Multilevel Double Loop Monte Carlo and Stochastic Collocation Methods with Importance Sampling for Bayesian Optimal Experimental Design

An optimal experimental set-up maximizes the value of data for statistical inferences and predictions. The efficiency of strategies for finding optimal experimental set-ups is particularly important for experiments that are time-consuming or expensive to perform. For instance, in the situation when the experiments are modeled by Partial Differential Equations (PDEs), multilevel methods have been proven to dramatically reduce the computational complexity of their single-level counterparts when estimating expected values. For a setting where PDEs can model experiments, we propose two multilevel methods for estimating a popular design criterion known as the expected information gain in simulation-based Bayesian optimal experimental design. The expected information gain criterion is of a nested expectation form, and only a handful of multilevel methods have been proposed for problems of such form. We propose a Multilevel Double Loop Monte Carlo (MLDLMC), which is a multilevel strategy with Double Loop Monte Carlo (DLMC), and a Multilevel Double Loop Stochastic Collocation (MLDLSC), which performs a high-dimensional integration by deterministic quadrature on sparse grids. For both methods, the Laplace approximation is used for importance sampling that significantly reduces the computational work of estimating inner expectations. The optimal values of the method parameters are determined by minimizing the average computational work, subject to satisfying the desired error tolerance. The computational efficiencies of the methods are demonstrated by estimating the expected information gain for Bayesian inference of the fiber orientation in composite laminate materials from an electrical impedance tomography experiment. MLDLSC performs better than MLDLMC when the regularity of the quantity of interest, with respect to the additive noise and the unknown parameters, can be exploited

Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain

In calculating expected information gain in optimal Bayesian experimental design, the computation of the inner loop in the classical double-loop Monte Carlo requires a large number of samples and suffers from underflow if the number of samples is small. These drawbacks can be avoided by using an importance sampling approach. We present a computationally efficient method for optimal Bayesian experimental design that introduces importance sampling based on the Laplace method to the inner loop. We derive the optimal values for the method parameters in which the average computational cost is minimized according to the desired error tolerance. We use three numerical examples to demonstrate the computational efficiency of our method compared with the classical double-loop Monte Carlo, and a more recent single-loop Monte Carlo method that uses the Laplace method as an approximation of the return value of the inner loop. The first example is a scalar problem that is linear in the uncertain parameter. The second example is a nonlinear scalar problem. The third example deals with the optimal sensor placement for an electrical impedance tomography experiment to recover the fiber orientation in laminate composites.Comment: 42 pages, 35 figure

The EC MUSA project on management and uncertainty of severe accidents: Main pillars and status

In the current state of maturity of severe accident codes, the time has come to foster the systematic application of Best Estimate Plus Uncertainties (BEPU) in this domain. The overall objective of the HORIZON-2020 project on “Management and Uncertainties of Severe Accidents (MUSA)” is to quantify the uncertainties of severe accident codes (e.g., ASTEC, MAAP, MELCOR, and AC2) when modeling reactor and spent fuel pools accident scenarios of Gen II and Gen III reactor designs for the prediction of the radiological source term. To do so, different Uncertainty Quantification (UQ) methodologies are to be used for the uncertainty and sensitivity analysis. Innovative AM measures will be considered in performing these UQ analyses, in addition to initial/boundary conditions and model parameters, to assess their impact on the source term prediction. This paper synthesizes the major pillars and the overall structure of the MUSA project, as well as the expectations and the progress made over the first year and a half of operation

Вплив нормального тиску на напружений стан гуми ступінчастого каната на робочому органі підйомної машини

Досліджено напружений стан гуми ступінчастого гумотросового каната у разі його застосування на підйомній машині з бобінним робочим органом та зі шківом тертя. Показано, що максимальні напруження в гумі залежать від конструкції каната та тиску, що виникає поміж шарами. Форма поперечного перерізу троса також впливає на напружений стан гуми.Исследовано напряженное состояние резины ступенчатого резинотросового каната в случае его применения на подъемной машине с бобинным рабочим органом и со шкивом трения. Показано, что максимальные напряжения в резине зависят от конструкции каната и давления, возникающего между слоями. Форма поперечного сечения троса также влияет на напряженное состояние резины.The stress-strain state of stepped rubber-rope cable in bobbin of winding and in pulley friction, are investigated. Shown that the maximum stress in the rubber depends on the design of the rope and the pressure appeared between the layers. Cable cross-sectional shape also affects to the stressstrain state of rubber

El desarrollo local y la cooperación transfronteriza en la Raya de Castilla y León

Las bandas fronterizas europeas presentan una serie de obstáculos y de estrangulamientos que han condicionado su desarrollo socioeconómico debido a su situación marginal y periférica respecto a los centros administrativos y de decisión política. También, esta localización en el borde nacional y en el extremo regional ha influido de forma negativa en el espacio rayano de Castilla y León con el Centro y el Norte de Portugal. Con el fin de paliar las desventajas geográficas de las áreas de frontera, la Unión Europea puso en marcha la Iniciativa Comunitaria INTERREG, específica para las zonas fronterizas, que complementa las acciones de los fondos estructurales y de cohesión derivados de la política regional. La aplicación de esta Iniciativa en la franja fronteriza castellanoleonesa, entre los años 1991 y 2006 y, tras su desaparición, del Programa Operativo de Cooperación Transfronteriza (POCTEP) durante 2007 al 2013, ha ayudado al conocimiento mutuo entre ambos lados, a la creación de estructuras coordinadas y a avanzar en soluciones a problemas comunes como el aislamiento geográfico, las fracturas demográficas y el atraso del tejido económico. Al mismo tiempo, la aplicación de estos programas ha generado nuevas miradas hacia la Raya con el impulso de actividades y servicios emergentes y la gestión creativa del patrimonio natural y cultural. En poco tiempo el camino recorrido en cooperación transfronteriza ha sido fructífero, pero necesita que en el futuro se consolide gracias a la conformación de entidades de colaboración y la puesta en marcha de proyectos de interés para este sector de la frontera ibérica con lazos y connotaciones históricas en el marco renovado por la Unión Europe

La apertura de la frontera: ¿Nuevas identidades transfronterizas?

Durante el apogeo de la soberanía se estudiaban las fronteras desde una perspectiva estado-céntrica. Hoy en día vivimos en una época de post-soberanía en que los estados ya no son contenedores de seguridad, economía y cultura y sus fronteras han perdido la función de barrera militar, económica y cultural. Por lo tanto nuevos enfoques teóricos se han desarrollado sobre las zonas fronterizas. Estos enfoques se basan en la idea de que la integración transnacional genera espacios de interacción económica, política y cultural, creando nuevas identidades transfronterizas. No obstante, los estudios de la frontera basados en estos nuevos enfoques padecen de una cierta euforia transfronteriza, porque hay indicios de que la apertura de la frontera no la deja como un palimpsesto de un pasado soberanista del estado. Por eso hay que matizar la euforia transfronteriza por las siguientes razones: primera, aunque se puede observar un incremento de la interacción económica transfronteriza, ésta sigue estando situada en su mayor parte dentro del estado; segunda, la cohesión político-cultural sigue siendo poco intensa en las zonas transfronterizas; y tercera, la frontera sigue dividiendo culturas e identidades

The multiple forms of commodification and the criticism of contemporary consumer practices

A passagem de “quase tudo” à qualidade de mercadoria é um fenômeno contemporâneo que enseja um processo conhecido como comodificação (ou mercadorização, mercantilização). Na medida em que promove impactos a longo prazo na constituição das sociedades, abre espaço para uma reflexão no campo sociológico sobre “o que” pode ser comprado e vendido e acerca do protagonismo dos agentes legitimadores desses novos mercados que se constituem. Após extensa revisão da literatura acadêmica de caráter transdisciplinar, este artigo sintetiza as múltiplas faces que a comodificação assume nas práticas de consumo contemporâneas. Os exemplos envolvem bens tangíveis e aspectos simbólicos do cotidiano que se tornam alienáveis, revelando como a cultura, a música, os alimentos, os recursos naturais, os lugares, a violência, as partes do corpo, o sexo, as tradições, a educação, a religião e até as emoções passam a ter valor nos domínios do mercado. O objetivo deste artigo é, primeiramente, entender as origens do conceito para, em seguida, apreender as feições determinantes do fenômeno nas dinâmicas de mudança social. Pretende-se estimular o debate e repensar criticamente: Em um mundo em que “tudo está à venda”, os indivíduos passam também a ser tratados como mercadorias? Pela análise dos casos, argumenta-se que os processos comodificantes alteram as formas da vida cotidiana e afetam as relações sociais, levando, em última análise, à ressignificação das “qualidades humanas” e à despolitização dos indivíduos com as dinâmicas de mudança social.Palavras-chave: comodificação, mercadoria, mercado de consumo, mudança social.The turn of “almost everything” to the quality of commodity reflects a contemporary process known as commodification (or commoditization). As this process promotes long-term impacts on the constitution of societies, it calls for a reflection on the sociological field of “what” can be bought and sold and about the role of legitimizing agents of these new markets that arise. After extensive review of the transdisciplinary academic literature, this paper summarizes the multiple forms of commodification in contemporary consumer practices. The examples involve tangible goods and symbolic aspects of daily life that become alienable, revealing how the culture, music, food, natural resources, places, violence, body parts, sex, traditions, education, religion and even emotions begin to have value in the market arena. The first purpose of this paper is to understand the origins of the concept, and then be able to seize the crucial features of the phenomenon in the dynamics of social change. It also aims at stimulating the debate and rethinking critically: In a world where “everything is for sale”, individuals also come to be treated as commodities? After the analysis of the cases, it is argued that commodifying processes change the ways of everyday life and affect the social relations, leading, ultimately, to reframe the “human qualities” and to the depoliticization of the individuals to the dynamics of social change.Keywords: commodification, commodity, consumer market, social change