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Build a firm foundation for studying statistical modelling, data science, and machine learning with this practical introduction to statistics, written with chemical engineers in mind. It introduces a data–model–decision approach to applying statistical methods to real-world chemical engineering challenges, establishes links between statistics, probability, linear algebra, calculus, and optimization, and covers classical and modern topics such as uncertainty quantification, risk modelling, and decision-making under uncertainty. Over 100 worked examples using Matlab and Python demonstrate how to apply theory to practice, with over 70 end-of-chapter problems to reinforce student learning, and key topics are introduced using a modular structure, which supports learning at a range of paces and levels. Requiring only a basic understanding of calculus and linear algebra, this textbook is the ideal introduction for undergraduate students in chemical engineering, and a valuable preparatory text for advanced courses in data science and machine learning with chemical engineering applications.
Bridge the gap between theoretical concepts and their practical applications with this rigorous introduction to the mathematics underpinning data science. It covers essential topics in linear algebra, calculus and optimization, and probability and statistics, demonstrating their relevance in the context of data analysis. Key application topics include clustering, regression, classification, dimensionality reduction, network analysis, and neural networks. What sets this text apart is its focus on hands-on learning. Each chapter combines mathematical insights with practical examples, using Python to implement algorithms and solve problems. Self-assessment quizzes, warm-up exercises and theoretical problems foster both mathematical understanding and computational skills. Designed for advanced undergraduate students and beginning graduate students, this textbook serves as both an invitation to data science for mathematics majors and as a deeper excursion into mathematics for data science students.
In today's data-driven world, this book offers clear, accessible guidance on the logical foundations of optimal decision making. It introduces essential tools for decision analysis and explores psychological theories that explain how people make decisions in both professional and personal contexts. Using real-world examples, the book covers topics such as decision making under uncertainty, decision trees, strategies of risk management, decisions that are gambles, heuristics, trade-offs, decision making under stress, game theory, decision making in a dispute or conflict, and multi-attribute decision analysis. Readers will identify common decision traps and learn how to avoid them, understand the causes of indecisiveness and find out how to deal with it, gain insights into their own decision-making processes, and build confidence in their ability to make and defend informed decisions across a range of scenarios.
This chapter discusses techniques to build predictive models from data and to quantify the uncertainty of the model parameters and of the model predictions. The chapter discusses important concepts of linear and nonlinear regression and focuses on a couple of major paradigms used for estimation: maximum likelihood and Bayesian estimation. The chapter also discusses how to incorporate prior knowledge in the estimation process.
This chapter discusses techniques that help us estimate parameters and summarizing statistics for random variables from data. The chapter discusses techniques such as the method of moments, least-squares, and maximum likelihood. The chapter also touches on concepts of Monte Carlo simulation, which is a technique that can be used to approximate the summarizing statistics of random variables from random samples or from data. The chapter also highlights how one can characterize the quality of such approximations using the central limit theorem and the law of large numbers.
This chapter discusses techniques to measure uncertainty/risk and to make decisions that explicitly take risk into consideration. The chapter also discusses how to use principles of statistics and optimization in advanced decision-making techniques such as stochastic programming, flexibility analysis, and Bayesian optimization.
Let $\Omega\subset\mathbb{R}^N$, $N\geq 1$, be an open bounded connected set. We consider the indefinite weighted eigenvalue problem $-\Delta u =\lambda m u$ in Ω with $\lambda \in \mathbb{R}$, $m\in L^\infty(\Omega)$ and with homogeneous Neumann boundary conditions. We study weak* continuity, convexity and Gâteaux differentiability of the map $m\mapsto1/\lambda_1(m)$, where $\lambda_1(m)$ is the principal eigenvalue. Then, denoting by $\mathcal{G}(m_0)$ the class of rearrangements of a fixed weight m0, under the assumptions that m0 is positive on a set of positive Lebesgue measure and $\int_\Omega m_0\,dx \lt 0$, we prove the existence and a characterization of minimizers of $\lambda_1(m)$ and the non-existence of maximizers. Finally, we show that, if Ω is a cylinder, then every minimizer is monotone with respect to the direction of the generatrix. In the context of the population dynamics, this kind of problems arise from the question of determining the optimal spatial location of favourable and unfavourable habitats for a population to survive.
The assessment of soil–structure interaction (SSI) under dynamic loading conditions remains a challenging task due to the complexities of modeling this system and the interplay of SSI effects, which is also characterized by uncertainties across varying loading scenarios. This field of research encompasses a wide range of engineering structures, including underground tunnels. In this study, a surrogate model based on a regression ensemble model has been developed for real-time assessment of underground tunnels under dynamic loads. The surrogate model utilizes synthetic data generated using Latin hypercube sampling, significantly reducing the required dataset size while maintaining accuracy. The synthetic dataset is constructed using an accurate numerical model that integrates the two-and-a-half-dimensional singular boundary method for modeling wave propagation in the soil with the finite element method for structural modeling. This hybrid approach allows for a precise representation of the dynamic interaction between tunnels and the surrounding soil. The validation and optimization algorithms are evaluated for two problems: underground railway tunnels with circular and rectangular cross-sections, both embedded in a homogenous full-space medium. Both geometrical and material characteristics of the underground tunnel are incorporated into the optimization process. The optimization target is to minimize elastic wave propagation in the surrounding soil. The results demonstrate that the proposed optimization framework, which combines the Bayesian optimization algorithm with surrogate models, effectively explores trade-offs among multiple design parameters. This enables the design of underground railway tunnels that achieve an optimal balance between elastic wave propagation performance, material properties, and geometric constraints.
Maintaining high-complexity aircraft requires resilient and data-driven maintenance planning. This article presents the efficient task allocation and packing problem solver (ETTAPS), a novel framework that integrates predictive analytics and optimisation models to generate adaptive maintenance schedules. ETTAPS employs a trial-and-error approach to optimise maintenance intervals, leveraging a branch-and-cut solver combined with first-fit decreasing (FFD) task grouping to minimise costs and enhance aircraft availability. Additionally, a random forest model, retrained using a rolling 24-month data window, continuously refines predictions, leading to progressive cost reductions and improved system reliability over multiple maintenance cycles. Our results demonstrate that ETTAPS significantly reduces maintenance costs and increases aircraft availability by efficiently grouping tasks and incorporating real-world constraints, such as mechanic skill levels, task dependencies and resource limitations. The framework addresses key gaps in MSG-3 and certification analysis, improving task scheduling efficiency and ensuring long-term operational resilience. Furthermore, ETTAPS lays the groundwork for integration with digital twins, real-time anomaly detection and flight planning systems, supporting a more intelligent and proactive approach to aircraft maintenance. This research advances resilience and sustainable aviation maintenance planning by optimising costs, reducing downtime and proactively adapting to operational demands. By aligning with Industry 4.0 and aviation sustainability goals for 2050, ETTAPS contributes to the next generation of intelligent maintenance systems.
In this chapter, we describe basic machine learning concepts connected to optimization and generalization. Moreover, we present a probabilistic view on machine learning that enables us to deal with uncertainty in the predictions we make. Finally, we discuss various basic machine learning models such as support vector machines, neural networks, autoencoders, and autoregressive neural networks. Together, these topics form the machine learning preliminaries needed for understanding the contents of the rest of the book.
It is a curious fact that even notoriously difficult computational problems can be expressed in the form of a high-dimensional Venn diagram, where solutions lie in the overlap of a pair of remarkably simple sets, A and B. The simplicity of these sets enables operations called projections that locate the nearest point of A, or B, starting anywhere within the high-dimensional space. This book introduces a novel method for tackling complex problems that exploits projections and the two-set structure, offering an effective alternative to traditional, gradient-based approaches. Beginning with phase retrieval, where A and B address the properties of an image and its Fourier transform, it progresses to more diverse challenges, such as sphere packing, origami design, sudoku and tiling puzzles, data dimension reduction, and neural network training. The text presents a detailed description of this powerful and original approach and is essential reading for physicists and applied mathematicians.
I focus on multi-purpose batch chemical plants in industry, complex batch processes in edible oil processing, and pesticide production. Batch chemical processes are characterized by discontinuous operations and the critical role of time. My contributions include development of a graphical water optimization method in batch plants and the state-sequence-network (SSN) approach for scheduling, thereby reducing the complexity of mathematical models used in batch process optimization. The developed method extends to heat integration, leading to a new operational philosophy in batch chemical plants – process intermediate storage. A pivotal moment came when my PhD student, E. R. Seid, discovered a flaw in my mathematical formulation premised on a SSN, which resulted in a more robust framework, and a method to predict the optimal number of time points in scheduling problems. I emphasize the recognition of knowledge gaps, industry collaboration, and an interdisciplinary approach to drive innovation and highlight how conscious awareness of the unknown, the ‘black cat in the dark room’, is crucial for advancing scientific knowledge. Ignorance is at the heart of breakthroughs in science engineering.
This chapter covers the multiplicative weights update method, a quantum algorithmic primitive for certain continuous optimization problems. This method is a framework for classical algorithms, but it can be made quantum by incorporating the quantum algorithmic primitive of Gibbs sampling and amplitude amplification. The framework can be applied to solve linear programs and related convex problems, or generalized to handle matrix-valued weights and used to solve semidefinite programs.
This chapter covers applications of quantum computing in the area of continuous optimization, including both convex and nonconvex optimization. We discuss quantum algorithms for computing Nash equilibria for zero-sum games and for solving linear, second-order, and semidefinite programs. These algorithms are based on quantum implementations of the multiplicative weights update method or interior point methods. We also discuss general quantum algorithms for convex optimization which can provide a speedup in cases where the objective function is much easier to evaluate than the gradient of the objective function. Finally, we cover quantum algorithms for escaping saddle points and finding local minima in nonconvex optimization problems.
This chapter covers quantum interior point methods, which are quantum algorithmic primitives for application to convex optimization problems, particularly linear, second-order, and semidefinite programs. Interior point methods are a successful classical iterative technique that solve a linear system of equations at each iteration. Quantum interior point methods replace this step with quantum a quantum linear system solver combined with quantum tomography, potentially offering a polynomial speedup.
This chapter covers applications of quantum computing in the area of combinatorial optimization. This area is related to operations research, and it encompasses many tasks that appear in science and industry, such as scheduling, routing, and supply chain management. We cover specific problems where a quadratic quantum speedup may be available via Grover’s quantum algorithm for unstructured search. We also cover several more recent proposals for achieving superquadratic speedups, including the quantum adiabatic algorithm, the quantum approximate optimization algorithm (QAOA), and the short-path algorithm.
The proportional–integral–derivative (PID) controller remains widely used in industrial applications today due to its simplicity and ease of implementation. However, tuning the controller’s gains is crucial for achieving desired performance. This study compares the performance of PID controllers within a cascade control architecture designed for both position and attitude control of a quadcopter. Particle swarm optimisation (PSO), grey wolf optimisation (GWO), artificial bee colony (ABC), and differential evaluation (DE) methods are employed to optimally tune the PID parameters. A set of PID gains is determined offline by minimising various modified multi-objective functions based on different fitness measures: IAE, ISE, ITAE and ITSE. These measures are adapted as fitness functions for position and attitude control. A simulation study is conducted to determine which fitness function yields the optimal PID gains, as evidenced by the lowest values of the objective functions. In these simulations, two different desired trajectories are designed, and the controllers are applied to ensure the quadcopter tracks these trajectories accurately. Additionally, to test the robustness of the flight control architecture and the finely tuned PID controllers against various environmental effects and parametric uncertainties, several case scenarios are also explored.
While researchers often study message features like moral content in text, such as party manifestos and social media posts, their quantification remains a challenge. Conventional human coding struggles with scalability and intercoder reliability. While dictionary-based methods are cost-effective and computationally efficient, they often lack contextual sensitivity and are limited by the vocabularies developed for the original applications. In this paper, we present an approach to construct “vec-tionaries” that boost validated dictionaries with word embeddings through nonlinear optimization. By harnessing semantic relationships encoded by embeddings, vec-tionaries improve the measurement of message features from text, especially those in short format, by expanding the applicability of original vocabularies to other contexts. Importantly, a vec-tionary can produce additional metrics to capture the valence and ambivalence of a message feature beyond its strength in texts. Using moral content in tweets as a case study, we illustrate the steps to construct the moral foundations vec-tionary, showcasing its ability to process texts missed by conventional dictionaries and to produce measurements better aligned with crowdsourced human assessments. Furthermore, additional metrics from the vec-tionary unveiled unique insights that facilitated predicting downstream outcomes such as message retransmission.
Minimizing an adversarial surrogate risk is a common technique for learning robust classifiers. Prior work showed that convex surrogate losses are not statistically consistent in the adversarial context – or in other words, a minimizing sequence of the adversarial surrogate risk will not necessarily minimize the adversarial classification error. We connect the consistency of adversarial surrogate losses to properties of minimizers to the adversarial classification risk, known as adversarial Bayes classifiers. Specifically, under reasonable distributional assumptions, a convex surrogate loss is statistically consistent for adversarial learning iff the adversarial Bayes classifier satisfies a certain notion of uniqueness.
The muscular restructuring and loss of function that occurs during a transfemoral amputation surgery has a great impact on the gait and mobility of the individual. The hip of the residual limb adopts a number of functional roles that would previously be controlled by lower joints. In the absence of active plantar flexors, swing initiation must be achieved through an increased hip flexion moment. The high activity of the residual limb is a major contributor to the discomfort and fatigue experienced by individuals with transfemoral amputations during walking. In other patient populations, both passive and active hip exosuits have been shown to positively affect gait mechanics. We believe an exosuit configured to aid with hip flexion could be well applied to individuals with transfemoral amputation. In this article, we model the effects of such a device during whole-body, subject-specific kinematic simulations of level ground walking. The device is simulated for 18 individuals of K2 and K3 Medicare functional classification levels. A user-specific device profile is generated via a three-axis moment-matching optimization using an interior-point algorithm. We employ two related cost functions that reflect an active and passive form of the device. We hypothesized that the optimal device configuration would be highly variable across subjects but that variance within mobility groups would be lower. From the results, we partially accept this hypothesis, as some parameters had high variance across subjects. However, variance did not consistently trend down when dividing into mobility groups, highlighting the need for user-specific design.