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Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse problems

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arXiv 2022年

作者： Law, Kody J.H. Walton, Neil Yang, Shangda Jasra, Ajay School of Mathematics University of Manchester ManchesterM13 9PL United Kingdom 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

We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be approximated at finite resolution. This setting is ubiquitous across science and engineering applications, for example in the context of Bayesian inference where a physics-based model governed by an intractable partial differential equation (PDE) appears in the likelihood. A multi-index Sequential Monte Carlo (MISMC) method is used to construct ratio estimators which provably enjoy the complexity improvements of multi-index Monte Carlo (MIMC) as well as the efficiency of Sequential Monte Carlo (SMC) for inference. In particular, the proposed method provably achieves the canonical complexity of MSE−1, while single level methods require MSE−ξ for ξ > 1. This is illustrated on examples of Bayesian inverse problems with an elliptic PDE forward model in 1 and 2 spatial dimensions, where ξ = 5/4 and ξ = 3/2, respectively. It is also illustrated on more challenging log Gaussian process models, where single level complexity is approximately ξ = 9/4 and multilevel Monte Carlo (or MIMC with an inappropriate index set) gives ξ = 5/4 + ω, for any ω > 0, whereas our method is again canonical. We also provide novel theoretical verification of the product-form convergence results which MIMC requires for Gaussian processes built in spaces of mixed regularity defined in the spectral domain, which facilitates acceleration with fast Fourier transform methods via a cumulant embedding strategy, and may be of independent interest in the context of spatial statistics and machine learning. Copyright © 2022, The Authors. All rights reserved.

关键词： Inverse problems

The 2020 power blackout in the brazilian state of amapá: Lessons learned and opportunities

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The 2020 power blackout in the brazilian state of amapá: Le...

2021 IEEE PES Innovative Smart Grid Technologies Conference - Latin America, ISGT Latin America 2021

作者： Do Prado, Josue Campos Santos, Marcos Vinicius Ramos, Lucas Feksa Canha, Luciane Neves Konzen, Gabriel School of Engineering Computer Science Washington State University VancouverWA98686 United States School of Engineering Newcastle University Newcastle Upon TyneNE1 7RU United Kingdom Federal University of Rondônia Department of Electrical Engineering Porto Velho Brazil Graduate Program in Electrical Engineering Federal University of Santa Maria Santa Maria Brazil Division of Energy Economics and Environmental Studies Rio de Janeiro Brazil

ISBN: (纸本)9781665444217

The Brazilian state of Amapa=-notable for having 70% of its area consisting of unexplored Amazonian forests-experienced a massive power blackout in November 2020. An internal short-circuit in a transformer led to an explosion followed by a fire at the Macapa substation. This event left about 90% of the Amapa's population without power for several days in the middle of the COVID-19 pandemic, disrupting the lives of hundreds of thousands of people and raising concerns from several electricity sector stakeholders. This paper discusses select lessons learned from the power blackout and presents future opportunities to improve power system reliability and resilience for the grids in Amapá, and other similar Brazilian states, with a special focus on the increasingly important role of of distributed energy resources and smart grid technologies. © 2021 IEEE.

关键词： Outages

Intrinsic Parameter Fluctuation and Process Variation Effect of Vertically Stacked Silicon Nanosheet Complementary Field-Effect Transistors

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Intrinsic Parameter Fluctuation and Process Variation Effect...

IEEE International Symposium on Quality Electronic Design

作者： Sekhar Reddy Kola Yiming Li Min-Hui Chuang Parallel and Scientific Computing Laboratory Hsinchu Taiwan Electrical Engineering and Computer Science International Graduate Program Hsinchu Taiwan Institute of Communications Engineering Hsinchu Taiwan Institute of Biomedical Engineering Hsinchu Taiwan Institute of Pioneer Semiconductor Innovation Hsinchu Taiwan Institute of Artificial Intelligence Innovation Hsinchu Taiwan Department of Electronics and Electrical Engineering National Yang Ming Chiao Tung University Hsinchu Taiwan Center for mmWave Smart Radar System and Technologies National Yang Ming Chiao Tung University Hsinchu Taiwan

We study the variability of vertically stacked gate-all-around silicon nanosheet (GAA Si NS) complementary field-effect transistors (CFETs). The process variation effect (PVE), the work function fluctuation (WKF), and the random dopant fluctuation (RDF) of CFETs are statistically estimated using an experimentally validated device simulation technique. Among five factors of PVE, the channel thickness (T Nch /T Pch ), the channel width (W ch ), and the gate length (L G ) are significant. Owing to superior GAA channel control and increased effective gate area, both WKF and RDF are suppressed. Notably, the PVE on both N-/P-FETs of GAA Si CFET induce the largest off-state current fluctuations of 80% and 278%, respectively, because the device characteristic is very sensitive to the layer thickness and width of channel.

关键词： Fluctuations Gallium arsenide Logic gates Electric variables Silicon Resource description framework Semiconductor process modeling

Diffusion-based Reinforcement Learning for Edge-enabled AI-Generated Content Services

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TechRxiv

TechRxiv 2023年

作者： Du, Hongyang Li, Zonghang Niyato, Dusit Kang, Jiawen Xiong, Zehui Huang, Huawei Mao, Shiwen School of Computer Science and Engineering The Energy Research Institute @ NTU Interdisciplinary Graduate Program Nanyang Technological University Singapore School of Information and Communication Engineering University of Electronic Sciences and Technology of China Chengdu China School of Automation Guangdong University of Technology China Pillar of Information Systems Technology and Design Singapore University of Technology and Design Singapore School of Software Engineering Sun Yat-Sen University Zhuhai China Department of Electrical and Computer Engineering Auburn University Auburn United States

As Metaverse emerges as the next-generation Internet paradigm, the ability to efficiently generate content is paramount. AI-Generated Content (AIGC) emerges as a key solution, yet the resource-intensive nature of large Generative AI (GAI) models presents challenges. To address this issue, we introduce an AIGC-as-a-Service (AaaS) architecture, which deploys AIGC models in wireless edge networks to ensure broad AIGC services accessibility for Metaverse users. Nonetheless, an important aspect of providing personalized user experiences requires carefully selecting AIGC Service Providers (ASPs) capable of effectively executing user tasks, which is complicated by environmental uncertainty and variability. Addressing this gap in current research, we introduce the AI-Generated Optimal Decision (AGOD) algorithm, a diffusion model-based approach for generating the optimal ASP selection decisions. Integrating AGOD with Deep Reinforcement Learning (DRL), we develop the Deep Diffusion Soft Actor-Critic (D2SAC) algorithm, enhancing the efficiency and effectiveness of ASP selection. Our comprehensive experiments demonstrate that D2SAC outperforms seven leading DRL algorithms. Furthermore, the proposed AGOD algorithm has the potential for extension to various optimization problems in wireless networks, positioning it as a promising approach for future research on AIGC-driven services. The implementation of our proposed method is available at: https://***/Lizonghang/AGOD. © 2023, CC BY.

关键词： Reinforcement learning

Generative AI-enabled Vehicular Networks: Fundamentals, Framework, and Case Study

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arXiv 2023年

作者： Zhang, Ruichen Xiong, Ke Du, Hongyang Niyato, Dusit Kang, Jiawen Shen, Xuemin Poor, H. Vincent The Engineering Research Center of Network Management Technology High Speed Railway of Ministry of Education School of Computer and Information Technology Beijing Jiaotong University Beijing100044 China The Collaborative Innovation Center of Railway Traffic Safety Beijing Jiaotong University Beijing100044 China The National Engineering Research Center of Advanced Network Technologies Beijing Jiaotong University Beijing100044 China The School of Computer Science and Engineering The Energy Research Institute @ NTU Interdisciplinary Graduate Program Nanyang Technological University Singapore The School of Automation Guangdong University of Technology China The Department of Electrical and Computer Engineering University of Waterloo Canada The Department of Electrical and Computer Engineering Princeton University PrincetonNJ08544 United States

Recognizing the tremendous improvements that the integration of generative AI can bring to intelligent transportation systems, this article explores the integration of generative AI technologies in vehicular networks, focusing on their potential applications and challenges. Generative AI, with its capabilities of generating realistic data and facilitating advanced decision-making processes, enhances various applications when combined with vehicular networks, such as navigation optimization, traffic prediction, data generation, and evaluation. Despite these promising applications, the integration of generative AI with vehicular networks faces several challenges, such as real-time data processing and decision-making, adapting to dynamic and unpredictable environments, as well as privacy and security concerns. To address these challenges, we propose a multi-modality semantic-aware framework to enhance the service quality of generative AI. By leveraging multi-modal and semantic communication technologies, the framework enables the use of text and image data for creating multi-modal content, providing more reliable guidance to receiving vehicles and ultimately improving system usability and efficiency. To further improve the reliability and efficiency of information transmission and reconstruction within the framework, taking generative AI-enabled vehicle-to-vehicle (V2V) as a case study, a deep reinforcement learning (DRL)-based approach is proposed for resource allocation. Finally, we discuss potential research directions and anticipated advancements in the field of generative AI-enabled vehicular networks. Copyright © 2023, The Authors. All rights reserved.

关键词： Reinforcement learning

Diffusion-based Reinforcement Learning for Edge-enabled AI-Generated Content Services

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arXiv 2023年

作者： Du, Hongyang Li, Zonghang Niyato, Dusit Kang, Jiawen Xiong, Zehui Huang, Huawei Mao, Shiwen The School of Computer Science and Engineering The Energy Research Institute @ NTU Interdisciplinary Graduate Program Nanyang Technological University Singapore The School of Information and Communication Engineering University of Electronic Sciences and Technology of China Chengdu China The School of Automation Guangdong University of Technology China The Pillar of Information Systems Technology and Design Singapore University of Technology and Design Singapore The School of Software Engineering Sun Yat-Sen University Zhuhai China The Department of Electrical and Computer Engineering Auburn University Auburn United States

关键词： Reinforcement learning

Sequential Markov Chain Monte Carlo for Lagrangian Data Assimilation with Applications to Unknown Data Locations

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arXiv 2023年

作者： Ruzayqat, Hamza Beskos, Alexandros Crisan, Dan Jasra, Ajay Kantas, Nikolas 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 Department of Statistical Science University College London LondonWC1E 6BT United Kingdom Department of Mathematics Imperial College London LondonSW7 2AZ United Kingdom

We consider a class of high-dimensional spatial filtering problems, where the spatial locations of observations are unknown and driven by the partially observed hidden signal. This problem is exceptionally challenging as not only is high-dimensional, but the model for the signal yields longer-range time dependencies through the observation locations. Motivated by this model we revisit a lesser-known and provably convergent computational methodology from [4, 11, 28] that uses sequential Markov Chain Monte Carlo (MCMC) chains. We extend this methodology for data filtering problems with unknown observation locations. We benchmark our algorithms on Linear Gaussian state space models against competing ensemble methods and demonstrate a significant improvement in both execution speed and accuracy. Finally, we implement a realistic case study on a high-dimensional rotating shallow water model (of about 104 - 105 dimensions) with real and synthetic data. The data is provided by the National Oceanic and Atmospheric Administration (NOAA) and contains observations from ocean drifters in a domain of the Atlantic Ocean restricted to the longitude and latitude intervals [-51◦,-41◦], [17◦,27◦] *** Codes 62M20, 60G35, 60J20, 94A12, 93E11, 65C40 © 2023, CC BY.

关键词： Location

Measurement of peripheral nerve magnetostimulation thresholds of a head solenoid coil between 200 Hz and 88.1 kHz

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IEEE Journal of Translational engineering in Health and Medicine 2025年

作者： Barksdale, Alex C. Ferris, Natalie G. Mattingly, Eli Sliwiak, Monika Guerin, Bastien Wald, Lawrence L. Davids, Mathias Klein, Valerie MIT Department of Electrical Engineering and Computer Science CambridgeMA United States Martinos Center for Biomedical Imaging CharlestownMA United States Harvard University Harvard Graduate Program in Biophysics CambridgeMA United States Harvard-MIT Division of Health Sciences and Technology BostonMA United States Harvard Medical School BostonMA United States

Objective: Magnetic fields switching at kilohertz frequencies induce electric fields in the body, which can cause peripheral nerve stimulation (PNS). Although magnetostimulation has been extensively studied below 10 kHz, the behavior of PNS at higher frequencies remains poorly understood. This study aims to investigate PNS thresholds at frequencies up to 88.1 kHz and to explore deviations from the widely accepted hyperbolic strength-duration curve (SDC). Methods and procedures: PNS thresholds were measured in the head of 8 human volunteers using a solenoidal coil at 16 distinct frequencies, ranging from 200 Hz to 88.1 kHz. A hyperbolic SDC was used as a reference to compare the frequency-dependent behavior of PNS thresholds. Results: Contrary to the predictions of the hyperbolic SDC, PNS thresholds did not decrease monotonically with frequency. Instead, thresholds reached a minimum near 25 kHz, after which they increased by an average of 39% from 25 kHz to 88.1 kHz across subjects. This pattern indicates a significant deviation from previously observed behavior at lower frequencies. Conclusion: Our results suggest that PNS thresholds exhibit a non-monotonic frequency dependence at higher frequencies, diverging from the traditional hyperbolic SDC. These findings offer critical data for refining neurodynamic models and provide insights for setting PNS safety limits in applications like MRI gradient coils and magnetic particle imaging (MPI). Further investigation is needed to understand the biological mechanisms driving these deviations beyond 25 kHz. Clinical impact: These findings call for further basic research into biological mechanisms underlying high frequency PNS threshold trends, and supports refinement of safety guidelines for MRI and MPI systems for clinical implementation. © 2013 IEEE.

关键词： Neuroimaging

On the particle approximation of lagged Feynman–Kac formulae

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Stochastic Processes and their Applications 2025年 188卷

作者： Awadelkarim, Elsiddig Caffarel, Michel Del Moral, Pierre 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 University of Toulouse CNRS-Lab. de Chimie et Physique Quantiques Toulouse31062 France Centre de Recherche Inria Bordeaux Sud-Ouest Talence33405 France School of Data Science The Chinese University of Hong Kong Shenzhen Shenzhen China

In this paper we examine the numerical approximation of the limiting invariant measure associated with Feynman–Kac formulae. These are expressed in a discrete time formulation and are associated with a Markov chain and a potential function. The typical application considered here is the computation of eigenvalues associated with non-negative operators as found, for example, in physics or particle simulation of rare-events. We focus on a novel lagged approximation of this invariant measure, based upon the introduction of a ratio of time-averaged Feynman–Kac marginals associated with a positive operator iterated l∈N times;a lagged Feynman–Kac formula. This estimator and its approximation using Diffusion Monte Carlo (DMC) are commonly used in the physics literature. In short, DMC is an iterative algorithm involving N∈N particles or walkers simulated in parallel, that undergo sampling and resampling operations. In this work, it is shown that for the DMC approximation of the lagged Feynman–Kac formula, one has an almost sure characterization of the L1-error as the time parameter (iteration) goes to infinity and this is at most of O(exp{−κl}/N), for κ>0. In addition a non-asymptotic in time, and time uniform L1−bound is proved which is O(l/N). We also prove a novel central limit theorem to give a characterization of the exact asymptotic in time variance. This analysis demonstrates that the strategy used in physics, namely, to run DMC with N and l small and, for long time enough, is mathematically justified. Our results also suggest how one should choose N and l in practice. We emphasize that these results are not restricted to physical applications;they have broad relevance to the general problem of particle simulation of the Feynman–Kac formula, which is utilized in a great variety of scientific and engineering fields. © 2025 Elsevier B.V.

关键词： Iterative methods