PERFECT STOCHASTIC SUMMATION IN HIGH ORDER FEYNMAN GRAPH EXPANSIONS

2006 ◽  
Vol 17 (11) ◽  
pp. 1527-1549 ◽  
Author(s):  
J. N. CORCORAN ◽  
U. SCHNEIDER ◽  
H.-B. SCHÜTTLER
Keyword(s):  
Monte Carlo ◽  
Feynman Graph ◽  
Sampling Technique ◽  
Small Samples ◽  
Brute Force ◽  
Perfect Sampling ◽  
Self Energy ◽  
Graph Expansions ◽  
Low Dimensional ◽  
True Values

We describe a new application of an existing perfect sampling technique of Corcoran and Tweedie to estimate the self energy of an interacting Fermion model via Monte Carlo summation. Simulations suggest that the algorithm in this context converges extremely rapidly and results compare favorably to true values obtained by brute force computations for low dimensional toy problems. A variant of the perfect sampling scheme which improves the accuracy of the Monte Carlo sum for small samples is also given.

scholarly journals Identification of Efficient Sampling Techniques for Probabilistic Voltage Stability Analysis of Renewable-Rich Power Systems

Energies ◽  
2021 ◽  
Vol 14 (8) ◽  
pp. 2328
Author(s):  
Mohammed Alzubaidi ◽  
Kazi N. Hasan ◽  
Lasantha Meegahapola ◽  
Mir Toufikur Rahman
Keyword(s):  
Monte Carlo ◽  
Stability Analysis ◽  
Power Systems ◽  
Large Scale ◽  
Voltage Stability ◽  
Sampling Technique ◽  
Coefficient Of Determination ◽  
Sampling Techniques ◽  
Quasi Monte Carlo ◽  
Efficient Sampling

This paper presents a comparative analysis of six sampling techniques to identify an efficient and accurate sampling technique to be applied to probabilistic voltage stability assessment in large-scale power systems. In this study, six different sampling techniques are investigated and compared to each other in terms of their accuracy and efficiency, including Monte Carlo (MC), three versions of Quasi-Monte Carlo (QMC), i.e., Sobol, Halton, and Latin Hypercube, Markov Chain MC (MCMC), and importance sampling (IS) technique, to evaluate their suitability for application with probabilistic voltage stability analysis in large-scale uncertain power systems. The coefficient of determination (R2) and root mean square error (RMSE) are calculated to measure the accuracy and the efficiency of the sampling techniques compared to each other. All the six sampling techniques provide more than 99% accuracy by producing a large number of wind speed random samples (8760 samples). In terms of efficiency, on the other hand, the three versions of QMC are the most efficient sampling techniques, providing more than 96% accuracy with only a small number of generated samples (150 samples) compared to other techniques.

Reliability Assessment of Power System Using Importance Sampling Technique Based on Layer Optimization Simulation

2011 ◽  
Vol 88-89 ◽  
pp. 554-558 ◽  
Author(s):  
Bin Wang
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Power System ◽  
Importance Sampling ◽  
System Reliability ◽  
Sampling Method ◽  
Sampling Technique ◽  
Test System ◽  
Importance Sampling Method ◽  
Importance Sampling Technique

An improved importance sampling method with layer simulation optimization is presented in this paper. Through the solution sequence of the components’ optimum biased factors according to their importance degree to system reliability, the presented technique can further accelerate the convergence speed of the Monte-Carlo simulation. The idea is that the multivariate distribution’ optimization of components in power system is transferred to many steps’ optimization based on importance sampling method with different optimum biased factors. The practice is that the components are layered according to their importance degree to the system reliability before the Monte-Carlo simulation, the more forward, the more important, and the optimum biased factors of components in the latest layer is searched while the importance sampling is carried out until the demanded accuracy is reached. The validity of the presented is verified using the IEEE-RTS79 test system.

Velocity log upscaling based on reversible jump Markov chain Monte Carlo simulated annealing

Geophysics ◽  
2016 ◽  
Vol 81 (5) ◽  
pp. R293-R305 ◽  
Author(s):  
Sireesh Dadi ◽  
Richard Gibson ◽  
Kainan Wang
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Simulated Annealing ◽  
Markov Chain Monte Carlo ◽  
Random Perturbation ◽  
Current Model ◽  
Sampling Technique ◽  
Maximum Deviation ◽  
Reversible Jump ◽  
Layer Boundary

Upscaling log measurements acquired at high frequencies and correlating them with corresponding low-frequency values from surface seismic and vertical seismic profile data is a challenging task. We have applied a sampling technique called the reversible jump Markov chain Monte Carlo (RJMCMC) method to this problem. A key property of our approach is that it treats the number of unknowns itself as a parameter to be determined. Specifically, we have considered upscaling as an inverse problem in which we considered the number of coarse layers, layer boundary depths, and material properties as the unknowns. The method applies Bayesian inversion, with RJMCMC sampling and uses simulated annealing to guide the optimization. At each iteration, the algorithm will randomly move a boundary in the current model, add a new boundary, or delete an existing boundary. In each case, a random perturbation is applied to Backus-average values. We have developed examples showing that the mismatch between seismograms computed from the upscaled model and log velocities improves by 89% compared to the case in which the algorithm is allowed to move boundaries only. The layer boundary distributions after running the RJMCMC algorithm can represent sharp and gradual changes in lithology. The maximum deviation of upscaled velocities from Backus-average values is less than 10% with most of the values close to zero.

scholarly journals Data Augmentation Through Monte Carlo Arithmetic Leads to More Generalizable Classification in Connectomics

2020 ◽  
Author(s):  
Gregory Kiar ◽  
Yohan Chatelain ◽  
Ali Salari ◽  
Alan C. Evans ◽  
Tristan Glatard
Keyword(s):  
Monte Carlo ◽  
Data Augmentation ◽  
Learning Models ◽  
Reduction Techniques ◽  
Numerical Noise ◽  
Numerical Instabilities ◽  
Dimensionality Reduction Techniques ◽  
Improved Performance ◽  
Low Dimensional ◽  
Machine Learning Models

AbstractMachine learning models are commonly applied to human brain imaging datasets in an effort to associate function or structure with behaviour, health, or other individual phenotypes. Such models often rely on low-dimensional maps generated by complex processing pipelines. However, the numerical instabilities inherent to pipelines limit the fidelity of these maps and introduce computational bias. Monte Carlo Arithmetic, a technique for introducing controlled amounts of numerical noise, was used to perturb a structural connectome estimation pipeline, ultimately producing a range of plausible networks for each sample. The variability in the perturbed networks was captured in an augmented dataset, which was then used for an age classification task. We found that resampling brain networks across a series of such numerically perturbed outcomes led to improved performance in all tested classifiers, preprocessing strategies, and dimensionality reduction techniques. Importantly, we find that this benefit does not hinge on a large number of perturbations, suggesting that even minimally perturbing a dataset adds meaningful variance which can be captured in the subsequently designed models.

scholarly journals A Mixture Shared Inverse Gaussian Frailty Model under Modified Weibull Baseline Distribution

2020 ◽  
Vol 49 (2) ◽  
pp. 31-42
Author(s):  
Ralte Lalpawimawha ◽  
Arvind Pandey
Keyword(s):  
Infectious Disease ◽  
Monte Carlo ◽  
Frailty Model ◽  
Frailty Models ◽  
Matched Pairs ◽  
Inverse Gaussian ◽  
Bivariate Data ◽  
Modified Weibull ◽  
True Values ◽  
The Bayesian Approach

Frailty models are used in the survival analysis to account for the unobserved heterogeneityin individual risks to disease and death. To analyze the bivariate data on relatedsurvival times (e.g. matched pairs experiments, twin or family data), the shared frailtymodels were suggested. In this manuscript, we propose a new mixture shared inverse Gaussian frailty model based on modified Weibull as baseline distribution. The Bayesian approach of Markov Chain Monte Carlo technique is employed to estimate the parameters involved in the models. In addition, a simulation study is performed to compare the true values of the parameters with the estimated values. A comparison with the existing model was done by using Bayesian comparison techniques. A better model for infectious disease data related to kidney infection is suggested.

Sequential Monte Carlo methods for diffusion processes

2009 ◽  
Vol 465 (2112) ◽  
pp. 3709-3727 ◽  
Author(s):  
Ajay Jasra ◽  
Arnaud Doucet
Keyword(s):  
Optimal Control ◽  
Monte Carlo ◽  
Option Pricing ◽  
Monte Carlo Methods ◽  
Sequential Monte Carlo ◽  
Diffusion Processes ◽  
Time Discretization ◽  
Initial Condition ◽  
Sequential Monte Carlo Methods ◽  
Low Dimensional

In this paper, we show how to use sequential Monte Carlo methods to compute expectations of functionals of diffusions at a given time and the gradients of these quantities w.r.t. the initial condition of the process. In some cases, via the exact simulation of the diffusion, there is no time discretization error, otherwise the methods use Euler discretization. We illustrate our approach on both high- and low-dimensional problems from optimal control and establish that our approach substantially outperforms standard Monte Carlo methods typically adopted in the literature. The methods developed here are appropriate for solving a certain class of partial differential equations as well as for option pricing and hedging.

scholarly journals Data Augmentation for Electricity Theft Detection Using Conditional Variational Auto-Encoder

Energies ◽  
2020 ◽  
Vol 13 (17) ◽  
pp. 4291
Author(s):  
Xuejiao Gong ◽  
Bo Tang ◽  
Ruijin Zhu ◽  
Wenlong Liao ◽  
Like Song
Keyword(s):  
Latent Variables ◽  
Data Augmentation ◽  
Sampling Technique ◽  
Smart Meters ◽  
Generative Adversarial Network ◽  
Data Set ◽  
Electricity Theft ◽  
Adversarial Network ◽  
Low Dimensional ◽  
Power Curves

Due to the strong concealment of electricity theft and the limitation of inspection resources, the number of power theft samples mastered by the power department is insufficient, which limits the accuracy of power theft detection. Therefore, a data augmentation method for electricity theft detection based on the conditional variational auto-encoder (CVAE) is proposed. Firstly, the stealing power curves are mapped into low dimensional latent variables by using the encoder composed of convolutional layers, and the new stealing power curves are reconstructed by the decoder composed of deconvolutional layers. Then, five typical attack models are proposed, and the convolutional neural network is constructed as a classifier according to the data characteristics of stealing power curves. Finally, the effectiveness and adaptability of the proposed method is verified by a smart meters’ data set from London. The simulation results show that the CVAE can take into account the shapes and distribution characteristics of samples at the same time, and the generated stealing power curves have the best effect on the performance improvement of the classifier than the traditional augmentation methods such as the random oversampling method, synthetic minority over-sampling technique, and conditional generative adversarial network. Moreover, it is suitable for different classifiers.

scholarly journals Identification of non-Fermi liquid fermionic self-energy from quantum Monte Carlo data

2020 ◽  
Vol 5 (1) ◽  
Author(s):  
Xiao Yan Xu ◽  
Avraham Klein ◽  
Kai Sun ◽  
Andrey V. Chubukov ◽  
Zi Yang Meng
Keyword(s):  
Monte Carlo ◽  
Finite Temperature ◽  
Quantum Monte Carlo ◽  
Fermi Liquid ◽  
Quantum Critical Point ◽  
Critical Metals ◽  
Monte Carlo Data ◽  
Low Frequencies ◽  
Self Energy ◽  
Quantum Critical

Abstract Quantum Monte Carlo (QMC) simulations of correlated electron systems provide unbiased information about system behavior at a quantum critical point (QCP) and can verify or disprove the existing theories of non-Fermi liquid (NFL) behavior at a QCP. However, simulations are carried out at a finite temperature, where quantum critical features are masked by finite-temperature effects. Here, we present a theoretical framework within which it is possible to separate thermal and quantum effects and extract the information about NFL physics at T = 0. We demonstrate our method for a specific example of 2D fermions near an Ising ferromagnetic QCP. We show that one can extract from QMC data the zero-temperature form of fermionic self-energy Σ(ω) even though the leading contribution to the self-energy comes from thermal effects. We find that the frequency dependence of Σ(ω) agrees well with the analytic form obtained within the Eliashberg theory of dynamical quantum criticality, and obeys ω2/3 scaling at low frequencies. Our results open up an avenue for QMC studies of quantum critical metals.

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