Approximate importance sampling Monte Carlo for data assimilation

Importance sampling Monte Carlo offers powerful approaches to approximating Bayesian updating in sequential problems. Specific classes of such approaches are known as particle filters. These procedures rely on the simulation of samples or ensembles of the unknown quantities and the calculation of associated weights for the ensemble members. As time evolves and/or when applied in high-dimensional settings, such as those of interest in many data assimilation problems, these weights typically display undesirable features. The key difficulty involves a collapse toward approximate distributions concentrating virtually all of their probability on an implausibly few ensemble members.

After reviewing ensembling, Monte Carlo, importance sampling and particle filters, we present some approximations intended to moderate the problem of collapsing weights. The motivations for these suggestions are combinations of (i) the idea that key dynamical behavior in many systems actually takes place on a low dimensional manifold, and (ii) notions of statistical dimension reduction. We illustrate our suggestions in a problem of inference for ocean surface winds and atmospheric pressure. Real observational data are used.     

Comparing confidence limits for short-run process incapability index Cpp

Process incapability index C_pp has been proposed in the manufacturing industry to assess process incapability. In industries it is sometimes unable to get large samples, and, hence, the CAN (consistent and asymptotically normal) property of the unbiased estimator for C_pp is missing. In this paper, six bootstrap methods are applied to construct upper confidence bounds (UCBs) of C_pp for short-urn production processes where sample size is small; standard bootstrap (SB), Bayesian bootstrap (BB), bootstrap pivotal (BP), percentile bootstrap (PB), bias-corrected percentile bootstrap (BCPB), and bias-corrected and accelerated bootstrap (BCa). A numerical simulation study is conducted in order to demonstrate the performance of the six various estimation methods. We further investigate the accuracy of the six methods by calculating the relative coverage (defined as the ratio of coverage percentage to average length of UCB). Detailed discussions of simulation results for seven short-run processes are presented. Finally, one real example from Ford Company’s Windsor Casting Plant is used to illustrate the six interval estimation methods.     

Robustifying Generalized Linear Mixed Models Using a New Class of Mixtures of Multivariate Polya Trees

In applied sciences, generalized linear mixed models have become one of the preferred tools to analyze a variety of longitudinal and clustered data. Due to software limitations, the analyses are often restricted to the setting in which the random effects terms follow a multivariate normal distribution. However, this assumption may be unrealistic, obscuring important features of among-unit variation. This work describes a widely applicable semiparametric Bayesian approach that relaxes the normality assumption by using a novel mixture of multivariate Polya trees prior to define a flexible nonparametric model for the random effects distribution. The nonparametric prior is centered on the commonly used parametric normal family. We allow this parametric family to hold only approximately, thereby providing a robust alternative for modeling. We discuss and implement practical procedures for addressing the computational challenges that arise under this approach. We illustrate the methodology by applying it to real-life examples.

Supplemental materials for this paper are available online.     

皮革中六价铬含量的IUC-18测定法

Ｃｒ(ＩＩＩ)是制革业最重要的鞣剂 ,制革业所用的Ｃｒ(ＩＩＩ)鞣剂由Ｃｒ(ＶＩ)还原而得到。皮革中除Ｃｒ(ＩＩＩ)外 ,还可能含有微量的Ｃｒ(ＶＩ) ,目前欧盟等国要求Ｃｒ(ＶＩ)的含量小于 5ｍｇ/ｋｇ[1 ] ;国内则还没有分析测定皮革中六价铬的国家标准 ,本文介绍六价铬的ＩＵＣ - 1 8国际标准分析方法 (ＩＵＣ ,Ｉｎｔｅｒ ｎａｔｉｏｎａｌＵｎｉｏｎｏｆＣｈｅｍｉｓｔｒｙ) ,并分析了该方法的不足及改进途径。1　实验部分ｐＨ7 5～ 8 0、惰性气体保护下用磷酸盐缓冲溶液浸取皮革的六价铬 ,六价铬将 1 ,5 二苯卡巴肼氧化为 1 ,5 二苯…     

Chess AI: Competing Paradigms for Machine Intelligence

Endgame studies have long served as a tool for testing human creativity and intelligence. We find that they can serve as a tool for testing machine ability as well. Two of the leading chess engines, Stockfish and Leela Chess Zero (LCZero), employ significantly different methods during play. We use Plaskett’s Puzzle, a famous endgame study from the late 1970s, to compare the two engines. Our experiments show that Stockfish outperforms LCZero on the puzzle. We examine the algorithmic differences between the engines and use our observations as a basis for carefully interpreting the test results. Drawing inspiration from how humans solve chess problems, we ask whether machines can possess a form of imagination. On the theoretical side, we describe how Bellman’s equation may be applied to optimize the probability of winning. To conclude, we discuss the implications of our work on artificial intelligence (AI) and artificial general intelligence (AGI), suggesting possible avenues for future research.     

无失效数据的Bayes和多层Bayes分析

本文推广了文献[6]的结果，对指数分布无失效数据的失效率，给出了Bayes估计、Bayes置信上限以及多层Bayes估计，从而可以得到无失效数据可靠度的估计，最后，结合实际问题进行了计算。     

Intelligent Reflecting Surface–Assisted Wireless Secret Key Generation against Multiple Eavesdroppers

In this paper, we propose an improved physical layer key generation scheme that can maximize the secret key capacity by deploying intelligent reflecting surface (IRS) near the legitimate user aiming at improving its signal-to-noise ratio (SNR). We consider the scenario of multiple input single output (MISO) against multiple relevant eavesdroppers. We elaborately design and optimize the reflection coefficient matrix of IRS elements that can improve the legitimate user’s SNR through IRS passive beamforming and deteriorate the channel quality of eavesdroppers at the same time. We first derive the lower bound expression of the achievable key capacity, then solve the optimization problem based on semi-definite relaxation (SDR) and the convex–concave procedure (CCP) to maximize the secret key capacity. Simulation results show that our proposed scheme can significantly improve the secret key capacity and reduce hardware costs compared with other benchmark schemes.     

山楂叶中熊果酸提取工艺研究

以熊果酸的提取率为指标,采用单因素与正交实验相结合的方法对提取工艺进行了优化,得到最佳提取参数为:乙醇体积分数95%、提取温度85℃、提取时间110min、液固比5:1、提取次数3次。在该条件下,熊果酸提取率为93.47%。该工艺简单合理,为工业生产提供了理论参考。     

大口径非球面主反射镜的装调方法研究

针对大口径非球面主反射镜（简称主镜）的装调要求,对比分析常用大口径非球面面形检测方法,提出该类主镜检测面形的最佳方案。在主镜的装调过程中,通过对主镜的固定方式和主镜变形补偿这2个关键环节的阐述,总结主镜固定的难点及主镜变形的原因,提出一套全新的装调方案,以旋转消重力法进行检测,并用专用工装实时定心调节,再用辅料焊接法固定主镜与中心轴,最后采用辅助支撑对主镜组件进行最终固定修正。装调结果表明:对于大口径非球面反射镜,装调完成后的主镜面形精度Rms0.03（＝632.8 nm）。