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Estimation of Limiting Conditional Probabilities for Regularly Varying Time SeriesDimy Anguima Ibondzi, Herve 16 April 2014 (has links)
In this thesis we are concerned with estimation of clustering probabilities for univariate heavy tailed time series. We employ functional convergence of a bivariate tail empirical process to conclude asymptotic normality of an estimator of the clustering probabilities. Theoretical results are illustrated by simulation studies.
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Estimation of Limiting Conditional Probabilities for Regularly Varying Time SeriesDimy Anguima Ibondzi, Herve January 2014 (has links)
In this thesis we are concerned with estimation of clustering probabilities for univariate heavy tailed time series. We employ functional convergence of a bivariate tail empirical process to conclude asymptotic normality of an estimator of the clustering probabilities. Theoretical results are illustrated by simulation studies.
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Mothers' Communication Style and the Development of Child Compliance and Noncompliance During the Third Year of LifeSohr-Preston, Sara 22 May 2006 (has links)
Learning to comply with parental commands and requests is an important developmental achievement during toddlerhood. Although more responsive parenting often is associated with increases in children's compliance during the toddler years, the role of mothers' and toddlers' language abilities on change in compliance has largely been ignored. The current study addressed this gap using a sample of low-income, primarily African American mothers and toddlers (N = 55). Two models examining the role of receptive vocabulary were evaluated. First, mothers with higher receptive vocabulary scores were hypothesized to display more warm responsive communication in a teaching situation, which would be related to higher children's receptive vocabulary scores, and increased child compliance from age 2 to 3. Conversely, mothers with lower receptive vocabulary scores were expected to use more hostile intrusive communication, or communication patterns that would predict lower receptive vocabulary scores in children and increases in noncompliance over the third year. While direct associations were supported linking mothers' communication style with mothers' receptive vocabulary and change in compliance and noncompliance from age 2 to age 3, mediational hypotheses were not supported. The results of this study, while limited by small sample size, indicate that mothers' use of warm responsive or hostile intrusive communication in teaching situations affects their toddlers' development of compliance and noncompliance during the third year of life.
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Predicting Plans and Actions in Two-Player Repeated GamesMathema, Najma 22 September 2020 (has links)
Artificial intelligence (AI) agents will need to interact with both other AI agents and humans. One way to enable effective interaction is to create models of associates to help to predict the modeled agents' actions, plans, and intentions. If AI agents are able to predict what other agents in their environment will be doing in the future and can understand the intentions of these other agents, the AI agents can use these predictions in their planning, decision-making and assessing their own potential. Prior work [13, 14] introduced the S# algorithm, which is designed as a robust algorithm for many two-player repeated games (RGs) to enable cooperation among players. Because S# generates actions, has (internal) experts that seek to accomplish an internal intent, and associates plans with each expert, it is a useful algorithm for exploring intent, plan, and action in RGs. This thesis presents a graphical Bayesian model for predicting actions, plans, and intents of an S# agent. The same model is also used to predict human action. The actions, plans and intentions associated with each S# expert are (a) identified from the literature and (b) grouped by expert type. The Bayesian model then uses its transition probabilities to predict the action and expert type from observing human or S# play. Two techniques were explored for translating probability distributions into specific predictions: Maximum A Posteriori (MAP) and Aggregation approach. The Bayesian model was evaluated for three RGs (Prisoners Dilemma, Chicken and Alternator) as follows. Prediction accuracy of the model was compared to predictions from machine learning models (J48, Multi layer perceptron and Random Forest) as well as from the fixed strategies presented in [20]. Prediction accuracy was obtained by comparing the model's predictions against the actual player's actions. Accuracy for plan and intent prediction was measured by comparing predictions to the actual plans and intents followed by the S# agent. Since the plans and the intents of human players were not recorded in the dataset, this thesis does not measure the accuracy of the Bayesian model against actual human plans and intents. Results show that the Bayesian model effectively models the actions, plans, and intents of the S# algorithm across the various games. Additionally, the Bayesian model outperforms other methods for predicting human actions. When the games do not allow players to communicate using so-called cheaptalk, the MAP-based predictions are significantly better than Aggregation-based predictions. There is no significant difference in the performance of MAP-based and Aggregation-based predictions for modeling human behavior when cheaptalk is allowed, except in the game of Chicken.
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Conditional Streamflow ProbabilitiesRoefs, T. G., Clainos, D. M. 23 April 1971 (has links)
From the Proceedings of the 1971 Meetings of the Arizona Section - American Water Resources Assn. and the Hydrology Section - Arizona Academy of Science - April 22-23, 1971, Tempe, Arizona / Streamflows of monthly or shorter time periods, are, in most parts of the world, conditionally dependent. In studies of planning, commitment and operation decisions concerning reservoirs, it is probably most computationally efficient to use simulation routines for decisions of low dimensions, as planning and commitment, and optimization routines for the highly dimensional operation rule decisions. This presents the major problem of combining the 2 routines, since streamflow dependencies in simulation routines are continuous while the direct stochastic optimization routines are discrete. A stochastic streamflow synthesis routine is described consisting of 2 parts: streamflow probability distribution and dependency analysis and a streamflow generation using the relationships developed. A discrete dependency matrix between streamflow amounts was then sought. Setting as the limits of interest the class 400-500 thousand acre ft in January and 500-600 thousand acre ft in February, and using the transforms specified, the appropriate normal deviates were determined. The next serious problem was calculating the conditional dependency based on the bivariate normal distribution. In order to calculate the joint probability exactly, double integrations would be required and these use too much computer time. For the problem addressed, therefore, the use of 1-dimensional conditional probabilities based on the flow interval midpoint is an adequate and effective procedure.
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Model Checking Techniques for Design and Analysis of Future Hardware and Software SystemsMärcker, Steffen 12 April 2021 (has links)
Computer hardware and software laid the foundation for fundamental innovations in science, technology, economics and society. Novel application areas generate an ever-increasing demand for computation power and storage capacities. Classic CMOS-based hardware and the von Neumann architecture are approaching their limits in miniaturization, power density and communication speed. To meet future demands, researchers work on new device technologies and architecture approaches which in turn require new algorithms and a hardware/software co-design to exploit their capabilities. Since the overall system heterogeneity and complexity increases, the challenge is to build systems with these technologies that are both correct and performant by design.
Formal methods in general and model checking in particular are established verification methods in hardware design, and have been successfully applied to many hardware, software and integrated hardware/software systems. In many systems, probabilistic effects arise naturally, e.g., from input patterns, production variations or the occurrence of faults. Probabilistic model checking facilitates the quantitative analysis of performance and reliability measures in stochastic models that formalize this probabilism.
The interdisciplinary research project Center for Advancing Electronics Dresden, cfaed for short, aims to explore hardware and software technologies for future information processing systems. It joins the research efforts of different groups working on technologies for all system layers ranging from transistor device research over system architecture up to the application layer.
The collaborations among the groups showed a demand for new formal methods and enhanced tools to assist the design and analysis of technologies at all system layers and their cross-layer integration. Addressing these needs is the goal of this thesis.
This work contributes to probabilistic model checking for Markovian models with new methods to compute two essential measures in the analysis of hardware/software systems and a method to tackle the state-space explosion problem: 1) Conditional probabilities are well known in stochastic theory and statistics, but efficient methods did not exist to compute conditional expectations in Markov chains and extremal conditional probabilities in Markov decision processes. This thesis develops new polynomial-time algorithms, and it provides a mature implementation for the probabilistic model checker PRISM. 2) Relativized long-run and relativized conditional long-run averages are proposed in this work to reason about probabilities and expectations in Markov chains on the long run when zooming into sets of states or paths. Both types of long-run averages are implemented for PRISM. 3) Symmetry reduction is an effective abstraction technique to tame the state-space explosion problem. However, state-of-the-art probabilistic model checkers apply it only after building the full model and offer no support for specifying non-trivial symmetric components. This thesis fills this gap with a modeling language based on symmetric program graphs that facilitates symmetry reduction on the source level. The new language can be integrated seamlessly into the PRISM modeling language.
This work contributes to the research on future hardware/software systems in cfaed with three practical studies that are enabled by the developed methods and their implementations. 1) To confirm relevance of the new methods in practice and to validate the results, the first study analyzes a well-understood synchronization protocol, a test-and-test-and-set spinlock. Beyond this confirmation, the analysis demonstrates the capability to compute properties that are hardly accessible to measurements. 2) Probabilistic write-copy/select is an alternative protocol to overcome the scalability issues of classic resource-locking mechanisms. A quantitative analysis verifies the protocol's principle of operation and evaluates the performance trade-offs to guide future implementations of the protocol. 3) The impact of a new device technology is hard to estimate since circuit-level simulations are not available in the early stages of research. This thesis proposes a formal framework to model and analyze circuit designs for novel transistor technologies. It encompasses an operational model of electrical circuits, a functional model of polarity-controllable transistor devices and algorithms for design space exploration in order to find optimal circuit designs using probabilistic model checking. A practical study assesses the model accuracy for a lab-device based on germanium nanowires and performs an automated exploration and performance analysis of the design space of a given switching function. The experiments demonstrate how the framework enables an early systematic design space exploration and performance evaluation of circuits for experimental transistor devices.:1. Introduction
1.1 Related Work
2. Preliminaries
3. Conditional Probabilities in Markovian Models
3.1 Methods for Discrete- and Continuous-Time Markov Chains
3.2 Reset Method for Markov Decision Processes
3.3 Implementation
3.4 Evaluation and Comparative Studies
3.5 Conclusion
4. Long-Run Averages in Markov Chains
4.1 Relativized Long-Run Average
4.2 Conditional State Evolution
4.3 Implementation
4.4 Conclusion
5. Language-Support for Immediate Symmetry Reduction
5.1 Probabilistic Program Graphs
5.2 Symmetric Probabilistic Program Graphs
5.3 Implementation
5.4 Conclusion
6. Practical Applications of the Developed Techniques
6.1 Test-and-Test-and-Set Spinlock: Quantitative Analysis of an Established Protocol
6.2 Probabilistic Write/Copy-Select: Quantitative Analysis as Design Guide for a Novel Protocol
6.3 Circuit Design for Future Transistor Technologies: Evaluating Polarity-Controllable Multiple-Gate FETs
7. Conclusion
Bibliography
Appendices
A. Conditional Probabilities and Expectations
A.1 Selection of Benchmark Models
A.2 Additional Benchmark Results
A.3 Comparison PRISM vs. Storm
B. Language-Support for Immediate Symmetry Reduction
B.1 Syntax of the PRISM Modeling Language
B.2 Multi-Core Example
C. Practical Applications of the Developed Techniques
C.1 Test-and-Test-and-Set Spinlock
C.2 Probabilistic Write/Copy-Select
C.3 Circuit Design for Future Transistor Technologies
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