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Konomi, Bledar A.

Publications and source records attributed to Konomi, Bledar A..

Bayesian Treed Calibration: An Application to Carbon Capture With AX Sorbent

In cases where field or experimental measurements are not available, computer models can model real physical or engineering systems to reproduce their outcomes. They are usually calibrated in light of experimental data to create a better representation of the real system. Statistical methods, based on Gaussian processes, for calibration and prediction have been especially important when the computer models are expensive and experimental data limited. In this paper, we develop the Bayesian treed calibration (BTC) as an extension of standard Gaussian process calibration methods to deal with non-stationarity computer models and/or their discrepancy from the field (or experimental) data. Our proposed method partitions both the calibration and observable input space, based on a binary tree partitioning, into sub-regions where existing model calibration methods can be applied to connect a computer model with the real system. The estimation of the parameters in the proposed model is carried out using Markov chain Monte Carlo (MCMC) computational techniques. Different strategies have been applied to improve mixing. We illustrate our method in two artificial examples and a real application that concerns the capture of carbon dioxide with AX amine based sorbents. The source code and the examples analyzed in this paper are available as part of the supplementary materials.

Bayesian tree↗

Parallel and interacting stochastic approximation annealing algorithms for global optimisation

We present the parallel and interacting stochastic approximation annealing (PISAA) algorithm, a stochastic simulation procedure for global optimisation, that extends and improves the stochastic approximation annealing (SAA) by using population Monte Carlo ideas. The efficiency of standard SAA algorithm crucially depends on its selfadjusting mechanism which presents stability issues in high dimensional or rugged optimisation problems. The proposed algorithm involves simulating a population of SAA chains that interact each other in a manner that significantly improves the stability of the self-adjusting mechanism and the search for the global optimum in the sampling space, as well as it inherits SAA desired convergence properties when a square-root cooling schedule is used. It can be implemented in parallel computing environments in order to mitigate the computational overhead. As a result, PISAA can address complex optimisation problems that it would be difficult for SAA to satisfactory address. We demonstrate the good performance of the proposed algorithm on challenging applications including Bayesian network learning and protein folding. Our numerical comparisons suggest that PISAA outperforms the simulated annealing, stochastic approximation annealing, and annealing evolutionary stochastic approximation Monte Carlo.

Local trap↗