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SUMMARY:W–SPSA in practice: Approximation of weight matrices and calibra
 tion of traffic simulation models 
DTSTART:20160415T121500
DTEND:20160415T131500
DTSTAMP:20260413T224117Z
UID:3cfa06b91446c191d744e157b77ca2ddf20a506aa3c08083a88dd3bd
CATEGORIES:Conferences - Seminars
DESCRIPTION:Prof. Dr Constantinos Antoniou\, National Technical University
  of Athens\, Greece\nThe development and calibration of complex traffic mo
 dels demands parsimonious techniques\, because such models often involve h
 undreds of thousands of unknown parameters. The Weighted Simultaneous Pert
 urbation Stochastic Approximation (W–SPSA) algorithm has been proven mor
 e efficient than its predecessor SPSA\, particularly in situations where t
 he correlation structure of the variables is not homogeneous. This is cruc
 ial in traffic simulation models where effectively some variables (e.g. re
 adings from certain sensors) are strongly correlated\, both in time and sp
 ace\, with some other variables (e.g. certain OD flows). In situations wit
 h reasonably sized traffic networks\, the difference is relevant consideri
 ng computational constraints. However\, W–SPSA relies on determining a p
 roper weight matrix (W) that represents those correlations\, and such a pr
 ocess has been so far an open problem\, and only heuristic approaches to o
 btain it have been considered.\nIn this seminar\, W–SPSA is presented in
  a formally comprehensive way\, where effectively SPSA becomes an instance
  of W–SPSA\, and explores alternative approaches for determining the mat
 rix W. It is demonstrated that\, relying on a few simplifications that mar
 ginally affect the final solution\, W matrices that considerably outperfor
 m SPSA can be obtained. The performance of the proposed algorithm is prese
 nted in two applications in motorway networks in Singapore and Portugal\, 
 using a dynamic traffic assignment model and a microscopic traffic simulat
 or\, respectively.\nBio : Constantinos Antoniou is Associate Professor in 
 the National Technical University of Athens (NTUA)\, Greece\, and a Resear
 ch Affiliate at MIT. He holds a Diploma in Civil Engineering from NTUA (19
 95)\, a MS in Transportation (1997) and a PhD in Transportation Systems (2
 004)\, both from MIT. His research focuses on modelling and simulation of 
 transportation systems\, Intelligent Transport Systems (ITS)\, calibration
  and optimization applications\, road safety and sustainable transport sys
 tems and in his 20 years of experience he has been involved in a large num
 ber of projects\, primarily in Europe\, the US and Asia.\nFor more informa
 tion please see http://users.ntua.gr/antoniou
LOCATION:GCB330 http://plan.epfl.ch/?lang=fr&room=GCB330
STATUS:CONFIRMED
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