Download or read book A Computationally Efficient Fixed Point Approach to Dynamic Structural Demand Estimation written by Yutec Sun and published by . This book was released on 2018 with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper develops a computationally efficient approach to the estimation of random coefficients logit model of dynamic consumer demand using product panel data. The conventional GMM estimation relies on two computationally intensive fixed point algorithms, each developed by Rust (1987) and Berry, Levinsohn, and Pakes (1995), nested within an optimization routine. We transform the GMM estimation into a quasi-Bayesian (Laplace type) framework and develop a Markov Chain Monte Carlo (MCMC) method that solves the fixed point problems incrementally with Markov chain simulation. The proposed approach has two main advantages. First, it reduces the computational burden of the nested fixed point (NFP) algorithm employed by GMM without sacrificing the model flexibility. Our Monte Carlo experiments demonstrate that the new method outperforms both NFP and MPEC in computational speed by substantial margin, particularly in the most computationally intensive estimations. Second, the proposed method requires only moment restrictions as GMM, thereby avoiding the risk of misspecification bias in equilibrium frameworks.

Download or read book Constrained Optimization Approaches to Estimation of Structural Models written by Che-Lin Su and published by . This book was released on 2011 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: Estimating structural models is often viewed as computationally difficult, an impression partly due to a focus on the nested fixed-point (NFXP) approach. We propose a new constrained optimization approach for structural estimation. We show that our approach and the NFXP algorithm solve the same estimation problem, and yield the same estimates. Computationally, our approach can have speed advantages because we do not repeatedly solve the structural equation at each guess of structural parameters. Monte Carlo experiments on the canonical Zurcher bus-repair model demonstrate that the constrained optimization approach can be significantly faster. -- structural estimation ; dynamic discrete choice models ; constrained optimization.

Download or read book Constrained Optimization Approaches to Estimation of Structural Models written by and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Computationally Efficient Model Predictive Control Algorithms written by Maciej Ławryńczuk and published by Springer. This book was released on 2016-08-27 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book thoroughly discusses computationally efficient (suboptimal) Model Predictive Control (MPC) techniques based on neural models. The subjects treated include: · A few types of suboptimal MPC algorithms in which a linear approximation of the model or of the predicted trajectory is successively calculated on-line and used for prediction. · Implementation details of the MPC algorithms for feed forward perceptron neural models, neural Hammerstein models, neural Wiener models and state-space neural models. · The MPC algorithms based on neural multi-models (inspired by the idea of predictive control). · The MPC algorithms with neural approximation with no on-line linearization. · The MPC algorithms with guaranteed stability and robustness. · Cooperation between the MPC algorithms and set-point optimization. Thanks to linearization (or neural approximation), the presented suboptimal algorithms do not require demanding on-line nonlinear optimization. The presented simulation results demonstrate high accuracy and computational efficiency of the algorithms. For a few representative nonlinear benchmark processes, such as chemical reactors and a distillation column, for which the classical MPC algorithms based on linear models do not work properly, the trajectories obtained in the suboptimal MPC algorithms are very similar to those given by the ``ideal'' MPC algorithm with on-line nonlinear optimization repeated at each sampling instant. At the same time, the suboptimal MPC algorithms are significantly less computationally demanding.

Download or read book Handbook of Industrial Organization written by and published by Elsevier. This book was released on 2021-12-09 with total page 788 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Industrial Organization, Volume Four highlights new advances in the field, with this new volume presenting interesting chapters written by an international board of expert authors. Presents authoritative surveys and reviews of advances in theory and econometrics Reviews recent research on capital raising methods and institutions Includes discussions on developing countries

Download or read book Econometric Models For Industrial Organization written by Matthew Shum and published by World Scientific. This book was released on 2016-12-14 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium models, involving econometric methods which have features distinct from those used in other areas of applied economics. These lecture notes, aimed for a first or second-year PhD course, motivate and explain these econometric methods, starting from simple models and building to models with the complexity observed in typical research papers. The covered topics include discrete-choice demand analysis, models of dynamic behavior and dynamic games, multiple equilibria in entry games and partial identification, and auction models.

Download or read book Advances in Vibration Engineering and Structural Dynamics written by Francisco Beltran-Carbajal and published by BoD – Books on Demand. This book was released on 2012-10-02 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to present recent and innovative advances on research studies and engineering applications in important areas of vibration engineering and structural dynamics. The fourteen chapters of the book cover a wide range of interesting issues related to modelling, rotordynamics, vibration control, estimation and identification, modal analysis, dynamic structures, finite element analysis, numerical methods and other practical engineering applications and theoretical developments on this very broad matter. The audience of the book includes researchers, professors, engineers, practitioners, engineering students and new comers in a variety of disciplines seeking to know more about the state of the art, challenging open problems and innovative solution proposals in vibration engineering and structural dynamics.

Download or read book Multiscale Modelling and Simulation written by Sabine Attinger and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: In August 2003, ETHZ Computational Laboratory (CoLab), together with the Swiss Center for Scientific Computing in Manno and the Universit della Svizzera Italiana (USI), organized the Summer School in "Multiscale Modelling and Simulation" in Lugano, Switzerland. This summer school brought together experts in different disciplines to exchange ideas on how to link methodologies on different scales. Relevant examples of practical interest include: structural analysis of materials, flow through porous media, turbulent transport in high Reynolds number flows, large-scale molecular dynamic simulations, ab-initio physics and chemistry, and a multitude of others. Though multiple scale models are not new, the topic has recently taken on a new sense of urgency. A number of hybrid approaches are now created in which ideas coming from distinct disciplines or modelling approaches are unified to produce new and computationally efficient techniques

Download or read book Molecular Docking and Molecular Dynamics written by Amalia Stefaniu and published by BoD – Books on Demand. This book was released on 2019-12-18 with total page 102 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book clearly explains the principles of in silico tools of molecular docking and molecular dynamics. It provides examples of algorithms and procedures proposed by different software programs for visualizing and identifying potential interactions in complexes of biochemical interest. The book is structured in six chapters, each of which discusses different molecular simulation methodologies and provides concrete examples of complexes interactions. In each chapter authors give an overview of the treated subject, a description of the methodologies used, and a discussion of the results. The authors describe computational ways to achieve a rational design of bioactive compounds with various therapeutic applications, including antitumoral agents, antitubercular drugs, nonsteroidal anti-inflammatory drugs, and radiopharmaceuticals.

Download or read book Dynamic Substructures Volume 4 written by Matthew Allen and published by Springer Nature. This book was released on 2022-07-05 with total page 133 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dynamics of Coupled Structures, Volume 4: Proceedings of the 40th IMAC, A Conference and Exposition on Structural Dynamics, 2022, the fourth volume of nine from the Conference brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of the Dynamics of Coupled Structures, including papers on: Transfer Path Analysis Blocked Forces and Experimental Techniques Real-Time Hybrid Substructuring and Uncertainty Quantification in Substructuring Nonlinear Substructuring

Download or read book Recent Developments In Structural Health Monitoring And Assessment Opportunities And Challenges Bridges Buildings And Other Infrastructures written by Achintya Haldar and published by World Scientific. This book was released on 2022-01-19 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a follow up to Health Assessment of Engineered Structures. It incorporates the most recent developments in health assessment and monitoring of infrastructures covering several advanced conceptual frameworks, different types of sensors, and application potentials. Opportunities and challenges in theoretical, numerical, and experimental investigations generally overlooked in the profession are discussed. Also included are various types of Bayesian filtering concepts improving the commonly used techniques.Showcasing a multi-faceted, technology-based development in health assessment of infrastructures, several new approaches for health assessment are presented to assess the health of masonry structures, riveted steel railway bridges, and more, such as the use of:

Download or read book Discrete Choice Methods with Simulation written by Kenneth Train and published by Cambridge University Press. This book was released on 2009-07-06 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value, or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety of specifications that build on these basics. Simulation-assisted estimation procedures are investigated and compared, including maximum stimulated likelihood, method of simulated moments, and method of simulated scores. Procedures for drawing from densities are described, including variance reduction techniques such as anithetics and Halton draws. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. The second edition adds chapters on endogeneity and expectation-maximization (EM) algorithms. No other book incorporates all these fields, which have arisen in the past 25 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.

Download or read book Multilevel Optimization Algorithms and Applications written by A. Migdalas and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: Researchers working with nonlinear programming often claim "the word is non linear" indicating that real applications require nonlinear modeling. The same is true for other areas such as multi-objective programming (there are always several goals in a real application), stochastic programming (all data is uncer tain and therefore stochastic models should be used), and so forth. In this spirit we claim: The word is multilevel. In many decision processes there is a hierarchy of decision makers, and decisions are made at different levels in this hierarchy. One way to handle such hierar chies is to focus on one level and include other levels' behaviors as assumptions. Multilevel programming is the research area that focuses on the whole hierar chy structure. In terms of modeling, the constraint domain associated with a multilevel programming problem is implicitly determined by a series of opti mization problems which must be solved in a predetermined sequence. If only two levels are considered, we have one leader (associated with the upper level) and one follower (associated with the lower level).

Download or read book Statistical Methods for QTL Mapping written by Zehua Chen and published by CRC Press. This book was released on 2013-11-01 with total page 944 pages. Available in PDF, EPUB and Kindle. Book excerpt: While numerous advanced statistical approaches have recently been developed for quantitative trait loci (QTL) mapping, the methods are scattered throughout the literature. Statistical Methods for QTL Mapping brings together many recent statistical techniques that address the data complexity of QTL mapping. After introducing basic genetics topics and statistical principles, the author discusses the principles of quantitative genetics, general statistical issues of QTL mapping, commonly used one-dimensional QTL mapping approaches, and multiple interval mapping methods. He then explains how to use a feature selection approach to tackle a QTL mapping problem with dense markers. The book also provides comprehensive coverage of Bayesian models and MCMC algorithms and describes methods for multi-trait QTL mapping and eQTL mapping, including meta-trait methods and multivariate sequential procedures. This book emphasizes the modern statistical methodology for QTL mapping as well as the statistical issues that arise during this process. It gives the necessary biological background for statisticians without training in genetics and, likewise, covers statistical thinking and principles for geneticists. Written primarily for geneticists and statisticians specializing in QTL mapping, the book can also be used as a supplement in graduate courses or for self-study by PhD students working on QTL mapping projects.

Download or read book Large Scale Systems written by F. G. Filip and published by Pergamon. This book was released on 2002 with total page 614 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the papers presented at the 9th IFAC Symposium on Large Scale Systems: Theory and Applications (LSS 2001), held in Bucharest, Romania, 18-20 July 2001. Its aim was to address the control aspects of those industrial, economic, social and environmental systems whose characteristics are high dimensionality, non-linearity and uncertainty, associated with a multitude of structural forms, with intense and time critical information exchange and efficient co-ordination. The symposium covered all major aspects of large scale, complex systems including methodological aspects, technological solutions and practical applications. methodological aspects and those devoted to practical applications. Several invited sessions were organised, including papers from leading world experts. The papers are ordered in accordance with the technical sessions. Session topics include methodology and application fields, traditional to this Symposium series. Topics covered include the following: modelling and model reduction; decentralized control and estimation; hierarchical control; intelligent and fuzzy control; nonlinear dynamics in complex systems; complex systems theory and analysis; water, gas, power systems; large scale CIMs and production planning and scheduling; communication and information systems; transportation systems; modelling and control of wastewater treatment plants and societal systems modelling, planning and management. technical programme, such as decision support systems and risk and governance in large-scale systems. More recent issues, such as risk management and human decision in large-scale systems, were well received by the symposium participants and provide an extra dimension to volume.

Download or read book Simulation of Manufacturing Sequences of Functionally Graded Structures written by Gleim, Tobias and published by kassel university press GmbH. This book was released on 2017-02-10 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: The current paper establishes an axisymmetric model for an inductive heating process. Therein, the fully coupled MAXWELL equations, assuming a temperature dependent permeability, are combined with the non-linear heat conduction equation to yield a monolithic solution strategy. The latter is based on a consistent linearization together with a higher order finite element discretization using GALERKIN'S method in space. For the temporal discretization, the generalized Newmark-? methods, higher order RUNGE-KUTTA methods, and discontinuous and continuous GALERKIN methods are used. Furthermore, the residual error is introduced to open an alternative way to obtain a numerically efficient estimation of the time integration accuracy. Simulation results of the electric, magnetic and thermal fields are provided, together with parameter studies concerning spatial discretization, frequency dependence and penetration depth of the heating zone. Another topic analyzed is the residual error and its estimation quality regarding polynomial degree and time step size. A further aspect of this work is the investigation of the thermal fluid-structure interaction with respect to functionally graded materials. Different coupling strategies for the acceleration of the fixed-point iteration in each time step is in the foreground. Relaxation methods as well as extrapolation methods make it possible to significantly reduce the number of fixed point iterations. At the same time, an adaptive strategy with higher order RUNGE-KUTTA methods can provide a further advantage in combination with acceleration methods.

Download or read book Winter s Biomechanics and Motor Control of Human Movement written by Stephen J. Thomas and published by John Wiley & Sons. This book was released on 2022-11-08 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: An In-Depth Resource for Understanding the Foundational Concepts and Clinical Applications in the Field of Biomechanics Winter’s Biomechanics and Motor Control of Human Movement is highly suitable as a textbook for today’s biomechanics students who may come from many diverse academic programs and professional sectors. The work covers foundational theoretical and mathematical concepts in biomechanics, as well as up-to-date data collection, interpretation, and storage techniques. It also highlights the contemporary clinical applications of biomechanical research. New case studies related to cerebral palsy, patellar femoral pain syndrome, knee osteoarthritis, and ulnar collateral ligament reconstruction are also included. The work appeals to a broad audience within the field of biomechanics, an interdisciplinary field with applications in mechanical engineering, medicine, physical therapy, sports and exercise, and product development. Authors at leading universities guide the reader through the latest advancements in the field while also imparting critical foundational knowledge to allow for subject matter mastery and more precise practical application. Concepts covered in the book include: Biomechanical signal processing, anthropometry, kinematics and kinetics, muscle mechanics, and kinesiological electromyography Forward simulations and muscle-actuated simulations, static and dynamic balance, and the role of the central nervous system in biomechanics Movement sequencing and the kinetic chain concept, electromagnetic systems, inertial sensors, clinical measures of kinematics, and the advantages and disadvantages of different types of force plates Markerset design and event detection for gait and athletic motions like jumping, landing, and pitching Guidance on setting up a motion lab and access to online Excel spreadsheets with kinematic and kinetic marker data By providing a combination of theoretical and practical knowledge, Winter’s Biomechanics and Motor Control of Human Movement will appeal to biomedical engineers working in the field of biomechanics and allied professionals in the medical, rehabilitation, and sports industries. Its comprehensive overall insight into the field of biomechanics also makes the work a highly useful resource for students and teachers of biomechanics at all levels of experience and expertise.