Membership-set estimation using random scanning and principal component analysis

A set-theoretic approach to parameter estimation based on the bounded-error concept is an appropriate choice when incomplete knowledge of observation error statistics and unavoidable structural model error invalidate the presuppositions of stochastic methods. Within this class the estimation of non-linear-in-the-parameters models is examined. This situation frequently occurs in modelling natural systems. The output error method proposed is based on overall random scanning with iterative reduction of the size of the scanned region. In order to overcome the problem of computational inefficiency, which is particularly serious when there is interaction between the parameter estimates, two modifications to the basic method are introduced. The first involves the use of principal component transformations to provide a rotated parameter space in the random scanning because large areas of the initial parameter space are thus excluded from further examination. The second improvement involves the standardization of the parameters so as to obtain an initial space with equal size extension in all directions. This proves to largely increase the computational robustness of the method. The modified algorithm is demonstrated by application to a simple three-parameter model of diurnal dissolved oxygen patterns in a lake

A Probabilistic Tabu Search Algorithm for the Generalized Minimum Spanning Tree Problem

In this paper we present a probabilistic tabu search algorithm for the generalized minimum spanning tree problem. The basic idea behind the algorithm is to use preprocessing operations to arrive at a probability value for each vertex which roughly corresponds to its probability of being included in an optimal solution, and to use such probability values to shrink the size of the neighborhood of solutions to manageable proportions. We report results from computational experiments that demonstrate the superiority of this method over the generic tabu search method.

Analysis of Hepatitis C Viral Dynamics Using Latin Hypercube Sampling

We consider a mathematical model comprising of four coupled ordinary differential equations (ODEs) for studying the hepatitis C (HCV) viral dynamics. The model embodies the efficacies of a combination therapy of interferon and ribavirin. A condition for the stability of the uninfected and the infected steady states is presented. A large number of sample points for the model parameters (which were physiologically feasible) were generated using Latin hypercube sampling. Analysis of our simulated values indicated approximately 24% cases as having an uninfected steady state. Statistical tests like the chi-square-test and the Spearman's test were also done on the sample values. The results of these tests indicate a distinctly differently distribution of certain parameter values and not in case of others, vis-a-vis, the stability of the uninfected and the infected steady states

Populations of models, Experimental Designs and coverage of parameter space by Latin Hypercube and Orthogonal Sampling

In this paper we have used simulations to make a conjecture about the coverage of a $t$ dimensional subspace of a $d$ dimensional parameter space of size $n$ when performing $k$ trials of Latin Hypercube sampling. This takes the form $P(k,n,d,t)=1-e^{-k/n^{t-1}}$. We suggest that this coverage formula is independent of $d$ and this allows us to make connections between building Populations of Models and Experimental Designs. We also show that Orthogonal sampling is superior to Latin Hypercube sampling in terms of allowing a more uniform coverage of the $t$ dimensional subspace at the sub-block size level.Comment: 9 pages, 5 figure