information matrix
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Author(s):  
Zhang Lining ◽  
Li Haoping ◽  
Li Shuxuan

The problem of imbalance between supply and demand in car-sharing scheduling has greatly restricted the development of car-sharing. This paper first analyzes the three supply and demand modes of car-sharing scheduling systems. Secondly, for the station-based with reservation one-way car-sharing problem (SROC), this article establishes a dynamic scheduling model under the principle of customer priority. The model introduces balance coefficients to predict the balance mode, and systematically rebalance the fleet networks in each period. In the case of meeting customer needs, the model objective function is to maximize the total profit and minimize the scheduling and loss costs. Then, in view of the diversity and uncertainty of scheduling schemes, a scheme information matrix is constructed. In the iterative process of genetic algorithm, individuals are selected and constructed according to the pheromone matrix, and evolution probability is proposed to control the balance between global search and local search of genetic algorithm. Finally, the data of Haikou City is used for simulation experiment.


Mathematics ◽  
2022 ◽  
Vol 10 (1) ◽  
pp. 126
Author(s):  
Andrey Tsyganov ◽  
Julia Tsyganova

The paper considers the problem of algorithmic differentiation of information matrix difference equations for calculating the information matrix derivatives in the information Kalman filter. The equations are presented in the form of a matrix MWGS (modified weighted Gram–Schmidt) transformation. The solution is based on the usage of special methods for the algorithmic differentiation of matrix MWGS transformation of two types: forward (MWGS-LD) and backward (MWGS-UD). The main result of the work is a new MWGS-based array algorithm for computing the information matrix sensitivity equations. The algorithm is robust to machine round-off errors due to the application of the MWGS orthogonalization procedure at each step. The obtained results are applied to solve the problem of parameter identification for state-space models of discrete-time linear stochastic systems. Numerical experiments confirm the efficiency of the proposed solution.


2022 ◽  
Vol 924 (1) ◽  
pp. 11
Author(s):  
Carlos Hervías-Caimapo ◽  
Anna Bonaldi ◽  
Michael L. Brown ◽  
Kevin M. Huffenberger

Abstract Contamination by polarized foregrounds is one of the biggest challenges for future polarized cosmic microwave background (CMB) surveys and the potential detection of primordial B-modes. Future experiments, such as Simons Observatory (SO) and CMB-S4, will aim at very deep observations in relatively small (f sky ∼ 0.1) areas of the sky. In this work, we investigate the forecasted performance, as a function of the survey field location on the sky, for regions over the full sky, balancing between polarized foreground avoidance and foreground component separation modeling needs. To do this, we simulate observations by an SO-like experiment and measure the error bar on the detection of the tensor-to-scalar ratio, σ(r), with a pipeline that includes a parametric component separation method, the Correlated Component Analysis, and the use of the Fisher information matrix. We forecast the performance over 192 survey areas covering the full sky and also for optimized low-foreground regions. We find that modeling the spectral energy distribution of foregrounds is the most important factor, and any mismatch will result in residuals and bias in the primordial B-modes. At these noise levels, σ(r) is not especially sensitive to the level of foreground contamination, provided the survey targets the least-contaminated regions of the sky close to the Galactic poles.


Entropy ◽  
2021 ◽  
Vol 24 (1) ◽  
pp. 19
Author(s):  
Gregory S. Chirikjian

Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for which the fluctuation-dissipation theorem applies, i.e., return-to-equilibrium processes. Two separate ways for ensembles of such mechanical systems forced by noise to reach equilibrium are examined here. First, a restorative potential and damping can be applied, leading to a classical return-to-equilibrium process wherein energy taken out by damping can balance the energy going in from the noise. Second, the process evolves on a compact configuration space (such as random walks on spheres, torsion angles in chain molecules, and rotational Brownian motion) lead to long-time solutions that are constant over the configuration space, regardless of whether or not damping and random forcing balance. This is a kind of potential-free equilibrium distribution resulting from topological constraints. Inertial and noninertial (kinematic) systems are considered. These systems can consist of unconstrained particles or more complex systems with constraints, such as rigid-bodies or linkages. These more complicated systems evolve on Lie groups and model phenomena such as rotational Brownian motion and nonholonomic robotic systems. In all cases, it is shown that the rate of entropy production is closely related to the appropriate concept of Fisher information matrix of the probability density defined by the Fokker–Planck equation. Classical results from information theory are then repurposed to provide computable bounds on the rate of entropy production in stochastic mechanical systems.


Mathematics ◽  
2021 ◽  
Vol 10 (1) ◽  
pp. 35
Author(s):  
Jianping Zhu ◽  
Hua Xin ◽  
Chenlu Zheng ◽  
Tzong-Ru Tsai

The process performance index (PPI) can be a simple metric to connect the conforming rate of products. The properties of the PPI have been well studied for the normal distribution and other widely used lifetime distributions, such as the Weibull, Gamma, and Pareto distributions. Assume that the quality characteristic of product follows power-normal distribution. Statistical inference procedures for the PPI are established. The maximum likelihood estimation method for the model parameters and PPI is investigated and the exact Fisher information matrix is derived. We discuss the drawbacks of using the exact Fisher information matrix to obtain the confidence interval of the model parameters. The parametric bootstrap percentile and bootstrap bias-corrected percentile methods are proposed to obtain approximate confidence intervals for the model parameters and PPI. Monte Carlo simulations are conducted to evaluate the performance of the proposed methods. One example about the flow width of the resist in the hard-bake process is used for illustration.


Author(s):  
Mustafa Kamal ◽  
Ahmadur Rahman ◽  
Shazia Zarrin ◽  
Haneefa Kausar

Accelerated life tests (ALTs) are designed to investigate the lifetime of extraordinarily reliable things by exposing them to increased stress levels of stressors such as temperature, voltage, pressure, and so on, in order to cause early breakdowns. The Nadarajah-Haghighi (NH) distribution is of tremendous importance and practical relevance in many real-life scenarios due to its attractive qualities such as its density function always has a zero mode and its hazard rate function can be increasing, decreasing, or constant. In this article, the NH distribution is considered as a lifetime distribution under the step stress partially accelerated life testing (SSPALT) model with adaptive type II progressively hybrid censored samples. The unknown model parameters and acceleration factors are estimated using maximum likelihood estimation (MLE) method assuming that the impact of stress change in SSPALT is explained by a tampered random variable (TRV) model. The Fisher information matrix, which is based on large sample theory, is also constructed and used to produce the approximate confidence intervals (ACIs). Furthermore, two potential optimum test strategies based on the A and D optimality criteria are evaluated. To investigate the performance of the proposed methodologies and statistical assumptions established in this article, extensive simulations using R software have been conducted. Finally, to further illustrate the suggested approach, a real-world example based on the times between breakdowns for a repairable system has been provided.


Author(s):  
T. M. Chin ◽  
E. P. Chassignet ◽  
M. Iskandarani ◽  
N. Groves

Abstract We present a data assimilation package for use with ocean circulation models in analysis, forecasting and system evaluation applications. The basic functionality of the package is centered on a multivariate linear statistical estimation for a given predicted/background ocean state, observations and error statistics. Novel features of the package include support for multiple covariance models, and the solution of the least squares normal equations either using the covariance matrix or its inverse - the information matrix. The main focus of this paper, however, is on the solution of the analysis equations using the information matrix, which offers several advantages for solving large problems efficiently. Details of the parameterization of the inverse covariance using Markov Random Fields are provided and its relationship to finite difference discretizations of diffusion equations are pointed out. The package can assimilate a variety of observation types from both remote sensing and in-situ platforms. The performance of the data assimilation methodology implemented in the package is demonstrated with a yearlong global ocean hindcast with a 1/4°ocean model. The code is implemented in modern Fortran, supports distributed memory, shared memory, multi-core architectures and uses Climate and Forecasts compliant Network Common Data Format for Input/Output. The package is freely available with an open source license from www.tendral.com/tsis/


Author(s):  
Umme Habibah Rahman ◽  
Tanusree Deb Roy

In this paper, a new kind of distribution has suggested with the concept of exponentiate. The reliability analysis including survival function, hazard rate function, reverse hazard rate function and mills ratio has been studied here. Its quantile function and order statistics are also included. Parameters of the distribution are estimated by the method of Maximum Likelihood estimation method along with Fisher information matrix and confidence intervals have also been given. The application has been discussed with the 30 years temperature data of Silchar city, Assam, India. The goodness of fit of the proposed distribution has been compared with Frechet distribution and as a result, for all 12 months, the proposed distribution fits better than the Frechet distribution.


2021 ◽  
Vol 71 (6) ◽  
pp. 1565-1580
Author(s):  
Hugo S. Salinas ◽  
Guillermo Martínez-Flórez ◽  
Artur J. Lemonte ◽  
Heleno Bolfarine

Abstract In this paper, we present a new parametric class of distributions based on the log-alpha-power distribution, which contains the well-known log-normal distribution as a special case. This new family is useful to deal with unimodal as well as bimodal data with asymmetry and kurtosis coefficients ranging far from that expected based on the log-normal distribution. The usual approach is considered to perform inferences, and the traditional maximum likelihood method is employed to estimate the unknown parameters. Monte Carlo simulation results indicate that the maximum likelihood approach is quite effective to estimate the model parameters. We also derive the observed and expected Fisher information matrices. As a byproduct of such study, it is shown that the Fisher information matrix is nonsingular throughout the sample space. Empirical applications of the proposed family of distributions to real data are provided for illustrative purposes.


Entropy ◽  
2021 ◽  
Vol 23 (12) ◽  
pp. 1558
Author(s):  
Ziyu Xiong ◽  
Wenhao Gui

The point and interval estimations for the unknown parameters of an exponentiated half-logistic distribution based on adaptive type II progressive censoring are obtained in this article. At the beginning, the maximum likelihood estimators are derived. Afterward, the observed and expected Fisher’s information matrix are obtained to construct the asymptotic confidence intervals. Meanwhile, the percentile bootstrap method and the bootstrap-t method are put forward for the establishment of confidence intervals. With respect to Bayesian estimation, the Lindley method is used under three different loss functions. The importance sampling method is also applied to calculate Bayesian estimates and construct corresponding highest posterior density (HPD) credible intervals. Finally, numerous simulation studies are conducted on the basis of Markov Chain Monte Carlo (MCMC) samples to contrast the performance of the estimations, and an authentic data set is analyzed for exemplifying intention.


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