Statistical Performance Modeling and Optimization

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Author :
Publisher : Now Publishers Inc
ISBN 13 : 1601980566
Total Pages : 161 pages
Book Rating : 4.6/5 (19 download)

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Book Synopsis Statistical Performance Modeling and Optimization by : Xin Li

Download or read book Statistical Performance Modeling and Optimization written by Xin Li and published by Now Publishers Inc. This book was released on 2007 with total page 161 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Performance Modeling and Optimization reviews various statistical methodologies that have been recently developed to model, analyze and optimize performance variations at both transistor level and system level in integrated circuit (IC) design. The following topics are discussed in detail: sources of process variations, variation characterization and modeling, Monte Carlo analysis, response surface modeling, statistical timing and leakage analysis, probability distribution extraction, parametric yield estimation and robust IC optimization. These techniques provide the necessary CAD infrastructure that facilitates the bold move from deterministic, corner-based IC design toward statistical and probabilistic design. Statistical Performance Modeling and Optimization reviews and compares different statistical IC analysis and optimization techniques, and analyzes their trade-offs for practical industrial applications. It serves as a valuable reference for researchers, students and CAD practitioners.

Markov Models & Optimization

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Author :
Publisher : Routledge
ISBN 13 : 1351433490
Total Pages : 308 pages
Book Rating : 4.3/5 (514 download)

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Book Synopsis Markov Models & Optimization by : M.H.A. Davis

Download or read book Markov Models & Optimization written by M.H.A. Davis and published by Routledge. This book was released on 2018-02-19 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a radically new approach to problems of evaluating and optimizing the performance of continuous-time stochastic systems. This approach is based on the use of a family of Markov processes called Piecewise-Deterministic Processes (PDPs) as a general class of stochastic system models. A PDP is a Markov process that follows deterministic trajectories between random jumps, the latter occurring either spontaneously, in a Poisson-like fashion, or when the process hits the boundary of its state space. This formulation includes an enormous variety of applied problems in engineering, operations research, management science and economics as special cases; examples include queueing systems, stochastic scheduling, inventory control, resource allocation problems, optimal planning of production or exploitation of renewable or non-renewable resources, insurance analysis, fault detection in process systems, and tracking of maneuvering targets, among many others. The first part of the book shows how these applications lead to the PDP as a system model, and the main properties of PDPs are derived. There is particular emphasis on the so-called extended generator of the process, which gives a general method for calculating expectations and distributions of system performance functions. The second half of the book is devoted to control theory for PDPs, with a view to controlling PDP models for optimal performance: characterizations are obtained of optimal strategies both for continuously-acting controllers and for control by intervention (impulse control). Throughout the book, modern methods of stochastic analysis are used, but all the necessary theory is developed from scratch and presented in a self-contained way. The book will be useful to engineers and scientists in the application areas as well as to mathematicians interested in applications of stochastic analysis.

Performance Modeling, Stochastic Networks, and Statistical Multiplexing

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Author :
Publisher : Morgan & Claypool Publishers
ISBN 13 : 1627051732
Total Pages : 213 pages
Book Rating : 4.6/5 (27 download)

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Book Synopsis Performance Modeling, Stochastic Networks, and Statistical Multiplexing by : Ravi R. Mazumdar

Download or read book Performance Modeling, Stochastic Networks, and Statistical Multiplexing written by Ravi R. Mazumdar and published by Morgan & Claypool Publishers. This book was released on 2013-06-01 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph presents a concise mathematical approach for modeling and analyzing the performance of communication networks with the aim of introducing an appropriate mathematical framework for modeling and analysis as well as understanding the phenomenon of statistical multiplexing. The models, techniques, and results presented form the core of traffic engineering methods used to design, control and allocate resources in communication networks.The novelty of the monograph is the fresh approach and insights provided by a sample-path methodology for queueing models that highlights the important ideas of Palm distributions associated with traffic models and their role in computing performance measures. The monograph also covers stochastic network theory including Markovian networks. Recent results on network utility optimization and connections to stochastic insensitivity are discussed. Also presented are ideas of large buffer, and many sources asymptotics that play an important role in understanding statistical multiplexing. In particular, the important concept of effective bandwidths as mappings from queueing level phenomena to loss network models is clearly presented along with a detailed discussion of accurate approximations for large networks. Table of Contents: Introduction to Traffic Models and Analysis / Queues and Performance Analysis / Loss Models for Networks / Stochastic Networks and Insensitivity / Statistical Multiplexing

Performance Modeling and Engineering

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 0387793615
Total Pages : 228 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Performance Modeling and Engineering by : Zhen Liu

Download or read book Performance Modeling and Engineering written by Zhen Liu and published by Springer Science & Business Media. This book was released on 2008-04-12 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: With the fast development of networking and software technologies, information processing infrastructure and applications have been growing at an impressive rate in both size and complexity, to such a degree that the design and development of high performance and scalable data processing systems and networks have become an ever-challenging issue. As a result, the use of performance modeling and m- surementtechniquesas a critical step in designand developmenthas becomea c- mon practice. Research and developmenton methodologyand tools of performance modeling and performance engineering have gained further importance in order to improve the performance and scalability of these systems. Since the seminal work of A. K. Erlang almost a century ago on the mod- ing of telephone traf c, performance modeling and measurement have grown into a discipline and have been evolving both in their methodologies and in the areas in which they are applied. It is noteworthy that various mathematical techniques were brought into this eld, including in particular probability theory, stochastic processes, statistics, complex analysis, stochastic calculus, stochastic comparison, optimization, control theory, machine learning and information theory. The app- cation areas extended from telephone networks to Internet and Web applications, from computer systems to computer software, from manufacturing systems to s- ply chain, from call centers to workforce management.

Optimization Techniques in Statistics

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Author :
Publisher : Elsevier
ISBN 13 : 1483295710
Total Pages : 376 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Optimization Techniques in Statistics by : Jagdish S. Rustagi

Download or read book Optimization Techniques in Statistics written by Jagdish S. Rustagi and published by Elsevier. This book was released on 2014-05-19 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistics help guide us to optimal decisions under uncertainty. A large variety of statistical problems are essentially solutions to optimization problems. The mathematical techniques of optimization are fundamentalto statistical theory and practice. In this book, Jagdish Rustagi provides full-spectrum coverage of these methods, ranging from classical optimization and Lagrange multipliers, to numerical techniques using gradients or direct search, to linear, nonlinear, and dynamic programming using the Kuhn-Tucker conditions or the Pontryagin maximal principle. Variational methods and optimization in function spaces are also discussed, as are stochastic optimization in simulation, including annealing methods. The text features numerous applications, including: Finding maximum likelihood estimates, Markov decision processes, Programming methods used to optimize monitoring of patients in hospitals, Derivation of the Neyman-Pearson lemma, The search for optimal designs, Simulation of a steel mill. Suitable as both a reference and a text, this book will be of interest to advanced undergraduate or beginning graduate students in statistics, operations research, management and engineering sciences, and related fields. Most of the material can be covered in one semester by students with a basic background in probability and statistics. - Covers optimization from traditional methods to recent developments such as Karmarkars algorithm and simulated annealing - Develops a wide range of statistical techniques in the unified context of optimization - Discusses applications such as optimizing monitoring of patients and simulating steel mill operations - Treats numerical methods and applications - Includes exercises and references for each chapter - Covers topics such as linear, nonlinear, and dynamic programming, variational methods, and stochastic optimization

Predicting and Optimizing System Utilization and Performance Via Statistical Machine Learning

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Publisher :
ISBN 13 :
Total Pages : 218 pages
Book Rating : 4.:/5 (858 download)

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Book Synopsis Predicting and Optimizing System Utilization and Performance Via Statistical Machine Learning by : Archana Ganapathi

Download or read book Predicting and Optimizing System Utilization and Performance Via Statistical Machine Learning written by Archana Ganapathi and published by . This book was released on 2009 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: The complexity of modern computer systems makes performance modeling an invaluable resource for guiding crucial decisions such as workload management, configuration management, and resource provisioning. With continually evolving systems, it is difficult to obtain ground truth about system behavior. Moreover, system management policies must adapt to changes in workload and configuration to continue making efficient decisions. Thus, we require data-driven modeling techniques that auto-extract relationships between a system's input workload, its configuration parameters, and consequent performance. This dissertation argues that statistical machine learning (SML) techniques are a powerful asset to system performance modeling. We present an SML-based methodology that extracts correlations between a workload's pre-execution characteristics or configuration parameters, and post-execution performance observations. We leverage these correlations for performance prediction and optimization. We present three success stories that validate the usefulness of our methodology on storage and compute based parallel systems. In all three scenarios, we outperform state- of-the-art alternatives. Our results strongly suggest the use of SML-based performance modeling to improve the quality of system management decisions.

Statistical Process Monitoring and Optimization

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Author :
Publisher : CRC Press
ISBN 13 : 1482276763
Total Pages : 504 pages
Book Rating : 4.4/5 (822 download)

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Book Synopsis Statistical Process Monitoring and Optimization by : Geoffrey Vining

Download or read book Statistical Process Monitoring and Optimization written by Geoffrey Vining and published by CRC Press. This book was released on 1999-11-24 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: Demonstrates ways to track industrial processes and performance, integrating related areas such as engineering process control, statistical reasoning in TQM, robust parameter design, control charts, multivariate process monitoring, capability indices, experimental design, empirical model building, and process optimization. The book covers a range o

Introduction to Optimization Methods and their Application in Statistics

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 9400931530
Total Pages : 87 pages
Book Rating : 4.4/5 (9 download)

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Book Synopsis Introduction to Optimization Methods and their Application in Statistics by : B. Everitt

Download or read book Introduction to Optimization Methods and their Application in Statistics written by B. Everitt and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 87 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization techniques are used to find the values of a set of parameters which maximize or minimize some objective function of interest. Such methods have become of great importance in statistics for estimation, model fitting, etc. This text attempts to give a brief introduction to optimization methods and their use in several important areas of statistics. It does not pretend to provide either a complete treatment of optimization techniques or a comprehensive review of their application in statistics; such a review would, of course, require a volume several orders of magnitude larger than this since almost every issue of every statistics journal contains one or other paper which involves the application of an optimization method. It is hoped that the text will be useful to students on applied statistics courses and to researchers needing to use optimization techniques in a statistical context. Lastly, my thanks are due to Bertha Lakey for typing the manuscript.

Performance Modeling, Analysis and Optimization for Asynchronous Circuits:Static and Statistical Analysis Approaches

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Author :
Publisher : Springer
ISBN 13 : 9781461405443
Total Pages : 200 pages
Book Rating : 4.4/5 (54 download)

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Book Synopsis Performance Modeling, Analysis and Optimization for Asynchronous Circuits:Static and Statistical Analysis Approaches by : Eslam Yahya

Download or read book Performance Modeling, Analysis and Optimization for Asynchronous Circuits:Static and Statistical Analysis Approaches written by Eslam Yahya and published by Springer. This book was released on 2015-10-18 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asynchronous circuits provide efficient solutions for many of the recent nanometric technologies, although the lack of analysis and optimization tools has limited the commercial spread of this technology. This book helps readers to understand the difficulties of modeling and analyzing asynchronous circuits. A new modeling methodology is introduced; it is used to build Asynchronous Static Timing Analysis (ASTA) and Asynchronous Statistical Static Timing Analysis (ASSTA). These fast and accurate methods are used to optimize the circuit speed against its hardware size. In addition, the book investigates the handshaking protocol effect on different asynchronous circuit performance metrics (speed, power consumption, EMI and robustness against process variability). The book is accompanied by AHMOSE (Asynchronous High-speed Modeling and Optimization Tool-set), a demonstrative software, which provides to the user a better understanding and usage of the explained methods.

Performance Modeling and Optimization Techniques in the Presence of Random Process Variations to Improve Parametric Yield of VLSI Circuits

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Author :
Publisher :
ISBN 13 :
Total Pages : 215 pages
Book Rating : 4.:/5 (245 download)

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Book Synopsis Performance Modeling and Optimization Techniques in the Presence of Random Process Variations to Improve Parametric Yield of VLSI Circuits by : Shubhankar Basu

Download or read book Performance Modeling and Optimization Techniques in the Presence of Random Process Variations to Improve Parametric Yield of VLSI Circuits written by Shubhankar Basu and published by . This book was released on 2008 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt: As semiconductor industry continues to follow Moore's Law of doubled device count every 18 months, it is challenged by the rising uncertainties in the manufacturing process for nanometer technologies. Manufacturing defects lead to a random variation in physical parameters like the dopant density, critical dimensions and oxide thickness. These physical defects manifest themselves as variations in device process parameters like threshold voltage and effective channel length of transistors. The randomness in process parameters affect the performance of VLSI circuits which leads to a loss in parametric yield. Conventional design methodologies, with corner case based analysis techniques fail to predict the performance of circuits reliably in the presence of random process variations. Moreover, the analysis techniques for detection of defects in the later stages of the design cycle result in significant overhead in cost due to re-spins. In recent times, VLSI computer aided design methodologies have shifted to statistical analysis techniques for performance measurements with specific yield targets. However, the adoption of statistical techniques in commercial design flows has been limited by the complexity of their usage and the need for generating specially characterized models. This also makes them unsuitable in repeated loops during the synthesis process. In this dissertation, we present an alternate approach to model and optimize the performance of digital and analog circuits in the presence of random process variations. Our work is targeted for a bottom-up methodology providing incremental tolerance to the circuits under the impact of random process variations. The methodologies presented, can be used to generate fast evaluating accurate macromodels to compute the bounds of performance due to the underlying variations in device parameters. The primary goal of our methodology is to capture the statistical aspects of variation in the lower levels of abstraction, while aiding deterministic analysis during the top level design optimization. We also attempt to build our solutions as a wrapper around a conventional design flow, without the requirement for special characterization. The modeling and optimization techniques are perfectly scalable across technology generations and can find practical usage during variation-tolerant synthesis of VLSI circuit performance.

Frontiers in Massive Data Analysis

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Publisher : National Academies Press
ISBN 13 : 0309287812
Total Pages : 191 pages
Book Rating : 4.3/5 (92 download)

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Book Synopsis Frontiers in Massive Data Analysis by : National Research Council

Download or read book Frontiers in Massive Data Analysis written by National Research Council and published by National Academies Press. This book was released on 2013-09-03 with total page 191 pages. Available in PDF, EPUB and Kindle. Book excerpt: Data mining of massive data sets is transforming the way we think about crisis response, marketing, entertainment, cybersecurity and national intelligence. Collections of documents, images, videos, and networks are being thought of not merely as bit strings to be stored, indexed, and retrieved, but as potential sources of discovery and knowledge, requiring sophisticated analysis techniques that go far beyond classical indexing and keyword counting, aiming to find relational and semantic interpretations of the phenomena underlying the data. Frontiers in Massive Data Analysis examines the frontier of analyzing massive amounts of data, whether in a static database or streaming through a system. Data at that scale-terabytes and petabytes-is increasingly common in science (e.g., particle physics, remote sensing, genomics), Internet commerce, business analytics, national security, communications, and elsewhere. The tools that work to infer knowledge from data at smaller scales do not necessarily work, or work well, at such massive scale. New tools, skills, and approaches are necessary, and this report identifies many of them, plus promising research directions to explore. Frontiers in Massive Data Analysis discusses pitfalls in trying to infer knowledge from massive data, and it characterizes seven major classes of computation that are common in the analysis of massive data. Overall, this report illustrates the cross-disciplinary knowledge-from computer science, statistics, machine learning, and application disciplines-that must be brought to bear to make useful inferences from massive data.

Understanding and Optimizing the Statistical Performance of Machine Learning Models Under Memory Budgets

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Author :
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (119 download)

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Book Synopsis Understanding and Optimizing the Statistical Performance of Machine Learning Models Under Memory Budgets by : Jian Zhang (Researcher in machine learning)

Download or read book Understanding and Optimizing the Statistical Performance of Machine Learning Models Under Memory Budgets written by Jian Zhang (Researcher in machine learning) and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Machine learning models are trending larger to attain state-of-the-art performance across various application domains. These state-of-the-art models can consume large amounts of memory for training and inference. However, memory is often an expensive and limited hardware resource. Thus, designing machine learning models which still attain strong performance with less memory is critical for settings with hardware constraints. In many machine learning models, a major memory-consuming component is feature representations, such as word embeddings in natural language processing tasks and kernel approximation features for kernel methods. Because of this, to attain models with strong performance under a memory budget, it is important to study the trade-off between the memory footprint of feature representations and the statistical performance (e.g. accuracy, stability) of machine learning models trained with these feature representations. In this thesis, we focus on understanding what determines the statistical performance of models trained on different feature representations and then using this understanding to optimize the statistical performance under memory budgets. We show that we can use fixed design regression--a theoretical framework for analyzing the statistical performance of machine learning models--as a unified tool to understand and optimize the performance of models trained with different feature representations under memory budgets. This tool helps us understand what properties of feature representations are crucial for strong statistical performance. Although our analysis is specific to this fixed design regression setting, we show that it yields insights for empirically understanding and optimizing the statistical performance of a wide range of models trained on these representations. In particular, we use this unified tool to study 1) the accuracy of natural language processing models attained by word embeddings, 2) the instability of natural language processing models trained on different word embeddings where the model instability is defined as the percentage of predictions which disagree when a model is trained on different feature representations respectively and 3) the accuracy of kernel models trained with kernel approximation features. For each of the above three settings, we leverage fixed design regression as the unified tool to develop a new way to measure the quality of feature representations, and use the proposed quality measure to understand and optimize the statistical performance under memory budgets in the following consistent way. Theoretically, we propose a new way to measure the quality of feature representations and use the new quality measure to bound the statistical performance in the shared context of fixed design regression. Empirically, we show that the proposed quality measure attains stronger correlation with the statistical performance than existing measures across different models and memory budgets. To demonstrate the utility of our proposed measure in optimizing statistical performance, we show that the measure can guide the design or selection of feature representations to achieve improved statistical performance under memory budgets across numerous benchmark tasks: specifically, we show that our proposed quality measures can 1) be a criterion to select between compressed word embeddings for better model accuracy with up to 2X lower selection error than existing measures; 2) guide the selection of word embeddings to attain competitive or better model stability across memory budgets than existing criteria and 3) guide the design of new kernel approximation features to achieve matching model accuracy with up to 10X less memory than existing methods.

Reliability Modeling, Analysis And Optimization

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Publisher : World Scientific
ISBN 13 : 9814479993
Total Pages : 506 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Reliability Modeling, Analysis And Optimization by : Hoang Pham

Download or read book Reliability Modeling, Analysis And Optimization written by Hoang Pham and published by World Scientific. This book was released on 2006-06-26 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: As our modern information-age society grows in complexity both in terms of embedded systems and applications, the problems and challenges in reliability become ever more complex. Bringing together many of the leading experts in the field, this volume presents a broad picture of current research on system modeling and optimization in reliability and its applications.The book comprises twenty-three chapters organized into four parts: Reliability Modeling, Software Quality Engineering, Software Reliability, and Maintenance and Inspection Policies. These sections cover a wide range of important topics, including system reliability modeling, optimization, software reliability and quality, maintenance theory and inspection, reliability failure analysis, sampling plans and schemes, software development processes and improvement, stochastic process modeling, statistical distributions and analysis, fault-tolerant performance, software measurements and cost effectiveness, queueing theory and applications, system availability, reliability of repairable systems, testing sampling inspection, software capability maturity model, accelerated life modeling, statistical control, and HALT testing.

Statistical Performance Analysis and Modeling Techniques for Nanometer VLSI Designs

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 1461407885
Total Pages : 326 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Statistical Performance Analysis and Modeling Techniques for Nanometer VLSI Designs by : Ruijing Shen

Download or read book Statistical Performance Analysis and Modeling Techniques for Nanometer VLSI Designs written by Ruijing Shen and published by Springer Science & Business Media. This book was released on 2014-07-08 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since process variation and chip performance uncertainties have become more pronounced as technologies scale down into the nanometer regime, accurate and efficient modeling or characterization of variations from the device to the architecture level have become imperative for the successful design of VLSI chips. This book provides readers with tools for variation-aware design methodologies and computer-aided design (CAD) of VLSI systems, in the presence of process variations at the nanometer scale. It presents the latest developments for modeling and analysis, with a focus on statistical interconnect modeling, statistical parasitic extractions, statistical full-chip leakage and dynamic power analysis considering spatial correlations, statistical analysis and modeling for large global interconnects and analog/mixed-signal circuits. Provides readers with timely, systematic and comprehensive treatments of statistical modeling and analysis of VLSI systems with a focus on interconnects, on-chip power grids and clock networks, and analog/mixed-signal circuits; Helps chip designers understand the potential and limitations of their design tools, improving their design productivity; Presents analysis of each algorithm with practical applications in the context of real circuit design; Includes numerical examples for the quantitative analysis and evaluation of algorithms presented. Provides readers with timely, systematic and comprehensive treatments of statistical modeling and analysis of VLSI systems with a focus on interconnects, on-chip power grids and clock networks, and analog/mixed-signal circuits; Helps chip designers understand the potential and limitations of their design tools, improving their design productivity; Presents analysis of each algorithm with practical applications in the context of real circuit design; Includes numerical examples for the quantitative analysis and evaluation of algorithms presented.

Statistical Inference Via Convex Optimization

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Publisher : Princeton University Press
ISBN 13 : 0691197296
Total Pages : 655 pages
Book Rating : 4.6/5 (911 download)

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Book Synopsis Statistical Inference Via Convex Optimization by : Anatoli Juditsky

Download or read book Statistical Inference Via Convex Optimization written by Anatoli Juditsky and published by Princeton University Press. This book was released on 2020-04-07 with total page 655 pages. Available in PDF, EPUB and Kindle. Book excerpt: This authoritative book draws on the latest research to explore the interplay of high-dimensional statistics with optimization. Through an accessible analysis of fundamental problems of hypothesis testing and signal recovery, Anatoli Juditsky and Arkadi Nemirovski show how convex optimization theory can be used to devise and analyze near-optimal statistical inferences. Statistical Inference via Convex Optimization is an essential resource for optimization specialists who are new to statistics and its applications, and for data scientists who want to improve their optimization methods. Juditsky and Nemirovski provide the first systematic treatment of the statistical techniques that have arisen from advances in the theory of optimization. They focus on four well-known statistical problems—sparse recovery, hypothesis testing, and recovery from indirect observations of both signals and functions of signals—demonstrating how they can be solved more efficiently as convex optimization problems. The emphasis throughout is on achieving the best possible statistical performance. The construction of inference routines and the quantification of their statistical performance are given by efficient computation rather than by analytical derivation typical of more conventional statistical approaches. In addition to being computation-friendly, the methods described in this book enable practitioners to handle numerous situations too difficult for closed analytical form analysis, such as composite hypothesis testing and signal recovery in inverse problems. Statistical Inference via Convex Optimization features exercises with solutions along with extensive appendixes, making it ideal for use as a graduate text.

Markov Models & Optimization

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Author :
Publisher : Routledge
ISBN 13 : 1351433482
Total Pages : 316 pages
Book Rating : 4.3/5 (514 download)

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Book Synopsis Markov Models & Optimization by : M.H.A. Davis

Download or read book Markov Models & Optimization written by M.H.A. Davis and published by Routledge. This book was released on 2018-02-19 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a radically new approach to problems of evaluating and optimizing the performance of continuous-time stochastic systems. This approach is based on the use of a family of Markov processes called Piecewise-Deterministic Processes (PDPs) as a general class of stochastic system models. A PDP is a Markov process that follows deterministic trajectories between random jumps, the latter occurring either spontaneously, in a Poisson-like fashion, or when the process hits the boundary of its state space. This formulation includes an enormous variety of applied problems in engineering, operations research, management science and economics as special cases; examples include queueing systems, stochastic scheduling, inventory control, resource allocation problems, optimal planning of production or exploitation of renewable or non-renewable resources, insurance analysis, fault detection in process systems, and tracking of maneuvering targets, among many others. The first part of the book shows how these applications lead to the PDP as a system model, and the main properties of PDPs are derived. There is particular emphasis on the so-called extended generator of the process, which gives a general method for calculating expectations and distributions of system performance functions. The second half of the book is devoted to control theory for PDPs, with a view to controlling PDP models for optimal performance: characterizations are obtained of optimal strategies both for continuously-acting controllers and for control by intervention (impulse control). Throughout the book, modern methods of stochastic analysis are used, but all the necessary theory is developed from scratch and presented in a self-contained way. The book will be useful to engineers and scientists in the application areas as well as to mathematicians interested in applications of stochastic analysis.

Optimization Modeling with Spreadsheets

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1118937732
Total Pages : 402 pages
Book Rating : 4.1/5 (189 download)

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Book Synopsis Optimization Modeling with Spreadsheets by : Kenneth R. Baker

Download or read book Optimization Modeling with Spreadsheets written by Kenneth R. Baker and published by John Wiley & Sons. This book was released on 2015-06-15 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: An accessible introduction to optimization analysis using spreadsheets Updated and revised, Optimization Modeling with Spreadsheets, Third Edition emphasizes model building skills in optimization analysis. By emphasizing both spreadsheet modeling and optimization tools in the freely available Microsoft® Office Excel® Solver, the book illustrates how to find solutions to real-world optimization problems without needing additional specialized software. The Third Edition includes many practical applications of optimization models as well as a systematic framework that illuminates the common structures found in many successful models. With focused coverage on linear programming, nonlinear programming, integer programming, and heuristic programming, Optimization Modeling with Spreadsheets, Third Edition features: An emphasis on model building using Excel Solver as well as appendices with additional instructions on more advanced packages such as Analytic Solver Platform and OpenSolver Additional space devoted to formulation principles and model building as opposed to algorithms New end-of-chapter homework exercises specifically for novice model builders Presentation of the Sensitivity Toolkit for sensitivity analysis with Excel Solver Classification of problem types to help readers see the broader possibilities for application Specific chapters devoted to network models and data envelopment analysis A companion website with interactive spreadsheets and supplementary homework exercises for additional practice Optimization Modeling with Spreadsheets, Third Edition is an excellent textbook for upper-undergraduate and graduate-level courses that include deterministic models, optimization, spreadsheet modeling, quantitative methods, engineering management, engineering modeling, operations research, and management science. The book is an ideal reference for readers wishing to advance their knowledge of Excel and modeling and is also a useful guide for MBA students and modeling practitioners in business and non-profit sectors interested in spreadsheet optimization.