An Infinite Swapping Approach to the Rare-Event Sampling Problem

We describe a new approach to the rare-event Monte Carlo sampling problem. This technique utilizes a symmetrization strategy to create probability distributions that are more highly connected and thus more easily sampled than their original, potentially sparse counterparts. After discussing the formal outline of the approach and devising techniques for its practical implementation, we illustrate the utility of the technique with a series of numerical applications to Lennard-Jones clusters of varying complexity and rare-event character.Comment: 24 pages, 16 figure

Experimental investigation of consumer price evaluations

We develop a procedure to collect experimental choice data for estimating consumer preferences with a special focus on consumer price evaluations. For this purpose we employ a heteroskedastic mixed logit model that measures the effect of the way prices are specified on the variance of choice. Our procedure is based on optimal design ideas from the statistics literature and on some algorithms for constructing choice designs published in marketing journals. In an empirical application on mobile phone preferences we find evidence that the way prices are specified significantly affects the variance of choice. In a simulation study we show that our design is significantly more efficient than randomly generated designs., which can be regarded as equivalent to most commonly used experimental designs in the literature.heterogeneity;Bayesian design;demand;quasi-random;task complexity

A Bayesian approach to sequential assembly experiments

Sequential assembly experiments aim at identifying important sources of variability in performance attributable to component parts of an assembly with a few successive assembly tests. A test consists of a single- or multiple-part exchange on an assembly followed by unit reassembly and performance measurement. Two fundamentally different prescriptions for sequential experimentation with assemblies are developed. These are a Bayesian look-ahead heuristic and a swapping heuristic which is related to a technique currently used by practitioners;This study investigates and compares the characteristics of the heuristics through computer simulations. The context of this study is a linear random effects model for a three-part assembly with a single important source of variability. In addition, costs of experimental actions and a decision cost regarding the unknown identity of the important source are considered. The problem being addressed is determining whether one heuristic dominates the other in terms of criteria such as the success rate and total cost

Architecture, design, and modeling of the OPSnet asynchronous optical packet switching node

An all-optical packet-switched network supporting multiple services represents a long-term goal for network operators and service providers alike. The EPSRC-funded OPSnet project partnership addresses this issue from device through to network architecture perspectives with the key objective of the design, development, and demonstration of a fully operational asynchronous optical packet switch (OPS) suitable for 100 Gb/s dense-wavelength-division multiplexing (DWDM) operation. The OPS is built around a novel buffer and control architecture that has been shown to be highly flexible and to offer the promise of fair and consistent packet delivery at high load conditions with full support for quality of service (QoS) based on differentiated services over generalized multiprotocol label switching