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The calibration of urban traffic microsimulation models is addressed in this paper, focusing on the multivariate distribution of traffic features. This allows to take into account day-to-day variability and possibly complex statistical dependencies, enabling robust validation and the computation of more accurate statistics. Variability in traffic models can be obtained, in principle, by suitably tuning origin-destination demand flows, but this becomes problematic for microsimulation models when complex multivariate distributions are considered, due to excessive dimensionality and nonlinearity. Thus, here we investigate how complex multivariate behavior can be achieved by suitably varying only a subset of the parameters ruling the microsimulation dynamics, without imposing any distribution on the demand flows. To this purpose, rather than looking for fixed values of the parameters, we exploit distribution models having the structure of mixtures of uniforms, through which the simulator parameter values can be randomly sampled, thus replacing the simulator inner randomization mechanism. We formalize the optimization of the mixture parameters through a maximum mean discrepancy principle involving the simulator dynamics, which leads to a large-dimensional non-differentiable problem that we solve through a method based on cross-entropy. Preliminary experiments concerning the application of the proposed methodology to the SUMO simulator show how it is possible to capture quite complex multivariate distributions of target flows varying only four parameters. [ABSTRACT FROM AUTHOR]

Graphical models are statistical models supported on a graph structure: nodes represent random variables, and missing edges represent probabilistic relationship of conditional independence. This makes them suited to model the behavior of complex systems that are difficult to model through mathematical equations. In this work, this possibility is exploited in a context of diagnostics and fault detection. Specifically, the fault detection problem is reduced to the evaluation of a conditional probability. The relevant conditional distribution is derived from the analysis of a suitable graphical model taking advantage of the so-called Markov properties. As a case study, we consider diagnostics of a hybrid bus, characterized by the combined use of a diesel engine and an electrical engine. The aim of the study is to verify the correct operation of the electrical system, in particular the status of the battery. Copyright © 2014 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

In this paper, we address the problem of generating efficient state sample points for the solution of continuous-state finite-horizon Markovian decision problems through approximate dynamic programming. It is known that the selection of sampling points at which the value function is observed is a key factor when such function is approximated by a model based on a finite number of evaluations. A standard approach consists in generating these points through a random or deterministic procedure, aiming at a balanced covering of the state space. Yet, this solution may not be efficient if the state trajectories are not uniformly distributed. Here, we propose to exploit F -discrepancy, a quantity that measures how closely a set of random points represents a probability distribution, and introduce an example of an algorithm based on such concept to automatically select point sets that are efficient with respect to the underlying Markovian process. An error analysis of the approximate solution is provided, showing how the proposed algorithm enables convergence under suitable regularity hypotheses. Then, simulation results are provided concerning an inventory forecasting test problem. The tests confirm in general the important role of F -discrepancy, and show how the proposed algorithm is able to yield better results than uniform sampling, using sets even 50 times smaller.