Recent developments in the field of reduced-order modeling---and, in particular, active subspace construction---have made it possible to efficiently approximate complex models by constructing low-order response surfaces based upon a small subspace of the original high-dimensional parameter space. These methods rely upon the fact that the response tends to vary more prominently in a few dominant directions defined by linear combinations of the original inputs, allowing for a rotation of the coordinate axis and a consequent transformation of the parameters. In this paper, we discuss a gradient-free active subspace algorithm that is feasible for high-dimensional parameter spaces where finite-difference techniques are impractical. This analysis extends the gradient-free algorithm introduced in [A. Lewis, R. Smith, and B. Williams, Comput. Math. Appl., 72 (2016), pp. 1603--1615] in two significant ways: (i) we introduce an initialization algorithm to identify lower-dimensional subspaces of influential directio...
1 September 2016 in Computers & Mathematics with Applications
Benford's law states that many data sets have a bias towards lower leading digits (about $30\%$ are 1s). There are numerous applications, from designing efficient computers to detecting tax, voter and image fraud. It's important to know which common probability distributions are almost Benford. We show the Weibull distribution, for many values of its parameters, is close to Benford's law, quantifying the deviations. As the Weibull distribution arises in many problems, especially survival analysis, our results provide additional arguments for the prevalence of Benford behavior. The proof is by Poisson summation, a powerful technique to attack such problems.Comment: Version 1.0, 13 pages, 2 figures. This work was done at the 2010 SMALL REU at Williams College, and a summary of it will appear in Chapter Three of The Theory and Applications of Benford's Law, PUP (to appear, S. J. Miller, editor). Since this work was written many of these results have been independently derived and applied them to internet traffic; see the work of Arshadi and Jahangir [AJ
With new advancements in technology, it is now possible to collect data for a variety of different metrics describing tumor growth, including tumor volume, composition, and vascularity, among others. For any proposed model of tumor growth and treatment, we observe large variability among individual patients’ parameter values, particularly those relating to treatment response; thus, exploiting the use of these various metrics for model calibration can be helpful to infer such patient-specific parameters both accurately and early, so that treatment protocols can be adjusted mid-course for maximum efficacy. However, taking measurements can be costly and invasive, limiting clinicians to a sparse collection schedule. As such, the determination of optimal times and metrics for which to collect data in order to best inform proper treatment protocols could be of great assistance to clinicians. In this investigation, we employ a Bayesian information-theoretic calibration protocol for experimental design in order to identify the optimal times at which to collect data for informing treatment parameters. Within this procedure, data collection times are chosen sequentially to maximize the reduction in parameter uncertainty with each added measurement, ensuring that a budget of n high-fidelity experimental measurements results in maximum information gain about the low-fidelity model parameter values. In addition to investigating the optimal temporal pattern for data collection, we also develop a framework for deciding which metrics should be utilized at each data collection point. We illustrate this framework with a variety of toy examples, each utilizing a radiotherapy treatment regimen. For each scenario, we analyze the dependence of the predictive power of the low-fidelity model upon the measurement budget.