Search results for "probability"

showing 10 items of 3417 documents

Influence of rounding errors on the quality of heuristic optimization algorithms

2011

Abstract Search space smoothing and related heuristic optimization algorithms provide an alternative approach to simulated annealing and its variants: while simulated annealing traverses barriers in the energy landscape at finite temperatures, search space smoothing intends to remove these barriers, so that a greedy algorithm is sufficient to find the global minimum. Several formulas for smoothing the energy landscape have already been applied, one of them making use of the finite numerical precision on a computer. In this paper, we thoroughly investigate the effect of finite numerical accuracy on the quality of results achieved with heuristic optimization algorithms. We present computation…

Statistics and ProbabilityMathematical optimizationHeuristic (computer science)Simulated annealingRound-off errorCondensed Matter PhysicsGreedy algorithmTravelling salesman problemMetaheuristicGlobal optimizationSmoothingMathematicsPhysica A: Statistical Mechanics and its Applications
researchProduct

Analysis of resources distribution in economics based on entropy

2002

We propose a new approach to the problem of e0cient resources distribution in di1erent types of economic systems. We also propose to use entropy as an indicator of the e0ciency of resources distribution. Our approach is based on methods of statistical physics in which the states of economic systems are described in terms of the density functions � (g; � ) of the variable — — — — � �

Statistics and ProbabilityMathematical optimizationMaximum entropy probability distributionEntropy (energy dispersal)Condensed Matter PhysicsMathematical economicsMathematicsPhysica A: Statistical Mechanics and its Applications
researchProduct

Objective Priors for Discrete Parameter Spaces

2012

This article considers the development of objective prior distributions for discrete parameter spaces. Formal approaches to such development—such as the reference prior approach—often result in a constant prior for a discrete parameter, which is questionable for problems that exhibit certain types of structure. To take advantage of structure, this article proposes embedding the original problem in a continuous problem that preserves the structure, and then using standard reference prior theory to determine the appropriate objective prior. Four different possibilities for this embedding are explored, and applied to a population-size model, the hypergeometric distribution, the multivariate hy…

Statistics and ProbabilityMathematical optimizationNegative hypergeometric distributionGeometric distributionHypergeometric distributionDirichlet distributionBinomial distributionsymbols.namesakeBeta-binomial distributionPrior probabilitysymbolsStatistics Probability and UncertaintyCompound probability distributionMathematicsJournal of the American Statistical Association
researchProduct

Solving type-2 assembly line balancing problem with fuzzy binary linear programming

2013

This paper deals with the use of fuzzy set theory as a viable alternative method for modelling and solving the stochastic assembly line balancing problem. This paper presents a fuzzy extension of the simple assembly line balancing problem of type 2 SALBP-2 with fuzzy job processing times since uncertainty, variability, and imprecision are often occurred in real-world production systems. The job processing times are formulated by triangular fuzzy membership functions using their statistical distributions. This study proposes to solve a Fuzzy Binary Linear Problem FBLP with fuzzy coefficients in the objective function and in a constraint. Finally, the effect of the unbalancing of a station in…

Statistics and ProbabilityMathematical optimizationNeuro-fuzzyFuzzy setGeneral EngineeringDefuzzificationFuzzy logicFuzzy transportationArtificial IntelligenceFuzzy set operationsFuzzy numberFuzzy associative matrixAlgorithmMathematicsJournal of Intelligent & Fuzzy Systems
researchProduct

Estimation of orientation characteristic of fibrous material

2001

A new statistical method for estimating the orientation distribution of fibres in a fibre process is suggested where the process is observed in the form of a degraded digital greyscale image. The method is based on line transect sampling of the image in a few fixed directions. A well-known method based on stereology is available if the intersections between the transects and fibres can be counted. We extend this to the case where, instead of the intersection points, only scaled variograms of grey levels along the transects are observed. The nonlinear estimation equations for a parametric orientation distribution as well as a numerical algorithm are given. The method is illustrated by a real…

Statistics and ProbabilityMathematical optimizationOrientation (computer vision)Applied Mathematics010102 general mathematicsGeometry01 natural sciencesGrayscaleIntersection (Euclidean geometry)010104 statistics & probabilityNonlinear systemDigital imageLine (geometry)0101 mathematicsTransectMathematicsParametric statisticsAdvances in Applied Probability
researchProduct

Multivariate GARCH estimation via a Bregman-proximal trust-region method

2011

The estimation of multivariate GARCH time series models is a difficult task mainly due to the significant overparameterization exhibited by the problem and usually referred to as the "curse of dimensionality". For example, in the case of the VEC family, the number of parameters involved in the model grows as a polynomial of order four on the dimensionality of the problem. Moreover, these parameters are subjected to convoluted nonlinear constraints necessary to ensure, for instance, the existence of stationary solutions and the positive semidefinite character of the conditional covariance matrices used in the model design. So far, this problem has been addressed in the literature only in low…

Statistics and ProbabilityMathematical optimizationPolynomialComputer scienceDiagonalComputational Finance (q-fin.CP)[QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP]FOS: Economics and businessQuantitative Finance - Computational FinanceDimension (vector space)0502 economics and business91G70 65C60050207 economicsMathematics050205 econometrics Trust regionStatistical Finance (q-fin.ST)Series (mathematics)Applied Mathematics05 social sciencesConstrained optimizationQuantitative Finance - Statistical Finance[QFIN.ST]Quantitative Finance [q-fin]/Statistical Finance [q-fin.ST]Computational MathematicsNonlinear systemComputational Theory and MathematicsParametrizationCurse of dimensionality
researchProduct

Calibration of optimal execution of financial transactions in the presence of transient market impact

2012

Trading large volumes of a financial asset in order driven markets requires the use of algorithmic execution dividing the volume in many transactions in order to minimize costs due to market impact. A proper design of an optimal execution strategy strongly depends on a careful modeling of market impact, i.e. how the price reacts to trades. In this paper we consider a recently introduced market impact model (Bouchaud et al., 2004), which has the property of describing both the volume and the temporal dependence of price change due to trading. We show how this model can be used to describe price impact also in aggregated trade time or in real time. We then solve analytically and calibrate wit…

Statistics and ProbabilityMathematical optimizationQuantitative Finance - Trading and Market MicrostructureStatistical Finance (q-fin.ST)Financial market Econophysics stochastic processesFinancial assetComputer scienceVolume (computing)Efficient frontierQuantitative Finance - Statistical FinanceStatistical and Nonlinear PhysicsRisk neutralTrading and Market Microstructure (q-fin.TR)FOS: Economics and businessOrder (exchange)Financial transactionfinancial instruments and regulation models of financial markets risk measure and managementTransient (computer programming)Statistics Probability and UncertaintyMarket impact
researchProduct

Minimax estimation with additional linear restrictions - a simulation study

1988

Let the parameter vector of the ordinary regression model be constrained by linear equations and in addition known to lie in a given ellipsoid. Provided the weight matrix A of the risk function has rank one, a restricted minimax estimator exists which combines both types of prior information. For general n.n.d. A two estimators as alternatives to the unfeasible exact minimax estimator are developed by minimizing an upper and a lower bound of the maximal risk instead. The simulation study compares the proposed estimators with competing least-squares estimators where remaining unknown parameters are replaced by suitable estimates.

Statistics and ProbabilityMathematical optimizationRank (linear algebra)Modeling and SimulationLinear regressionStatisticsEstimatorMinimax estimatorMinimaxEllipsoidUpper and lower boundsLinear equationMathematicsCommunications in Statistics - Simulation and Computation
researchProduct

Investigation of acceptance simulated annealing — A simplified approach to adaptive cooling schedules

2010

Abstract Simulated annealing is the classic physical optimization algorithm, which has been applied to a large variety of problems for many years. Over time, several adaptive mechanisms for decreasing the temperature and thus controlling the acceptance of deteriorations have been developed, based on the measurement of the mean value and the variance of the energy. Here we propose a new simplified approach in which we consider the probability of accepting deteriorations as the main control parameter and derive the temperature by averaging over the last few deteriorations stored in a memory. We present results for the traveling salesman problem and demonstrate, how the amount of data retained…

Statistics and ProbabilityMathematical optimizationScheduleComputer scienceSimulated annealingVariance (accounting)Condensed Matter PhysicsAdaptive simulated annealingTravelling salesman problemEnergy (signal processing)Physica A: Statistical Mechanics and its Applications
researchProduct

Sequential estimation of a location parameter and powers of a scale parameter from delayed observations

2013

The problem of sequentially estimating a location parameter and powers of a scale parameter is considered in the case when the observations become available at random times. Certain classes of sequential estimation procedures are derived under an invariant balanced loss function and with the observation cost determined by a convex function of the stopping time and the number of observations up to that time.

Statistics and ProbabilityMathematical optimizationSequential estimationLocation parameterStopping timeApplied mathematicsFunction (mathematics)Statistics Probability and UncertaintyInvariant (mathematics)Convex functionScale parameterShape parameterMathematicsStatistica Neerlandica
researchProduct