8 results on '"Monte-Carlo techniques"'
Search Results
2. An adaptive Bayesian inference algorithm to estimate the parameters of a hazardous atmospheric release.
- Author
-
Rajaona, Harizo, Septier, François, Armand, Patrick, Delignon, Yves, Olry, Christophe, Albergel, Armand, and Moussafir, Jacques
- Subjects
- *
AIR pollution , *ATMOSPHERIC chemistry , *BAYESIAN analysis , *PARAMETER estimation , *MARKOV chain Monte Carlo - Abstract
In the eventuality of an accidental or intentional atmospheric release, the reconstruction of the source term using measurements from a set of sensors is an important and challenging inverse problem. A rapid and accurate estimation of the source allows faster and more efficient action for first-response teams, in addition to providing better damage assessment. This paper presents a Bayesian probabilistic approach to estimate the location and the temporal emission profile of a pointwise source. The release rate is evaluated analytically by using a Gaussian assumption on its prior distribution, and is enhanced with a positivity constraint to improve the estimation. The source location is obtained by the means of an advanced iterative Monte-Carlo technique called Adaptive Multiple Importance Sampling (AMIS), which uses a recycling process at each iteration to accelerate its convergence. The proposed methodology is tested using synthetic and real concentration data in the framework of the Fusion Field Trials 2007 (FFT-07) experiment. The quality of the obtained results is comparable to those coming from the Markov Chain Monte Carlo (MCMC) algorithm, a popular Bayesian method used for source estimation. Moreover, the adaptive processing of the AMIS provides a better sampling efficiency by reusing all the generated samples. [ABSTRACT FROM AUTHOR]
- Published
- 2015
- Full Text
- View/download PDF
3. Trans-Debye Scale Plasma Modeling & Stochastic GRB Wakefield Plasma Processes.
- Author
-
Frederiksen, Jacob Trier, Haugbo\lle, Troels, and Nordlund, Åke
- Subjects
- *
PLASMA astrophysics , *STOCHASTIC models , *ELECTROMAGNETIC fields , *PHOTONS , *NUCLEAR physics - Abstract
Modeling plasma physical processes in astrophysical context demands for both detailed kinetics and large scale development of the electromagnetic field densities. We present a new framework for modeling plasma physics of hot tenuous plasmas by a two-split scheme, in which the large scale fields are modeled by means of a particle-in-cell (PIC) code, and in which binary collision processes and single-particle processes are modeled through a Monte-Carlo approach. Our novel simulation tool—the PHOTONPLASMA code-is a unique hybrid model; it combines a highly parallelized (Vlasov) particle-in-cell approach with continuous weighting of particles and a sub-Debye Monte-Carlo binary particle interaction framework. As an illustration of the capabilities we present results from a numerical study [1] of gamma-ray burst-circumburst medium interaction and plasma preconditioning via Compton scattering. We argue that important microphysical processes can only viably be investigated by means of such “trans-Debye scale” hybrid codes. Our first results from 3D simulations with this new simulation tool suggest that magnetic fields and plasma filaments are created in the wakefield of prompt gamma-ray bursts. Furthermore, the photon flux density gradient impacts on particle acceleration in the burst head and wakefield. We discuss some possible implications of the circumburst medium being preconditioned for a trailing afterglow shock front. We also discuss important improvements for future studies of GRB wakefields processes, using the PHOTONPLASMA code. [ABSTRACT FROM AUTHOR]
- Published
- 2008
- Full Text
- View/download PDF
4. The use of mathematical models to simulate control options for echinococcosis
- Author
-
Torgerson, P.R.
- Subjects
- *
ECHINOCOCCUS granulosus , *MONTE Carlo method - Abstract
In many parts of the world Echinococcus granulosus is a widespread infection in sheep and dogs with a consequential spill over into the human population. In the past, mathematical models have been derived to define the transmission dynamics of this parasite, principally in the sheep-dog life cycle. These models have characterized the cycles of infection as lacking in density dependent constraints in both the definitive or intermediate hosts. This suggested that there was little, if any, induced host immunity by the parasite in either host in natural infections. However, recent evidence from both Tunisia and Kazakhstan, where young dogs are the most heavily parasitised, suggests the possibility of significant definitive host immunity. This may have an effect on the control effort needed to destabilize the parasite. A preliminary computer simulation model (based on an Excel spreadsheet) to attempt to predict the results of a control programme has been written. This demonstrates that there could be significantly different results if there is indeed protective immunity in the dog than in the absence of immunity. In the former the parasite needs a greater control effort to push the parasite towards extinction than in the latter. The computer simulation is based on a mathematical model of the parasite''s life cycle and is flexible so that different values of parameters can be used in different situations where the transmission of the parasite may be at different levels. Because of the flexibility of the computer simulation it is anticipated that this programme can be applied in most situations, although initial parameters for a particular location or strain of the parasite will have to be first predetermined with base line field surveys and possibly experimental infections. The programme also has an additional flexibility to enable simulations if some parameters cannot be accurately estimated through Monte-Carlo techniques. In the latter situation, worst and best case scenarios can be estimated and likely frequency distributions of the unknown parameters can be included in the model. [Copyright &y& Elsevier]
- Published
- 2003
- Full Text
- View/download PDF
5. A methodology for evaluating appropriateness of new energy resources in rural applications.
- Author
-
Tewari, S. and Srinath, L.
- Abstract
In this paper a method to determine the appropriateness of energy resources in rural applications is discussed. Feasible energy resources are comparatively evaluated using eight attributes representing the criteria of appropriateness. 'Appropriateness' is defined as a linear combination of attribute weights multiplied by attribute attainment levels which have been mapped into utility for decision-makers. The uncertainty in data is handled using Monte-Carlo techniques. Sample results indicate a set of dominant energy resources for a particular task. This method can be applied in real-life decision making concerning energy resources for rural applications. [ABSTRACT FROM AUTHOR]
- Published
- 1979
- Full Text
- View/download PDF
6. Statistical analysis of a dynamic model for dietary contaminant exposure
- Author
-
Stéphan Clémençon, Jessica Tressou, Patrice Bertail, Modélisation aléatoire de Paris X (MODAL'X), Université Paris Nanterre (UPN), Centre de Recherche en Économie et Statistique (CREST), Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] (ENSAI)-École polytechnique (X)-École Nationale de la Statistique et de l'Administration Économique (ENSAE Paris)-Centre National de la Recherche Scientifique (CNRS), Laboratoire Traitement et Communication de l'Information (LTCI), Télécom ParisTech-Institut Mines-Télécom [Paris] (IMT)-Centre National de la Recherche Scientifique (CNRS), Méthodologies d'Analyse de Risque Alimentaire (MET@RISK), Institut National de la Recherche Agronomique (INRA), Hong Kong University of Science and Technology - Information Systems, Business Statistics & Operations Management (HKUST-ISMT), Hong Kong University of Science and Technology (HKUST), Institut Mines-Télécom [Paris] (IMT)-Télécom Paris, Département Images, Données, Signal (IDS), Télécom ParisTech, and Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] (ENSAI)-École polytechnique (X)-École Nationale de la Statistique et de l'Administration Économique (ENSAE ParisTech )-Centre National de la Recherche Scientifique (CNRS)
- Subjects
Time Factors ,Computer science ,Stochastic modelling ,long run behavior ,01 natural sciences ,010104 statistics & probability ,[STAT.ML]Statistics [stat]/Machine Learning [stat.ML] ,[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] ,Statistics ,Econometrics ,simulation estimator ,Piecewise-deterministic Markov process ,[MATH]Mathematics [math] ,rare event analysis ,ComputingMilieux_MISCELLANEOUS ,food safety risk analysis ,linear pharmacokinetics model ,piecewise deterministic ,markov process ,monte-carlo techniques ,bootstrap ,Ecology ,Estimator ,dietary contamination ,04 agricultural and veterinary sciences ,Methylmercury Compounds ,Contamination ,040401 food science ,Markov Chains ,Monte-Carlo techniques ,Monte Carlo Method ,Algorithms ,Process of elimination ,Food safety risk analysis ,Food Contamination ,Risk Assessment ,0404 agricultural biotechnology ,Rare events ,Humans ,Computer Simulation ,0101 mathematics ,Ecology, Evolution, Behavior and Systematics ,Probability ,Stochastic Processes ,Models, Statistical ,Environmental Exposure ,[STAT.TH]Statistics [stat]/Statistics Theory [stat.TH] ,Models, Theoretical ,Diet ,[MATH.MATH-PR]Mathematics [math]/Probability [math.PR] ,Kinetics ,Seafood ,13. Climate action ,Importance sampling ,piecewise deterministic Markov process - Abstract
This paper is devoted to the statistical analysis of a stochastic model introduced in [P. Bertail, S. Clémençon, and J. Tressou, A storage model with random release rate for modelling exposure to food contaminants, Math. Biosci. Eng. 35 (1) (2008), pp. 35-60] for describing the phenomenon of exposure to a certain food contaminant. In this modelling, the temporal evolution of the contamination exposure is entirely determined by the accumulation phenomenon due to successive dietary intakes and the pharmacokinetics governing the elimination process inbetween intakes, in such a way that the exposure dynamic through time is described as a piecewise deterministic Markov process. Paths of the contamination exposure process are scarcely observable in practice, therefore intensive computer simulation methods are crucial for estimating the time-dependent or steady-state features of the process. Here we consider simulation estimators based on consumption and contamination data and investigate how to construct accurate bootstrap confidence intervals (CI) for certain quantities of considerable importance from the epidemiology viewpoint. Special attention is also paid to the problem of computing the probability of certain rare events related to the exposure process path arising in dietary risk analysis using multilevel splitting or importance sampling (IS) techniques. Applications of these statistical methods to a collection of data sets related to dietary methyl mercury contamination are discussed thoroughly.
- Published
- 2009
- Full Text
- View/download PDF
7. An adaptive Bayesian inference algorithm to estimate the parameters of a hazardous atmospheric release
- Author
-
Christophe Olry, Yves Delignon, François Septier, Armand Albergel, Jacques Moussafir, Patrick Armand, Harizo Rajaona, Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS), DAM Île-de-France (DAM/DIF), Direction des Applications Militaires (DAM), Commissariat à l'énergie atomique et aux énergies alternatives (CEA)-Commissariat à l'énergie atomique et aux énergies alternatives (CEA), Institut TELECOM/TELECOM Lille1, Institut Mines-Télécom [Paris] (IMT), and ARIA Technologies
- Subjects
Pointwise ,Atmospheric Science ,[STAT.AP]Statistics [stat]/Applications [stat.AP] ,Source term estimation ,Computer science ,Bayesian probability ,Bayesian inference ,Probabilistic logic ,Markov chain Monte Carlo ,Adaptive multiple importance sampling ,Inverse problem ,symbols.namesake ,Monte-Carlo techniques ,Prior probability ,symbols ,[STAT.CO]Statistics [stat]/Computation [stat.CO] ,Algorithm ,[SPI.SIGNAL]Engineering Sciences [physics]/Signal and Image processing ,[STAT.ME]Statistics [stat]/Methodology [stat.ME] ,Importance sampling ,General Environmental Science - Abstract
International audience; In the eventuality of an accidental or intentional atmospheric release, the reconstruction of the source term using measurements from a set of sensors is an important and challenging inverse problem. A rapid and accurate estimation of the source allows faster and more efficient action for first-response teams, in addition to providing better damage assessment.This paper presents a Bayesian probabilistic approach to estimate the location and the temporal emission profile of a pointwise source. The release rate is evaluated analytically by using a Gaussian assumption on its prior distribution, and is enhanced with a positivity constraint to improve the estimation. The source location is obtained by the means of an advanced iterative Monte-Carlo technique called Adaptive Multiple Importance Sampling (AMIS), which uses a recycling process at each iteration to accelerate its convergence.The proposed methodology is tested using synthetic and real concentration data in the framework of the Fusion Field Trials 2007 (FFT-07) experiment. The quality of the obtained results is comparable to those coming from the Markov Chain Monte Carlo (MCMC) algorithm, a popular Bayesian method used for source estimation. Moreover, the adaptive processing of the AMIS provides a better sampling efficiency by reusing all the generated samples.
- Published
- 2015
- Full Text
- View/download PDF
8. Adaptive Bayesian Algorithms for the Estimation of Source Term in a Complex Atmospheric Release
- Author
-
Ickowicz, Adrien, Septier, François, Armand, Patrick, Delignon, Yves, LAGIS-SI, Laboratoire d'Automatique, Génie Informatique et Signal (LAGIS), Université de Lille, Sciences et Technologies-Centrale Lille-Centre National de la Recherche Scientifique (CNRS)-Université de Lille, Sciences et Technologies-Centrale Lille-Centre National de la Recherche Scientifique (CNRS), DAM Île-de-France (DAM/DIF), Direction des Applications Militaires (DAM), and Commissariat à l'énergie atomique et aux énergies alternatives (CEA)-Commissariat à l'énergie atomique et aux énergies alternatives (CEA)
- Subjects
adaptive algorithms ,Monte-Carlo techniques ,Source term estimation ,bayesian inference ,[INFO.INFO-TS]Computer Science [cs]/Signal and Image Processing ,[SPI.SIGNAL]Engineering Sciences [physics]/Signal and Image processing - Abstract
International audience; In this paper, we present an adaptive algorithm for the estimation of source parameters when a release of pollutant in the atmosphere is observed by a sensor network in complex flow field. Due to the error-based observations, inverse statistical methods have to be used to perform an estimation of the parameters (position of the source, time and mass of the release) of interest. However, given the complexity of the dispersion model, even with a Gaussian assumption on the sensor-based errors, direct inversion cannot be done. In order to have quick results, classical MCMC, while accurate, is too slow. We then demonstrate the accuracy of using adaptive techniques such as the AMIS (Population Monte-Carlo based). We finally compare the results with the classical MCMC estimation in term of accuracy and velocity of implementation.
- Published
- 2013
Catalog
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.