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In this paper, we present constrained simulated annealing (CSA), an algorithm that extends conventional simulated annealing to look for constrained local minima of nonlinear constrained optimization problems. The algorithm is base...
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In this paper, we present constrained simulated annealing (CSA), an algorithm that extends conventional simulated annealing to look for constrained local minima of nonlinear constrained optimization problems. The algorithm is based on the theory of extended saddle points (ESPs) that shows the one-to-one correspondence between a constrained local minimum and an ESP of the corresponding penalty function. CSA finds ESPs by systematically controlling probabilistic descents in the problem-variable subspace of the penalty function and probabilistic ascents in the penalty subspace. Based on the decomposition of the necessary and sufficient ESP condition into multiple necessary conditions, we present constraint-partitioned simulated annealing (CPSA) that exploits the locality of constraints in nonlinear optimization problems. CPSA leads to much lower complexity as compared to that of CSA by partitioning the constraints of a problem into significantly simpler subproblems, solving each independently, and resolving those violated global constraints across the subproblems. We prove that both CSA and CPSA asymptotically converge to a constrained global minimum with probability one in discrete optimization problems. The result extends conventional simulated annealing (SA), which guarantees asymptotic convergence in discrete unconstrained optimization, to that in discrete constrained optimization. Moreover, it establishes the condition under which optimal solutions can be found in constraint-partitioned nonlinear optimization problems. Finally, we evaluate CSA and CPSA by applying them to solve some continuous constrained
optimization benchmarks and compare their performance to that of other penalty methods.
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Using intraday data, this study investigates the contribution to the price discovery of Euro and Japanese Yen exchange rates in three foreign exchange markets based on electronic trading systems: the CME GLOBEX regular futures, E-...
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Using intraday data, this study investigates the contribution to the price discovery of Euro and Japanese Yen exchange rates in three foreign exchange markets based on electronic trading systems: the CME GLOBEX regular futures, E-mini futures, and the EBS interdealer spot market. Contrary to evidence in equity markets and more recent evidence in foreign exchange markets, the spot market is found to consistently lead the price discovery process for both currencies during the sample period. Furthermore, E-mini futures do not contribute more to the price discovery than the electronically traded regular futures.
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The benchmark dose (BMD) is an exposure level that would induce a small risk increase (BMR level) above the background. The BMD approach to deriving a reference dose for risk assessment of noncancer effects is advantageous in that...
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The benchmark dose (BMD) is an exposure level that would induce a small risk increase (BMR level) above the background. The BMD approach to deriving a reference dose for risk assessment of noncancer effects is advantageous in that the estimate of BMD is not restricted to experimental doses and utilizes most available dose-response information. To quantify statistical uncertainty of a BMD estimate, we often calculate and report its lower confidence limit (i.e., BMDL), and may even consider it as a more conservativealternative to BMD itself. Computation of BMDL may involve normal confidence limits to BMD in conjunction with the delta method. Therefore, factors, such as small sample size and nonlinearity in model parameters, can affect the performance of the delta method BMDL, and alternative methods are useful. In this article, we propose a bootstrap method to estimate BMDL utilizing a scheme that consists of a resampling of residuals after model fitting and a one-step formula for parameter estimation. We illustrate the method with clustered binary data from developmental toxicity experiments. Our analysis shows that with moderately elevated dose-response data, the distribution of BMD estimator tends to be left-skewed and bootstrap BMDL s are smaller than the delta method BMDL s on average, hence quantifying risk more conservatively. Statistically, the bootstrap BMDL quantifies the uncertainty of the true BMD more honestly than the delta method BMDL as its coverage probability is closer to the nominal level than that of delta method BMDL. We find that BMD and BMDL estimates are generally insensitive to model choices provided that the models fit the data comparably well near the region of BMD. Our analysis also suggests that, in the presence of a significant and moderately strong dose-response relationship, the developmental toxicity experiments under the standard protocol support dose-response assessment at 5% BMR for BMD and 95% confidence level for BMDL.
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Rapid urbanization and industrialization in South China has placed great strain on the environment and on human health. In the present study, the total suspended particulate matter (TSP) in the urban and suburban areas of Hong Kon...
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Rapid urbanization and industrialization in South China has placed great strain on the environment and on human health. In the present study, the total suspended particulate matter (TSP) in the urban and suburban areas of Hong Kong and Guangzhou, the two largest urban centres in South China, was sampled from December 2003 to January 2005. The samples were analysed for the concentrations of major elements (Al, Fe, Mg and Mn) and trace metals (Cd, Cr, Cu, Pb, V and Zn), and for Pb isotopic composition. Elevated concentrations of metals, especially Cd, Pb, V and Zn, were observed in the urban and suburban areas of Guangzhou, showing significant atmospheric trace element pollution. Distinct seasonal patterns were observed in the heavy metal concentrations of aerosols in Hong Kong, with higher metal concentrations during the winter monsoon period, and lower concentrations during summertime. The seasonal variations in the metal concentrations of the aerosols in Guangzhou were less distinct, suggesting the dominance of local sources of pollution around the city. The Pb isotopic composition in the aerosols of Hong Kong had higher ~(206)Pb/~(207)Pb and ~(208)Pb/~(207)Pb ratios in winter, showing the influence of Pb from the northern inland areas of China and the Pearl River Delta (PRD) region, and lower ~(206)Pb/~(207)Pb and ~(208)Pb/~(207)Pb ratios in summer, indicating the influence of Pb from the South Asian region and from marine sources. The back trajectory analysis showed that the enrichment of heavy metals in Hong Kong and Guangzhou was closely associated with the air mass from the north and northeast that originated from northern China, reflecting the long-range transport of heavy metal contaminants from the northern inland areas of China to the South China coast.
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PM_(2.5) aerosols were sampled and atmospheric ~(222)Rn (radon) was measured, at Hong Kong, China, over 3 years 2001-2003. The aerosol samples were analysed using accelerator-based Ion Beam Analysis (IBA) techniques to provide qua...
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PM_(2.5) aerosols were sampled and atmospheric ~(222)Rn (radon) was measured, at Hong Kong, China, over 3 years 2001-2003. The aerosol samples were analysed using accelerator-based Ion Beam Analysis (IBA) techniques to provide quantitative information on 21 of their major and minor elemental contributions. The radon concentration on aerosol sampling days was then used to classify the degree of land contact (high or low) experienced by air masses en route to the receptor site. It was found that elements known to originate from anthropogenic sources (e.g. Zn, K, Br, Pb and Black Carbon) were positively correlated with observed radon concentration. An eight-factor Positive Matrix Factorisation (PMF) analysis was performed on the data set, which resulted in elemental profiles ("fingerprints") for eight potential sources and we identified source factors that were correlated with radon. The Potential Source Contribution Function technique was then used to identify the geographic regions most likely to have significantly contributed to the aerosol samples collected at the receptor site.
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The robust fuzzy adaptive control scheme is developed for a class of unknown nonlinear MIMO systems. Two types of uncertainties are considered: i.e. the matched uncertainty and the unmatched uncertainties. In the control procedure...
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The robust fuzzy adaptive control scheme is developed for a class of unknown nonlinear MIMO systems. Two types of uncertainties are considered: i.e. the matched uncertainty and the unmatched uncertainties. In the control procedure, fuzzy logic systems are implemented to estimate the unknown functions and robust compensatory are designed in H~∞ sense for attenuating the unmatched uncertainties. It is shown that the proposed control is continuous, guarantees global stability and the H~∞ performance index. Extensive simulations on the tracking control of a two-link rigid robotics manipulator verify the effectiveness of the proposed algorithms.
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In this paper, a stable adaptive fuzzy output tracking scheme is developed for a single-input-single-output unknown nonlinear system which can be represented globally by an input-output model. The main characteristics of the propo...
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In this paper, a stable adaptive fuzzy output tracking scheme is developed for a single-input-single-output unknown nonlinear system which can be represented globally by an input-output model. The main characteristics of the proposed adapt fuzzy control are (i) it does not need the assumption that all the states of the system are available for full feedback, but introduces a high gain observer to estimate them. (ii) It is composed of a robust control term and an equivalence fuzzy control so that it not only ensures the stability of closed-loop system but also attenuates the effect of fuzzy approximation error on the tracking error of the system to arbitrary small level. (iii) It is proved that the designed output feedback adaptive fuzzy control can recover the performance achieved under the state feedback controller.
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Introduction China has an estimated 5 million people with tuberculosis (TB). Official policy is that treatment of all patients is directly observed by health workers; completion rates are reported to be in excess of 90%, and drugs...
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Introduction China has an estimated 5 million people with tuberculosis (TB). Official policy is that treatment of all patients is directly observed by health workers; completion rates are reported to be in excess of 90%, and drugs should be supplied for free. However, some research suggests there is a gap between the official policies and practice.
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The total suspended particle (TSP) samples were collected from seven urban cities in Gansu province in the periods of dust storms from January to April 2001. These dust events were characterized by about 1-3 days duration, NNW-, N...
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The total suspended particle (TSP) samples were collected from seven urban cities in Gansu province in the periods of dust storms from January to April 2001. These dust events were characterized by about 1-3 days duration, NNW-, NW-, WNW-dominant wind directions, ～15.0m/s 1-h average wind speeds and ～62.53mg/m~3 TSP levels. In the January-April period, the dust events in northwestern China were mainly induced by the high pressures over Xinjiang or over northwestern Mongolia and by depressions over eastern Asia. TSP samples were analyzed using a JSM-5600LV scanning electron microscope (SEM) equipped with a KEVEX EDX and inductively coupled plasma atomic emission spectrometry for examining morphologies and major components. In addition, soil samples, collected from 11 different sites, were analyzed using X-ray fluorescence for their chemical components. The morphology of the dust particles showed a wide variety of types such as spherical shapes, irregular and sharp-edged shapes, etc., and contained crustal element oxides such as SiO_2, Al_2O_3, Fe_2O_3, CaO, MgO, K_2O, Na_2O, and TiO_2, similar to the chemical components in the desert/Gobi areas. However, the concentrations of elements such as Cu, V, Pb, Zn and As were wider and higher than those in the soils of the desert/Gobi areas, and their ratios for TSP/ desert and TSP/Gobi were about 3～14. The levels of these elements in the urban cities may not be influenced by the dust storms in the desert/Gobi areas, but may be contributed to by anthropogenic sources such as industrial tailings and some polluted materials.
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In this paper, we present a method to perform automatic multiple player detection, unsupervised labeling and efficient tracking in broadcast soccer videos. Player detection is to determine the players' positions and scales. It is ...
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In this paper, we present a method to perform automatic multiple player detection, unsupervised labeling and efficient tracking in broadcast soccer videos. Player detection is to determine the players' positions and scales. It is achieved by combining the ability of dominant color based background subtraction and a boosting detector with Haar features. We then collect hundreds of player samples with the player detector, and learn codebook based player appearance model by unsupervised clustering algorithm. A player can be labeled as one of four types: two teams, referee or outlier. The learning capability enables the method to be generalized well to different videos without any manually initialization. Based on detection and labeling, we perform multiple player tracking with Markov chain Monte Carlo (MCMC) data association. Some data driven dynamics are proposed to improve the Markov chain's efficiency, such as label and motion consistent and track length. The testing results on FIFA World Cup 2006 videos demonstrate that our method can reach high detection and labeling precision, and reliably tracking in cases of scenes such as player occlusion, moderate camera motion and pose variation.
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