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Sabemos da literatura que Calibração Comparativa está ligada à comparação de eficiência de instrumentos de medição. Neste trabalho discutimos estimação e testes de hipóteses em modelos de calibração comparativa. Para a estimação dos parâmetros do modelo, consideramos os algoritmos EM e o algoritmo BFGS do programa Ox. Testes para algumas hipóteses de interesse são implementados usando as estatísticas da razão de verossimilhanças e de Wald. Estudos de simulação são utilizados na comparação dos procedimentos. Uma aplicação é apresentada a um conjunto de dados constituído de medições de alturas de árvores com três, quatro e cinco hipsômetros. / We know about the literature that Comparative Calibration it is linked the efficiency comparison of measurement instruments. In this work we discuss estimates and tests of hypotheses in comparative calibration models. For the estimate of the parameters of the model, we consider the EM algorithm and the algorithm BFGS in the program Ox. Testings for some hypotheses of interest are implemented using the likelihood ratio and Wald statistics. Simulation studies are used in the comparison of the procedures. An application is presented to a data set, constituted of measurements of heights of trees with three, four and five hipsometers.

Sabemos da literatura que Calibração Comparativa está ligada à comparação de eficiência de instrumentos de medição. Neste trabalho discutimos estimação e testes de hipóteses em modelos de calibração comparativa. Para a estimação dos parâmetros do modelo, consideramos os algoritmos EM e o algoritmo BFGS do programa Ox. Testes para algumas hipóteses de interesse são implementados usando as estatísticas da razão de verossimilhanças e de Wald. Estudos de simulação são utilizados na comparação dos procedimentos. Uma aplicação é apresentada a um conjunto de dados constituído de medições de alturas de árvores com três, quatro e cinco hipsômetros. / We know about the literature that Comparative Calibration it is linked the efficiency comparison of measurement instruments. In this work we discuss estimates and tests of hypotheses in comparative calibration models. For the estimate of the parameters of the model, we consider the EM algorithm and the algorithm BFGS in the program Ox. Testings for some hypotheses of interest are implemented using the likelihood ratio and Wald statistics. Simulation studies are used in the comparison of the procedures. An application is presented to a data set, constituted of measurements of heights of trees with three, four and five hipsometers.

Model order reduction is necessary even in a time where the parallel processing is usual in almost any personal computer. The recent Model Reduction Methods are useful tools nowadays on reducing the problem processing. This work intends to describe a combination between POD (Proper Orthogonal Decomposition) and Ritz vectors that achieve an efficient Galerkin projection that changes during the processing, comparing the development of the error and the convergence rate between the full space and the projection space, in addition to check the stability of the projection space, leading to an adaptive model order reduction for nonlinear dynamical problems more efficient. This model reduction is supported by a secant formulation, which is updated by BFGS (Broyden - Fletcher - Goldfarb - Shanno) method to accelerate convergence of the model, and a tangent formulation to correct the projection space. Furthermore, this research shows that this method permits a correction of the reduced model at low cost, especially when the classical POD is no more efficient to represent accurately the solution. / A Redução de ordem de modelo é necessária, mesmo em uma época onde o processamento paralelo é usado em praticamente qualquer computador pessoal. Os recentes métodos de redução de modelo são ferramentas úteis nos dias de hoje para a redução de processamento de um problema. Este trabalho pretende descrever uma combinação entre POD (Proper Orthogonal Decomposition) e vetores de Ritz para uma projecção de Galerkin eficiente que sofre alterações durante o processamento, comparando o desenvolvimento do erro e a taxa de convergência entre o espaço total e o espaço de projeção, além da verificação de estabilidade do espaço de projeção, levando a uma redução de ordem do modelo adaptativo mais eficiente para problemas dinâmicos não-lineares. Esta redução de modelo é assistida por uma formulação secante, que é atualizado pela formula de BFGS (Broyden - Fletcher- Goldfarb - Shanno) com o intuito de acelerar a convergência do modelo, e uma formulação tangente para a correção do espaço de projeção. Além disso, esta pesquisa mostra que este método permite a correção do modelo reduzido com baixo custo, especialmente quando o clássico POD não é mais eficiente para representar com precisão a solução.

Model order reduction is necessary even in a time where the parallel processing is usual in almost any personal computer. The recent Model Reduction Methods are useful tools nowadays on reducing the problem processing. This work intends to describe a combination between POD (Proper Orthogonal Decomposition) and Ritz vectors that achieve an efficient Galerkin projection that changes during the processing, comparing the development of the error and the convergence rate between the full space and the projection space, in addition to check the stability of the projection space, leading to an adaptive model order reduction for nonlinear dynamical problems more efficient. This model reduction is supported by a secant formulation, which is updated by BFGS (Broyden - Fletcher - Goldfarb - Shanno) method to accelerate convergence of the model, and a tangent formulation to correct the projection space. Furthermore, this research shows that this method permits a correction of the reduced model at low cost, especially when the classical POD is no more efficient to represent accurately the solution. / A Redução de ordem de modelo é necessária, mesmo em uma época onde o processamento paralelo é usado em praticamente qualquer computador pessoal. Os recentes métodos de redução de modelo são ferramentas úteis nos dias de hoje para a redução de processamento de um problema. Este trabalho pretende descrever uma combinação entre POD (Proper Orthogonal Decomposition) e vetores de Ritz para uma projecção de Galerkin eficiente que sofre alterações durante o processamento, comparando o desenvolvimento do erro e a taxa de convergência entre o espaço total e o espaço de projeção, além da verificação de estabilidade do espaço de projeção, levando a uma redução de ordem do modelo adaptativo mais eficiente para problemas dinâmicos não-lineares. Esta redução de modelo é assistida por uma formulação secante, que é atualizado pela formula de BFGS (Broyden - Fletcher- Goldfarb - Shanno) com o intuito de acelerar a convergência do modelo, e uma formulação tangente para a correção do espaço de projeção. Além disso, esta pesquisa mostra que este método permite a correção do modelo reduzido com baixo custo, especialmente quando o clássico POD não é mais eficiente para representar com precisão a solução.

京都大学 / 0048 / 新制・課程博士 / 博士(情報学) / 甲第22862号 / 情博第741号 / 新制||情||127(附属図書館) / 京都大学大学院情報学研究科数理工学専攻 / (主査)教授 山下 信雄, 教授 太田 快人, 教授 鹿島 久嗣 / 学位規則第4条第1項該当 / Doctor of Informatics / Kyoto University / DFAM

With the recent upsurge in mental health concerns and ongoing isolation regulations brought about by the COVID-19 pandemic, it is important to understand how an individual's daily travel behavior can affect their mental health. Before finding any correlations to mental health, researchers must first have individual travel behavior information: an accurate number of activities and locations of those activities. One way to obtain daily travel behavior information is through the interpretation of cellular Global Positioning System (GPS) data. Previous methods that interpret GPS data into travel behavior information have limitations. Specifically, rule-based algorithms are structured around subjective rule-based tests, clustering algorithms include only spatial parameters that are chosen sequentially or require further exploration, and imputation algorithms are sensitive to provided context (input parameters) and/or require lots of training data to validate the results of the algorithm. Due to the lack of provided training data that would be required for an imputation algorithm, this thesis uses a previously adopted clustering method. The objective of this thesis is to determine which spatial, entropy, and time parameters cause the clustering algorithm to give the most accurate travel behavior results. This optimal set of parameters was determined using a comparison of two non-linear optimization methods: simulated annealing and a limited-memory Broyden-Fletcher-Goldfarb-Shanno Bound (L-BFGS-B) optimizer. Ultimately, simulated annealing optimization found the best set of clustering parameters leading to 91% clustering algorithm accuracy whereas L-BFGS-B optimization found parameters that were only able to produce a maximum of 79% accuracy. Using the most optimal set of parameters in the clustering algorithm, an entire set of GPS data can be interpreted to determine an individual's daily travel behavior. This resulting individual travel behavior sets the groundwork to answer the question of how individual travel behavior can affect mental health.

The research in distributed algorithms is linked with the developments of statistical inference in wireless sensor networks (WSNs) applications. Typically, distributed approaches process the collected signals from networked sensor nodes. That is to say, the sensors receive local observations and transmit information between each other. Each sensor is capable of combining the collected information with its own observations to improve performance. In this thesis, we propose novel distributed methods for the inference applications using wireless sensor networks. In particular, the efficient algorithms which are not computationally intensive are investigated. Moreover, we present a number of novel algorithms for processing asynchronous network events and robust state estimation. In the first part of the thesis, a distributed adaptive algorithm based on the component-wise EM method for decentralized sensor networks is investigated. The distributed component-wise Expectation-Maximization (EM) algorithm has been designed for application in a Gaussian density estimation. The proposed algorithm operates a component-wise EM procedure for local parameter estimation and exploit an incremental strategy for network updating, which can provide an improved convergence rate. Numerical simulation results have illustrated the advantages of the proposed distributed component-wise EM algorithm for both well-separated and overlapped mixture densities. The distributed component-wise EM algorithm can outperform other EM-based distributed algorithms in estimating overlapping Gaussian mixtures. In the second part of the thesis, a diffusion based EM gradient algorithm for density estimation in asynchronous wireless sensor networks has been proposed. Specifically, based on the asynchronous adapt-then-combine diffusion strategy, a distributed EM gradient algorithm that can deal with asynchronous network events has been considered. The Bernoulli model has been exploited to approximate the asynchronous behaviour of the network. Compared with existing distributed EM based estimation methods using a consensus strategy, the proposed algorithm can provide more accurate estimates in the presence of asynchronous networks uncertainties, such as random link failures, random data arrival times, and turning on or off sensor nodes for energy conservation. Simulation experiments have been demonstrated that the proposed algorithm significantly outperforms the consensus based strategies in terms of Mean-Square- Deviation (MSD) performance in an asynchronous network setting. Finally, the challenge of distributed state estimation in power systems which requires low complexity and high stability in the presence of bad data for a large scale network is addressed. A gossip based quasi-Newton algorithm has been proposed for solving the power system state estimation problem. In particular, we have applied the quasi-Newton method for distributed state estimation under the gossip protocol. The proposed algorithm exploits the Broyden- Fletcher-Goldfarb-Shanno (BFGS) formula to approximate the Hessian matrix, thus avoiding the computation of inverse Hessian matrices for each control area. The simulation results for IEEE 14 bus system and a large scale 4200 bus system have shown that the distributed quasi-Newton scheme outperforms existing algorithms in terms of Mean-Square-Error (MSE) performance with bad data.

A new optimization algorithm, which can efficiently solve large-scale constrained non-linear optimization problems and leverage parallel computing, is designed and studied. The new algorithm, referred to herein as LASO or LArge Scale Optimizer, combines the best features of various algorithms to create a computationally efficient algorithm with strong convergence properties. Numerous algorithms were implemented and tested in its creation. Bound-constrained, step-size, and constrained algorithms have been designed that push the state-of-the-art. Along the way, five novel discoveries have been made: (1) a more efficient and robust method for obtaining second order Lagrange multiplier updates in Augmented Lagrangian algorithms, (2) a method for directly identifying the active constraint set at each iteration, (3) a simplified formulation of the penalty parameter sub-problem, (4) an efficient backtracking line-search procedure, (5) a novel hybrid line-search trust-region step-size calculation method. The broader impact of these contributions is that, for the first time, an Augmented Lagrangian algorithm is made to be competitive with state-of-the-art Sequential Quadratic Programming and Interior Point algorithms. The present work concludes by showing the applicability of the LASO algorithm to simulate one step of digital human walking and to accelerate the optimization process using parallel computing.

The work presented in this thesis deals with the application of optimization tools to the design of solid rocket motor grains per internal ballistic requirements. Research concentrated on the development of an optimization strategy capable of efficiently and consistently optimizing virtually an unlimited range of radial burning solid rocket motor grain geometries. Optimization tools were applied to the design process of solid rocket motor grains through an optimization framework developed to interface optimization tools with the solid rocket motor design system. This was done within a programming architecture common to the grain design system, AML. This commonality in conjunction with the object-oriented dependency-tracking features of this programming architecture were used to reduce the computational time of the design optimization process. The optimization strategy developed for optimizing solid rocket motor grain geometries was called the internal ballistic optimization strategy. This strategy consists of a three stage optimization process; approximation, global optimization, and highfidelity optimization, and optimization methodologies employed include DOE, genetic algorithms, and the BFGS first-order gradient-based algorithm. This strategy was successfully applied to the design of three solid rocket motor grains of varying complexity. The contributions of this work was the development and application of an optimization strategy to the design process of solid rocket motor grains per internal ballistic requirements.