14,342 research outputs found
Quantile-based optimization under uncertainties using adaptive Kriging surrogate models
Uncertainties are inherent to real-world systems. Taking them into account is
crucial in industrial design problems and this might be achieved through
reliability-based design optimization (RBDO) techniques. In this paper, we
propose a quantile-based approach to solve RBDO problems. We first transform
the safety constraints usually formulated as admissible probabilities of
failure into constraints on quantiles of the performance criteria. In this
formulation, the quantile level controls the degree of conservatism of the
design. Starting with the premise that industrial applications often involve
high-fidelity and time-consuming computational models, the proposed approach
makes use of Kriging surrogate models (a.k.a. Gaussian process modeling).
Thanks to the Kriging variance (a measure of the local accuracy of the
surrogate), we derive a procedure with two stages of enrichment of the design
of computer experiments (DoE) used to construct the surrogate model. The first
stage globally reduces the Kriging epistemic uncertainty and adds points in the
vicinity of the limit-state surfaces describing the system performance to be
attained. The second stage locally checks, and if necessary, improves the
accuracy of the quantiles estimated along the optimization iterations.
Applications to three analytical examples and to the optimal design of a car
body subsystem (minimal mass under mechanical safety constraints) show the
accuracy and the remarkable efficiency brought by the proposed procedure
Online Predictive Optimization Framework for Stochastic Demand-Responsive Transit Services
This study develops an online predictive optimization framework for
dynamically operating a transit service in an area of crowd movements. The
proposed framework integrates demand prediction and supply optimization to
periodically redesign the service routes based on recently observed demand. To
predict demand for the service, we use Quantile Regression to estimate the
marginal distribution of movement counts between each pair of serviced
locations. The framework then combines these marginals into a joint demand
distribution by constructing a Gaussian copula, which captures the structure of
correlation between the marginals. For supply optimization, we devise a linear
programming model, which simultaneously determines the route structure and the
service frequency according to the predicted demand. Importantly, our framework
both preserves the uncertainty structure of future demand and leverages this
for robust route optimization, while keeping both components decoupled. We
evaluate our framework using a real-world case study of autonomous mobility in
a university campus in Denmark. The results show that our framework often
obtains the ground truth optimal solution, and can outperform conventional
methods for route optimization, which do not leverage full predictive
distributions.Comment: 34 pages, 12 figures, 5 table
Empirical likelihood estimation of the spatial quantile regression
The spatial quantile regression model is a useful and flexible model for analysis of empirical problems with spatial dimension. This paper introduces an alternative estimator for this model. The properties of the proposed estimator are discussed in a comparative perspective with regard to the other available estimators. Simulation evidence on the small sample properties of the proposed estimator is provided. The proposed estimator is feasible and preferable when the model contains multiple spatial weighting matrices. Furthermore, a version of the proposed estimator based on the exponentially tilted empirical likelihood could be beneficial if model misspecification is suspect
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