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This paper focuses on efficient steady-state computations of induction machines. In particular, the periodic Parareal algorithm with initial-value coarse problem (PP-IC) is considered for acceleration of classical time-stepping simulations…

计算工程、金融与科学 · 计算机科学 2020-02-19 Denys Bast , Iryna Kulchytska-Ruchka , Sebastian Schöps , Oliver Rain

Many modern statistical applications involve inference for complicated stochastic models for which the likelihood function is difficult or even impossible to calculate, and hence conventional likelihood-based inferential echniques cannot be…

统计计算 · 统计学 2013-05-29 Simon R. White , Theodore Kypraios , Simon P. Preston

Approximate Bayesian computation (ABC) refers to a family of inference methods used in the Bayesian analysis of complex models where evaluation of the likelihood is difficult. Conventional ABC methods often suffer from the curse of…

统计计算 · 统计学 2016-07-08 Jingjing Li , David J. Nott , Yanan Fan , Scott A. Sisson

A maximum likelihood methodology for a general class of models is presented, using an approximate Bayesian computation (ABC) approach. The typical target of ABC methods are models with intractable likelihoods, and we combine an ABC-MCMC…

统计方法学 · 统计学 2016-08-16 Umberto Picchini , Rachele Anderson

Approximate Bayesian Computation (ABC) methods are applicable to statistical models specified by generative processes with analytically intractable likelihoods. These methods try to approximate the posterior density of a model parameter by…

统计方法学 · 统计学 2024-03-11 Sanjay Chaudhuri , Subhroshekhar Ghosh , Kim Cuc Pham

Model parameter inference is a universal problem across science. This challenge is particularly pronounced in developmental biology, where faithful mechanistic descriptions require spatial-stochastic models with numerous parameters, yet…

生物物理 · 物理学 2024-07-16 Michael A. Ramirez-Sierra , Thomas R. Sokolowski

Approximate Bayesian Computation (ABC for short) is a family of computational techniques which offer an almost automated solution in situations where evaluation of the posterior likelihood is computationally prohibitive, or whenever…

统计理论 · 数学 2013-06-04 Gérard Biau , Frédéric Cérou , Arnaud Guyader

Accurate identification of parameters of load models is essential in power system computations, including simulation, prediction, and stability and reliability analysis. Conventional point estimation based composite load modeling approaches…

系统与控制 · 计算机科学 2019-03-27 Chang Fu , Zhe Yu , Di Shi , Haifeng Li , Caisheng Wang , Zhiwei Wang , Jie Li

Approximate Bayesian computation (ABC) methods have become increasingly prevalent of late, facilitating as they do the analysis of intractable, or challenging, statistical problems. With the initial focus being primarily on the practical…

统计计算 · 统计学 2015-08-24 David T. Frazier , Gael M. Martin , Christian P. Robert

Many scientifically well-motivated statistical models in natural, engineering, and environmental sciences are specified through a generative process. However, in some cases, it may not be possible to write down the likelihood for these…

统计方法学 · 统计学 2020-11-17 Sanjay Chaudhuri , Subhroshekhar Ghosh , David J. Nott , Kim Cuc Pham

Control algorithms such as model predictive control (MPC) and state estimators rely on a number of different parameters. The performance of the closed loop usually depends on the correct setting of these parameters. Tuning is often done…

系统与控制 · 电气工程与系统科学 2020-10-15 David Stenger , Muzaffer Ay , Dirk Abel

In this paper, we mainly focus on the penalized maximum likelihood estimation (MLE) of the high-dimensional approximate factor model. Since the current estimation procedure can not guarantee the positive definiteness of the error covariance…

统计计算 · 统计学 2019-01-18 Shaoxin Wang , Hu Yang , Chaoli Yao

Approximate Bayesian computation (ABC) is a class of algorithmic methods in Bayesian inference using statistical summaries and computer simulations. ABC has become popular in evolutionary genetics and in other branches of biology. However…

统计计算 · 统计学 2011-05-03 Olivier Francois , Guillaume Laval

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

最优化与控制 · 数学 2021-11-18 Joseph E. Gaudio , Anuradha M. Annaswamy , Eugene Lavretsky , Michael A. Bolender

To quantify how well theoretical predictions of structural ensembles agree with experimental measurements, we depend on the accuracy of forward models. These models are computational frameworks that generate observable quantities from…

生物物理 · 物理学 2025-11-04 Robert M. Raddi , Tim Marshall , Vincent A. Voelz

The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…

统计计算 · 统计学 2012-10-12 Daniel Silk , Saran Filippi , Michael P. H. Stumpf

Electroencephalographic signals are represented as multidimensional datasets. We introduce an enhancement to the augmented covariance method (ACM), exploiting more thoroughly its mathematical properties, in order to improve motor imagery…

信号处理 · 电气工程与系统科学 2024-06-26 Igor Carrara , Theodore Papadopoulo

This paper presents an algorithm to optimize the parameters of power systems equivalents to enhance the accuracy of the DC power flow approximation in reduced networks. Based on a zonal division of the network, the algorithm produces a…

系统与控制 · 电气工程与系统科学 2023-11-23 Babak Taheri , Daniel K. Molzahn

A mobile manipulator often finds itself in an application where it needs to take a close-up view before performing a manipulation task. Named this as a coupled active perception and manipulation (CAPM) problem, we model the uncertainty in…

机器人学 · 计算机科学 2023-10-02 Shuangyu Xie , Chengsong Hu , Di Wang , Joe Johnson , Muthukumar Bagavathiannan , Dezhen Song

We analyze the computational efficiency of approximate Bayesian computation (ABC), which approximates a likelihood function by drawing pseudo-samples from the associated model. For the rejection sampling version of ABC, it is known that…

统计计算 · 统计学 2016-02-18 Luke Bornn , Natesh Pillai , Aaron Smith , Dawn Woodard