Number of found documents: 1473
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Solution of Emission Management Problem
Šmíd, Martin; Kozmík, Václav
2018 - English
Optimal covering of emissions stemming from random production is a multistage stochastic programming problem. Solving it in a usual way - by means of deterministic equivalent - is possible only given an unrealistic approximation of random parameters. There exists an efficient way of solving multistage problems - stochastic dual dynamic programming (SDDP); however, it requires the inter-stage independence of random parameters, which is not the case which our problem. In the paper, we discuss a modified version of SDDP, allowing for some form of interstage dependence. Keywords: Multi-stage stochastic programming; Emission management; SDDP; time dependence Fulltext is available at external website.
Solution of Emission Management Problem

Optimal covering of emissions stemming from random production is a multistage stochastic programming problem. Solving it in a usual way - by means of deterministic equivalent - is possible only given ...

Šmíd, Martin; Kozmík, Václav
Ústav teorie informace a automatizace, 2018

On attempts to characterize facet-defining inequalities of the cone of exact games
Studený, Milan; Kroupa, Tomáš; Kratochvíl, Václav
2018 - English
The sets of balanced, totally balanced, exact and supermodular games play an important role in cooperative game theory. These sets of games are known to be polyhedral cones. The (unique) non-redundant description of these cones by means of the so-called facet-defining inequalities is known in cases of balanced games and supermodular games, respectively. The facet description of the cones of exact games and totally balanced games are not known and we present conjectures about what are the facet-defining inequalities for these cones. We introduce the concept of an irreducible min-balanced set system and conjecture that the facet-defining inequalities for the cone of totally balanced games correspond to these set systems. The conjecture concerning exact games is that the facet-defining inequalities for this cone are those which correspond to irreducible min-balanced systems on strict subsets of the set of players and their conjugate inequalities. A consequence of the validity of the conjectures would be a novel result saying that a game m is exact if and only if m and its reflection are totally balanced. Keywords: exact game; extremity; irreducible; balanced Fulltext is available at external website.
On attempts to characterize facet-defining inequalities of the cone of exact games

The sets of balanced, totally balanced, exact and supermodular games play an important role in cooperative game theory. These sets of games are known to be polyhedral cones. The (unique) non-redundant ...

Studený, Milan; Kroupa, Tomáš; Kratochvíl, Václav
Ústav teorie informace a automatizace, 2018

Multi-Objective Optimization Problems with Random Elements - Survey of Approaches
Kaňková, Vlasta
2018 - English
Many economic and financial situations depend simultaneously on a random element and a decision parameter. Mostly, it is possible to influence the above mentioned situation only by an optimization model depending on a probability measure. This optimization problem can be static (one-stage), dynamic with finite or infinite horizon, single-objective or multi-objective. We focus on one-stage multi-objective problems corresponding to applications those are suitable to evaluate simultaneously by a few objectives. The aim of the contribution is to give a survey of different approaches (as they are known from the literature) of the above mentioned applications. To this end we start with well-known mean-risk model and continue with other known approaches. Moreover, we try to complete every model by a suitable application. Except an analysis of a choice of the objective functions type we try to discuss suitable constraints set with respect to the problem base, possible investigation and relaxation. At the end we mention properties of the problem in the case when the theoretical "underlying" probability measure is replaced by its "deterministic" or "stochastic" estimate. Keywords: multi-objective optimization problems; random element; mean-risk model; deterministic approach; stochastic multi-objective problems; constraints set; relaxation Fulltext is available at external website.
Multi-Objective Optimization Problems with Random Elements - Survey of Approaches

Many economic and financial situations depend simultaneously on a random element and a decision parameter. Mostly, it is possible to influence the above mentioned situation only by an optimization ...

Kaňková, Vlasta
Ústav teorie informace a automatizace, 2018

Vyhodnocování grantové soutěže pomocí otevřené expertní databáze
Grim, Jiří
2018 - Czech
Keywords: open expert database; research funding; grants Fulltext is available at external website.
Vyhodnocování grantové soutěže pomocí otevřené expertní databáze

Grim, Jiří
Ústav teorie informace a automatizace, 2018

Gradient Descent Parameter Learning of Bayesian Networks under Monotonicity Restrictions
Plajner, Martin; Vomlel, Jiří
2018 - English
Learning parameters of a probabilistic model is a necessary step in most machine learning modeling tasks. When the model is complex and data volume is small the learning process may fail to provide good results. In this paper we present a method to improve learning results for small data sets by using additional information about the modelled system. This additional information is represented by monotonicity conditions which are restrictions on parameters of the model. Monotonicity simplifies the learning process and also these conditions are often required by the user of the system to hold. \n\nIn this paper we present a generalization of the previously used algorithm for parameter learning of Bayesian Networks under monotonicity conditions. This generalization allows both parents and children in the network to have multiple states. The algorithm is described in detail as well as monotonicity conditions are.\n\nThe presented algorithm is tested on two different data sets. Models are trained on differently sized data subsamples with the proposed method and the general EM algorithm. Learned models are then compared by their ability to fit data. We present empirical results showing the benefit of monotonicity conditions. The difference is especially significant when working with small data samples. The proposed method outperforms the EM algorithm for small sets and provides comparable results for larger sets. Keywords: Bayesian networks; Learning model parameters; monotonicity condition Fulltext is available at external website.
Gradient Descent Parameter Learning of Bayesian Networks under Monotonicity Restrictions

Learning parameters of a probabilistic model is a necessary step in most machine learning modeling tasks. When the model is complex and data volume is small the learning process may fail to provide ...

Plajner, Martin; Vomlel, Jiří
Ústav teorie informace a automatizace, 2018

About Two Consonant Conflicts of Belief Functions
Daniel, M.; Kratochvíl, Václav
2018 - English
General belief functions usually bear some internal conflict which comes mainly from disjoint focal elements. Analogously, there is often some conflict between two (or more) belief functions. After the recent observation of hidden conflicts (seminar CJS’17 [17]), appearing at belief functions with disjoint focal elements, importance of interest in conflict of belief functions has increased. This theoretical contribution introduces a new approach to conflicts (of belief functions). Conflicts are considered independently of any combination rule and of any distance measure. Consonant conflicts are based on consonant approximations of belief functions in general; two special cases of the consonant approach based on consonant inverse pignistic and consonant inverse plausibility transforms are discussed. Basic properties of the newly defined conflicts are presented, analyzed and briefly compared with our original approaches to conflict (combinational conflict, plausibility conflict and comparative conflict), with the recent conflict based on non-conflicting parts, as well as with W. Liu’s degree of conflict. Keywords: belief function; conflict; consonant Fulltext is available at external website.
About Two Consonant Conflicts of Belief Functions

General belief functions usually bear some internal conflict which comes mainly from disjoint focal elements. Analogously, there is often some conflict between two (or more) belief functions. After ...

Daniel, M.; Kratochvíl, Václav
Ústav teorie informace a automatizace, 2018

Appearance Acquisition and Analysis of Effect Coatings
Filip, Jiří; Maile, F. J.
2017 - English
Keywords: effect coatings; appearance capturing; polychromatic; particle orientation Fulltext is available at external website.
Appearance Acquisition and Analysis of Effect Coatings

Filip, Jiří; Maile, F. J.
Ústav teorie informace a automatizace, 2017

Sledování creepových změn na tepelně a mechanicky namáhaném vzorku oceli pomocí akustické emise
Tichavský, Petr
2017 - Czech
Zpráva popisuje data získaná pří experimentu s tepelným a mechanickým namáháním vzorku oceli za účelem detekce creepových změn v materiálu. The report describes the data obtained in the heat and mechanical steel specimen strain experiment to detect creep changes in the material. Keywords: akustika Fulltext is available at external website.
Sledování creepových změn na tepelně a mechanicky namáhaném vzorku oceli pomocí akustické emise

Zpráva popisuje data získaná pří experimentu s tepelným a mechanickým namáháním vzorku oceli za účelem detekce creepových změn v materiálu....

Tichavský, Petr
Ústav teorie informace a automatizace, 2017

Sledování creepových změn na tepelně a mechanicky namáhaném vzorku oceli pomocí akustické emise II
Tichavský, Petr
2017 - Czech
Zpráva popisuje data získaná pří experimentu s tepelným a mechanickým namáháním vzorku oceli za účelem detekce creepových změn v materiálu. Akustická emise byla snímána současně dvěmi snímači. The report describes the data obtained in the heat and mechanical steel specimen experiment to detect creep changes in the material. The acoustic emission was simultaneously recorded from two sensors. Keywords: akustická emise Fulltext is available at external website.
Sledování creepových změn na tepelně a mechanicky namáhaném vzorku oceli pomocí akustické emise II

Zpráva popisuje data získaná pří experimentu s tepelným a mechanickým namáháním vzorku oceli za účelem detekce creepových změn v materiálu. Akustická emise byla snímána současně dvěmi snímači....

Tichavský, Petr
Ústav teorie informace a automatizace, 2017

Analysis of truncated data with application to the operational risk estimation
Volf, Petr
2017 - English
Analysis of operational risk often faces problems arising from the structure of available data, namely of left truncation and occurrence of heavy-tailed loss values. We deal with model given by lognormal dostribution contaminated by the Pareto one and to use of the Cramér-von Mises, Anderson-Darling, and Kolmogorov-Smirnov minimum distance estimators. Analysis is based on MC studies. The main objective is to propose a method of statistical analysis and modeling for the distribution of sum of\nlosses over a given period, particularly of its right quantiles. Keywords: operational risk; statistical analysis; truncated data Fulltext is available at external website.
Analysis of truncated data with application to the operational risk estimation

Analysis of operational risk often faces problems arising from the structure of available data, namely of left truncation and occurrence of heavy-tailed loss values. We deal with model given by ...

Volf, Petr
Ústav teorie informace a automatizace, 2017

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