Efficient simulation of large deviation events for sums of random vectors using saddle-point representations

We consider the problem of efficient simulation estimation of the density function at the tails, and the probability of large deviations for a sum of independent, identically distributed (i.i.d.), light-tailed and nonlattice random vectors. The latter problem besides being of independent interest, also forms a building block for more complex rare event problems that arise, for instance, in queuing and financial credit risk modeling. It has been extensively studied in the literature where state-independent, exponential-twisting-based importance sampling has been shown to be asymptotically efficient and a more nuanced state-dependent exponential twisting has been shown to have a stronger bounded relative error property. We exploit the saddle-point-based representations that exist for these rare quantities, which rely on inverting the characteristic functions of the underlying random vectors. These representations reduce the rare event estimation problem to evaluating certain integrals, which may via importance sampling be represented as expectations. Furthermore, it is easy to identify and approximate the zero-variance importance sampling distribution to estimate these integrals. We identify such importance sampling measures and show that they possess the asymptotically vanishing relative error property that is stronger than the bounded relative error property. To illustrate the broader applicability of the proposed methodology, we extend it to develop an asymptotically vanishing relative error estimator for the practically important expected overshoot of sums of i.i.d. random variables

Efficient simulation of density and probability of large deviations of sum of random vectors using saddle point representations

We consider the problem of efficient simulation estimation of the density function at the tails, and the probability of large deviations for a sum of independent, identically distributed, light-tailed and non-lattice random vectors. The latter problem besides being of independent interest, also forms a building block for more complex rare event problems that arise, for instance, in queueing and financial credit risk modelling. It has been extensively studied in literature where state independent exponential twisting based importance sampling has been shown to be asymptotically efficient and a more nuanced state dependent exponential twisting has been shown to have a stronger bounded relative error property. We exploit the saddle-point based representations that exist for these rare quantities, which rely on inverting the characteristic functions of the underlying random vectors. These representations reduce the rare event estimation problem to evaluating certain integrals, which may via importance sampling be represented as expectations. Further, it is easy to identify and approximate the zero-variance importance sampling distribution to estimate these integrals. We identify such importance sampling measures and show that they possess the asymptotically vanishing relative error property that is stronger than the bounded relative error property. To illustrate the broader applicability of the proposed methodology, we extend it to similarly efficiently estimate the practically important expected overshoot of sums of iid random variables

Voronoi diagrams in the max-norm: algorithms, implementation, and applications

Voronoi diagrams and their numerous variants are well-established objects in computational geometry. They have proven to be extremely useful to tackle geometric problems in various domains such as VLSI CAD, Computer Graphics, Pattern Recognition, Information Retrieval, etc. In this dissertation, we study generalized Voronoi diagram of line segments as motivated by applications in VLSI Computer Aided Design. Our work has three directions: algorithms, implementation, and applications of the line-segment Voronoi diagrams. Our results are as follows: (1) Algorithms for the farthest Voronoi diagram of line segments in the Lp metric, 1 ≤ p ≤ ∞. Our main interest is the L2 (Euclidean) and the L∞ metric. We first introduce the farthest line-segment hull and its Gaussian map to characterize the regions of the farthest line-segment Voronoi diagram at infinity. We then adapt well-known techniques for the construction of a convex hull to compute the farthest line-segment hull, and therefore, the farthest segment Voronoi diagram. Our approach unifies techniques to compute farthest Voronoi diagrams for points and line segments. (2) The implementation of the L∞ Voronoi diagram of line segments in the Computational Geometry Algorithms Library (CGAL). Our software (approximately 17K lines of C++ code) is built on top of the existing CGAL package on the L2 (Euclidean) Voronoi diagram of line segments. It is accepted and integrated in the upcoming version of the library CGAL-4.7 and will be released in september 2015. We performed the implementation in the L∞ metric because we target applications in VLSI design, where shapes are predominantly rectilinear, and the L∞ segment Voronoi diagram is computationally simpler. (3) The application of our Voronoi software to tackle proximity-related problems in VLSI pattern analysis. In particular, we use the Voronoi diagram to identify critical locations in patterns of VLSI layout, which can be faulty during the printing process of a VLSI chip. We present experiments involving layout pieces that were provided by IBM Research, Zurich. Our Voronoi-based method was able to find all problematic locations in the provided layout pieces, very fast, and without any manual intervention

In vitro antitumor potential of soybean lectin, isolated from glycine max

Soybean lectin is one of the most important lectins which have anti-cancer activity, primarily confirmed by MTT and trypan blue exclusion assay in various cancer cell lines. The cell viability percentage increases in decreasing dose concentration of the soy lectin. Besides the above it also induces laddering of the DNA in a dose dependent manner. DNA fragmentation was occurred after treating the soya lectin in HeLa cell lines. Isolation of the soya lectin by using Sepharose 4B column is a novel approach. Characterization of this lectin was done by performing Haemagglutination assay and determining molecular weight by both Native and SDS-PAGE which was found to be 120 kD and 30 kD respectively