Abstract: In this paper some procedures for building confidence intervals for the reliability in stress-strength models are discussed and empirically compared. The particular case of a bivariate normal setup is considered. The confidence intervals suggested are obtained employing approximations or asymptotic properties of maximum likelihood estimators. The coverage and the precision of these intervals are empirically checked through a simulation study. An application to real paired data is also provided.
Abstract: This paper proposes a new performance characterization for the test strategy intended for second order filters denominated Transient Analysis Method (TRAM). We evaluate the ability of the addressed test strategy for detecting deviation faults under simultaneous statistical fluctuation of the non-faulty parameters. For this purpose, we use Monte Carlo simulations and a fault model that considers as faulty only one component of the filter under test while the others components adopt random values (within their tolerance band) obtained from their statistical distributions. The new data reported here show (for the filters under study) the presence of hard-to-test components and relatively low fault coverage values for small deviation faults. These results suggest that the fault coverage value obtained using only nominal values for the non-faulty components (the traditional evaluation of TRAM) seem to be a poor predictor of the test performance.
Abstract: We investigated statistical performance of Bayesian inference using maximum entropy and MAP estimation for several models which approximated wave-fronts in remote sensing using SAR interferometry. Using Monte Carlo simulation for a set of wave-fronts generated by assumed true prior, we found that the method of maximum entropy realized the optimal performance around the Bayes-optimal conditions by using model of the true prior and the likelihood representing optical measurement due to the interferometer. Also, we found that the MAP estimation regarded as a deterministic limit of maximum entropy almost achieved the same performance as the Bayes-optimal solution for the set of wave-fronts. Then, we clarified that the MAP estimation perfectly carried out phase unwrapping without using prior information, and also that the MAP estimation realized accurate phase unwrapping using conjugate gradient (CG) method, if we assumed the model of the true prior appropriately.
Abstract: A code has been developed in Mathematica using
Direct Simulation Monte Carlo (DSMC) technique. The code was
tested for 2-D air flow around a circular cylinder. Same geometry
and flow properties were used in FLUENT 6.2 for comparison. The
results obtained from Mathematica simulation indicated significant
agreement with FLUENT calculations, hence providing insight into
particle nature of fluid flows.
Abstract: Technology of thin film deposition is of interest in
many engineering fields, from electronic manufacturing to corrosion
protective coating. A typical deposition process, like that developed
at the University of Eindhoven, considers the deposition of a thin,
amorphous film of C:H or of Si:H on the substrate, using the
Expanding Thermal arc Plasma technique. In this paper a computing
procedure is proposed to simulate the flow field in a deposition
chamber similar to that at the University of Eindhoven and a
sensitivity analysis is carried out in terms of: precursor mass flow
rate, electrical power, supplied to the torch and fluid-dynamic
characteristics of the plasma jet, using different nozzles. To this
purpose a deposition chamber similar in shape, dimensions and
operating parameters to the above mentioned chamber is considered.
Furthermore, a method is proposed for a very preliminary evaluation
of the film thickness distribution on the substrate. The computing
procedure relies on two codes working in tandem; the output from
the first code is the input to the second one. The first code simulates
the flow field in the torch, where Argon is ionized according to the
Saha-s equation, and in the nozzle. The second code simulates the
flow field in the chamber. Due to high rarefaction level, this is a
(commercial) Direct Simulation Monte Carlo code. Gas is a mixture
of 21 chemical species and 24 chemical reactions from Argon plasma
and Acetylene are implemented in both codes. The effects of the
above mentioned operating parameters are evaluated and discussed
by 2-D maps and profiles of some important thermo-fluid-dynamic
parameters, as per Mach number, velocity and temperature. Intensity,
position and extension of the shock wave are evaluated and the
influence of the above mentioned test conditions on the film
thickness and uniformity of distribution are also evaluated.
Abstract: The paper describes the futures trading and aims to
design the speculators trading strategy. The problem is formulated as
the decision making task and such as is solved. The solution of the
task leads to complex mathematical problems and the approximations
of the decision making is demanded. Two kind of approximation are
used in the paper: Monte Carlo for the multi-step prediction and
iteration spread in time for the optimization. The solution is applied to the real-market data and the results of the off-line experiments are
presented.
Abstract: Since supply chains highly impact the financial
performance of companies, it is important to optimize and analyze
their Key Performance Indicators (KPI). The synergistic combination
of Particle Swarm Optimization (PSO) and Monte Carlo simulation is
applied to determine the optimal reorder point of warehouses in
supply chains. The goal of the optimization is the minimization of the
objective function calculated as the linear combination of holding and
order costs. The required values of service levels of the warehouses
represent non-linear constraints in the PSO. The results illustrate that
the developed stochastic simulator and optimization tool is flexible
enough to handle complex situations.
Abstract: The aim of this paper is to discuss a low-cost methodology that can predict traffic flow conflicts and quantitatively rank crash expectancies (based on relative probability) for various traffic facilities. This paper focuses on the application of statistical distributions to model traffic flow and Monte Carlo techniques to simulate traffic and discusses how to create a tool in order to predict the possibility of a traffic crash. A low-cost data collection methodology has been discussed for the heterogeneous traffic flow that exists and a GIS platform has been proposed to thematically represent traffic flow from simulations and the probability of a crash. Furthermore, discussions have been made to reflect the dynamism of the model in reference to its adaptability, adequacy, economy, and efficiency to ensure adoption.
Abstract: The study of non-equilibrium systems has attracted
increasing interest in recent years, mainly due to the lack of
theoretical frameworks, unlike their equilibrium counterparts.
Studying the steady state and/or simple systems is thus one of the
main interests. Hence in this work we have focused our attention on
the driven lattice gas model (DLG model) consisting of interacting
particles subject to an external field E. The dynamics of the system
are given by hopping of particles to nearby empty sites with rates
biased for jumps in the direction of E. Having used small two
dimensional systems of DLG model, the stochastic properties at nonequilibrium
steady state were analytically studied. To understand the
non-equilibrium phenomena, we have applied the analytic approach
via master equation to calculate probability function and analyze
violation of detailed balance in term of the fluctuation-dissipation
theorem. Monte Carlo simulations have been performed to validate
the analytic results.
Abstract: To increase precision and reliability of automatic control systems, we have to take into account of random factors affecting the control system. Thus, operational matrix technique is used for statistical analysis of first order plus time delay system with uniform random parameter. Examples with deterministic and stochastic disturbance are considered to demonstrate the validity of the method. Comparison with Monte Carlo method is made to show the computational effectiveness of the method.
Abstract: Using Dynamic Bayesian Networks (DBN) to model genetic regulatory networks from gene expression data is one of the major paradigms for inferring the interactions among genes. Averaging a collection of models for predicting network is desired, rather than relying on a single high scoring model. In this paper, two kinds of model searching approaches are compared, which are Greedy hill-climbing Search with Restarts (GSR) and Markov Chain Monte Carlo (MCMC) methods. The GSR is preferred in many papers, but there is no such comparison study about which one is better for DBN models. Different types of experiments have been carried out to try to give a benchmark test to these approaches. Our experimental results demonstrated that on average the MCMC methods outperform the GSR in accuracy of predicted network, and having the comparable performance in time efficiency. By proposing the different variations of MCMC and employing simulated annealing strategy, the MCMC methods become more efficient and stable. Apart from comparisons between these approaches, another objective of this study is to investigate the feasibility of using DBN modeling approaches for inferring gene networks from few snapshots of high dimensional gene profiles. Through synthetic data experiments as well as systematic data experiments, the experimental results revealed how the performances of these approaches can be influenced as the target gene network varies in the network size, data size, as well as system complexity.
Abstract: The purpose of this work is measurement of the
system presampling MTF of a variable resolution x-ray (VRX) CT
scanner. In this paper, we used the parameters of an actual VRX CT
scanner for simulation and study of effect of different focal spot sizes
on system presampling MTF by Monte Carlo method (GATE
simulation software). Focal spot size of 0.6 mm limited the spatial
resolution of the system to 5.5 cy/mm at incident angles of below 17º
for cell#1. By focal spot size of 0.3 mm the spatial resolution
increased up to 11 cy/mm and the limiting effect of focal spot size
appeared at incident angles of below 9º. The focal spot size of 0.3
mm could improve the spatial resolution to some extent but because
of magnification non-uniformity, there is a 10 cy/mm difference
between spatial resolution of cell#1 and cell#256. The focal spot size
of 0.1 mm acted as an ideal point source for this system. The spatial
resolution increased to more than 35 cy/mm and at all incident angles
the spatial resolution was a function of incident angle. By the way
focal spot size of 0.1 mm minimized the effect of magnification nonuniformity.
Abstract: Electronics Products that achieve high levels of integrated communications, computing and entertainment, multimedia features in small, stylish and robust new form factors are winning in the market place. Due to the high costs that an industry may undergo and how a high yield is directly proportional to high profits, IC (Integrated Circuit) manufacturers struggle to maximize yield, but today-s customers demand miniaturization, low costs, high performance and excellent reliability making the yield maximization a never ending research of an enhanced assembly process. With factors such as minimum tolerances, tighter parameter variations a systematic approach is needed in order to predict the assembly process. In order to evaluate the quality of upcoming circuits, yield models are used which not only predict manufacturing costs but also provide vital information in order to ease the process of correction when the yields fall below expectations. For an IC manufacturer to obtain higher assembly yields all factors such as boards, placement, components, the material from which the components are made of and processes must be taken into consideration. Effective placement yield depends heavily on machine accuracy and the vision of the system which needs the ability to recognize the features on the board and component to place the device accurately on the pads and bumps of the PCB. There are currently two methods for accurate positioning, using the edge of the package and using solder ball locations also called footprints. The only assumption that a yield model makes is that all boards and devices are completely functional. This paper will focus on the Monte Carlo method which consists in a class of computational algorithms (information processed algorithms) which depends on repeated random samplings in order to compute the results. This method utilized in order to recreate the simulation of placement and assembly processes within a production line.
Abstract: On the basis of Bayesian inference using the
maximizer of the posterior marginal estimate, we carry out phase
unwrapping using multiple interferograms via generalized mean-field
theory. Numerical calculations for a typical wave-front in remote
sensing using the synthetic aperture radar interferometry, phase
diagram in hyper-parameter space clarifies that the present method
succeeds in phase unwrapping perfectly under the constraint of
surface- consistency condition, if the interferograms are not corrupted
by any noises. Also, we find that prior is useful for extending a phase
in which phase unwrapping under the constraint of the
surface-consistency condition. These results are quantitatively
confirmed by the Monte Carlo simulation.
Abstract: This paper analyzes the patterns of the Monte Carlo
data for a large number of variables and minterms, in order to
characterize the circuit path length behavior. We propose models
that are determined by training process of shortest path length
derived from a wide range of binary decision diagram (BDD)
simulations. The creation of the model was done use of feed forward
neural network (NN) modeling methodology. Experimental results
for ISCAS benchmark circuits show an RMS error of 0.102 for the
shortest path length complexity estimation predicted by the NN
model (NNM). Use of such a model can help reduce the time
complexity of very large scale integrated (VLSI) circuitries and
related computer-aided design (CAD) tools that use BDDs.
Abstract: The purpose of this study is to introduce a new
interface program to calculate a dose distribution with Monte Carlo method in complex heterogeneous systems such as organs or tissues
in proton therapy. This interface program was developed under
MATLAB software and includes a friendly graphical user interface
with several tools such as image properties adjustment or results display. Quadtree decomposition technique was used as an image
segmentation algorithm to create optimum geometries from Computed Tomography (CT) images for dose calculations of proton
beam. The result of the mentioned technique is a number of nonoverlapped
squares with different sizes in every image. By this way
the resolution of image segmentation is high enough in and near
heterogeneous areas to preserve the precision of dose calculations
and is low enough in homogeneous areas to reduce the number of
cells directly. Furthermore a cell reduction algorithm can be used to combine neighboring cells with the same material. The validation of this method has been done in two ways; first, in comparison with experimental data obtained with 80 MeV proton beam in Cyclotron
and Radioisotope Center (CYRIC) in Tohoku University and second, in comparison with data based on polybinary tissue calibration method, performed in CYRIC. These results are presented in this paper. This program can read the output file of Monte Carlo code while region of interest is selected manually, and give a plot of dose distribution of proton beam superimposed onto the CT images.
Abstract: We constructed a method of phase unwrapping for a typical wave-front by utilizing the maximizer of the posterior marginal (MPM) estimate corresponding to equilibrium statistical mechanics of the three-state Ising model on a square lattice on the basis of an analogy between statistical mechanics and Bayesian inference. We investigated the static properties of an MPM estimate from a phase diagram using Monte Carlo simulation for a typical wave-front with synthetic aperture radar (SAR) interferometry. The simulations clarified that the surface-consistency conditions were useful for extending the phase where the MPM estimate was successful in phase unwrapping with a high degree of accuracy and that introducing prior information into the MPM estimate also made it possible to extend the phase under the constraint of the surface-consistency conditions with a high degree of accuracy. We also found that the MPM estimate could be used to reconstruct the original wave-fronts more smoothly, if we appropriately tuned hyper-parameters corresponding to temperature to utilize fluctuations around the MAP solution. Also, from the viewpoint of statistical mechanics of the Q-Ising model, we found that the MPM estimate was regarded as a method for searching the ground state by utilizing thermal fluctuations under the constraint of the surface-consistency condition.
Abstract: A challenging problem in radar signal processing is to
achieve reliable target detection in the presence of interferences. In
this paper, we propose a novel algorithm for automatic censoring of
radar interfering targets in log-normal clutter. The proposed
algorithm, termed the forward automatic censored cell averaging
detector (F-ACCAD), consists of two steps: removing the corrupted
reference cells (censoring) and the actual detection. Both steps are
performed dynamically by using a suitable set of ranked cells to
estimate the unknown background level and set the adaptive
thresholds accordingly. The F-ACCAD algorithm does not require
any prior information about the clutter parameters nor does it require
the number of interfering targets. The effectiveness of the F-ACCAD
algorithm is assessed by computing, using Monte Carlo simulations,
the probability of censoring and the probability of detection in
different background environments.
Abstract: Throughput is an important measure of performance of production system. Analyzing and modeling of production throughput is complex in today-s dynamic production systems due to uncertainties of production system. The main reasons are that uncertainties are materialized when the production line faces changes in setup time, machinery break down, lead time of manufacturing, and scraps. Besides, demand changes are fluctuating from time to time for each product type. These uncertainties affect the production performance. This paper proposes Bayesian inference for throughput modeling under five production uncertainties. Bayesian model utilized prior distributions related to previous information about the uncertainties where likelihood distributions are associated to the observed data. Gibbs sampling algorithm as the robust procedure of Monte Carlo Markov chain was employed for sampling unknown parameters and estimating the posterior mean of uncertainties. The Bayesian model was validated with respect to convergence and efficiency of its outputs. The results presented that the proposed Bayesian models were capable to predict the production throughput with accuracy of 98.3%.
Abstract: In this paper we present a novel approach for human
Body configuration based on the Silhouette. We propose to address
this problem under the Bayesian framework. We use an effective
Model based MCMC (Markov Chain Monte Carlo) method to solve
the configuration problem, in which the best configuration could be
defined as MAP (maximize a posteriori probability) in Bayesian
model. This model based MCMC utilizes the human body model to
drive the MCMC sampling from the solution space. It converses the
original high dimension space into a restricted sub-space constructed
by the human model and uses a hybrid sampling algorithm. We
choose an explicit human model and carefully select the likelihood
functions to represent the best configuration solution. The
experiments show that this method could get an accurate
configuration and timesaving for different human from multi-views.