dynamics

学校读者我要写书评

暂无评论

arXiv 2022年

作者： Ruzayqat, Hamza Chada, Neil K. Jasra, Ajay Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia

In this work we consider the unbiased estimation of expectations w.r.t. probability measures that have non-negative Lebesgue density, and which are known point-wise up-to a normalizing constant. We focus upon developing an unbiased method via the underdamped Langevin dynamics, which has proven to be popular of late due to applications in statistics and machine learning. Specifically in continuous-time, the dynamics can be constructed so that as the time goes to infinity they admit the probability of interest as a stationary measure. In many cases, time-discretized versions of the underdamped Langevin dynamics are used in practice which are run only with a fixed number of iterations. We develop a novel scheme based upon doubly randomized estimation as in [17, 19], which requires access only to time-discretized versions of the dynamics. The proposed scheme aims to remove the dicretization bias and the bias resulting from running the dynamics for a finite number of iterations. We prove, under standard assumptions, that our estimator is of finite variance and either has finite expected cost, or has finite cost with a high probability. To illustrate our theoretical findings we provide numerical experiments which verify our theory, which include challenging examples from Bayesian statistics and statistical *** Codes 60J22, 65C05, 65C40, 82C31, 62G08, 35Q56 © 2022, CC BY.

关键词： Dynamics

Angklung Smart Band: An IoT-Based System to Support Music Activities for Elderly in Thailand

学校读者我要写书评

暂无评论

Angklung Smart Band: An IoT-Based System to Support Music Ac...

2022 IEEE European Technology and Engineering Management Summit, E-TEMS 2022

作者： Hiranpanthaporn, Saranya Phoasavadi, Pornprapit Cooharojananone, Nagul Technopreneurship and Innovation Management Program Graduate School Chulalongkorn University Bangkok Bangkok Thailand Emili Sagol Creative Arts Research and Innovation for Well-being Center Chulalongkorn University Faculty of Fine and Applied Arts Department of Thai Music Bangkok Bangkok Thailand Chulalongkorn University Faculty of Science Department of Mathematics and Computer Science Bangkok Bangkok Thailand

ISBN: (数字)9781665411004

ISBN: (纸本)9781665411004

Organizing music activities for the elderly is another way that supports their well-being. Angklung, an Indonesian musical instrument, has been used for music activities for the elderly in Thailand with the hand signs method. Unfortunately, music activity is not widely used because the experts with the hand sign skills are few and not enough for demanding in the aging healthcare. At the same time, technologies of remote systems using the Internet of Things (IoT) have been developed to assist the elderly in supporting and improving their quality of life. This paper will introduce 'Angklung Smart Band,' an IoT-based system to support Angklung music activities for the elderly in Thailand. This work aims at setting up Angklung music activities for the elderly by using technology instead of hand signs. The system is composed of a web application, IoT devices, and Angklung musical instruments connected together via a wireless network. We did a preliminary study with the experts to improve experiences and system performance. After that, we asked the music experts to use the smart band to conduct the music activities experiment with the elderly for three days and give us feedback. The results found that the smart band could assist the Angklung music experts and help with the shortage of music expertise in aged care facilities or nursing homes. © 2022 IEEE.

关键词： Music

Antithetic Multilevel Particle Filters

学校读者我要写书评

暂无评论

arXiv 2023年

作者： Jasra, Ajay Maama, Mohamed Ombao, Hernando Applied Mathematics and Computational Science Program United States Statistics Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia

In this paper we consider the filtering of partially observed multi-dimensional diffusion processes that are observed regularly at discrete times. This is a challenging problem which requires the use of advanced numerical schemes based upon time-discretization of the diffusion process and then the application of particle filters. Perhaps the state-of-the-art method for moderate dimensional problems is the multilevel particle filter of [12]. This is a method that combines multilevel Monte Carlo and particle filters. The approach in that article is based intrinsically upon an Euler discretization method. We develop a new particle filter based upon the antithetic truncated Milstein scheme of [10]. We show that for a class of diffusion problems, for ϵ > 0 given, that the cost to produce a mean square error (MSE) in estimation of the filter, of O(ϵ2) is O(ϵ−2 log(ϵ)2). In the case of multidimensional diffusions with non-constant diffusion coefficient, the method of [12] has a cost of O(ϵ−2.5) to achieve the same MSE. We support our theory with numerical results in several examples. Copyright © 2023, The Authors. All rights reserved.

关键词： Mean square error

Local Sequential MCMC for Data Assimilation with Applications in Geoscience

学校读者我要写书评

暂无评论

arXiv 2024年

作者： Ruzayqat, Hamza Knio, Omar Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia

This paper presents a new data assimilation (DA) scheme based on a sequential Markov Chain Monte Carlo (SMCMC) DA technique [36] which is provably convergent and has been recently used for filtering, particularly for high-dimensional non-linear, and potentially, non-Gaussian state-space models. Unlike particle filters, which can be considered exact methods and can be used for filtering non-linear, non-Gaussian models, SMCMC does not assign weights to the samples/particles, and therefore, the method does not suffer from the issue of weight-degeneracy when a relatively small number of samples is used. We design a localization approach within the SMCMC framework that focuses on regions where observations are located and restricts the transition densities included in the filtering distribution of the state to these regions. This results in immensely reducing the effective degrees of freedom and thus improving the efficiency. We test the new technique on high-dimensional (d ∼ 104 − 105) linear Gaussian model and non-linear shallow water models with Gaussian noise with real and synthetic observations. For two of the numerical examples, the observations mimic the data generated by the Surface Water and Ocean Topography (SWOT) mission led by NASA, which is a swath of ocean height observations that changes location at every assimilation time step. We also use a set of ocean drifters' real observations in which the drifters are moving according the ocean kinematics and assumed to have uncertain locations at the time of assimilation. We show that when higher accuracy is required, the proposed algorithm is superior in terms of efficiency and accuracy over competing ensemble methods and the original SMCMC *** Codes 62M20, 60G35, 60J20, 94A12, 93E11, 65C40 © 2024, CC BY.

关键词： Markov chains