1,035 research outputs found

    Branching Subset Simulation

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    Subset Simulation is a Markov chain Monte Carlo method, initially conceived to compute small failure probabilities in structural reliability problems. This is done by iteratively sampling from nested subsets in the input space of a performance function. Subset Simulation has since been adapted as a sampler in other realms such as optimisation, Bayesian updating and history matching. In all of these contexts, it is not uncommon that either the geometry of the input domain or the nature of the corresponding performance function cause Subset Simulation to suffer from ergodicity problems. To address these problems, this paper proposes Branching Subset Simulation. The proposed framework dynamically partitions the input space, and recursively begins Branching Subset Simulation anew in each partition. It is shown that Branching Subset Simulation is less likely than Subset Simulation to suffer from ergodicity problems and has improved sampling efficiency in the presence of multi-modality

    Towards a shared research agenda for computer-aided assessment of university mathematics

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    In this article we describe our plan to develop a shared research agenda for computer-aided assessment of university mathematics, drawing on input from the community of mathematics education researchers and university teachers interested in this topic. Such an agenda will help to establish a programme of research aligned with practical concerns, which would contribute to both theoretical and practical development. As well as describing the process that we will follow, we provide three illustrative examples of use-inspired research questions that have arisen in our own teaching of university mathematics

    Convex Optimization, Stochastic Approximation, and Optimal Contract Management in Real-time Bidding

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    This thesis studies problems at the intersection of monotone and convex optimization, auction theory, and electronic commerce. Convex optimization and the theory of stochastic approximation serve as the basic practical and theoretical tools we have drawn upon. We solve important problems facing Demand Side Platforms (DSPs) and other demand aggregators (to be defined in the main body) in the e-commerce space, particularly in the field of real-time bidding (RTB). RTB is a real-time auction market, the primary application of which is the selling advertising space. Our main contribution to this field, at its most basic, is to recognize that certain optimal bidding problems can be re-cast as convex optimization problems. Particular focus will be placed upon the second price auction mechanism due to the strikingly simple structural results that hold in this case; but many results generalize to the first price auction mechanism under additional assumptions. We will also touch upon formal connections between these auction problems and two important problems in finance, namely the dark pool problem, and optimal portfolio construction

    What supports hospital pharmacist prescribing in Scotland? A mixed methods, exploratory sequential study.

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    While approximately half of all qualified hospital pharmacist independent prescribers (PIPs) in Scotland are active prescribers, there are major differences in prescribing activity across geographical areas. This study aimed to explore, through focus groups, interviews and a questionnaire, hospital PIPs' perceptions of factors associated with prescribing activity and to investigate the infrastructure required to better support active prescribing by PIPs. Findings reinforced the perceived positive impact of supportive pharmacy leadership within the organisation, recognition that prescribing is integral to the clinical pharmacist role and a work environment conducive to prescribing

    Direct amine-functionalisation of γ-Fe2O3nanoparticles

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    A novel and simple preparation of amine-modified γ-Fe2O3 nanoparticles is described. The presence of amine groups on the surface, instead of hydroxyl groups, will allow conjugation of biologically active molecules to the iron oxide nanoparticles without the need for a size increasing silica shell. Furthermore, the outer amine-layer increases the temperature of the γ-Fe2O3 to α-Fe2O3 structural transition in a similar way to previously reported cationic substitutions. This may suggest the formation of an oxide–nitride outer layer. Re-dispersion of the amine-modified γ-Fe2O3 nanoparticles led to the preparation of stable ferrofluids
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