Search results for "Monte Carlo [numerical calculations]"
showing 10 items of 1340 documents
Population Monte Carlo Schemes with Reduced Path Degeneracy
2017
Population Monte Carlo (PMC) algorithms are versatile adaptive tools for approximating moments of complicated distributions. A common problem of PMC algorithms is the so-called path degeneracy; the diversity in the adaptation is endangered due to the resampling step. In this paper we focus on novel population Monte Carlo schemes that present enhanced diversity, compared to the standard approach, while keeping the same implementation structure (sample generation, weighting and resampling). The new schemes combine different weighting and resampling strategies to reduce the path degeneracy and achieve a higher performance at the cost of additional low computational complexity cost. Computer si…
Monte Carlo Application in Brachytherapy Dosimetry
2009
This paper devoted to Monte-Carlo Applications in BT Dosimetry is organized in four parts: 1. Motivation of the use of Monte Carlo in brachytherapy 2. The use of Monte Carlo to obtain dose distribution around brachytherapy sources 3. Experimental dosimetry versus Monte Carlo 4. Others Monte Carlo applications in brachytherapy
Estimation of confidence limits for descriptive indexes derived from autoregressive analysis of time series: Methods and application to heart rate va…
2017
The growing interest in personalized medicine requires making inferences from descriptive indexes estimated from individual recordings of physiological signals, with statistical analyses focused on individual differences between/within subjects, rather than comparing supposedly homogeneous cohorts. To this end, methods to compute confidence limits of individual estimates of descriptive indexes are needed. This study introduces numerical methods to compute such confidence limits and perform statistical comparisons between indexes derived from autoregressive (AR) modeling of individual time series. Analytical approaches are generally not viable, because the indexes are usually nonlinear funct…
Sorting of Single Biomolecules based on Fourier Polar Representation of Surface Enhanced Raman Spectra
2016
AbstractSurface enhanced Raman scattering (SERS) spectroscopy becomes increasingly used in biosensors for its capacity to detect and identify single molecules. In practice, a large number of SERS spectra are acquired and reliable ranking methods are thus essential for analysing all these data. Supervised classification strategies, which are the most effective methods, are usually applied but they require pre-determined models or classes. In this work, we propose to sort SERS spectra in unknown groups with an alternative strategy called Fourier polar representation. This non-fitting method based on simple Fourier sine and cosine transforms produces a fast and graphical representation for sor…
Identification of differential risk hotspots for collision and vehicle type in a directed linear network
2019
Traffic accidents can take place in very different ways and involve a substantially distinct number and types of vehicles. Thus, it is of interest to know which parts of a road structure present an overrepresentation of a specific type of traffic accident, specially for some typologies of collisions and vehicles that tend to trigger more severe consequences for the users being involved. In this study, a spatial approach is followed to estimate the risk that different types of collisions and vehicles present in the central area of Valencia (Spain), considering the accidents observed in this city during the period 2014-2017. A directed spatial linear network representing the non-pedestrian ro…
Improving light propagation Monte Carlo simulations with accurate 3D modeling of skin tissue
2008
In this paper, we present a 3D light propagation model to simulate multispectral reflectance images of large skin surface areas. In particular, we aim to simulate more accurately the effects of various physiological properties of the skin in the case of subcutaneous vein imaging compared to existing models. Our method combines a Monte Carlo light propagation model, a realistic three-dimensional model of the skin using parametric surfaces and a vision system for data acquisition. We describe our model in detail, present results from the Monte Carlo modeling and compare our results with those obtained with a well established Monte Carlo model and with real skin reflectance images.
Adaptive Population Importance Samplers: A General Perspective
2016
Importance sampling (IS) is a well-known Monte Carlo method, widely used to approximate a distribution of interest using a random measure composed of a set of weighted samples generated from another proposal density. Since the performance of the algorithm depends on the mismatch between the target and the proposal densities, a set of proposals is often iteratively adapted in order to reduce the variance of the resulting estimator. In this paper, we review several well-known adaptive population importance samplers, providing a unified common framework and classifying them according to the nature of their estimation and adaptive procedures. Furthermore, we interpret the underlying motivation …
Analysis of block random rocking on nonlinear flexible foundation
2020
Abstract In this paper the rocking response of a rigid block randomly excited at its foundation is examined. A nonlinear flexible foundation model is considered accounting for the possibility of uplifting in the case of strong excitation. Specifically, based on an appropriate nonlinear impact force model, the foundation is treated as a bed of continuously distributed springs in parallel with nonlinear dampers. The statistics of the rocking response is examined by an analytical procedure which involves a combination of static condensation and stochastic linearization methods. In this manner, repeated numerical integration of the highly nonlinear differential equations of motion is circumvent…
Distributed Particle Metropolis-Hastings Schemes
2018
We introduce a Particle Metropolis-Hastings algorithm driven by several parallel particle filters. The communication with the central node requires the transmission of only a set of weighted samples, one per filter. Furthermore, the marginal version of the previous scheme, called Distributed Particle Marginal Metropolis-Hastings (DPMMH) method, is also presented. DPMMH can be used for making inference on both a dynamical and static variable of interest. The ergodicity is guaranteed, and numerical simulations show the advantages of the novel schemes.
CLUSTER MONTE CARLO ALGORITHMS IN STATISTICAL MECHANICS
1992
The cluster Monte Carlo method, where variables are updated in groups, is very efficient at second order phase transitions. Much better results can be obtained with less computer time. This article reviews the method of Swendsen and Wang and some of its applications.