Papers Using ASA
http://www.ingber.com/asa_papers.html
http://www.ingber.com/asa_papers.txt
asa_papers.txt
This file is an addendum to the NOTES file in the ASA code, containing
references to some difficult problems optimized using ASA or its
precursor VFSR.
ASA Code Reference:
%A L. Ingber
%R Global optimization C-code
%I Caltech Alumni Association
%C Pasadena, CA
%T Adaptive Simulated Annealing (ASA)
%D 1993
%O URL http://www.ingber.com/#ASA-CODE
__________________________________________________________________
Patents
Some examples of patents issued using ASA can be found from patent
searches on "adaptive simulated annealing" on
http://www.google.com/patents, http://www.freepatentsonline.com, and
http://www.sumobrain.com :
http://www.google.com/patents?q=%22adaptive+simulated+annealing%22&btnG
=Search+Patents
http://www.freepatentsonline.com/result.html?query_txt=%22adaptive%20si
mulated%20annealing%22
http://www.sumobrain.com/result.html?p=1&from_ss=&srch_id=&search_name=
&srch=xprtsrch&query_txt=%22adaptive+simulated+annealing%22%0D%0A&all=o
n&uspat=on&usapp=on&eupat=on&jp=on&pct=on&date_range=all&stemming=on&so
rt=chron&search=Search
A search on the use in patents of its precursor VFSR can be found from
patent searches on "very fast simulated re-annealing"
http://www.google.com/patents?q=%22very+fast+simulated+re-annealing%22&
btnG=Search+Patents
and "very fast simulated reannealing"
http://www.google.com/patents?q=%22very+fast+simulated+reannealing%22&b
tnG=Search+Patents
http://www.freepatentsonline.com/result.html?query_txt=%22very%20fast%2
0simulated%20reannealing%22
Some additional use in patents can be found from patent searches on
"lester ingber"
http://www.google.com/patents?q=%22lester+ingber%22&btnG=Search+Patents
http://www.freepatentsonline.com/result.html?query_txt=%22lester%20ingb
er%22
http://www.sumobrain.com/result.html?p=1&from_ss=&srch_id=&search_name=
&srch=xprtsrch&query_txt=%22Lester+Ingber%22&uspat=on&date_range=all&st
emming=on&sort=chron&search=Search
__________________________________________________________________
%A L. Ingber
%T Statistical mechanics of neocortical interactions:
Large-scale EEG influences on molecular processes
%J Journal of Theoretical Biology
%V 395
%P 144-152
%D 2016
%O URL http://www.ingber.com/smni16_large-scale_molecular.pdf
Graphs for data used in this project are in
smni16_large-scale_molecular_EEGgraphs.pdf
Calculations further support the premise that large-scale synchronous
firings of neurons may affect molecular processes. The context is scalp
electroencephalography (EEG) during short-term memory (STM) tasks. The
mechanism considered is $\mathbf{\Pi} = \mathbf{p} + q \mathbf{A}$ (SI
units) coupling, where $\mathbf{p}$ is the momenta of free
$\mathrm{Ca}^{2+}$ waves $q$ the charge of $\mathrm{Ca}^{2+}$ in units
of the electron charge, and $\mathbf{A}$ the magnetic vector potential
of current $\mathbf{I}$ from neuronal minicolumnar firings considered
as wires, giving rise to EEG. Data has processed using multiple graphs
to identify sections of data to which spline-Laplacian transformations
are applied, to fit the statistical mechanics of neocortical
interactions (SMNI) model to EEG data, sensitive to synaptic
interactions subject to modification by $\mathrm{Ca}^{2+}$ waves.
__________________________________________________________________
%A L. Ingber
%T Calculating consciousness correlates at multiple scales of
neocortical interactions
%B Horizons in Neuroscience Research
%I Nova
%C Hauppauge, NY
%D 2015
%O Invited paper. URL
http://www.ingber.com/smni15_calc_conscious.pdf
A lot of what we consider "mind" is conscious attention to short-term
memories (STM). At least some STM memories are actively processed by
highly synchronized patterns of neuronal firings, with enough synchrony
to be able to be easily measured by scalp electroencephalographic
recordings (EEG). Large-scale synchronous macrocolumnar EEG firings is
a top-down process developed by a statistical mechanics of neocortical
interactions (SMNI), depending on the associated magnetic vector
potential $\mathbf{A}$. Molecular-scale $\mathrm{Ca}^{2+}$ waves are
the affected bottom-up process that influence neuronal firings,
depending on the wave momentum $\mathbf{p}$. $\mathbf{A}$ directly
influences $\mathbf{p}$ via the canonical momentum $\mathbf{\Pi} =
\mathbf{p} + q \mathbf{A}$ (SI units), where the charge of
$\mathrm{Ca}^{2+}$ is $q = - 2 e$, $e$ is the magnitude of the charge
of an electron. Calculations in both classical and quantum mechanics
are consistent with this effect. This approach also suggests some
nanosystem-pharmaceutical applications. Results give strong
confirmation of the SMNI model of STM, but only weak statistical
consistency of $\mathbf{\Pi} = \mathbf{p} + q \mathbf{A}$ influences on
scalp EEG.
__________________________________________________________________
%A H. Aguiar, Jr.
%A A. Petraglia
%T Dimensional reduction in constrained global optimization on
smooth manifolds
%J Information Sciences
%V 299
%N 1
%D 2015
%P 243-261
%O URL http://dx.doi.org/10.1016/j.ins.2014.12.032
This work introduces an approach aimed at reducing the dimension of
search domains in constrained global optimization of real valued
functions defined on smooth manifolds, and subject (also and mainly) to
equality constraints. The functions expressing the cited constraints
must satisfy certain smoothness conditions, and other types of
restrictions are simultaneously possible, but the effect of dimensional
reduction will be proportional to the number of equality constraints.
The objective functions under study do not need to be differentiable or
even continuous, and it is shown that the optimization task will be
executed so that candidate points remain in the corresponding
submanifolds, evolving there during the whole optimization process. The
proposed paradigm may be employed jointly with an extensive family of
already established metaheuristics. After introducing the fundamental
ideas and establishing the theoretical basis, some examples will
illustrate the effectiveness of the proposed method.
__________________________________________________________________
%A L. Ingber
%A M. Pappalepore
%A R.R. Stesiak
%J Journal of Theoretical Biology
%T Electroencephalographic field influence on calcium momentum
waves
%V 343
%P 138-153
%D 2014
%O URL http://www.ingber.com/smni14_eeg_ca.pdf and
http://dx.doi.org/10.1016/j.jtbi.2013.11.002
This paper uses ASA to fit statistical mechanics of neocortical
interactions (SMNI) to EEG data.
Macroscopic electroencephalographic (EEG) fields can be an explicit
top-down neocortical mechanism that directly drives bottom-up processes
that describe memory, attention, and other neuronal processes. The
top-down mechanism considered are macrocolumnar EEG firings in
neocortex, as described by a statistical mechanics of neocortical
interactions (SMNI), developed as a magnetic vector potential
$\mathbf{A}$. The bottom-up process considered are $\mathrm{Ca}^{2+}$
waves prominent in synaptic and extracellular processes that are
considered to greatly influence neuronal firings. Here, the
complimentary effects are considered, i.e., the influence of
$\mathbf{A}$ on $\mathrm{Ca}^{2+}$ momentum, $\mathbf{p}$. The
canonical momentum of a charged particle in an electromagnetic field,
$\mathbf{\Pi} = \mathbf{p} + q \mathbf{A}$ (SI units), is calculated,
where the charge of $\mathrm{Ca}^{2+}$ is $q = - 2 e$, $e$ is the
magnitude of the charge of an electron. Calculations demonstrate that
macroscopic EEG $\mathbf{A}$ can be quite influential on the momentum
$\mathbf{p}$ of $\mathrm{Ca}^{2+}$ ions, in both classical and quantum
mechanics. Molecular scales of $\mathrm{Ca}^{2+}$ wave dynamics are
coupled with $\mathbf{A}$ fields developed at macroscopic regional
scales measured by coherent neuronal firing activity measured by scalp
EEG. The project has three main aspects: fitting $\mathbf{A}$ models to
EEG data as reported here, building tripartite models to develop
$\mathbf{A}$ models, and studying long coherence times of
$\mathrm{Ca}^{2+}$ waves in the presence of $\mathbf{A}$ due to
coherent neuronal firings measured by scalp EEG. The SMNI model
supports a mechanism wherein the $\mathbf{p} + q \mathbf{A}$
interaction at tripartite synapses, via a dynamic centering mechanism
(DCM) to control background synaptic activity, acts to maintain
short-term memory (STM) during states of selective attention.
__________________________________________________________________
%A L. Ingber
%T Adaptive Simulated Annealing
%T Stochastic global optimization and its applications with
fuzzy adaptive simulated annealing
%E H.A. Oliveira, Jr.
%E A. Petraglia
%E L. Ingber
%E M.A.S. Machado
%E M.R. Petraglia
%I Springer
%C New York
%D 2012
%O Invited Paper. URL http://www.ingber.com/asa11_options.pdf
This paper includes contributions on applications from the other
Editors of this book.
__________________________________________________________________
%A L. Ingber
%T Statistical mechanics of neocortical interactions: Nonlinear
columnar electroencephalography
%J NeuroQuantology Journal
%V 7
%N 4
%P 500-529
%D 2009
%O URL http://www.ingber.com/smni09_nonlin_column_eeg.pdf and
http://www.neuroquantology.com/journal/index.php/nq/article/view
/365/385
Columnar firings of neocortex, modeled by a statistical mechanics of
neocortical interactions (SMNI), are investigated for conditions of
oscillatory processing at frequencies consistent with observed
electroencephalography (EEG). A strong inference is drawn that
physiological states of columnar activity receptive to selective
attention support oscillatory processing in observed frequency ranges.
Direct calculations of the Euler-Lagrange (EL) equations which are
derived from functional variation of the SMNI probability distribution,
giving most likely states of the system, are performed for three
prototypical Cases, dominate excitatory columnar firings, dominate
inhibitory columnar firings, and in-between balanced columnar firings,
with and without a Centering mechanism (CM) (based on observed changes
in stochastic background of presynaptic interactions) which pulls more
stable states into the physical firings ranges. Only states with the CM
exhibit robust support for these oscillatory states. These calculations
are repeated for the visual neocortex, which has twice as many
neurons/minicolumn as other neocortical regions. These calculations
argue that robust columnar support for common EEG activity requires the
same columnar presynaptic parameter necessary for ideal short-term
memory (STM). It is demonstrated at this columnar scale, that both
shifts in local columnar presynaptic background as well as local or
global regional oscillatory interactions can effect or be affected by
attractors that have detailed experimental support to be considered
states of STM. Including the CM with other proposed mechanisms for
columnar-glial interactions and for glial-presynaptic background
interactions, a path for future investigations is outlined to test for
quantum interactions, enhanced by magnetic fields from columnar EEG,
that directly support cerebral STM and computation by controlling
presynaptic noise. This interplay can provide mechanisms for
information processing and computation in mammalian neocortex.
This paper demonstrates by explicit calculations that short-term memory
(STM) and EEG can indeed be correlated. At least according to some
reviewers, this seems not to have been demonstrated previously. This
paper shows that the previous SMNI models which calculate many features
measured as STM also support EEG at columnar scales. To put this into
some perspective, many neuroscientists believe that global regional
activity supports EEG wave-like oscillatory observations, by solving
wave equations with hemisphere boundary conditions with spherical
eigenfunctions that detail the frequencies of EEG. In this columnar
study, wave-type equations are derived via nonlinear EL equations from
SMNI probability distributions, and these are explicitly numerically
solved to demonstrate that observed EEG frequencies are supported under
the same SMNI conditions that support STM.
__________________________________________________________________
%A L. Ingber
%T Ideas by statistical mechanics (ISM)
%R Report 2006:ISM
%I Lester Ingber Research
%D 2006
%O URL http://www.ingber.com/smni06_ism.pdf
A short version appears as "AI and Ideas by Statistical
Mechanics (ISM)" in Encyclopedia of Artificial Intelligence, pp.
58-64 (2008), and details in this paper appear in "Ideas by
Statistical Mechanics (ISM)", Journal of Integrated Systems
Design and Process Science, Vol. 11, No. 3, pp. 22-43 (2007),
Special Issue: Biologically Inspired Computing.
Links from smni06_ism.pdf to asa06_ism.pdf, combat06_ism.pdf,
markets06_ism.pdf, and path06_ism.pdf.
Ideas by Statistical Mechanics (ISM) is a generic program to model
evolution and propagation of ideas/patterns throughout populations
subjected to endogenous and exogenous interactions. The program is
based on the author's work in Statistical Mechanics of Neocortical
Interactions (SMNI), and uses the author's Adaptive Simulated Annealing
(ASA) code for optimizations of training sets, as well as for
importance-sampling to apply the author's copula financial
risk-management codes, Trading in Risk Dimensions (TRD), for
assessments of risk and uncertainty. This product can be used for
decision support for projects ranging from diplomatic, information,
military, and economic (DIME) factors of propagation/evolution of
ideas, to commercial sales, trading indicators across sectors of
financial markets, advertising and political campaigns, etc.
It seems appropriate to base an approach for propagation of ideas on
the only system so far demonstrated to develop and nurture ideas, i.e.,
the neocortical brain. A statistical mechanical model of neocortical
interactions, developed by the author and tested successfully in
describing short-term memory and EEG indicators, is the proposed model.
ISM develops subsets of macrocolumnar activity of multivariate
stochastic descriptions of defined populations, with macrocolumns
defined by their local parameters within specific regions and with
parameterized endogenous inter-regional and exogenous external
connectivities. Parameters with a given subset of macrocolumns will be
fit using ASA to patterns representing ideas. Parameters of external
and inter-regional interactions will be determined that promote or
inhibit the spread of these ideas. Tools of financial risk management,
developed by the author to process correlated multivariate systems with
differing non-Gaussian distributions using modern copula analysis,
importance-sampled using ASA, will enable bona fide correlations and
uncertainties of success and failure to be calculated. Marginal
distributions will be evolved to determine their expected duration and
stability using algorithms developed by the author, i.e., PATHTREE and
PATHINT codes.
__________________________________________________________________
%A L. Ingber
%T Statistical mechanics of neocortical interactions: Portfolio
of physiological indicators
%R Report 2006:PPI
%I Lester Ingber Research
%D 2006
%O URL http://www.ingber.com/smni06_ppi.pdf
There are several kinds of non-invasive imaging methods that are used
to collect data from the brain, e.g., EEG, MEG, PET, SPECT, fMRI, etc.
It is difficult to get resolution of information processing using any
one of these methods. Approaches to integrate data sources may help to
get better resolution of data and better correlations to behavioral
phenomena ranging from attention to diagnoses of disease. The approach
taken here is to use algorithms developed for the author's Trading in
Risk Dimensions (TRD) code using modern methods of copula portfolio
risk management, with joint probability distributions derived from the
author's model of statistical mechanics of neocortical interactions
(SMNI). The author's Adaptive Simulated Annealing (ASA) code is for
optimizations of training sets, as well as for importance-sampling.
Marginal distributions will be evolved to determine their expected
duration and stability using algorithms developed by the author, i.e.,
PATHTREE and PATHINT codes.
__________________________________________________________________
%A L. Ingber
%T Trading in Risk Dimensions (TRD)
%R Report 2005:TRD
%D 2005
%I Lester Ingber Research
%C Ashland, OR
%O URL http://www.ingber.com/markets05_trd.pdf
An updated shorter paper with this title is in the Handbook of
Trading: Strategies for Navigating and Profiting from Currency,
Bond, and Stock Markets (McGraw-Hill, 2010).
Previous work, mostly published, developed two-shell recursive trading
systems. An inner-shell of Canonical Momenta Indicators (CMI) is
adaptively fit to incoming market data. A parameterized trading-rule
outer-shell uses the global optimization code Adaptive Simulated
Annealing (ASA) to fit the trading system to historical data. A simple
fitting algorithm, usually not requiring ASA, is used for the
inner-shell fit. An additional risk-management middle-shell has been
added to create a three-shell recursive optimization/sampling/fitting
algorithm. Portfolio-level distributions of copula-transformed
multivariate distributions (with constituent markets possessing
different marginal distributions in returns space) are generated by
Monte Carlo samplings. ASA is used to importance-sample weightings of
these markets.
The core code, Trading in Risk Dimensions (TRD), processes Training and
Testing trading systems on historical data, and consistently interacts
with RealTime trading platforms at minute resolutions, but this scale
can be modified. This approach transforms constituent probability
distributions into a common space where it makes sense to develop
correlations to further develop probability distributions and
risk/uncertainty analyses of the full portfolio. ASA is used for
importance-sampling these distributions and for optimizing system
parameters.
__________________________________________________________________
%A J. Zhou
%A G. Livingston
%A G. Grinstein
%T Automatic Parameter Selection for Sequence Similarity Search
%R Dept. Computer Science Preprint
%I U Massachusetts
%C Lowell, MA
%D 2003
%O URL http://www.cs.uml.edu/~jzhou
This study used ASA to select parameters for sequence similar region
search in their autonomous AutoSimS model of general pairwise sequence
similarity analysis. Their artificial intelligence approach involves
more advanced features than commonly used BLAST and FASTA tools.
Contact Jianping Zhou for more information.
__________________________________________________________________
%A H.A. Oliveira Jr.
%T Fuzzy control of stochastic global optimization algorithms
and very fast simulated reannealing
%I hime@engineer.com
%C Rio de Janeiro, Brazil
%D 2001
%O URL
http://www.optimization-online.org/DB_FILE/2003/11/779.pdf
This paper provides a supplementary algorithm for adaptive quenching to
make ASA more efficient for many systems.
%A Hime Aguiar e Oliveira Jr.
%T Fuzzy Modeling with Adaptive Simulated Annealing
%C Rio de Janeiro, Brazil
%I hime@engineer.com
%D 2004
%O URL
http://www.optimization-online.org/DB_HTML/2004/07/901.html
Abstract: A new method for data-based fuzzy system modeling is
presented. The approach uses Takagi-Sugeno models and Adaptive
Simulated Annealing (ASA) to achieve its goal . The problem to solve is
well defined - given a training set containing a finite number of
input-output pairs, construct a fuzzy system that approximates the
behavior of the real system that originated that set , within a
pre-established precision .
%A H.A. Oliveira Jr.
%A H.R. Petraglia.
%A A. Petraglia
%T Frequency domain FIR filter design using fuzzy adaptive
simulated annealing
%B 7th International Symposium on Signal Processing and
Information Technology, 2007, vol. 1
%I Proceedings of ISSPIT
%C Cairo
%D 2007
%P 899-903
%A H.A Oliveira Jr.
%A A. Petraglia
%A M.R. Petraglia
%T Design of FIR quadrature mirror-image filter banks using
fuzzy adaptive simulated annealing
%B Proceedings of the IEEE 13th DSP Workshop, 2009. vol. 1
%I IEEE 13th DSP Workshop, 2009
%C Marco Island, FL
%D 2009
%P 485-489
%A H.A. Oliveira, Jr.
%A A. Petraglia
%A M.R. Petraglia
%T Frequency domain FIR filter design using fuzzy adaptive
simulated annealing
%J Circuits, Systems, and Signal Processiing
%v 28
%N 6
%D 2009
%P 899-911
%O DOI: 10.1007/s00034-009-9128-1
Abstract An alternative approach to digital filter design is
presented. The overall technique is as follows: Starting from
frequency domain constraints and a parameterized expression of
the filter family under adaptation, a corresponding training set
is created, an error function is synthesized and a global
minimization process is executed. At the end, the point that
minimizes globally the particular cost function at hand
determines the optimal filter. The adopted numerical
optimization algorithm is based upon the well-known simulated
annealing paradigm and its implementation is known as fuzzy
adaptive simulated annealing. Although it is used in this paper
to fit FIR filters to frequency domain specifications, the
method is suitable to application in other problems of digital
filter design, where the matter under study can be stated as
finding the global minimum of a numerical function of filter
parameters. Design examples are shown to verify the
effectiveness of the proposed approach.
__________________________________________________________________
%A L. Ingber
%T Adaptive Simulated Annealing (ASA) and Path-Integral
(PATHINT) Algorithms: Generic Tools for Complex Systems
%R ASA-PATHINT Lecture Plates
%I Lester Ingber Research
%C Chicago, IL
%D 2001
%O URL http://www.ingber.com/asa01_lecture.pdf
__________________________________________________________________
%A L. Ingber
%A R.P. Mondescu
%T Optimization of Trading Physics Models of Markets
%D 2001
%V 12
%N 4
%P 776-790
%J IEEE Trans. Neural Networks
%O Invited paper for special issue on Neural Networks in
Financial Engineering. URL markets01_optim_trading.pdf
ABSTRACT: We describe an end-to-end real-time S&P futures trading
system. Inner-shell stochastic nonlinear dynamic models are developed,
and Canonical Momenta Indicators (CMI) are derived from a fitted
Lagrangian used by outer-shell trading models dependent on these
indicators. Recursive and adaptive optimization using Adaptive
Simulated Annealing (ASA) is used for fitting parameters shared across
these shells of dynamic and trading models.
__________________________________________________________________
%A M. C. Forman
%A A. Aggoun
%A M. McCormick
%T Simulated Annealing for Optimisation and Characterisation of
Quantisation Parameters in Integral 3D Image Compression
%B Image Processing II: Mathematical Methods, Algorithms and
Applications
%E J. M. Blackledge
%E M. J. Turner
%I The Institute of Mathematics and its Applications / Horwood
Publishing
%D 2000
%P 399-413
%O URL http://www.imtech.cse.dmu.ac.uk/3d-med/pubs/ima98.pdf
%A M. C. Forman
%T Compression of Integral Three Dimensional Television Pictures
%R Ph.D. Thesis
%I De Montfort University
%C Leicester, United Kingdom
%D 2000
These papers use ASA in quantisation scheme optimisation in three
dimensional image compression.
__________________________________________________________________
%A L. Ingber
%A J.K. Wilson
%T Statistical mechanics of financial markets: Exponential
modifications to Black-Scholes
%J Mathematical Computer Modelling
%V 31
%N 8/9
%P 167-192
%D 2000
%O URL http://www.ingber.com/markets00_exp.pdf
ABSTRACT: The Black-Scholes theory of option pricing has been
considered for many years as an important but very approximate
zeroth-order description of actual market behavior. We generalize the
functional form of the diffusion of these systems and also consider
multi-factor models including stochastic volatility. We use a previous
development of a statistical mechanics of financial markets to model
these issues. Daily Eurodollar futures prices and implied volatilities
are fit to determine exponents of functional behavior of diffusions
using methods of global optimization, Adaptive Simulated Annealing
(ASA), to generate tight fits across moving time windows of Eurodollar
contracts. These short-time fitted distributions are then developed
into long-time distributions using a robust non-Monte Carlo
path-integral algorithm, PATHINT, to generate prices and derivatives
commonly used by option traders. The results of our study show that
there is only a very small change in at-the money option prices for
different probability distributions, both for the one-factor and
two-factor models. There still are significant differences in risk
parameters, partial derivatives, using more sophisticated models,
especially for out-of-the-money options.
__________________________________________________________________
%A S. Sakata
%A H. White
%T High breakdown point conditional dispersion estimation with
application to S&P 500 daily returns volatility
%J Econometrica
%V 66
%P 529-567
%D 1998
This paper continues the thesis of Shinichi Sakata, referenced below,
studying estimation methods for conditional location and dispersion
models, with an application to estimating the conditional volatility of
the S&P 500 cash index. Contact Shinichi Sakata
for more information.
__________________________________________________________________
%A L. Ingber
%T Data mining and knowledge discovery via statistical mechanics
in nonlinear stochastic systems
%J Mathematical Computer Modelling
%V 27
%N 3
%P 9-31
%D 1998
%O URL http://www.ingber.com/path98_datamining.pdf
This paper emphasizes the generic use of ASA in a wide class of
multivariate nonlinear stochastic systems, together with other codes
and a stochastic calculus, to datamine large data sets and to extract
knowledge from fitted patterns of information.
ABSTRACT: A modern calculus of multivariate nonlinear multiplicative
Gaussian-Markovian systems provides models of many complex systems
faithful to their nature, e.g., by not prematurely applying
quasi-linear approximations for the sole purpose of easing analysis. To
handle these complex algebraic constructs, sophisticated numerical
tools have been developed, e.g., methods of adaptive simulated
annealing (ASA) global optimization and of path integration (PATHINT).
In-depth application to three quite different complex systems have
yielded some insights into the benefits to be obtained by application
of these algorithms and tools, in statistical mechanical descriptions
of neocortex (short-term memory and electroencephalography), financial
markets (interest-rate and trading models), and combat analysis
(baselining simulations to exercise data).
__________________________________________________________________
%A K. Wu
%A M.D. Levine
%T 3-D shape approximation using parametric geons
%J Intl J Image and Vision Computing
%V 15
%N 2
%P 143-158
%D 1997
This paper follows their 1994 paper below, using ASA to solve some very
difficult imaging problems that did not yield to other global
optimization techniques. Contact Kenong Wu for
further information.
__________________________________________________________________
%A L. Ingber
%T Statistical mechanics of neocortical interactions: Canonical
momenta indicators of electroencephalography
%J Physical Review E
%V 55
%N 4
%P 4578-4593
%D 1997
%O URL http://www.ingber.com/smni97_cmi.pdf
%A L. Ingber
%T Statistical mechanics of neocortical interactions (SMNI)
%R SMNI Lecture Plates
%I Lester Ingber Research
%C Chicago, IL
%D 1997
%O URL http://www.ingber.com/smni97_lecture.pdf
__________________________________________________________________
%A M. Bowman
%A L. Ingber
%T Canonical momenta of nonlinear combat
%B Proceedings of the 1997 Simulation Multi-Conference, 6-10
April 1997, Atlanta, GA
%I Society for Computer Simulation
%C San Diego, CA
%D 1997
%O URL http://www.ingber.com/combat97_cmi.pdf
This paper uses ASA to fit combat simulation data, illustrating how to
develop measures of effectiveness of systems as they synergistically
contribute to nonlinear combat contexts. Canonical Momenta Indicators
(CMI) offer graphical decision aids faithful to the underlying
multivariate nonlinear stochastic model.
__________________________________________________________________
%A D.G. Mayer
%A J.A. Belward
%A K. Burrage
%T Use of advanced techniques to optimize a multi-dimensional
dairy model
%J Agricultural Systems
%V 50
%P 239-253
%D 1996
Available methods for the optimization of agricultural systems vary
widely, in terms of derivation, applicability and performance. A
whole-farm dairying model with 16 separate, interacting managerial
options was subjected to optimisation by the hill-climbing
(quasi-Newton), direct search (simplex), genetic algorithm (GENESIS)
and simulated annealing (VFSR) techniques. The latter two clearly
out-performed the former, with simulated annealing always identifying
the global optimum.
%A D.G. Mayer
%A P.M. Pepper
%A J.A. Belward
%A K. Burrage
%A A.J. Swain
%T Simulated annealing - A robust optimization technique for
fitting nonlinear regression models
%B Proceedings 'Modelling, Simulation and Optimization'
Conference, International Association of Science and Technology
for Development (IASTED), 6-9 May 1996 Gold Coast
%D 1996
Optimization procedures are required for the fitting of nonlinear
regression models to data. Whilst generally smooth in nature, the
objective function can contain multiple local optima or sub-optimal
plateaus, creating difficulties for the optimization routine.
Hill-climbing techniques are used in the majority of statistical
packages. We investigate their performance on difficult
parameterizations of a climbing techniques are used in the majority of
statistical packages. We investigate their performance on difficult
parameterizations of a conception rates model, for two data sets. We
also evaluate a simulated annealing algorithm, and demonstrate its
superior performance on this type of problem.
%A D.G. Mayer
%A J.A. Belward
%A K. Burrage
%A M.A Stuart
%P 1995
%T Optimization of a dairy farm model - Comparison of simulated
annealing, simulated quenching and genetic algorithms
%B Proceedings 1995 International Congress on Modelling and
Simulation, 27-30 November 1995, University of Newcastle
%P 33-38
%D 1995
Available optimization techniques vary widely in terms of derivation,
application, and efficiency. A complex dairy farm model was used to
benchmark those which have been used previously in the model
optimisation field. The more traditional methods, including random
search, hill-climbing and direct search, were notably inferior in
identifying the economic optimum of this agricultural system. Genetic
algorithms proved quite efficient, but overall results were marginally
down on those from the simulated annealing methods. Initially, these
proved to be quite slow, but a retuned simulated annealing algorithm
was found to be more efficient, thorough and safe. It's extension to
simulated quenching proved best for this problem, safely identifying
the optimum at a good rate of convergence. As this program is freely
available and relatively easy to use, it is strongly recommended. Also,
initial investigations with the tabu search strategy are reported,
which show it to have potential.
Contact David G. Mayer for further
information.
__________________________________________________________________
%A A. Su
%A S. Mager
%A S.L. Mayo
%A H.A. Lester
%T A multi-substrate single-file model for ion-coupled
transporters
%J Biophysical Journal
%V 70
%D 1996
%P 762-777
This paper develops a parametrized model of ion-coupled transporters
fit to GABA transporter GAT1, which is then extrapolated to describe
other experimental data. Contact Henry Lester for
more information.
__________________________________________________________________
%A R. Desai
%A R. Patil
%T SALO: Combining simulated annealing and local optimization
for efficient global optimization
%R 9th Florida AI Research Symposium
%D 1996
While I disagree with the authors that SALO is a true annealing
algorithm, even as a new quenching algorithm it represents a useful
contribution to an analyst's toolbox. Contact Rutvick Desai
for more information.
__________________________________________________________________
%A L. Ingber
%T Canonical momenta indicators of financial markets and
neocortical EEG
%B Progress in Neural Information Processing
%E S.-I. Amari, L. Xu, I. King, and K.-S. Leung
%I Springer
%C New York
%P 777-784
%D 1996
%O Invited paper to the 1996 International Conference on Neural
Information Processing (ICONIP'96), Hong Kong, 24-27 September
1996. ISBN 981 3083-05-0. URL
http://www.ingber.com/markets96_momenta.pdf
A brief introduction to canonical momenta is included in
ingber_projects.txt.
__________________________________________________________________
%A L. Ingber
%T Statistical mechanics of nonlinear nonequilibrium financial
markets: Applications to optimized trading
%J Mathematical Computer Modelling
%V 23
%N 7
%P 101-121
%D 1996
%O URL http://www.ingber.com/markets96_trading.pdf
__________________________________________________________________
%A L. Ingber
%T Adaptive simulated annealing (ASA): Lessons learned
%J Control and Cybernetics
%V 25
%N 1
%P 33-54
%D 1996
%O Invited paper to a special issue of Control and Cybernetics
on "Simulated Annealing Applied to Combinatorial Optimization."
URL http://www.ingber.com/asa96_lessons.pdf
This is a special issue on Simulated Annealing Applied to Combinatorial
Optimization, prepared by the Polish Academy of Sciences Systems
Research Institute. The listing of other contributors to this special
issue is in asa96_vidal_nahorski.txt
__________________________________________________________________
%A L. Ingber
%T Trading markets with canonical momenta and adaptive simulated
annealing
%R Report No. TMWCMASA-96
%I Lester Ingber Research
%C McLean, VA
%D 1996
%O URL http://www.ingber.com/markets96_brief.pdf
This paper gives relatively non-technical descriptions of ASA and
canonical momenta, and their applications to markets and EEG. The paper
was solicited by AI in Finance prior to cessation of publication.
__________________________________________________________________
%A R.A. Cozzio-Bu\*:eler
%T The design of neural networks using a priori knowledge
%R Ph.D. Thesis
%I Swiss Fed. Inst. Tech.
%C Zurich, Switzerland
%D 1995
This thesis used ASA to minimize the one-step-ahead forecasting error
of a neural network, incorporating differential equations as a priori
knowledge. Contact Rico Cozzio for more
information.
__________________________________________________________________
%A S. Sakata
%T High breakdown point estimation in econometrics
%R Ph.D. Thesis
%I University of California at San Diego
%C La Jolla, CA
%D 1995
This paper studied estimation methods for conditional location and
dispersion models, with an application to estimating the conditional
volatility of the S&P 500 cash index. Contact Shinichi Sakata
for more information.
__________________________________________________________________
%A M.K. Sen
%A P.L. Stoffa
%T Global Optimization Methods in Geophysical Inversion
%D 1995
%I Elsevier
%C The NetherLands
%O ISBN 0-444-81767-0
One of the major goals of geophysical inversion is to find earth models
that explain the geophysical observations. Both local and global
optimization methods are used in the estimation of material properties
from geophysical data. Contact Mrinal Sen
for more information.
__________________________________________________________________
%A M. Buszko
%A D.C. Wang
%A M.F. Kempka
%A E. Szczesniak
%A E.R. Andrew
%T Application of Adaptive Simulated Annealing to Optimization
of Gradient Coils with Concentric Return Paths
%R NMR Poster Session '95 http://micro.ifas.ufl.edu/
%I U. Florida
%C Gainesville, FL
%D 1995
This paper addresses the optimization of magnetic-field gradient (MFG)
coils, one of the fundamental problems in designing magnetic resonance
imaging systems. Contact Marian Buszko for
more information.
__________________________________________________________________
%A X.gz. Tang
%A E.R. Tracy
%A A.D. Boozer
%A A. deBrauw
%A R. Brown
%T Symbol sequence statistics in noisy chaotic signal
reconstruction
%J Physical Review E
%V 51
%N 4
%D 1995
%P (in press)
This paper presents an investigation of fitting dynamical systems
models to observed data, by comparing the resultant symbolic dynamics
transition probabilities of iterated model and observed data. Contact
Xianzhu Tang for further information.
__________________________________________________________________
%A R. Brown
%A N.F. Rulkov
%A N.B. Tufillaro
%T The effects of additive noise and drift in the dynamics of
the driving on chaotic synchronization
%J Phys. Lett.
%N
%V
%D 1994
%A R. Brown
%A N.F. Rulkov
%A N.B. Tufillaro
%T Synchronization of chaotic systems: the effects of additive
noise and drift in the dynamics and driving
%J Physical Review E
%N
%V
%D 1994
These two papers used ASA to fit nonlinear forms to data as part of a
project examining the effects of additive noise and drift on chaotic
synchronization. Contact Nicholes Tufillaro for further
information.
__________________________________________________________________
%A B. Cohen
%R Training synaptic delays in a recurrent neural network, M.S.
Thesis
%I Tel-Aviv University
%C Tel-Aviv, Israel
%D 1994
This thesis used ASA to optimize both synaptic-delay parameters and
weights of neural networks. The addition of (realistic) nonlinear
complexity of delayed recurrent activity permits using fewer parameters
in several tasks. Contact Barak Cohen for
further information.
__________________________________________________________________
%A K. Wu
%A M. D. Levine
%T Recovering parametric geons from multiview range data
%B IEEE Conference on Computer Vision & Pattern Recognition
%P 159-166
%D 1994
%I IEEE Computer Society
%C Seattle
This paper used ASA to solve some very difficult imaging problems that
did not yield to other global optimization techniques. Contact Kenong
Wu for further information.
__________________________________________________________________
%A A.F. Atiya
%A A.G. Parlos
%A L. Ingber
%R A reinforcement learning method based on adaptive simulated
annealing
%D 1993
%O URL http://www.ingber.com/asa03_reinforce.pdf
Reinforcement learning is a hard problem and the majority of the
existing algorithms suffer from poor convergence properties for
difficult problems. In this paper we propose a new reinforcement
learning method, that utilizes the power of global optimization methods
such as simulated annealing. Specifically, we use a particularly
powerful version of simulated annealing called Adaptive Simulated
Annealing (ASA). Towards this end we consider a batch formulation for
the reinforcement learning problem, unlike the online formulation
almost always used. The advantage of the batch formulation is that it
allows state-of-the-art optimization procedures to be employed, and
thus can lead to further improvements in algorithmic convergence
properties. The proposed algorithm is applied to a decision making test
problem, and it is shown to obtain better results than the conventional
Q-learning algorithm.
__________________________________________________________________
%A L. Ingber
%T Simulated annealing: Practice versus theory
%J Mathematical Computer Modelling
%V 18
%N 11
%D 1993
%P 29-57
%O URL http://www.ingber.com/asa93_sapvt.pdf
This paper illustrates the use of the QUENCHing and REANNEALing OPTIONS
in ASA, and contains an expanded section describing the use of
simulated annealing across many disciplines.
__________________________________________________________________
%A G. Blais
%A M.D. Levine
%T Registering multiview range data to create 3D computer
objects
%R TR-CIM-93-16
%I Center for Intelligent Machines, McGilo University
%C Montreal, Canada
%D 1993
This paper used ASA to solve some very difficult imaging problems that
did not yield to other global optimization techniques. Contact Gerard
Blais for further information.
__________________________________________________________________
%A M. Wofsey
%T Technology: Shortcut Tests Validity of Complicated Formulas
%J The Wall Street Journal
%V CCXXII
%N 60
%P B1
%D 24 September 1993
This article in The Wall Street Journal described the wide-spread use
of ASA.
__________________________________________________________________
%A G. Indiveri
%A G. Nateri
%A L. Raffo
%A D. Caviglia
%R Report
%T A neural network architecture for defect detection through
magnetic inspection
%I University of Genova
%C Genova, Italy
%D 1993
This paper is an application of ASA to neural networks. You can contact
Giacomo Indiveri for further information.
__________________________________________________________________
%A L. Ingber
%T Statistical mechanics of combat and extensions
%B Toward a Science of Command, Control, and Communications
%E C. Jones
%I American Institute of Aeronautics and Astronautics
%C Washington, D.C.
%D 1993t93.ps.gz
%P 117-149
%O ISBN 1-56347-068-3. URL
http://www.ingber.com/combat93_c3sci.pdf
This is the most recent of a series of papers using VFSR on a 1988
project baselining the JANUS(T) combat simulation to exercise data from
the National Training Center (NTC).
__________________________________________________________________
%A B. Rosen
%T Function optimization based on advanced simulated annealing
%J IEEE Workshop on Physics and Computation - Phys Comp '92
%I IEEE Press
%C Dallas, Texas
%P 289-293
%D 1992
This paper compared standard Boltzmann annealing with "fast" Cauchy
annealing with VFSR, and concluded that VFSR was superior in both
efficiency and accuracy.
__________________________________________________________________
%A L. Ingber
%T Generic mesoscopic neural networks based on statistical
mechanics of neocortical interactions
%J Physical Review A
%V 45
%N 4
%P R2183-R2186
%D 1992
%O URL http://www.ingber.com/smni92_mnn.pdf
This Rapid Communications presented an algorithm generalizing ASA by a
confluence of features from ASA, modern calculus of multivariate
nonlinear stochastic systems, statistical mechanics of neocortical
interactions (SMNI), and parallel processing.
__________________________________________________________________
%A L. Ingber
%A B. Rosen
%T Genetic algorithms and very fast simulated reannealing: A
comparison
%J Mathematical Computer Modelling
%V 16
%P 87-100
%D 1992
%O URL http://www.ingber.com/asa92_saga.pdf
This paper showed VFSR to be superior to a standard genetic algorithm
(GA) simulation on a suite of standard GA test problems.
__________________________________________________________________
%A L. Ingber
%T Statistical mechanical aids to calculating term structure
models
%J Physical Review A
%V 42
%N 12
%D 1990
%P 7057-7064
%O URL http://www.ingber.com/markets90_interest.pdf
%A L. Ingber
%A M.F. Wehner
%A G.M. Jabbour
%A T.M. Barnhill
%T Application of statistical mechanics methodology to
term-structure bond-pricing models
%J Mathematical Computer Modelling
%V 15
%N 11
%D 1991
%P 77-98
%O URL http://www.ingber.com/markets91_interest.pdf
These two papers used VFSR to fit a current economic model of coupled
short-term and long-term interest rates to bond data.
__________________________________________________________________
%A L. Ingber
%T Statistical mechanics of neocortical interactions: A scaling
paradigm applied to electroencephalography
%J Physical Review A
%N 6
%V 44
%P 4017-4060
%D 1991
%O URL http://www.ingber.com/smni91_eeg.pdf
This paper fit EEG data from a clinical study to a model of large-scale
neuronal activity in the human brain.
__________________________________________________________________
%A L. Ingber
%T Very fast simulated re-annealing
%J Mathematical Computer Modelling
%V 12
%N 8
%P 967-973
%D 1989
%O URL http://www.ingber.com/asa89_vfsr.pdf
This was the first VFSR paper.
__________________________________________________________________
__________________________________________________________________
Lester Ingber
Copyright (c) 1994-2016 Lester Ingber. All Rights Reserved.
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