Design d'expérimentation interactif : aide à la compréhension de systèmes complexes

Ce mémoire propose des outils de design d'expérimentations ayant pour but d'aider un analyste dans son investigation d'un système complexe. Les méthodes présentées se divisent en trois groupes, l'exploration, l'optimisation et l'approximation. Les trois ensembles répondent chacun à un besoin particulier lors de l'analyse de système complexe. L'exploration permet de disperser uniformément une collection d'expériences dans l'espace des paramètres du problème. L'optimisation, pour sa part, donne la possibilité de trouver les combinaisons de paramètres optimales du problème. L'approximation, quant à elle, octroie la possibilité d'estimer le résultat de combinaisons de facteurs dont la réponse est inconnue ou difficile à obtenir. Mises ensemble, ces méthodes forment le design d'expérimentation interactif. Elles permettent à un analyste d'obtenir, par le biais de méthodes éprouvées, une information détaillée sur le système étudié

A Study of Adaptation Mechanisms for Simulation Algorithms

The performance of a program can sometimes greatly improve if it was known in advance the features of the input the program is supposed to process, the actual operating parameters it is supposed to work with, or the specific environment it is to run on. However, this information is typically not available until too late in the program’s operation to take advantage of it. This is especially true for simulation algorithms, which are sensitive to this late-arriving information, and whose role in the solution of decision-making, inference and valuation problems is crucial. To overcome this limitation we need to provide the flexibility for a program to adapt its behaviour to late-arriving information once it becomes available. In this thesis, I study three adaptation mechanisms: run-time code generation, model-specific (quasi) Monte Carlo sampling and dynamic computation offloading, and evaluate their benefits on Monte Carlo algorithms. First, run-time code generation is studied in the context of Monte Carlo algorithms for time-series filtering in the form of the Input-Adaptive Kalman filter, a dynamically generated state estimator for non-linear, non-Gaussian dynamic systems. The second adaptation mechanism consists of the application of the functional-ANOVA decomposition to generate model-specific QMC-samplers which can then be used to improve Monte Carlo-based integration. The third adaptive mechanism treated here, dynamic computation offloading, is applied to wireless communication management, where network conditions are assessed via option valuation techniques to determine whether a program should offload computations or carry them out locally in order to achieve higher run-time (and correspondingly battery-usage) efficiency. This ability makes the program well suited for operation in mobile environments. At their core, all these applications carry out or make use of (quasi) Monte Carlo simulations on dynamic Bayesian networks (DBNs). The DBN formalism and its associated simulation-based algorithms are of great value in the solution to problems with a large uncertainty component. This characteristic makes adaptation techniques like those studied here likely to gain relevance in a world where computers are endowed with perception capabilities and are expected to deal with an ever-increasing stream of sensor and time-series data