子集模拟中马尔可夫链蒙特卡洛抽样算法比较

文章着重研究子集模拟中马尔可夫链蒙特卡洛(MCMC)抽样算法的抽样效率与计算精度。首先，阐述可靠度子集模拟的基本原理与中间状态样本生成的各种MCMC抽样算法，在稳态马尔可夫链构造基础上提出延迟拒绝MMH(Modified Metropolis Hasting)算法，通过在MMH算法上增加备选样本的延迟拒绝步提高MMH算法的抽样效率；阐述基于随机游走与基于扩散方程MCMC方法中建议分布的差异，进一步对备选样本接受率为1的preconditioned Crank-Nicolson(pCN)算法和条件抽样(Conditional sampling, CS)算法开展研究，证明两种算法的等价性；推导有效样本量的计算方法，提出采用有效样本量与总样本量的比值定义MCMC方法的抽样效率。通过复杂目标分布的样本生成研究不同MCMC抽样算法建议分布及其参数对备选样本接受率与抽样效率的影响，最后通过计算实例研究子集模拟过程采用不同MCMC抽样算法得到失效概率的相对误差及其变异性，揭示不同MCMC抽样算法对失效概率计算精度的影响。研究表明：不同MCMC抽样算法生成备选样本的接受率及其自相关性受建议分布及其参数影响较大，对于复杂的目标分布，pCN算法和CS算法的抽样效率较高，延迟拒绝MMH算法次之；采用CS算法和延迟拒绝MMH算法进行子集模拟得到的失效概率精度较高且变异性较低；增加子集模拟中间状态样本量可以提高失效概率计算精度并降低其变异性。     

Spatial–Temporal Fusion Based Path Planning for Source Seeking in Wireless Sensor Network

International Journal of Wireless Information Networks - Source seeking problem has been faced in many fields, especially in search and rescue applications. We proposed a virtual structure-based...     

一种“KooN”结构的马尔可夫简并建模和简化计算的方法

IEC61508等标准提出了几种计算安全仪表系统需求时平均失效概率的方法,但是,对于具有冗余配置的复杂系统,随着组件数量的增加,系统的中间状态数量快速增长,用户难以构建马尔可夫模型,即便借助计算机来建模运算也较为耗时。提出了一种同型“K oo N”简并状态的马尔可夫建模的通用方法,首先是根据降级状态进行判断,将符合条件的状态进行简并,然后对标记为危险失效状态的概率进行计算。通过严格的理论推导,该简并状态方法可以在不损失精度的前提下简化马尔可夫建模。     

Stabilization for Schrödinger Equation with Internal Damping and Boundary Disturbance

In this paper, the stabilization for Schrödinger equation subject to internal damping and boundary disturbance at the control end is investigated. Due to its immeasurability, the nonlinear observer system is designed to obtain the state information, and the existence of weak solution and its convergence for the nonlinear observer system are proved. The feedback control is realized by the backstepping transformation. In addition, the adaptive disturbance rejection control is applied to estimate the disturbance. According to the observer and disturbance estimation, the feedback control is finally designed to stabilize the system asymptotically.

     

Dynamic voltage scaling based energy-minimized partial task offloading in fog networks

Wireless Networks - With the dynamic voltage scaling (DVS) technology, the terminal node (TN) can dynamically adjust its computational speed, thus providing a new way to save energy during task...     

Graph-Theoretic Method on Topology Identification of Stochastic Multi-weighted Complex Networks with Time-Varying Delayed Coupling Based on Adaptive Synchronization

Neural Processing Letters - This paper is concerned with topology identification of stochastic multi-weighted complex networks based on adaptive synchronization. Different from previous work,...