Method and system for efficient video compression with low-complexity encoder

NASA Technical Reports Server (NTRS)

Chen, Jun (Inventor); He, Dake (Inventor); Sheinin, Vadim (Inventor); Jagmohan, Ashish (Inventor); Lu, Ligang (Inventor)

2012-01-01

Disclosed are a method and system for video compression, wherein the video encoder has low computational complexity and high compression efficiency. The disclosed system comprises a video encoder and a video decoder, wherein the method for encoding includes the steps of converting a source frame into a space-frequency representation; estimating conditional statistics of at least one vector of space-frequency coefficients; estimating encoding rates based on the said conditional statistics; and applying Slepian-Wolf codes with the said computed encoding rates. The preferred method for decoding includes the steps of; generating a side-information vector of frequency coefficients based on previously decoded source data, encoder statistics, and previous reconstructions of the source frequency vector; and performing Slepian-Wolf decoding of at least one source frequency vector based on the generated side-information, the Slepian-Wolf code bits and the encoder statistics.

Bayesian Statistics and Uncertainty Quantification for Safety Boundary Analysis in Complex Systems

NASA Technical Reports Server (NTRS)

He, Yuning; Davies, Misty Dawn

2014-01-01

The analysis of a safety-critical system often requires detailed knowledge of safe regions and their highdimensional non-linear boundaries. We present a statistical approach to iteratively detect and characterize the boundaries, which are provided as parameterized shape candidates. Using methods from uncertainty quantification and active learning, we incrementally construct a statistical model from only few simulation runs and obtain statistically sound estimates of the shape parameters for safety boundaries.

Multivariate analysis: greater insights into complex systems

USDA-ARS?s Scientific Manuscript database

Many agronomic researchers measure and collect multiple response variables in an effort to understand the more complex nature of the system being studied. Multivariate (MV) statistical methods encompass the simultaneous analysis of all random variables (RV) measured on each experimental or sampling ...

Analysis of Immune Complex Structure by Statistical Mechanics and Light Scattering Techniques.

NASA Astrophysics Data System (ADS)

Busch, Nathan Adams

1995-01-01

The size and structure of immune complexes determine their behavior in the immune system. The chemical physics of the complex formation is not well understood; this is due in part to inadequate characterization of the proteins involved, and in part by lack of sufficiently well developed theoretical techniques. Understanding the complex formation will permit rational design of strategies for inhibiting tissue deposition of the complexes. A statistical mechanical model of the proteins based upon the theory of associating fluids was developed. The multipole electrostatic potential for each protein used in this study was characterized for net protein charge, dipole moment magnitude, and dipole moment direction. The binding sites, between the model antigen and antibodies, were characterized for their net surface area, energy, and position relative to the dipole moment of the protein. The equilibrium binding graphs generated with the protein statistical mechanical model compares favorably with experimental data obtained from radioimmunoassay results. The isothermal compressibility predicted by the model agrees with results obtained from dynamic light scattering. The statistical mechanics model was used to investigate association between the model antigen and selected pairs of antibodies. It was found that, in accordance to expectations from thermodynamic arguments, the highest total binding energy yielded complex distributions which were skewed to higher complex size. From examination of the simulated formation of ring structures from linear chain complexes, and from the joint shape probability surfaces, it was found that ring configurations were formed by the "folding" of linear chains until the ends are within binding distance. By comparing the single antigen/two antibody system which differ only in their respective binding site locations, it was found that binding site location influences complex size and shape distributions only when ring formation occurs. The internal potential energy of a ring complex is considerably less than that of the non-associating system; therefore the ring complexes are quite stable and show no evidence of breaking, and collapsing into smaller complexes. The ring formation will occur only in systems where the total free energy of each complex may be minimized. Thus, ring formation will occur even though entropically unfavorable conformations result if the total free energy can be minimized by doing so.

Statistical Techniques Complement UML When Developing Domain Models of Complex Dynamical Biosystems.

PubMed

Williams, Richard A; Timmis, Jon; Qwarnstrom, Eva E

2016-01-01

Computational modelling and simulation is increasingly being used to complement traditional wet-lab techniques when investigating the mechanistic behaviours of complex biological systems. In order to ensure computational models are fit for purpose, it is essential that the abstracted view of biology captured in the computational model, is clearly and unambiguously defined within a conceptual model of the biological domain (a domain model), that acts to accurately represent the biological system and to document the functional requirements for the resultant computational model. We present a domain model of the IL-1 stimulated NF-κB signalling pathway, which unambiguously defines the spatial, temporal and stochastic requirements for our future computational model. Through the development of this model, we observe that, in isolation, UML is not sufficient for the purpose of creating a domain model, and that a number of descriptive and multivariate statistical techniques provide complementary perspectives, in particular when modelling the heterogeneity of dynamics at the single-cell level. We believe this approach of using UML to define the structure and interactions within a complex system, along with statistics to define the stochastic and dynamic nature of complex systems, is crucial for ensuring that conceptual models of complex dynamical biosystems, which are developed using UML, are fit for purpose, and unambiguously define the functional requirements for the resultant computational model.

Statistical Techniques Complement UML When Developing Domain Models of Complex Dynamical Biosystems

PubMed Central

Timmis, Jon; Qwarnstrom, Eva E.

2016-01-01

Computational modelling and simulation is increasingly being used to complement traditional wet-lab techniques when investigating the mechanistic behaviours of complex biological systems. In order to ensure computational models are fit for purpose, it is essential that the abstracted view of biology captured in the computational model, is clearly and unambiguously defined within a conceptual model of the biological domain (a domain model), that acts to accurately represent the biological system and to document the functional requirements for the resultant computational model. We present a domain model of the IL-1 stimulated NF-κB signalling pathway, which unambiguously defines the spatial, temporal and stochastic requirements for our future computational model. Through the development of this model, we observe that, in isolation, UML is not sufficient for the purpose of creating a domain model, and that a number of descriptive and multivariate statistical techniques provide complementary perspectives, in particular when modelling the heterogeneity of dynamics at the single-cell level. We believe this approach of using UML to define the structure and interactions within a complex system, along with statistics to define the stochastic and dynamic nature of complex systems, is crucial for ensuring that conceptual models of complex dynamical biosystems, which are developed using UML, are fit for purpose, and unambiguously define the functional requirements for the resultant computational model. PMID:27571414

On system behaviour using complex networks of a compression algorithm

NASA Astrophysics Data System (ADS)

Walker, David M.; Correa, Debora C.; Small, Michael

2018-01-01

We construct complex networks of scalar time series using a data compression algorithm. The structure and statistics of the resulting networks can be used to help characterize complex systems, and one property, in particular, appears to be a useful discriminating statistic in surrogate data hypothesis tests. We demonstrate these ideas on systems with known dynamical behaviour and also show that our approach is capable of identifying behavioural transitions within electroencephalogram recordings as well as changes due to a bifurcation parameter of a chaotic system. The technique we propose is dependent on a coarse grained quantization of the original time series and therefore provides potential for a spatial scale-dependent characterization of the data. Finally the method is as computationally efficient as the underlying compression algorithm and provides a compression of the salient features of long time series.

Energy-density field approach for low- and medium-frequency vibroacoustic analysis of complex structures using a statistical computational model

NASA Astrophysics Data System (ADS)

Kassem, M.; Soize, C.; Gagliardini, L.

2009-06-01

In this paper, an energy-density field approach applied to the vibroacoustic analysis of complex industrial structures in the low- and medium-frequency ranges is presented. This approach uses a statistical computational model. The analyzed system consists of an automotive vehicle structure coupled with its internal acoustic cavity. The objective of this paper is to make use of the statistical properties of the frequency response functions of the vibroacoustic system observed from previous experimental and numerical work. The frequency response functions are expressed in terms of a dimensionless matrix which is estimated using the proposed energy approach. Using this dimensionless matrix, a simplified vibroacoustic model is proposed.

Strategies for Reduced-Order Models in Uncertainty Quantification of Complex Turbulent Dynamical Systems

NASA Astrophysics Data System (ADS)

Qi, Di

Turbulent dynamical systems are ubiquitous in science and engineering. Uncertainty quantification (UQ) in turbulent dynamical systems is a grand challenge where the goal is to obtain statistical estimates for key physical quantities. In the development of a proper UQ scheme for systems characterized by both a high-dimensional phase space and a large number of instabilities, significant model errors compared with the true natural signal are always unavoidable due to both the imperfect understanding of the underlying physical processes and the limited computational resources available. One central issue in contemporary research is the development of a systematic methodology for reduced order models that can recover the crucial features both with model fidelity in statistical equilibrium and with model sensitivity in response to perturbations. In the first part, we discuss a general mathematical framework to construct statistically accurate reduced-order models that have skill in capturing the statistical variability in the principal directions of a general class of complex systems with quadratic nonlinearity. A systematic hierarchy of simple statistical closure schemes, which are built through new global statistical energy conservation principles combined with statistical equilibrium fidelity, are designed and tested for UQ of these problems. Second, the capacity of imperfect low-order stochastic approximations to model extreme events in a passive scalar field advected by turbulent flows is investigated. The effects in complicated flow systems are considered including strong nonlinear and non-Gaussian interactions, and much simpler and cheaper imperfect models with model error are constructed to capture the crucial statistical features in the stationary tracer field. Several mathematical ideas are introduced to improve the prediction skill of the imperfect reduced-order models. Most importantly, empirical information theory and statistical linear response theory are applied in the training phase for calibrating model errors to achieve optimal imperfect model parameters; and total statistical energy dynamics are introduced to improve the model sensitivity in the prediction phase especially when strong external perturbations are exerted. The validity of reduced-order models for predicting statistical responses and intermittency is demonstrated on a series of instructive models with increasing complexity, including the stochastic triad model, the Lorenz '96 model, and models for barotropic and baroclinic turbulence. The skillful low-order modeling methods developed here should also be useful for other applications such as efficient algorithms for data assimilation.

a Statistical Dynamic Approach to Structural Evolution of Complex Capital Market Systems

NASA Astrophysics Data System (ADS)

Shao, Xiao; Chai, Li H.

As an important part of modern financial systems, capital market has played a crucial role on diverse social resource allocations and economical exchanges. Beyond traditional models and/or theories based on neoclassical economics, considering capital markets as typical complex open systems, this paper attempts to develop a new approach to overcome some shortcomings of the available researches. By defining the generalized entropy of capital market systems, a theoretical model and nonlinear dynamic equation on the operations of capital market are proposed from statistical dynamic perspectives. The US security market from 1995 to 2001 is then simulated and analyzed as a typical case. Some instructive results are discussed and summarized.

Rogue waves in terms of multi-point statistics and nonequilibrium thermodynamics

NASA Astrophysics Data System (ADS)

Hadjihosseini, Ali; Lind, Pedro; Mori, Nobuhito; Hoffmann, Norbert P.; Peinke, Joachim

2017-04-01

Ocean waves, which lead to rogue waves, are investigated on the background of complex systems. In contrast to deterministic approaches based on the nonlinear Schroedinger equation or focusing effects, we analyze this system in terms of a noisy stochastic system. In particular we present a statistical method that maps the complexity of multi-point data into the statistics of hierarchically ordered height increments for different time scales. We show that the stochastic cascade process with Markov properties is governed by a Fokker-Planck equation. Conditional probabilities as well as the Fokker-Planck equation itself can be estimated directly from the available observational data. This stochastic description enables us to show several new aspects of wave states. Surrogate data sets can in turn be generated allowing to work out different statistical features of the complex sea state in general and extreme rogue wave events in particular. The results also open up new perspectives for forecasting the occurrence probability of extreme rogue wave events, and even for forecasting the occurrence of individual rogue waves based on precursory dynamics. As a new outlook the ocean wave states will be considered in terms of nonequilibrium thermodynamics, for which the entropy production of different wave heights will be considered. We show evidence that rogue waves are characterized by negative entropy production. The statistics of the entropy production can be used to distinguish different wave states.

Recent advances in mathematical criminology. Comment on "Statistical physics of crime: A review" by M.R. D'Orsogna and M. Perc

NASA Astrophysics Data System (ADS)

Rodríguez, Nancy

2015-03-01

The use of mathematical tools has long proved to be useful in gaining understanding of complex systems in physics [1]. Recently, many researchers have realized that there is an analogy between emerging phenomena in complex social systems and complex physical or biological systems [4,5,12]. This realization has particularly benefited the modeling and understanding of crime, a ubiquitous phenomena that is far from being understood. In fact, when one is interested in the bulk behavior of patterns that emerge from small and seemingly unrelated interactions as well as decisions that occur at the individual level, the mathematical tools that have been developed in statistical physics, game theory, network theory, dynamical systems, and partial differential equations can be useful in shedding light into the dynamics of these patterns [2-4,6,12].

Evidence of non-extensivity and complexity in the seismicity observed during 2011-2012 at the Santorini volcanic complex, Greece

NASA Astrophysics Data System (ADS)

Vallianatos, F.; Tzanis, A.; Michas, G.; Papadakis, G.

2012-04-01

Since the middle of summer 2011, an increase in the seismicity rates of the volcanic complex system of Santorini Island, Greece, was observed. In the present work, the temporal distribution of seismicity, as well as the magnitude distribution of earthquakes, have been studied using the concept of Non-Extensive Statistical Physics (NESP; Tsallis, 2009) along with the evolution of Shanon entropy H (also called information entropy). The analysis is based on the earthquake catalogue of the Geodynamic Institute of the National Observatory of Athens for the period July 2011-January 2012 (http://www.gein.noa.gr/). Non-Extensive Statistical Physics, which is a generalization of Boltzmann-Gibbs statistical physics, seems a suitable framework for studying complex systems. The observed distributions of seismicity rates at Santorini can be described (fitted) with NESP models to exceptionally well. This implies the inherent complexity of the Santorini volcanic seismicity, the applicability of NESP concepts to volcanic earthquake activity and the usefulness of NESP in investigating phenomena exhibiting multifractality and long-range coupling effects. Acknowledgments. This work was supported in part by the THALES Program of the Ministry of Education of Greece and the European Union in the framework of the project entitled "Integrated understanding of Seismicity, using innovative Methodologies of Fracture mechanics along with Earthquake and non extensive statistical physics - Application to the geodynamic system of the Hellenic Arc. SEISMO FEAR HELLARC". GM and GP wish to acknowledge the partial support of the Greek State Scholarships Foundation (ΙΚΥ).

Information and material flows in complex networks

NASA Astrophysics Data System (ADS)

Helbing, Dirk; Armbruster, Dieter; Mikhailov, Alexander S.; Lefeber, Erjen

2006-04-01

In this special issue, an overview of the Thematic Institute (TI) on Information and Material Flows in Complex Systems is given. The TI was carried out within EXYSTENCE, the first EU Network of Excellence in the area of complex systems. Its motivation, research approach and subjects are presented here. Among the various methods used are many-particle and statistical physics, nonlinear dynamics, as well as complex systems, network and control theory. The contributions are relevant for complex systems as diverse as vehicle and data traffic in networks, logistics, production, and material flows in biological systems. The key disciplines involved are socio-, econo-, traffic- and bio-physics, and a new research area that could be called “biologistics”.

Finding equilibrium in the spatiotemporal chaos of the complex Ginzburg-Landau equation

NASA Astrophysics Data System (ADS)

Ballard, Christopher C.; Esty, C. Clark; Egolf, David A.

2016-11-01

Equilibrium statistical mechanics allows the prediction of collective behaviors of large numbers of interacting objects from just a few system-wide properties; however, a similar theory does not exist for far-from-equilibrium systems exhibiting complex spatial and temporal behavior. We propose a method for predicting behaviors in a broad class of such systems and apply these ideas to an archetypal example, the spatiotemporal chaotic 1D complex Ginzburg-Landau equation in the defect chaos regime. Building on the ideas of Ruelle and of Cross and Hohenberg that a spatiotemporal chaotic system can be considered a collection of weakly interacting dynamical units of a characteristic size, the chaotic length scale, we identify underlying, mesoscale, chaotic units and effective interaction potentials between them. We find that the resulting equilibrium Takahashi model accurately predicts distributions of particle numbers. These results suggest the intriguing possibility that a class of far-from-equilibrium systems may be well described at coarse-grained scales by the well-established theory of equilibrium statistical mechanics.

Finding equilibrium in the spatiotemporal chaos of the complex Ginzburg-Landau equation.

PubMed

Ballard, Christopher C; Esty, C Clark; Egolf, David A

2016-11-01

Equilibrium statistical mechanics allows the prediction of collective behaviors of large numbers of interacting objects from just a few system-wide properties; however, a similar theory does not exist for far-from-equilibrium systems exhibiting complex spatial and temporal behavior. We propose a method for predicting behaviors in a broad class of such systems and apply these ideas to an archetypal example, the spatiotemporal chaotic 1D complex Ginzburg-Landau equation in the defect chaos regime. Building on the ideas of Ruelle and of Cross and Hohenberg that a spatiotemporal chaotic system can be considered a collection of weakly interacting dynamical units of a characteristic size, the chaotic length scale, we identify underlying, mesoscale, chaotic units and effective interaction potentials between them. We find that the resulting equilibrium Takahashi model accurately predicts distributions of particle numbers. These results suggest the intriguing possibility that a class of far-from-equilibrium systems may be well described at coarse-grained scales by the well-established theory of equilibrium statistical mechanics.

Modelling Complexity: Making Sense of Leadership Issues in 14-19 Education

ERIC Educational Resources Information Center

Briggs, Ann R. J.

2008-01-01

Modelling of statistical data is a well established analytical strategy. Statistical data can be modelled to represent, and thereby predict, the forces acting upon a structure or system. For the rapidly changing systems in the world of education, modelling enables the researcher to understand, to predict and to enable decisions to be based upon…

Trends in modeling Biomedical Complex Systems

PubMed Central

Milanesi, Luciano; Romano, Paolo; Castellani, Gastone; Remondini, Daniel; Liò, Petro

2009-01-01

In this paper we provide an introduction to the techniques for multi-scale complex biological systems, from the single bio-molecule to the cell, combining theoretical modeling, experiments, informatics tools and technologies suitable for biological and biomedical research, which are becoming increasingly multidisciplinary, multidimensional and information-driven. The most important concepts on mathematical modeling methodologies and statistical inference, bioinformatics and standards tools to investigate complex biomedical systems are discussed and the prominent literature useful to both the practitioner and the theoretician are presented. PMID:19828068

PREFACE: Counting Complexity: An international workshop on statistical mechanics and combinatorics

NASA Astrophysics Data System (ADS)

de Gier, Jan; Warnaar, Ole

2006-07-01

On 10-15 July 2005 the conference `Counting Complexity: An international workshop on statistical mechanics and combinatorics' was held on Dunk Island, Queensland, Australia in celebration of Tony Guttmann's 60th birthday. Dunk Island provided the perfect setting for engaging in almost all of Tony's life-long passions: swimming, running, food, wine and, of course, plenty of mathematics and physics. The conference was attended by many of Tony's close scientific friends from all over the world, and most talks were presented by his past and present collaborators. This volume contains the proceedings of the meeting and consists of 24 refereed research papers in the fields of statistical mechanics, condensed matter physics and combinatorics. These papers provide an excellent illustration of the breadth and scope of Tony's work. The very first contribution, written by Stu Whittington, contains an overview of the many scientific achievements of Tony over the past 40 years in mathematics and physics. The organizing committee, consisting of Richard Brak, Aleks Owczarek, Jan de Gier, Emma Lockwood, Andrew Rechnitzer and Ole Warnaar, gratefully acknowledges the Australian Mathematical Society (AustMS), the Australian Mathematical Sciences Institute (AMSI), the ARC Centre of Excellence for Mathematics and Statistics of Complex Systems (MASCOS), the ARC Complex Open Systems Research Network (COSNet), the Institute of Physics (IOP) and the Department of Mathematics and Statistics of The University of Melbourne for financial support in organizing the conference. Tony, we hope that your future years in mathematics will be numerous. Count yourself lucky! Tony Guttman

Complexity and dynamics of topological and community structure in complex networks

NASA Astrophysics Data System (ADS)

Berec, Vesna

2017-07-01

Complexity is highly susceptible to variations in the network dynamics, reflected on its underlying architecture where topological organization of cohesive subsets into clusters, system's modular structure and resulting hierarchical patterns, are cross-linked with functional dynamics of the system. Here we study connection between hierarchical topological scales of the simplicial complexes and the organization of functional clusters - communities in complex networks. The analysis reveals the full dynamics of different combinatorial structures of q-th-dimensional simplicial complexes and their Laplacian spectra, presenting spectral properties of resulting symmetric and positive semidefinite matrices. The emergence of system's collective behavior from inhomogeneous statistical distribution is induced by hierarchically ordered topological structure, which is mapped to simplicial complex where local interactions between the nodes clustered into subcomplexes generate flow of information that characterizes complexity and dynamics of the full system.

Information Theory Applied to Dolphin Whistle Vocalizations with Possible Application to SETI Signals

NASA Astrophysics Data System (ADS)

Doyle, Laurance R.; McCowan, Brenda; Hanser, Sean F.

2002-01-01

Information theory allows a quantification of the complexity of a given signaling system. We are applying information theory to dolphin whistle vocalizations, humpback whale songs, squirrel monkey chuck calls, and several other animal communication systems' in order to develop a quantitative and objective way to compare inter species communication systems' complexity. Once signaling units have been correctly classified the communication system must obey certain statistical distributions in order to contain complexity whether it is human languages, dolphin whistle vocalizations, or even a system of communication signals received from an extraterrestrial source.

Capturing rogue waves by multi-point statistics

NASA Astrophysics Data System (ADS)

Hadjihosseini, A.; Wächter, Matthias; Hoffmann, N. P.; Peinke, J.

2016-01-01

As an example of a complex system with extreme events, we investigate ocean wave states exhibiting rogue waves. We present a statistical method of data analysis based on multi-point statistics which for the first time allows the grasping of extreme rogue wave events in a highly satisfactory statistical manner. The key to the success of the approach is mapping the complexity of multi-point data onto the statistics of hierarchically ordered height increments for different time scales, for which we can show that a stochastic cascade process with Markov properties is governed by a Fokker-Planck equation. Conditional probabilities as well as the Fokker-Planck equation itself can be estimated directly from the available observational data. With this stochastic description surrogate data sets can in turn be generated, which makes it possible to work out arbitrary statistical features of the complex sea state in general, and extreme rogue wave events in particular. The results also open up new perspectives for forecasting the occurrence probability of extreme rogue wave events, and even for forecasting the occurrence of individual rogue waves based on precursory dynamics.

On the Way to Appropriate Model Complexity

NASA Astrophysics Data System (ADS)

Höge, M.

2016-12-01

When statistical models are used to represent natural phenomena they are often too simple or too complex - this is known. But what exactly is model complexity? Among many other definitions, the complexity of a model can be conceptualized as a measure of statistical dependence between observations and parameters (Van der Linde, 2014). However, several issues remain when working with model complexity: A unique definition for model complexity is missing. Assuming a definition is accepted, how can model complexity be quantified? How can we use a quantified complexity to the better of modeling? Generally defined, "complexity is a measure of the information needed to specify the relationships between the elements of organized systems" (Bawden & Robinson, 2015). The complexity of a system changes as the knowledge about the system changes. For models this means that complexity is not a static concept: With more data or higher spatio-temporal resolution of parameters, the complexity of a model changes. There are essentially three categories into which all commonly used complexity measures can be classified: (1) An explicit representation of model complexity as "Degrees of freedom" of a model, e.g. effective number of parameters. (2) Model complexity as code length, a.k.a. "Kolmogorov complexity": The longer the shortest model code, the higher its complexity (e.g. in bits). (3) Complexity defined via information entropy of parametric or predictive uncertainty. Preliminary results show that Bayes theorem allows for incorporating all parts of the non-static concept of model complexity like data quality and quantity or parametric uncertainty. Therefore, we test how different approaches for measuring model complexity perform in comparison to a fully Bayesian model selection procedure. Ultimately, we want to find a measure that helps to assess the most appropriate model.

Statistical similarities of pre-earthquake electromagnetic emissions to biological and economic extreme events

NASA Astrophysics Data System (ADS)

Potirakis, Stelios M.; Contoyiannis, Yiannis; Kopanas, John; Kalimeris, Anastasios; Antonopoulos, George; Peratzakis, Athanasios; Eftaxias, Konstantinos; Nomicos, Costantinos

2014-05-01

When one considers a phenomenon that is "complex" refers to a system whose phenomenological laws that describe the global behavior of the system, are not necessarily directly related to the "microscopic" laws that regulate the evolution of its elementary parts. The field of study of complex systems considers that the dynamics of complex systems are founded on universal principles that may be used to describe disparate problems ranging from particle physics to economies of societies. Several authors have suggested that earthquake (EQ) dynamics can be analyzed within similar mathematical frameworks with economy dynamics, and neurodynamics. A central property of the EQ preparation process is the occurrence of coherent large-scale collective behavior with a very rich structure, resulting from repeated nonlinear interactions among the constituents of the system. As a result, nonextensive statistics is an appropriate, physically meaningful, tool for the study of EQ dynamics. Since the fracture induced electromagnetic (EM) precursors are observable manifestations of the underlying EQ preparation process, the analysis of a fracture induced EM precursor observed prior to the occurrence of a large EQ can also be conducted within the nonextensive statistics framework. Within the frame of the investigation for universal principles that may hold for different dynamical systems that are related to the genesis of extreme events, we present here statistical similarities of the pre-earthquake EM emissions related to an EQ, with the pre-ictal electrical brain activity related to an epileptic seizure, and with the pre-crisis economic observables related to the collapse of a share. It is demonstrated the all three dynamical systems' observables can be analyzed in the frame of nonextensive statistical mechanics, while the frequency-size relations of appropriately defined "events" that precede the extreme event related to each one of these different systems present striking quantitative similarities. It is also demonstrated that, for the considered systems, the nonextensive parameter q increases as the extreme event approaches, which indicates that the strength of the long-memory / long-range interactions between the constituents of the system increases characterizing the dynamics of the system.

Application of Bayesian inference to the study of hierarchical organization in self-organized complex adaptive systems

NASA Astrophysics Data System (ADS)

Knuth, K. H.

2001-05-01

We consider the application of Bayesian inference to the study of self-organized structures in complex adaptive systems. In particular, we examine the distribution of elements, agents, or processes in systems dominated by hierarchical structure. We demonstrate that results obtained by Caianiello [1] on Hierarchical Modular Systems (HMS) can be found by applying Jaynes' Principle of Group Invariance [2] to a few key assumptions about our knowledge of hierarchical organization. Subsequent application of the Principle of Maximum Entropy allows inferences to be made about specific systems. The utility of the Bayesian method is considered by examining both successes and failures of the hierarchical model. We discuss how Caianiello's original statements suffer from the Mind Projection Fallacy [3] and we restate his assumptions thus widening the applicability of the HMS model. The relationship between inference and statistical physics, described by Jaynes [4], is reiterated with the expectation that this realization will aid the field of complex systems research by moving away from often inappropriate direct application of statistical mechanics to a more encompassing inferential methodology.

Systems Engineering Metrics: Organizational Complexity and Product Quality Modeling

NASA Technical Reports Server (NTRS)

Mog, Robert A.

1997-01-01

Innovative organizational complexity and product quality models applicable to performance metrics for NASA-MSFC's Systems Analysis and Integration Laboratory (SAIL) missions and objectives are presented. An intensive research effort focuses on the synergistic combination of stochastic process modeling, nodal and spatial decomposition techniques, organizational and computational complexity, systems science and metrics, chaos, and proprietary statistical tools for accelerated risk assessment. This is followed by the development of a preliminary model, which is uniquely applicable and robust for quantitative purposes. Exercise of the preliminary model using a generic system hierarchy and the AXAF-I architectural hierarchy is provided. The Kendall test for positive dependence provides an initial verification and validation of the model. Finally, the research and development of the innovation is revisited, prior to peer review. This research and development effort results in near-term, measurable SAIL organizational and product quality methodologies, enhanced organizational risk assessment and evolutionary modeling results, and 91 improved statistical quantification of SAIL productivity interests.

Applied statistics in agricultural, biological, and environmental sciences.

USDA-ARS?s Scientific Manuscript database

Agronomic research often involves measurement and collection of multiple response variables in an effort to understand the more complex nature of the system being studied. Multivariate statistical methods encompass the simultaneous analysis of all random variables measured on each experimental or s...

Synchronization and Causality Across Time-scales: Complex Dynamics and Extremes in El Niño/Southern Oscillation

NASA Astrophysics Data System (ADS)

Jajcay, N.; Kravtsov, S.; Tsonis, A.; Palus, M.

2017-12-01

A better understanding of dynamics in complex systems, such as the Earth's climate is one of the key challenges for contemporary science and society. A large amount of experimental data requires new mathematical and computational approaches. Natural complex systems vary on many temporal and spatial scales, often exhibiting recurring patterns and quasi-oscillatory phenomena. The statistical inference of causal interactions and synchronization between dynamical phenomena evolving on different temporal scales is of vital importance for better understanding of underlying mechanisms and a key for modeling and prediction of such systems. This study introduces and applies information theory diagnostics to phase and amplitude time series of different wavelet components of the observed data that characterizes El Niño. A suite of significant interactions between processes operating on different time scales was detected, and intermittent synchronization among different time scales has been associated with the extreme El Niño events. The mechanisms of these nonlinear interactions were further studied in conceptual low-order and state-of-the-art dynamical, as well as statistical climate models. Observed and simulated interactions exhibit substantial discrepancies, whose understanding may be the key to an improved prediction. Moreover, the statistical framework which we apply here is suitable for direct usage of inferring cross-scale interactions in nonlinear time series from complex systems such as the terrestrial magnetosphere, solar-terrestrial interactions, seismic activity or even human brain dynamics.

Statistical complexity measure of pseudorandom bit generators

NASA Astrophysics Data System (ADS)

González, C. M.; Larrondo, H. A.; Rosso, O. A.

2005-08-01

Pseudorandom number generators (PRNG) are extensively used in Monte Carlo simulations, gambling machines and cryptography as substitutes of ideal random number generators (RNG). Each application imposes different statistical requirements to PRNGs. As L’Ecuyer clearly states “the main goal for Monte Carlo methods is to reproduce the statistical properties on which these methods are based whereas for gambling machines and cryptology, observing the sequence of output values for some time should provide no practical advantage for predicting the forthcoming numbers better than by just guessing at random”. In accordance with different applications several statistical test suites have been developed to analyze the sequences generated by PRNGs. In a recent paper a new statistical complexity measure [Phys. Lett. A 311 (2003) 126] has been defined. Here we propose this measure, as a randomness quantifier of a PRNGs. The test is applied to three very well known and widely tested PRNGs available in the literature. All of them are based on mathematical algorithms. Another PRNGs based on Lorenz 3D chaotic dynamical system is also analyzed. PRNGs based on chaos may be considered as a model for physical noise sources and important new results are recently reported. All the design steps of this PRNG are described, and each stage increase the PRNG randomness using different strategies. It is shown that the MPR statistical complexity measure is capable to quantify this randomness improvement. The PRNG based on the chaotic 3D Lorenz dynamical system is also evaluated using traditional digital signal processing tools for comparison.

PREFACE: 4th International Workshop on Statistical Physics and Mathematics for Complex Systems (SPMCS)

NASA Astrophysics Data System (ADS)

Wang, Alexandre; Abe, Sumiyoshi; Li, Wei

2015-04-01

This volume contains 24 contributed papers presented at the 4th International Workshop on Statistical Physics and Mathematics for Complex Systems (SPMCS) held during October 12-16, 2014 in Yichang, China. Each paper was peer-reviewed by at least one referee chosen from a distinguished international panel. The previous three workshops of this series were organized in 2008, 2010, and 2012, in Le Mans, France, Wuhan, China, and Kazan, Russia, respectively. The SPMCS international workshop series is destined mainly to communicate and exchange research results and information on the fundamental challenges and questions in the vanguard of statistical physics, thermodynamics and mathematics for complex systems. More specifically, the topics of interest touch, but are not limited to, the following: • Fundamental aspects in the application of statistical physics and thermodynamics to complex systems and their modeling • Finite size and non-extensive system • Fluctuation theorems and equalities, quantum thermodynamics • Variational principle for random dynamics • Fractal geometry, fractional mathematics More than 50 participants from 7 countries participated in SPMCS-2014. 35 oral contributions were presented at the workshop. We would like to take this opportunity to thank the members of the Scientific Program Committee, many of whom acted as reviewers of the papers and responded promptly. We would also like to thank the organizing committee, the session chairs, the technicians and the students for the smooth running of the whole workshop. Thanks also go to China Three Gorges University who provided generous support for the conference venue, as well as exquisite refreshments for the tea breaks. The workshop was also partially supported by Central China Normal University and the Programme of Introducing Talents of Discipline to Universities under grant NO. B08033. Special thanks are due to Ms Juy Zhu who has done excellent editing work with great effort.

Statistical mechanics of complex neural systems and high dimensional data

NASA Astrophysics Data System (ADS)

Advani, Madhu; Lahiri, Subhaneil; Ganguli, Surya

2013-03-01

Recent experimental advances in neuroscience have opened new vistas into the immense complexity of neuronal networks. This proliferation of data challenges us on two parallel fronts. First, how can we form adequate theoretical frameworks for understanding how dynamical network processes cooperate across widely disparate spatiotemporal scales to solve important computational problems? Second, how can we extract meaningful models of neuronal systems from high dimensional datasets? To aid in these challenges, we give a pedagogical review of a collection of ideas and theoretical methods arising at the intersection of statistical physics, computer science and neurobiology. We introduce the interrelated replica and cavity methods, which originated in statistical physics as powerful ways to quantitatively analyze large highly heterogeneous systems of many interacting degrees of freedom. We also introduce the closely related notion of message passing in graphical models, which originated in computer science as a distributed algorithm capable of solving large inference and optimization problems involving many coupled variables. We then show how both the statistical physics and computer science perspectives can be applied in a wide diversity of contexts to problems arising in theoretical neuroscience and data analysis. Along the way we discuss spin glasses, learning theory, illusions of structure in noise, random matrices, dimensionality reduction and compressed sensing, all within the unified formalism of the replica method. Moreover, we review recent conceptual connections between message passing in graphical models, and neural computation and learning. Overall, these ideas illustrate how statistical physics and computer science might provide a lens through which we can uncover emergent computational functions buried deep within the dynamical complexities of neuronal networks.

Statistics and bioinformatics in nutritional sciences: analysis of complex data in the era of systems biology⋆

PubMed Central

Fu, Wenjiang J.; Stromberg, Arnold J.; Viele, Kert; Carroll, Raymond J.; Wu, Guoyao

2009-01-01

Over the past two decades, there have been revolutionary developments in life science technologies characterized by high throughput, high efficiency, and rapid computation. Nutritionists now have the advanced methodologies for the analysis of DNA, RNA, protein, low-molecular-weight metabolites, as well as access to bioinformatics databases. Statistics, which can be defined as the process of making scientific inferences from data that contain variability, has historically played an integral role in advancing nutritional sciences. Currently, in the era of systems biology, statistics has become an increasingly important tool to quantitatively analyze information about biological macromolecules. This article describes general terms used in statistical analysis of large, complex experimental data. These terms include experimental design, power analysis, sample size calculation, and experimental errors (type I and II errors) for nutritional studies at population, tissue, cellular, and molecular levels. In addition, we highlighted various sources of experimental variations in studies involving microarray gene expression, real-time polymerase chain reaction, proteomics, and other bioinformatics technologies. Moreover, we provided guidelines for nutritionists and other biomedical scientists to plan and conduct studies and to analyze the complex data. Appropriate statistical analyses are expected to make an important contribution to solving major nutrition-associated problems in humans and animals (including obesity, diabetes, cardiovascular disease, cancer, ageing, and intrauterine fetal retardation). PMID:20233650

Statistical Analysis of Complexity Generators for Cost Estimation

NASA Technical Reports Server (NTRS)

Rowell, Ginger Holmes

1999-01-01

Predicting the cost of cutting edge new technologies involved with spacecraft hardware can be quite complicated. A new feature of the NASA Air Force Cost Model (NAFCOM), called the Complexity Generator, is being developed to model the complexity factors that drive the cost of space hardware. This parametric approach is also designed to account for the differences in cost, based on factors that are unique to each system and subsystem. The cost driver categories included in this model are weight, inheritance from previous missions, technical complexity, and management factors. This paper explains the Complexity Generator framework, the statistical methods used to select the best model within this framework, and the procedures used to find the region of predictability and the prediction intervals for the cost of a mission.

Statistics of Shared Components in Complex Component Systems

NASA Astrophysics Data System (ADS)

Mazzolini, Andrea; Gherardi, Marco; Caselle, Michele; Cosentino Lagomarsino, Marco; Osella, Matteo

2018-04-01

Many complex systems are modular. Such systems can be represented as "component systems," i.e., sets of elementary components, such as LEGO bricks in LEGO sets. The bricks found in a LEGO set reflect a target architecture, which can be built following a set-specific list of instructions. In other component systems, instead, the underlying functional design and constraints are not obvious a priori, and their detection is often a challenge of both scientific and practical importance, requiring a clear understanding of component statistics. Importantly, some quantitative invariants appear to be common to many component systems, most notably a common broad distribution of component abundances, which often resembles the well-known Zipf's law. Such "laws" affect in a general and nontrivial way the component statistics, potentially hindering the identification of system-specific functional constraints or generative processes. Here, we specifically focus on the statistics of shared components, i.e., the distribution of the number of components shared by different system realizations, such as the common bricks found in different LEGO sets. To account for the effects of component heterogeneity, we consider a simple null model, which builds system realizations by random draws from a universe of possible components. Under general assumptions on abundance heterogeneity, we provide analytical estimates of component occurrence, which quantify exhaustively the statistics of shared components. Surprisingly, this simple null model can positively explain important features of empirical component-occurrence distributions obtained from large-scale data on bacterial genomes, LEGO sets, and book chapters. Specific architectural features and functional constraints can be detected from occurrence patterns as deviations from these null predictions, as we show for the illustrative case of the "core" genome in bacteria.

Information geometric methods for complexity

NASA Astrophysics Data System (ADS)

Felice, Domenico; Cafaro, Carlo; Mancini, Stefano

2018-03-01

Research on the use of information geometry (IG) in modern physics has witnessed significant advances recently. In this review article, we report on the utilization of IG methods to define measures of complexity in both classical and, whenever available, quantum physical settings. A paradigmatic example of a dramatic change in complexity is given by phase transitions (PTs). Hence, we review both global and local aspects of PTs described in terms of the scalar curvature of the parameter manifold and the components of the metric tensor, respectively. We also report on the behavior of geodesic paths on the parameter manifold used to gain insight into the dynamics of PTs. Going further, we survey measures of complexity arising in the geometric framework. In particular, we quantify complexity of networks in terms of the Riemannian volume of the parameter space of a statistical manifold associated with a given network. We are also concerned with complexity measures that account for the interactions of a given number of parts of a system that cannot be described in terms of a smaller number of parts of the system. Finally, we investigate complexity measures of entropic motion on curved statistical manifolds that arise from a probabilistic description of physical systems in the presence of limited information. The Kullback-Leibler divergence, the distance to an exponential family and volumes of curved parameter manifolds, are examples of essential IG notions exploited in our discussion of complexity. We conclude by discussing strengths, limits, and possible future applications of IG methods to the physics of complexity.

Study of pre-seismic kHz EM emissions by means of complex systems

NASA Astrophysics Data System (ADS)

Balasis, Georgios; Papadimitriou, Constantinos; Eftaxias, Konstantinos

2010-05-01

The field of study of complex systems holds that the dynamics of complex systems are founded on universal principles that may used to describe disparate problems ranging from particle physics to economies of societies. A corollary is that transferring ideas and results from investigators in hitherto disparate areas will cross-fertilize and lead to important new results. It is well-known that the Boltzmann-Gibbs statistical mechanics works best in dealing with systems composed of either independent subsystems or interacting via short-range forces, and whose subsystems can access all the available phase space. For systems exhibiting long-range correlations, memory, or fractal properties, non-extensive Tsallis statistical mechanics becomes the most appropriate mathematical framework. As it was mentioned a central property of the magnetic storm, solar flare, and earthquake preparation process is the possible occurrence of coherent large-scale collective with a very rich structure, resulting from the repeated nonlinear interactions among collective with a very rich structure, resulting from the repeated nonlinear interactions among its constituents. Consequently, the non-extensive statistical mechanics is an appropriate regime to investigate universality, if any, in magnetic storm, solar flare, earthquake and pre-failure EM emission occurrence. A model for earthquake dynamics coming from a non-extensive Tsallis formulation, starting from first principles, has been recently introduced. This approach leads to a Gutenberg-Richter type law for the magnitude distribution of earthquakes which provides an excellent fit to seismicities generated in various large geographic areas usually identified as "seismic regions". We examine whether the Gutenberg-Richter law corresponding to a non-extensive Tsallis statistics is able to describe the distribution of amplitude of earthquakes, pre-seismic kHz EM emissions (electromagnetic earthquakes), solar flares, and magnetic storms. The analysis shows that the introduced non-extensive model provides an excellent fit to the experimental data, incorporating the characteristics of universality by means of non-extensive statistics into the extreme events under study.

SU-E-J-261: Statistical Analysis and Chaotic Dynamics of Respiratory Signal of Patients in BodyFix

DOE Office of Scientific and Technical Information (OSTI.GOV)

Michalski, D; Huq, M; Bednarz, G

Purpose: To quantify respiratory signal of patients in BodyFix undergoing 4DCT scan with and without immobilization cover. Methods: 20 pairs of respiratory tracks recorded with RPM system during 4DCT scan were analyzed. Descriptive statistic was applied to selected parameters of exhale-inhale decomposition. Standardized signals were used with the delay method to build orbits in embedded space. Nonlinear behavior was tested with surrogate data. Sample entropy SE, Lempel-Ziv complexity LZC and the largest Lyapunov exponents LLE were compared. Results: Statistical tests show difference between scans for inspiration time and its variability, which is bigger for scans without cover. The same ismore » for variability of the end of exhalation and inhalation. Other parameters fail to show the difference. For both scans respiratory signals show determinism and nonlinear stationarity. Statistical test on surrogate data reveals their nonlinearity. LLEs show signals chaotic nature and its correlation with breathing period and its embedding delay time. SE, LZC and LLE measure respiratory signal complexity. Nonlinear characteristics do not differ between scans. Conclusion: Contrary to expectation cover applied to patients in BodyFix appears to have limited effect on signal parameters. Analysis based on trajectories of delay vectors shows respiratory system nonlinear character and its sensitive dependence on initial conditions. Reproducibility of respiratory signal can be evaluated with measures of signal complexity and its predictability window. Longer respiratory period is conducive for signal reproducibility as shown by these gauges. Statistical independence of the exhale and inhale times is also supported by the magnitude of LLE. The nonlinear parameters seem more appropriate to gauge respiratory signal complexity since its deterministic chaotic nature. It contrasts with measures based on harmonic analysis that are blind for nonlinear features. Dynamics of breathing, so crucial for 4D-based clinical technologies, can be better controlled if nonlinear-based methodology, which reflects respiration characteristic, is applied. Funding provided by Varian Medical Systems via Investigator Initiated Research Project.« less

Unified functional network and nonlinear time series analysis for complex systems science: The pyunicorn package

NASA Astrophysics Data System (ADS)

Donges, Jonathan F.; Heitzig, Jobst; Beronov, Boyan; Wiedermann, Marc; Runge, Jakob; Feng, Qing Yi; Tupikina, Liubov; Stolbova, Veronika; Donner, Reik V.; Marwan, Norbert; Dijkstra, Henk A.; Kurths, Jürgen

2015-11-01

We introduce the pyunicorn (Pythonic unified complex network and recurrence analysis toolbox) open source software package for applying and combining modern methods of data analysis and modeling from complex network theory and nonlinear time series analysis. pyunicorn is a fully object-oriented and easily parallelizable package written in the language Python. It allows for the construction of functional networks such as climate networks in climatology or functional brain networks in neuroscience representing the structure of statistical interrelationships in large data sets of time series and, subsequently, investigating this structure using advanced methods of complex network theory such as measures and models for spatial networks, networks of interacting networks, node-weighted statistics, or network surrogates. Additionally, pyunicorn provides insights into the nonlinear dynamics of complex systems as recorded in uni- and multivariate time series from a non-traditional perspective by means of recurrence quantification analysis, recurrence networks, visibility graphs, and construction of surrogate time series. The range of possible applications of the library is outlined, drawing on several examples mainly from the field of climatology.

Optimizing Nutrient Uptake in Biological Transport Networks

NASA Astrophysics Data System (ADS)

Ronellenfitsch, Henrik; Katifori, Eleni

2013-03-01

Many biological systems employ complex networks of vascular tubes to facilitate transport of solute nutrients, examples include the vascular system of plants (phloem), some fungi, and the slime-mold Physarum. It is believed that such networks are optimized through evolution for carrying out their designated task. We propose a set of hydrodynamic governing equations for solute transport in a complex network, and obtain the optimal network architecture for various classes of optimizing functionals. We finally discuss the topological properties and statistical mechanics of the resulting complex networks, and examine correspondence of the obtained networks to those found in actual biological systems.

Phenomenon of statistical instability of the third type systems—complexity

NASA Astrophysics Data System (ADS)

Eskov, V. V.; Gavrilenko, T. V.; Eskov, V. M.; Vokhmina, Yu. V.

2017-11-01

The problem of the existence and special properties of third type systems has been formulated within the new chaos-self-organization theory. In fact, a global problem of the possibility of the existence of steady-state regimes for homeostatic systems has been considered. These systems include not only medical and biological systems, but also the dynamics of meteorological parameters, as well as the ambient parameters of the environment in which humans are located. The new approach has been used to give a new definition for homeostatic systems (complexity).

Nonlinear Dynamics, Chaotic and Complex Systems

NASA Astrophysics Data System (ADS)

Infeld, E.; Zelazny, R.; Galkowski, A.

2011-04-01

Part I. Dynamic Systems Bifurcation Theory and Chaos: 1. Chaos in random dynamical systems V. M. Gunldach; 2. Controlling chaos using embedded unstable periodic orbits: the problem of optimal periodic orbits B. R. Hunt and E. Ott; 3. Chaotic tracer dynamics in open hydrodynamical flows G. Karolyi, A. Pentek, T. Tel and Z. Toroczkai; 4. Homoclinic chaos L. P. Shilnikov; Part II. Spatially Extended Systems: 5. Hydrodynamics of relativistic probability flows I. Bialynicki-Birula; 6. Waves in ionic reaction-diffusion-migration systems P. Hasal, V. Nevoral, I. Schreiber, H. Sevcikova, D. Snita, and M. Marek; 7. Anomalous scaling in turbulence: a field theoretical approach V. Lvov and I. Procaccia; 8. Abelian sandpile cellular automata M. Markosova; 9. Transport in an incompletely chaotic magnetic field F. Spineanu; Part III. Dynamical Chaos Quantum Physics and Foundations Of Statistical Mechanics: 10. Non-equilibrium statistical mechanics and ergodic theory L. A. Bunimovich; 11. Pseudochaos in statistical physics B. Chirikov; 12. Foundations of non-equilibrium statistical mechanics J. P. Dougherty; 13. Thermomechanical particle simulations W. G. Hoover, H. A. Posch, C. H. Dellago, O. Kum, C. G. Hoover, A. J. De Groot and B. L. Holian; 14. Quantum dynamics on a Markov background and irreversibility B. Pavlov; 15. Time chaos and the laws of nature I. Prigogine and D. J. Driebe; 16. Evolutionary Q and cognitive systems: dynamic entropies and predictability of evolutionary processes W. Ebeling; 17. Spatiotemporal chaos information processing in neural networks H. Szu; 18. Phase transitions and learning in neural networks C. Van den Broeck; 19. Synthesis of chaos A. Vanecek and S. Celikovsky; 20. Computational complexity of continuous problems H. Wozniakowski; Part IV. Complex Systems As An Interface Between Natural Sciences and Environmental Social and Economic Sciences: 21. Stochastic differential geometry in finance studies V. G. Makhankov; Part V. Conference Banquet Speech: Where will the future go? M. J. Feigenbaum.

Exploring the practicing-connections hypothesis: using gesture to support coordination of ideas in understanding a complex statistical concept.

PubMed

Son, Ji Y; Ramos, Priscilla; DeWolf, Melissa; Loftus, William; Stigler, James W

2018-01-01

In this article, we begin to lay out a framework and approach for studying how students come to understand complex concepts in rich domains. Grounded in theories of embodied cognition, we advance the view that understanding of complex concepts requires students to practice, over time, the coordination of multiple concepts, and the connection of this system of concepts to situations in the world. Specifically, we explore the role that a teacher's gesture might play in supporting students' coordination of two concepts central to understanding in the domain of statistics: mean and standard deviation. In Study 1 we show that university students who have just taken a statistics course nevertheless have difficulty taking both mean and standard deviation into account when thinking about a statistical scenario. In Study 2 we show that presenting the same scenario with an accompanying gesture to represent variation significantly impacts students' interpretation of the scenario. Finally, in Study 3 we present evidence that instructional videos on the internet fail to leverage gesture as a means of facilitating understanding of complex concepts. Taken together, these studies illustrate an approach to translating current theories of cognition into principles that can guide instructional design.

Complex systems: physics beyond physics

NASA Astrophysics Data System (ADS)

Holovatch, Yurij; Kenna, Ralph; Thurner, Stefan

2017-03-01

Complex systems are characterised by specific time-dependent interactions among their many constituents. As a consequence they often manifest rich, non-trivial and unexpected behaviour. Examples arise both in the physical and non-physical worlds. The study of complex systems forms a new interdisciplinary research area that cuts across physics, biology, ecology, economics, sociology, and the humanities. In this paper we review the essence of complex systems from a physicists' point of view, and try to clarify what makes them conceptually different from systems that are traditionally studied in physics. Our goal is to demonstrate how the dynamics of such systems may be conceptualised in quantitative and predictive terms by extending notions from statistical physics and how they can often be captured in a framework of co-evolving multiplex network structures. We mention three areas of complex-systems science that are currently studied extensively, the science of cities, dynamics of societies, and the representation of texts as evolutionary objects. We discuss why these areas form complex systems in the above sense. We argue that there exists plenty of new ground for physicists to explore and that methodical and conceptual progress is needed most.

Data Mining and Complex Problems: Case Study in Composite Materials

NASA Technical Reports Server (NTRS)

Rabelo, Luis; Marin, Mario

2009-01-01

Data mining is defined as the discovery of useful, possibly unexpected, patterns and relationships in data using statistical and non-statistical techniques in order to develop schemes for decision and policy making. Data mining can be used to discover the sources and causes of problems in complex systems. In addition, data mining can support simulation strategies by finding the different constants and parameters to be used in the development of simulation models. This paper introduces a framework for data mining and its application to complex problems. To further explain some of the concepts outlined in this paper, the potential application to the NASA Shuttle Reinforced Carbon-Carbon structures and genetic programming is used as an illustration.

Statistical Physics in the Era of Big Data

ERIC Educational Resources Information Center

Wang, Dashun

2013-01-01

With the wealth of data provided by a wide range of high-throughout measurement tools and technologies, statistical physics of complex systems is entering a new phase, impacting in a meaningful fashion a wide range of fields, from cell biology to computer science to economics. In this dissertation, by applying tools and techniques developed in…

Low-Complexity Polynomial Channel Estimation in Large-Scale MIMO With Arbitrary Statistics

NASA Astrophysics Data System (ADS)

Shariati, Nafiseh; Bjornson, Emil; Bengtsson, Mats; Debbah, Merouane

2014-10-01

This paper considers pilot-based channel estimation in large-scale multiple-input multiple-output (MIMO) communication systems, also known as massive MIMO, where there are hundreds of antennas at one side of the link. Motivated by the fact that computational complexity is one of the main challenges in such systems, a set of low-complexity Bayesian channel estimators, coined Polynomial ExpAnsion CHannel (PEACH) estimators, are introduced for arbitrary channel and interference statistics. While the conventional minimum mean square error (MMSE) estimator has cubic complexity in the dimension of the covariance matrices, due to an inversion operation, our proposed estimators significantly reduce this to square complexity by approximating the inverse by a L-degree matrix polynomial. The coefficients of the polynomial are optimized to minimize the mean square error (MSE) of the estimate. We show numerically that near-optimal MSEs are achieved with low polynomial degrees. We also derive the exact computational complexity of the proposed estimators, in terms of the floating-point operations (FLOPs), by which we prove that the proposed estimators outperform the conventional estimators in large-scale MIMO systems of practical dimensions while providing a reasonable MSEs. Moreover, we show that L needs not scale with the system dimensions to maintain a certain normalized MSE. By analyzing different interference scenarios, we observe that the relative MSE loss of using the low-complexity PEACH estimators is smaller in realistic scenarios with pilot contamination. On the other hand, PEACH estimators are not well suited for noise-limited scenarios with high pilot power; therefore, we also introduce the low-complexity diagonalized estimator that performs well in this regime. Finally, we ...

A new universality class in corpus of texts; A statistical physics study

NASA Astrophysics Data System (ADS)

Najafi, Elham; Darooneh, Amir H.

2018-05-01

Text can be regarded as a complex system. There are some methods in statistical physics which can be used to study this system. In this work, by means of statistical physics methods, we reveal new universal behaviors of texts associating with the fractality values of words in a text. The fractality measure indicates the importance of words in a text by considering distribution pattern of words throughout the text. We observed a power law relation between fractality of text and vocabulary size for texts and corpora. We also observed this behavior in studying biological data.

Three faces of entropy for complex systems: Information, thermodynamics, and the maximum entropy principle

NASA Astrophysics Data System (ADS)

Thurner, Stefan; Corominas-Murtra, Bernat; Hanel, Rudolf

2017-09-01

There are at least three distinct ways to conceptualize entropy: entropy as an extensive thermodynamic quantity of physical systems (Clausius, Boltzmann, Gibbs), entropy as a measure for information production of ergodic sources (Shannon), and entropy as a means for statistical inference on multinomial processes (Jaynes maximum entropy principle). Even though these notions represent fundamentally different concepts, the functional form of the entropy for thermodynamic systems in equilibrium, for ergodic sources in information theory, and for independent sampling processes in statistical systems, is degenerate, H (p ) =-∑ipilogpi . For many complex systems, which are typically history-dependent, nonergodic, and nonmultinomial, this is no longer the case. Here we show that for such processes, the three entropy concepts lead to different functional forms of entropy, which we will refer to as SEXT for extensive entropy, SIT for the source information rate in information theory, and SMEP for the entropy functional that appears in the so-called maximum entropy principle, which characterizes the most likely observable distribution functions of a system. We explicitly compute these three entropy functionals for three concrete examples: for Pólya urn processes, which are simple self-reinforcing processes, for sample-space-reducing (SSR) processes, which are simple history dependent processes that are associated with power-law statistics, and finally for multinomial mixture processes.

Statistical Physics of Cascading Failures in Complex Networks

NASA Astrophysics Data System (ADS)

Panduranga, Nagendra Kumar

Systems such as the power grid, world wide web (WWW), and internet are categorized as complex systems because of the presence of a large number of interacting elements. For example, the WWW is estimated to have a billion webpages and understanding the dynamics of such a large number of individual agents (whose individual interactions might not be fully known) is a challenging task. Complex network representations of these systems have proved to be of great utility. Statistical physics is the study of emergence of macroscopic properties of systems from the characteristics of the interactions between individual molecules. Hence, statistical physics of complex networks has been an effective approach to study these systems. In this dissertation, I have used statistical physics to study two distinct phenomena in complex systems: i) Cascading failures and ii) Shortest paths in complex networks. Understanding cascading failures is considered to be one of the "holy grails" in the study of complex systems such as the power grid, transportation networks, and economic systems. Studying failures of these systems as percolation on complex networks has proved to be insightful. Previously, cascading failures have been studied extensively using two different models: k-core percolation and interdependent networks. The first part of this work combines the two models into a general model, solves it analytically, and validates the theoretical predictions through extensive computer simulations. The phase diagram of the percolation transition has been systematically studied as one varies the average local k-core threshold and the coupling between networks. The phase diagram of the combined processes is very rich and includes novel features that do not appear in the models which study each of the processes separately. For example, the phase diagram consists of first- and second-order transition regions separated by two tricritical lines that merge together and enclose a two-stage transition region. In the two-stage transition, the size of the giant component undergoes a first-order jump at a certain occupation probability followed by a continuous second-order transition at a smaller occupation probability. Furthermore, at certain fixed interdependencies, the percolation transition cycles from first-order to second-order to two-stage to first-order as the k-core threshold is increased. We setup the analytical equations describing the phase boundaries of the two-stage transition region and we derive the critical exponents for each type of transition. Understanding the shortest paths between individual elements in systems like communication networks and social media networks is important in the study of information cascades in these systems. Often, large heterogeneity can be present in the connections between nodes in these networks. Certain sets of nodes can be more highly connected among themselves than with the nodes from other sets. These sets of nodes are often referred to as 'communities'. The second part of this work studies the effect of the presence of communities on the distribution of shortest paths in a network using a modular Erdős-Renyi network model. In this model, the number of communities and the degree of modularity of the network can be tuned using the parameters of the model. We find that the model reaches a percolation threshold while tuning the degree of modularity of the network and the distribution of the shortest paths in the network can be used as an indicator of how the communities are connected.

Statistical Field Estimation for Complex Coastal Regions and Archipelagos (PREPRINT)

DTIC Science & Technology

2011-04-09

and study the computational properties of these schemes. Specifically, we extend a multiscale Objective Analysis (OA) approach to complex coastal...computational properties of these schemes. Specifically, we extend a multiscale Objective Analysis (OA) approach to complex coastal regions and... multiscale free-surface code builds on the primitive-equation model of the Harvard Ocean Predic- tion System (HOPS, Haley et al. (2009)). Additionally

Hunting Solomonoff's Swans: Exploring the Boundary Between Physics and Statistics in Hydrological Modeling

NASA Astrophysics Data System (ADS)

Nearing, G. S.

2014-12-01

Statistical models consistently out-perform conceptual models in the short term, however to account for a nonstationary future (or an unobserved past) scientists prefer to base predictions on unchanging and commutable properties of the universe - i.e., physics. The problem with physically-based hydrology models is, of course, that they aren't really based on physics - they are based on statistical approximations of physical interactions, and we almost uniformly lack an understanding of the entropy associated with these approximations. Thermodynamics is successful precisely because entropy statistics are computable for homogeneous (well-mixed) systems, and ergodic arguments explain the success of Newton's laws to describe systems that are fundamentally quantum in nature. Unfortunately, similar arguments do not hold for systems like watersheds that are heterogeneous at a wide range of scales. Ray Solomonoff formalized the situation in 1968 by showing that given infinite evidence, simultaneously minimizing model complexity and entropy in predictions always leads to the best possible model. The open question in hydrology is about what happens when we don't have infinite evidence - for example, when the future will not look like the past, or when one watershed does not behave like another. How do we isolate stationary and commutable components of watershed behavior? I propose that one possible answer to this dilemma lies in a formal combination of physics and statistics. In this talk I outline my recent analogue (Solomonoff's theorem was digital) of Solomonoff's idea that allows us to quantify the complexity/entropy tradeoff in a way that is intuitive to physical scientists. I show how to formally combine "physical" and statistical methods for model development in a way that allows us to derive the theoretically best possible model given any given physics approximation(s) and available observations. Finally, I apply an analogue of Solomonoff's theorem to evaluate the tradeoff between model complexity and prediction power.

Systems genetics approaches to understand complex traits

PubMed Central

Civelek, Mete; Lusis, Aldons J.

2014-01-01

Systems genetics is an approach to understand the flow of biological information that underlies complex traits. It uses a range of experimental and statistical methods to quantitate and integrate intermediate phenotypes, such as transcript, protein or metabolite levels, in populations that vary for traits of interest. Systems genetics studies have provided the first global view of the molecular architecture of complex traits and are useful for the identification of genes, pathways and networks that underlie common human diseases. Given the urgent need to understand how the thousands of loci that have been identified in genome-wide association studies contribute to disease susceptibility, systems genetics is likely to become an increasingly important approach to understanding both biology and disease. PMID:24296534

Quantitative Measures for Software Independent Verification and Validation

NASA Technical Reports Server (NTRS)

Lee, Alice

1996-01-01

As software is maintained or reused, it undergoes an evolution which tends to increase the overall complexity of the code. To understand the effects of this, we brought in statistics experts and leading researchers in software complexity, reliability, and their interrelationships. These experts' project has resulted in our ability to statistically correlate specific code complexity attributes, in orthogonal domains, to errors found over time in the HAL/S flight software which flies in the Space Shuttle. Although only a prototype-tools experiment, the result of this research appears to be extendable to all other NASA software, given appropriate data similar to that logged for the Shuttle onboard software. Our research has demonstrated that a more complete domain coverage can be mathematically demonstrated with the approach we have applied, thereby ensuring full insight into the cause-and-effects relationship between the complexity of a software system and the fault density of that system. By applying the operational profile we can characterize the dynamic effects of software path complexity under this same approach We now have the ability to measure specific attributes which have been statistically demonstrated to correlate to increased error probability, and to know which actions to take, for each complexity domain. Shuttle software verifiers can now monitor the changes in the software complexity, assess the added or decreased risk of software faults in modified code, and determine necessary corrections. The reports, tool documentation, user's guides, and new approach that have resulted from this research effort represent advances in the state of the art of software quality and reliability assurance. Details describing how to apply this technique to other NASA code are contained in this document.

Statistical and sampling issues when using multiple particle tracking

NASA Astrophysics Data System (ADS)

Savin, Thierry; Doyle, Patrick S.

2007-08-01

Video microscopy can be used to simultaneously track several microparticles embedded in a complex material. The trajectories are used to extract a sample of displacements at random locations in the material. From this sample, averaged quantities characterizing the dynamics of the probes are calculated to evaluate structural and/or mechanical properties of the assessed material. However, the sampling of measured displacements in heterogeneous systems is singular because the volume of observation with video microscopy is finite. By carefully characterizing the sampling design in the experimental output of the multiple particle tracking technique, we derive estimators for the mean and variance of the probes’ dynamics that are independent of the peculiar statistical characteristics. We expose stringent tests of these estimators using simulated and experimental complex systems with a known heterogeneous structure. Up to a certain fundamental limitation, which we characterize through a material degree of sampling by the embedded probe tracking, these estimators can be applied to quantify the heterogeneity of a material, providing an original and intelligible kind of information on complex fluid properties. More generally, we show that the precise assessment of the statistics in the multiple particle tracking output sample of observations is essential in order to provide accurate unbiased measurements.

Evidence of nonextensive statistical physics behavior in the watershed distribution in active tectonic areas: examples from Greece

NASA Astrophysics Data System (ADS)

Vallianatos, Filippos; Kouli, Maria

2013-08-01

The Digital Elevation Model (DEM) for the Crete Island with a resolution of approximately 20 meters was used in order to delineate watersheds by computing the flow direction and using it in the Watershed function. The Watershed function uses a raster of flow direction to determine contributing area. The Geographic Information Systems routine procedure was applied and the watersheds as well as the streams network (using a threshold of 2000 cells, i.e. the minimum number of cells that constitute a stream) were extracted from the hydrologically corrected (free of sinks) DEM. A number of a few thousand watersheds were delineated, and their areal extent was calculated. From these watersheds a number of 300 was finally selected for further analysis as the watersheds of extremely small area were excluded in order to avoid possible artifacts. Our analysis approach is based on the basic principles of Complexity theory and Tsallis Entropy introduces in the frame of non-extensive statistical physics. This concept has been successfully used for the analysis of a variety of complex dynamic systems including natural hazards, where fractality and long-range interactions are important. The analysis indicates that the statistical distribution of watersheds can be successfully described with the theoretical estimations of non-extensive statistical physics implying the complexity that characterizes the occurrences of them.

Quantum interference and complex photon statistics in waveguide QED

NASA Astrophysics Data System (ADS)

Zhang, Xin H. H.; Baranger, Harold U.

2018-02-01

We obtain photon statistics by using a quantum jump approach tailored to a system in which one or two qubits are coupled to a one-dimensional waveguide. Photons confined in the waveguide have strong interference effects, which are shown to play a vital role in quantum jumps and photon statistics. For a single qubit, for instance, the bunching of transmitted photons is heralded by a jump that increases the qubit population. We show that the distribution and correlations of waiting times offer a clearer and more precise characterization of photon bunching and antibunching. Further, the waiting times can be used to characterize complex correlations of photons which are hidden in g(2 )(τ ) , such as a mixture of bunching and antibunching.

Constructing Noise-Invariant Representations of Sound in the Auditory Pathway

PubMed Central

Rabinowitz, Neil C.; Willmore, Ben D. B.; King, Andrew J.; Schnupp, Jan W. H.

2013-01-01

Identifying behaviorally relevant sounds in the presence of background noise is one of the most important and poorly understood challenges faced by the auditory system. An elegant solution to this problem would be for the auditory system to represent sounds in a noise-invariant fashion. Since a major effect of background noise is to alter the statistics of the sounds reaching the ear, noise-invariant representations could be promoted by neurons adapting to stimulus statistics. Here we investigated the extent of neuronal adaptation to the mean and contrast of auditory stimulation as one ascends the auditory pathway. We measured these forms of adaptation by presenting complex synthetic and natural sounds, recording neuronal responses in the inferior colliculus and primary fields of the auditory cortex of anaesthetized ferrets, and comparing these responses with a sophisticated model of the auditory nerve. We find that the strength of both forms of adaptation increases as one ascends the auditory pathway. To investigate whether this adaptation to stimulus statistics contributes to the construction of noise-invariant sound representations, we also presented complex, natural sounds embedded in stationary noise, and used a decoding approach to assess the noise tolerance of the neuronal population code. We find that the code for complex sounds in the periphery is affected more by the addition of noise than the cortical code. We also find that noise tolerance is correlated with adaptation to stimulus statistics, so that populations that show the strongest adaptation to stimulus statistics are also the most noise-tolerant. This suggests that the increase in adaptation to sound statistics from auditory nerve to midbrain to cortex is an important stage in the construction of noise-invariant sound representations in the higher auditory brain. PMID:24265596

PREFACE: 3rd International Workshop on Statistical Physics and Mathematics for Complex Systems (SPMCS 2012)

NASA Astrophysics Data System (ADS)

Tayurskii, Dmitrii; Abe, Sumiyoshi; Alexandre Wang, Q.

2012-11-01

The 3rd International Workshop on Statistical Physics and Mathematics for Complex Systems (SPMCS2012) was held between 25-30 August at Kazan (Volga Region) Federal University, Kazan, Russian Federation. This workshop was jointly organized by Kazan Federal University and Institut Supérieur des Matériaux et Mécaniques Avancées (ISMANS), France. The series of SPMCS workshops was created in 2008 with the aim to be an interdisciplinary incubator for the worldwide exchange of innovative ideas and information about the latest results. The first workshop was held at ISMANS, Le Mans (France) in 2008, and the third at Huazhong Normal University, Wuhan (China) in 2010. At SPMCS2012, we wished to bring together a broad community of researchers from the different branches of the rapidly developing complexity science to discuss the fundamental theoretical challenges (geometry/topology, number theory, statistical physics, dynamical systems, etc) as well as experimental and applied aspects of many practical problems (condensed matter, disordered systems, financial markets, chemistry, biology, geoscience, etc). The program of SPMCS2012 was prepared based on three categories: (i) physical and mathematical studies (quantum mechanics, generalized nonequilibrium thermodynamics, nonlinear dynamics, condensed matter physics, nanoscience); (ii) natural complex systems (physical, geophysical, chemical and biological); (iii) social, economical, political agent systems and man-made complex systems. The conference attracted 64 participants from 10 countries. There were 10 invited lectures, 12 invited talks and 28 regular oral talks in the morning and afternoon sessions. The book of Abstracts is available from the conference website (http://www.ksu.ru/conf/spmcs2012/?id=3). A round table was also held, the topic of which was 'Recent and Anticipated Future Progress in Science of Complexity', discussing a variety of questions and opinions important for the understanding of the concept of complexity itself, the behaviours of complex systems as well as for the finding of new theoretical methods. The papers submitted to this volume were carefully reviewed by referees. We are very grateful to the referees for their very efficient and thoughtful actions. A few submitted papers were unfortunately not included based on the referee reports. As a result, 34 papers are included here. We are very grateful to the members of the international advisory committee for their recommendations of speakers for SPMCS2012. We also appreciate the behind-the-scenes work of the members of the local organizing committee in preparing the conference site, web page, mail correspondence, arrangements for excursions and accommodation, handling the financial support for participants, and so on. Finally, we acknowledge the support from Kazan Federal University. Sumiyoshi Abe Alain Le Méhauté Dmitrii Tayurskii

Success rates of a skeletal anchorage system in orthodontics: A retrospective analysis.

PubMed

Lam, Raymond; Goonewardene, Mithran S; Allan, Brent P; Sugawara, Junji

2018-01-01

To evaluate the premise that skeletal anchorage with SAS miniplates are highly successful and predictable for a range of complex orthodontic movements. This retrospective cross-sectional analysis consisted of 421 bone plates placed by one clinician in 163 patients (95 female, 68 male, mean age 29.4 years ± 12.02). Simple descriptive statistics were performed for a wide range of malocclusions and desired movements to obtain success, complication, and failure rates. The success rate of skeletal anchorage system miniplates was 98.6%, where approximately 40% of cases experienced mild complications. The most common complication was soft tissue inflammation, which was amenable to focused oral hygiene and antiseptic rinses. Infection occurred in approximately 15% of patients where there was a statistically significant correlation with poor oral hygiene. The most common movements were distalization and intrusion of teeth. More than a third of the cases involved complex movements in more than one plane of space. The success rate of skeletal anchorage system miniplates is high and predictable for a wide range of complex orthodontic movements.

Complexity quantification of dense array EEG using sample entropy analysis.

PubMed

Ramanand, Pravitha; Nampoori, V P N; Sreenivasan, R

2004-09-01

In this paper, a time series complexity analysis of dense array electroencephalogram signals is carried out using the recently introduced Sample Entropy (SampEn) measure. This statistic quantifies the regularity in signals recorded from systems that can vary from the purely deterministic to purely stochastic realm. The present analysis is conducted with an objective of gaining insight into complexity variations related to changing brain dynamics for EEG recorded from the three cases of passive, eyes closed condition, a mental arithmetic task and the same mental task carried out after a physical exertion task. It is observed that the statistic is a robust quantifier of complexity suited for short physiological signals such as the EEG and it points to the specific brain regions that exhibit lowered complexity during the mental task state as compared to a passive, relaxed state. In the case of mental tasks carried out before and after the performance of a physical exercise, the statistic can detect the variations brought in by the intermediate fatigue inducing exercise period. This enhances its utility in detecting subtle changes in the brain state that can find wider scope for applications in EEG based brain studies.

Unified functional network and nonlinear time series analysis for complex systems science: The pyunicorn package

NASA Astrophysics Data System (ADS)

Donges, Jonathan; Heitzig, Jobst; Beronov, Boyan; Wiedermann, Marc; Runge, Jakob; Feng, Qing Yi; Tupikina, Liubov; Stolbova, Veronika; Donner, Reik; Marwan, Norbert; Dijkstra, Henk; Kurths, Jürgen

2016-04-01

We introduce the pyunicorn (Pythonic unified complex network and recurrence analysis toolbox) open source software package for applying and combining modern methods of data analysis and modeling from complex network theory and nonlinear time series analysis. pyunicorn is a fully object-oriented and easily parallelizable package written in the language Python. It allows for the construction of functional networks such as climate networks in climatology or functional brain networks in neuroscience representing the structure of statistical interrelationships in large data sets of time series and, subsequently, investigating this structure using advanced methods of complex network theory such as measures and models for spatial networks, networks of interacting networks, node-weighted statistics, or network surrogates. Additionally, pyunicorn provides insights into the nonlinear dynamics of complex systems as recorded in uni- and multivariate time series from a non-traditional perspective by means of recurrence quantification analysis, recurrence networks, visibility graphs, and construction of surrogate time series. The range of possible applications of the library is outlined, drawing on several examples mainly from the field of climatology. pyunicorn is available online at https://github.com/pik-copan/pyunicorn. Reference: J.F. Donges, J. Heitzig, B. Beronov, M. Wiedermann, J. Runge, Q.-Y. Feng, L. Tupikina, V. Stolbova, R.V. Donner, N. Marwan, H.A. Dijkstra, and J. Kurths, Unified functional network and nonlinear time series analysis for complex systems science: The pyunicorn package, Chaos 25, 113101 (2015), DOI: 10.1063/1.4934554, Preprint: arxiv.org:1507.01571 [physics.data-an].

Validating an Air Traffic Management Concept of Operation Using Statistical Modeling

NASA Technical Reports Server (NTRS)

He, Yuning; Davies, Misty Dawn

2013-01-01

Validating a concept of operation for a complex, safety-critical system (like the National Airspace System) is challenging because of the high dimensionality of the controllable parameters and the infinite number of states of the system. In this paper, we use statistical modeling techniques to explore the behavior of a conflict detection and resolution algorithm designed for the terminal airspace. These techniques predict the robustness of the system simulation to both nominal and off-nominal behaviors within the overall airspace. They also can be used to evaluate the output of the simulation against recorded airspace data. Additionally, the techniques carry with them a mathematical value of the worth of each prediction-a statistical uncertainty for any robustness estimate. Uncertainty Quantification (UQ) is the process of quantitative characterization and ultimately a reduction of uncertainties in complex systems. UQ is important for understanding the influence of uncertainties on the behavior of a system and therefore is valuable for design, analysis, and verification and validation. In this paper, we apply advanced statistical modeling methodologies and techniques on an advanced air traffic management system, namely the Terminal Tactical Separation Assured Flight Environment (T-TSAFE). We show initial results for a parameter analysis and safety boundary (envelope) detection in the high-dimensional parameter space. For our boundary analysis, we developed a new sequential approach based upon the design of computer experiments, allowing us to incorporate knowledge from domain experts into our modeling and to determine the most likely boundary shapes and its parameters. We carried out the analysis on system parameters and describe an initial approach that will allow us to include time-series inputs, such as the radar track data, into the analysis

A Complex Network Approach to Stylometry

PubMed Central

Amancio, Diego Raphael

2015-01-01

Statistical methods have been widely employed to study the fundamental properties of language. In recent years, methods from complex and dynamical systems proved useful to create several language models. Despite the large amount of studies devoted to represent texts with physical models, only a limited number of studies have shown how the properties of the underlying physical systems can be employed to improve the performance of natural language processing tasks. In this paper, I address this problem by devising complex networks methods that are able to improve the performance of current statistical methods. Using a fuzzy classification strategy, I show that the topological properties extracted from texts complement the traditional textual description. In several cases, the performance obtained with hybrid approaches outperformed the results obtained when only traditional or networked methods were used. Because the proposed model is generic, the framework devised here could be straightforwardly used to study similar textual applications where the topology plays a pivotal role in the description of the interacting agents. PMID:26313921

Beyond description. Comment on "Approaching human language with complex networks" by Cong and Liu

NASA Astrophysics Data System (ADS)

Ferrer-i-Cancho, R.

2014-12-01

In their historical overview, Cong & Liu highlight Sausurre as the father of modern linguistics [1]. They apparently miss G.K. Zipf as a pioneer of the view of language as a complex system. His idea of a balance between unification and diversification forces in the organization of natural systems, e.g., vocabularies [2], can be seen as a precursor of the view of complexity as a balance between order (unification) and disorder (diversification) near the edge of chaos [3]. Although not mentioned by Cong & Liu somewhere else, trade-offs between hearer and speaker needs are very important in Zipf's view, which has inspired research on the optimal networks mapping words into meanings [4-6]. Quantitative linguists regard G.K. Zipf as the funder of modern quantitative linguistics [7], a discipline where statistics plays a central role as in network science. Interestingly, that centrality of statistics is missing Saussure's work and that of many of his successors.

Spectral statistics and scattering resonances of complex primes arrays

NASA Astrophysics Data System (ADS)

Wang, Ren; Pinheiro, Felipe A.; Dal Negro, Luca

2018-01-01

We introduce a class of aperiodic arrays of electric dipoles generated from the distribution of prime numbers in complex quadratic fields (Eisenstein and Gaussian primes) as well as quaternion primes (Hurwitz and Lifschitz primes), and study the nature of their scattering resonances using the vectorial Green's matrix method. In these systems we demonstrate several distinctive spectral properties, such as the absence of level repulsion in the strongly scattering regime, critical statistics of level spacings, and the existence of critical modes, which are extended fractal modes with long lifetimes not supported by either random or periodic systems. Moreover, we show that one can predict important physical properties, such as the existence spectral gaps, by analyzing the eigenvalue distribution of the Green's matrix of the arrays in the complex plane. Our results unveil the importance of aperiodic correlations in prime number arrays for the engineering of gapped photonic media that support far richer mode localization and spectral properties compared to usual periodic and random media.

Data Science in the Research Domain Criteria Era: Relevance of Machine Learning to the Study of Stress Pathology, Recovery, and Resilience

PubMed Central

Galatzer-Levy, Isaac R.; Ruggles, Kelly; Chen, Zhe

2017-01-01

Diverse environmental and biological systems interact to influence individual differences in response to environmental stress. Understanding the nature of these complex relationships can enhance the development of methods to: (1) identify risk, (2) classify individuals as healthy or ill, (3) understand mechanisms of change, and (4) develop effective treatments. The Research Domain Criteria (RDoC) initiative provides a theoretical framework to understand health and illness as the product of multiple inter-related systems but does not provide a framework to characterize or statistically evaluate such complex relationships. Characterizing and statistically evaluating models that integrate multiple levels (e.g. synapses, genes, environmental factors) as they relate to outcomes that a free from prior diagnostic benchmarks represents a challenge requiring new computational tools that are capable to capture complex relationships and identify clinically relevant populations. In the current review, we will summarize machine learning methods that can achieve these goals. PMID:29527592

Efficient evaluation of wireless real-time control networks.

PubMed

Horvath, Peter; Yampolskiy, Mark; Koutsoukos, Xenofon

2015-02-11

In this paper, we present a system simulation framework for the design and performance evaluation of complex wireless cyber-physical systems. We describe the simulator architecture and the specific developments that are required to simulate cyber-physical systems relying on multi-channel, multihop mesh networks. We introduce realistic and efficient physical layer models and a system simulation methodology, which provides statistically significant performance evaluation results with low computational complexity. The capabilities of the proposed framework are illustrated in the example of WirelessHART, a centralized, real-time, multi-hop mesh network designed for industrial control and monitor applications.

Phase transitions in the first-passage time of scale-invariant correlated processes

PubMed Central

Carretero-Campos, Concepción; Bernaola-Galván, Pedro; Ch. Ivanov, Plamen

2012-01-01

A key quantity describing the dynamics of complex systems is the first-passage time (FPT). The statistical properties of FPT depend on the specifics of the underlying system dynamics. We present a unified approach to account for the diversity of statistical behaviors of FPT observed in real-world systems. We find three distinct regimes, separated by two transition points, with fundamentally different behavior for FPT as a function of increasing strength of the correlations in the system dynamics: stretched exponential, power-law, and saturation regimes. In the saturation regime, the average length of FPT diverges proportionally to the system size, with important implications for understanding electronic delocalization in one-dimensional correlated-disordered systems. PMID:22400544

The Equity of New York State's System of Financing Schools: An Update.

ERIC Educational Resources Information Center

Scheuer, Joan

1983-01-01

This statistical analysis of the equity and efficiency of New York's complex school finance system concludes that legislation since 1975 has neither significantly reduced wide disparities in local spending nor weakened the link between wealth and expenditure because the system cannot be improved without a substantial funding increase. (MJL)

Trajectory-probed instability and statistics of desynchronization events in coupled chaotic systems

NASA Astrophysics Data System (ADS)

de Oliveira, Gilson F.; Chevrollier, Martine; Passerat de Silans, Thierry; Oriá, Marcos; de Souza Cavalcante, Hugo L. D.

2015-11-01

Complex systems, such as financial markets, earthquakes, and neurological networks, exhibit extreme events whose mechanisms of formation are not still completely understood. These mechanisms may be identified and better studied in simpler systems with dynamical features similar to the ones encountered in the complex system of interest. For instance, sudden and brief departures from the synchronized state observed in coupled chaotic systems were shown to display non-normal statistical distributions similar to events observed in the complex systems cited above. The current hypothesis accepted is that these desynchronization events are influenced by the presence of unstable object(s) in the phase space of the system. Here, we present further evidence that the occurrence of large events is triggered by the visitation of the system's phase-space trajectory to the vicinity of these unstable objects. In the system studied here, this visitation is controlled by a single parameter, and we exploit this feature to observe the effect of the visitation rate in the overall instability of the synchronized state. We find that the probability of escapes from the synchronized state and the size of those desynchronization events are enhanced in attractors whose shapes permit the chaotic trajectories to approach the region of strong instability. This result shows that the occurrence of large events requires not only a large local instability to amplify noise, or to amplify the effect of parameter mismatch between the coupled subsystems, but also that the trajectories of the system wander close to this local instability.

RADSS: an integration of GIS, spatial statistics, and network service for regional data mining

NASA Astrophysics Data System (ADS)

Hu, Haitang; Bao, Shuming; Lin, Hui; Zhu, Qing

2005-10-01

Regional data mining, which aims at the discovery of knowledge about spatial patterns, clusters or association between regions, has widely applications nowadays in social science, such as sociology, economics, epidemiology, crime, and so on. Many applications in the regional or other social sciences are more concerned with the spatial relationship, rather than the precise geographical location. Based on the spatial continuity rule derived from Tobler's first law of geography: observations at two sites tend to be more similar to each other if the sites are close together than if far apart, spatial statistics, as an important means for spatial data mining, allow the users to extract the interesting and useful information like spatial pattern, spatial structure, spatial association, spatial outlier and spatial interaction, from the vast amount of spatial data or non-spatial data. Therefore, by integrating with the spatial statistical methods, the geographical information systems will become more powerful in gaining further insights into the nature of spatial structure of regional system, and help the researchers to be more careful when selecting appropriate models. However, the lack of such tools holds back the application of spatial data analysis techniques and development of new methods and models (e.g., spatio-temporal models). Herein, we make an attempt to develop such an integrated software and apply it into the complex system analysis for the Poyang Lake Basin. This paper presents a framework for integrating GIS, spatial statistics and network service in regional data mining, as well as their implementation. After discussing the spatial statistics methods involved in regional complex system analysis, we introduce RADSS (Regional Analysis and Decision Support System), our new regional data mining tool, by integrating GIS, spatial statistics and network service. RADSS includes the functions of spatial data visualization, exploratory spatial data analysis, and spatial statistics. The tool also includes some fundamental spatial and non-spatial database in regional population and environment, which can be updated by external database via CD or network. Utilizing this data mining and exploratory analytical tool, the users can easily and quickly analyse the huge mount of the interrelated regional data, and better understand the spatial patterns and trends of the regional development, so as to make a credible and scientific decision. Moreover, it can be used as an educational tool for spatial data analysis and environmental studies. In this paper, we also present a case study on Poyang Lake Basin as an application of the tool and spatial data mining in complex environmental studies. At last, several concluding remarks are discussed.

Reversibility in Quantum Models of Stochastic Processes

NASA Astrophysics Data System (ADS)

Gier, David; Crutchfield, James; Mahoney, John; James, Ryan

Natural phenomena such as time series of neural firing, orientation of layers in crystal stacking and successive measurements in spin-systems are inherently probabilistic. The provably minimal classical models of such stochastic processes are ɛ-machines, which consist of internal states, transition probabilities between states and output values. The topological properties of the ɛ-machine for a given process characterize the structure, memory and patterns of that process. However ɛ-machines are often not ideal because their statistical complexity (Cμ) is demonstrably greater than the excess entropy (E) of the processes they represent. Quantum models (q-machines) of the same processes can do better in that their statistical complexity (Cq) obeys the relation Cμ >= Cq >= E. q-machines can be constructed to consider longer lengths of strings, resulting in greater compression. With code-words of sufficiently long length, the statistical complexity becomes time-symmetric - a feature apparently novel to this quantum representation. This result has ramifications for compression of classical information in quantum computing and quantum communication technology.

Dynamical analogy between economical crisis and earthquake dynamics within the nonextensive statistical mechanics framework

NASA Astrophysics Data System (ADS)

Potirakis, Stelios M.; Zitis, Pavlos I.; Eftaxias, Konstantinos

2013-07-01

The field of study of complex systems considers that the dynamics of complex systems are founded on universal principles that may be used to describe a great variety of scientific and technological approaches of different types of natural, artificial, and social systems. Several authors have suggested that earthquake dynamics and the dynamics of economic (financial) systems can be analyzed within similar mathematical frameworks. We apply concepts of the nonextensive statistical physics, on time-series data of observable manifestations of the underlying complex processes ending up with these different extreme events, in order to support the suggestion that a dynamical analogy exists between a financial crisis (in the form of share or index price collapse) and a single earthquake. We also investigate the existence of such an analogy by means of scale-free statistics (the Gutenberg-Richter distribution of event sizes). We show that the populations of: (i) fracto-electromagnetic events rooted in the activation of a single fault, emerging prior to a significant earthquake, (ii) the trade volume events of different shares/economic indices, prior to a collapse, and (iii) the price fluctuation (considered as the difference of maximum minus minimum price within a day) events of different shares/economic indices, prior to a collapse, follow both the traditional Gutenberg-Richter law as well as a nonextensive model for earthquake dynamics, with similar parameter values. The obtained results imply the existence of a dynamic analogy between earthquakes and economic crises, which moreover follow the dynamics of seizures, magnetic storms and solar flares.

Renewal Processes in the Critical Brain

NASA Astrophysics Data System (ADS)

Allegrini, Paolo; Paradisi, Paolo; Menicucci, Danilo; Gemignani, Angelo

We describe herein a multidisciplinary research, as it developes and applies concepts of the theory of complexity, in turn stemming from recent advancements of statistical physics, onto cognitive neuroscience. We discuss (define) complexity, and how the human brain is a paradigm of it. We discuss how the hypothesis of brain activity dynamically behaving as a critical system is taking momentum in literature, then we focus on a feature of critical systems (hence of the brain), which is the intermittent passage between metastable states, marked by events, locally resetting the memory, but giving rise to correlation functions with infinite correlation times. The events, extracted from multi-channel ElectroEncephaloGrams, mark (are interpreted as) a birth/death process of cooperation, namely of system elements being recruited into collective states. Finally we discuss a recently discovered form of control (in the form of a new Linear Response Theory), that allows an optimized information transmission between complex systems, named Complexity Matching.

Statistical physics of the symmetric group.

PubMed

Williams, Mobolaji

2017-04-01

Ordered chains (such as chains of amino acids) are ubiquitous in biological cells, and these chains perform specific functions contingent on the sequence of their components. Using the existence and general properties of such sequences as a theoretical motivation, we study the statistical physics of systems whose state space is defined by the possible permutations of an ordered list, i.e., the symmetric group, and whose energy is a function of how certain permutations deviate from some chosen correct ordering. Such a nonfactorizable state space is quite different from the state spaces typically considered in statistical physics systems and consequently has novel behavior in systems with interacting and even noninteracting Hamiltonians. Various parameter choices of a mean-field model reveal the system to contain five different physical regimes defined by two transition temperatures, a triple point, and a quadruple point. Finally, we conclude by discussing how the general analysis can be extended to state spaces with more complex combinatorial properties and to other standard questions of statistical mechanics models.

Statistical physics of the symmetric group

NASA Astrophysics Data System (ADS)

Williams, Mobolaji

2017-04-01

Ordered chains (such as chains of amino acids) are ubiquitous in biological cells, and these chains perform specific functions contingent on the sequence of their components. Using the existence and general properties of such sequences as a theoretical motivation, we study the statistical physics of systems whose state space is defined by the possible permutations of an ordered list, i.e., the symmetric group, and whose energy is a function of how certain permutations deviate from some chosen correct ordering. Such a nonfactorizable state space is quite different from the state spaces typically considered in statistical physics systems and consequently has novel behavior in systems with interacting and even noninteracting Hamiltonians. Various parameter choices of a mean-field model reveal the system to contain five different physical regimes defined by two transition temperatures, a triple point, and a quadruple point. Finally, we conclude by discussing how the general analysis can be extended to state spaces with more complex combinatorial properties and to other standard questions of statistical mechanics models.

Quantum formalism for classical statistics

NASA Astrophysics Data System (ADS)

Wetterich, C.

2018-06-01

In static classical statistical systems the problem of information transport from a boundary to the bulk finds a simple description in terms of wave functions or density matrices. While the transfer matrix formalism is a type of Heisenberg picture for this problem, we develop here the associated Schrödinger picture that keeps track of the local probabilistic information. The transport of the probabilistic information between neighboring hypersurfaces obeys a linear evolution equation, and therefore the superposition principle for the possible solutions. Operators are associated to local observables, with rules for the computation of expectation values similar to quantum mechanics. We discuss how non-commutativity naturally arises in this setting. Also other features characteristic of quantum mechanics, such as complex structure, change of basis or symmetry transformations, can be found in classical statistics once formulated in terms of wave functions or density matrices. We construct for every quantum system an equivalent classical statistical system, such that time in quantum mechanics corresponds to the location of hypersurfaces in the classical probabilistic ensemble. For suitable choices of local observables in the classical statistical system one can, in principle, compute all expectation values and correlations of observables in the quantum system from the local probabilistic information of the associated classical statistical system. Realizing a static memory material as a quantum simulator for a given quantum system is not a matter of principle, but rather of practical simplicity.

Computational algebraic geometry for statistical modeling FY09Q2 progress.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Thompson, David C.; Rojas, Joseph Maurice; Pebay, Philippe Pierre

2009-03-01

This is a progress report on polynomial system solving for statistical modeling. This is a progress report on polynomial system solving for statistical modeling. This quarter we have developed our first model of shock response data and an algorithm for identifying the chamber cone containing a polynomial system in n variables with n+k terms within polynomial time - a significant improvement over previous algorithms, all having exponential worst-case complexity. We have implemented and verified the chamber cone algorithm for n+3 and are working to extend the implementation to handle arbitrary k. Later sections of this report explain chamber cones inmore » more detail; the next section provides an overview of the project and how the current progress fits into it.« less

The Complexity of Primary Care Psychology: Theoretical Foundations.

PubMed

Smit, E H; Derksen, J J L

2015-07-01

How does primary care psychology deal with organized complexity? Has it escaped Newtonian science? Has it, as Weaver (1991) suggests, found a way to 'manage problems with many interrelated factors that cannot be dealt by statistical techniques'? Computer simulations and mathematical models in psychology are ongoing positive developments in the study of complex systems. However, the theoretical development of complex systems in psychology lags behind these advances. In this article we use complexity science to develop a theory on experienced complexity in the daily practice of primary care psychologists. We briefly answer the ontological question of what we see (from the perspective of primary care psychology) as reality, the epistemological question of what we can know, the methodological question of how to act, and the ethical question of what is good care. Following our empirical study, we conclude that complexity science can describe the experienced complexity of the psychologist and offer room for personalized client-centered care. Complexity science is slowly filling the gap between the dominant reductionist theory and complex daily practice.

Combining inventories of land cover and forest resources with prediction models and remotely sensed data

Treesearch

Raymond L. Czaplewski

1989-01-01

It is difficult to design systems for national and global resource inventory and analysis that efficiently satisfy changing, and increasingly complex objectives. It is proposed that individual inventory, monitoring, modeling, and remote sensing systems be specialized to achieve portions of the objectives. These separate systems can be statistically linked to accomplish...

Mapping fuels at multiple scales: landscape application of the fuel characteristic classification system.

Treesearch

D. McKenzie; C.L. Raymond; L.-K.B. Kellogg; R.A. Norheim; A.G. Andreu; A.C. Bayard; K.E. Kopper; E. Elman

2007-01-01

Fuel mapping is a complex and often multidisciplinary process, involving remote sensing, ground-based validation, statistical modeling, and knowledge-based systems. The scale and resolution of fuel mapping depend both on objectives and availability of spatial data layers. We demonstrate use of the Fuel Characteristic Classification System (FCCS) for fuel mapping at two...

The World of Juvenile Justice According to the Numbers

ERIC Educational Resources Information Center

Rozalski, Michael; Deignan, Marilyn; Engel, Suzanne

2008-01-01

Intended to be an instructive, yet sobering, introduction to the complex and disturbing nature of the juvenile justice system, this article details the "numbers," including selected percentages, ratios, and dollar amounts, that are relevant to developing a better understanding of the juvenile justice system. General statistics about juvenile and…

Statistical benchmark for BosonSampling

NASA Astrophysics Data System (ADS)

Walschaers, Mattia; Kuipers, Jack; Urbina, Juan-Diego; Mayer, Klaus; Tichy, Malte Christopher; Richter, Klaus; Buchleitner, Andreas

2016-03-01

Boson samplers—set-ups that generate complex many-particle output states through the transmission of elementary many-particle input states across a multitude of mutually coupled modes—promise the efficient quantum simulation of a classically intractable computational task, and challenge the extended Church-Turing thesis, one of the fundamental dogmas of computer science. However, as in all experimental quantum simulations of truly complex systems, one crucial problem remains: how to certify that a given experimental measurement record unambiguously results from enforcing the claimed dynamics, on bosons, fermions or distinguishable particles? Here we offer a statistical solution to the certification problem, identifying an unambiguous statistical signature of many-body quantum interference upon transmission across a multimode, random scattering device. We show that statistical analysis of only partial information on the output state allows to characterise the imparted dynamics through particle type-specific features of the emerging interference patterns. The relevant statistical quantifiers are classically computable, define a falsifiable benchmark for BosonSampling, and reveal distinctive features of many-particle quantum dynamics, which go much beyond mere bunching or anti-bunching effects.

Modeling Stochastic Complexity in Complex Adaptive Systems: Non-Kolmogorov Probability and the Process Algebra Approach.

PubMed

Sulis, William H

2017-10-01

Walter Freeman III pioneered the application of nonlinear dynamical systems theories and methodologies in his work on mesoscopic brain dynamics.Sadly, mainstream psychology and psychiatry still cling to linear correlation based data analysis techniques, which threaten to subvert the process of experimentation and theory building. In order to progress, it is necessary to develop tools capable of managing the stochastic complexity of complex biopsychosocial systems, which includes multilevel feedback relationships, nonlinear interactions, chaotic dynamics and adaptability. In addition, however, these systems exhibit intrinsic randomness, non-Gaussian probability distributions, non-stationarity, contextuality, and non-Kolmogorov probabilities, as well as the absence of mean and/or variance and conditional probabilities. These properties and their implications for statistical analysis are discussed. An alternative approach, the Process Algebra approach, is described. It is a generative model, capable of generating non-Kolmogorov probabilities. It has proven useful in addressing fundamental problems in quantum mechanics and in the modeling of developing psychosocial systems.

Improving binding mode and binding affinity predictions of docking by ligand-based search of protein conformations: evaluation in D3R grand challenge 2015

NASA Astrophysics Data System (ADS)

Xu, Xianjin; Yan, Chengfei; Zou, Xiaoqin

2017-08-01

The growing number of protein-ligand complex structures, particularly the structures of proteins co-bound with different ligands, in the Protein Data Bank helps us tackle two major challenges in molecular docking studies: the protein flexibility and the scoring function. Here, we introduced a systematic strategy by using the information embedded in the known protein-ligand complex structures to improve both binding mode and binding affinity predictions. Specifically, a ligand similarity calculation method was employed to search a receptor structure with a bound ligand sharing high similarity with the query ligand for the docking use. The strategy was applied to the two datasets (HSP90 and MAP4K4) in recent D3R Grand Challenge 2015. In addition, for the HSP90 dataset, a system-specific scoring function (ITScore2_hsp90) was generated by recalibrating our statistical potential-based scoring function (ITScore2) using the known protein-ligand complex structures and the statistical mechanics-based iterative method. For the HSP90 dataset, better performances were achieved for both binding mode and binding affinity predictions comparing with the original ITScore2 and with ensemble docking. For the MAP4K4 dataset, although there were only eight known protein-ligand complex structures, our docking strategy achieved a comparable performance with ensemble docking. Our method for receptor conformational selection and iterative method for the development of system-specific statistical potential-based scoring functions can be easily applied to other protein targets that have a number of protein-ligand complex structures available to improve predictions on binding.

Shannon entropy in the research on stationary regimes and the evolution of complexity

NASA Astrophysics Data System (ADS)

Eskov, V. M.; Eskov, V. V.; Vochmina, Yu. V.; Gorbunov, D. V.; Ilyashenko, L. K.

2017-05-01

The questions of the identification of complex biological systems (complexity) as special self-organizing systems or systems of the third type first defined by W. Weaver in 1948 continue to be of interest. No reports on the evaluation of entropy for systems of the third type were found among the publications currently available to the authors. The present study addresses the parameters of muscle biopotentials recorded using surface interference electromyography and presents the results of calculation of the Shannon entropy, autocorrelation functions, and statistical distribution functions for electromyograms of subjects in different physiological states (rest and tension of muscles). The results do not allow for statistically reliable discrimination between the functional states of muscles. However, the data obtained by calculating electromyogram quasiatttractor parameters and matrices of paired comparisons of electromyogram samples (calculation of the number k of "coinciding" pairs among the electromyogram samples) provide an integral characteristic that allows the identification of substantial differences between the state of rest and the different states of functional activity. Modifications and implementation of new methods in combination with the novel methods of the theory of chaos and self-organization are obviously essential. The stochastic approach paradigm is not applicable to systems of the third type due to continuous and chaotic changes of the parameters of the state vector x( t) of an organism or the contrasting constancy of these parameters (in the case of entropy).

Statistical learning and the challenge of syntax: Beyond finite state automata

NASA Astrophysics Data System (ADS)

Elman, Jeff

2003-10-01

Over the past decade, it has been clear that even very young infants are sensitive to the statistical structure of language input presented to them, and use the distributional regularities to induce simple grammars. But can such statistically-driven learning also explain the acquisition of more complex grammar, particularly when the grammar includes recursion? Recent claims (e.g., Hauser, Chomsky, and Fitch, 2002) have suggested that the answer is no, and that at least recursion must be an innate capacity of the human language acquisition device. In this talk evidence will be presented that indicates that, in fact, statistically-driven learning (embodied in recurrent neural networks) can indeed enable the learning of complex grammatical patterns, including those that involve recursion. When the results are generalized to idealized machines, it is found that the networks are at least equivalent to Push Down Automata. Perhaps more interestingly, with limited and finite resources (such as are presumed to exist in the human brain) these systems demonstrate patterns of performance that resemble those in humans.

Magnetic storms and solar flares: can be analysed within similar mathematical framework with other extreme events?

NASA Astrophysics Data System (ADS)

Balasis, Georgios; Potirakis, Stelios M.; Papadimitriou, Constantinos; Zitis, Pavlos I.; Eftaxias, Konstantinos

2015-04-01

The field of study of complex systems considers that the dynamics of complex systems are founded on universal principles that may be used to describe a great variety of scientific and technological approaches of different types of natural, artificial, and social systems. We apply concepts of the nonextensive statistical physics, on time-series data of observable manifestations of the underlying complex processes ending up to different extreme events, in order to support the suggestion that a dynamical analogy characterizes the generation of a single magnetic storm, solar flare, earthquake (in terms of pre-seismic electromagnetic signals) , epileptic seizure, and economic crisis. The analysis reveals that all the above mentioned different extreme events can be analyzed within similar mathematical framework. More precisely, we show that the populations of magnitudes of fluctuations included in all the above mentioned pulse-like-type time series follow the traditional Gutenberg-Richter law as well as a nonextensive model for earthquake dynamics, with similar nonextensive q-parameter values. Moreover, based on a multidisciplinary statistical analysis we show that the extreme events are characterized by crucial common symptoms, namely: (i) high organization, high compressibility, low complexity, high information content; (ii) strong persistency; and (iii) existence of clear preferred direction of emerged activities. These symptoms clearly discriminate the appearance of the extreme events under study from the corresponding background noise.

Autonomous Modeling, Statistical Complexity and Semi-annealed Treatment of Boolean Networks

NASA Astrophysics Data System (ADS)

Gong, Xinwei

This dissertation presents three studies on Boolean networks. Boolean networks are a class of mathematical systems consisting of interacting elements with binary state variables. Each element is a node with a Boolean logic gate, and the presence of interactions between any two nodes is represented by directed links. Boolean networks that implement the logic structures of real systems are studied as coarse-grained models of the real systems. Large random Boolean networks are studied with mean field approximations and used to provide a baseline of possible behaviors of large real systems. This dissertation presents one study of the former type, concerning the stable oscillation of a yeast cell-cycle oscillator, and two studies of the latter type, respectively concerning the statistical complexity of large random Boolean networks and an extension of traditional mean field techniques that accounts for the presence of short loops. In the cell-cycle oscillator study, a novel autonomous update scheme is introduced to study the stability of oscillations in small networks. A motif that corrects pulse-growing perturbations and a motif that grows pulses are identified. A combination of the two motifs is capable of sustaining stable oscillations. Examining a Boolean model of the yeast cell-cycle oscillator using an autonomous update scheme yields evidence that it is endowed with such a combination. Random Boolean networks are classified as ordered, critical or disordered based on their response to small perturbations. In the second study, random Boolean networks are taken as prototypical cases for the evaluation of two measures of complexity based on a criterion for optimal statistical prediction. One measure, defined for homogeneous systems, does not distinguish between the static spatial inhomogeneity in the ordered phase and the dynamical inhomogeneity in the disordered phase. A modification in which complexities of individual nodes are calculated yields vanishing complexity values for networks in the ordered and critical phases and for highly disordered networks, peaking somewhere in the disordered phase. Individual nodes with high complexity have, on average, a larger influence on the system dynamics. Lastly, a semi-annealed approximation that preserves the correlation between states at neighboring nodes is introduced to study a social game-inspired network model in which all links are bidirectional and all nodes have a self-input. The technique developed here is shown to yield accurate predictions of distribution of players' states, and accounts for some nontrivial collective behavior of game theoretic interest.

Advanced functional network analysis in the geosciences: The pyunicorn package

NASA Astrophysics Data System (ADS)

Donges, Jonathan F.; Heitzig, Jobst; Runge, Jakob; Schultz, Hanna C. H.; Wiedermann, Marc; Zech, Alraune; Feldhoff, Jan; Rheinwalt, Aljoscha; Kutza, Hannes; Radebach, Alexander; Marwan, Norbert; Kurths, Jürgen

2013-04-01

Functional networks are a powerful tool for analyzing large geoscientific datasets such as global fields of climate time series originating from observations or model simulations. pyunicorn (pythonic unified complex network and recurrence analysis toolbox) is an open-source, fully object-oriented and easily parallelizable package written in the language Python. It allows for constructing functional networks (aka climate networks) representing the structure of statistical interrelationships in large datasets and, subsequently, investigating this structure using advanced methods of complex network theory such as measures for networks of interacting networks, node-weighted statistics or network surrogates. Additionally, pyunicorn allows to study the complex dynamics of geoscientific systems as recorded by time series by means of recurrence networks and visibility graphs. The range of possible applications of the package is outlined drawing on several examples from climatology.

Statistics and Informatics in Space Astrophysics

NASA Astrophysics Data System (ADS)

Feigelson, E.

2017-12-01

The interest in statistical and computational methodology has seen rapid growth in space-based astrophysics, parallel to the growth seen in Earth remote sensing. There is widespread agreement that scientific interpretation of the cosmic microwave background, discovery of exoplanets, and classifying multiwavelength surveys is too complex to be accomplished with traditional techniques. NASA operates several well-functioning Science Archive Research Centers providing 0.5 PBy datasets to the research community. These databases are integrated with full-text journal articles in the NASA Astrophysics Data System (200K pageviews/day). Data products use interoperable formats and protocols established by the International Virtual Observatory Alliance. NASA supercomputers also support complex astrophysical models of systems such as accretion disks and planet formation. Academic researcher interest in methodology has significantly grown in areas such as Bayesian inference and machine learning, and statistical research is underway to treat problems such as irregularly spaced time series and astrophysical model uncertainties. Several scholarly societies have created interest groups in astrostatistics and astroinformatics. Improvements are needed on several fronts. Community education in advanced methodology is not sufficiently rapid to meet the research needs. Statistical procedures within NASA science analysis software are sometimes not optimal, and pipeline development may not use modern software engineering techniques. NASA offers few grant opportunities supporting research in astroinformatics and astrostatistics.

A Statistical Physics Characterization of the Complex Systems Dynamics: Quantifying Complexity from Spatio-Temporal Interactions

PubMed Central

Koorehdavoudi, Hana; Bogdan, Paul

2016-01-01

Biological systems are frequently categorized as complex systems due to their capabilities of generating spatio-temporal structures from apparent random decisions. In spite of research on analyzing biological systems, we lack a quantifiable framework for measuring their complexity. To fill this gap, in this paper, we develop a new paradigm to study a collective group of N agents moving and interacting in a three-dimensional space. Our paradigm helps to identify the spatio-temporal states of the motion of the group and their associated transition probabilities. This framework enables the estimation of the free energy landscape corresponding to the identified states. Based on the energy landscape, we quantify missing information, emergence, self-organization and complexity for a collective motion. We show that the collective motion of the group of agents evolves to reach the most probable state with relatively lowest energy level and lowest missing information compared to other possible states. Our analysis demonstrates that the natural group of animals exhibit a higher degree of emergence, self-organization and complexity over time. Consequently, this algorithm can be integrated into new frameworks to engineer collective motions to achieve certain degrees of emergence, self-organization and complexity. PMID:27297496

A Statistical Physics Characterization of the Complex Systems Dynamics: Quantifying Complexity from Spatio-Temporal Interactions

NASA Astrophysics Data System (ADS)

Koorehdavoudi, Hana; Bogdan, Paul

2016-06-01

Biological systems are frequently categorized as complex systems due to their capabilities of generating spatio-temporal structures from apparent random decisions. In spite of research on analyzing biological systems, we lack a quantifiable framework for measuring their complexity. To fill this gap, in this paper, we develop a new paradigm to study a collective group of N agents moving and interacting in a three-dimensional space. Our paradigm helps to identify the spatio-temporal states of the motion of the group and their associated transition probabilities. This framework enables the estimation of the free energy landscape corresponding to the identified states. Based on the energy landscape, we quantify missing information, emergence, self-organization and complexity for a collective motion. We show that the collective motion of the group of agents evolves to reach the most probable state with relatively lowest energy level and lowest missing information compared to other possible states. Our analysis demonstrates that the natural group of animals exhibit a higher degree of emergence, self-organization and complexity over time. Consequently, this algorithm can be integrated into new frameworks to engineer collective motions to achieve certain degrees of emergence, self-organization and complexity.

PUNCHED CARD SYSTEM NEEDN'T BE COMPLEX TO GIVE COMPLETE CONTROL.

ERIC Educational Resources Information Center

BEMIS, HAZEL T.

AT WORCESTER JUNIOR COLLEGE, MASSACHUSETTS, USE OF A MANUALLY OPERATED PUNCHED CARD SYSTEM HAS RESULTED IN (1) SIMPLIFIED REGISTRATION PROCEDURES, (2) QUICK ANALYSIS OF CONFLICTS AND PROBLEMS IN CLASS SCHEDULING, (3) READY ACCESS TO STATISTICAL INFORMATION, (4) DIRECTORY INFORMATION IN A WIDE RANGE OF CLASSIFICATIONS, (5) EASY VERIFICATION OF…

Self-Organization: Complex Dynamical Systems in the Evolution of Speech

NASA Astrophysics Data System (ADS)

Oudeyer, Pierre-Yves

Human vocalization systems are characterized by complex structural properties. They are combinatorial, based on the systematic reuse of phonemes, and the set of repertoires in human languages is characterized by both strong statistical regularities—universals—and a great diversity. Besides, they are conventional codes culturally shared in each community of speakers. What are the origins of the forms of speech? What are the mechanisms that permitted their evolution in the course of phylogenesis and cultural evolution? How can a shared speech code be formed in a community of individuals? This chapter focuses on the way the concept of self-organization, and its interaction with natural selection, can throw light on these three questions. In particular, a computational model is presented which shows that a basic neural equipment for adaptive holistic vocal imitation, coupling directly motor and perceptual representations in the brain, can generate spontaneously shared combinatorial systems of vocalizations in a society of babbling individuals. Furthermore, we show how morphological and physiological innate constraints can interact with these self-organized mechanisms to account for both the formation of statistical regularities and diversity in vocalization systems.

Universality classes of fluctuation dynamics in hierarchical complex systems

NASA Astrophysics Data System (ADS)

Macêdo, A. M. S.; González, Iván R. Roa; Salazar, D. S. P.; Vasconcelos, G. L.

2017-03-01

A unified approach is proposed to describe the statistics of the short-time dynamics of multiscale complex systems. The probability density function of the relevant time series (signal) is represented as a statistical superposition of a large time-scale distribution weighted by the distribution of certain internal variables that characterize the slowly changing background. The dynamics of the background is formulated as a hierarchical stochastic model whose form is derived from simple physical constraints, which in turn restrict the dynamics to only two possible classes. The probability distributions of both the signal and the background have simple representations in terms of Meijer G functions. The two universality classes for the background dynamics manifest themselves in the signal distribution as two types of tails: power law and stretched exponential, respectively. A detailed analysis of empirical data from classical turbulence and financial markets shows excellent agreement with the theory.

Extended q -Gaussian and q -exponential distributions from gamma random variables

NASA Astrophysics Data System (ADS)

Budini, Adrián A.

2015-05-01

The family of q -Gaussian and q -exponential probability densities fit the statistical behavior of diverse complex self-similar nonequilibrium systems. These distributions, independently of the underlying dynamics, can rigorously be obtained by maximizing Tsallis "nonextensive" entropy under appropriate constraints, as well as from superstatistical models. In this paper we provide an alternative and complementary scheme for deriving these objects. We show that q -Gaussian and q -exponential random variables can always be expressed as a function of two statistically independent gamma random variables with the same scale parameter. Their shape index determines the complexity q parameter. This result also allows us to define an extended family of asymmetric q -Gaussian and modified q -exponential densities, which reduce to the standard ones when the shape parameters are the same. Furthermore, we demonstrate that a simple change of variables always allows relating any of these distributions with a beta stochastic variable. The extended distributions are applied in the statistical description of different complex dynamics such as log-return signals in financial markets and motion of point defects in a fluid flow.

Habitat Complexity in Aquatic Microcosms Affects Processes Driven by Detritivores

PubMed Central

Flores, Lorea; Bailey, R. A.; Elosegi, Arturo; Larrañaga, Aitor; Reiss, Julia

2016-01-01

Habitat complexity can influence predation rates (e.g. by providing refuge) but other ecosystem processes and species interactions might also be modulated by the properties of habitat structure. Here, we focussed on how complexity of artificial habitat (plastic plants), in microcosms, influenced short-term processes driven by three aquatic detritivores. The effects of habitat complexity on leaf decomposition, production of fine organic matter and pH levels were explored by measuring complexity in three ways: 1. as the presence vs. absence of habitat structure; 2. as the amount of structure (3 or 4.5 g of plastic plants); and 3. as the spatial configuration of structures (measured as fractal dimension). The experiment also addressed potential interactions among the consumers by running all possible species combinations. In the experimental microcosms, habitat complexity influenced how species performed, especially when comparing structure present vs. structure absent. Treatments with structure showed higher fine particulate matter production and lower pH compared to treatments without structures and this was probably due to higher digestion and respiration when structures were present. When we explored the effects of the different complexity levels, we found that the amount of structure added explained more than the fractal dimension of the structures. We give a detailed overview of the experimental design, statistical models and R codes, because our statistical analysis can be applied to other study systems (and disciplines such as restoration ecology). We further make suggestions of how to optimise statistical power when artificially assembling, and analysing, ‘habitat complexity’ by not confounding complexity with the amount of structure added. In summary, this study highlights the importance of habitat complexity for energy flow and the maintenance of ecosystem processes in aquatic ecosystems. PMID:27802267

Experimentally modeling stochastic processes with less memory by the use of a quantum processor

PubMed Central

Palsson, Matthew S.; Gu, Mile; Ho, Joseph; Wiseman, Howard M.; Pryde, Geoff J.

2017-01-01

Computer simulation of observable phenomena is an indispensable tool for engineering new technology, understanding the natural world, and studying human society. However, the most interesting systems are often so complex that simulating their future behavior demands storing immense amounts of information regarding how they have behaved in the past. For increasingly complex systems, simulation becomes increasingly difficult and is ultimately constrained by resources such as computer memory. Recent theoretical work shows that quantum theory can reduce this memory requirement beyond ultimate classical limits, as measured by a process’ statistical complexity, C. We experimentally demonstrate this quantum advantage in simulating stochastic processes. Our quantum implementation observes a memory requirement of Cq = 0.05 ± 0.01, far below the ultimate classical limit of C = 1. Scaling up this technique would substantially reduce the memory required in simulations of more complex systems. PMID:28168218

Chemometric and multivariate statistical analysis of time-of-flight secondary ion mass spectrometry spectra from complex Cu-Fe sulfides.

PubMed

Kalegowda, Yogesh; Harmer, Sarah L

2012-03-20

Time-of-flight secondary ion mass spectrometry (TOF-SIMS) spectra of mineral samples are complex, comprised of large mass ranges and many peaks. Consequently, characterization and classification analysis of these systems is challenging. In this study, different chemometric and statistical data evaluation methods, based on monolayer sensitive TOF-SIMS data, have been tested for the characterization and classification of copper-iron sulfide minerals (chalcopyrite, chalcocite, bornite, and pyrite) at different flotation pulp conditions (feed, conditioned feed, and Eh modified). The complex mass spectral data sets were analyzed using the following chemometric and statistical techniques: principal component analysis (PCA); principal component-discriminant functional analysis (PC-DFA); soft independent modeling of class analogy (SIMCA); and k-Nearest Neighbor (k-NN) classification. PCA was found to be an important first step in multivariate analysis, providing insight into both the relative grouping of samples and the elemental/molecular basis for those groupings. For samples exposed to oxidative conditions (at Eh ~430 mV), each technique (PCA, PC-DFA, SIMCA, and k-NN) was found to produce excellent classification. For samples at reductive conditions (at Eh ~ -200 mV SHE), k-NN and SIMCA produced the most accurate classification. Phase identification of particles that contain the same elements but a different crystal structure in a mixed multimetal mineral system has been achieved.

Equilibration, thermalisation, and the emergence of statistical mechanics in closed quantum systems

NASA Astrophysics Data System (ADS)

Gogolin, Christian; Eisert, Jens

2016-05-01

We review selected advances in the theoretical understanding of complex quantum many-body systems with regard to emergent notions of quantum statistical mechanics. We cover topics such as equilibration and thermalisation in pure state statistical mechanics, the eigenstate thermalisation hypothesis, the equivalence of ensembles, non-equilibration dynamics following global and local quenches as well as ramps. We also address initial state independence, absence of thermalisation, and many-body localisation. We elucidate the role played by key concepts for these phenomena, such as Lieb-Robinson bounds, entanglement growth, typicality arguments, quantum maximum entropy principles and the generalised Gibbs ensembles, and quantum (non-)integrability. We put emphasis on rigorous approaches and present the most important results in a unified language.

Equilibration, thermalisation, and the emergence of statistical mechanics in closed quantum systems.

PubMed

Gogolin, Christian; Eisert, Jens

2016-05-01

We review selected advances in the theoretical understanding of complex quantum many-body systems with regard to emergent notions of quantum statistical mechanics. We cover topics such as equilibration and thermalisation in pure state statistical mechanics, the eigenstate thermalisation hypothesis, the equivalence of ensembles, non-equilibration dynamics following global and local quenches as well as ramps. We also address initial state independence, absence of thermalisation, and many-body localisation. We elucidate the role played by key concepts for these phenomena, such as Lieb-Robinson bounds, entanglement growth, typicality arguments, quantum maximum entropy principles and the generalised Gibbs ensembles, and quantum (non-)integrability. We put emphasis on rigorous approaches and present the most important results in a unified language.

Phonetic diversity, statistical learning, and acquisition of phonology.

PubMed

Pierrehumbert, Janet B

2003-01-01

In learning to perceive and produce speech, children master complex language-specific patterns. Daunting language-specific variation is found both in the segmental domain and in the domain of prosody and intonation. This article reviews the challenges posed by results in phonetic typology and sociolinguistics for the theory of language acquisition. It argues that categories are initiated bottom-up from statistical modes in use of the phonetic space, and sketches how exemplar theory can be used to model the updating of categories once they are initiated. It also argues that bottom-up initiation of categories is successful thanks to the perception-production loop operating in the speech community. The behavior of this loop means that the superficial statistical properties of speech available to the infant indirectly reflect the contrastiveness and discriminability of categories in the adult grammar. The article also argues that the developing system is refined using internal feedback from type statistics over the lexicon, once the lexicon is well-developed. The application of type statistics to a system initiated with surface statistics does not cause a fundamental reorganization of the system. Instead, it exploits confluences across levels of representation which characterize human language and make bootstrapping possible.

Non-extensivity and complexity in the earthquake activity at the West Corinth rift (Greece)

NASA Astrophysics Data System (ADS)

Michas, Georgios; Vallianatos, Filippos; Sammonds, Peter

2013-04-01

Earthquakes exhibit complex phenomenology that is revealed from the fractal structure in space, time and magnitude. For that reason other tools rather than the simple Poissonian statistics seem more appropriate to describe the statistical properties of the phenomenon. Here we use Non-Extensive Statistical Physics [NESP] to investigate the inter-event time distribution of the earthquake activity at the west Corinth rift (central Greece). This area is one of the most seismotectonically active areas in Europe, with an important continental N-S extension and high seismicity rates. NESP concept refers to the non-additive Tsallis entropy Sq that includes Boltzmann-Gibbs entropy as a particular case. This concept has been successfully used for the analysis of a variety of complex dynamic systems including earthquakes, where fractality and long-range interactions are important. The analysis indicates that the cumulative inter-event time distribution can be successfully described with NESP, implying the complexity that characterizes the temporal occurrences of earthquakes. Further on, we use the Tsallis entropy (Sq) and the Fischer Information Measure (FIM) to investigate the complexity that characterizes the inter-event time distribution through different time windows along the evolution of the seismic activity at the West Corinth rift. The results of this analysis reveal a different level of organization and clusterization of the seismic activity in time. Acknowledgments. GM wish to acknowledge the partial support of the Greek State Scholarships Foundation (IKY).

Dynamic Uncertain Causality Graph for Knowledge Representation and Reasoning: Utilization of Statistical Data and Domain Knowledge in Complex Cases.

PubMed

Zhang, Qin; Yao, Quanying

2018-05-01

The dynamic uncertain causality graph (DUCG) is a newly presented framework for uncertain causality representation and probabilistic reasoning. It has been successfully applied to online fault diagnoses of large, complex industrial systems, and decease diagnoses. This paper extends the DUCG to model more complex cases than what could be previously modeled, e.g., the case in which statistical data are in different groups with or without overlap, and some domain knowledge and actions (new variables with uncertain causalities) are introduced. In other words, this paper proposes to use -mode, -mode, and -mode of the DUCG to model such complex cases and then transform them into either the standard -mode or the standard -mode. In the former situation, if no directed cyclic graph is involved, the transformed result is simply a Bayesian network (BN), and existing inference methods for BNs can be applied. In the latter situation, an inference method based on the DUCG is proposed. Examples are provided to illustrate the methodology.

Spectral Entropies as Information-Theoretic Tools for Complex Network Comparison

NASA Astrophysics Data System (ADS)

De Domenico, Manlio; Biamonte, Jacob

2016-10-01

Any physical system can be viewed from the perspective that information is implicitly represented in its state. However, the quantification of this information when it comes to complex networks has remained largely elusive. In this work, we use techniques inspired by quantum statistical mechanics to define an entropy measure for complex networks and to develop a set of information-theoretic tools, based on network spectral properties, such as Rényi q entropy, generalized Kullback-Leibler and Jensen-Shannon divergences, the latter allowing us to define a natural distance measure between complex networks. First, we show that by minimizing the Kullback-Leibler divergence between an observed network and a parametric network model, inference of model parameter(s) by means of maximum-likelihood estimation can be achieved and model selection can be performed with appropriate information criteria. Second, we show that the information-theoretic metric quantifies the distance between pairs of networks and we can use it, for instance, to cluster the layers of a multilayer system. By applying this framework to networks corresponding to sites of the human microbiome, we perform hierarchical cluster analysis and recover with high accuracy existing community-based associations. Our results imply that spectral-based statistical inference in complex networks results in demonstrably superior performance as well as a conceptual backbone, filling a gap towards a network information theory.

Evolving Scale-Free Networks by Poisson Process: Modeling and Degree Distribution.

PubMed

Feng, Minyu; Qu, Hong; Yi, Zhang; Xie, Xiurui; Kurths, Jurgen

2016-05-01

Since the great mathematician Leonhard Euler initiated the study of graph theory, the network has been one of the most significant research subject in multidisciplinary. In recent years, the proposition of the small-world and scale-free properties of complex networks in statistical physics made the network science intriguing again for many researchers. One of the challenges of the network science is to propose rational models for complex networks. In this paper, in order to reveal the influence of the vertex generating mechanism of complex networks, we propose three novel models based on the homogeneous Poisson, nonhomogeneous Poisson and birth death process, respectively, which can be regarded as typical scale-free networks and utilized to simulate practical networks. The degree distribution and exponent are analyzed and explained in mathematics by different approaches. In the simulation, we display the modeling process, the degree distribution of empirical data by statistical methods, and reliability of proposed networks, results show our models follow the features of typical complex networks. Finally, some future challenges for complex systems are discussed.

Transportation statistics annual report 1996 : transportation and the environment

DOT National Transportation Integrated Search

1996-01-01

This report is a summary of the state of the nation's transportation systems and the issues and consequences of maintaining such a diverse and complex network. All transportation modes -- air, highway, rail, water, and pipeline -- are examined throug...

Generalised Central Limit Theorems for Growth Rate Distribution of Complex Systems

NASA Astrophysics Data System (ADS)

Takayasu, Misako; Watanabe, Hayafumi; Takayasu, Hideki

2014-04-01

We introduce a solvable model of randomly growing systems consisting of many independent subunits. Scaling relations and growth rate distributions in the limit of infinite subunits are analysed theoretically. Various types of scaling properties and distributions reported for growth rates of complex systems in a variety of fields can be derived from this basic physical model. Statistical data of growth rates for about 1 million business firms are analysed as a real-world example of randomly growing systems. Not only are the scaling relations consistent with the theoretical solution, but the entire functional form of the growth rate distribution is fitted with a theoretical distribution that has a power-law tail.

Etoile Project : Social Intelligent ICT-System for very large scale education in complex systems

NASA Astrophysics Data System (ADS)

Bourgine, P.; Johnson, J.

2009-04-01

The project will devise new theory and implement new ICT-based methods of delivering high-quality low-cost postgraduate education to many thousands of people in a scalable way, with the cost of each extra student being negligible (< a few Euros). The research will create an in vivo laboratory of one to ten thousand postgraduate students studying courses in complex systems. This community is chosen because it is large and interdisciplinary and there is a known requirement for courses for thousand of students across Europe. The project involves every aspect of course production and delivery. Within this the research focused on the creation of a Socially Intelligent Resource Mining system to gather large volumes of high quality educational resources from the internet; new methods to deconstruct these to produce a semantically tagged Learning Object Database; a Living Course Ecology to support the creation and maintenance of evolving course materials; systems to deliver courses; and a ‘socially intelligent assessment system'. The system will be tested on one to ten thousand postgraduate students in Europe working towards the Complex System Society's title of European PhD in Complex Systems. Étoile will have a very high impact both scientifically and socially by (i) the provision of new scalable ICT-based methods for providing very low cost scientific education, (ii) the creation of new mathematical and statistical theory for the multiscale dynamics of complex systems, (iii) the provision of a working example of adaptation and emergence in complex socio-technical systems, and (iv) making a major educational contribution to European complex systems science and its applications.

An online sleep apnea detection method based on recurrence quantification analysis.

PubMed

Nguyen, Hoa Dinh; Wilkins, Brek A; Cheng, Qi; Benjamin, Bruce Allen

2014-07-01

This paper introduces an online sleep apnea detection method based on heart rate complexity as measured by recurrence quantification analysis (RQA) statistics of heart rate variability (HRV) data. RQA statistics can capture nonlinear dynamics of a complex cardiorespiratory system during obstructive sleep apnea. In order to obtain a more robust measurement of the nonstationarity of the cardiorespiratory system, we use different fixed amount of neighbor thresholdings for recurrence plot calculation. We integrate a feature selection algorithm based on conditional mutual information to select the most informative RQA features for classification, and hence, to speed up the real-time classification process without degrading the performance of the system. Two types of binary classifiers, i.e., support vector machine and neural network, are used to differentiate apnea from normal sleep. A soft decision fusion rule is developed to combine the results of these classifiers in order to improve the classification performance of the whole system. Experimental results show that our proposed method achieves better classification results compared with the previous recurrence analysis-based approach. We also show that our method is flexible and a strong candidate for a real efficient sleep apnea detection system.

Performance analysis of Integrated Communication and Control System networks

NASA Technical Reports Server (NTRS)

Halevi, Y.; Ray, A.

1990-01-01

This paper presents statistical analysis of delays in Integrated Communication and Control System (ICCS) networks that are based on asynchronous time-division multiplexing. The models are obtained in closed form for analyzing control systems with randomly varying delays. The results of this research are applicable to ICCS design for complex dynamical processes like advanced aircraft and spacecraft, autonomous manufacturing plants, and chemical and processing plants.

Thermal proximity coaggregation for system-wide profiling of protein complex dynamics in cells.

PubMed

Tan, Chris Soon Heng; Go, Ka Diam; Bisteau, Xavier; Dai, Lingyun; Yong, Chern Han; Prabhu, Nayana; Ozturk, Mert Burak; Lim, Yan Ting; Sreekumar, Lekshmy; Lengqvist, Johan; Tergaonkar, Vinay; Kaldis, Philipp; Sobota, Radoslaw M; Nordlund, Pär

2018-03-09

Proteins differentially interact with each other across cellular states and conditions, but an efficient proteome-wide strategy to monitor them is lacking. We report the application of thermal proximity coaggregation (TPCA) for high-throughput intracellular monitoring of protein complex dynamics. Significant TPCA signatures observed among well-validated protein-protein interactions correlate positively with interaction stoichiometry and are statistically observable in more than 350 annotated human protein complexes. Using TPCA, we identified many complexes without detectable differential protein expression, including chromatin-associated complexes, modulated in S phase of the cell cycle. Comparison of six cell lines by TPCA revealed cell-specific interactions even in fundamental cellular processes. TPCA constitutes an approach for system-wide studies of protein complexes in nonengineered cells and tissues and might be used to identify protein complexes that are modulated in diseases. Copyright © 2018 The Authors, some rights reserved; exclusive licensee American Association for the Advancement of Science. No claim to original U.S. Government Works.

Current algebra, statistical mechanics and quantum models

NASA Astrophysics Data System (ADS)

Vilela Mendes, R.

2017-11-01

Results obtained in the past for free boson systems at zero and nonzero temperatures are revisited to clarify the physical meaning of current algebra reducible functionals which are associated to systems with density fluctuations, leading to observable effects on phase transitions. To use current algebra as a tool for the formulation of quantum statistical mechanics amounts to the construction of unitary representations of diffeomorphism groups. Two mathematical equivalent procedures exist for this purpose. One searches for quasi-invariant measures on configuration spaces, the other for a cyclic vector in Hilbert space. Here, one argues that the second approach is closer to the physical intuition when modelling complex systems. An example of application of the current algebra methodology to the pairing phenomenon in two-dimensional fermion systems is discussed.

An analysis of I/O efficient order-statistic-based techniques for noise power estimation in the HRMS sky survey's operational system

NASA Technical Reports Server (NTRS)

Zimmerman, G. A.; Olsen, E. T.

1992-01-01

Noise power estimation in the High-Resolution Microwave Survey (HRMS) sky survey element is considered as an example of a constant false alarm rate (CFAR) signal detection problem. Order-statistic-based noise power estimators for CFAR detection are considered in terms of required estimator accuracy and estimator dynamic range. By limiting the dynamic range of the value to be estimated, the performance of an order-statistic estimator can be achieved by simpler techniques requiring only a single pass of the data. Simple threshold-and-count techniques are examined, and it is shown how several parallel threshold-and-count estimation devices can be used to expand the dynamic range to meet HRMS system requirements with minimal hardware complexity. An input/output (I/O) efficient limited-precision order-statistic estimator with wide but limited dynamic range is also examined.

[Systems epidemiology].

PubMed

Huang, T; Li, L M

2018-05-10

The era of medical big data, translational medicine and precision medicine brings new opportunities for the study of etiology of chronic complex diseases. How to implement evidence-based medicine, translational medicine and precision medicine are the challenges we are facing. Systems epidemiology, a new field of epidemiology, combines medical big data with system biology and examines the statistical model of disease risk, the future risk simulation and prediction using the data at molecular, cellular, population, social and ecological levels. Due to the diversity and complexity of big data sources, the development of study design and analytic methods of systems epidemiology face new challenges and opportunities. This paper summarizes the theoretical basis, concept, objectives, significances, research design and analytic methods of systems epidemiology and its application in the field of public health.

A statistical learning strategy for closed-loop control of fluid flows

NASA Astrophysics Data System (ADS)

Guéniat, Florimond; Mathelin, Lionel; Hussaini, M. Yousuff

2016-12-01

This work discusses a closed-loop control strategy for complex systems utilizing scarce and streaming data. A discrete embedding space is first built using hash functions applied to the sensor measurements from which a Markov process model is derived, approximating the complex system's dynamics. A control strategy is then learned using reinforcement learning once rewards relevant with respect to the control objective are identified. This method is designed for experimental configurations, requiring no computations nor prior knowledge of the system, and enjoys intrinsic robustness. It is illustrated on two systems: the control of the transitions of a Lorenz'63 dynamical system, and the control of the drag of a cylinder flow. The method is shown to perform well.

Earthquake forecasting during the complex Amatrice-Norcia seismic sequence

PubMed Central

Marzocchi, Warner; Taroni, Matteo; Falcone, Giuseppe

2017-01-01

Earthquake forecasting is the ultimate challenge for seismologists, because it condenses the scientific knowledge about the earthquake occurrence process, and it is an essential component of any sound risk mitigation planning. It is commonly assumed that, in the short term, trustworthy earthquake forecasts are possible only for typical aftershock sequences, where the largest shock is followed by many smaller earthquakes that decay with time according to the Omori power law. We show that the current Italian operational earthquake forecasting system issued statistically reliable and skillful space-time-magnitude forecasts of the largest earthquakes during the complex 2016–2017 Amatrice-Norcia sequence, which is characterized by several bursts of seismicity and a significant deviation from the Omori law. This capability to deliver statistically reliable forecasts is an essential component of any program to assist public decision-makers and citizens in the challenging risk management of complex seismic sequences. PMID:28924610

Earthquake forecasting during the complex Amatrice-Norcia seismic sequence.

PubMed

Marzocchi, Warner; Taroni, Matteo; Falcone, Giuseppe

2017-09-01

Earthquake forecasting is the ultimate challenge for seismologists, because it condenses the scientific knowledge about the earthquake occurrence process, and it is an essential component of any sound risk mitigation planning. It is commonly assumed that, in the short term, trustworthy earthquake forecasts are possible only for typical aftershock sequences, where the largest shock is followed by many smaller earthquakes that decay with time according to the Omori power law. We show that the current Italian operational earthquake forecasting system issued statistically reliable and skillful space-time-magnitude forecasts of the largest earthquakes during the complex 2016-2017 Amatrice-Norcia sequence, which is characterized by several bursts of seismicity and a significant deviation from the Omori law. This capability to deliver statistically reliable forecasts is an essential component of any program to assist public decision-makers and citizens in the challenging risk management of complex seismic sequences.

Experimental econophysics: Complexity, self-organization, and emergent properties

NASA Astrophysics Data System (ADS)

Huang, J. P.

2015-03-01

Experimental econophysics is concerned with statistical physics of humans in the laboratory, and it is based on controlled human experiments developed by physicists to study some problems related to economics or finance. It relies on controlled human experiments in the laboratory together with agent-based modeling (for computer simulations and/or analytical theory), with an attempt to reveal the general cause-effect relationship between specific conditions and emergent properties of real economic/financial markets (a kind of complex adaptive systems). Here I review the latest progress in the field, namely, stylized facts, herd behavior, contrarian behavior, spontaneous cooperation, partial information, and risk management. Also, I highlight the connections between such progress and other topics of traditional statistical physics. The main theme of the review is to show diverse emergent properties of the laboratory markets, originating from self-organization due to the nonlinear interactions among heterogeneous humans or agents (complexity).

Robust Strategy for Rocket Engine Health Monitoring

NASA Technical Reports Server (NTRS)

Santi, L. Michael

2001-01-01

Monitoring the health of rocket engine systems is essentially a two-phase process. The acquisition phase involves sensing physical conditions at selected locations, converting physical inputs to electrical signals, conditioning the signals as appropriate to establish scale or filter interference, and recording results in a form that is easy to interpret. The inference phase involves analysis of results from the acquisition phase, comparison of analysis results to established health measures, and assessment of health indications. A variety of analytical tools may be employed in the inference phase of health monitoring. These tools can be separated into three broad categories: statistical, rule based, and model based. Statistical methods can provide excellent comparative measures of engine operating health. They require well-characterized data from an ensemble of "typical" engines, or "golden" data from a specific test assumed to define the operating norm in order to establish reliable comparative measures. Statistical methods are generally suitable for real-time health monitoring because they do not deal with the physical complexities of engine operation. The utility of statistical methods in rocket engine health monitoring is hindered by practical limits on the quantity and quality of available data. This is due to the difficulty and high cost of data acquisition, the limited number of available test engines, and the problem of simulating flight conditions in ground test facilities. In addition, statistical methods incur a penalty for disregarding flow complexity and are therefore limited in their ability to define performance shift causality. Rule based methods infer the health state of the engine system based on comparison of individual measurements or combinations of measurements with defined health norms or rules. This does not mean that rule based methods are necessarily simple. Although binary yes-no health assessment can sometimes be established by relatively simple rules, the causality assignment needed for refined health monitoring often requires an exceptionally complex rule base involving complicated logical maps. Structuring the rule system to be clear and unambiguous can be difficult, and the expert input required to maintain a large logic network and associated rule base can be prohibitive.

Statistical Physics of Complex Substitutive Systems

NASA Astrophysics Data System (ADS)

Jin, Qing

Diffusion processes are central to human interactions. Despite extensive studies that span multiple disciplines, our knowledge is limited to spreading processes in non-substitutive systems. Yet, a considerable number of ideas, products, and behaviors spread by substitution; to adopt a new one, agents must give up an existing one. This captures the spread of scientific constructs--forcing scientists to choose, for example, a deterministic or probabilistic worldview, as well as the adoption of durable items, such as mobile phones, cars, or homes. In this dissertation, I develop a statistical physics framework to describe, quantify, and understand substitutive systems. By empirically exploring three collected high-resolution datasets pertaining to such systems, I build a mechanistic model describing substitutions, which not only analytically predicts the universal macroscopic phenomenon discovered in the collected datasets, but also accurately captures the trajectories of individual items in a complex substitutive system, demonstrating a high degree of regularity and universality in substitutive systems. I also discuss the origins and insights of the parameters in the substitution model and possible generalization form of the mathematical framework. The systematical study of substitutive systems presented in this dissertation could potentially guide the understanding and prediction of all spreading phenomena driven by substitutions, from electric cars to scientific paradigms, and from renewable energy to new healthy habits.

Characterizing Tityus discrepans scorpion venom from a fractal perspective: Venom complexity, effects of captivity, sexual dimorphism, differences among species.

PubMed

D'Suze, Gina; Sandoval, Moisés; Sevcik, Carlos

2015-12-15

A characteristic of venom elution patterns, shared with many other complex systems, is that many their features cannot be properly described with statistical or euclidean concepts. The understanding of such systems became possible with Mandelbrot's fractal analysis. Venom elution patterns were produced using the reversed phase high performance liquid chromatography (HPLC) with 1 mg of venom. One reason for the lack of quantitative analyses of the sources of venom variability is parametrizing the venom chromatograms' complexity. We quantize this complexity by means of an algorithm which estimates the contortedness (Q) of a waveform. Fractal analysis was used to compare venoms and to measure inter- and intra-specific venom variability. We studied variations in venom complexity derived from gender, seasonal and environmental factors, duration of captivity in the laboratory, technique used to milk venom. Copyright © 2015 Elsevier Ltd. All rights reserved.

The Entropy of Non-Ergodic Complex Systems — a Derivation from First Principles

NASA Astrophysics Data System (ADS)

Thurner, Stefan; Hanel, Rudolf

In information theory the 4 Shannon-Khinchin1,2 (SK) axioms determine Boltzmann Gibbs entropy, S -∑i pilog pi, as the unique entropy. Physics is different from information in the sense that physical systems can be non-ergodic or non-Markovian. To characterize such strongly interacting, statistical systems - complex systems in particular - within a thermodynamical framework it might be necessary to introduce generalized entropies. A series of such entropies have been proposed in the past decades. Until now the understanding of their fundamental origin and their deeper relations to complex systems remains unclear. To clarify the situation we note that non-ergodicity explicitly violates the fourth SK axiom. We show that by relaxing this axiom the entropy generalizes to, S ∑i Γ(d + 1, 1 - c log pi), where Γ is the incomplete Gamma function, and c and d are scaling exponents. All recently proposed entropies compatible with the first 3 SK axioms appear to be special cases. We prove that each statistical system is uniquely characterized by the pair of the two scaling exponents (c, d), which defines equivalence classes for all systems. The corresponding distribution functions are special forms of Lambert-W exponentials containing, as special cases, Boltzmann, stretched exponential and Tsallis distributions (power-laws) - all widely abundant in nature. This derivation is the first ab initio justification for generalized entropies. We next show how the phasespace volume of a system is related to its generalized entropy, and provide a concise criterion when it is not of Boltzmann-Gibbs type but assumes a generalized form. We show that generalized entropies only become relevant when the dynamically (statistically) relevant fraction of degrees of freedom in a system vanishes in the thermodynamic limit. These are systems where the bulk of the degrees of freedom is frozen. Systems governed by generalized entropies are therefore systems whose phasespace volume effectively collapses to a lower-dimensional 'surface'. We explicitly illustrate the situation for accelerating random walks, and a spin system on a constant-conectancy network. We argue that generalized entropies should be relevant for self-organized critical systems such as sand piles, for spin systems which form meta-structures such as vortices, domains, instantons, etc., and for problems associated with anomalous diffusion.

Multilevel Model Prediction

ERIC Educational Resources Information Center

Frees, Edward W.; Kim, Jee-Seon

2006-01-01

Multilevel models are proven tools in social research for modeling complex, hierarchical systems. In multilevel modeling, statistical inference is based largely on quantification of random variables. This paper distinguishes among three types of random variables in multilevel modeling--model disturbances, random coefficients, and future response…

Path integral molecular dynamics for exact quantum statistics of multi-electronic-state systems.

PubMed

Liu, Xinzijian; Liu, Jian

2018-03-14

An exact approach to compute physical properties for general multi-electronic-state (MES) systems in thermal equilibrium is presented. The approach is extended from our recent progress on path integral molecular dynamics (PIMD), Liu et al. [J. Chem. Phys. 145, 024103 (2016)] and Zhang et al. [J. Chem. Phys. 147, 034109 (2017)], for quantum statistical mechanics when a single potential energy surface is involved. We first define an effective potential function that is numerically favorable for MES-PIMD and then derive corresponding estimators in MES-PIMD for evaluating various physical properties. Its application to several representative one-dimensional and multi-dimensional models demonstrates that MES-PIMD in principle offers a practical tool in either of the diabatic and adiabatic representations for studying exact quantum statistics of complex/large MES systems when the Born-Oppenheimer approximation, Condon approximation, and harmonic bath approximation are broken.

Path integral molecular dynamics for exact quantum statistics of multi-electronic-state systems

NASA Astrophysics Data System (ADS)

Liu, Xinzijian; Liu, Jian

2018-03-01

An exact approach to compute physical properties for general multi-electronic-state (MES) systems in thermal equilibrium is presented. The approach is extended from our recent progress on path integral molecular dynamics (PIMD), Liu et al. [J. Chem. Phys. 145, 024103 (2016)] and Zhang et al. [J. Chem. Phys. 147, 034109 (2017)], for quantum statistical mechanics when a single potential energy surface is involved. We first define an effective potential function that is numerically favorable for MES-PIMD and then derive corresponding estimators in MES-PIMD for evaluating various physical properties. Its application to several representative one-dimensional and multi-dimensional models demonstrates that MES-PIMD in principle offers a practical tool in either of the diabatic and adiabatic representations for studying exact quantum statistics of complex/large MES systems when the Born-Oppenheimer approximation, Condon approximation, and harmonic bath approximation are broken.

Preliminary Characterization of Erythrocytes Deformability on the Entropy-Complexity Plane

PubMed Central

Korol, Ana M; D’Arrigo, Mabel; Foresto, Patricia; Pérez, Susana; Martín, Maria T; Rosso, Osualdo A

2010-01-01

We present an application of wavelet-based Information Theory quantifiers (Normalized Total Shannon Entropy, MPR-Statistical Complexity and Entropy-Complexity plane) on red blood cells membrane viscoelasticity characterization. These quantifiers exhibit important localization advantages provided by the Wavelet Theory. The present approach produces a clear characterization of this dynamical system, finding out an evident manifestation of a random process on the red cell samples of healthy individuals, and its sharp reduction of randomness on analyzing a human haematological disease, such as β-thalassaemia minor. PMID:21611139

Exploring complex dynamics in multi agent-based intelligent systems: Theoretical and experimental approaches using the Multi Agent-based Behavioral Economic Landscape (MABEL) model

NASA Astrophysics Data System (ADS)

Alexandridis, Konstantinos T.

This dissertation adopts a holistic and detailed approach to modeling spatially explicit agent-based artificial intelligent systems, using the Multi Agent-based Behavioral Economic Landscape (MABEL) model. The research questions that addresses stem from the need to understand and analyze the real-world patterns and dynamics of land use change from a coupled human-environmental systems perspective. Describes the systemic, mathematical, statistical, socio-economic and spatial dynamics of the MABEL modeling framework, and provides a wide array of cross-disciplinary modeling applications within the research, decision-making and policy domains. Establishes the symbolic properties of the MABEL model as a Markov decision process, analyzes the decision-theoretic utility and optimization attributes of agents towards comprising statistically and spatially optimal policies and actions, and explores the probabilogic character of the agents' decision-making and inference mechanisms via the use of Bayesian belief and decision networks. Develops and describes a Monte Carlo methodology for experimental replications of agent's decisions regarding complex spatial parcel acquisition and learning. Recognizes the gap on spatially-explicit accuracy assessment techniques for complex spatial models, and proposes an ensemble of statistical tools designed to address this problem. Advanced information assessment techniques such as the Receiver-Operator Characteristic curve, the impurity entropy and Gini functions, and the Bayesian classification functions are proposed. The theoretical foundation for modular Bayesian inference in spatially-explicit multi-agent artificial intelligent systems, and the ensembles of cognitive and scenario assessment modular tools build for the MABEL model are provided. Emphasizes the modularity and robustness as valuable qualitative modeling attributes, and examines the role of robust intelligent modeling as a tool for improving policy-decisions related to land use change. Finally, the major contributions to the science are presented along with valuable directions for future research.

Methods of Information Geometry to model complex shapes

NASA Astrophysics Data System (ADS)

De Sanctis, A.; Gattone, S. A.

2016-09-01

In this paper, a new statistical method to model patterns emerging in complex systems is proposed. A framework for shape analysis of 2- dimensional landmark data is introduced, in which each landmark is represented by a bivariate Gaussian distribution. From Information Geometry we know that Fisher-Rao metric endows the statistical manifold of parameters of a family of probability distributions with a Riemannian metric. Thus this approach allows to reconstruct the intermediate steps in the evolution between observed shapes by computing the geodesic, with respect to the Fisher-Rao metric, between the corresponding distributions. Furthermore, the geodesic path can be used for shape predictions. As application, we study the evolution of the rat skull shape. A future application in Ophthalmology is introduced.

Forecasting in Complex Systems

NASA Astrophysics Data System (ADS)

Rundle, J. B.; Holliday, J. R.; Graves, W. R.; Turcotte, D. L.; Donnellan, A.

2014-12-01

Complex nonlinear systems are typically characterized by many degrees of freedom, as well as interactions between the elements. Interesting examples can be found in the areas of earthquakes and finance. In these two systems, fat tails play an important role in the statistical dynamics. For earthquake systems, the Gutenberg-Richter magnitude-frequency is applicable, whereas for daily returns for the securities in the financial markets are known to be characterized by leptokurtotic statistics in which the tails are power law. Very large fluctuations are present in both systems. In earthquake systems, one has the example of great earthquakes such as the M9.1, March 11, 2011 Tohoku event. In financial systems, one has the example of the market crash of October 19, 1987. Both were largely unexpected events that severely impacted the earth and financial systems systemically. Other examples include the M9.3 Andaman earthquake of December 26, 2004, and the Great Recession which began with the fall of Lehman Brothers investment bank on September 12, 2013. Forecasting the occurrence of these damaging events has great societal importance. In recent years, national funding agencies in a variety of countries have emphasized the importance of societal relevance in research, and in particular, the goal of improved forecasting technology. Previous work has shown that both earthquakes and financial crashes can be described by a common Landau-Ginzburg-type free energy model. These metastable systems are characterized by fat tail statistics near the classical spinodal. Correlations in these systems can grow and recede, but do not imply causation, a common source of misunderstanding. In both systems, a common set of techniques can be used to compute the probabilities of future earthquakes or crashes. In this talk, we describe the basic phenomenology of these systems and emphasize their similarities and differences. We also consider the problem of forecast validation and verification. In both of these systems, we show that small event counts (the natural time domain) is an important component of a forecast system.

Review of Statistical Learning Methods in Integrated Omics Studies (An Integrated Information Science).

PubMed

Zeng, Irene Sui Lan; Lumley, Thomas

2018-01-01

Integrated omics is becoming a new channel for investigating the complex molecular system in modern biological science and sets a foundation for systematic learning for precision medicine. The statistical/machine learning methods that have emerged in the past decade for integrated omics are not only innovative but also multidisciplinary with integrated knowledge in biology, medicine, statistics, machine learning, and artificial intelligence. Here, we review the nontrivial classes of learning methods from the statistical aspects and streamline these learning methods within the statistical learning framework. The intriguing findings from the review are that the methods used are generalizable to other disciplines with complex systematic structure, and the integrated omics is part of an integrated information science which has collated and integrated different types of information for inferences and decision making. We review the statistical learning methods of exploratory and supervised learning from 42 publications. We also discuss the strengths and limitations of the extended principal component analysis, cluster analysis, network analysis, and regression methods. Statistical techniques such as penalization for sparsity induction when there are fewer observations than the number of features and using Bayesian approach when there are prior knowledge to be integrated are also included in the commentary. For the completeness of the review, a table of currently available software and packages from 23 publications for omics are summarized in the appendix.

Weighted fractional permutation entropy and fractional sample entropy for nonlinear Potts financial dynamics

NASA Astrophysics Data System (ADS)

Xu, Kaixuan; Wang, Jun

2017-02-01

In this paper, recently introduced permutation entropy and sample entropy are further developed to the fractional cases, weighted fractional permutation entropy (WFPE) and fractional sample entropy (FSE). The fractional order generalization of information entropy is utilized in the above two complexity approaches, to detect the statistical characteristics of fractional order information in complex systems. The effectiveness analysis of proposed methods on the synthetic data and the real-world data reveals that tuning the fractional order allows a high sensitivity and more accurate characterization to the signal evolution, which is useful in describing the dynamics of complex systems. Moreover, the numerical research on nonlinear complexity behaviors is compared between the returns series of Potts financial model and the actual stock markets. And the empirical results confirm the feasibility of the proposed model.

Experimental Determination of Dynamical Lee-Yang Zeros

NASA Astrophysics Data System (ADS)

Brandner, Kay; Maisi, Ville F.; Pekola, Jukka P.; Garrahan, Juan P.; Flindt, Christian

2017-05-01

Statistical physics provides the concepts and methods to explain the phase behavior of interacting many-body systems. Investigations of Lee-Yang zeros—complex singularities of the free energy in systems of finite size—have led to a unified understanding of equilibrium phase transitions. The ideas of Lee and Yang, however, are not restricted to equilibrium phenomena. Recently, Lee-Yang zeros have been used to characterize nonequilibrium processes such as dynamical phase transitions in quantum systems after a quench or dynamic order-disorder transitions in glasses. Here, we experimentally realize a scheme for determining Lee-Yang zeros in such nonequilibrium settings. We extract the dynamical Lee-Yang zeros of a stochastic process involving Andreev tunneling between a normal-state island and two superconducting leads from measurements of the dynamical activity along a trajectory. From the short-time behavior of the Lee-Yang zeros, we predict the large-deviation statistics of the activity which is typically difficult to measure. Our method paves the way for further experiments on the statistical mechanics of many-body systems out of equilibrium.

Thermostatistically approaching living systems: Boltzmann Gibbs or nonextensive statistical mechanics?

NASA Astrophysics Data System (ADS)

Tsallis, Constantino

2006-03-01

Boltzmann-Gibbs ( BG) statistical mechanics is, since well over one century, successfully used for many nonlinear dynamical systems which, in one way or another, exhibit strong chaos. A typical case is a classical many-body short-range-interacting Hamiltonian system (e.g., the Lennard-Jones model for a real gas at moderately high temperature). Its Lyapunov spectrum (which characterizes the sensitivity to initial conditions) includes positive values. This leads to ergodicity, the stationary state being thermal equilibrium, hence standard applicability of the BG theory is verified. The situation appears to be of a different nature for various phenomena occurring in living organisms. Indeed, such systems exhibit a complexity which does not really accommodate with this standard dynamical behavior. Life appears to emerge and evolve in a kind of delicate situation, at the frontier between large order (low adaptability and long memory; typically characterized by regular dynamics, hence only nonpositive Lyapunov exponents) and large disorder (high adaptability and short memory; typically characterized by strong chaos, hence at least one positive Lyapunov exponent). Along this frontier, the maximal relevant Lyapunov exponents are either zero or close to that, characterizing what is currently referred to as weak chaos. This type of situation is shared by a great variety of similar complex phenomena in economics, linguistics, to cite but a few. BG statistical mechanics is built upon the entropy S=-k∑plnp. A generalization of this form, S=k(1-∑piq)/(q-1) (with S=S), has been proposed in 1988 as a basis for formulating what is nowadays currently called nonextensive statistical mechanics. This theory appears to be particularly adapted for nonlinear dynamical systems exhibiting, precisely, weak chaos. Here, we briefly review the theory, its dynamical foundation, its applications in a variety of disciplines (with special emphasis to living systems), and its connections with the ubiquitous scale-free networks.

R&D100: Lightweight Distributed Metric Service

ScienceCinema

Gentile, Ann; Brandt, Jim; Tucker, Tom; Showerman, Mike

2018-06-12

On today's High Performance Computing platforms, the complexity of applications and configurations makes efficient use of resources difficult. The Lightweight Distributed Metric Service (LDMS) is monitoring software developed by Sandia National Laboratories to provide detailed metrics of system performance. LDMS provides collection, transport, and storage of data from extreme-scale systems at fidelities and timescales to provide understanding of application and system performance with no statistically significant impact on application performance.

R&D100: Lightweight Distributed Metric Service

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gentile, Ann; Brandt, Jim; Tucker, Tom

2015-11-19

On today's High Performance Computing platforms, the complexity of applications and configurations makes efficient use of resources difficult. The Lightweight Distributed Metric Service (LDMS) is monitoring software developed by Sandia National Laboratories to provide detailed metrics of system performance. LDMS provides collection, transport, and storage of data from extreme-scale systems at fidelities and timescales to provide understanding of application and system performance with no statistically significant impact on application performance.

Hierarchical modeling and robust synthesis for the preliminary design of large scale complex systems

NASA Astrophysics Data System (ADS)

Koch, Patrick Nathan

Large-scale complex systems are characterized by multiple interacting subsystems and the analysis of multiple disciplines. The design and development of such systems inevitably requires the resolution of multiple conflicting objectives. The size of complex systems, however, prohibits the development of comprehensive system models, and thus these systems must be partitioned into their constituent parts. Because simultaneous solution of individual subsystem models is often not manageable iteration is inevitable and often excessive. In this dissertation these issues are addressed through the development of a method for hierarchical robust preliminary design exploration to facilitate concurrent system and subsystem design exploration, for the concurrent generation of robust system and subsystem specifications for the preliminary design of multi-level, multi-objective, large-scale complex systems. This method is developed through the integration and expansion of current design techniques: (1) Hierarchical partitioning and modeling techniques for partitioning large-scale complex systems into more tractable parts, and allowing integration of subproblems for system synthesis, (2) Statistical experimentation and approximation techniques for increasing both the efficiency and the comprehensiveness of preliminary design exploration, and (3) Noise modeling techniques for implementing robust preliminary design when approximate models are employed. The method developed and associated approaches are illustrated through their application to the preliminary design of a commercial turbofan turbine propulsion system; the turbofan system-level problem is partitioned into engine cycle and configuration design and a compressor module is integrated for more detailed subsystem-level design exploration, improving system evaluation.

Inverse modeling with RZWQM2 to predict water quality

USDA-ARS?s Scientific Manuscript database

Agricultural systems models such as RZWQM2 are complex and have numerous parameters that are unknown and difficult to estimate. Inverse modeling provides an objective statistical basis for calibration that involves simultaneous adjustment of model parameters and yields parameter confidence intervals...

Socioscape: Real-Time Analysis of Dynamic Heterogeneous Networks In Complex Socio-Cultural Systems

DTIC Science & Technology

2015-10-22

Cluster Mixed-Membership Blockmodel for Time-Evolving Networks, Proceedings of the 14th International Conference on Artifical Intelligence and...Learning With Simultaneous Orthogonal Matching Pursuit, Proceedings of the 13th International Conference on Artifical Intelligence and Statistics

Statistical Accounting for Uncertainty in Modeling Transport in Environmental Systems

EPA Science Inventory

Models frequently are used to predict the future extent of ground-water contamination, given estimates of their input parameters and forcing functions. Although models have a well established scientific basis for understanding the interactions between complex phenomena and for g...

Embracing chaos and complexity: a quantum change for public health.

PubMed

Resnicow, Kenneth; Page, Scott E

2008-08-01

Public health research and practice have been guided by a cognitive, rational paradigm where inputs produce linear, predictable changes in outputs. However, the conceptual and statistical assumptions underlying this paradigm may be flawed. In particular, this perspective does not adequately account for nonlinear and quantum influences on human behavior. We propose that health behavior change is better understood through the lens of chaos theory and complex adaptive systems. Key relevant principles include that behavior change (1) is often a quantum event; (2) can resemble a chaotic process that is sensitive to initial conditions, highly variable, and difficult to predict; and (3) occurs within a complex adaptive system with multiple components, where results are often greater than the sum of their parts.

Complex groundwater flow systems as traveling agent models

PubMed Central

Padilla, Pablo; Escolero, Oscar; González, Tomas; Morales-Casique, Eric; Osorio-Olvera, Luis

2014-01-01

Analyzing field data from pumping tests, we show that as with many other natural phenomena, groundwater flow exhibits complex dynamics described by 1/f power spectrum. This result is theoretically studied within an agent perspective. Using a traveling agent model, we prove that this statistical behavior emerges when the medium is complex. Some heuristic reasoning is provided to justify both spatial and dynamic complexity, as the result of the superposition of an infinite number of stochastic processes. Even more, we show that this implies that non-Kolmogorovian probability is needed for its study, and provide a set of new partial differential equations for groundwater flow. PMID:25337455

Will systems biology offer new holistic paradigms to life sciences?

PubMed Central

Conti, Filippo; Valerio, Maria Cristina; Zbilut, Joseph P.

2008-01-01

A biological system, like any complex system, blends stochastic and deterministic features, displaying properties of both. In a certain sense, this blend is exactly what we perceive as the “essence of complexity” given we tend to consider as non-complex both an ideal gas (fully stochastic and understandable at the statistical level in the thermodynamic limit of a huge number of particles) and a frictionless pendulum (fully deterministic relative to its motion). In this commentary we make the statement that systems biology will have a relevant impact on nowadays biology if (and only if) will be able to capture the essential character of this blend that in our opinion is the generation of globally ordered collective modes supported by locally stochastic atomisms. PMID:19003440

A survey of noninteractive zero knowledge proof system and its applications.

PubMed

Wu, Huixin; Wang, Feng

2014-01-01

Zero knowledge proof system which has received extensive attention since it was proposed is an important branch of cryptography and computational complexity theory. Thereinto, noninteractive zero knowledge proof system contains only one message sent by the prover to the verifier. It is widely used in the construction of various types of cryptographic protocols and cryptographic algorithms because of its good privacy, authentication, and lower interactive complexity. This paper reviews and analyzes the basic principles of noninteractive zero knowledge proof system, and summarizes the research progress achieved by noninteractive zero knowledge proof system on the following aspects: the definition and related models of noninteractive zero knowledge proof system, noninteractive zero knowledge proof system of NP problems, noninteractive statistical and perfect zero knowledge, the connection between noninteractive zero knowledge proof system, interactive zero knowledge proof system, and zap, and the specific applications of noninteractive zero knowledge proof system. This paper also points out the future research directions.

Neuronal Correlation Parameter and the Idea of Thermodynamic Entropy of an N-Body Gravitationally Bounded System.

PubMed

Haranas, Ioannis; Gkigkitzis, Ioannis; Kotsireas, Ilias; Austerlitz, Carlos

2017-01-01

Understanding how the brain encodes information and performs computation requires statistical and functional analysis. Given the complexity of the human brain, simple methods that facilitate the interpretation of statistical correlations among different brain regions can be very useful. In this report we introduce a numerical correlation measure that may serve the interpretation of correlational neuronal data, and may assist in the evaluation of different brain states. The description of the dynamical brain system, through a global numerical measure may indicate the presence of an action principle which may facilitate a application of physics principles in the study of the human brain and cognition.

Computer Science and Statistics. Proceedings of the Symposium on the Interface (18th) Held on March 19-21, 1986 in Fort Collins, Colorado.

DTIC Science & Technology

1987-08-26

example, expert systems research would benefit examples are the Acute Renal Failure [15] system, the if it could attract statisticians to assist in...research projects including the Acute Renal Failure [15] system, the 6. EXPLAINING COMPLEX REASONING INTERNIST-] [22] system for diagnosis within the...the MEDAS and Acute Renal Failure systems. task at any point in reasoning about a case is constrained to Entropy-discriminate makes use of a measure

A survey of design methods for failure detection in dynamic systems

NASA Technical Reports Server (NTRS)

Willsky, A. S.

1975-01-01

A number of methods for detecting abrupt changes (such as failures) in stochastic dynamical systems are surveyed. The class of linear systems is concentrated on but the basic concepts, if not the detailed analyses, carry over to other classes of systems. The methods surveyed range from the design of specific failure-sensitive filters, to the use of statistical tests on filter innovations, to the development of jump process formulations. Tradeoffs in complexity versus performance are discussed.

Automated speech understanding: the next generation

NASA Astrophysics Data System (ADS)

Picone, J.; Ebel, W. J.; Deshmukh, N.

1995-04-01

Modern speech understanding systems merge interdisciplinary technologies from Signal Processing, Pattern Recognition, Natural Language, and Linguistics into a unified statistical framework. These systems, which have applications in a wide range of signal processing problems, represent a revolution in Digital Signal Processing (DSP). Once a field dominated by vector-oriented processors and linear algebra-based mathematics, the current generation of DSP-based systems rely on sophisticated statistical models implemented using a complex software paradigm. Such systems are now capable of understanding continuous speech input for vocabularies of several thousand words in operational environments. The current generation of deployed systems, based on small vocabularies of isolated words, will soon be replaced by a new technology offering natural language access to vast information resources such as the Internet, and provide completely automated voice interfaces for mundane tasks such as travel planning and directory assistance.

Evidence of the non-extensive character of Earth's ambient noise.

NASA Astrophysics Data System (ADS)

Koutalonis, Ioannis; Vallianatos, Filippos

2017-04-01

Investigation of dynamical features of ambient seismic noise is one of the important scientific and practical research challenges. In the same time there isgrowing interest concerning an approach to study Earth Physics based on thescience of complex systems and non extensive statistical mechanics which is a generalization of Boltzmann-Gibbs statistical physics (Vallianatos et al., 2016).This seems to be a promising framework for studying complex systems exhibitingphenomena such as, long-range interactions, and memory effects. Inthis work we use non-extensive statistical mechanics and signal analysis methodsto explore the nature of ambient noise as measured in the stations of the HSNC in South Aegean (Chatzopoulos et al., 2016). In the present work we analyzed the de-trended increments time series of ambient seismic noise X(t), in time windows of 20 minutes to 10 seconds within "calm time zones" where the human-induced noise presents a minimum. Following the non extensive statistical physics approach, the probability distribution function of the increments of ambient noise is investigated. Analyzing the probability density function (PDF)p(X), normalized to zero mean and unit varianceresults that the fluctuations of Earth's ambient noise follows a q-Gaussian distribution asdefined in the frame of non-extensive statisticalmechanics indicated the possible existence of memory effects in Earth's ambient noise. References: F. Vallianatos, G. Papadakis, G. Michas, Generalized statistical mechanics approaches to earthquakes and tectonics. Proc. R. Soc. A, 472, 20160497, 2016. G. Chatzopoulos, I.Papadopoulos, F.Vallianatos, The Hellenic Seismological Network of Crete (HSNC): Validation and results of the 2013 aftershock,Advances in Geosciences, 41, 65-72, 2016.

A clinical research analytics toolkit for cohort study.

PubMed

Yu, Yiqin; Zhu, Yu; Sun, Xingzhi; Tao, Ying; Zhang, Shuo; Xu, Linhao; Pan, Yue

2012-01-01

This paper presents a clinical informatics toolkit that can assist physicians to conduct cohort studies effectively and efficiently. The toolkit has three key features: 1) support of procedures defined in epidemiology, 2) recommendation of statistical methods in data analysis, and 3) automatic generation of research reports. On one hand, our system can help physicians control research quality by leveraging the integrated knowledge of epidemiology and medical statistics; on the other hand, it can improve productivity by reducing the complexities for physicians during their cohort studies.

Final Report, DOE Early Career Award: Predictive modeling of complex physical systems: new tools for statistical inference, uncertainty quantification, and experimental design

DOE Office of Scientific and Technical Information (OSTI.GOV)

Marzouk, Youssef

Predictive simulation of complex physical systems increasingly rests on the interplay of experimental observations with computational models. Key inputs, parameters, or structural aspects of models may be incomplete or unknown, and must be developed from indirect and limited observations. At the same time, quantified uncertainties are needed to qualify computational predictions in the support of design and decision-making. In this context, Bayesian statistics provides a foundation for inference from noisy and limited data, but at prohibitive computional expense. This project intends to make rigorous predictive modeling *feasible* in complex physical systems, via accelerated and scalable tools for uncertainty quantification, Bayesianmore » inference, and experimental design. Specific objectives are as follows: 1. Develop adaptive posterior approximations and dimensionality reduction approaches for Bayesian inference in high-dimensional nonlinear systems. 2. Extend accelerated Bayesian methodologies to large-scale {\\em sequential} data assimilation, fully treating nonlinear models and non-Gaussian state and parameter distributions. 3. Devise efficient surrogate-based methods for Bayesian model selection and the learning of model structure. 4. Develop scalable simulation/optimization approaches to nonlinear Bayesian experimental design, for both parameter inference and model selection. 5. Demonstrate these inferential tools on chemical kinetic models in reacting flow, constructing and refining thermochemical and electrochemical models from limited data. Demonstrate Bayesian filtering on canonical stochastic PDEs and in the dynamic estimation of inhomogeneous subsurface properties and flow fields.« less

Poincaré resonances and the limits of trajectory dynamics.

PubMed Central

Petrosky, T; Prigogine, I

1993-01-01

In previous papers we have shown that the elimination of the resonance divergences in large Poincare systems leads to complex irreducible spectral representations for the Liouville-von Neumann operator. Complex means that time symmetry is broken and irreducibility means that this representation is implementable only by statistical ensembles and not by trajectories. We consider in this paper classical potential scattering. Our theory applies to persistent scattering. Numerical simulations show quantitative agreement with our predictions. PMID:11607428

Evaluation of Lightning Incidence to Elements of a Complex Structure: A Monte Carlo Approach

NASA Technical Reports Server (NTRS)

Mata, Carlos T.; Rakov, V. A.

2008-01-01

There are complex structures for which the installation and positioning of the lightning protection system (LPS) cannot be done using the lightning protection standard guidelines. As a result, there are some "unprotected" or "exposed" areas. In an effort to quantify the lightning threat to these areas, a Monte Carlo statistical tool has been developed. This statistical tool uses two random number generators: a uniform distribution to generate origins of downward propagating leaders and a lognormal distribution to generate returns stroke peak currents. Downward leaders propagate vertically downward and their striking distances are defined by the polarity and peak current. Following the electrogeometrical concept, we assume that the leader attaches to the closest object within its striking distance. The statistical analysis is run for 10,000 years with an assumed ground flash density and peak current distributions, and the output of the program is the probability of direct attachment to objects of interest with its corresponding peak current distribution.

Evaluation of Lightning Incidence to Elements of a Complex Structure: A Monte Carlo Approach

NASA Technical Reports Server (NTRS)

Mata, Carlos T.; Rakov, V. A.

2008-01-01

There are complex structures for which the installation and positioning of the lightning protection system (LPS) cannot be done using the lightning protection standard guidelines. As a result, there are some "unprotected" or "exposed" areas. In an effort to quantify the lightning threat to these areas, a Monte Carlo statistical tool has been developed. This statistical tool uses two random number generators: a uniform distribution to generate the origin of downward propagating leaders and a lognormal distribution to generate the corresponding returns stroke peak currents. Downward leaders propagate vertically downward and their striking distances are defined by the polarity and peak current. Following the electrogeometrical concept, we assume that the leader attaches to the closest object within its striking distance. The statistical analysis is run for N number of years with an assumed ground flash density and the output of the program is the probability of direct attachment to objects of interest with its corresponding peak current distribution.

An 'electronic' extramural course in epidemiology and medical statistics.

PubMed

Ostbye, T

1989-03-01

This article describes an extramural university course in epidemiology and medical statistics taught using a computer conferencing system, microcomputers and data communications. Computer conferencing was shown to be a powerful, yet quite easily mastered, vehicle for distance education. It allows health personnel unable to attend regular classes due to geographical or time constraints, to take part in an interactive learning environment at low cost. This overcomes part of the intellectual and social isolation associated with traditional correspondence courses. Teaching of epidemiology and medical statistics is well suited to computer conferencing, even if the asynchronicity of the medium makes discussion of the most complex statistical concepts a little cumbersome. Computer conferencing may also prove to be a useful tool for teaching other medical and health related subjects.

Bayesian selection of Markov models for symbol sequences: application to microsaccadic eye movements.

PubMed

Bettenbühl, Mario; Rusconi, Marco; Engbert, Ralf; Holschneider, Matthias

2012-01-01

Complex biological dynamics often generate sequences of discrete events which can be described as a Markov process. The order of the underlying Markovian stochastic process is fundamental for characterizing statistical dependencies within sequences. As an example for this class of biological systems, we investigate the Markov order of sequences of microsaccadic eye movements from human observers. We calculate the integrated likelihood of a given sequence for various orders of the Markov process and use this in a Bayesian framework for statistical inference on the Markov order. Our analysis shows that data from most participants are best explained by a first-order Markov process. This is compatible with recent findings of a statistical coupling of subsequent microsaccade orientations. Our method might prove to be useful for a broad class of biological systems.

The statistical mechanics of complex signaling networks: nerve growth factor signaling

NASA Astrophysics Data System (ADS)

Brown, K. S.; Hill, C. C.; Calero, G. A.; Myers, C. R.; Lee, K. H.; Sethna, J. P.; Cerione, R. A.

2004-10-01

The inherent complexity of cellular signaling networks and their importance to a wide range of cellular functions necessitates the development of modeling methods that can be applied toward making predictions and highlighting the appropriate experiments to test our understanding of how these systems are designed and function. We use methods of statistical mechanics to extract useful predictions for complex cellular signaling networks. A key difficulty with signaling models is that, while significant effort is being made to experimentally measure the rate constants for individual steps in these networks, many of the parameters required to describe their behavior remain unknown or at best represent estimates. To establish the usefulness of our approach, we have applied our methods toward modeling the nerve growth factor (NGF)-induced differentiation of neuronal cells. In particular, we study the actions of NGF and mitogenic epidermal growth factor (EGF) in rat pheochromocytoma (PC12) cells. Through a network of intermediate signaling proteins, each of these growth factors stimulates extracellular regulated kinase (Erk) phosphorylation with distinct dynamical profiles. Using our modeling approach, we are able to predict the influence of specific signaling modules in determining the integrated cellular response to the two growth factors. Our methods also raise some interesting insights into the design and possible evolution of cellular systems, highlighting an inherent property of these systems that we call 'sloppiness.'

Ab Initio and Monte Carlo Approaches For the MagnetocaloricEffect in Co- and In-Doped Ni-Mn-Ga Heusler Alloys

NASA Astrophysics Data System (ADS)

Sokolovskiy, Vladimir; Grünebohm, Anna; Buchelnikov, Vasiliy; Entel, Peter

2014-09-01

This special issue collects contributions from the participants of the "Information in Dynamical Systems and Complex Systems" workshop, which cover a wide range of important problems and new approaches that lie in the intersection of information theory and dynamical systems. The contributions include theoretical characterization and understanding of the different types of information flow and causality in general stochastic processes, inference and identification of coupling structure and parameters of system dynamics, rigorous coarse-grain modeling of network dynamical systems, and exact statistical testing of fundamental information-theoretic quantities such as the mutual information. The collective efforts reported herein reflect a modern perspective of the intimate connection between dynamical systems and information flow, leading to the promise of better understanding and modeling of natural complex systems and better/optimal design of engineering systems.

Monitoring the soil degradation by Metastatistical Analysis

NASA Astrophysics Data System (ADS)

Oleschko, K.; Gaona, C.; Tarquis, A.

2009-04-01

The effectiveness of fractal toolbox to capture the critical behavior of soil structural patterns during the chemical and physical degradation was documented by our numerous experiments (Oleschko et al., 2008 a; 2008 b). The spatio-temporal dynamics of these patterns was measured and mapped with high precision in terms of fractal descriptors. All tested fractal techniques were able to detect the statistically significant differences in structure between the perfect spongy and massive patterns of uncultivated and sodium-saline agricultural soils, respectively. For instance, the Hurst exponent, extracted from the Chernozeḿ micromorphological images and from the time series of its physical and mechanical properties measured in situ, detected the roughness decrease (and therefore the increase in H - from 0.17 to 0.30 for images) derived from the loss of original structure complexity. The combined use of different fractal descriptors brings statistical precision into the quantification of natural system degradation and provides a means for objective soil structure comparison (Oleschko et al., 2000). The ability of fractal parameters to capture critical behavior and phase transition was documented for different contrasting situations, including from Andosols deforestation and erosion, to Vertisols high fructuring and consolidation. The Hurst exponent is used to measure the type of persistence and degree of complexity of structure dynamics. We conclude that there is an urgent need to select and adopt a standardized toolbox for fractal analysis and complexity measures in Earth Sciences. We propose to use the second-order (meta-) statistics as subtle measures of complexity (Atmanspacher et al., 1997). The high degree of correlation was documented between the fractal and high-order statistical descriptors (four central moments of stochastic variable distribution) used to the system heterogeneity and variability analysis. We proposed to call this combined fractal/statistical toolbox Metastatistical Analysis and recommend it to the projects directed to soil degradation monitoring. References: 1. Oleschko, K., B.S. Figueroa, M.E. Miranda, M.A. Vuelvas and E.R. Solleiro, Soil & Till. Res. 55, 43 (2000). 2. Oleschko, K., Korvin, G., Figueroa S. B., Vuelvas, M.A., Balankin, A., Flores L., Carreño, D. Fractal radar scattering from soil. Physical Review E.67, 041403, 2003. 3. Zamora-Castro S., Oleschko, K. Flores, L., Ventura, E. Jr., Parrot, J.-F., 2008. Fractal mapping of pore and solids attributes. Vadose Zone Journal, v. 7, Issue2: 473-492. 4. Oleschko, K., Korvin, G., Muñoz, A., Velásquez, J., Miranda, M.E., Carreon, D., Flores, L., Martínez, M., Velásquez-Valle, M., Brambilla, F., Parrot, J.-F. Ronquillo, G., 2008. Fractal mapping of soil moisture content from remote sensed multi-scale data. Nonlinear Proceses in Geophysics Journal, 15: 711-725. 5. Atmanspacher, H., Räth, Ch., Wiedenmann, G., 1997. Statistics and meta-statistics in the concept of complexity. Physica A, 234: 819-829.

Bayesian uncertainty analysis for complex systems biology models: emulation, global parameter searches and evaluation of gene functions.

PubMed

Vernon, Ian; Liu, Junli; Goldstein, Michael; Rowe, James; Topping, Jen; Lindsey, Keith

2018-01-02

Many mathematical models have now been employed across every area of systems biology. These models increasingly involve large numbers of unknown parameters, have complex structure which can result in substantial evaluation time relative to the needs of the analysis, and need to be compared to observed data of various forms. The correct analysis of such models usually requires a global parameter search, over a high dimensional parameter space, that incorporates and respects the most important sources of uncertainty. This can be an extremely difficult task, but it is essential for any meaningful inference or prediction to be made about any biological system. It hence represents a fundamental challenge for the whole of systems biology. Bayesian statistical methodology for the uncertainty analysis of complex models is introduced, which is designed to address the high dimensional global parameter search problem. Bayesian emulators that mimic the systems biology model but which are extremely fast to evaluate are embeded within an iterative history match: an efficient method to search high dimensional spaces within a more formal statistical setting, while incorporating major sources of uncertainty. The approach is demonstrated via application to a model of hormonal crosstalk in Arabidopsis root development, which has 32 rate parameters, for which we identify the sets of rate parameter values that lead to acceptable matches between model output and observed trend data. The multiple insights into the model's structure that this analysis provides are discussed. The methodology is applied to a second related model, and the biological consequences of the resulting comparison, including the evaluation of gene functions, are described. Bayesian uncertainty analysis for complex models using both emulators and history matching is shown to be a powerful technique that can greatly aid the study of a large class of systems biology models. It both provides insight into model behaviour and identifies the sets of rate parameters of interest.

Unification of the complex Langevin method and the Lefschetzthimble method

NASA Astrophysics Data System (ADS)

Nishimura, Jun; Shimasaki, Shinji

2018-03-01

Recently there has been remarkable progress in solving the sign problem, which occurs in investigating statistical systems with a complex weight. The two promising methods, the complex Langevin method and the Lefschetz thimble method, share the idea of complexifying the dynamical variables, but their relationship has not been clear. Here we propose a unified formulation, in which the sign problem is taken care of by both the Langevin dynamics and the holomorphic gradient flow. We apply our formulation to a simple model in three different ways and show that one of them interpolates the two methods by changing the flow time.

Image statistics for surface reflectance perception.

PubMed

Sharan, Lavanya; Li, Yuanzhen; Motoyoshi, Isamu; Nishida, Shin'ya; Adelson, Edward H

2008-04-01

Human observers can distinguish the albedo of real-world surfaces even when the surfaces are viewed in isolation, contrary to the Gelb effect. We sought to measure this ability and to understand the cues that might underlie it. We took photographs of complex surfaces such as stucco and asked observers to judge their diffuse reflectance by comparing them to a physical Munsell scale. Their judgments, while imperfect, were highly correlated with the true reflectance. The judgments were also highly correlated with certain image statistics, such as moment and percentile statistics of the luminance and subband histograms. When we digitally manipulated these statistics in an image, human judgments were correspondingly altered. Moreover, linear combinations of such statistics allow a machine vision system (operating within the constrained world of single surfaces) to estimate albedo with an accuracy similar to that of human observers. Taken together, these results indicate that some simple image statistics have a strong influence on the judgment of surface reflectance.

Markov Logic Networks in the Analysis of Genetic Data

PubMed Central

Sakhanenko, Nikita A.

2010-01-01

Abstract Complex, non-additive genetic interactions are common and can be critical in determining phenotypes. Genome-wide association studies (GWAS) and similar statistical studies of linkage data, however, assume additive models of gene interactions in looking for genotype-phenotype associations. These statistical methods view the compound effects of multiple genes on a phenotype as a sum of influences of each gene and often miss a substantial part of the heritable effect. Such methods do not use any biological knowledge about underlying mechanisms. Modeling approaches from the artificial intelligence (AI) field that incorporate deterministic knowledge into models to perform statistical analysis can be applied to include prior knowledge in genetic analysis. We chose to use the most general such approach, Markov Logic Networks (MLNs), for combining deterministic knowledge with statistical analysis. Using simple, logistic regression-type MLNs we can replicate the results of traditional statistical methods, but we also show that we are able to go beyond finding independent markers linked to a phenotype by using joint inference without an independence assumption. The method is applied to genetic data on yeast sporulation, a complex phenotype with gene interactions. In addition to detecting all of the previously identified loci associated with sporulation, our method identifies four loci with smaller effects. Since their effect on sporulation is small, these four loci were not detected with methods that do not account for dependence between markers due to gene interactions. We show how gene interactions can be detected using more complex models, which can be used as a general framework for incorporating systems biology with genetics. PMID:20958249

Transitions between superstatistical regimes: Validity, breakdown and applications

NASA Astrophysics Data System (ADS)

Jizba, Petr; Korbel, Jan; Lavička, Hynek; Prokš, Martin; Svoboda, Václav; Beck, Christian

2018-03-01

Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important rôle in analysis of hierarchical complex dynamical systems. Yet, its "canonical" formulation in terms of a single nuisance parameter is often too restrictive when applied to complex empirical data. Here we show that a multi-scale generalization of the superstatistics paradigm is more versatile, allowing to address such pertinent issues as transmutation of statistics or inter-scale stochastic behavior. To put some flesh on the bare bones, we provide a numerical evidence for a transition between two superstatistics regimes, by analyzing high-frequency (minute-tick) data for share-price returns of seven selected companies. Salient issues, such as breakdown of superstatistics in fractional diffusion processes or connection with Brownian subordination are also briefly discussed.

SIPP ACCESS: Information Tools Improve Access to National Longitudinal Panel Surveys.

ERIC Educational Resources Information Center

Robbin, Alice; David, Martin

1988-01-01

A computer-based, integrated information system incorporating data and information about the data, SIPP ACCESS systematically links technologies of laser disk, mainframe computer, microcomputer, and electronic networks, and applies relational technology to provide access to information about complex statistical data collections. Examples are given…

Investigating the Randomness of Numbers

ERIC Educational Resources Information Center

Pendleton, Kenn L.

2009-01-01

The use of random numbers is pervasive in today's world. Random numbers have practical applications in such far-flung arenas as computer simulations, cryptography, gambling, the legal system, statistical sampling, and even the war on terrorism. Evaluating the randomness of extremely large samples is a complex, intricate process. However, the…

xTract: software for characterizing conformational changes of protein complexes by quantitative cross-linking mass spectrometry.

PubMed

Walzthoeni, Thomas; Joachimiak, Lukasz A; Rosenberger, George; Röst, Hannes L; Malmström, Lars; Leitner, Alexander; Frydman, Judith; Aebersold, Ruedi

2015-12-01

Chemical cross-linking in combination with mass spectrometry generates distance restraints of amino acid pairs in close proximity on the surface of native proteins and protein complexes. In this study we used quantitative mass spectrometry and chemical cross-linking to quantify differences in cross-linked peptides obtained from complexes in spatially discrete states. We describe a generic computational pipeline for quantitative cross-linking mass spectrometry consisting of modules for quantitative data extraction and statistical assessment of the obtained results. We used the method to detect conformational changes in two model systems: firefly luciferase and the bovine TRiC complex. Our method discovers and explains the structural heterogeneity of protein complexes using only sparse structural information.

UAV Swarm Mission Planning Development Using Evolutionary Algorithms - Part I

DTIC Science & Technology

2008-05-01

desired behaviors in autonomous vehicles is a difficult problem at best and in general prob- ably impossible to completely resolve in complex dynamic...associated behaviors. Various techniques inspired by biological self-organized systems as found in forging insects and flocking birds, revolve around...swarms of heterogeneous vehicles in a distributed simulation system with animated graphics. Statistical measurements and observations indicate that bio

A survey of design methods for failure detection in dynamic systems

NASA Technical Reports Server (NTRS)

Willsky, A. S.

1975-01-01

A number of methods for the detection of abrupt changes (such as failures) in stochastic dynamical systems were surveyed. The class of linear systems were emphasized, but the basic concepts, if not the detailed analyses, carry over to other classes of systems. The methods surveyed range from the design of specific failure-sensitive filters, to the use of statistical tests on filter innovations, to the development of jump process formulations. Tradeoffs in complexity versus performance are discussed.

The New Maia Detector System: Methods For High Definition Trace Element Imaging Of Natural Material

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ryan, C. G.; School of Physics, University of Melbourne, Parkville VIC; CODES Centre of Excellence, University of Tasmania, Hobart TAS

2010-04-06

Motivated by the need for megapixel high definition trace element imaging to capture intricate detail in natural material, together with faster acquisition and improved counting statistics in elemental imaging, a large energy-dispersive detector array called Maia has been developed by CSIRO and BNL for SXRF imaging on the XFM beamline at the Australian Synchrotron. A 96 detector prototype demonstrated the capacity of the system for real-time deconvolution of complex spectral data using an embedded implementation of the Dynamic Analysis method and acquiring highly detailed images up to 77 M pixels spanning large areas of complex mineral sample sections.

The New Maia Detector System: Methods For High Definition Trace Element Imaging Of Natural Material

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ryan, C.G.; Siddons, D.P.; Kirkham, R.

2010-05-25

Motivated by the need for megapixel high definition trace element imaging to capture intricate detail in natural material, together with faster acquisition and improved counting statistics in elemental imaging, a large energy-dispersive detector array called Maia has been developed by CSIRO and BNL for SXRF imaging on the XFM beamline at the Australian Synchrotron. A 96 detector prototype demonstrated the capacity of the system for real-time deconvolution of complex spectral data using an embedded implementation of the Dynamic Analysis method and acquiring highly detailed images up to 77 M pixels spanning large areas of complex mineral sample sections.

Estimation of Global Network Statistics from Incomplete Data

PubMed Central

Bliss, Catherine A.; Danforth, Christopher M.; Dodds, Peter Sheridan

2014-01-01

Complex networks underlie an enormous variety of social, biological, physical, and virtual systems. A profound complication for the science of complex networks is that in most cases, observing all nodes and all network interactions is impossible. Previous work addressing the impacts of partial network data is surprisingly limited, focuses primarily on missing nodes, and suggests that network statistics derived from subsampled data are not suitable estimators for the same network statistics describing the overall network topology. We generate scaling methods to predict true network statistics, including the degree distribution, from only partial knowledge of nodes, links, or weights. Our methods are transparent and do not assume a known generating process for the network, thus enabling prediction of network statistics for a wide variety of applications. We validate analytical results on four simulated network classes and empirical data sets of various sizes. We perform subsampling experiments by varying proportions of sampled data and demonstrate that our scaling methods can provide very good estimates of true network statistics while acknowledging limits. Lastly, we apply our techniques to a set of rich and evolving large-scale social networks, Twitter reply networks. Based on 100 million tweets, we use our scaling techniques to propose a statistical characterization of the Twitter Interactome from September 2008 to November 2008. Our treatment allows us to find support for Dunbar's hypothesis in detecting an upper threshold for the number of active social contacts that individuals maintain over the course of one week. PMID:25338183

Inhomogeneous point-process entropy: An instantaneous measure of complexity in discrete systems

NASA Astrophysics Data System (ADS)

Valenza, Gaetano; Citi, Luca; Scilingo, Enzo Pasquale; Barbieri, Riccardo

2014-05-01

Measures of entropy have been widely used to characterize complexity, particularly in physiological dynamical systems modeled in discrete time. Current approaches associate these measures to finite single values within an observation window, thus not being able to characterize the system evolution at each moment in time. Here, we propose a new definition of approximate and sample entropy based on the inhomogeneous point-process theory. The discrete time series is modeled through probability density functions, which characterize and predict the time until the next event occurs as a function of the past history. Laguerre expansions of the Wiener-Volterra autoregressive terms account for the long-term nonlinear information. As the proposed measures of entropy are instantaneously defined through probability functions, the novel indices are able to provide instantaneous tracking of the system complexity. The new measures are tested on synthetic data, as well as on real data gathered from heartbeat dynamics of healthy subjects and patients with cardiac heart failure and gait recordings from short walks of young and elderly subjects. Results show that instantaneous complexity is able to effectively track the system dynamics and is not affected by statistical noise properties.

How weak values emerge in joint measurements on cloned quantum systems.

PubMed

Hofmann, Holger F

2012-07-13

A statistical analysis of optimal universal cloning shows that it is possible to identify an ideal (but nonpositive) copying process that faithfully maps all properties of the original Hilbert space onto two separate quantum systems, resulting in perfect correlations for all observables. The joint probabilities for noncommuting measurements on separate clones then correspond to the real parts of the complex joint probabilities observed in weak measurements on a single system, where the measurements on the two clones replace the corresponding sequence of weak measurement and postselection. The imaginary parts of weak measurement statics can be obtained by replacing the cloning process with a partial swap operation. A controlled-swap operation combines both processes, making the complete weak measurement statistics accessible as a well-defined contribution to the joint probabilities of fully resolved projective measurements on the two output systems.

Statistical model with two order parameters for ductile and soft fiber bundles in nanoscience and biomaterials.

PubMed

Rinaldi, Antonio

2011-04-01

Traditional fiber bundles models (FBMs) have been an effective tool to understand brittle heterogeneous systems. However, fiber bundles in modern nano- and bioapplications demand a new generation of FBM capturing more complex deformation processes in addition to damage. In the context of loose bundle systems and with reference to time-independent plasticity and soft biomaterials, we formulate a generalized statistical model for ductile fracture and nonlinear elastic problems capable of handling more simultaneous deformation mechanisms by means of two order parameters (as opposed to one). As the first rational FBM for coupled damage problems, it may be the cornerstone for advanced statistical models of heterogeneous systems in nanoscience and materials design, especially to explore hierarchical and bio-inspired concepts in the arena of nanobiotechnology. Applicative examples are provided for illustrative purposes at last, discussing issues in inverse analysis (i.e., nonlinear elastic polymer fiber and ductile Cu submicron bars arrays) and direct design (i.e., strength prediction).

A Diagnostics Tool to detect ensemble forecast system anomaly and guide operational decisions

NASA Astrophysics Data System (ADS)

Park, G. H.; Srivastava, A.; Shrestha, E.; Thiemann, M.; Day, G. N.; Draijer, S.

2017-12-01

The hydrologic community is moving toward using ensemble forecasts to take uncertainty into account during the decision-making process. The New York City Department of Environmental Protection (DEP) implements several types of ensemble forecasts in their decision-making process: ensemble products for a statistical model (Hirsch and enhanced Hirsch); the National Weather Service (NWS) Advanced Hydrologic Prediction Service (AHPS) forecasts based on the classical Ensemble Streamflow Prediction (ESP) technique; and the new NWS Hydrologic Ensemble Forecasting Service (HEFS) forecasts. To remove structural error and apply the forecasts to additional forecast points, the DEP post processes both the AHPS and the HEFS forecasts. These ensemble forecasts provide mass quantities of complex data, and drawing conclusions from these forecasts is time-consuming and difficult. The complexity of these forecasts also makes it difficult to identify system failures resulting from poor data, missing forecasts, and server breakdowns. To address these issues, we developed a diagnostic tool that summarizes ensemble forecasts and provides additional information such as historical forecast statistics, forecast skill, and model forcing statistics. This additional information highlights the key information that enables operators to evaluate the forecast in real-time, dynamically interact with the data, and review additional statistics, if needed, to make better decisions. We used Bokeh, a Python interactive visualization library, and a multi-database management system to create this interactive tool. This tool compiles and stores data into HTML pages that allows operators to readily analyze the data with built-in user interaction features. This paper will present a brief description of the ensemble forecasts, forecast verification results, and the intended applications for the diagnostic tool.

The new challenges of multiplex networks: Measures and models

NASA Astrophysics Data System (ADS)

Battiston, Federico; Nicosia, Vincenzo; Latora, Vito

2017-02-01

What do societies, the Internet, and the human brain have in common? They are all examples of complex relational systems, whose emerging behaviours are largely determined by the non-trivial networks of interactions among their constituents, namely individuals, computers, or neurons, rather than only by the properties of the units themselves. In the last two decades, network scientists have proposed models of increasing complexity to better understand real-world systems. Only recently we have realised that multiplexity, i.e. the coexistence of several types of interactions among the constituents of a complex system, is responsible for substantial qualitative and quantitative differences in the type and variety of behaviours that a complex system can exhibit. As a consequence, multilayer and multiplex networks have become a hot topic in complexity science. Here we provide an overview of some of the measures proposed so far to characterise the structure of multiplex networks, and a selection of models aiming at reproducing those structural properties and quantifying their statistical significance. Focusing on a subset of relevant topics, this brief review is a quite comprehensive introduction to the most basic tools for the analysis of multiplex networks observed in the real-world. The wide applicability of multiplex networks as a framework to model complex systems in different fields, from biology to social sciences, and the colloquial tone of the paper will make it an interesting read for researchers working on both theoretical and experimental analysis of networked systems.

Design and control strategies for CELSS - Integrating mechanistic paradigms and biological complexities

NASA Technical Reports Server (NTRS)

Moore, B., III; Kaufmann, R.; Reinhold, C.

1981-01-01

Systems analysis and control theory consideration are given to simulations of both individual components and total systems, in order to develop a reliable control strategy for a Controlled Ecological Life Support System (CELSS) which includes complex biological components. Because of the numerous nonlinearities and tight coupling within the biological component, classical control theory may be inadequate and the statistical analysis of factorial experiments more useful. The range in control characteristics of particular species may simplify the overall task by providing an appropriate balance of stability and controllability to match species function in the overall design. The ultimate goal of this research is the coordination of biological and mechanical subsystems in order to achieve a self-supporting environment.

Observation-Driven Configuration of Complex Software Systems

NASA Astrophysics Data System (ADS)

Sage, Aled

2010-06-01

The ever-increasing complexity of software systems makes them hard to comprehend, predict and tune due to emergent properties and non-deterministic behaviour. Complexity arises from the size of software systems and the wide variety of possible operating environments: the increasing choice of platforms and communication policies leads to ever more complex performance characteristics. In addition, software systems exhibit different behaviour under different workloads. Many software systems are designed to be configurable so that policies can be chosen to meet the needs of various stakeholders. For complex software systems it can be difficult to accurately predict the effects of a change and to know which configuration is most appropriate. This thesis demonstrates that it is useful to run automated experiments that measure a selection of system configurations. Experiments can find configurations that meet the stakeholders' needs, find interesting behavioural characteristics, and help produce predictive models of the system's behaviour. The design and use of ACT (Automated Configuration Tool) for running such experiments is described, in combination a number of search strategies for deciding on the configurations to measure. Design Of Experiments (DOE) is discussed, with emphasis on Taguchi Methods. These statistical methods have been used extensively in manufacturing, but have not previously been used for configuring software systems. The novel contribution here is an industrial case study, applying the combination of ACT and Taguchi Methods to DC-Directory, a product from Data Connection Ltd (DCL). The case study investigated the applicability of Taguchi Methods for configuring complex software systems. Taguchi Methods were found to be useful for modelling and configuring DC- Directory, making them a valuable addition to the techniques available to system administrators and developers.

A Subband Coding Method for HDTV

NASA Technical Reports Server (NTRS)

Chung, Wilson; Kossentini, Faouzi; Smith, Mark J. T.

1995-01-01

This paper introduces a new HDTV coder based on motion compensation, subband coding, and high order conditional entropy coding. The proposed coder exploits the temporal and spatial statistical dependencies inherent in the HDTV signal by using intra- and inter-subband conditioning for coding both the motion coordinates and the residual signal. The new framework provides an easy way to control the system complexity and performance, and inherently supports multiresolution transmission. Experimental results show that the coder outperforms MPEG-2, while still maintaining relatively low complexity.

The Role of Probability-Based Inference in an Intelligent Tutoring System.

ERIC Educational Resources Information Center

Mislevy, Robert J.; Gitomer, Drew H.

Probability-based inference in complex networks of interdependent variables is an active topic in statistical research, spurred by such diverse applications as forecasting, pedigree analysis, troubleshooting, and medical diagnosis. This paper concerns the role of Bayesian inference networks for updating student models in intelligent tutoring…

Using multitype branching processes to quantify statistics of disease outbreaks in zoonotic epidemics

USDA-ARS?s Scientific Manuscript database

Despite the enormous relevance of zoonotic infections to world-wide public health, and despite much effort in modeling individual zoonoses, a fundamental understanding of the disease dynamics and the nature of outbreaks emanating from such a complex system is still lacking. We introduce a simple sto...

Planning representation for automated exploratory data analysis

NASA Astrophysics Data System (ADS)

St. Amant, Robert; Cohen, Paul R.

1994-03-01

Igor is a knowledge-based system for exploratory statistical analysis of complex systems and environments. Igor has two related goals: to help automate the search for interesting patterns in data sets, and to help develop models that capture significant relationships in the data. We outline a language for Igor, based on techniques of opportunistic planning, which balances control and opportunism. We describe the application of Igor to the analysis of the behavior of Phoenix, an artificial intelligence planning system.

Method and system for knowledge discovery using non-linear statistical analysis and a 1st and 2nd tier computer program

DOEpatents

Hively, Lee M [Philadelphia, TN

2011-07-12

The invention relates to a method and apparatus for simultaneously processing different sources of test data into informational data and then processing different categories of informational data into knowledge-based data. The knowledge-based data can then be communicated between nodes in a system of multiple computers according to rules for a type of complex, hierarchical computer system modeled on a human brain.

Towards physical principles of biological evolution

NASA Astrophysics Data System (ADS)

Katsnelson, Mikhail I.; Wolf, Yuri I.; Koonin, Eugene V.

2018-03-01

Biological systems reach organizational complexity that far exceeds the complexity of any known inanimate objects. Biological entities undoubtedly obey the laws of quantum physics and statistical mechanics. However, is modern physics sufficient to adequately describe, model and explain the evolution of biological complexity? Detailed parallels have been drawn between statistical thermodynamics and the population-genetic theory of biological evolution. Based on these parallels, we outline new perspectives on biological innovation and major transitions in evolution, and introduce a biological equivalent of thermodynamic potential that reflects the innovation propensity of an evolving population. Deep analogies have been suggested to also exist between the properties of biological entities and processes, and those of frustrated states in physics, such as glasses. Such systems are characterized by frustration whereby local state with minimal free energy conflict with the global minimum, resulting in ‘emergent phenomena’. We extend such analogies by examining frustration-type phenomena, such as conflicts between different levels of selection, in biological evolution. These frustration effects appear to drive the evolution of biological complexity. We further address evolution in multidimensional fitness landscapes from the point of view of percolation theory and suggest that percolation at level above the critical threshold dictates the tree-like evolution of complex organisms. Taken together, these multiple connections between fundamental processes in physics and biology imply that construction of a meaningful physical theory of biological evolution might not be a futile effort. However, it is unrealistic to expect that such a theory can be created in one scoop; if it ever comes to being, this can only happen through integration of multiple physical models of evolutionary processes. Furthermore, the existing framework of theoretical physics is unlikely to suffice for adequate modeling of the biological level of complexity, and new developments within physics itself are likely to be required.

Verification of Space Station Secondary Power System Stability Using Design of Experiment

NASA Technical Reports Server (NTRS)

Karimi, Kamiar J.; Booker, Andrew J.; Mong, Alvin C.; Manners, Bruce

1998-01-01

This paper describes analytical methods used in verification of large DC power systems with applications to the International Space Station (ISS). Large DC power systems contain many switching power converters with negative resistor characteristics. The ISS power system presents numerous challenges with respect to system stability such as complex sources and undefined loads. The Space Station program has developed impedance specifications for sources and loads. The overall approach to system stability consists of specific hardware requirements coupled with extensive system analysis and testing. Testing of large complex distributed power systems is not practical due to size and complexity of the system. Computer modeling has been extensively used to develop hardware specifications as well as to identify system configurations for lab testing. The statistical method of Design of Experiments (DoE) is used as an analysis tool for verification of these large systems. DOE reduces the number of computer runs which are necessary to analyze the performance of a complex power system consisting of hundreds of DC/DC converters. DoE also provides valuable information about the effect of changes in system parameters on the performance of the system. DoE provides information about various operating scenarios and identification of the ones with potential for instability. In this paper we will describe how we have used computer modeling to analyze a large DC power system. A brief description of DoE is given. Examples using applications of DoE to analysis and verification of the ISS power system are provided.

On the nature and dynamics of the seismogenetic systems of North California, USA: An analysis based on Non-Extensive Statistical Physics

NASA Astrophysics Data System (ADS)

Efstathiou, Angeliki; Tzanis, Andreas; Vallianatos, Filippos

2017-09-01

We examine the nature of the seismogenetic system in North California, USA, by searching for evidence of complexity and non-extensivity in the earthquake record. We attempt to determine whether earthquakes are generated by a self-excited Poisson process, in which case they obey Boltzmann-Gibbs thermodynamics, or by a Critical process, in which long-range interactions in non-equilibrium states are expected (correlation) and the thermodynamics deviate from the Boltzmann-Gibbs formalism. Emphasis is given to background seismicity since it is generally agreed that aftershock sequences comprise correlated sets. We use the complete and homogeneous earthquake catalogue published by the North California Earthquake Data Centre, in which aftershocks are either included, or have been removed by a stochastic declustering procedure. We examine multivariate cumulative frequency distributions of earthquake magnitudes, interevent time and interevent distance in the context of Non-Extensive Statistical Physics, which is a generalization of extensive Boltzmann-Gibbs thermodynamics to non-equilibrating (non-extensive) systems. Our results indicate that the seismogenetic systems of North California are generally sub-extensive complex and non-Poissonian. The background seismicity exhibits long-range interaction as evidenced by the overall increase of correlation observed by declustering the earthquake catalogues, as well as by the high correlation observed for earthquakes separated by long interevent distances. It is also important to emphasize that two subsystems with rather different properties appear to exist. The correlation observed along the Sierra Nevada Range - Walker Lane is quasi-stationary and indicates a Self-Organized Critical fault system. Conversely, the north segment of the San Andreas Fault exhibits changes in the level of correlation with reference to the large Loma Prieta event of 1989 and thus has attributes of Critical Point behaviour albeit without acceleration of seismic release rates. SOC appears to be a likely explanation of complexity mechanisms but since there are other ways by which complexity may emerge, additional work is required before assertive conclusions can be drawn.

Origins and Elaboration of the National Health Accounts, 1926-2006

PubMed Central

Fetter, Bruce

2006-01-01

The National Health Statistics Group (NHSG) has managed to keep the national health accounts (NHA) apolitical and highly respected. NHSG strategies have included the careful acquisition and presentation of statistics relating to health costs and payers; the use of scholarly journals to disseminate ideas to other government offices and, beyond them, to industry, labor, the professions, and universities; and the promotion of cooperation with related U.S., statistical agencies, provider groups, contractors, and international organizations. Responding to an increasingly complex system of third-party payers in the U.S. health system and controversies over methods, the NHA has continually evolved to meet the demands of health care decisionmakers. Historically, these dialogues have forced health accountants to refine their methods to ensure that their portrayal of spending and financing trends presents information that can inform the decisionmaking process in a non-partisan way. PMID:17290668

Statistical inference approach to structural reconstruction of complex networks from binary time series

NASA Astrophysics Data System (ADS)

Ma, Chuang; Chen, Han-Shuang; Lai, Ying-Cheng; Zhang, Hai-Feng

2018-02-01

Complex networks hosting binary-state dynamics arise in a variety of contexts. In spite of previous works, to fully reconstruct the network structure from observed binary data remains challenging. We articulate a statistical inference based approach to this problem. In particular, exploiting the expectation-maximization (EM) algorithm, we develop a method to ascertain the neighbors of any node in the network based solely on binary data, thereby recovering the full topology of the network. A key ingredient of our method is the maximum-likelihood estimation of the probabilities associated with actual or nonexistent links, and we show that the EM algorithm can distinguish the two kinds of probability values without any ambiguity, insofar as the length of the available binary time series is reasonably long. Our method does not require any a priori knowledge of the detailed dynamical processes, is parameter-free, and is capable of accurate reconstruction even in the presence of noise. We demonstrate the method using combinations of distinct types of binary dynamical processes and network topologies, and provide a physical understanding of the underlying reconstruction mechanism. Our statistical inference based reconstruction method contributes an additional piece to the rapidly expanding "toolbox" of data based reverse engineering of complex networked systems.

Statistical inference approach to structural reconstruction of complex networks from binary time series.

PubMed

Ma, Chuang; Chen, Han-Shuang; Lai, Ying-Cheng; Zhang, Hai-Feng

2018-02-01

Complex networks hosting binary-state dynamics arise in a variety of contexts. In spite of previous works, to fully reconstruct the network structure from observed binary data remains challenging. We articulate a statistical inference based approach to this problem. In particular, exploiting the expectation-maximization (EM) algorithm, we develop a method to ascertain the neighbors of any node in the network based solely on binary data, thereby recovering the full topology of the network. A key ingredient of our method is the maximum-likelihood estimation of the probabilities associated with actual or nonexistent links, and we show that the EM algorithm can distinguish the two kinds of probability values without any ambiguity, insofar as the length of the available binary time series is reasonably long. Our method does not require any a priori knowledge of the detailed dynamical processes, is parameter-free, and is capable of accurate reconstruction even in the presence of noise. We demonstrate the method using combinations of distinct types of binary dynamical processes and network topologies, and provide a physical understanding of the underlying reconstruction mechanism. Our statistical inference based reconstruction method contributes an additional piece to the rapidly expanding "toolbox" of data based reverse engineering of complex networked systems.

Automatic Fault Characterization via Abnormality-Enhanced Classification

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bronevetsky, G; Laguna, I; de Supinski, B R

Enterprise and high-performance computing systems are growing extremely large and complex, employing hundreds to hundreds of thousands of processors and software/hardware stacks built by many people across many organizations. As the growing scale of these machines increases the frequency of faults, system complexity makes these faults difficult to detect and to diagnose. Current system management techniques, which focus primarily on efficient data access and query mechanisms, require system administrators to examine the behavior of various system services manually. Growing system complexity is making this manual process unmanageable: administrators require more effective management tools that can detect faults and help tomore » identify their root causes. System administrators need timely notification when a fault is manifested that includes the type of fault, the time period in which it occurred and the processor on which it originated. Statistical modeling approaches can accurately characterize system behavior. However, the complex effects of system faults make these tools difficult to apply effectively. This paper investigates the application of classification and clustering algorithms to fault detection and characterization. We show experimentally that naively applying these methods achieves poor accuracy. Further, we design novel techniques that combine classification algorithms with information on the abnormality of application behavior to improve detection and characterization accuracy. Our experiments demonstrate that these techniques can detect and characterize faults with 65% accuracy, compared to just 5% accuracy for naive approaches.« less

Memetic computing through bio-inspired heuristics integration with sequential quadratic programming for nonlinear systems arising in different physical models.

PubMed

Raja, Muhammad Asif Zahoor; Kiani, Adiqa Kausar; Shehzad, Azam; Zameer, Aneela

2016-01-01

In this study, bio-inspired computing is exploited for solving system of nonlinear equations using variants of genetic algorithms (GAs) as a tool for global search method hybrid with sequential quadratic programming (SQP) for efficient local search. The fitness function is constructed by defining the error function for systems of nonlinear equations in mean square sense. The design parameters of mathematical models are trained by exploiting the competency of GAs and refinement are carried out by viable SQP algorithm. Twelve versions of the memetic approach GA-SQP are designed by taking a different set of reproduction routines in the optimization process. Performance of proposed variants is evaluated on six numerical problems comprising of system of nonlinear equations arising in the interval arithmetic benchmark model, kinematics, neurophysiology, combustion and chemical equilibrium. Comparative studies of the proposed results in terms of accuracy, convergence and complexity are performed with the help of statistical performance indices to establish the worth of the schemes. Accuracy and convergence of the memetic computing GA-SQP is found better in each case of the simulation study and effectiveness of the scheme is further established through results of statistics based on different performance indices for accuracy and complexity.

Lagged correlation networks

NASA Astrophysics Data System (ADS)

Curme, Chester

Technological advances have provided scientists with large high-dimensional datasets that describe the behaviors of complex systems: from the statistics of energy levels in complex quantum systems, to the time-dependent transcription of genes, to price fluctuations among assets in a financial market. In this environment, where it may be difficult to infer the joint distribution of the data, network science has flourished as a way to gain insight into the structure and organization of such systems by focusing on pairwise interactions. This work focuses on a particular setting, in which a system is described by multivariate time series data. We consider time-lagged correlations among elements in this system, in such a way that the measured interactions among elements are asymmetric. Finally, we allow these interactions to be characteristically weak, so that statistical uncertainties may be important to consider when inferring the structure of the system. We introduce a methodology for constructing statistically validated networks to describe such a system, extend the methodology to accommodate interactions with a periodic component, and show how consideration of bipartite community structures in these networks can aid in the construction of robust statistical models. An example of such a system is a financial market, in which high frequency returns data may be used to describe contagion, or the spreading of shocks in price among assets. These data provide the experimental testing ground for our methodology. We study NYSE data from both the present day and one decade ago, examine the time scales over which the validated lagged correlation networks exist, and relate differences in the topological properties of the networks to an increasing economic efficiency. We uncover daily periodicities in the validated interactions, and relate our findings to explanations of the Epps Effect, an empirical phenomenon of financial time series. We also study bipartite community structures in networks composed of market returns and news sentiment signals for 40 countries. We compare the degrees to which markets anticipate news, and news anticipate markets, and use the community structures to construct a recommender system for inputs to prediction models. Finally, we complement this work with novel investigations of the exogenous news items that may drive the financial system using topic models. This includes an analysis of how investors and the general public may interact with these news items using Internet search data, and how the diversity of stories in the news both responds to and influences market movements.

Word lengths are optimized for efficient communication.

PubMed

Piantadosi, Steven T; Tily, Harry; Gibson, Edward

2011-03-01

We demonstrate a substantial improvement on one of the most celebrated empirical laws in the study of language, Zipf's 75-y-old theory that word length is primarily determined by frequency of use. In accord with rational theories of communication, we show across 10 languages that average information content is a much better predictor of word length than frequency. This indicates that human lexicons are efficiently structured for communication by taking into account interword statistical dependencies. Lexical systems result from an optimization of communicative pressures, coding meanings efficiently given the complex statistics of natural language use.

Neuronal couplings between retinal ganglion cells inferred by efficient inverse statistical physics methods

PubMed Central

Cocco, Simona; Leibler, Stanislas; Monasson, Rémi

2009-01-01

Complexity of neural systems often makes impracticable explicit measurements of all interactions between their constituents. Inverse statistical physics approaches, which infer effective couplings between neurons from their spiking activity, have been so far hindered by their computational complexity. Here, we present 2 complementary, computationally efficient inverse algorithms based on the Ising and “leaky integrate-and-fire” models. We apply those algorithms to reanalyze multielectrode recordings in the salamander retina in darkness and under random visual stimulus. We find strong positive couplings between nearby ganglion cells common to both stimuli, whereas long-range couplings appear under random stimulus only. The uncertainty on the inferred couplings due to limitations in the recordings (duration, small area covered on the retina) is discussed. Our methods will allow real-time evaluation of couplings for large assemblies of neurons. PMID:19666487

Entropy production in mesoscopic stochastic thermodynamics: nonequilibrium kinetic cycles driven by chemical potentials, temperatures, and mechanical forces

NASA Astrophysics Data System (ADS)

Qian, Hong; Kjelstrup, Signe; Kolomeisky, Anatoly B.; Bedeaux, Dick

2016-04-01

Nonequilibrium thermodynamics (NET) investigates processes in systems out of global equilibrium. On a mesoscopic level, it provides a statistical dynamic description of various complex phenomena such as chemical reactions, ion transport, diffusion, thermochemical, thermomechanical and mechanochemical fluxes. In the present review, we introduce a mesoscopic stochastic formulation of NET by analyzing entropy production in several simple examples. The fundamental role of nonequilibrium steady-state cycle kinetics is emphasized. The statistical mechanics of Onsager’s reciprocal relations in this context is elucidated. Chemomechanical, thermomechanical, and enzyme-catalyzed thermochemical energy transduction processes are discussed. It is argued that mesoscopic stochastic NET in phase space provides a rigorous mathematical basis of fundamental concepts needed for understanding complex processes in chemistry, physics and biology. This theory is also relevant for nanoscale technological advances.

Complex systems analysis of series of blackouts: cascading failure, critical points, and self-organization.

PubMed

Dobson, Ian; Carreras, Benjamin A; Lynch, Vickie E; Newman, David E

2007-06-01

We give an overview of a complex systems approach to large blackouts of electric power transmission systems caused by cascading failure. Instead of looking at the details of particular blackouts, we study the statistics and dynamics of series of blackouts with approximate global models. Blackout data from several countries suggest that the frequency of large blackouts is governed by a power law. The power law makes the risk of large blackouts consequential and is consistent with the power system being a complex system designed and operated near a critical point. Power system overall loading or stress relative to operating limits is a key factor affecting the risk of cascading failure. Power system blackout models and abstract models of cascading failure show critical points with power law behavior as load is increased. To explain why the power system is operated near these critical points and inspired by concepts from self-organized criticality, we suggest that power system operating margins evolve slowly to near a critical point and confirm this idea using a power system model. The slow evolution of the power system is driven by a steady increase in electric loading, economic pressures to maximize the use of the grid, and the engineering responses to blackouts that upgrade the system. Mitigation of blackout risk should account for dynamical effects in complex self-organized critical systems. For example, some methods of suppressing small blackouts could ultimately increase the risk of large blackouts.

Interference in the classical probabilistic model and its representation in complex Hilbert space

NASA Astrophysics Data System (ADS)

Khrennikov, Andrei Yu.

2005-10-01

The notion of a context (complex of physical conditions, that is to say: specification of the measurement setup) is basic in this paper.We show that the main structures of quantum theory (interference of probabilities, Born's rule, complex probabilistic amplitudes, Hilbert state space, representation of observables by operators) are present already in a latent form in the classical Kolmogorov probability model. However, this model should be considered as a calculus of contextual probabilities. In our approach it is forbidden to consider abstract context independent probabilities: “first context and only then probability”. We construct the representation of the general contextual probabilistic dynamics in the complex Hilbert space. Thus dynamics of the wave function (in particular, Schrödinger's dynamics) can be considered as Hilbert space projections of a realistic dynamics in a “prespace”. The basic condition for representing of the prespace-dynamics is the law of statistical conservation of energy-conservation of probabilities. In general the Hilbert space projection of the “prespace” dynamics can be nonlinear and even irreversible (but it is always unitary). Methods developed in this paper can be applied not only to quantum mechanics, but also to classical statistical mechanics. The main quantum-like structures (e.g., interference of probabilities) might be found in some models of classical statistical mechanics. Quantum-like probabilistic behavior can be demonstrated by biological systems. In particular, it was recently found in some psychological experiments.

A Survey of Noninteractive Zero Knowledge Proof System and Its Applications

PubMed Central

Wu, Huixin; Wang, Feng

2014-01-01

Zero knowledge proof system which has received extensive attention since it was proposed is an important branch of cryptography and computational complexity theory. Thereinto, noninteractive zero knowledge proof system contains only one message sent by the prover to the verifier. It is widely used in the construction of various types of cryptographic protocols and cryptographic algorithms because of its good privacy, authentication, and lower interactive complexity. This paper reviews and analyzes the basic principles of noninteractive zero knowledge proof system, and summarizes the research progress achieved by noninteractive zero knowledge proof system on the following aspects: the definition and related models of noninteractive zero knowledge proof system, noninteractive zero knowledge proof system of NP problems, noninteractive statistical and perfect zero knowledge, the connection between noninteractive zero knowledge proof system, interactive zero knowledge proof system, and zap, and the specific applications of noninteractive zero knowledge proof system. This paper also points out the future research directions. PMID:24883407

Interdisciplinary applications of statistical physics to complex systems: Seismic physics, econophysics, and sociophysics

NASA Astrophysics Data System (ADS)

Tenenbaum, Joel

This thesis applies statistical physics concepts and methods to quantitatively analyze complex systems. This thesis is separated into four parts: (i) characteristics of earthquake systems (ii) memory and volatility in data time series (iii) the application of part (ii) to world financial markets, and (iv) statistical observations on the evolution of word usage. In Part I, we observe statistical patterns in the occurrence of earthquakes. We select a 14-year earthquake catalog covering the archipelago of Japan. We find that regions traditionally thought of as being too distant from one another for causal contact display remarkably high correlations, and the networks that result have a tendency to link highly connected areas with other highly connected areas. In Part II, we introduce and apply the concept of "volatility asymmetry", the primary use of which is in financial data. We explain the relation between memory and "volatility asymmetry" in terms of an asymmetry parameter lambda. We define a litmus test for determining whether lambda is statistically significant and propose a stochastic model based on this parameter and use the model to further explain empirical data. In Part III, we expand on volatility asymmetry. Importing the concepts of time dependence and universality from physics, we explore the aspects of emerging (or "transition") economies in Eastern Europe as they relate to asymmetry. We find that these emerging markets in some instances behave like developed markets and in other instances do not, and that the distinction is a matter both of country and a matter of time period, crisis periods showing different asymmetry characteristics than "healthy" periods. In Part IV, we take note of a series of findings in econophysics, showing statistical growth similarities between a variety of different areas that all have in common the fact of taking place in areas that are both (i) competing and (ii) dynamic. We show that this same growth distribution can be reproduced in observing the growth rates of the usage of individual words, that just as companies compete for sales in a zero sum marketing game, so do words compete for usage within a limited amount of reader man-hours.

Symbolic dynamics techniques for complex systems: Application to share price dynamics

NASA Astrophysics Data System (ADS)

Xu, Dan; Beck, Christian

2017-05-01

The symbolic dynamics technique is well known for low-dimensional dynamical systems and chaotic maps, and lies at the roots of the thermodynamic formalism of dynamical systems. Here we show that this technique can also be successfully applied to time series generated by complex systems of much higher dimensionality. Our main example is the investigation of share price returns in a coarse-grained way. A nontrivial spectrum of Rényi entropies is found. We study how the spectrum depends on the time scale of returns, the sector of stocks considered, as well as the number of symbols used for the symbolic description. Overall our analysis confirms that in the symbol space transition probabilities of observed share price returns depend on the entire history of previous symbols, thus emphasizing the need for a modelling based on non-Markovian stochastic processes. Our method allows for quantitative comparisons of entirely different complex systems, for example the statistics of symbol sequences generated by share price returns using 4 symbols can be compared with that of genomic sequences.

Certification of highly complex safety-related systems.

PubMed

Reinert, D; Schaefer, M

1999-01-01

The BIA has now 15 years of experience with the certification of complex electronic systems for safety-related applications in the machinery sector. Using the example of machining centres this presentation will show the systematic procedure for verifying and validating control systems using Application Specific Integrated Circuits (ASICs) and microcomputers for safety functions. One section will describe the control structure of machining centres with control systems using "integrated safety." A diverse redundant architecture combined with crossmonitoring and forced dynamization is explained. In the main section the steps of the systematic certification procedure are explained showing some results of the certification of drilling machines. Specification reviews, design reviews with test case specification, statistical analysis, and walk-throughs are the analytical measures in the testing process. Systematic tests based on the test case specification, Electro Magnetic Interference (EMI), and environmental testing, and site acceptance tests on the machines are the testing measures for validation. A complex software driven system is always undergoing modification. Most of the changes are not safety-relevant but this has to be proven. A systematic procedure for certifying software modifications is presented in the last section of the paper.

Statistical Determinants of Selective Ionic Complexation: Ions in Solvent, Transport Proteins, and Other “Hosts”

PubMed Central

Bostick, David L.; Brooks, Charles L.

2009-01-01

To provide utility in understanding the molecular evolution of ion-selective biomembrane channels/transporters, globular proteins, and ionophoric compounds, as well as in guiding their modification and design, we present a statistical mechanical basis for deconstructing the impact of the coordination structure and chemistry of selective multidentate ionic complexes. The deconstruction augments familiar ideas in liquid structure theory to realize the ionic complex as an open ion-ligated system acting under the influence of an “external field” provided by the host (or surrounding medium). Using considerations derived from this basis, we show that selective complexation arises from exploitation of a particular ion's coordination preferences. These preferences derive from a balance of interactions much like that which dictates the Hofmeister effect. By analyzing the coordination-state space of small family IA and VIIA ions in simulated fluid media, we derive domains of coordinated states that confer selectivity for a given ion upon isolating and constraining particular attributes (order parameters) of a complex comprised of a given type of ligand. We demonstrate that such domains may be used to rationalize the ion-coordinated environments provided by selective ionophores and biological ion channels/transporters of known structure, and that they can serve as a means toward deriving rational design principles for ion-selective hosts. PMID:19486671

Emperical Laws in Economics Uncovered Using Methods in Statistical Mechanics

NASA Astrophysics Data System (ADS)

Stanley, H. Eugene

2001-06-01

In recent years, statistical physicists and computational physicists have determined that physical systems which consist of a large number of interacting particles obey universal "scaling laws" that serve to demonstrate an intrinsic self-similarity operating in such systems. Further, the parameters appearing in these scaling laws appear to be largely independent of the microscopic details. Since economic systems also consist of a large number of interacting units, it is plausible that scaling theory can be usefully applied to economics. To test this possibility using realistic data sets, a number of scientists have begun analyzing economic data using methods of statistical physics [1]. We have found evidence for scaling (and data collapse), as well as universality, in various quantities, and these recent results will be reviewed in this talk--starting with the most recent study [2]. We also propose models that may lead to some insight into these phenomena. These results will be discussed, as well as the overall rationale for why one might expect scaling principles to hold for complex economic systems. This work on which this talk is based is supported by BP, and was carried out in collaboration with L. A. N. Amaral S. V. Buldyrev, D. Canning, P. Cizeau, X. Gabaix, P. Gopikrishnan, S. Havlin, Y. Lee, Y. Liu, R. N. Mantegna, K. Matia, M. Meyer, C.-K. Peng, V. Plerou, M. A. Salinger, and M. H. R. Stanley. [1.] See, e.g., R. N. Mantegna and H. E. Stanley, Introduction to Econophysics: Correlations & Complexity in Finance (Cambridge University Press, Cambridge, 1999). [2.] P. Gopikrishnan, B. Rosenow, V. Plerou, and H. E. Stanley, "Identifying Business Sectors from Stock Price Fluctuations," e-print cond-mat/0011145; V. Plerou, P. Gopikrishnan, L. A. N. Amaral, X. Gabaix, and H. E. Stanley, "Diffusion and Economic Fluctuations," Phys. Rev. E (Rapid Communications) 62, 3023-3026 (2000); P. Gopikrishnan, V. Plerou, X. Gabaix, and H. E. Stanley, "Statistical Properties of Share Volume Traded in Financial Markets," Phys. Rev. E (Rapid Communications) 62, 4493-4496 (2000).

Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model

NASA Astrophysics Data System (ADS)

Wang, Jie; Wang, Jun; Stanley, H. Eugene

2018-02-01

To investigate the characteristics of extreme events in financial markets and the corresponding return intervals among these events, we use a Potts dynamic system to construct a random financial time series model of the attitudes of market traders. We use multiscale multifractal detrended cross-correlation analysis (MM-DCCA) and Lempel-Ziv complexity (LZC) perform numerical research of the return intervals for two significant China's stock market indices and for the proposed model. The new MM-DCCA method is based on the Hurst surface and provides more interpretable cross-correlations of the dynamic mechanism between different return interval series. We scale the LZC method with different exponents to illustrate the complexity of return intervals in different scales. Empirical studies indicate that the proposed return intervals from the Potts system and the real stock market indices hold similar statistical properties.

Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions

NASA Astrophysics Data System (ADS)

Chen, Nan; Majda, Andrew J.

2018-02-01

Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing the fat tailed highly intermittent probability density functions (PDFs) of complex systems in turbulence, neuroscience and excitable media. In this article, efficient statistically accurate algorithms are developed for solving both the transient and the equilibrium solutions of Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures. The algorithms involve a hybrid strategy that requires only a small number of ensembles. Here, a conditional Gaussian mixture in a high-dimensional subspace via an extremely efficient parametric method is combined with a judicious non-parametric Gaussian kernel density estimation in the remaining low-dimensional subspace. Particularly, the parametric method provides closed analytical formulae for determining the conditional Gaussian distributions in the high-dimensional subspace and is therefore computationally efficient and accurate. The full non-Gaussian PDF of the system is then given by a Gaussian mixture. Different from traditional particle methods, each conditional Gaussian distribution here covers a significant portion of the high-dimensional PDF. Therefore a small number of ensembles is sufficient to recover the full PDF, which overcomes the curse of dimensionality. Notably, the mixture distribution has significant skill in capturing the transient behavior with fat tails of the high-dimensional non-Gaussian PDFs, and this facilitates the algorithms in accurately describing the intermittency and extreme events in complex turbulent systems. It is shown in a stringent set of test problems that the method only requires an order of O (100) ensembles to successfully recover the highly non-Gaussian transient PDFs in up to 6 dimensions with only small errors.

The highly intelligent virtual agents for modeling financial markets

NASA Astrophysics Data System (ADS)

Yang, G.; Chen, Y.; Huang, J. P.

2016-02-01

Researchers have borrowed many theories from statistical physics, like ensemble, Ising model, etc., to study complex adaptive systems through agent-based modeling. However, one fundamental difference between entities (such as spins) in physics and micro-units in complex adaptive systems is that the latter are usually with high intelligence, such as investors in financial markets. Although highly intelligent virtual agents are essential for agent-based modeling to play a full role in the study of complex adaptive systems, how to create such agents is still an open question. Hence, we propose three principles for designing high artificial intelligence in financial markets and then build a specific class of agents called iAgents based on these three principles. Finally, we evaluate the intelligence of iAgents through virtual index trading in two different stock markets. For comparison, we also include three other types of agents in this contest, namely, random traders, agents from the wealth game (modified on the famous minority game), and agents from an upgraded wealth game. As a result, iAgents perform the best, which gives a well support for the three principles. This work offers a general framework for the further development of agent-based modeling for various kinds of complex adaptive systems.

In Planta Single-Molecule Pull-Down Reveals Tetrameric Stoichiometry of HD-ZIPIII:LITTLE ZIPPER Complexes.

PubMed

Husbands, Aman Y; Aggarwal, Vasudha; Ha, Taekjip; Timmermans, Marja C P

2016-08-01

Deciphering complex biological processes markedly benefits from approaches that directly assess the underlying biomolecular interactions. Most commonly used approaches to monitor protein-protein interactions typically provide nonquantitative readouts that lack statistical power and do not yield information on the heterogeneity or stoichiometry of protein complexes. Single-molecule pull-down (SiMPull) uses single-molecule fluorescence detection to mitigate these disadvantages and can quantitatively interrogate interactions between proteins and other compounds, such as nucleic acids, small molecule ligands, and lipids. Here, we establish SiMPull in plants using the HOMEODOMAIN LEUCINE ZIPPER III (HD-ZIPIII) and LITTLE ZIPPER (ZPR) interaction as proof-of-principle. Colocalization analysis of fluorophore-tagged HD-ZIPIII and ZPR proteins provides strong statistical evidence of complex formation. In addition, we use SiMPull to directly quantify YFP and mCherry maturation probabilities, showing these differ substantially from values obtained in mammalian systems. Leveraging these probabilities, in conjunction with fluorophore photobleaching assays on over 2000 individual complexes, we determined HD-ZIPIII:ZPR stoichiometry. Intriguingly, these complexes appear as heterotetramers, comprising two HD-ZIPIII and two ZPR molecules, rather than heterodimers as described in the current model. This surprising result raises new questions about the regulation of these key developmental factors and is illustrative of the unique contribution SiMPull is poised to make to in planta protein interaction studies. © 2016 American Society of Plant Biologists. All rights reserved.

Evaluation of physiologic complexity in time series using generalized sample entropy and surrogate data analysis

NASA Astrophysics Data System (ADS)

Eduardo Virgilio Silva, Luiz; Otavio Murta, Luiz

2012-12-01

Complexity in time series is an intriguing feature of living dynamical systems, with potential use for identification of system state. Although various methods have been proposed for measuring physiologic complexity, uncorrelated time series are often assigned high values of complexity, errouneously classifying them as a complex physiological signals. Here, we propose and discuss a method for complex system analysis based on generalized statistical formalism and surrogate time series. Sample entropy (SampEn) was rewritten inspired in Tsallis generalized entropy, as function of q parameter (qSampEn). qSDiff curves were calculated, which consist of differences between original and surrogate series qSampEn. We evaluated qSDiff for 125 real heart rate variability (HRV) dynamics, divided into groups of 70 healthy, 44 congestive heart failure (CHF), and 11 atrial fibrillation (AF) subjects, and for simulated series of stochastic and chaotic process. The evaluations showed that, for nonperiodic signals, qSDiff curves have a maximum point (qSDiffmax) for q ≠1. Values of q where the maximum point occurs and where qSDiff is zero were also evaluated. Only qSDiffmax values were capable of distinguish HRV groups (p-values 5.10×10-3, 1.11×10-7, and 5.50×10-7 for healthy vs. CHF, healthy vs. AF, and CHF vs. AF, respectively), consistently with the concept of physiologic complexity, and suggests a potential use for chaotic system analysis.

Statistical Rick Estimation for Communication System Design --- A Preliminary Look

NASA Astrophysics Data System (ADS)

Babuscia, A.; Cheung, K.-M.

2012-02-01

Spacecraft are complex systems that involve different subsystems with multiple relationships among them. For these reasons, the design of a spacecraft is a time-evolving process that starts from requirements and evolves over time across different design phases. During this process, a lot of changes can happen. They can affect mass and power at the component level, at the subsystem level, and even at the system level. Each spacecraft has to respect the overall constraints in terms of mass and power: for this reason, it is important to be sure that the design does not exceed these limitations. Current practice in system models primarily deals with this problem, allocating margins on individual components and on individual subsystems. However, a statistical characterization of the fluctuations in mass and power of the overall system (i.e., the spacecraft) is missing. This lack of adequate statistical characterization would result in a risky spacecraft design that might not fit the mission constraints and requirements, or in a conservative design that might not fully utilize the available resources. Due to the complexity of the problem and to the different expertise and knowledge required to develop a complete risk model for a spacecraft design, this article is focused on risk estimation for a specific spacecraft subsystem: the communication subsystem. The current research aims to be a proof of concept of a risk-based design optimization approach, which can then be further expanded to the design of other subsystems as well as to the whole spacecraft. The objective of this research is to develop a mathematical approach to quantify the likelihood that the major design drivers of mass and power of a space communication system would meet the spacecraft and mission requirements and constraints through the mission design lifecycle. Using this approach, the communication system designers will be able to evaluate and to compare different communication architectures in a risk trade-off perspective. The results described in this article include a baseline communication system design tool and a statistical characterization of the design risks through a combination of historical mission data and expert opinion contributions. An application example of the communication system of a university spacecraft is presented. IPNPR Volume 42-189 Tagged File.txt

Access to Higher Education in China: Differences in Opportunity

ERIC Educational Resources Information Center

Wang, Houxiong

2011-01-01

Access to higher education in China has opened up significantly in the move towards a mass higher education system. However, aggregate growth does not necessarily imply fair or reasonable distribution of opportunity. In fact, the expansion of higher education has a rather more complex influence on opportunity when admissions statistics are viewed…

The value of decision models: Using ecologically based invasive plant management as an example

USDA-ARS?s Scientific Manuscript database

Humans have both fast and slow thought processes which influence our judgment and decision-making. The fast system is intuitive and valuable for decisions which do not require multiple steps or the application of logic or statistics. However, many decisions in natural resources are complex and req...

Nonlinear Complexity Analysis of Brain fMRI Signals in Schizophrenia

PubMed Central

Sokunbi, Moses O.; Gradin, Victoria B.; Waiter, Gordon D.; Cameron, George G.; Ahearn, Trevor S.; Murray, Alison D.; Steele, Douglas J.; Staff, Roger T.

2014-01-01

We investigated the differences in brain fMRI signal complexity in patients with schizophrenia while performing the Cyberball social exclusion task, using measures of Sample entropy and Hurst exponent (H). 13 patients meeting diagnostic and Statistical Manual of Mental Disorders, 4th Edition (DSM IV) criteria for schizophrenia and 16 healthy controls underwent fMRI scanning at 1.5 T. The fMRI data of both groups of participants were pre-processed, the entropy characterized and the Hurst exponent extracted. Whole brain entropy and H maps of the groups were generated and analysed. The results after adjusting for age and sex differences together show that patients with schizophrenia exhibited higher complexity than healthy controls, at mean whole brain and regional levels. Also, both Sample entropy and Hurst exponent agree that patients with schizophrenia have more complex fMRI signals than healthy controls. These results suggest that schizophrenia is associated with more complex signal patterns when compared to healthy controls, supporting the increase in complexity hypothesis, where system complexity increases with age or disease, and also consistent with the notion that schizophrenia is characterised by a dysregulation of the nonlinear dynamics of underlying neuronal systems. PMID:24824731

A mechanism producing power law etc. distributions

NASA Astrophysics Data System (ADS)

Li, Heling; Shen, Hongjun; Yang, Bin

2017-07-01

Power law distribution is playing an increasingly important role in the complex system study. Based on the insolvability of complex systems, the idea of incomplete statistics is utilized and expanded, three different exponential factors are introduced in equations about the normalization condition, statistical average and Shannon entropy, with probability distribution function deduced about exponential function, power function and the product form between power function and exponential function derived from Shannon entropy and maximal entropy principle. So it is shown that maximum entropy principle can totally replace equal probability hypothesis. Owing to the fact that power and probability distribution in the product form between power function and exponential function, which cannot be derived via equal probability hypothesis, can be derived by the aid of maximal entropy principle, it also can be concluded that maximal entropy principle is a basic principle which embodies concepts more extensively and reveals basic principles on motion laws of objects more fundamentally. At the same time, this principle also reveals the intrinsic link between Nature and different objects in human society and principles complied by all.

Approximate Entropy in the Electroencephalogram During Wake and Sleep

PubMed Central

Burioka, Naoto; Miyata, Masanori; Cornélissen, Germaine; Halberg, Franz; Takeshima, Takao; Kaplan, Daniel T.; Suyama, Hisashi; Endo, Masanori; Maegaki, Yoshihiro; Nomura, Takashi; Tomita, Yutaka; Nakashima, Kenji; Shimizu, Eiji

2006-01-01

Entropy measurement can discriminate among complex systems, including deterministic, stochastic and composite systems. We evaluated the changes of approximate entropy (ApEn) in signals of the electroencephalogram (EEG) during sleep. EEG signals were recorded from eight healthy volunteers during nightly sleep. We estimated the values of ApEn in EEG signals in each sleep stage. The ApEn values for EEG signals (mean ± SD) were 0.896 ± 0.264 during eyes-closed waking state, 0.738 ± 0.089 during Stage I, 0.615 ± 0.107 during Stage II, 0.487 ± 0.101 during Stage III, 0.397 ± 0.078 during Stage IV and 0.789 ± 0.182 during REM sleep. The ApEn values were found to differ with statistical significance among the six different stages of consciousness (ANOVA, p<0.001). ApEn of EEG was statistically significantly lower during Stage IV and higher during wake and REM sleep. We conclude that ApEn measurement can be useful to estimate sleep stages and the complexity in brain activity. PMID:15683194

Impact of delayed information in sub-second complex systems

NASA Astrophysics Data System (ADS)

Manrique, Pedro D.; Zheng, Minzhang; Johnson Restrepo, D. Dylan; Hui, Pak Ming; Johnson, Neil F.

What happens when you slow down the delivery of information in large-scale complex systems that operate faster than the blink of an eye? This question just adopted immediate commercial, legal and political importance following U.S. regulators' decision to allow an intentional 350 microsecond delay to be added in the ultrafast network of financial exchanges. However there is still no scientific understanding available to policymakers of the potential system-wide impact of such delays. Here we take a first step in addressing this question using a minimal model of a population of competing, heterogeneous, adaptive agents which has previously been shown to produce similar statistical features to real markets. We find that while certain extreme system-level behaviors can be prevented by such delays, the duration of others is increased. This leads to a highly non-trivial relationship between delays and system-wide instabilities which warrants deeper empirical investigation. The generic nature of our model suggests there should be a fairly wide class of complex systems where such delay-driven extreme behaviors can arise, e.g. sub-second delays in brain function possibly impacting individuals' behavior, and sub-second delays in navigational systems potentially impacting the safety of driverless vehicles.

Statistical methods used in articles published by the Journal of Periodontal and Implant Science.

PubMed

Choi, Eunsil; Lyu, Jiyoung; Park, Jinyoung; Kim, Hae-Young

2014-12-01

The purposes of this study were to assess the trend of use of statistical methods including parametric and nonparametric methods and to evaluate the use of complex statistical methodology in recent periodontal studies. This study analyzed 123 articles published in the Journal of Periodontal & Implant Science (JPIS) between 2010 and 2014. Frequencies and percentages were calculated according to the number of statistical methods used, the type of statistical method applied, and the type of statistical software used. Most of the published articles considered (64.4%) used statistical methods. Since 2011, the percentage of JPIS articles using statistics has increased. On the basis of multiple counting, we found that the percentage of studies in JPIS using parametric methods was 61.1%. Further, complex statistical methods were applied in only 6 of the published studies (5.0%), and nonparametric statistical methods were applied in 77 of the published studies (38.9% of a total of 198 studies considered). We found an increasing trend towards the application of statistical methods and nonparametric methods in recent periodontal studies and thus, concluded that increased use of complex statistical methodology might be preferred by the researchers in the fields of study covered by JPIS.

Interesting examples of supervised continuous variable systems

NASA Technical Reports Server (NTRS)

Chase, Christopher; Serrano, Joe; Ramadge, Peter

1990-01-01

The authors analyze two simple deterministic flow models for multiple buffer servers which are examples of the supervision of continuous variable systems by a discrete controller. These systems exhibit what may be regarded as the two extremes of complexity of the closed loop behavior: one is eventually periodic, the other is chaotic. The first example exhibits chaotic behavior that could be characterized statistically. The dual system, the switched server system, exhibits very predictable behavior, which is modeled by a finite state automaton. This research has application to multimodal discrete time systems where the controller can choose from a set of transition maps to implement.

Diagram-based Analysis of Causal Systems (DACS): elucidating inter-relationships between determinants of acute lower respiratory infections among children in sub-Saharan Africa.

PubMed

Rehfuess, Eva A; Best, Nicky; Briggs, David J; Joffe, Mike

2013-12-06

Effective interventions require evidence on how individual causal pathways jointly determine disease. Based on the concept of systems epidemiology, this paper develops Diagram-based Analysis of Causal Systems (DACS) as an approach to analyze complex systems, and applies it by examining the contributions of proximal and distal determinants of childhood acute lower respiratory infections (ALRI) in sub-Saharan Africa. Diagram-based Analysis of Causal Systems combines the use of causal diagrams with multiple routinely available data sources, using a variety of statistical techniques. In a step-by-step process, the causal diagram evolves from conceptual based on a priori knowledge and assumptions, through operational informed by data availability which then undergoes empirical testing, to integrated which synthesizes information from multiple datasets. In our application, we apply different regression techniques to Demographic and Health Survey (DHS) datasets for Benin, Ethiopia, Kenya and Namibia and a pooled World Health Survey (WHS) dataset for sixteen African countries. Explicit strategies are employed to make decisions transparent about the inclusion/omission of arrows, the sign and strength of the relationships and homogeneity/heterogeneity across settings.Findings about the current state of evidence on the complex web of socio-economic, environmental, behavioral and healthcare factors influencing childhood ALRI, based on DHS and WHS data, are summarized in an integrated causal diagram. Notably, solid fuel use is structured by socio-economic factors and increases the risk of childhood ALRI mortality. Diagram-based Analysis of Causal Systems is a means of organizing the current state of knowledge about a specific area of research, and a framework for integrating statistical analyses across a whole system. This partly a priori approach is explicit about causal assumptions guiding the analysis and about researcher judgment, and wrong assumptions can be reversed following empirical testing. This approach is well-suited to dealing with complex systems, in particular where data are scarce.

Trade Studies of Space Launch Architectures using Modular Probabilistic Risk Analysis

NASA Technical Reports Server (NTRS)

Mathias, Donovan L.; Go, Susie

2006-01-01

A top-down risk assessment in the early phases of space exploration architecture development can provide understanding and intuition of the potential risks associated with new designs and technologies. In this approach, risk analysts draw from their past experience and the heritage of similar existing systems as a source for reliability data. This top-down approach captures the complex interactions of the risk driving parts of the integrated system without requiring detailed knowledge of the parts themselves, which is often unavailable in the early design stages. Traditional probabilistic risk analysis (PRA) technologies, however, suffer several drawbacks that limit their timely application to complex technology development programs. The most restrictive of these is a dependence on static planning scenarios, expressed through fault and event trees. Fault trees incorporating comprehensive mission scenarios are routinely constructed for complex space systems, and several commercial software products are available for evaluating fault statistics. These static representations cannot capture the dynamic behavior of system failures without substantial modification of the initial tree. Consequently, the development of dynamic models using fault tree analysis has been an active area of research in recent years. This paper discusses the implementation and demonstration of dynamic, modular scenario modeling for integration of subsystem fault evaluation modules using the Space Architecture Failure Evaluation (SAFE) tool. SAFE is a C++ code that was originally developed to support NASA s Space Launch Initiative. It provides a flexible framework for system architecture definition and trade studies. SAFE supports extensible modeling of dynamic, time-dependent risk drivers of the system and functions at the level of fidelity for which design and failure data exists. The approach is scalable, allowing inclusion of additional information as detailed data becomes available. The tool performs a Monte Carlo analysis to provide statistical estimates. Example results of an architecture system reliability study are summarized for an exploration system concept using heritage data from liquid-fueled expendable Saturn V/Apollo launch vehicles.

Diagram-based Analysis of Causal Systems (DACS): elucidating inter-relationships between determinants of acute lower respiratory infections among children in sub-Saharan Africa

PubMed Central

2013-01-01

Background Effective interventions require evidence on how individual causal pathways jointly determine disease. Based on the concept of systems epidemiology, this paper develops Diagram-based Analysis of Causal Systems (DACS) as an approach to analyze complex systems, and applies it by examining the contributions of proximal and distal determinants of childhood acute lower respiratory infections (ALRI) in sub-Saharan Africa. Results Diagram-based Analysis of Causal Systems combines the use of causal diagrams with multiple routinely available data sources, using a variety of statistical techniques. In a step-by-step process, the causal diagram evolves from conceptual based on a priori knowledge and assumptions, through operational informed by data availability which then undergoes empirical testing, to integrated which synthesizes information from multiple datasets. In our application, we apply different regression techniques to Demographic and Health Survey (DHS) datasets for Benin, Ethiopia, Kenya and Namibia and a pooled World Health Survey (WHS) dataset for sixteen African countries. Explicit strategies are employed to make decisions transparent about the inclusion/omission of arrows, the sign and strength of the relationships and homogeneity/heterogeneity across settings. Findings about the current state of evidence on the complex web of socio-economic, environmental, behavioral and healthcare factors influencing childhood ALRI, based on DHS and WHS data, are summarized in an integrated causal diagram. Notably, solid fuel use is structured by socio-economic factors and increases the risk of childhood ALRI mortality. Conclusions Diagram-based Analysis of Causal Systems is a means of organizing the current state of knowledge about a specific area of research, and a framework for integrating statistical analyses across a whole system. This partly a priori approach is explicit about causal assumptions guiding the analysis and about researcher judgment, and wrong assumptions can be reversed following empirical testing. This approach is well-suited to dealing with complex systems, in particular where data are scarce. PMID:24314302

Local image statistics: maximum-entropy constructions and perceptual salience

PubMed Central

Victor, Jonathan D.; Conte, Mary M.

2012-01-01

The space of visual signals is high-dimensional and natural visual images have a highly complex statistical structure. While many studies suggest that only a limited number of image statistics are used for perceptual judgments, a full understanding of visual function requires analysis not only of the impact of individual image statistics, but also, how they interact. In natural images, these statistical elements (luminance distributions, correlations of low and high order, edges, occlusions, etc.) are intermixed, and their effects are difficult to disentangle. Thus, there is a need for construction of stimuli in which one or more statistical elements are introduced in a controlled fashion, so that their individual and joint contributions can be analyzed. With this as motivation, we present algorithms to construct synthetic images in which local image statistics—including luminance distributions, pair-wise correlations, and higher-order correlations—are explicitly specified and all other statistics are determined implicitly by maximum-entropy. We then apply this approach to measure the sensitivity of the human visual system to local image statistics and to sample their interactions. PMID:22751397

Quantifying economic fluctuations by adapting methods of statistical physics

NASA Astrophysics Data System (ADS)

Plerou, Vasiliki

2001-09-01

The first focus of this thesis is the investigation of cross-correlations between the price fluctuations of different stocks using the conceptual framework of random matrix theory (RMT), developed in physics to describe the statistical properties of energy-level spectra of complex nuclei. RMT makes predictions for the statistical properties of matrices that are universal, i.e., do not depend on the interactions between the elements comprising the system. In physical systems, deviations from the predictions of RMT provide clues regarding the mechanisms controlling the dynamics of a given system so this framework is of potential value if applied to economic systems. This thesis compares the statistics of cross-correlation matrix C-whose elements Cij are the correlation coefficients of price fluctuations of stock i and j-against the ``null hypothesis'' of a random matrix having the same symmetry properties. It is shown that comparison of the eigenvalue statistics of C with RMT results can be used to distinguish random and non-random parts of C. The non-random part of C which deviates from RMT results, provides information regarding genuine cross-correlations between stocks. The interpretations and potential practical utility of these deviations are also investigated. The second focus is the characterization of the dynamics of stock price fluctuations. The statistical properties of the changes G Δt in price over a time interval Δ t are quantified and the statistical relation between G Δt and the trading activity-measured by the number of transactions NΔ t in the interval Δt is investigated. The statistical properties of the volatility, i.e., the time dependent standard deviation of price fluctuations, is related to two microscopic quantities: NΔt and the variance W2Dt of the price changes for all transactions in the interval Δ t. In addition, the statistical relationship between G Δt and the number of shares QΔt traded in Δ t is investigated.

Statistical robustness of machine-learning estimates for characterizing a groundwater-surface water system, Southland, New Zealand

NASA Astrophysics Data System (ADS)

Friedel, M. J.; Daughney, C.

2016-12-01

The development of a successful surface-groundwater management strategy depends on the quality of data provided for analysis. This study evaluates the statistical robustness when using a modified self-organizing map (MSOM) technique to estimate missing values for three hypersurface models: synoptic groundwater-surface water hydrochemistry, time-series of groundwater-surface water hydrochemistry, and mixed-survey (combination of groundwater-surface water hydrochemistry and lithologies) hydrostratigraphic unit data. These models of increasing complexity are developed and validated based on observations from the Southland region of New Zealand. In each case, the estimation method is sufficiently robust to cope with groundwater-surface water hydrochemistry vagaries due to sample size and extreme data insufficiency, even when >80% of the data are missing. The estimation of surface water hydrochemistry time series values enabled the evaluation of seasonal variation, and the imputation of lithologies facilitated the evaluation of hydrostratigraphic controls on groundwater-surface water interaction. The robust statistical results for groundwater-surface water models of increasing data complexity provide justification to apply the MSOM technique in other regions of New Zealand and abroad.

Immunology for physicists

DOE Office of Scientific and Technical Information (OSTI.GOV)

Perelson, A.S.; Weisbuch, G.

1997-10-01

The immune system is a complex system of cells and molecules that can provide us with a basic defense against pathogenic organisms. Like the nervous system, the immune system performs pattern recognition tasks, learns, and retains a memory of the antigens that it has fought. The immune system contains more than 10{sup 7} different clones of cells that communicate via cell-cell contact and the secretion of molecules. Performing complex tasks such as learning and memory involves cooperation among large numbers of components of the immune system and hence there is interest in using methods and concepts from statistical physics. Furthermore,more » the immune response develops in time and the description of its time evolution is an interesting problem in dynamical systems. In this paper, the authors provide a brief introduction to the biology of the immune system and discuss a number of immunological problems in which the use of physical concepts and mathematical methods has increased our understanding. {copyright} {ital 1997} {ital The American Physical Society}« less

Finding the Root Causes of Statistical Inconsistency in Community Earth System Model Output

NASA Astrophysics Data System (ADS)

Milroy, D.; Hammerling, D.; Baker, A. H.

2017-12-01

Baker et al (2015) developed the Community Earth System Model Ensemble Consistency Test (CESM-ECT) to provide a metric for software quality assurance by determining statistical consistency between an ensemble of CESM outputs and new test runs. The test has proved useful for detecting statistical difference caused by compiler bugs and errors in physical modules. However, detection is only the necessary first step in finding the causes of statistical difference. The CESM is a vastly complex model comprised of millions of lines of code which is developed and maintained by a large community of software engineers and scientists. Any root cause analysis is correspondingly challenging. We propose a new capability for CESM-ECT: identifying the sections of code that cause statistical distinguishability. The first step is to discover CESM variables that cause CESM-ECT to classify new runs as statistically distinct, which we achieve via Randomized Logistic Regression. Next we use a tool developed to identify CESM components that define or compute the variables found in the first step. Finally, we employ the application Kernel GENerator (KGEN) created in Kim et al (2016) to detect fine-grained floating point differences. We demonstrate an example of the procedure and advance a plan to automate this process in our future work.

Renormalization Group Tutorial

NASA Technical Reports Server (NTRS)

Bell, Thomas L.

2004-01-01

Complex physical systems sometimes have statistical behavior characterized by power- law dependence on the parameters of the system and spatial variability with no particular characteristic scale as the parameters approach critical values. The renormalization group (RG) approach was developed in the fields of statistical mechanics and quantum field theory to derive quantitative predictions of such behavior in cases where conventional methods of analysis fail. Techniques based on these ideas have since been extended to treat problems in many different fields, and in particular, the behavior of turbulent fluids. This lecture will describe a relatively simple but nontrivial example of the RG approach applied to the diffusion of photons out of a stellar medium when the photons have wavelengths near that of an emission line of atoms in the medium.

A Mathematical Framework for the Complex System Approach to Group Dynamics: The Case of Recovery House Social Integration.

PubMed

Light, John M; Jason, Leonard A; Stevens, Edward B; Callahan, Sarah; Stone, Ariel

2016-03-01

The complex system conception of group social dynamics often involves not only changing individual characteristics, but also changing within-group relationships. Recent advances in stochastic dynamic network modeling allow these interdependencies to be modeled from data. This methodology is discussed within a context of other mathematical and statistical approaches that have been or could be applied to study the temporal evolution of relationships and behaviors within small- to medium-sized groups. An example model is presented, based on a pilot study of five Oxford House recovery homes, sober living environments for individuals following release from acute substance abuse treatment. This model demonstrates how dynamic network modeling can be applied to such systems, examines and discusses several options for pooling, and shows how results are interpreted in line with complex system concepts. Results suggest that this approach (a) is a credible modeling framework for studying group dynamics even with limited data, (b) improves upon the most common alternatives, and (c) is especially well-suited to complex system conceptions. Continuing improvements in stochastic models and associated software may finally lead to mainstream use of these techniques for the study of group dynamics, a shift already occurring in related fields of behavioral science.

Nonlinear Dynamics of Complex Coevolutionary Systems in Historical Times

NASA Astrophysics Data System (ADS)

Perdigão, Rui A. P.

2016-04-01

A new theoretical paradigm for statistical-dynamical modeling of complex coevolutionary systems is introduced, with the aim to provide historical geoscientists with a practical tool to analyse historical data and its underlying phenomenology. Historical data is assumed to represent the history of dynamical processes of physical and socio-economic nature. If processes and their governing laws are well understood, they are often treated with traditional dynamical equations: deterministic approach. If the governing laws are unknown or impracticable, the process is often treated as if being random (even if it is not): statistical approach. Although single eventful details - such as the exact spatiotemporal structure of a particular hydro-meteorological incident - may often be elusive to a detailed analysis, the overall dynamics exhibit group properties summarized by a simple set of categories or dynamical regimes at multiple scales - from local short-lived convection patterns to large-scale hydro-climatic regimes. The overwhelming microscale complexity is thus conveniently wrapped into a manageable group entity, such as a statistical distribution. In a stationary setting whereby the distribution is assumed to be invariant, alternating regimes are approachable as dynamical intermittence. For instance, in the context of bimodal climatic oscillations such as NAO and ENSO, each mode corresponds to a dynamical regime or phase. However, given external forcings or longer-term internal variability and multiscale coevolution, the structural properties of the system may change. These changes in the dynamical structure bring about a new distribution and associated regimes. The modes of yesteryear may no longer exist as such in the new structural order of the system. In this context, aside from regime intermittence, the system exhibits structural regime change. New oscillations may emerge whilst others fade into the annals of history, e.g. particular climate fluctuations during the Little Ice Age. Traditional theories of stochastic processes and dynamical systems are grounded on the existence of so-called dynamical invariants; properties that remain unchanged as the dynamics unfold, assuming structural invariance and ergodicity of the underlying system. However, such theories are no longer optimal when trying to understand and model long-term historical records of coevolutionary systems. A new paradigm is thus needed. Therefore, we introduce a new class of dynamical systems that reinvent themselves as the dynamics unfold. Rather than only changing variables and parameters under a rigid framework, the governing laws are malleable themselves. The novel formulation captures and explains the coevolutionary dynamics of multiscale hydroclimatic systems, bringing along a physically sound understanding of their regimes, transitions and extremes over a long-term history.

Multiagent model and mean field theory of complex auction dynamics

NASA Astrophysics Data System (ADS)

Chen, Qinghua; Huang, Zi-Gang; Wang, Yougui; Lai, Ying-Cheng

2015-09-01

Recent years have witnessed a growing interest in analyzing a variety of socio-economic phenomena using methods from statistical and nonlinear physics. We study a class of complex systems arising from economics, the lowest unique bid auction (LUBA) systems, which is a recently emerged class of online auction game systems. Through analyzing large, empirical data sets of LUBA, we identify a general feature of the bid price distribution: an inverted J-shaped function with exponential decay in the large bid price region. To account for the distribution, we propose a multi-agent model in which each agent bids stochastically in the field of winner’s attractiveness, and develop a theoretical framework to obtain analytic solutions of the model based on mean field analysis. The theory produces bid-price distributions that are in excellent agreement with those from the real data. Our model and theory capture the essential features of human behaviors in the competitive environment as exemplified by LUBA, and may provide significant quantitative insights into complex socio-economic phenomena.

The Performance Analysis Based on SAR Sample Covariance Matrix

PubMed Central

Erten, Esra

2012-01-01

Multi-channel systems appear in several fields of application in science. In the Synthetic Aperture Radar (SAR) context, multi-channel systems may refer to different domains, as multi-polarization, multi-interferometric or multi-temporal data, or even a combination of them. Due to the inherent speckle phenomenon present in SAR images, the statistical description of the data is almost mandatory for its utilization. The complex images acquired over natural media present in general zero-mean circular Gaussian characteristics. In this case, second order statistics as the multi-channel covariance matrix fully describe the data. For practical situations however, the covariance matrix has to be estimated using a limited number of samples, and this sample covariance matrix follow the complex Wishart distribution. In this context, the eigendecomposition of the multi-channel covariance matrix has been shown in different areas of high relevance regarding the physical properties of the imaged scene. Specifically, the maximum eigenvalue of the covariance matrix has been frequently used in different applications as target or change detection, estimation of the dominant scattering mechanism in polarimetric data, moving target indication, etc. In this paper, the statistical behavior of the maximum eigenvalue derived from the eigendecomposition of the sample multi-channel covariance matrix in terms of multi-channel SAR images is simplified for SAR community. Validation is performed against simulated data and examples of estimation and detection problems using the analytical expressions are as well given. PMID:22736976

Dissortativity and duplications in oral cancer

NASA Astrophysics Data System (ADS)

Shinde, Pramod; Yadav, Alok; Rai, Aparna; Jalan, Sarika

2015-08-01

More than 300 000 new cases worldwide are being diagnosed with oral cancer annually. Complexity of oral cancer renders designing drug targets very difficult. We analyse protein-protein interaction network for the normal and oral cancer tissue and detect crucial changes in the structural properties of the networks in terms of the interactions of the hub proteins and the degree-degree correlations. Further analysis of the spectra of both the networks, while exhibiting universal statistical behaviour, manifest distinction in terms of the zero degeneracy, providing insight to the complexity of the underlying system.

Understanding the Complexity of Temperature Dynamics in Xinjiang, China, from Multitemporal Scale and Spatial Perspectives

PubMed Central

Chen, Yaning; Li, Weihong; Liu, Zuhan; Wei, Chunmeng; Tang, Jie

2013-01-01

Based on the observed data from 51 meteorological stations during the period from 1958 to 2012 in Xinjiang, China, we investigated the complexity of temperature dynamics from the temporal and spatial perspectives by using a comprehensive approach including the correlation dimension (CD), classical statistics, and geostatistics. The main conclusions are as follows (1) The integer CD values indicate that the temperature dynamics are a complex and chaotic system, which is sensitive to the initial conditions. (2) The complexity of temperature dynamics decreases along with the increase of temporal scale. To describe the temperature dynamics, at least 3 independent variables are needed at daily scale, whereas at least 2 independent variables are needed at monthly, seasonal, and annual scales. (3) The spatial patterns of CD values at different temporal scales indicate that the complex temperature dynamics are derived from the complex landform. PMID:23843732

The High Cost of Complexity in Experimental Design and Data Analysis: Type I and Type II Error Rates in Multiway ANOVA.

ERIC Educational Resources Information Center

Smith, Rachel A.; Levine, Timothy R.; Lachlan, Kenneth A.; Fediuk, Thomas A.

2002-01-01

Notes that the availability of statistical software packages has led to a sharp increase in use of complex research designs and complex statistical analyses in communication research. Reports a series of Monte Carlo simulations which demonstrate that this complexity may come at a heavier cost than many communication researchers realize. Warns…

Testing for independence in J×K contingency tables with complex sample survey data.

PubMed

Lipsitz, Stuart R; Fitzmaurice, Garrett M; Sinha, Debajyoti; Hevelone, Nathanael; Giovannucci, Edward; Hu, Jim C

2015-09-01

The test of independence of row and column variables in a (J×K) contingency table is a widely used statistical test in many areas of application. For complex survey samples, use of the standard Pearson chi-squared test is inappropriate due to correlation among units within the same cluster. Rao and Scott (1981, Journal of the American Statistical Association 76, 221-230) proposed an approach in which the standard Pearson chi-squared statistic is multiplied by a design effect to adjust for the complex survey design. Unfortunately, this test fails to exist when one of the observed cell counts equals zero. Even with the large samples typical of many complex surveys, zero cell counts can occur for rare events, small domains, or contingency tables with a large number of cells. Here, we propose Wald and score test statistics for independence based on weighted least squares estimating equations. In contrast to the Rao-Scott test statistic, the proposed Wald and score test statistics always exist. In simulations, the score test is found to perform best with respect to type I error. The proposed method is motivated by, and applied to, post surgical complications data from the United States' Nationwide Inpatient Sample (NIS) complex survey of hospitals in 2008. © 2015, The International Biometric Society.

Integration of modern statistical tools for the analysis of climate extremes into the web-GIS “CLIMATE”

NASA Astrophysics Data System (ADS)

Ryazanova, A. A.; Okladnikov, I. G.; Gordov, E. P.

2017-11-01

The frequency of occurrence and magnitude of precipitation and temperature extreme events show positive trends in several geographical regions. These events must be analyzed and studied in order to better understand their impact on the environment, predict their occurrences, and mitigate their effects. For this purpose, we augmented web-GIS called “CLIMATE” to include a dedicated statistical package developed in the R language. The web-GIS “CLIMATE” is a software platform for cloud storage processing and visualization of distributed archives of spatial datasets. It is based on a combined use of web and GIS technologies with reliable procedures for searching, extracting, processing, and visualizing the spatial data archives. The system provides a set of thematic online tools for the complex analysis of current and future climate changes and their effects on the environment. The package includes new powerful methods of time-dependent statistics of extremes, quantile regression and copula approach for the detailed analysis of various climate extreme events. Specifically, the very promising copula approach allows obtaining the structural connections between the extremes and the various environmental characteristics. The new statistical methods integrated into the web-GIS “CLIMATE” can significantly facilitate and accelerate the complex analysis of climate extremes using only a desktop PC connected to the Internet.

Characterizing time series via complexity-entropy curves

NASA Astrophysics Data System (ADS)

Ribeiro, Haroldo V.; Jauregui, Max; Zunino, Luciano; Lenzi, Ervin K.

2017-06-01

The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only capture a single aspect of the system dynamics. Here, we propose a family of complexity measures for time series based on a generalization of the complexity-entropy causality plane. By replacing the Shannon entropy by a monoparametric entropy (Tsallis q entropy) and after considering the proper generalization of the statistical complexity (q complexity), we build up a parametric curve (the q -complexity-entropy curve) that is used for characterizing and classifying time series. Based on simple exact results and numerical simulations of stochastic processes, we show that these curves can distinguish among different long-range, short-range, and oscillating correlated behaviors. Also, we verify that simulated chaotic and stochastic time series can be distinguished based on whether these curves are open or closed. We further test this technique in experimental scenarios related to chaotic laser intensity, stock price, sunspot, and geomagnetic dynamics, confirming its usefulness. Finally, we prove that these curves enhance the automatic classification of time series with long-range correlations and interbeat intervals of healthy subjects and patients with heart disease.

A family of variable step-size affine projection adaptive filter algorithms using statistics of channel impulse response

NASA Astrophysics Data System (ADS)

Shams Esfand Abadi, Mohammad; AbbasZadeh Arani, Seyed Ali Asghar

2011-12-01

This paper extends the recently introduced variable step-size (VSS) approach to the family of adaptive filter algorithms. This method uses prior knowledge of the channel impulse response statistic. Accordingly, optimal step-size vector is obtained by minimizing the mean-square deviation (MSD). The presented algorithms are the VSS affine projection algorithm (VSS-APA), the VSS selective partial update NLMS (VSS-SPU-NLMS), the VSS-SPU-APA, and the VSS selective regressor APA (VSS-SR-APA). In VSS-SPU adaptive algorithms the filter coefficients are partially updated which reduce the computational complexity. In VSS-SR-APA, the optimal selection of input regressors is performed during the adaptation. The presented algorithms have good convergence speed, low steady state mean square error (MSE), and low computational complexity features. We demonstrate the good performance of the proposed algorithms through several simulations in system identification scenario.

Massive parallelization of serial inference algorithms for a complex generalized linear model

PubMed Central

Suchard, Marc A.; Simpson, Shawn E.; Zorych, Ivan; Ryan, Patrick; Madigan, David

2014-01-01

Following a series of high-profile drug safety disasters in recent years, many countries are redoubling their efforts to ensure the safety of licensed medical products. Large-scale observational databases such as claims databases or electronic health record systems are attracting particular attention in this regard, but present significant methodological and computational concerns. In this paper we show how high-performance statistical computation, including graphics processing units, relatively inexpensive highly parallel computing devices, can enable complex methods in large databases. We focus on optimization and massive parallelization of cyclic coordinate descent approaches to fit a conditioned generalized linear model involving tens of millions of observations and thousands of predictors in a Bayesian context. We find orders-of-magnitude improvement in overall run-time. Coordinate descent approaches are ubiquitous in high-dimensional statistics and the algorithms we propose open up exciting new methodological possibilities with the potential to significantly improve drug safety. PMID:25328363

The role of complexity metrics in a multi-institutional dosimetry audit of VMAT

PubMed Central

Agnew, Christina E; Hussein, Mohammad; Tsang, Yatman; McWilliam, Alan; Hounsell, Alan R; Clark, Catharine H

2016-01-01

Objective: To demonstrate the benefit of complexity metrics such as the modulation complexity score (MCS) and monitor units (MUs) in multi-institutional audits of volumetric-modulated arc therapy (VMAT) delivery. Methods: 39 VMAT treatment plans were analysed using MCS and MU. A virtual phantom planning exercise was planned and independently measured using the PTW Octavius® phantom and seven29® 2D array (PTW-Freiburg GmbH, Freiburg, Germany). MCS and MU were compared with the median gamma index pass rates (2%/2 and 3%/3 mm) and plan quality. The treatment planning systems (TPS) were grouped by VMAT modelling being specifically designed for the linear accelerator manufacturer's own treatment delivery system (Type 1) or independent of vendor for VMAT delivery (Type 2). Differences in plan complexity (MCS and MU) between TPS types were compared. Results: For Varian® linear accelerators (Varian® Medical Systems, Inc., Palo Alto, CA), MCS and MU were significantly correlated with gamma pass rates. Type 2 TPS created poorer quality, more complex plans with significantly higher MUs and MCS than Type 1 TPS. Plan quality was significantly correlated with MU for Type 2 plans. A statistically significant correlation was observed between MU and MCS for all plans (R = −0.84, p < 0.01). Conclusion: MU and MCS have a role in assessing plan complexity in audits along with plan quality metrics. Plan complexity metrics give some indication of plan deliverability but should be analysed with plan quality. Advances in knowledge: Complexity metrics were investigated for a national rotational audit involving 34 institutions and they showed value. The metrics found that more complex plans were created for planning systems which were independent of vendor for VMAT delivery. PMID:26511276

The role of complexity metrics in a multi-institutional dosimetry audit of VMAT.

PubMed

McGarry, Conor K; Agnew, Christina E; Hussein, Mohammad; Tsang, Yatman; McWilliam, Alan; Hounsell, Alan R; Clark, Catharine H

2016-01-01

To demonstrate the benefit of complexity metrics such as the modulation complexity score (MCS) and monitor units (MUs) in multi-institutional audits of volumetric-modulated arc therapy (VMAT) delivery. 39 VMAT treatment plans were analysed using MCS and MU. A virtual phantom planning exercise was planned and independently measured using the PTW Octavius(®) phantom and seven29(®) 2D array (PTW-Freiburg GmbH, Freiburg, Germany). MCS and MU were compared with the median gamma index pass rates (2%/2 and 3%/3 mm) and plan quality. The treatment planning systems (TPS) were grouped by VMAT modelling being specifically designed for the linear accelerator manufacturer's own treatment delivery system (Type 1) or independent of vendor for VMAT delivery (Type 2). Differences in plan complexity (MCS and MU) between TPS types were compared. For Varian(®) linear accelerators (Varian(®) Medical Systems, Inc., Palo Alto, CA), MCS and MU were significantly correlated with gamma pass rates. Type 2 TPS created poorer quality, more complex plans with significantly higher MUs and MCS than Type 1 TPS. Plan quality was significantly correlated with MU for Type 2 plans. A statistically significant correlation was observed between MU and MCS for all plans (R = -0.84, p < 0.01). MU and MCS have a role in assessing plan complexity in audits along with plan quality metrics. Plan complexity metrics give some indication of plan deliverability but should be analysed with plan quality. Complexity metrics were investigated for a national rotational audit involving 34 institutions and they showed value. The metrics found that more complex plans were created for planning systems which were independent of vendor for VMAT delivery.

Multivariate statistical analysis software technologies for astrophysical research involving large data bases

NASA Technical Reports Server (NTRS)

Djorgovski, George

1993-01-01

The existing and forthcoming data bases from NASA missions contain an abundance of information whose complexity cannot be efficiently tapped with simple statistical techniques. Powerful multivariate statistical methods already exist which can be used to harness much of the richness of these data. Automatic classification techniques have been developed to solve the problem of identifying known types of objects in multiparameter data sets, in addition to leading to the discovery of new physical phenomena and classes of objects. We propose an exploratory study and integration of promising techniques in the development of a general and modular classification/analysis system for very large data bases, which would enhance and optimize data management and the use of human research resource.

Multivariate statistical analysis software technologies for astrophysical research involving large data bases

NASA Technical Reports Server (NTRS)

Djorgovski, Stanislav

1992-01-01

The existing and forthcoming data bases from NASA missions contain an abundance of information whose complexity cannot be efficiently tapped with simple statistical techniques. Powerful multivariate statistical methods already exist which can be used to harness much of the richness of these data. Automatic classification techniques have been developed to solve the problem of identifying known types of objects in multi parameter data sets, in addition to leading to the discovery of new physical phenomena and classes of objects. We propose an exploratory study and integration of promising techniques in the development of a general and modular classification/analysis system for very large data bases, which would enhance and optimize data management and the use of human research resources.

A generalized complexity measure based on Rényi entropy

NASA Astrophysics Data System (ADS)

Sánchez-Moreno, Pablo; Angulo, Juan Carlos; Dehesa, Jesus S.

2014-08-01

The intrinsic statistical complexities of finite many-particle systems (i.e., those defined in terms of the single-particle density) quantify the degree of structure or patterns, far beyond the entropy measures. They are intuitively constructed to be minima at the opposite extremes of perfect order and maximal randomness. Starting from the pioneering LMC measure, which satisfies these requirements, some extensions of LMC-Rényi type have been published in the literature. The latter measures were shown to describe a variety of physical aspects of the internal disorder in atomic and molecular systems (e.g., quantum phase transitions, atomic shell filling) which are not grasped by their mother LMC quantity. However, they are not minimal for maximal randomness in general. In this communication, we propose a generalized LMC-Rényi complexity which overcomes this problem. Some applications which illustrate this fact are given.

The use of algorithmic behavioural transfer functions in parametric EO system performance models

NASA Astrophysics Data System (ADS)

Hickman, Duncan L.; Smith, Moira I.

2015-10-01

The use of mathematical models to predict the overall performance of an electro-optic (EO) system is well-established as a methodology and is used widely to support requirements definition, system design, and produce performance predictions. Traditionally these models have been based upon cascades of transfer functions based on established physical theory, such as the calculation of signal levels from radiometry equations, as well as the use of statistical models. However, the performance of an EO system is increasing being dominated by the on-board processing of the image data and this automated interpretation of image content is complex in nature and presents significant modelling challenges. Models and simulations of EO systems tend to either involve processing of image data as part of a performance simulation (image-flow) or else a series of mathematical functions that attempt to define the overall system characteristics (parametric). The former approach is generally more accurate but statistically and theoretically weak in terms of specific operational scenarios, and is also time consuming. The latter approach is generally faster but is unable to provide accurate predictions of a system's performance under operational conditions. An alternative and novel architecture is presented in this paper which combines the processing speed attributes of parametric models with the accuracy of image-flow representations in a statistically valid framework. An additional dimension needed to create an effective simulation is a robust software design whose architecture reflects the structure of the EO System and its interfaces. As such, the design of the simulator can be viewed as a software prototype of a new EO System or an abstraction of an existing design. This new approach has been used successfully to model a number of complex military systems and has been shown to combine improved performance estimation with speed of computation. Within the paper details of the approach and architecture are described in detail, and example results based on a practical application are then given which illustrate the performance benefits. Finally, conclusions are drawn and comments given regarding the benefits and uses of the new approach.

Weakly anomalous diffusion with non-Gaussian propagators

NASA Astrophysics Data System (ADS)

Cressoni, J. C.; Viswanathan, G. M.; Ferreira, A. S.; da Silva, M. A. A.

2012-08-01

A poorly understood phenomenon seen in complex systems is diffusion characterized by Hurst exponent H≈1/2 but with non-Gaussian statistics. Motivated by such empirical findings, we report an exact analytical solution for a non-Markovian random walk model that gives rise to weakly anomalous diffusion with H=1/2 but with a non-Gaussian propagator.

A superstatistical model of metastasis and cancer survival

NASA Astrophysics Data System (ADS)

Leon Chen, L.; Beck, Christian

2008-05-01

We introduce a superstatistical model for the progression statistics of malignant cancer cells. The metastatic cascade is modeled as a complex nonequilibrium system with several macroscopic pathways and inverse-chi-square distributed parameters of the underlying Poisson processes. The predictions of the model are in excellent agreement with observed survival-time probability distributions of breast cancer patients.

Frequency-selective fading statistics of shallow-water acoustic communication channel with a few multipaths

NASA Astrophysics Data System (ADS)

Bae, Minja; Park, Jihyun; Kim, Jongju; Xue, Dandan; Park, Kyu-Chil; Yoon, Jong Rak

2016-07-01

The bit error rate of an underwater acoustic communication system is related to multipath fading statistics, which determine the signal-to-noise ratio. The amplitude and delay of each path depend on sea surface roughness, propagation medium properties, and source-to-receiver range as a function of frequency. Therefore, received signals will show frequency-dependent fading. A shallow-water acoustic communication channel generally shows a few strong multipaths that interfere with each other and the resulting interference affects the fading statistics model. In this study, frequency-selective fading statistics are modeled on the basis of the phasor representation of the complex path amplitude. The fading statistics distribution is parameterized by the frequency-dependent constructive or destructive interference of multipaths. At a 16 m depth with a muddy bottom, a wave height of 0.2 m, and source-to-receiver ranges of 100 and 400 m, fading statistics tend to show a Rayleigh distribution at a destructive interference frequency, but a Rice distribution at a constructive interference frequency. The theoretical fading statistics well matched the experimental ones.

Networking—a statistical physics perspective

NASA Astrophysics Data System (ADS)

Yeung, Chi Ho; Saad, David

2013-03-01

Networking encompasses a variety of tasks related to the communication of information on networks; it has a substantial economic and societal impact on a broad range of areas including transportation systems, wired and wireless communications and a range of Internet applications. As transportation and communication networks become increasingly more complex, the ever increasing demand for congestion control, higher traffic capacity, quality of service, robustness and reduced energy consumption requires new tools and methods to meet these conflicting requirements. The new methodology should serve for gaining better understanding of the properties of networking systems at the macroscopic level, as well as for the development of new principled optimization and management algorithms at the microscopic level. Methods of statistical physics seem best placed to provide new approaches as they have been developed specifically to deal with nonlinear large-scale systems. This review aims at presenting an overview of tools and methods that have been developed within the statistical physics community and that can be readily applied to address the emerging problems in networking. These include diffusion processes, methods from disordered systems and polymer physics, probabilistic inference, which have direct relevance to network routing, file and frequency distribution, the exploration of network structures and vulnerability, and various other practical networking applications.

Integrating observation and statistical forecasts over sub-Saharan Africa to support Famine Early Warning

USGS Publications Warehouse

Funk, Chris; Verdin, James P.; Husak, Gregory

2007-01-01

Famine early warning in Africa presents unique challenges and rewards. Hydrologic extremes must be tracked and anticipated over complex and changing climate regimes. The successful anticipation and interpretation of hydrologic shocks can initiate effective government response, saving lives and softening the impacts of droughts and floods. While both monitoring and forecast technologies continue to advance, discontinuities between monitoring and forecast systems inhibit effective decision making. Monitoring systems typically rely on high resolution satellite remote-sensed normalized difference vegetation index (NDVI) and rainfall imagery. Forecast systems provide information on a variety of scales and formats. Non-meteorologists are often unable or unwilling to connect the dots between these disparate sources of information. To mitigate these problem researchers at UCSB's Climate Hazard Group, NASA GIMMS and USGS/EROS are implementing a NASA-funded integrated decision support system that combines the monitoring of precipitation and NDVI with statistical one-to-three month forecasts. We present the monitoring/forecast system, assess its accuracy, and demonstrate its application in food insecure sub-Saharan Africa.

An Investigation of the Fine Spatial Structure of Meteor Streams Using the Relational Database ``Meteor''

NASA Astrophysics Data System (ADS)

Karpov, A. V.; Yumagulov, E. Z.

2003-05-01

We have restored and ordered the archive of meteor observations carried out with a meteor radar complex ``KGU-M5'' since 1986. A relational database has been formed under the control of the Database Management System (DBMS) Oracle 8. We also improved and tested a statistical method for studying the fine spatial structure of meteor streams with allowance for the specific features of application of the DBMS. Statistical analysis of the results of observations made it possible to obtain information about the substance distribution in the Quadrantid, Geminid, and Perseid meteor streams.

Linguistic Analysis of the Human Heartbeat Using Frequency and Rank Order Statistics

NASA Astrophysics Data System (ADS)

Yang, Albert C.-C.; Hseu, Shu-Shya; Yien, Huey-Wen; Goldberger, Ary L.; Peng, C.-K.

2003-03-01

Complex physiologic signals may carry unique dynamical signatures that are related to their underlying mechanisms. We present a method based on rank order statistics of symbolic sequences to investigate the profile of different types of physiologic dynamics. We apply this method to heart rate fluctuations, the output of a central physiologic control system. The method robustly discriminates patterns generated from healthy and pathologic states, as well as aging. Furthermore, we observe increased randomness in the heartbeat time series with physiologic aging and pathologic states and also uncover nonrandom patterns in the ventricular response to atrial fibrillation.

Multi-Level, Multi Time-Scale Fluorescence Intermittency of Photosynthetic LH2 Complexes: A Precursor of Non-Photochemical Quenching?

PubMed

Schörner, Mario; Beyer, Sebastian Reinhardt; Southall, June; Cogdell, Richard J; Köhler, Jürgen

2015-11-05

The light harvesting complex LH2 is a chromoprotein that is an ideal system for studying protein dynamics via the spectral fluctuations of the emission of its intrinsic chromophores. We have immobilized these complexes in a polymer film and studied the fluctuations of the fluorescence intensity from individual complexes over 9 orders of magnitude in time. Combining time-tagged detection of single photons with a change-point analysis has allowed the unambigeous identification of the various intensity levels due to the huge statistical basis of the data set. We propose that the observed intensity level fluctuations reflect conformational changes of the protein backbone that might be a precursor of the mechanism from which nonphotochemical quenching of higher plants has evolved.

QMU as an approach to strengthening the predictive capabilities of complex models.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gray, Genetha Anne.; Boggs, Paul T.; Grace, Matthew D.

2010-09-01

Complex systems are made up of multiple interdependent parts, and the behavior of the entire system cannot always be directly inferred from the behavior of the individual parts. They are nonlinear and system responses are not necessarily additive. Examples of complex systems include energy, cyber and telecommunication infrastructures, human and animal social structures, and biological structures such as cells. To meet the goals of infrastructure development, maintenance, and protection for cyber-related complex systems, novel modeling and simulation technology is needed. Sandia has shown success using M&S in the nuclear weapons (NW) program. However, complex systems represent a significant challenge andmore » relative departure from the classical M&S exercises, and many of the scientific and mathematical M&S processes must be re-envisioned. Specifically, in the NW program, requirements and acceptable margins for performance, resilience, and security are well-defined and given quantitatively from the start. The Quantification of Margins and Uncertainties (QMU) process helps to assess whether or not these safety, reliability and performance requirements have been met after a system has been developed. In this sense, QMU is used as a sort of check that requirements have been met once the development process is completed. In contrast, performance requirements and margins may not have been defined a priori for many complex systems, (i.e. the Internet, electrical distribution grids, etc.), particularly not in quantitative terms. This project addresses this fundamental difference by investigating the use of QMU at the start of the design process for complex systems. Three major tasks were completed. First, the characteristics of the cyber infrastructure problem were collected and considered in the context of QMU-based tools. Second, UQ methodologies for the quantification of model discrepancies were considered in the context of statistical models of cyber activity. Third, Bayesian methods for optimal testing in the QMU framework were developed. This completion of this project represent an increased understanding of how to apply and use the QMU process as a means for improving model predictions of the behavior of complex systems. 4« less

A framework for conducting mechanistic based reliability assessments of components operating in complex systems

NASA Astrophysics Data System (ADS)

Wallace, Jon Michael

2003-10-01

Reliability prediction of components operating in complex systems has historically been conducted in a statistically isolated manner. Current physics-based, i.e. mechanistic, component reliability approaches focus more on component-specific attributes and mathematical algorithms and not enough on the influence of the system. The result is that significant error can be introduced into the component reliability assessment process. The objective of this study is the development of a framework that infuses the needs and influence of the system into the process of conducting mechanistic-based component reliability assessments. The formulated framework consists of six primary steps. The first three steps, identification, decomposition, and synthesis, are primarily qualitative in nature and employ system reliability and safety engineering principles to construct an appropriate starting point for the component reliability assessment. The following two steps are the most unique. They involve a step to efficiently characterize and quantify the system-driven local parameter space and a subsequent step using this information to guide the reduction of the component parameter space. The local statistical space quantification step is accomplished using two proposed multivariate probability models: Multi-Response First Order Second Moment and Taylor-Based Inverse Transformation. Where existing joint probability models require preliminary distribution and correlation information of the responses, these models combine statistical information of the input parameters with an efficient sampling of the response analyses to produce the multi-response joint probability distribution. Parameter space reduction is accomplished using Approximate Canonical Correlation Analysis (ACCA) employed as a multi-response screening technique. The novelty of this approach is that each individual local parameter and even subsets of parameters representing entire contributing analyses can now be rank ordered with respect to their contribution to not just one response, but the entire vector of component responses simultaneously. The final step of the framework is the actual probabilistic assessment of the component. Although the same multivariate probability tools employed in the characterization step can be used for the component probability assessment, variations of this final step are given to allow for the utilization of existing probabilistic methods such as response surface Monte Carlo and Fast Probability Integration. The overall framework developed in this study is implemented to assess the finite-element based reliability prediction of a gas turbine airfoil involving several failure responses. Results of this implementation are compared to results generated using the conventional 'isolated' approach as well as a validation approach conducted through large sample Monte Carlo simulations. The framework resulted in a considerable improvement to the accuracy of the part reliability assessment and an improved understanding of the component failure behavior. Considerable statistical complexity in the form of joint non-normal behavior was found and accounted for using the framework. Future applications of the framework elements are discussed.

Statistical Analysis of Big Data on Pharmacogenomics

PubMed Central

Fan, Jianqing; Liu, Han

2013-01-01

This paper discusses statistical methods for estimating complex correlation structure from large pharmacogenomic datasets. We selectively review several prominent statistical methods for estimating large covariance matrix for understanding correlation structure, inverse covariance matrix for network modeling, large-scale simultaneous tests for selecting significantly differently expressed genes and proteins and genetic markers for complex diseases, and high dimensional variable selection for identifying important molecules for understanding molecule mechanisms in pharmacogenomics. Their applications to gene network estimation and biomarker selection are used to illustrate the methodological power. Several new challenges of Big data analysis, including complex data distribution, missing data, measurement error, spurious correlation, endogeneity, and the need for robust statistical methods, are also discussed. PMID:23602905

A reductionist perspective on quantum statistical mechanics: Coarse-graining of path integrals

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sinitskiy, Anton V.; Voth, Gregory A., E-mail: gavoth@uchicago.edu

2015-09-07

Computational modeling of the condensed phase based on classical statistical mechanics has been rapidly developing over the last few decades and has yielded important information on various systems containing up to millions of atoms. However, if a system of interest contains important quantum effects, well-developed classical techniques cannot be used. One way of treating finite temperature quantum systems at equilibrium has been based on Feynman’s imaginary time path integral approach and the ensuing quantum-classical isomorphism. This isomorphism is exact only in the limit of infinitely many classical quasiparticles representing each physical quantum particle. In this work, we present a reductionistmore » perspective on this problem based on the emerging methodology of coarse-graining. This perspective allows for the representations of one quantum particle with only two classical-like quasiparticles and their conjugate momenta. One of these coupled quasiparticles is the centroid particle of the quantum path integral quasiparticle distribution. Only this quasiparticle feels the potential energy function. The other quasiparticle directly provides the observable averages of quantum mechanical operators. The theory offers a simplified perspective on quantum statistical mechanics, revealing its most reductionist connection to classical statistical physics. By doing so, it can facilitate a simpler representation of certain quantum effects in complex molecular environments.« less

Dynamical Systems Theory in Quantitative Psychology and Cognitive Science: A Fair Discrimination between Deterministic and Statistical Counterparts is Required.

PubMed

Gadomski, Adam; Ausloos, Marcel; Casey, Tahlia

2017-04-01

This article addresses a set of observations framed in both deterministic as well as statistical formal guidelines. It operates within the framework of nonlinear dynamical systems theory (NDS). It is argued that statistical approaches can manifest themselves ambiguously, creating practical discrepancies in psychological and cognitive data analyses both quantitatively and qualitatively. This is sometimes termed in literature as 'questionable research practices.' This communication points to the demand for a deeper awareness of the data 'initial conditions, allowing to focus on pertinent evolution constraints in such systems.' It also considers whether the exponential (Malthus-type) or the algebraic (Pareto-type) statistical distribution ought to be effectively considered in practical interpretations. The role of repetitive specific behaviors by patients seeking treatment is examined within the NDS frame. The significance of these behaviors, involving a certain memory effect seems crucial in determining a patient's progression or regression. With this perspective, it is discussed how a sensitively applied hazardous or triggering factor can be helpful for well-controlled psychological strategic treatments; those attributable to obsessive-compulsive disorders or self-injurious behaviors are recalled in particular. There are both inherent criticality- and complexity-exploiting (reduced-variance based) relations between a therapist and a patient that can be intrinsically included in NDS theory.

A reductionist perspective on quantum statistical mechanics: Coarse-graining of path integrals.

PubMed

Sinitskiy, Anton V; Voth, Gregory A

2015-09-07

Computational modeling of the condensed phase based on classical statistical mechanics has been rapidly developing over the last few decades and has yielded important information on various systems containing up to millions of atoms. However, if a system of interest contains important quantum effects, well-developed classical techniques cannot be used. One way of treating finite temperature quantum systems at equilibrium has been based on Feynman's imaginary time path integral approach and the ensuing quantum-classical isomorphism. This isomorphism is exact only in the limit of infinitely many classical quasiparticles representing each physical quantum particle. In this work, we present a reductionist perspective on this problem based on the emerging methodology of coarse-graining. This perspective allows for the representations of one quantum particle with only two classical-like quasiparticles and their conjugate momenta. One of these coupled quasiparticles is the centroid particle of the quantum path integral quasiparticle distribution. Only this quasiparticle feels the potential energy function. The other quasiparticle directly provides the observable averages of quantum mechanical operators. The theory offers a simplified perspective on quantum statistical mechanics, revealing its most reductionist connection to classical statistical physics. By doing so, it can facilitate a simpler representation of certain quantum effects in complex molecular environments.

Coupled disease-behavior dynamics on complex networks: A review

NASA Astrophysics Data System (ADS)

Wang, Zhen; Andrews, Michael A.; Wu, Zhi-Xi; Wang, Lin; Bauch, Chris T.

2015-12-01

It is increasingly recognized that a key component of successful infection control efforts is understanding the complex, two-way interaction between disease dynamics and human behavioral and social dynamics. Human behavior such as contact precautions and social distancing clearly influence disease prevalence, but disease prevalence can in turn alter human behavior, forming a coupled, nonlinear system. Moreover, in many cases, the spatial structure of the population cannot be ignored, such that social and behavioral processes and/or transmission of infection must be represented with complex networks. Research on studying coupled disease-behavior dynamics in complex networks in particular is growing rapidly, and frequently makes use of analysis methods and concepts from statistical physics. Here, we review some of the growing literature in this area. We contrast network-based approaches to homogeneous-mixing approaches, point out how their predictions differ, and describe the rich and often surprising behavior of disease-behavior dynamics on complex networks, and compare them to processes in statistical physics. We discuss how these models can capture the dynamics that characterize many real-world scenarios, thereby suggesting ways that policy makers can better design effective prevention strategies. We also describe the growing sources of digital data that are facilitating research in this area. Finally, we suggest pitfalls which might be faced by researchers in the field, and we suggest several ways in which the field could move forward in the coming years.

Revealing physical interaction networks from statistics of collective dynamics

PubMed Central

Nitzan, Mor; Casadiego, Jose; Timme, Marc

2017-01-01

Revealing physical interactions in complex systems from observed collective dynamics constitutes a fundamental inverse problem in science. Current reconstruction methods require access to a system’s model or dynamical data at a level of detail often not available. We exploit changes in invariant measures, in particular distributions of sampled states of the system in response to driving signals, and use compressed sensing to reveal physical interaction networks. Dynamical observations following driving suffice to infer physical connectivity even if they are temporally disordered, are acquired at large sampling intervals, and stem from different experiments. Testing various nonlinear dynamic processes emerging on artificial and real network topologies indicates high reconstruction quality for existence as well as type of interactions. These results advance our ability to reveal physical interaction networks in complex synthetic and natural systems. PMID:28246630

Nonparametric method for failures diagnosis in the actuating subsystem of aircraft control system

NASA Astrophysics Data System (ADS)

Terentev, M. N.; Karpenko, S. S.; Zybin, E. Yu; Kosyanchuk, V. V.

2018-02-01

In this paper we design a nonparametric method for failures diagnosis in the aircraft control system that uses the measurements of the control signals and the aircraft states only. It doesn’t require a priori information of the aircraft model parameters, training or statistical calculations, and is based on analytical nonparametric one-step-ahead state prediction approach. This makes it possible to predict the behavior of unidentified and failure dynamic systems, to weaken the requirements to control signals, and to reduce the diagnostic time and problem complexity.

Towards an automatic wind speed and direction profiler for Wide Field adaptive optics systems

NASA Astrophysics Data System (ADS)

Sivo, G.; Turchi, A.; Masciadri, E.; Guesalaga, A.; Neichel, B.

2018-05-01

Wide Field Adaptive Optics (WFAO) systems are among the most sophisticated adaptive optics (AO) systems available today on large telescopes. Knowledge of the vertical spatio-temporal distribution of wind speed (WS) and direction (WD) is fundamental to optimize the performance of such systems. Previous studies already proved that the Gemini Multi-Conjugated AO system (GeMS) is able to retrieve measurements of the WS and WD stratification using the SLOpe Detection And Ranging (SLODAR) technique and to store measurements in the telemetry data. In order to assess the reliability of these estimates and of the SLODAR technique applied to such complex AO systems, in this study we compared WS and WD values retrieved from GeMS with those obtained with the atmospheric model Meso-NH on a rich statistical sample of nights. It has previously been proved that the latter technique provided excellent agreement with a large sample of radiosoundings, both in statistical terms and on individual flights. It can be considered, therefore, as an independent reference. The excellent agreement between GeMS measurements and the model that we find in this study proves the robustness of the SLODAR approach. To bypass the complex procedures necessary to achieve automatic measurements of the wind with GeMS, we propose a simple automatic method to monitor nightly WS and WD using Meso-NH model estimates. Such a method can be applied to whatever present or new-generation facilities are supported by WFAO systems. The interest of this study is, therefore, well beyond the optimization of GeMS performance.

The influence of bile salts on the distribution of simvastatin in the octanol/buffer system.

PubMed

Đanić, Maja; Pavlović, Nebojša; Stanimirov, Bojan; Vukmirović, Saša; Nikolić, Katarina; Agbaba, Danica; Mikov, Momir

2016-01-01

Distribution coefficient (D) is useful parameter for evaluating drugs permeability properties across biological membranes, which are of importance for drugs bioavailability. Given that bile acids are intensively studied as drug permeation-modifying and -solubilizing agents, the aim of this study was to estimate the influence of sodium salts of cholic (CA), deoxycholic (DCA) and 12-monoketocholic acids (MKC) on distribution coefficient of simvastatin (SV) (lactone [SVL] and acid form [SVA]) which is a highly lipophilic compound with extremely low water solubility and bioavailability. LogD values of SVA and SVL with or without bile salts were measured by liquid-liquid extraction in n-octanol/buffer systems at pH 5 and 7.4. SV concentrations in aqueous phase were determined by HPLC-DAD. Chem3D Ultra program was applied for computation of physico-chemical properties of analyzed compounds and their complexes. Statistically significant decrease in both SVA and SVL logD was observed for all three studied bile salts at both selected pH. MKC exerted the most pronounced effect in the case of SVA while there were no statistically significant differences between observed bile salts for SVL. The calculated physico-chemical properties of analyzed compounds and their complexes supported experimental results. Our data indicate that the addition of bile salts into the n-octanol/buffer system decreases the values of SV distribution coefficient at both studied pH values. This may be the result of the formation of hydrophilic complexes increasing the solubility of SV that could consequently impact the pharmacokinetic parameters of SV and the final drug response in patients.

Mapping sea ice leads with a coupled numeric/symbolic system

NASA Technical Reports Server (NTRS)

Key, J.; Schweiger, A. J.; Maslanik, J. A.

1990-01-01

A method is presented which facilitates the detection and delineation of leads with single-channel Landsat data by coupling numeric and symbolic procedures. The procedure consists of three steps: (1) using the dynamic threshold method, an image is mapped to a lead/no lead binary image; (2) the likelihood of fragments to be real leads is examined with a set of numeric rules; and (3) pairs of objects are examined geometrically and merged where possible. The processing ends when all fragments are merged and statistical characteristics are determined, and a map of valid lead objects are left which summarizes useful physical in the lead complexes. Direct implementation of domain knowledge and rapid prototyping are two benefits of the rule-based system. The approach is found to be more successfully applied to mid- and high-level processing, and the system can retrieve statistics about sea-ice leads as well as detect the leads.

Cox process representation and inference for stochastic reaction-diffusion processes

NASA Astrophysics Data System (ADS)

Schnoerr, David; Grima, Ramon; Sanguinetti, Guido

2016-05-01

Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to the social sciences, yet they are notoriously difficult to simulate and calibrate to observational data. Here we use ideas from statistical physics and machine learning to provide a solution to the inverse problem of learning a stochastic reaction-diffusion process from data. Our solution relies on a non-trivial connection between stochastic reaction-diffusion processes and spatio-temporal Cox processes, a well-studied class of models from computational statistics. This connection leads to an efficient and flexible algorithm for parameter inference and model selection. Our approach shows excellent accuracy on numeric and real data examples from systems biology and epidemiology. Our work provides both insights into spatio-temporal stochastic systems, and a practical solution to a long-standing problem in computational modelling.

Constructing networks with correlation maximization methods.

PubMed

Mellor, Joseph C; Wu, Jie; Delisi, Charles

2004-01-01

Problems of inference in systems biology are ideally reduced to formulations which can efficiently represent the features of interest. In the case of predicting gene regulation and pathway networks, an important feature which describes connected genes and proteins is the relationship between active and inactive forms, i.e. between the "on" and "off" states of the components. While not optimal at the limits of resolution, these logical relationships between discrete states can often yield good approximations of the behavior in larger complex systems, where exact representation of measurement relationships may be intractable. We explore techniques for extracting binary state variables from measurement of gene expression, and go on to describe robust measures for statistical significance and information that can be applied to many such types of data. We show how statistical strength and information are equivalent criteria in limiting cases, and demonstrate the application of these measures to simple systems of gene regulation.

Synchronization in human musical rhythms and mutually interacting complex systems

PubMed Central

Hennig, Holger

2014-01-01

Though the music produced by an ensemble is influenced by multiple factors, including musical genre, musician skill, and individual interpretation, rhythmic synchronization is at the foundation of musical interaction. Here, we study the statistical nature of the mutual interaction between two humans synchronizing rhythms. We find that the interbeat intervals of both laypeople and professional musicians exhibit scale-free (power law) cross-correlations. Surprisingly, the next beat to be played by one person is dependent on the entire history of the other person’s interbeat intervals on timescales up to several minutes. To understand this finding, we propose a general stochastic model for mutually interacting complex systems, which suggests a physiologically motivated explanation for the occurrence of scale-free cross-correlations. We show that the observed long-term memory phenomenon in rhythmic synchronization can be imitated by fractal coupling of separately recorded or synthesized audio tracks and thus applied in electronic music. Though this study provides an understanding of fundamental characteristics of timing and synchronization at the interbrain level, the mutually interacting complex systems model may also be applied to study the dynamics of other complex systems where scale-free cross-correlations have been observed, including econophysics, physiological time series, and collective behavior of animal flocks. PMID:25114228

Detection and characterization of nonspecific, sparsely-populated binding modes in the early stages of complexation

PubMed Central

Cardone, A.; Bornstein, A.; Pant, H. C.; Brady, M.; Sriram, R.; Hassan, S. A.

2015-01-01

A method is proposed to study protein-ligand binding in a system governed by specific and non-specific interactions. Strong associations lead to narrow distributions in the proteins configuration space; weak and ultra-weak associations lead instead to broader distributions, a manifestation of non-specific, sparsely-populated binding modes with multiple interfaces. The method is based on the notion that a discrete set of preferential first-encounter modes are metastable states from which stable (pre-relaxation) complexes at equilibrium evolve. The method can be used to explore alternative pathways of complexation with statistical significance and can be integrated into a general algorithm to study protein interaction networks. The method is applied to a peptide-protein complex. The peptide adopts several low-population conformers and binds in a variety of modes with a broad range of affinities. The system is thus well suited to analyze general features of binding, including conformational selection, multiplicity of binding modes, and nonspecific interactions, and to illustrate how the method can be applied to study these problems systematically. The equilibrium distributions can be used to generate biasing functions for simulations of multiprotein systems from which bulk thermodynamic quantities can be calculated. PMID:25782918

[Applications of mathematical statistics methods on compatibility researches of traditional Chinese medicines formulae].

PubMed

Mai, Lan-Yin; Li, Yi-Xuan; Chen, Yong; Xie, Zhen; Li, Jie; Zhong, Ming-Yu

2014-05-01

The compatibility of traditional Chinese medicines (TCMs) formulae containing enormous information, is a complex component system. Applications of mathematical statistics methods on the compatibility researches of traditional Chinese medicines formulae have great significance for promoting the modernization of traditional Chinese medicines and improving clinical efficacies and optimizations of formulae. As a tool for quantitative analysis, data inference and exploring inherent rules of substances, the mathematical statistics method can be used to reveal the working mechanisms of the compatibility of traditional Chinese medicines formulae in qualitatively and quantitatively. By reviewing studies based on the applications of mathematical statistics methods, this paper were summarized from perspective of dosages optimization, efficacies and changes of chemical components as well as the rules of incompatibility and contraindication of formulae, will provide the references for further studying and revealing the working mechanisms and the connotations of traditional Chinese medicines.

Statistical optics

NASA Astrophysics Data System (ADS)

Goodman, J. W.

This book is based on the thesis that some training in the area of statistical optics should be included as a standard part of any advanced optics curriculum. Random variables are discussed, taking into account definitions of probability and random variables, distribution functions and density functions, an extension to two or more random variables, statistical averages, transformations of random variables, sums of real random variables, Gaussian random variables, complex-valued random variables, and random phasor sums. Other subjects examined are related to random processes, some first-order properties of light waves, the coherence of optical waves, some problems involving high-order coherence, effects of partial coherence on imaging systems, imaging in the presence of randomly inhomogeneous media, and fundamental limits in photoelectric detection of light. Attention is given to deterministic versus statistical phenomena and models, the Fourier transform, and the fourth-order moment of the spectrum of a detected speckle image.

Teaching Statistics--Despite Its Applications

ERIC Educational Resources Information Center

Ridgway, Jim; Nicholson, James; McCusker, Sean

2007-01-01

Evidence-based policy requires sophisticated modelling and reasoning about complex social data. The current UK statistics curricula do not equip tomorrow's citizens to understand such reasoning. We advocate radical curriculum reform, designed to require students to reason from complex data.

Complex Adaptive System Models and the Genetic Analysis of Plasma HDL-Cholesterol Concentration

PubMed Central

Rea, Thomas J.; Brown, Christine M.; Sing, Charles F.

2006-01-01

Despite remarkable advances in diagnosis and therapy, ischemic heart disease (IHD) remains a leading cause of morbidity and mortality in industrialized countries. Recent efforts to estimate the influence of genetic variation on IHD risk have focused on predicting individual plasma high-density lipoprotein cholesterol (HDL-C) concentration. Plasma HDL-C concentration (mg/dl), a quantitative risk factor for IHD, has a complex multifactorial etiology that involves the actions of many genes. Single gene variations may be necessary but are not individually sufficient to predict a statistically significant increase in risk of disease. The complexity of phenotype-genotype-environment relationships involved in determining plasma HDL-C concentration has challenged commonly held assumptions about genetic causation and has led to the question of which combination of variations, in which subset of genes, in which environmental strata of a particular population significantly improves our ability to predict high or low risk phenotypes. We document the limitations of inferences from genetic research based on commonly accepted biological models, consider how evidence for real-world dynamical interactions between HDL-C determinants challenges the simplifying assumptions implicit in traditional linear statistical genetic models, and conclude by considering research options for evaluating the utility of genetic information in predicting traits with complex etiologies. PMID:17146134

Learning Predictive Statistics: Strategies and Brain Mechanisms.

PubMed

Wang, Rui; Shen, Yuan; Tino, Peter; Welchman, Andrew E; Kourtzi, Zoe

2017-08-30

When immersed in a new environment, we are challenged to decipher initially incomprehensible streams of sensory information. However, quite rapidly, the brain finds structure and meaning in these incoming signals, helping us to predict and prepare ourselves for future actions. This skill relies on extracting the statistics of event streams in the environment that contain regularities of variable complexity from simple repetitive patterns to complex probabilistic combinations. Here, we test the brain mechanisms that mediate our ability to adapt to the environment's statistics and predict upcoming events. By combining behavioral training and multisession fMRI in human participants (male and female), we track the corticostriatal mechanisms that mediate learning of temporal sequences as they change in structure complexity. We show that learning of predictive structures relates to individual decision strategy; that is, selecting the most probable outcome in a given context (maximizing) versus matching the exact sequence statistics. These strategies engage distinct human brain regions: maximizing engages dorsolateral prefrontal, cingulate, sensory-motor regions, and basal ganglia (dorsal caudate, putamen), whereas matching engages occipitotemporal regions (including the hippocampus) and basal ganglia (ventral caudate). Our findings provide evidence for distinct corticostriatal mechanisms that facilitate our ability to extract behaviorally relevant statistics to make predictions. SIGNIFICANCE STATEMENT Making predictions about future events relies on interpreting streams of information that may initially appear incomprehensible. Past work has studied how humans identify repetitive patterns and associative pairings. However, the natural environment contains regularities that vary in complexity from simple repetition to complex probabilistic combinations. Here, we combine behavior and multisession fMRI to track the brain mechanisms that mediate our ability to adapt to changes in the environment's statistics. We provide evidence for an alternate route for learning complex temporal statistics: extracting the most probable outcome in a given context is implemented by interactions between executive and motor corticostriatal mechanisms compared with visual corticostriatal circuits (including hippocampal cortex) that support learning of the exact temporal statistics. Copyright © 2017 Wang et al.

Complex Behavior of Contaminant Flux and the Ecology of the Lower Mississippi River

NASA Astrophysics Data System (ADS)

Barton, C. C.; Manheim, F. T.; De Cola, L.; Bollinger, J. E.; Jenkins, J. A.

2001-12-01

This presentation is an overview of a collaborative NSF/USGS/Tulane funded multi-scale study of the Lower Mississippi River system. The study examines the system in three major dimensional realms: space, time, and complexity (systems and their hierarchies). Researchers at Tulane University and the U.S. Geological Survey have initiated a collaborative effort to undertake the study of interacting elements which directly or indirectly affect the water quality, ecology and physical condition of the Mississippi River. These researchers include experts in the fields of water quality chemistry, geochemistry, hydrologic modeling, bioengineering, biology, fish ecology, statistics, complexity analysis, epidemiology, and computer science. Underlying this research are large databases that permit quantitative analysis of the system over the past 40 years. Results to date show that the variation in discharge and the contaminant flux scale independently both exhibit fractal scaling, the signature geometry of nonlinear dynamical and complex systems. Public perception is that the Lower Mississippi River is a health hazard, but for the past decade, traditional water quality measurements show that contaminants are within current regulatory guidelines for human consumption. This difference between public perception and scientific reality represents a complex scientific and social issue. The connections and feedback within the ecological system and the Mississippi River are few because engineering structures isolate the lower Mississippi River from its surroundings. Investigation of the connections and feedback between human health and the ecological health of the River and the surrounding region as well as perceptions of these states of health - holds promise for explaining epidemiological patterns of human disease.

Will Systems Biology Deliver Its Promise and Contribute to the Development of New or Improved Vaccines? What Really Constitutes the Study of "Systems Biology" and How Might Such an Approach Facilitate Vaccine Design.

PubMed

Germain, Ronald N

2017-10-16

A dichotomy exists in the field of vaccinology about the promise versus the hype associated with application of "systems biology" approaches to rational vaccine design. Some feel it is the only way to efficiently uncover currently unknown parameters controlling desired immune responses or discover what elements actually mediate these responses. Others feel that traditional experimental, often reductionist, methods for incrementally unraveling complex biology provide a more solid way forward, and that "systems" approaches are costly ways to collect data without gaining true insight. Here I argue that both views are inaccurate. This is largely because of confusion about what can be gained from classical experimentation versus statistical analysis of large data sets (bioinformatics) versus methods that quantitatively explain emergent properties of complex assemblies of biological components, with the latter reflecting what was previously called "physiology." Reductionist studies will remain essential for generating detailed insight into the functional attributes of specific elements of biological systems, but such analyses lack the power to provide a quantitative and predictive understanding of global system behavior. But by employing (1) large-scale screening methods for discovery of unknown components and connections in the immune system ( omics ), (2) statistical analysis of large data sets ( bioinformatics ), and (3) the capacity of quantitative computational methods to translate these individual components and connections into models of emergent behavior ( systems biology ), we will be able to better understand how the overall immune system functions and to determine with greater precision how to manipulate it to produce desired protective responses. Copyright © 2017 Cold Spring Harbor Laboratory Press; all rights reserved.

New dimensions from statistical graphics for GIS (geographic information system) analysis and interpretation

DOE Office of Scientific and Technical Information (OSTI.GOV)

McCord, R.A.; Olson, R.J.

1988-01-01

Environmental research and assessment activities at Oak Ridge National Laboratory (ORNL) include the analysis of spatial and temporal patterns of ecosystem response at a landscape scale. Analysis through use of geographic information system (GIS) involves an interaction between the user and thematic data sets frequently expressed as maps. A portion of GIS analysis has a mathematical or statistical aspect, especially for the analysis of temporal patterns. ARC/INFO is an excellent tool for manipulating GIS data and producing the appropriate map graphics. INFO also has some limited ability to produce statistical tabulation. At ORNL we have extended our capabilities by graphicallymore » interfacing ARC/INFO and SAS/GRAPH to provide a combined mapping and statistical graphics environment. With the data management, statistical, and graphics capabilities of SAS added to ARC/INFO, we have expanded the analytical and graphical dimensions of the GIS environment. Pie or bar charts, frequency curves, hydrographs, or scatter plots as produced by SAS can be added to maps from attribute data associated with ARC/INFO coverages. Numerous, small, simplified graphs can also become a source of complex map ''symbols.'' These additions extend the dimensions of GIS graphics to include time, details of the thematic composition, distribution, and interrelationships. 7 refs., 3 figs.« less

Fatigue criterion to system design, life and reliability

NASA Technical Reports Server (NTRS)

Zaretsky, E. V.

1985-01-01

A generalized methodology to structural life prediction, design, and reliability based upon a fatigue criterion is advanced. The life prediction methodology is based in part on work of W. Weibull and G. Lundberg and A. Palmgren. The approach incorporates the computed life of elemental stress volumes of a complex machine element to predict system life. The results of coupon fatigue testing can be incorporated into the analysis allowing for life prediction and component or structural renewal rates with reasonable statistical certainty.

Institute for Brain and Neural Systems

DTIC Science & Technology

2009-10-06

to deal with computational complexity when analyzing large amounts of information in visual scenes. It seems natural that in addition to exploring...algorithms using methods from statistical pattern recognition and machine learning. Over the last fifteen years, significant advances had been made in...recognition, robustness to noise and ability to cope with significant variations in lighting conditions. Identifying an occluded target adds another layer of

Using a Data Mining Approach to Develop a Student Engagement-Based Institutional Typology. IR Applications, Volume 18, February 8, 2009

ERIC Educational Resources Information Center

Luan, Jing; Zhao, Chun-Mei; Hayek, John C.

2009-01-01

Data mining provides both systematic and systemic ways to detect patterns of student engagement among students at hundreds of institutions. Using traditional statistical techniques alone, the task would be significantly difficult--if not impossible--considering the size and complexity in both data and analytical approaches necessary for this…

Macro-Econophysics

NASA Astrophysics Data System (ADS)

Aoyama, Hideaki; Fujiwara, Yoshi; Ikeda, Yuichi; Iyetomi, Hiroshi; Souma, Wataru; Yoshikawa, Hiroshi

2017-07-01

Preface; Foreword, Acknowledgements, List of tables; List of figures, prologue, 1. Introduction: reconstructing macroeconomics; 2. Basic concepts in statistical physics and stochastic models; 3. Income and firm-size distributions; 4. Productivity distribution and related topics; 5. Multivariate time-series analysis; 6. Business cycles; 7. Price dynamics and inflation/deflation; 8. Complex network, community analysis, visualization; 9. Systemic risks; Appendix A: computer program for beginners; Epilogue; Bibliography; Index.

A Three-Step Approach To Model Tree Mortality in the State of Georgia

Treesearch

Qingmin Meng; Chris J. Cieszewski; Roger C. Lowe; Michal Zasada

2005-01-01

Tree mortality is one of the most complex phenomena of forest growth and yield. Many types of factors affect tree mortality, which is considered difficult to predict. This study presents a new systematic approach to simulate tree mortality based on the integration of statistical models and geographical information systems. This method begins with variable preselection...

Experimental research on mathematical modelling and unconventional control of clinker kiln in cement plants

NASA Astrophysics Data System (ADS)

Rusu-Anghel, S.

2017-01-01

Analytical modeling of the flow of manufacturing process of the cement is difficult because of their complexity and has not resulted in sufficiently precise mathematical models. In this paper, based on a statistical model of the process and using the knowledge of human experts, was designed a fuzzy system for automatic control of clinkering process.

Emerging technologies for pediatric and adult trauma care.

PubMed

Moulton, Steven L; Haley-Andrews, Stephanie; Mulligan, Jane

2010-06-01

Current Emergency Medical Service protocols rely on provider-directed care for evaluation, management and triage of injured patients from the field to a trauma center. New methods to quickly diagnose, support and coordinate the movement of trauma patients from the field to the most appropriate trauma center are in development. These methods will enhance trauma care and promote trauma system development. Recent advances in machine learning, statistical methods, device integration and wireless communication are giving rise to new methods for vital sign data analysis and a new generation of transport monitors. These monitors will collect and synchronize exponentially growing amounts of vital sign data with electronic patient care information. The application of advanced statistical methods to these complex clinical data sets has the potential to reveal many important physiological relationships and treatment effects. Several emerging technologies are converging to yield a new generation of smart sensors and tightly integrated transport monitors. These technologies will assist prehospital providers in quickly identifying and triaging the most severely injured children and adults to the most appropriate trauma centers. They will enable the development of real-time clinical support systems of increasing complexity, able to provide timelier, more cost-effective, autonomous care.

Biological conservation law as an emerging functionality in dynamical neuronal networks.

PubMed

Podobnik, Boris; Jusup, Marko; Tiganj, Zoran; Wang, Wen-Xu; Buldú, Javier M; Stanley, H Eugene

2017-11-07

Scientists strive to understand how functionalities, such as conservation laws, emerge in complex systems. Living complex systems in particular create high-ordered functionalities by pairing up low-ordered complementary processes, e.g., one process to build and the other to correct. We propose a network mechanism that demonstrates how collective statistical laws can emerge at a macro (i.e., whole-network) level even when they do not exist at a unit (i.e., network-node) level. Drawing inspiration from neuroscience, we model a highly stylized dynamical neuronal network in which neurons fire either randomly or in response to the firing of neighboring neurons. A synapse connecting two neighboring neurons strengthens when both of these neurons are excited and weakens otherwise. We demonstrate that during this interplay between the synaptic and neuronal dynamics, when the network is near a critical point, both recurrent spontaneous and stimulated phase transitions enable the phase-dependent processes to replace each other and spontaneously generate a statistical conservation law-the conservation of synaptic strength. This conservation law is an emerging functionality selected by evolution and is thus a form of biological self-organized criticality in which the key dynamical modes are collective.

Biological conservation law as an emerging functionality in dynamical neuronal networks

PubMed Central

Podobnik, Boris; Tiganj, Zoran; Wang, Wen-Xu; Buldú, Javier M.

2017-01-01

Scientists strive to understand how functionalities, such as conservation laws, emerge in complex systems. Living complex systems in particular create high-ordered functionalities by pairing up low-ordered complementary processes, e.g., one process to build and the other to correct. We propose a network mechanism that demonstrates how collective statistical laws can emerge at a macro (i.e., whole-network) level even when they do not exist at a unit (i.e., network-node) level. Drawing inspiration from neuroscience, we model a highly stylized dynamical neuronal network in which neurons fire either randomly or in response to the firing of neighboring neurons. A synapse connecting two neighboring neurons strengthens when both of these neurons are excited and weakens otherwise. We demonstrate that during this interplay between the synaptic and neuronal dynamics, when the network is near a critical point, both recurrent spontaneous and stimulated phase transitions enable the phase-dependent processes to replace each other and spontaneously generate a statistical conservation law—the conservation of synaptic strength. This conservation law is an emerging functionality selected by evolution and is thus a form of biological self-organized criticality in which the key dynamical modes are collective. PMID:29078286

Exploring complex networks.

PubMed

Strogatz, S H

2001-03-08

The study of networks pervades all of science, from neurobiology to statistical physics. The most basic issues are structural: how does one characterize the wiring diagram of a food web or the Internet or the metabolic network of the bacterium Escherichia coli? Are there any unifying principles underlying their topology? From the perspective of nonlinear dynamics, we would also like to understand how an enormous network of interacting dynamical systems-be they neurons, power stations or lasers-will behave collectively, given their individual dynamics and coupling architecture. Researchers are only now beginning to unravel the structure and dynamics of complex networks.

Emerging properties of financial time series in the ``Game of Life''

NASA Astrophysics Data System (ADS)

Hernández-Montoya, A. R.; Coronel-Brizio, H. F.; Stevens-Ramírez, G. A.; Rodríguez-Achach, M.; Politi, M.; Scalas, E.

2011-12-01

We explore the spatial complexity of Conway’s “Game of Life,” a prototypical cellular automaton by means of a geometrical procedure generating a two-dimensional random walk from a bidimensional lattice with periodical boundaries. The one-dimensional projection of this process is analyzed and it turns out that some of its statistical properties resemble the so-called stylized facts observed in financial time series. The scope and meaning of this result are discussed from the viewpoint of complex systems. In particular, we stress how the supposed peculiarities of financial time series are, often, overrated in their importance.

Experiment Design for Complex VTOL Aircraft with Distributed Propulsion and Tilt Wing

NASA Technical Reports Server (NTRS)

Murphy, Patrick C.; Landman, Drew

2015-01-01

Selected experimental results from a wind tunnel study of a subscale VTOL concept with distributed propulsion and tilt lifting surfaces are presented. The vehicle complexity and automated test facility were ideal for use with a randomized designed experiment. Design of Experiments and Response Surface Methods were invoked to produce run efficient, statistically rigorous regression models with minimized prediction error. Static tests were conducted at the NASA Langley 12-Foot Low-Speed Tunnel to model all six aerodynamic coefficients over a large flight envelope. This work supports investigations at NASA Langley in developing advanced configurations, simulations, and advanced control systems.

Emerging properties of financial time series in the "Game of Life".

PubMed

Hernández-Montoya, A R; Coronel-Brizio, H F; Stevens-Ramírez, G A; Rodríguez-Achach, M; Politi, M; Scalas, E

2011-12-01

We explore the spatial complexity of Conway's "Game of Life," a prototypical cellular automaton by means of a geometrical procedure generating a two-dimensional random walk from a bidimensional lattice with periodical boundaries. The one-dimensional projection of this process is analyzed and it turns out that some of its statistical properties resemble the so-called stylized facts observed in financial time series. The scope and meaning of this result are discussed from the viewpoint of complex systems. In particular, we stress how the supposed peculiarities of financial time series are, often, overrated in their importance.

Reverse engineering systems models of regulation: discovery, prediction and mechanisms.

PubMed

Ashworth, Justin; Wurtmann, Elisabeth J; Baliga, Nitin S

2012-08-01

Biological systems can now be understood in comprehensive and quantitative detail using systems biology approaches. Putative genome-scale models can be built rapidly based upon biological inventories and strategic system-wide molecular measurements. Current models combine statistical associations, causative abstractions, and known molecular mechanisms to explain and predict quantitative and complex phenotypes. This top-down 'reverse engineering' approach generates useful organism-scale models despite noise and incompleteness in data and knowledge. Here we review and discuss the reverse engineering of biological systems using top-down data-driven approaches, in order to improve discovery, hypothesis generation, and the inference of biological properties. Copyright © 2011 Elsevier Ltd. All rights reserved.

Adaptation in Coding by Large Populations of Neurons in the Retina

NASA Astrophysics Data System (ADS)

Ioffe, Mark L.

A comprehensive theory of neural computation requires an understanding of the statistical properties of the neural population code. The focus of this work is the experimental study and theoretical analysis of the statistical properties of neural activity in the tiger salamander retina. This is an accessible yet complex system, for which we control the visual input and record from a substantial portion--greater than a half--of the ganglion cell population generating the spiking output. Our experiments probe adaptation of the retina to visual statistics: a central feature of sensory systems which have to adjust their limited dynamic range to a far larger space of possible inputs. In Chapter 1 we place our work in context with a brief overview of the relevant background. In Chapter 2 we describe the experimental methodology of recording from 100+ ganglion cells in the tiger salamander retina. In Chapter 3 we first present the measurements of adaptation of individual cells to changes in stimulation statistics and then investigate whether pairwise correlations in fluctuations of ganglion cell activity change across different stimulation conditions. We then transition to a study of the population-level probability distribution of the retinal response captured with maximum-entropy models. Convergence of the model inference is presented in Chapter 4. In Chapter 5 we first test the empirical presence of a phase transition in such models fitting the retinal response to different experimental conditions, and then proceed to develop other characterizations which are sensitive to complexity in the interaction matrix. This includes an analysis of the dynamics of sampling at finite temperature, which demonstrates a range of subtle attractor-like properties in the energy landscape. These are largely conserved when ambient illumination is varied 1000-fold, a result not necessarily apparent from the measured low-order statistics of the distribution. Our results form a consistent picture which is discussed at the end of Chapter 5. We conclude with a few future directions related to this thesis.

Online Dectection and Modeling of Safety Boundaries for Aerospace Application Using Bayesian Statistics

NASA Technical Reports Server (NTRS)

He, Yuning

2015-01-01

The behavior of complex aerospace systems is governed by numerous parameters. For safety analysis it is important to understand how the system behaves with respect to these parameter values. In particular, understanding the boundaries between safe and unsafe regions is of major importance. In this paper, we describe a hierarchical Bayesian statistical modeling approach for the online detection and characterization of such boundaries. Our method for classification with active learning uses a particle filter-based model and a boundary-aware metric for best performance. From a library of candidate shapes incorporated with domain expert knowledge, the location and parameters of the boundaries are estimated using advanced Bayesian modeling techniques. The results of our boundary analysis are then provided in a form understandable by the domain expert. We illustrate our approach using a simulation model of a NASA neuro-adaptive flight control system, as well as a system for the detection of separation violations in the terminal airspace.

Optical mass memory investigation

NASA Technical Reports Server (NTRS)

1980-01-01

The MASTER 1 optical mass storage system advanced working model (AWM) was designed to demonstrate recording and playback of imagery data and to enable quantitative data to be derived as to the statistical distribution of raw errors experienced through the system. The AWM consists of two subsystems, the recorder and storage and retrieval. The recorder subsystem utilizes key technologies such as an acoustic travelling wave lens to achieve recording of digital data on fiche at a rate of 30 Mbits/sec, whereas the storage and retrieval reproducer subsystem utilizes a less complex optical system that employs an acousto-optical beam deflector to achieve data readout at a 5 Mbits/sec rate. The system has the built in capability for detecting and collecting error statistics. The recorder and storage and retrieval subsystems operate independent of one another and are each constructed in modular form with each module performing independent functions. The operation of each module and its interface to other modules is controlled by one controller for both subsystems.

Quantum correlations and dynamics from classical random fields valued in complex Hilbert spaces

DOE Office of Scientific and Technical Information (OSTI.GOV)

Khrennikov, Andrei

2010-08-15

One of the crucial differences between mathematical models of classical and quantum mechanics (QM) is the use of the tensor product of the state spaces of subsystems as the state space of the corresponding composite system. (To describe an ensemble of classical composite systems, one uses random variables taking values in the Cartesian product of the state spaces of subsystems.) We show that, nevertheless, it is possible to establish a natural correspondence between the classical and the quantum probabilistic descriptions of composite systems. Quantum averages for composite systems (including entangled) can be represented as averages with respect to classical randommore » fields. It is essentially what Albert Einstein dreamed of. QM is represented as classical statistical mechanics with infinite-dimensional phase space. While the mathematical construction is completely rigorous, its physical interpretation is a complicated problem. We present the basic physical interpretation of prequantum classical statistical field theory in Sec. II. However, this is only the first step toward real physical theory.« less

Spectroscopic studies of Np(V) complexation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stout, B.E.

The complexation of Np(V) with aliphatic (oxalic, malonic, succinic, glutaric, and maleic) and aromatic (phthalic, pyromellitic, hemimellitic, trimellitic, and mellitic) polycarboxylic acids was studied by spectrophotometry at 1 M ionic strength (NaClO{sub 4}) and 23 C. For the aliphatic systems, the stability of the neptunyl complexes was found to decrease as the carbon chain length of the ligand increased which was attributed to an entropy effect. In polycarboxylate systems, the stability constant decreased in the order hemimellitate > mellitate > pyromellitate > trimellitate, phthalate. With the exception of hemimellitate, this trend follows the order of decreasing basicity of the ligand.more » After correction of the stability constant for statistical effects, the stability of the mellitate, pyromellitate, trimellitate, and phthalate complexes were approximately the same. The unexpected strength the hemimellitate complexation was attributed to an increase in electron density at the binding site from the non-chelating carboxylate group through induction. The complexation of phthalate, trimellitate and hemimellitate and mellitate were studied as a function of pH. Trimellitate and mellitate were found to form ML as well as ML complexes while for phthalate and hemimellitate only ML species were observed. The stability constants of the cation-cation complexes Np(V)-U(VI) and Np(V)-Np(V), measured at 6 M ionic strength (HClO{sub 4}) and 25 C, were found to be 2.45 {+-} 0.05 and 1.41 {+-} 0.14, respectively. The change in enthalpy for the Np(V)-U(VI) system as determined by the measurement of the stability constant as function of temperature was -14.3 {+-} 1.6 kJ/mol.« less

Modularity and the spread of perturbations in complex dynamical systems

NASA Astrophysics Data System (ADS)

Kolchinsky, Artemy; Gates, Alexander J.; Rocha, Luis M.

2015-12-01

We propose a method to decompose dynamical systems based on the idea that modules constrain the spread of perturbations. We find partitions of system variables that maximize "perturbation modularity," defined as the autocovariance of coarse-grained perturbed trajectories. The measure effectively separates the fast intramodular from the slow intermodular dynamics of perturbation spreading (in this respect, it is a generalization of the "Markov stability" method of network community detection). Our approach captures variation of modular organization across different system states, time scales, and in response to different kinds of perturbations: aspects of modularity which are all relevant to real-world dynamical systems. It offers a principled alternative to detecting communities in networks of statistical dependencies between system variables (e.g., "relevance networks" or "functional networks"). Using coupled logistic maps, we demonstrate that the method uncovers hierarchical modular organization planted in a system's coupling matrix. Additionally, in homogeneously coupled map lattices, it identifies the presence of self-organized modularity that depends on the initial state, dynamical parameters, and type of perturbations. Our approach offers a powerful tool for exploring the modular organization of complex dynamical systems.

Modularity and the spread of perturbations in complex dynamical systems.

PubMed

Kolchinsky, Artemy; Gates, Alexander J; Rocha, Luis M

2015-12-01

We propose a method to decompose dynamical systems based on the idea that modules constrain the spread of perturbations. We find partitions of system variables that maximize "perturbation modularity," defined as the autocovariance of coarse-grained perturbed trajectories. The measure effectively separates the fast intramodular from the slow intermodular dynamics of perturbation spreading (in this respect, it is a generalization of the "Markov stability" method of network community detection). Our approach captures variation of modular organization across different system states, time scales, and in response to different kinds of perturbations: aspects of modularity which are all relevant to real-world dynamical systems. It offers a principled alternative to detecting communities in networks of statistical dependencies between system variables (e.g., "relevance networks" or "functional networks"). Using coupled logistic maps, we demonstrate that the method uncovers hierarchical modular organization planted in a system's coupling matrix. Additionally, in homogeneously coupled map lattices, it identifies the presence of self-organized modularity that depends on the initial state, dynamical parameters, and type of perturbations. Our approach offers a powerful tool for exploring the modular organization of complex dynamical systems.

Dissecting the genetics of complex traits using summary association statistics.

PubMed

Pasaniuc, Bogdan; Price, Alkes L

2017-02-01

During the past decade, genome-wide association studies (GWAS) have been used to successfully identify tens of thousands of genetic variants associated with complex traits and diseases. These studies have produced extensive repositories of genetic variation and trait measurements across large numbers of individuals, providing tremendous opportunities for further analyses. However, privacy concerns and other logistical considerations often limit access to individual-level genetic data, motivating the development of methods that analyse summary association statistics. Here, we review recent progress on statistical methods that leverage summary association data to gain insights into the genetic basis of complex traits and diseases.

Dissecting the genetics of complex traits using summary association statistics

PubMed Central

Pasaniuc, Bogdan; Price, Alkes L.

2017-01-01

During the past decade, genome-wide association studies (GWAS) have successfully identified tens of thousands of genetic variants associated with complex traits and diseases. These studies have produced extensive repositories of genetic variation and trait measurements across large numbers of individuals, providing tremendous opportunities for further analyses. However, privacy concerns and other logistical considerations often limit access to individual-level genetic data, motivating the development of methods that analyze summary association statistics. Here we review recent progress on statistical methods that leverage summary association data to gain insights into the genetic basis of complex traits and diseases. PMID:27840428

A decision support system and rule-based algorithm to augment the human interpretation of the 12-lead electrocardiogram.

PubMed

Cairns, Andrew W; Bond, Raymond R; Finlay, Dewar D; Guldenring, Daniel; Badilini, Fabio; Libretti, Guido; Peace, Aaron J; Leslie, Stephen J

The 12-lead Electrocardiogram (ECG) has been used to detect cardiac abnormalities in the same format for more than 70years. However, due to the complex nature of 12-lead ECG interpretation, there is a significant cognitive workload required from the interpreter. This complexity in ECG interpretation often leads to errors in diagnosis and subsequent treatment. We have previously reported on the development of an ECG interpretation support system designed to augment the human interpretation process. This computerised decision support system has been named 'Interactive Progressive based Interpretation' (IPI). In this study, a decision support algorithm was built into the IPI system to suggest potential diagnoses based on the interpreter's annotations of the 12-lead ECG. We hypothesise semi-automatic interpretation using a digital assistant can be an optimal man-machine model for ECG interpretation. To improve interpretation accuracy and reduce missed co-abnormalities. The Differential Diagnoses Algorithm (DDA) was developed using web technologies where diagnostic ECG criteria are defined in an open storage format, Javascript Object Notation (JSON), which is queried using a rule-based reasoning algorithm to suggest diagnoses. To test our hypothesis, a counterbalanced trial was designed where subjects interpreted ECGs using the conventional approach and using the IPI+DDA approach. A total of 375 interpretations were collected. The IPI+DDA approach was shown to improve diagnostic accuracy by 8.7% (although not statistically significant, p-value=0.1852), the IPI+DDA suggested the correct interpretation more often than the human interpreter in 7/10 cases (varying statistical significance). Human interpretation accuracy increased to 70% when seven suggestions were generated. Although results were not found to be statistically significant, we found; 1) our decision support tool increased the number of correct interpretations, 2) the DDA algorithm suggested the correct interpretation more often than humans, and 3) as many as 7 computerised diagnostic suggestions augmented human decision making in ECG interpretation. Statistical significance may be achieved by expanding sample size. Copyright © 2017 Elsevier Inc. All rights reserved.

Physical approach to complex systems

NASA Astrophysics Data System (ADS)

Kwapień, Jarosław; Drożdż, Stanisław

2012-06-01

Typically, complex systems are natural or social systems which consist of a large number of nonlinearly interacting elements. These systems are open, they interchange information or mass with environment and constantly modify their internal structure and patterns of activity in the process of self-organization. As a result, they are flexible and easily adapt to variable external conditions. However, the most striking property of such systems is the existence of emergent phenomena which cannot be simply derived or predicted solely from the knowledge of the systems’ structure and the interactions among their individual elements. This property points to the holistic approaches which require giving parallel descriptions of the same system on different levels of its organization. There is strong evidence-consolidated also in the present review-that different, even apparently disparate complex systems can have astonishingly similar characteristics both in their structure and in their behaviour. One can thus expect the existence of some common, universal laws that govern their properties. Physics methodology proves helpful in addressing many of the related issues. In this review, we advocate some of the computational methods which in our opinion are especially fruitful in extracting information on selected-but at the same time most representative-complex systems like human brain, financial markets and natural language, from the time series representing the observables associated with these systems. The properties we focus on comprise the collective effects and their coexistence with noise, long-range interactions, the interplay between determinism and flexibility in evolution, scale invariance, criticality, multifractality and hierarchical structure. The methods described either originate from “hard” physics-like the random matrix theory-and then were transmitted to other fields of science via the field of complex systems research, or they originated elsewhere but turned out to be very useful also in physics - like, for example, fractal geometry. Further methods discussed borrow from the formalism of complex networks, from the theory of critical phenomena and from nonextensive statistical mechanics. Each of these methods is helpful in analyses of specific aspects of complexity and all of them are mutually complementary.

A simple and fast representation space for classifying complex time series

NASA Astrophysics Data System (ADS)

Zunino, Luciano; Olivares, Felipe; Bariviera, Aurelio F.; Rosso, Osvaldo A.

2017-03-01

In the context of time series analysis considerable effort has been directed towards the implementation of efficient discriminating statistical quantifiers. Very recently, a simple and fast representation space has been introduced, namely the number of turning points versus the Abbe value. It is able to separate time series from stationary and non-stationary processes with long-range dependences. In this work we show that this bidimensional approach is useful for distinguishing complex time series: different sets of financial and physiological data are efficiently discriminated. Additionally, a multiscale generalization that takes into account the multiple time scales often involved in complex systems has been also proposed. This multiscale analysis is essential to reach a higher discriminative power between physiological time series in health and disease.

A Statistics-based Platform for Quantitative N-terminome Analysis and Identification of Protease Cleavage Products*

PubMed Central

auf dem Keller, Ulrich; Prudova, Anna; Gioia, Magda; Butler, Georgina S.; Overall, Christopher M.

2010-01-01

Terminal amine isotopic labeling of substrates (TAILS), our recently introduced platform for quantitative N-terminome analysis, enables wide dynamic range identification of original mature protein N-termini and protease cleavage products. Modifying TAILS by use of isobaric tag for relative and absolute quantification (iTRAQ)-like labels for quantification together with a robust statistical classifier derived from experimental protease cleavage data, we report reliable and statistically valid identification of proteolytic events in complex biological systems in MS2 mode. The statistical classifier is supported by a novel parameter evaluating ion intensity-dependent quantification confidences of single peptide quantifications, the quantification confidence factor (QCF). Furthermore, the isoform assignment score (IAS) is introduced, a new scoring system for the evaluation of single peptide-to-protein assignments based on high confidence protein identifications in the same sample prior to negative selection enrichment of N-terminal peptides. By these approaches, we identified and validated, in addition to known substrates, low abundance novel bioactive MMP-2 targets including the plasminogen receptor S100A10 (p11) and the proinflammatory cytokine proEMAP/p43 that were previously undescribed. PMID:20305283

Beating the curse of dimension with accurate statistics for the Fokker-Planck equation in complex turbulent systems.

PubMed

Chen, Nan; Majda, Andrew J

2017-12-05

Solving the Fokker-Planck equation for high-dimensional complex dynamical systems is an important issue. Recently, the authors developed efficient statistically accurate algorithms for solving the Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures, which contain many strong non-Gaussian features such as intermittency and fat-tailed probability density functions (PDFs). The algorithms involve a hybrid strategy with a small number of samples [Formula: see text], where a conditional Gaussian mixture in a high-dimensional subspace via an extremely efficient parametric method is combined with a judicious Gaussian kernel density estimation in the remaining low-dimensional subspace. In this article, two effective strategies are developed and incorporated into these algorithms. The first strategy involves a judicious block decomposition of the conditional covariance matrix such that the evolutions of different blocks have no interactions, which allows an extremely efficient parallel computation due to the small size of each individual block. The second strategy exploits statistical symmetry for a further reduction of [Formula: see text] The resulting algorithms can efficiently solve the Fokker-Planck equation with strongly non-Gaussian PDFs in much higher dimensions even with orders in the millions and thus beat the curse of dimension. The algorithms are applied to a [Formula: see text]-dimensional stochastic coupled FitzHugh-Nagumo model for excitable media. An accurate recovery of both the transient and equilibrium non-Gaussian PDFs requires only [Formula: see text] samples! In addition, the block decomposition facilitates the algorithms to efficiently capture the distinct non-Gaussian features at different locations in a [Formula: see text]-dimensional two-layer inhomogeneous Lorenz 96 model, using only [Formula: see text] samples. Copyright © 2017 the Author(s). Published by PNAS.

Observing Consistency in Online Communication Patterns for User Re-Identification.

PubMed

Adeyemi, Ikuesan Richard; Razak, Shukor Abd; Salleh, Mazleena; Venter, Hein S

2016-01-01

Comprehension of the statistical and structural mechanisms governing human dynamics in online interaction plays a pivotal role in online user identification, online profile development, and recommender systems. However, building a characteristic model of human dynamics on the Internet involves a complete analysis of the variations in human activity patterns, which is a complex process. This complexity is inherent in human dynamics and has not been extensively studied to reveal the structural composition of human behavior. A typical method of anatomizing such a complex system is viewing all independent interconnectivity that constitutes the complexity. An examination of the various dimensions of human communication pattern in online interactions is presented in this paper. The study employed reliable server-side web data from 31 known users to explore characteristics of human-driven communications. Various machine-learning techniques were explored. The results revealed that each individual exhibited a relatively consistent, unique behavioral signature and that the logistic regression model and model tree can be used to accurately distinguish online users. These results are applicable to one-to-one online user identification processes, insider misuse investigation processes, and online profiling in various areas.

Vocal repertoire of the social giant otter.

PubMed

Leuchtenberger, Caroline; Sousa-Lima, Renata; Duplaix, Nicole; Magnusson, William E; Mourão, Guilherme

2014-11-01

According to the "social intelligence hypothesis," species with complex social interactions have more sophisticated communication systems. Giant otters (Pteronura brasiliensis) live in groups with complex social interactions. It is likely that the vocal communication of giant otters is more sophisticated than previous studies suggest. The objectives of the current study were to describe the airborne vocal repertoire of giant otters in the Pantanal area of Brazil, to analyze call types within different behavioral contexts, and to correlate vocal complexity with level of sociability of mustelids to verify whether or not the result supports the social intelligence hypothesis. The behavior of nine giant otters groups was observed. Vocalizations recorded were acoustically and statistically analyzed to describe the species' repertoire. The repertoire was comprised by 15 sound types emitted in different behavioral contexts. The main behavioral contexts of each sound type were significantly associated with the acoustic variable ordination of different sound types. A strong correlation between vocal complexity and sociability was found for different species, suggesting that the communication systems observed in the family mustelidae support the social intelligence hypothesis.

Forum: The challenge of global change

NASA Astrophysics Data System (ADS)

Roederer, Juan G.

1990-09-01

How can we sustain a public sense of the common danger of global change while remaining honest in view of the realities of scientific uncertainty? How can we nurture this sense of common danger without making statements based on half-baked ideas, statistically unreliable results, or oversimplified models? How can we strike a balance between the need to overstate a case to attract the attention of the media and the obligation to adhere strictly to the ethos of science?The task of achieving a scientific understanding of the inner workings of the terrestrial environment is one of the most difficult and ambitious endeavors of humankind. It is full of traps, temptations and deceptions for the participating scientists. We are dealing with a horrendously complex, strongly interactive, highly non-linear system. Lessons learned from disciplines such as plasma physics and solid state physics which have been dealing with complex non-linear systems for decades, are not very encouraging. The first thing one learns is that there are intrinsic, physical limits to the quantitative predictability of a complex system that have nothing to do with the particular techniques employed to model it.

U.S. Geological Survey applied research studies of the Cheyenne River system, South Dakota; description and collation of data, water years 1985-86

USGS Publications Warehouse

Goddard, Kimball E.

1988-01-01

The Cheyenne River system in Western South Dakota has been impacted by the discharge of about 100 million metric tons of gold-mill tailings to Whitewood Creek near Lead, South Dakota. In April 1985, the U.S. Geological Survey initiated an extensive series of research studies to investigate the magnitude of the impact and to define important processes acting on the contaminated sediments present in the system. The report presents all data collected during the 1985 and 1986 water years for these research studies. Some of the data included have been published previously. Hydrologic, geochemical, and biologic data are available for sites on Whitewood Creek, the Belle Fourche and Cheyenne Rivers, and for the Cheyenne River arm of Lake Oahe. Data complexity varies from routine discharge and water quality to very complex photon-correlation spectroscopy and energy-dispersive x-ray analysis. Methods for sample collection, handling and preservation, and laboratory analysis are also presented. No interpretations or complex statistical summaries are included. (USGS)

Information driving force and its application in agent-based modeling

NASA Astrophysics Data System (ADS)

Chen, Ting-Ting; Zheng, Bo; Li, Yan; Jiang, Xiong-Fei

2018-04-01

Exploring the scientific impact of online big-data has attracted much attention of researchers from different fields in recent years. Complex financial systems are typical open systems profoundly influenced by the external information. Based on the large-scale data in the public media and stock markets, we first define an information driving force, and analyze how it affects the complex financial system. The information driving force is observed to be asymmetric in the bull and bear market states. As an application, we then propose an agent-based model driven by the information driving force. Especially, all the key parameters are determined from the empirical analysis rather than from statistical fitting of the simulation results. With our model, both the stationary properties and non-stationary dynamic behaviors are simulated. Considering the mean-field effect of the external information, we also propose a few-body model to simulate the financial market in the laboratory.

A journey from reductionist to systemic cell biology aboard the schooner Tara.

PubMed

Karsenti, Eric

2012-07-01

In this essay I describe my personal journey from reductionist to systems cell biology and describe how this in turn led to a 3-year sea voyage to explore complex ocean communities. In describing this journey, I hope to convey some important principles that I gleaned along the way. I realized that cellular functions emerge from multiple molecular interactions and that new approaches borrowed from statistical physics are required to understand the emergence of such complex systems. Then I wondered how such interaction networks developed during evolution. Because life first evolved in the oceans, it became a natural thing to start looking at the small organisms that compose the plankton in the world's oceans, of which 98% are … individual cells-hence the Tara Oceans voyage, which finished on 31 March 2012 in Lorient, France, after a 60,000-mile around-the-world journey that collected more than 30,000 samples from 153 sampling stations.

Joint channel estimation and multi-user detection for multipath fading channels in DS-CDMA systems

NASA Astrophysics Data System (ADS)

Wu, Sau-Hsuan; Kuo, C.-C. Jay

2002-11-01

The technique of joint blind channel estimation and multiple access interference (MAI) suppression for an asynchronous code-division multiple-access (CDMA) system is investigated in this research. To identify and track dispersive time-varying fading channels and to avoid the phase ambiguity that come with the second-order statistic approaches, a sliding-window scheme using the expectation maximization (EM) algorithm is proposed. The complexity of joint channel equalization and symbol detection for all users increases exponentially with system loading and the channel memory. The situation is exacerbated if strong inter-symbol interference (ISI) exists. To reduce the complexity and the number of samples required for channel estimation, a blind multiuser detector is developed. Together with multi-stage interference cancellation using soft outputs provided by this detector, our algorithm can track fading channels with no phase ambiguity even when channel gains attenuate close to zero.

Efficient Statistically Accurate Algorithms for the Fokker-Planck Equation in Large Dimensions

NASA Astrophysics Data System (ADS)

Chen, N.; Majda, A.

2017-12-01

Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing the fat tailed highly intermittent probability density functions (PDFs) of complex systems in turbulence, neuroscience and excitable media. In this article, efficient statistically accurate algorithms are developed for solving both the transient and the equilibrium solutions of Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures. The algorithms involve a hybrid strategy that requires only a small number of ensembles. Here, a conditional Gaussian mixture in a high-dimensional subspace via an extremely efficient parametric method is combined with a judicious non-parametric Gaussian kernel density estimation in the remaining low-dimensional subspace. Particularly, the parametric method, which is based on an effective data assimilation framework, provides closed analytical formulae for determining the conditional Gaussian distributions in the high-dimensional subspace. Therefore, it is computationally efficient and accurate. The full non-Gaussian PDF of the system is then given by a Gaussian mixture. Different from the traditional particle methods, each conditional Gaussian distribution here covers a significant portion of the high-dimensional PDF. Therefore a small number of ensembles is sufficient to recover the full PDF, which overcomes the curse of dimensionality. Notably, the mixture distribution has a significant skill in capturing the transient behavior with fat tails of the high-dimensional non-Gaussian PDFs, and this facilitates the algorithms in accurately describing the intermittency and extreme events in complex turbulent systems. It is shown in a stringent set of test problems that the method only requires an order of O(100) ensembles to successfully recover the highly non-Gaussian transient PDFs in up to 6 dimensions with only small errors.

Statistical Inference for Big Data Problems in Molecular Biophysics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ramanathan, Arvind; Savol, Andrej; Burger, Virginia

2012-01-01

We highlight the role of statistical inference techniques in providing biological insights from analyzing long time-scale molecular simulation data. Technologi- cal and algorithmic improvements in computation have brought molecular simu- lations to the forefront of techniques applied to investigating the basis of living systems. While these longer simulations, increasingly complex reaching petabyte scales presently, promise a detailed view into microscopic behavior, teasing out the important information has now become a true challenge on its own. Mining this data for important patterns is critical to automating therapeutic intervention discovery, improving protein design, and fundamentally understanding the mech- anistic basis of cellularmore » homeostasis.« less

GESA--a two-dimensional processing system using knowledge base techniques.

PubMed

Rowlands, D G; Flook, A; Payne, P I; van Hoff, A; Niblett, T; McKee, S

1988-12-01

The successful analysis of two-dimensional (2-D) polyacrylamide electrophoresis gels demands considerable experience and understanding of the protein system under investigation as well as knowledge of the separation technique itself. The present work concerns the development of a computer system for analysing 2-D electrophoretic separations which incorporates concepts derived from artificial intelligence research such that non-experts can use the technique as a diagnostic or identification tool. Automatic analysis of 2-D gel separations has proved to be extremely difficult using statistical methods. Non-reproducibility of gel separations is also difficult to overcome using automatic systems. However, the human eye is extremely good at recognising patterns in images, and human intervention in semi-automatic computer systems can reduce the computational complexities of fully automatic systems. Moreover, the expertise and understanding of an "expert" is invaluable in reducing system complexity if it can be encapsulated satisfactorily in an expert system. The combination of user-intervention in the computer system together with the encapsulation of expert knowledge characterises the present system. The domain within which the system has been developed is that of wheat grain storage proteins (gliadins) which exhibit polymorphism to such an extent that cultivars can be uniquely identified by their gliadin patterns. The system can be adapted to other domains where a range of polymorpic protein sub-units exist. In its generalised form, the system can also be used for comparing more complex 2-D gel electrophoretic separations.

Distinguishing signatures of determinism and stochasticity in spiking complex systems

PubMed Central

Aragoneses, Andrés; Rubido, Nicolás; Tiana-Alsina, Jordi; Torrent, M. C.; Masoller, Cristina

2013-01-01

We describe a method to infer signatures of determinism and stochasticity in the sequence of apparently random intensity dropouts emitted by a semiconductor laser with optical feedback. The method uses ordinal time-series analysis to classify experimental data of inter-dropout-intervals (IDIs) in two categories that display statistically significant different features. Despite the apparent randomness of the dropout events, one IDI category is consistent with waiting times in a resting state until noise triggers a dropout, and the other is consistent with dropouts occurring during the return to the resting state, which have a clear deterministic component. The method we describe can be a powerful tool for inferring signatures of determinism in the dynamics of complex systems in noisy environments, at an event-level description of their dynamics.

Protonation free energy levels in complex molecular systems.

PubMed

Antosiewicz, Jan M

2008-04-01

All proteins, nucleic acids, and other biomolecules contain residues capable of exchanging protons with their environment. These proton transfer phenomena lead to pH sensitivity of many molecular processes underlying biological phenomena. In the course of biological evolution, Nature has invented some mechanisms to use pH gradients to regulate biomolecular processes inside cells or in interstitial fluids. Therefore, an ability to model protonation equilibria in molecular systems accurately would be of enormous value for our understanding of biological processes and for possible rational influence on them, like in developing pH dependent drugs to treat particular diseases. This work presents a derivation, by thermodynamic and statistical mechanical methods, of an expression for the free energy of a complex molecular system at arbitrary ionization state of its titratable residues. This constitutes one of the elements of modeling protonation equilibria. Starting from a consideration of a simple acid-base equilibrium of a model compound with a single tritratable group, we arrive at an expression which is of general validity for complex systems. The only approximation used in this derivation is the postulating that the interaction energy between any pair of titratable sites does not depend on the protonation states of all the remaining ionizable groups.

A methodology for the design of experiments in computational intelligence with multiple regression models.

PubMed

Fernandez-Lozano, Carlos; Gestal, Marcos; Munteanu, Cristian R; Dorado, Julian; Pazos, Alejandro

2016-01-01

The design of experiments and the validation of the results achieved with them are vital in any research study. This paper focuses on the use of different Machine Learning approaches for regression tasks in the field of Computational Intelligence and especially on a correct comparison between the different results provided for different methods, as those techniques are complex systems that require further study to be fully understood. A methodology commonly accepted in Computational intelligence is implemented in an R package called RRegrs. This package includes ten simple and complex regression models to carry out predictive modeling using Machine Learning and well-known regression algorithms. The framework for experimental design presented herein is evaluated and validated against RRegrs. Our results are different for three out of five state-of-the-art simple datasets and it can be stated that the selection of the best model according to our proposal is statistically significant and relevant. It is of relevance to use a statistical approach to indicate whether the differences are statistically significant using this kind of algorithms. Furthermore, our results with three real complex datasets report different best models than with the previously published methodology. Our final goal is to provide a complete methodology for the use of different steps in order to compare the results obtained in Computational Intelligence problems, as well as from other fields, such as for bioinformatics, cheminformatics, etc., given that our proposal is open and modifiable.

A methodology for the design of experiments in computational intelligence with multiple regression models

PubMed Central

Gestal, Marcos; Munteanu, Cristian R.; Dorado, Julian; Pazos, Alejandro

2016-01-01

The design of experiments and the validation of the results achieved with them are vital in any research study. This paper focuses on the use of different Machine Learning approaches for regression tasks in the field of Computational Intelligence and especially on a correct comparison between the different results provided for different methods, as those techniques are complex systems that require further study to be fully understood. A methodology commonly accepted in Computational intelligence is implemented in an R package called RRegrs. This package includes ten simple and complex regression models to carry out predictive modeling using Machine Learning and well-known regression algorithms. The framework for experimental design presented herein is evaluated and validated against RRegrs. Our results are different for three out of five state-of-the-art simple datasets and it can be stated that the selection of the best model according to our proposal is statistically significant and relevant. It is of relevance to use a statistical approach to indicate whether the differences are statistically significant using this kind of algorithms. Furthermore, our results with three real complex datasets report different best models than with the previously published methodology. Our final goal is to provide a complete methodology for the use of different steps in order to compare the results obtained in Computational Intelligence problems, as well as from other fields, such as for bioinformatics, cheminformatics, etc., given that our proposal is open and modifiable. PMID:27920952

Complex network theory for the identification and assessment of candidate protein targets.

PubMed

McGarry, Ken; McDonald, Sharon

2018-06-01

In this work we use complex network theory to provide a statistical model of the connectivity patterns of human proteins and their interaction partners. Our intention is to identify important proteins that may be predisposed to be potential candidates as drug targets for therapeutic interventions. Target proteins usually have more interaction partners than non-target proteins, but there are no hard-and-fast rules for defining the actual number of interactions. We devise a statistical measure for identifying hub proteins, we score our target proteins with gene ontology annotations. The important druggable protein targets are likely to have similar biological functions that can be assessed for their potential therapeutic value. Our system provides a statistical analysis of the local and distant neighborhood protein interactions of the potential targets using complex network measures. This approach builds a more accurate model of drug-to-target activity and therefore the likely impact on treating diseases. We integrate high quality protein interaction data from the HINT database and disease associated proteins from the DrugTarget database. Other sources include biological knowledge from Gene Ontology and drug information from DrugBank. The problem is a very challenging one since the data is highly imbalanced between target proteins and the more numerous nontargets. We use undersampling on the training data and build Random Forest classifier models which are used to identify previously unclassified target proteins. We validate and corroborate these findings from the available literature. Copyright © 2018 Elsevier Ltd. All rights reserved.

Climate and dengue transmission: evidence and implications.

PubMed

Morin, Cory W; Comrie, Andrew C; Ernst, Kacey

2013-01-01

Climate influences dengue ecology by affecting vector dynamics, agent development, and mosquito/human interactions. Although these relationships are known, the impact climate change will have on transmission is unclear. Climate-driven statistical and process-based models are being used to refine our knowledge of these relationships and predict the effects of projected climate change on dengue fever occurrence, but results have been inconsistent. We sought to identify major climatic influences on dengue virus ecology and to evaluate the ability of climate-based dengue models to describe associations between climate and dengue, simulate outbreaks, and project the impacts of climate change. We reviewed the evidence for direct and indirect relationships between climate and dengue generated from laboratory studies, field studies, and statistical analyses of associations between vectors, dengue fever incidence, and climate conditions. We assessed the potential contribution of climate-driven, process-based dengue models and provide suggestions to improve their performance. Relationships between climate variables and factors that influence dengue transmission are complex. A climate variable may increase dengue transmission potential through one aspect of the system while simultaneously decreasing transmission potential through another. This complexity may at least partly explain inconsistencies in statistical associations between dengue and climate. Process-based models can account for the complex dynamics but often omit important aspects of dengue ecology, notably virus development and host-species interactions. Synthesizing and applying current knowledge of climatic effects on all aspects of dengue virus ecology will help direct future research and enable better projections of climate change effects on dengue incidence.

The applications of Complexity Theory and Tsallis Non-extensive Statistics at Solar Plasma Dynamics

NASA Astrophysics Data System (ADS)

Pavlos, George

2015-04-01

As the solar plasma lives far from equilibrium it is an excellent laboratory for testing complexity theory and non-equilibrium statistical mechanics. In this study, we present the highlights of complexity theory and Tsallis non extensive statistical mechanics as concerns their applications at solar plasma dynamics, especially at sunspot, solar flare and solar wind phenomena. Generally, when a physical system is driven far from equilibrium states some novel characteristics can be observed related to the nonlinear character of dynamics. Generally, the nonlinearity in space plasma dynamics can generate intermittent turbulence with the typical characteristics of the anomalous diffusion process and strange topologies of stochastic space plasma fields (velocity and magnetic fields) caused by the strange dynamics and strange kinetics (Zaslavsky, 2002). In addition, according to Zelenyi and Milovanov (2004) the complex character of the space plasma system includes the existence of non-equilibrium (quasi)-stationary states (NESS) having the topology of a percolating fractal set. The stabilization of a system near the NESS is perceived as a transition into a turbulent state determined by self-organization processes. The long-range correlation effects manifest themselves as a strange non-Gaussian behavior of kinetic processes near the NESS plasma state. The complex character of space plasma can also be described by the non-extensive statistical thermodynamics pioneered by Tsallis, which offers a consistent and effective theoretical framework, based on a generalization of Boltzmann - Gibbs (BG) entropy, to describe far from equilibrium nonlinear complex dynamics (Tsallis, 2009). In a series of recent papers, the hypothesis of Tsallis non-extensive statistics in magnetosphere, sunspot dynamics, solar flares, solar wind and space plasma in general, was tested and verified (Karakatsanis et al., 2013; Pavlos et al., 2014; 2015). Our study includes the analysis of solar plasma time series at three cases: sunspot index, solar flare and solar wind data. The non-linear analysis of the sunspot index is embedded in the non-extensive statistical theory of Tsallis (1988; 2004; 2009). The q-triplet of Tsallis, as well as the correlation dimension and the Lyapunov exponent spectrum were estimated for the SVD components of the sunspot index timeseries. Also the multifractal scaling exponent spectrum f(a), the generalized Renyi dimension spectrum D(q) and the spectrum J(p) of the structure function exponents were estimated experimentally and theoretically by using the q-entropy principle included in Tsallis non-extensive statistical theory, following Arimitsu and Arimitsu (2000, 2001). Our analysis showed clearly the following: (a) a phase transition process in the solar dynamics from high dimensional non-Gaussian SOC state to a low dimensional non-Gaussian chaotic state, (b) strong intermittent solar turbulence and anomalous (multifractal) diffusion solar process, which is strengthened as the solar dynamics makes a phase transition to low dimensional chaos in accordance to Ruzmaikin, Zelenyi and Milovanov's studies (Zelenyi and Milovanov, 1991; Milovanov and Zelenyi, 1993; Ruzmakin et al., 1996), (c) faithful agreement of Tsallis non-equilibrium statistical theory with the experimental estimations of: (i) non-Gaussian probability distribution function P(x), (ii) multifractal scaling exponent spectrum f(a) and generalized Renyi dimension spectrum Dq, (iii) exponent spectrum J(p) of the structure functions estimated for the sunspot index and its underlying non equilibrium solar dynamics. Also, the q-triplet of Tsallis as well as the correlation dimension and the Lyapunov exponent spectrum were estimated for the singular value decomposition (SVD) components of the solar flares timeseries. Also the multifractal scaling exponent spectrum f(a), the generalized Renyi dimension spectrum D(q) and the spectrum J(p) of the structure function exponents were estimated experimentally and theoretically by using the q-entropy principle included in Tsallis non-extensive statistical theory, following Arimitsu and Arimitsu (2000). Our analysis showed clearly the following: (a) a phase transition process in the solar flare dynamics from a high dimensional non-Gaussian self-organized critical (SOC) state to a low dimensional also non-Gaussian chaotic state, (b) strong intermittent solar corona turbulence and an anomalous (multifractal) diffusion solar corona process, which is strengthened as the solar corona dynamics makes a phase transition to low dimensional chaos, (c) faithful agreement of Tsallis non-equilibrium statistical theory with the experimental estimations of the functions: (i) non-Gaussian probability distribution function P(x), (ii) f(a) and D(q), and (iii) J(p) for the solar flares timeseries and its underlying non-equilibrium solar dynamics, and (d) the solar flare dynamical profile is revealed similar to the dynamical profile of the solar corona zone as far as the phase transition process from self-organized criticality (SOC) to chaos state. However the solar low corona (solar flare) dynamical characteristics can be clearly discriminated from the dynamical characteristics of the solar convection zone. At last we present novel results revealing non-equilibrium phase transition processes in the solar wind plasma during a strong shock event, which can take place in Solar wind plasma system. The solar wind plasma as well as the entire solar plasma system is a typical case of stochastic spatiotemporal distribution of physical state variables such as force fields ( ) and matter fields (particle and current densities or bulk plasma distributions). This study shows clearly the non-extensive and non-Gaussian character of the solar wind plasma and the existence of multi-scale strong correlations from the microscopic to the macroscopic level. It also underlines the inefficiency of classical magneto-hydro-dynamic (MHD) or plasma statistical theories, based on the classical central limit theorem (CLT), to explain the complexity of the solar wind dynamics, since these theories include smooth and differentiable spatial-temporal functions (MHD theory) or Gaussian statistics (Boltzmann-Maxwell statistical mechanics). On the contrary, the results of this study indicate the presence of non-Gaussian non-extensive statistics with heavy tails probability distribution functions, which are related to the q-extension of CLT. Finally, the results of this study can be understood in the framework of modern theoretical concepts such as non-extensive statistical mechanics (Tsallis, 2009), fractal topology (Zelenyi and Milovanov, 2004), turbulence theory (Frisch, 1996), strange dynamics (Zaslavsky, 2002), percolation theory (Milovanov, 1997), anomalous diffusion theory and anomalous transport theory (Milovanov, 2001), fractional dynamics (Tarasov, 2013) and non-equilibrium phase transition theory (Chang, 1992). References 1. T. Arimitsu, N. Arimitsu, Tsallis statistics and fully developed turbulence, J. Phys. A: Math. Gen. 33 (2000) L235. 2. T. Arimitsu, N. Arimitsu, Analysis of turbulence by statistics based on generalized entropies, Physica A 295 (2001) 177-194. 3. T. Chang, Low-dimensional behavior and symmetry braking of stochastic systems near criticality can these effects be observed in space and in the laboratory, IEEE 20 (6) (1992) 691-694. 4. U. Frisch, Turbulence, Cambridge University Press, Cambridge, UK, 1996, p. 310. 5. L.P. Karakatsanis, G.P. Pavlos, M.N. Xenakis, Tsallis non-extensive statistics, intermittent turbulence, SOC and chaos in the solar plasma. Part two: Solar flares dynamics, Physica A 392 (2013) 3920-3944. 6. A.V. Milovanov, Topological proof for the Alexander-Orbach conjecture, Phys. Rev. E 56 (3) (1997) 2437-2446. 7. A.V. Milovanov, L.M. Zelenyi, Fracton excitations as a driving mechanism for the self-organized dynamical structuring in the solar wind, Astrophys. Space Sci. 264 (1-4) (1999) 317-345. 8. A.V. Milovanov, Stochastic dynamics from the fractional Fokker-Planck-Kolmogorov equation: large-scale behavior of the turbulent transport coefficient, Phys. Rev. E 63 (2001) 047301. 9. G.P. Pavlos, et al., Universality of non-extensive Tsallis statistics and time series analysis: Theory and applications, Physica A 395 (2014) 58-95. 10. G.P. Pavlos, et al., Tsallis non-extensive statistics and solar wind plasma complexity, Physica A 422 (2015) 113-135. 11. A.A. Ruzmaikin, et al., Spectral properties of solar convection and diffusion, ApJ 471 (1996) 1022. 12. V.E. Tarasov, Review of some promising fractional physical models, Internat. J. Modern Phys. B 27 (9) (2013) 1330005. 13. C. Tsallis, Possible generalization of BG statistics, J. Stat. Phys. J 52 (1-2) (1988) 479-487. 14. C. Tsallis, Nonextensive statistical mechanics: construction and physical interpretation, in: G.M. Murray, C. Tsallis (Eds.), Nonextensive Entropy-Interdisciplinary Applications, Oxford Univ. Press, 2004, pp. 1-53. 15. C. Tsallis, Introduction to Non-Extensive Statistical Mechanics, Springer, 2009. 16. G.M. Zaslavsky, Chaos, fractional kinetics, and anomalous transport, Physics Reports 371 (2002) 461-580. 17. L.M. Zelenyi, A.V. Milovanov, Fractal properties of sunspots, Sov. Astron. Lett. 17 (6) (1991) 425. 18. L.M. Zelenyi, A.V. Milovanov, Fractal topology and strange kinetics: from percolation theory to problems in cosmic electrodynamics, Phys.-Usp. 47 (8), (2004) 749-788.

Uniting statistical and individual-based approaches for animal movement modelling.

PubMed

Latombe, Guillaume; Parrott, Lael; Basille, Mathieu; Fortin, Daniel

2014-01-01

The dynamic nature of their internal states and the environment directly shape animals' spatial behaviours and give rise to emergent properties at broader scales in natural systems. However, integrating these dynamic features into habitat selection studies remains challenging, due to practically impossible field work to access internal states and the inability of current statistical models to produce dynamic outputs. To address these issues, we developed a robust method, which combines statistical and individual-based modelling. Using a statistical technique for forward modelling of the IBM has the advantage of being faster for parameterization than a pure inverse modelling technique and allows for robust selection of parameters. Using GPS locations from caribou monitored in Québec, caribou movements were modelled based on generative mechanisms accounting for dynamic variables at a low level of emergence. These variables were accessed by replicating real individuals' movements in parallel sub-models, and movement parameters were then empirically parameterized using Step Selection Functions. The final IBM model was validated using both k-fold cross-validation and emergent patterns validation and was tested for two different scenarios, with varying hardwood encroachment. Our results highlighted a functional response in habitat selection, which suggests that our method was able to capture the complexity of the natural system, and adequately provided projections on future possible states of the system in response to different management plans. This is especially relevant for testing the long-term impact of scenarios corresponding to environmental configurations that have yet to be observed in real systems.

Uniting Statistical and Individual-Based Approaches for Animal Movement Modelling

PubMed Central

Latombe, Guillaume; Parrott, Lael; Basille, Mathieu; Fortin, Daniel

2014-01-01

The dynamic nature of their internal states and the environment directly shape animals' spatial behaviours and give rise to emergent properties at broader scales in natural systems. However, integrating these dynamic features into habitat selection studies remains challenging, due to practically impossible field work to access internal states and the inability of current statistical models to produce dynamic outputs. To address these issues, we developed a robust method, which combines statistical and individual-based modelling. Using a statistical technique for forward modelling of the IBM has the advantage of being faster for parameterization than a pure inverse modelling technique and allows for robust selection of parameters. Using GPS locations from caribou monitored in Québec, caribou movements were modelled based on generative mechanisms accounting for dynamic variables at a low level of emergence. These variables were accessed by replicating real individuals' movements in parallel sub-models, and movement parameters were then empirically parameterized using Step Selection Functions. The final IBM model was validated using both k-fold cross-validation and emergent patterns validation and was tested for two different scenarios, with varying hardwood encroachment. Our results highlighted a functional response in habitat selection, which suggests that our method was able to capture the complexity of the natural system, and adequately provided projections on future possible states of the system in response to different management plans. This is especially relevant for testing the long-term impact of scenarios corresponding to environmental configurations that have yet to be observed in real systems. PMID:24979047

Two different flavours of complexity in financial data

NASA Astrophysics Data System (ADS)

Buonocore, R. J.; Musmeci, N.; Aste, T.; Matteo, T. Di

2016-12-01

We discuss two elements that define the complexity of financial time series: one is the multiscaling property, which is linked to how the statistics of a single time-series changes with the time horizon; the second is the structure of dependency between time-series, which accounts for the collective behaviour, i.e. the market structure. Financial time-series have statistical properties which change with the time horizon and the quantification of such multiscaling property has been successful to distinguish among different degrees of development of markets, monitor the stability of firms and estimate risk. The study of the structure of dependency between time-series with the use of information filtering graphs can reveal important insight on the market structure highlighting risks, stress and portfolio management strategies. In this contribution we highlight achievements, major successes and discuss major challenges and open problems in the study of these two elements of complexity, hoping to attract the interest of more researchers in this research area. We indeed believe that with the advent of the Big Data era, the need and the further development of such approaches, designed to deal with systems with many degrees of freedom, have become more urgent.

The architecture of the management system of complex steganographic information

NASA Astrophysics Data System (ADS)

Evsutin, O. O.; Meshcheryakov, R. V.; Kozlova, A. S.; Solovyev, T. M.

2017-01-01

The aim of the study is to create a wide area information system that allows one to control processes of generation, embedding, extraction, and detection of steganographic information. In this paper, the following problems are considered: the definition of the system scope and the development of its architecture. For creation of algorithmic maintenance of the system, classic methods of steganography are used to embed information. Methods of mathematical statistics and computational intelligence are used to identify the embedded information. The main result of the paper is the development of the architecture of the management system of complex steganographic information. The suggested architecture utilizes cloud technology in order to provide service using the web-service via the Internet. It is meant to provide streams of multimedia data processing that are streams with many sources of different types. The information system, built in accordance with the proposed architecture, will be used in the following areas: hidden transfer of documents protected by medical secrecy in telemedicine systems; copyright protection of online content in public networks; prevention of information leakage caused by insiders.

POD Model Reconstruction for Gray-Box Fault Detection

NASA Technical Reports Server (NTRS)

Park, Han; Zak, Michail

2007-01-01

Proper orthogonal decomposition (POD) is the mathematical basis of a method of constructing low-order mathematical models for the "gray-box" fault-detection algorithm that is a component of a diagnostic system known as beacon-based exception analysis for multi-missions (BEAM). POD has been successfully applied in reducing computational complexity by generating simple models that can be used for control and simulation for complex systems such as fluid flows. In the present application to BEAM, POD brings the same benefits to automated diagnosis. BEAM is a method of real-time or offline, automated diagnosis of a complex dynamic system.The gray-box approach makes it possible to utilize incomplete or approximate knowledge of the dynamics of the system that one seeks to diagnose. In the gray-box approach, a deterministic model of the system is used to filter a time series of system sensor data to remove the deterministic components of the time series from further examination. What is left after the filtering operation is a time series of residual quantities that represent the unknown (or at least unmodeled) aspects of the behavior of the system. Stochastic modeling techniques are then applied to the residual time series. The procedure for detecting abnormal behavior of the system then becomes one of looking for statistical differences between the residual time series and the predictions of the stochastic model.

Computational and Statistical Models: A Comparison for Policy Modeling of Childhood Obesity

NASA Astrophysics Data System (ADS)

Mabry, Patricia L.; Hammond, Ross; Ip, Edward Hak-Sing; Huang, Terry T.-K.

As systems science methodologies have begun to emerge as a set of innovative approaches to address complex problems in behavioral, social science, and public health research, some apparent conflicts with traditional statistical methodologies for public health have arisen. Computational modeling is an approach set in context that integrates diverse sources of data to test the plausibility of working hypotheses and to elicit novel ones. Statistical models are reductionist approaches geared towards proving the null hypothesis. While these two approaches may seem contrary to each other, we propose that they are in fact complementary and can be used jointly to advance solutions to complex problems. Outputs from statistical models can be fed into computational models, and outputs from computational models can lead to further empirical data collection and statistical models. Together, this presents an iterative process that refines the models and contributes to a greater understanding of the problem and its potential solutions. The purpose of this panel is to foster communication and understanding between statistical and computational modelers. Our goal is to shed light on the differences between the approaches and convey what kinds of research inquiries each one is best for addressing and how they can serve complementary (and synergistic) roles in the research process, to mutual benefit. For each approach the panel will cover the relevant "assumptions" and how the differences in what is assumed can foster misunderstandings. The interpretations of the results from each approach will be compared and contrasted and the limitations for each approach will be delineated. We will use illustrative examples from CompMod, the Comparative Modeling Network for Childhood Obesity Policy. The panel will also incorporate interactive discussions with the audience on the issues raised here.

Magnetorotational dynamo chimeras. The missing link to turbulent accretion disk dynamo models?

NASA Astrophysics Data System (ADS)

Riols, A.; Rincon, F.; Cossu, C.; Lesur, G.; Ogilvie, G. I.; Longaretti, P.-Y.

2017-02-01

In Keplerian accretion disks, turbulence and magnetic fields may be jointly excited through a subcritical dynamo mechanisminvolving magnetorotational instability (MRI). This dynamo may notably contribute to explaining the time-variability of various accreting systems, as high-resolution simulations of MRI dynamo turbulence exhibit statistical self-organization into large-scale cyclic dynamics. However, understanding the physics underlying these statistical states and assessing their exact astrophysical relevance is theoretically challenging. The study of simple periodic nonlinear MRI dynamo solutions has recently proven useful in this respect, and has highlighted the role of turbulent magnetic diffusion in the seeming impossibility of a dynamo at low magnetic Prandtl number (Pm), a common regime in disks. Arguably though, these simple laminar structures may not be fully representative of the complex, statistically self-organized states expected in astrophysical regimes. Here, we aim at closing this seeming discrepancy by reporting the numerical discovery of exactly periodic, yet semi-statistical "chimeral MRI dynamo states" which are the organized outcome of a succession of MRI-unstable, non-axisymmetric dynamical stages of different forms and amplitudes. Interestingly, these states, while reminiscent of the statistical complexity of turbulent simulations, involve the same physical principles as simpler laminar cycles, and their analysis further confirms the theory that subcritical turbulent magnetic diffusion impedes the sustainment of an MRI dynamo at low Pm. Overall, chimera dynamo cycles therefore offer an unprecedented dual physical and statistical perspective on dynamos in rotating shear flows, which may prove useful in devising more accurate, yet intuitive mean-field models of time-dependent turbulent disk dynamos. Movies associated to Fig. 1 are available at http://www.aanda.org

State estimation and prediction using clustered particle filters.

PubMed

Lee, Yoonsang; Majda, Andrew J

2016-12-20

Particle filtering is an essential tool to improve uncertain model predictions by incorporating noisy observational data from complex systems including non-Gaussian features. A class of particle filters, clustered particle filters, is introduced for high-dimensional nonlinear systems, which uses relatively few particles compared with the standard particle filter. The clustered particle filter captures non-Gaussian features of the true signal, which are typical in complex nonlinear dynamical systems such as geophysical systems. The method is also robust in the difficult regime of high-quality sparse and infrequent observations. The key features of the clustered particle filtering are coarse-grained localization through the clustering of the state variables and particle adjustment to stabilize the method; each observation affects only neighbor state variables through clustering and particles are adjusted to prevent particle collapse due to high-quality observations. The clustered particle filter is tested for the 40-dimensional Lorenz 96 model with several dynamical regimes including strongly non-Gaussian statistics. The clustered particle filter shows robust skill in both achieving accurate filter results and capturing non-Gaussian statistics of the true signal. It is further extended to multiscale data assimilation, which provides the large-scale estimation by combining a cheap reduced-order forecast model and mixed observations of the large- and small-scale variables. This approach enables the use of a larger number of particles due to the computational savings in the forecast model. The multiscale clustered particle filter is tested for one-dimensional dispersive wave turbulence using a forecast model with model errors.

State estimation and prediction using clustered particle filters

PubMed Central

Lee, Yoonsang; Majda, Andrew J.

2016-01-01

Particle filtering is an essential tool to improve uncertain model predictions by incorporating noisy observational data from complex systems including non-Gaussian features. A class of particle filters, clustered particle filters, is introduced for high-dimensional nonlinear systems, which uses relatively few particles compared with the standard particle filter. The clustered particle filter captures non-Gaussian features of the true signal, which are typical in complex nonlinear dynamical systems such as geophysical systems. The method is also robust in the difficult regime of high-quality sparse and infrequent observations. The key features of the clustered particle filtering are coarse-grained localization through the clustering of the state variables and particle adjustment to stabilize the method; each observation affects only neighbor state variables through clustering and particles are adjusted to prevent particle collapse due to high-quality observations. The clustered particle filter is tested for the 40-dimensional Lorenz 96 model with several dynamical regimes including strongly non-Gaussian statistics. The clustered particle filter shows robust skill in both achieving accurate filter results and capturing non-Gaussian statistics of the true signal. It is further extended to multiscale data assimilation, which provides the large-scale estimation by combining a cheap reduced-order forecast model and mixed observations of the large- and small-scale variables. This approach enables the use of a larger number of particles due to the computational savings in the forecast model. The multiscale clustered particle filter is tested for one-dimensional dispersive wave turbulence using a forecast model with model errors. PMID:27930332

Statistical Modeling of Single Target Cell Encapsulation

PubMed Central

Moon, SangJun; Ceyhan, Elvan; Gurkan, Umut Atakan; Demirci, Utkan

2011-01-01

High throughput drop-on-demand systems for separation and encapsulation of individual target cells from heterogeneous mixtures of multiple cell types is an emerging method in biotechnology that has broad applications in tissue engineering and regenerative medicine, genomics, and cryobiology. However, cell encapsulation in droplets is a random process that is hard to control. Statistical models can provide an understanding of the underlying processes and estimation of the relevant parameters, and enable reliable and repeatable control over the encapsulation of cells in droplets during the isolation process with high confidence level. We have modeled and experimentally verified a microdroplet-based cell encapsulation process for various combinations of cell loading and target cell concentrations. Here, we explain theoretically and validate experimentally a model to isolate and pattern single target cells from heterogeneous mixtures without using complex peripheral systems. PMID:21814548

Two statistical mechanics aspects of complex networks

NASA Astrophysics Data System (ADS)

Thurner, Stefan; Biely, Christoly

2006-12-01

By adopting an ensemble interpretation of non-growing rewiring networks, network theory can be reduced to a counting problem of possible network states and an identification of their associated probabilities. We present two scenarios of how different rewirement schemes can be used to control the state probabilities of the system. In particular, we review how by generalizing the linking rules of random graphs, in combination with superstatistics and quantum mechanical concepts, one can establish an exact relation between the degree distribution of any given network and the nodes’ linking probability distributions. In a second approach, we control state probabilities by a network Hamiltonian, whose characteristics are motivated by biological and socio-economical statistical systems. We demonstrate that a thermodynamics of networks becomes a fully consistent concept, allowing to study e.g. ‘phase transitions’ and computing entropies through thermodynamic relations.

CRAX. Cassandra Exoskeleton

DOE Office of Scientific and Technical Information (OSTI.GOV)

Robinson, D.G.; Eubanks, L.

1998-03-01

This software assists the engineering designer in characterizing the statistical uncertainty in the performance of complex systems as a result of variations in manufacturing processes, material properties, system geometry or operating environment. The software is composed of a graphical user interface that provides the user with easy access to Cassandra uncertainty analysis routines. Together this interface and the Cassandra routines are referred to as CRAX (CassandRA eXoskeleton). The software is flexible enough, that with minor modification, it is able to interface with large modeling and analysis codes such as heat transfer or finite element analysis software. The current version permitsmore » the user to manually input a performance function, the number of random variables and their associated statistical characteristics: density function, mean, coefficients of variation. Additional uncertainity analysis modules are continuously being added to the Cassandra core.« less

Cassandra Exoskeleton

DOE Office of Scientific and Technical Information (OSTI.GOV)

Robiinson, David G.

1999-02-20

This software assists the engineering designer in characterizing the statistical uncertainty in the performance of complex systems as a result of variations in manufacturing processes, material properties, system geometry or operating environment. The software is composed of a graphical user interface that provides the user with easy access to Cassandra uncertainty analysis routines. Together this interface and the Cassandra routines are referred to as CRAX (CassandRA eXoskeleton). The software is flexible enough, that with minor modification, it is able to interface with large modeling and analysis codes such as heat transfer or finite element analysis software. The current version permitsmore » the user to manually input a performance function, the number of random variables and their associated statistical characteristics: density function, mean, coefficients of variation. Additional uncertainity analysis modules are continuously being added to the Cassandra core.« less

Using 3D visualization and seismic attributes to improve structural and stratigraphic resolution of reservoirs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kerr, J.; Jones, G.L.

1996-01-01

Recent advances in hardware and software have given the interpreter and engineer new ways to view 3D seismic data and well bore information. Recent papers have also highlighted the use of various statistics and seismic attributes. By combining new 3D rendering technologies with recent trends in seismic analysis, the interpreter can improve the structural and stratigraphic resolution of hydrocarbon reservoirs. This paper gives several examples using 3D visualization to better define both the structural and stratigraphic aspects of several different structural types from around the world. Statistics, 3D visualization techniques and rapid animation are used to show complex faulting andmore » detailed channel systems. These systems would be difficult to map using either 2D or 3D data with conventional interpretation techniques.« less

Using 3D visualization and seismic attributes to improve structural and stratigraphic resolution of reservoirs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kerr, J.; Jones, G.L.

1996-12-31

Recent advances in hardware and software have given the interpreter and engineer new ways to view 3D seismic data and well bore information. Recent papers have also highlighted the use of various statistics and seismic attributes. By combining new 3D rendering technologies with recent trends in seismic analysis, the interpreter can improve the structural and stratigraphic resolution of hydrocarbon reservoirs. This paper gives several examples using 3D visualization to better define both the structural and stratigraphic aspects of several different structural types from around the world. Statistics, 3D visualization techniques and rapid animation are used to show complex faulting andmore » detailed channel systems. These systems would be difficult to map using either 2D or 3D data with conventional interpretation techniques.« less

A toolbox for determining subdiffusive mechanisms

NASA Astrophysics Data System (ADS)

Meroz, Yasmine; Sokolov, Igor M.

2015-04-01

Subdiffusive processes have become a field of great interest in the last decades, due to amounting experimental evidence of subdiffusive behavior in complex systems, and especially in biological systems. Different physical scenarios leading to subdiffusion differ in the details of the dynamics. These differences are what allow to theoretically reconstruct the underlying physics from the results of observations, and will be the topic of this review. We review the main statistical analyses available today to distinguish between these scenarios, categorizing them according to the relevant characteristics. We collect the available tools and statistical tests, presenting them within a broader perspective. We also consider possible complications such as the subordination of subdiffusive mechanisms. Due to the advances in single particle tracking experiments in recent years, we focus on the relevant case of where the available experimental data is scant, at the level of single trajectories.

Nonlinear dynamics of global atmospheric and earth system processes

NASA Technical Reports Server (NTRS)

Zhang, Taiping; Verbitsky, Mikhail; Saltzman, Barry; Mann, Michael E.; Park, Jeffrey; Lall, Upmanu

1995-01-01

During the grant period, the authors continued ongoing studies aimed at enhancing their understanding of the operation of the atmosphere as a complex nonlinear system interacting with the hydrosphere, biosphere, and cryosphere in response to external radiative forcing. Five papers were completed with support from the grant, representing contributions in three main areas of study: (1) theoretical studies of the interactive atmospheric response to changed biospheric boundary conditions measurable from satellites; (2) statistical-observational studies of global-scale temperature variability on interannual to century time scales; and (3) dynamics of long-term earth system changes associated with ice sheet surges.

Coupled disease-behavior dynamics on complex networks: A review.

PubMed

Wang, Zhen; Andrews, Michael A; Wu, Zhi-Xi; Wang, Lin; Bauch, Chris T

2015-12-01

It is increasingly recognized that a key component of successful infection control efforts is understanding the complex, two-way interaction between disease dynamics and human behavioral and social dynamics. Human behavior such as contact precautions and social distancing clearly influence disease prevalence, but disease prevalence can in turn alter human behavior, forming a coupled, nonlinear system. Moreover, in many cases, the spatial structure of the population cannot be ignored, such that social and behavioral processes and/or transmission of infection must be represented with complex networks. Research on studying coupled disease-behavior dynamics in complex networks in particular is growing rapidly, and frequently makes use of analysis methods and concepts from statistical physics. Here, we review some of the growing literature in this area. We contrast network-based approaches to homogeneous-mixing approaches, point out how their predictions differ, and describe the rich and often surprising behavior of disease-behavior dynamics on complex networks, and compare them to processes in statistical physics. We discuss how these models can capture the dynamics that characterize many real-world scenarios, thereby suggesting ways that policy makers can better design effective prevention strategies. We also describe the growing sources of digital data that are facilitating research in this area. Finally, we suggest pitfalls which might be faced by researchers in the field, and we suggest several ways in which the field could move forward in the coming years. Copyright © 2015 Elsevier B.V. All rights reserved.

Space-Time Smoothing of Complex Survey Data: Small Area Estimation for Child Mortality.

PubMed

Mercer, Laina D; Wakefield, Jon; Pantazis, Athena; Lutambi, Angelina M; Masanja, Honorati; Clark, Samuel

2015-12-01

Many people living in low and middle-income countries are not covered by civil registration and vital statistics systems. Consequently, a wide variety of other types of data including many household sample surveys are used to estimate health and population indicators. In this paper we combine data from sample surveys and demographic surveillance systems to produce small area estimates of child mortality through time. Small area estimates are necessary to understand geographical heterogeneity in health indicators when full-coverage vital statistics are not available. For this endeavor spatio-temporal smoothing is beneficial to alleviate problems of data sparsity. The use of conventional hierarchical models requires careful thought since the survey weights may need to be considered to alleviate bias due to non-random sampling and non-response. The application that motivated this work is estimation of child mortality rates in five-year time intervals in regions of Tanzania. Data come from Demographic and Health Surveys conducted over the period 1991-2010 and two demographic surveillance system sites. We derive a variance estimator of under five years child mortality that accounts for the complex survey weighting. For our application, the hierarchical models we consider include random effects for area, time and survey and we compare models using a variety of measures including the conditional predictive ordinate (CPO). The method we propose is implemented via the fast and accurate integrated nested Laplace approximation (INLA).

Experimental Analysis and Measurement of Situation Awareness

DTIC Science & Technology

1995-11-01

the participant is interacting that can be characterized uniquely by a set of information, knowledge and response options. However, the concept of a...should receive attention is when the interruption or the surprise creates a statistical interaction between two or more of the other variables of...Awareness in Complex Systems. Daytona Beach, Fl: Embry-Riddle Aeronautical University Press. Sarter, N.B., and Woods, D.D. (1994). Pilot interaction

Development of a Comprehensive Digital Avionics Curriculum for the Aeronautical Engineer

DTIC Science & Technology

2006-03-01

able to analyze and design aircraft and missile guidance and control systems, including feedback stabilization schemes and stochastic processes, using ...Uncertainty modeling for robust control; Robust closed-loop stability and performance; Robust H- infinity control; Robustness check using mu-analysis...Controlled feedback (reduces noise) 3. Statistical group response (reduce pressure toward conformity) When used as a tool to study a complex problem

Spatial inventory integrating raster databases and point sample data. [Geographic Information System for timber inventory

NASA Technical Reports Server (NTRS)

Strahler, A. H.; Woodcock, C. E.; Logan, T. L.

1983-01-01

A timber inventory of the Eldorado National Forest, located in east-central California, provides an example of the use of a Geographic Information System (GIS) to stratify large areas of land for sampling and the collection of statistical data. The raster-based GIS format of the VICAR/IBIS software system allows simple and rapid tabulation of areas, and facilitates the selection of random locations for ground sampling. Algorithms that simplify the complex spatial pattern of raster-based information, and convert raster format data to strings of coordinate vectors, provide a link to conventional vector-based geographic information systems.

Diffusion tensor imaging in children with tuberous sclerosis complex: tract-based spatial statistics assessment of brain microstructural changes.

PubMed

Zikou, Anastasia K; Xydis, Vasileios G; Astrakas, Loukas G; Nakou, Iliada; Tzarouchi, Loukia C; Tzoufi, Meropi; Argyropoulou, Maria I

2016-07-01

There is evidence of microstructural changes in normal-appearing white matter of patients with tuberous sclerosis complex. To evaluate major white matter tracts in children with tuberous sclerosis complex using tract-based spatial statistics diffusion tensor imaging (DTI) analysis. Eight children (mean age ± standard deviation: 8.5 ± 5.5 years) with an established diagnosis of tuberous sclerosis complex and 8 age-matched controls were studied. The imaging protocol consisted of T1-weighted high-resolution 3-D spoiled gradient-echo sequence and a spin-echo, echo-planar diffusion-weighted sequence. Differences in the diffusion indices were evaluated using tract-based spatial statistics. Tract-based spatial statistics showed increased axial diffusivity in the children with tuberous sclerosis complex in the superior and anterior corona radiata, the superior longitudinal fascicle, the inferior fronto-occipital fascicle, the uncinate fascicle and the anterior thalamic radiation. No significant differences were observed in fractional anisotropy, mean diffusivity and radial diffusivity between patients and control subjects. No difference was found in the diffusion indices between the baseline and follow-up examination in the patient group. Patients with tuberous sclerosis complex have increased axial diffusivity in major white matter tracts, probably related to reduced axonal integrity.

On the effectiveness of noise masks: naturalistic vs. un-naturalistic image statistics.

PubMed

Hansen, Bruce C; Hess, Robert F

2012-05-01

It has been argued that the human visual system is optimized for identification of broadband objects embedded in stimuli possessing orientation averaged power spectra fall-offs that obey the 1/f(β) relationship typically observed in natural scene imagery (i.e., β=2.0 on logarithmic axes). Here, we were interested in whether individual spatial channels leading to recognition are functionally optimized for narrowband targets when masked by noise possessing naturalistic image statistics (β=2.0). The current study therefore explores the impact of variable β noise masks on the identification of narrowband target stimuli ranging in spatial complexity, while simultaneously controlling for physical or perceived differences between the masks. The results show that β=2.0 noise masks produce the largest identification thresholds regardless of target complexity, and thus do not seem to yield functionally optimized channel processing. The differential masking effects are discussed in the context of contrast gain control. Copyright © 2012 Elsevier Ltd. All rights reserved.

Complex Network Analysis for Characterizing Global Value Chains in Equipment Manufacturing.

PubMed

Xiao, Hao; Sun, Tianyang; Meng, Bo; Cheng, Lihong

2017-01-01

The rise of global value chains (GVCs) characterized by the so-called "outsourcing", "fragmentation production", and "trade in tasks" has been considered one of the most important phenomena for the 21st century trade. GVCs also can play a decisive role in trade policy making. However, due to the increasing complexity and sophistication of international production networks, especially in the equipment manufacturing industry, conventional trade statistics and the corresponding trade indicators may give us a distorted picture of trade. This paper applies various network analysis tools to the new GVC accounting system proposed by Koopman et al. (2014) and Wang et al. (2013) in which gross exports can be decomposed into value-added terms through various routes along GVCs. This helps to divide the equipment manufacturing-related GVCs into some sub-networks with clear visualization. The empirical results of this paper significantly improve our understanding of the topology of equipment manufacturing-related GVCs as well as the interdependency of countries in these GVCs that is generally invisible from the traditional trade statistics.

Partitioning heritability by functional annotation using genome-wide association summary statistics.

PubMed

Finucane, Hilary K; Bulik-Sullivan, Brendan; Gusev, Alexander; Trynka, Gosia; Reshef, Yakir; Loh, Po-Ru; Anttila, Verneri; Xu, Han; Zang, Chongzhi; Farh, Kyle; Ripke, Stephan; Day, Felix R; Purcell, Shaun; Stahl, Eli; Lindstrom, Sara; Perry, John R B; Okada, Yukinori; Raychaudhuri, Soumya; Daly, Mark J; Patterson, Nick; Neale, Benjamin M; Price, Alkes L

2015-11-01

Recent work has demonstrated that some functional categories of the genome contribute disproportionately to the heritability of complex diseases. Here we analyze a broad set of functional elements, including cell type-specific elements, to estimate their polygenic contributions to heritability in genome-wide association studies (GWAS) of 17 complex diseases and traits with an average sample size of 73,599. To enable this analysis, we introduce a new method, stratified LD score regression, for partitioning heritability from GWAS summary statistics while accounting for linked markers. This new method is computationally tractable at very large sample sizes and leverages genome-wide information. Our findings include a large enrichment of heritability in conserved regions across many traits, a very large immunological disease-specific enrichment of heritability in FANTOM5 enhancers and many cell type-specific enrichments, including significant enrichment of central nervous system cell types in the heritability of body mass index, age at menarche, educational attainment and smoking behavior.

Recurrence and interoccurrence behavior of self-organized complex phenomena

NASA Astrophysics Data System (ADS)

Abaimov, S. G.; Turcotte, D. L.; Shcherbakov, R.; Rundle, J. B.

2007-08-01

The sandpile, forest-fire and slider-block models are said to exhibit self-organized criticality. Associated natural phenomena include landslides, wildfires, and earthquakes. In all cases the frequency-size distributions are well approximated by power laws (fractals). Another important aspect of both the models and natural phenomena is the statistics of interval times. These statistics are particularly important for earthquakes. For earthquakes it is important to make a distinction between interoccurrence and recurrence times. Interoccurrence times are the interval times between earthquakes on all faults in a region whereas recurrence times are interval times between earthquakes on a single fault or fault segment. In many, but not all cases, interoccurrence time statistics are exponential (Poissonian) and the events occur randomly. However, the distribution of recurrence times are often Weibull to a good approximation. In this paper we study the interval statistics of slip events using a slider-block model. The behavior of this model is sensitive to the stiffness α of the system, α=kC/kL where kC is the spring constant of the connector springs and kL is the spring constant of the loader plate springs. For a soft system (small α) there are no system-wide events and interoccurrence time statistics of the larger events are Poissonian. For a stiff system (large α), system-wide events dominate the energy dissipation and the statistics of the recurrence times between these system-wide events satisfy the Weibull distribution to a good approximation. We argue that this applicability of the Weibull distribution is due to the power-law (scale invariant) behavior of the hazard function, i.e. the probability that the next event will occur at a time t0 after the last event has a power-law dependence on t0. The Weibull distribution is the only distribution that has a scale invariant hazard function. We further show that the onset of system-wide events is a well defined critical point. We find that the number of system-wide events NSWE satisfies the scaling relation NSWE ∝(α-αC)δ where αC is the critical value of the stiffness. The system-wide events represent a new phase for the slider-block system.

Analysis of swarm behaviors based on an inversion of the fluctuation theorem.

PubMed

Hamann, Heiko; Schmickl, Thomas; Crailsheim, Karl

2014-01-01

A grand challenge in the field of artificial life is to find a general theory of emergent self-organizing systems. In swarm systems most of the observed complexity is based on motion of simple entities. Similarly, statistical mechanics focuses on collective properties induced by the motion of many interacting particles. In this article we apply methods from statistical mechanics to swarm systems. We try to explain the emergent behavior of a simulated swarm by applying methods based on the fluctuation theorem. Empirical results indicate that swarms are able to produce negative entropy within an isolated subsystem due to frozen accidents. Individuals of a swarm are able to locally detect fluctuations of the global entropy measure and store them, if they are negative entropy productions. By accumulating these stored fluctuations over time the swarm as a whole is producing negative entropy and the system ends up in an ordered state. We claim that this indicates the existence of an inverted fluctuation theorem for emergent self-organizing dissipative systems. This approach bears the potential of general applicability.

Complex Langevin analysis of the spontaneous symmetry breaking in dimensionally reduced super Yang-Mills models

NASA Astrophysics Data System (ADS)

Anagnostopoulos, Konstantinos N.; Azuma, Takehiro; Ito, Yuta; Nishimura, Jun; Papadoudis, Stratos Kovalkov

2018-02-01

In recent years the complex Langevin method (CLM) has proven a powerful method in studying statistical systems which suffer from the sign problem. Here we show that it can also be applied to an important problem concerning why we live in four-dimensional spacetime. Our target system is the type IIB matrix model, which is conjectured to be a nonperturbative definition of type IIB superstring theory in ten dimensions. The fermion determinant of the model becomes complex upon Euclideanization, which causes a severe sign problem in its Monte Carlo studies. It is speculated that the phase of the fermion determinant actually induces the spontaneous breaking of the SO(10) rotational symmetry, which has direct consequences on the aforementioned question. In this paper, we apply the CLM to the 6D version of the type IIB matrix model and show clear evidence that the SO(6) symmetry is broken down to SO(3). Our results are consistent with those obtained previously by the Gaussian expansion method.

Computer Simulations and Theoretical Studies of Complex Systems: from complex fluids to frustrated magnets

NASA Astrophysics Data System (ADS)

Choi, Eunsong

Computer simulations are an integral part of research in modern condensed matter physics; they serve as a direct bridge between theory and experiment by systemactically applying a microscopic model to a collection of particles that effectively imitate a macroscopic system. In this thesis, we study two very differnt condensed systems, namely complex fluids and frustrated magnets, primarily by simulating classical dynamics of each system. In the first part of the thesis, we focus on ionic liquids (ILs) and polymers--the two complementary classes of materials that can be combined to provide various unique properties. The properties of polymers/ILs systems, such as conductivity, viscosity, and miscibility, can be fine tuned by choosing an appropriate combination of cations, anions, and polymers. However, designing a system that meets a specific need requires a concrete understanding of physics and chemistry that dictates a complex interplay between polymers and ionic liquids. In this regard, molecular dynamics (MD) simulation is an efficient tool that provides a molecular level picture of such complex systems. We study the behavior of Poly (ethylene oxide) (PEO) and the imidazolium based ionic liquids, using MD simulations and statistical mechanics. We also discuss our efforts to develop reliable and efficient classical force-fields for PEO and the ionic liquids. The second part is devoted to studies on geometrically frustrated magnets. In particular, a microscopic model, which gives rise to an incommensurate spiral magnetic ordering observed in a pyrochlore antiferromagnet is investigated. The validation of the model is made via a comparison of the spin-wave spectra with the neutron scattering data. Since the standard Holstein-Primakoff method is difficult to employ in such a complex ground state structure with a large unit cell, we carry out classical spin dynamics simulations to compute spin-wave spectra directly from the Fourier transform of spin trajectories. We conclude the study by showing an excellent agreement between the simulation and the experiment.

Maximum entropy approach to H -theory: Statistical mechanics of hierarchical systems

NASA Astrophysics Data System (ADS)

Vasconcelos, Giovani L.; Salazar, Domingos S. P.; Macêdo, A. M. S.

2018-02-01

A formalism, called H-theory, is applied to the problem of statistical equilibrium of a hierarchical complex system with multiple time and length scales. In this approach, the system is formally treated as being composed of a small subsystem—representing the region where the measurements are made—in contact with a set of "nested heat reservoirs" corresponding to the hierarchical structure of the system, where the temperatures of the reservoirs are allowed to fluctuate owing to the complex interactions between degrees of freedom at different scales. The probability distribution function (pdf) of the temperature of the reservoir at a given scale, conditioned on the temperature of the reservoir at the next largest scale in the hierarchy, is determined from a maximum entropy principle subject to appropriate constraints that describe the thermal equilibrium properties of the system. The marginal temperature distribution of the innermost reservoir is obtained by integrating over the conditional distributions of all larger scales, and the resulting pdf is written in analytical form in terms of certain special transcendental functions, known as the Fox H functions. The distribution of states of the small subsystem is then computed by averaging the quasiequilibrium Boltzmann distribution over the temperature of the innermost reservoir. This distribution can also be written in terms of H functions. The general family of distributions reported here recovers, as particular cases, the stationary distributions recently obtained by Macêdo et al. [Phys. Rev. E 95, 032315 (2017), 10.1103/PhysRevE.95.032315] from a stochastic dynamical approach to the problem.

Maximum entropy approach to H-theory: Statistical mechanics of hierarchical systems.

PubMed

Vasconcelos, Giovani L; Salazar, Domingos S P; Macêdo, A M S

2018-02-01

A formalism, called H-theory, is applied to the problem of statistical equilibrium of a hierarchical complex system with multiple time and length scales. In this approach, the system is formally treated as being composed of a small subsystem-representing the region where the measurements are made-in contact with a set of "nested heat reservoirs" corresponding to the hierarchical structure of the system, where the temperatures of the reservoirs are allowed to fluctuate owing to the complex interactions between degrees of freedom at different scales. The probability distribution function (pdf) of the temperature of the reservoir at a given scale, conditioned on the temperature of the reservoir at the next largest scale in the hierarchy, is determined from a maximum entropy principle subject to appropriate constraints that describe the thermal equilibrium properties of the system. The marginal temperature distribution of the innermost reservoir is obtained by integrating over the conditional distributions of all larger scales, and the resulting pdf is written in analytical form in terms of certain special transcendental functions, known as the Fox H functions. The distribution of states of the small subsystem is then computed by averaging the quasiequilibrium Boltzmann distribution over the temperature of the innermost reservoir. This distribution can also be written in terms of H functions. The general family of distributions reported here recovers, as particular cases, the stationary distributions recently obtained by Macêdo et al. [Phys. Rev. E 95, 032315 (2017)10.1103/PhysRevE.95.032315] from a stochastic dynamical approach to the problem.

Approach to determine measurement uncertainty in complex nanosystems with multiparametric dependencies and multivariate output quantities

NASA Astrophysics Data System (ADS)

Hampel, B.; Liu, B.; Nording, F.; Ostermann, J.; Struszewski, P.; Langfahl-Klabes, J.; Bieler, M.; Bosse, H.; Güttler, B.; Lemmens, P.; Schilling, M.; Tutsch, R.

2018-03-01

In many cases, the determination of the measurement uncertainty of complex nanosystems provides unexpected challenges. This is in particular true for complex systems with many degrees of freedom, i.e. nanosystems with multiparametric dependencies and multivariate output quantities. The aim of this paper is to address specific questions arising during the uncertainty calculation of such systems. This includes the division of the measurement system into subsystems and the distinction between systematic and statistical influences. We demonstrate that, even if the physical systems under investigation are very different, the corresponding uncertainty calculation can always be realized in a similar manner. This is exemplarily shown in detail for two experiments, namely magnetic nanosensors and ultrafast electro-optical sampling of complex time-domain signals. For these examples the approach for uncertainty calculation following the guide to the expression of uncertainty in measurement (GUM) is explained, in which correlations between multivariate output quantities are captured. To illustate the versatility of the proposed approach, its application to other experiments, namely nanometrological instruments for terahertz microscopy, dimensional scanning probe microscopy, and measurement of concentration of molecules using surface enhanced Raman scattering, is shortly discussed in the appendix. We believe that the proposed approach provides a simple but comprehensive orientation for uncertainty calculation in the discussed measurement scenarios and can also be applied to similar or related situations.

Visual wetness perception based on image color statistics.

PubMed

Sawayama, Masataka; Adelson, Edward H; Nishida, Shin'ya

2017-05-01

Color vision provides humans and animals with the abilities to discriminate colors based on the wavelength composition of light and to determine the location and identity of objects of interest in cluttered scenes (e.g., ripe fruit among foliage). However, we argue that color vision can inform us about much more than color alone. Since a trichromatic image carries more information about the optical properties of a scene than a monochromatic image does, color can help us recognize complex material qualities. Here we show that human vision uses color statistics of an image for the perception of an ecologically important surface condition (i.e., wetness). Psychophysical experiments showed that overall enhancement of chromatic saturation, combined with a luminance tone change that increases the darkness and glossiness of the image, tended to make dry scenes look wetter. Theoretical analysis along with image analysis of real objects indicated that our image transformation, which we call the wetness enhancing transformation, is consistent with actual optical changes produced by surface wetting. Furthermore, we found that the wetness enhancing transformation operator was more effective for the images with many colors (large hue entropy) than for those with few colors (small hue entropy). The hue entropy may be used to separate surface wetness from other surface states having similar optical properties. While surface wetness and surface color might seem to be independent, there are higher order color statistics that can influence wetness judgments, in accord with the ecological statistics. The present findings indicate that the visual system uses color image statistics in an elegant way to help estimate the complex physical status of a scene.

Bulk measurements of messy chemistries are needed for a theory of the origins of life

NASA Astrophysics Data System (ADS)

Guttenberg, Nicholas; Virgo, Nathaniel; Chandru, Kuhan; Scharf, Caleb; Mamajanov, Irena

2017-11-01

A feature of many of the chemical systems plausibly involved in the origins of terrestrial life is that they are complex and messy-producing a wide range of compounds via a wide range of mechanisms. However, the fundamental behaviour of such systems is currently not well understood; we do not have the tools to make statistical predictions about such complex chemical networks. This is, in part, due to a lack of quantitative data from which such a theory could be built; specifically, functional measurements of messy chemical systems. Here, we propose that the pantheon of experimental approaches to the origins of life should be expanded to include the study of `functional measurements'-the direct study of bulk properties of chemical systems and their interactions with other compounds, the formation of structures and other behaviours, even in cases where the precise composition and mechanisms are unknown. This article is part of the themed issue 'Reconceptualizing the origins of life'.

Fragmented Flows: Water Supply in Los Angeles County

NASA Astrophysics Data System (ADS)

Pincetl, Stephanie; Porse, Erik; Cheng, Deborah

2016-08-01

In the Los Angeles metropolitan region, nearly 100 public and private entities are formally involved in the management and distribution of potable water—a legacy rooted in fragmented urban growth in the area and late 19th century convictions about local control of services. Yet, while policy debates focus on new forms of infrastructure, restructured pricing mechanisms, and other technical fixes, the complex institutional architecture of the present system has received little attention. In this paper, we trace the development of this system, describe its interconnections and disjunctures, and demonstrate the invisibility of water infrastructure in LA in multiple ways—through mapping, statistical analysis, and historical texts. Perverse blessings of past water abundance led to a complex, but less than resilient, system with users accustomed to cheap, easily accessible water. We describe the lack of transparency and accountability in the current system, as well as its shortcomings in building needed new infrastructure and instituting new water rate structures. Adapting to increasing water scarcity and likely droughts must include addressing the architecture of water management.

Weighted complex network analysis of the Beijing subway system: Train and passenger flows

NASA Astrophysics Data System (ADS)

Feng, Jia; Li, Xiamiao; Mao, Baohua; Xu, Qi; Bai, Yun

2017-05-01

In recent years, complex network theory has become an important approach to the study of the structure and dynamics of traffic networks. However, because traffic data is difficult to collect, previous studies have usually focused on the physical topology of subway systems, whereas few studies have considered the characteristics of traffic flows through the network. Therefore, in this paper, we present a multi-layer model to analyze traffic flow patterns in subway networks, based on trip data and an operation timetable obtained from the Beijing Subway System. We characterize the patterns in terms of the spatiotemporal flow size distributions of both the train flow network and the passenger flow network. In addition, we describe the essential interactions between these two networks based on statistical analyses. The results of this study suggest that layered models of transportation systems can elucidate fundamental differences between the coexisting traffic flows and can also clarify the mechanism that causes these differences.

The Challenge of Cardiovascular Diseases and Diabetes to Public Health: A Study Based on Qualitative Systemic Approach

PubMed Central

Carvalho, Marilia Sá; Coeli, Claudia Medina; Chor, Dóra; Pinheiro, Rejane Sobrino; da Fonseca, Maria de Jesus Mendes; de Sá Carvalho, Luiz Carlos

2015-01-01

The most common modeling approaches to understanding incidence, prevalence and control of chronic diseases in populations, such as statistical regression models, are limited when it comes to dealing with the complexity of those problems. Those complex adaptive systems have characteristics such as emerging properties, self-organization and feedbacks, which structure the system stability and resistance to changes. Recently, system science approaches have been proposed to deal with the range, complexity, and multifactor nature of those public health problems. In this paper we applied a multilevel systemic approach to create an integrated, coherent, and increasingly precise conceptual framework, capable of aggregating different partial or specialized studies, based on the challenges of the Longitudinal Study of Adult Health – ELSA-Brasil. The failure to control blood pressure found in several of the study's subjects was discussed, based on the proposed model, analyzing different loops, time lags, and feedback that influence this outcome in a population with high educational level, with reasonably good health services access. We were able to identify the internal circularities and cycles that generate the system’s resistance to change. We believe that this study can contribute to propose some new possibilities of the research agenda and to the discussion of integrated actions in the field of public health. PMID:26171854

Stan: Statistical inference

NASA Astrophysics Data System (ADS)

Stan Development Team

2018-01-01

Stan facilitates statistical inference at the frontiers of applied statistics and provides both a modeling language for specifying complex statistical models and a library of statistical algorithms for computing inferences with those models. These components are exposed through interfaces in environments such as R, Python, and the command line.

Case complexity scores in congenital heart surgery: a comparative study of the Aristotle Basic Complexity score and the Risk Adjustment in Congenital Heart Surgery (RACHS-1) system.

PubMed

Al-Radi, Osman O; Harrell, Frank E; Caldarone, Christopher A; McCrindle, Brian W; Jacobs, Jeffrey P; Williams, M Gail; Van Arsdell, Glen S; Williams, William G

2007-04-01

The Aristotle Basic Complexity score and the Risk Adjustment in Congenital Heart Surgery system were developed by consensus to compare outcomes of congenital cardiac surgery. We compared the predictive value of the 2 systems. Of all index congenital cardiac operations at our institution from 1982 to 2004 (n = 13,675), we were able to assign an Aristotle Basic Complexity score, a Risk Adjustment in Congenital Heart Surgery score, and both scores to 13,138 (96%), 11,533 (84%), and 11,438 (84%) operations, respectively. Models of in-hospital mortality and length of stay were generated for Aristotle Basic Complexity and Risk Adjustment in Congenital Heart Surgery using an identical data set in which both Aristotle Basic Complexity and Risk Adjustment in Congenital Heart Surgery scores were assigned. The likelihood ratio test for nested models and paired concordance statistics were used. After adjustment for year of operation, the odds ratios for Aristotle Basic Complexity score 3 versus 6, 9 versus 6, 12 versus 6, and 15 versus 6 were 0.29, 2.22, 7.62, and 26.54 (P < .0001). Similarly, odds ratios for Risk Adjustment in Congenital Heart Surgery categories 1 versus 2, 3 versus 2, 4 versus 2, and 5/6 versus 2 were 0.23, 1.98, 5.80, and 20.71 (P < .0001). Risk Adjustment in Congenital Heart Surgery added significant predictive value over Aristotle Basic Complexity (likelihood ratio chi2 = 162, P < .0001), whereas Aristotle Basic Complexity contributed much less predictive value over Risk Adjustment in Congenital Heart Surgery (likelihood ratio chi2 = 13.4, P = .009). Neither system fully adjusted for the child's age. The Risk Adjustment in Congenital Heart Surgery scores were more concordant with length of stay compared with Aristotle Basic Complexity scores (P < .0001). The predictive value of Risk Adjustment in Congenital Heart Surgery is higher than that of Aristotle Basic Complexity. The use of Aristotle Basic Complexity or Risk Adjustment in Congenital Heart Surgery as risk stratification and trending tools to monitor outcomes over time and to guide risk-adjusted comparisons may be valuable.

Autonomous perception and decision making in cyber-physical systems

NASA Astrophysics Data System (ADS)

Sarkar, Soumik

2011-07-01

The cyber-physical system (CPS) is a relatively new interdisciplinary technology area that includes the general class of embedded and hybrid systems. CPSs require integration of computation and physical processes that involves the aspects of physical quantities such as time, energy and space during information processing and control. The physical space is the source of information and the cyber space makes use of the generated information to make decisions. This dissertation proposes an overall architecture of autonomous perception-based decision & control of complex cyber-physical systems. Perception involves the recently developed framework of Symbolic Dynamic Filtering for abstraction of physical world in the cyber space. For example, under this framework, sensor observations from a physical entity are discretized temporally and spatially to generate blocks of symbols, also called words that form a language. A grammar of a language is the set of rules that determine the relationships among words to build sentences. Subsequently, a physical system is conjectured to be a linguistic source that is capable of generating a specific language. The proposed technology is validated on various (experimental and simulated) case studies that include health monitoring of aircraft gas turbine engines, detection and estimation of fatigue damage in polycrystalline alloys, and parameter identification. Control of complex cyber-physical systems involve distributed sensing, computation, control as well as complexity analysis. A novel statistical mechanics-inspired complexity analysis approach is proposed in this dissertation. In such a scenario of networked physical systems, the distribution of physical entities determines the underlying network topology and the interaction among the entities forms the abstract cyber space. It is envisioned that the general contributions, made in this dissertation, will be useful for potential application areas such as smart power grids and buildings, distributed energy systems, advanced health care procedures and future ground and air transportation systems.

Sparsity-Cognizant Algorithms with Applications to Communications, Signal Processing, and the Smart Grid

NASA Astrophysics Data System (ADS)

Zhu, Hao

Sparsity plays an instrumental role in a plethora of scientific fields, including statistical inference for variable selection, parsimonious signal representations, and solving under-determined systems of linear equations - what has led to the ground-breaking result of compressive sampling (CS). This Thesis leverages exciting ideas of sparse signal reconstruction to develop sparsity-cognizant algorithms, and analyze their performance. The vision is to devise tools exploiting the 'right' form of sparsity for the 'right' application domain of multiuser communication systems, array signal processing systems, and the emerging challenges in the smart power grid. Two important power system monitoring tasks are addressed first by capitalizing on the hidden sparsity. To robustify power system state estimation, a sparse outlier model is leveraged to capture the possible corruption in every datum, while the problem nonconvexity due to nonlinear measurements is handled using the semidefinite relaxation technique. Different from existing iterative methods, the proposed algorithm approximates well the global optimum regardless of the initialization. In addition, for enhanced situational awareness, a novel sparse overcomplete representation is introduced to capture (possibly multiple) line outages, and develop real-time algorithms for solving the combinatorially complex identification problem. The proposed algorithms exhibit near-optimal performance while incurring only linear complexity in the number of lines, which makes it possible to quickly bring contingencies to attention. This Thesis also accounts for two basic issues in CS, namely fully-perturbed models and the finite alphabet property. The sparse total least-squares (S-TLS) approach is proposed to furnish CS algorithms for fully-perturbed linear models, leading to statistically optimal and computationally efficient solvers. The S-TLS framework is well motivated for grid-based sensing applications and exhibits higher accuracy than existing sparse algorithms. On the other hand, exploiting the finite alphabet of unknown signals emerges naturally in communication systems, along with sparsity coming from the low activity of each user. Compared to approaches only accounting for either one of the two, joint exploitation of both leads to statistically optimal detectors with improved error performance.

Analysis of Power Laws, Shape Collapses, and Neural Complexity: New Techniques and MATLAB Support via the NCC Toolbox.

PubMed

Marshall, Najja; Timme, Nicholas M; Bennett, Nicholas; Ripp, Monica; Lautzenhiser, Edward; Beggs, John M

2016-01-01

Neural systems include interactions that occur across many scales. Two divergent methods for characterizing such interactions have drawn on the physical analysis of critical phenomena and the mathematical study of information. Inferring criticality in neural systems has traditionally rested on fitting power laws to the property distributions of "neural avalanches" (contiguous bursts of activity), but the fractal nature of avalanche shapes has recently emerged as another signature of criticality. On the other hand, neural complexity, an information theoretic measure, has been used to capture the interplay between the functional localization of brain regions and their integration for higher cognitive functions. Unfortunately, treatments of all three methods-power-law fitting, avalanche shape collapse, and neural complexity-have suffered from shortcomings. Empirical data often contain biases that introduce deviations from true power law in the tail and head of the distribution, but deviations in the tail have often been unconsidered; avalanche shape collapse has required manual parameter tuning; and the estimation of neural complexity has relied on small data sets or statistical assumptions for the sake of computational efficiency. In this paper we present technical advancements in the analysis of criticality and complexity in neural systems. We use maximum-likelihood estimation to automatically fit power laws with left and right cutoffs, present the first automated shape collapse algorithm, and describe new techniques to account for large numbers of neural variables and small data sets in the calculation of neural complexity. In order to facilitate future research in criticality and complexity, we have made the software utilized in this analysis freely available online in the MATLAB NCC (Neural Complexity and Criticality) Toolbox.

A Simplified Algorithm for Statistical Investigation of Damage Spreading

NASA Astrophysics Data System (ADS)

Gecow, Andrzej

2009-04-01

On the way to simulating adaptive evolution of complex system describing a living object or human developed project, a fitness should be defined on node states or network external outputs. Feedbacks lead to circular attractors of these states or outputs which make it difficult to define a fitness. The main statistical effects of adaptive condition are the result of small change tendency and to appear, they only need a statistically correct size of damage initiated by evolutionary change of system. This observation allows to cut loops of feedbacks and in effect to obtain a particular statistically correct state instead of a long circular attractor which in the quenched model is expected for chaotic network with feedback. Defining fitness on such states is simple. We calculate only damaged nodes and only once. Such an algorithm is optimal for investigation of damage spreading i.e. statistical connections of structural parameters of initial change with the size of effected damage. It is a reversed-annealed method—function and states (signals) may be randomly substituted but connections are important and are preserved. The small damages important for adaptive evolution are correctly depicted in comparison to Derrida annealed approximation which expects equilibrium levels for large networks. The algorithm indicates these levels correctly. The relevant program in Pascal, which executes the algorithm for a wide range of parameters, can be obtained from the author.

Application of spatial technology in malaria research & control: some new insights.

PubMed

Saxena, Rekha; Nagpal, B N; Srivastava, Aruna; Gupta, S K; Dash, A P

2009-08-01

Geographical information System (GIS) has emerged as the core of the spatial technology which integrates wide range of dataset available from different sources including Remote Sensing (RS) and Global Positioning System (GPS). Literature published during the decade (1998-2007) has been compiled and grouped into six categories according to the usage of the technology in malaria epidemiology. Different GIS modules like spatial data sources, mapping and geo-processing tools, distance calculation, digital elevation model (DEM), buffer zone and geo-statistical analysis have been investigated in detail, illustrated with examples as per the derived results. These GIS tools have contributed immensely in understanding the epidemiological processes of malaria and examples drawn have shown that GIS is now widely used for research and decision making in malaria control. Statistical data analysis currently is the most consistent and established set of tools to analyze spatial datasets. The desired future development of GIS is in line with the utilization of geo-statistical tools which combined with high quality data has capability to provide new insight into malaria epidemiology and the complexity of its transmission potential in endemic areas.

From Biophysics to Evolutionary Genetics: Statistical Aspects of Gene Regulation

NASA Astrophysics Data System (ADS)

Lässig, Michael

Genomic functions often cannot be understood at the level of single genes but require the study of gene networks. This systems biology credo is nearly commonplace by now. Evidence comes from the comparative analysis of entire genomes: current estimates put, for example, the number of human genes at around 22,000, hardly more than the 14,000 of the fruit fly, and not even an order of magnitude higher than the 6,000 of baker's yeast. The complexity and diversity of higher animals, therefore, cannot be explained in terms of their gene numbers. If, however, a biological function requires the concerted action of several genes, and conversely, a gene takes part in several functional contexts, an organism may be defined less by its individual genes but by their interactions. The emerging picture of the genome as a strongly interacting system with many degrees of freedom brings new challenges for experiment and theory, many of which are of a statistical nature. And indeed, this picture continues to make the subject attractive to a growing number of statistical physicists.

Dynamics of traffic flow with real-time traffic information

NASA Astrophysics Data System (ADS)

Yokoya, Yasushi

2004-01-01

We studied dynamics of traffic flow with real-time information provided. Provision of the real-time traffic information based on advancements in telecommunication technology is expected to facilitate the efficient utilization of available road capacity. This system has a potentiality of not only engineering for road usage but also the science of complexity series. In the system, the information plays a role of feedback connecting microscopic and macroscopic phenomena beyond the hierarchical structure of statistical physics. In this paper, we tried to clarify how the information works in a network of traffic flow from the perspective of statistical physics. The dynamical feature of the traffic flow is abstracted by a contrastive study between the nonequilibrium statistical physics and a computer simulation based on cellular automaton. We found that the information disrupts the local equilibrium of traffic flow by a characteristic dissipation process due to interaction between the information and individual vehicles. The dissipative structure was observed in the time evolution of traffic flow driven far from equilibrium as a consequence of the breakdown of the local-equilibrium hypothesis.

Virtual sensor models for real-time applications

NASA Astrophysics Data System (ADS)

Hirsenkorn, Nils; Hanke, Timo; Rauch, Andreas; Dehlink, Bernhard; Rasshofer, Ralph; Biebl, Erwin

2016-09-01

Increased complexity and severity of future driver assistance systems demand extensive testing and validation. As supplement to road tests, driving simulations offer various benefits. For driver assistance functions the perception of the sensors is crucial. Therefore, sensors also have to be modeled. In this contribution, a statistical data-driven sensor-model, is described. The state-space based method is capable of modeling various types behavior. In this contribution, the modeling of the position estimation of an automotive radar system, including autocorrelations, is presented. For rendering real-time capability, an efficient implementation is presented.

Analytical aspects of plant metabolite profiling platforms: current standings and future aims.

PubMed

Seger, Christoph; Sturm, Sonja

2007-02-01

Over the past years, metabolic profiling has been established as a comprehensive systems biology tool. Mass spectrometry or NMR spectroscopy-based technology platforms combined with unsupervised or supervised multivariate statistical methodologies allow a deep insight into the complex metabolite patterns of plant-derived samples. Within this review, we provide a thorough introduction to the analytical hard- and software requirements of metabolic profiling platforms. Methodological limitations are addressed, and the metabolic profiling workflow is exemplified by summarizing recent applications ranging from model systems to more applied topics.

Event coincidence analysis for quantifying statistical interrelationships between event time series. On the role of flood events as triggers of epidemic outbreaks

NASA Astrophysics Data System (ADS)

Donges, J. F.; Schleussner, C.-F.; Siegmund, J. F.; Donner, R. V.

2016-05-01

Studying event time series is a powerful approach for analyzing the dynamics of complex dynamical systems in many fields of science. In this paper, we describe the method of event coincidence analysis to provide a framework for quantifying the strength, directionality and time lag of statistical interrelationships between event series. Event coincidence analysis allows to formulate and test null hypotheses on the origin of the observed interrelationships including tests based on Poisson processes or, more generally, stochastic point processes with a prescribed inter-event time distribution and other higher-order properties. Applying the framework to country-level observational data yields evidence that flood events have acted as triggers of epidemic outbreaks globally since the 1950s. Facing projected future changes in the statistics of climatic extreme events, statistical techniques such as event coincidence analysis will be relevant for investigating the impacts of anthropogenic climate change on human societies and ecosystems worldwide.

Caenorhabditis elegans chronically exposed to a Mn/Zn ethylene-bis-dithiocarbamate fungicide show mitochondrial Complex I inhibition and increased reactive oxygen species.

PubMed

Bailey, Denise C; Todt, Callie E; Orfield, Sarah E; Denney, Rachel D; Snapp, Isaac B; Negga, Rekek; Montgomery, Kara M; Bailey, Andrew C; Pressley, Aireal S; Traynor, Wendy L; Fitsanakis, Vanessa A

2016-09-01

Reports have linked human exposure to Mn/Zn ethylene-bis-dithiocarbamate (Mn/Zn-EBDC) fungicides with multiple pathologies, from dermatitis to central nervous system dysfunction. Although members of this family of agrochemicals have been available for over 50 years, their mechanism of toxicity in humans is still unclear. Since mitochondrial inhibition and oxidative stress are implicated in a wide variety of diseases, we hypothesized that Caenorhabditis elegans (C. elegans) exposed to a commercially-available formulation of an Mn/Zn-EBDC-containing fungicide (Manzate; MZ) would also show these endpoints. Thus, worms were treated chronically (24h) with various MZ concentrations and assayed for reduced mitochondrial function and increased levels of reactive oxygen species (ROS). Oxygen consumption studies suggested Complex I inhibition in all treatment groups compared to controls ( ** p<0.01). In order to verify these findings, assays specific for Complex II or Complex IV activity were also completed. Data analysis from these studies indicated that neither complex was adversely affected by MZ treatment. Additional data from ATP assays indicated a statistically significant decrease ( *** p<0.001) in ATP levels in all treatment groups when compared to control worms. Further studies were completed to determine if exposure of C. elegans to MZ also resulted in increased ROS concentrations. Studies demonstrated that hydrogen peroxide, but not superoxide or hydroxyl radical, levels were statistically significantly increased (*p<0.05). Since hydrogen peroxide is known to up-regulate glutathione-S-transferase (GST), we used a GST:green fluorescent protein transgenic worm strain to test this hypothesis. Results from these studies indicated a statistically significant increase ( *** p<0.001) in green pixel number following MZ exposure. Taken together, these data indicate that C. elegans treated with MZ concentrations to which humans are exposed show mitochondrial Complex I inhibition with concomitant hydrogen peroxide production. Since these mechanisms are associated with numerous human diseases, we suggest further studies to determine if MZ exposure induces similar toxic mechanisms in mammals. Copyright © 2016 Elsevier B.V. All rights reserved.

Small Systems and Limitations on the Use of Chemical Thermodynamics

NASA Astrophysics Data System (ADS)

Tovbin, Yu. K.

2018-01-01

Limitations on using chemical thermodynamics to describe small systems are formulated. These limitations follow from statistical mechanics for equilibrium and nonequilibrium processes and reflect (1) differences between characteristic relaxation times in momentum, energy, and mass transfer in different aggregate states of investigated systems; (2) achievements of statistical mechanics that allow us to determine criteria for the size of smallest region in which thermodynamics can be applied and the scale of the emergence of a new phase, along with criteria for the conditions of violating a local equilibrium. Based on this analysis, the main thermodynamic results are clarified: the phase rule for distorted interfaces, the sense and area of applicability of Gibbs's concept of passive forces, and the artificiality of Kelvin's equation as a result of limitations on the thermodynamic approach to considering small bodies. The wrongness of introducing molecular parameters into thermodynamic derivations, and the activity coefficient for an activated complex into the expression for a reaction rate constant, is demonstrated.

Priority of a Hesitant Fuzzy Linguistic Preference Relation with a Normal Distribution in Meteorological Disaster Risk Assessment.

PubMed

Wang, Lihong; Gong, Zaiwu

2017-10-10

As meteorological disaster systems are large complex systems, disaster reduction programs must be based on risk analysis. Consequently, judgment by an expert based on his or her experience (also known as qualitative evaluation) is an important link in meteorological disaster risk assessment. In some complex and non-procedural meteorological disaster risk assessments, a hesitant fuzzy linguistic preference relation (HFLPR) is often used to deal with a situation in which experts may be hesitant while providing preference information of a pairwise comparison of alternatives, that is, the degree of preference of one alternative over another. This study explores hesitation from the perspective of statistical distributions, and obtains an optimal ranking of an HFLPR based on chance-restricted programming, which provides a new approach for hesitant fuzzy optimisation of decision-making in meteorological disaster risk assessments.

Quantifying networks complexity from information geometry viewpoint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Felice, Domenico, E-mail: domenico.felice@unicam.it; Mancini, Stefano; INFN-Sezione di Perugia, Via A. Pascoli, I-06123 Perugia

We consider a Gaussian statistical model whose parameter space is given by the variances of random variables. Underlying this model we identify networks by interpreting random variables as sitting on vertices and their correlations as weighted edges among vertices. We then associate to the parameter space a statistical manifold endowed with a Riemannian metric structure (that of Fisher-Rao). Going on, in analogy with the microcanonical definition of entropy in Statistical Mechanics, we introduce an entropic measure of networks complexity. We prove that it is invariant under networks isomorphism. Above all, considering networks as simplicial complexes, we evaluate this entropy onmore » simplexes and find that it monotonically increases with their dimension.« less

A System-Level Pathway-Phenotype Association Analysis Using Synthetic Feature Random Forest

PubMed Central

Pan, Qinxin; Hu, Ting; Malley, James D.; Andrew, Angeline S.; Karagas, Margaret R.; Moore, Jason H.

2015-01-01

As the cost of genome-wide genotyping decreases, the number of genome-wide association studies (GWAS) has increased considerably. However, the transition from GWAS findings to the underlying biology of various phenotypes remains challenging. As a result, due to its system-level interpretability, pathway analysis has become a popular tool for gaining insights on the underlying biology from high-throughput genetic association data. In pathway analyses, gene sets representing particular biological processes are tested for significant associations with a given phenotype. Most existing pathway analysis approaches rely on single-marker statistics and assume that pathways are independent of each other. As biological systems are driven by complex biomolecular interactions, embracing the complex relationships between single-nucleotide polymorphisms (SNPs) and pathways needs to be addressed. To incorporate the complexity of gene-gene interactions and pathway-pathway relationships, we propose a system-level pathway analysis approach, synthetic feature random forest (SF-RF), which is designed to detect pathway-phenotype associations without making assumptions about the relationships among SNPs or pathways. In our approach, the genotypes of SNPs in a particular pathway are aggregated into a synthetic feature representing that pathway via Random Forest (RF). Multiple synthetic features are analyzed using RF simultaneously and the significance of a synthetic feature indicates the significance of the corresponding pathway. We further complement SF-RF with pathway-based Statistical Epistasis Network (SEN) analysis that evaluates interactions among pathways. By investigating the pathway SEN, we hope to gain additional insights into the genetic mechanisms contributing to the pathway-phenotype association. We apply SF-RF to a population-based genetic study of bladder cancer and further investigate the mechanisms that help explain the pathway-phenotype associations using SEN. The bladder cancer associated pathways we found are both consistent with existing biological knowledge and reveal novel and plausible hypotheses for future biological validations. PMID:24535726

A mathematics for medicine: The Network Effect

PubMed Central

West, Bruce J.

2014-01-01

The theory of medicine and its complement systems biology are intended to explain the workings of the large number of mutually interdependent complex physiologic networks in the human body and to apply that understanding to maintaining the functions for which nature designed them. Therefore, when what had originally been made as a simplifying assumption or a working hypothesis becomes foundational to understanding the operation of physiologic networks it is in the best interests of science to replace or at least update that assumption. The replacement process requires, among other things, an evaluation of how the new hypothesis affects modern day understanding of medical science. This paper identifies linear dynamics and Normal statistics as being such arcane assumptions and explores some implications of their retirement. Specifically we explore replacing Normal with fractal statistics and examine how the latter are related to non-linear dynamics and chaos theory. The observed ubiquity of inverse power laws in physiology entails the need for a new calculus, one that describes the dynamics of fractional phenomena and captures the fractal properties of the statistics of physiological time series. We identify these properties as a necessary consequence of the complexity resulting from the network dynamics and refer to them collectively as The Network Effect. PMID:25538622

DICON: interactive visual analysis of multidimensional clusters.

PubMed

Cao, Nan; Gotz, David; Sun, Jimeng; Qu, Huamin

2011-12-01

Clustering as a fundamental data analysis technique has been widely used in many analytic applications. However, it is often difficult for users to understand and evaluate multidimensional clustering results, especially the quality of clusters and their semantics. For large and complex data, high-level statistical information about the clusters is often needed for users to evaluate cluster quality while a detailed display of multidimensional attributes of the data is necessary to understand the meaning of clusters. In this paper, we introduce DICON, an icon-based cluster visualization that embeds statistical information into a multi-attribute display to facilitate cluster interpretation, evaluation, and comparison. We design a treemap-like icon to represent a multidimensional cluster, and the quality of the cluster can be conveniently evaluated with the embedded statistical information. We further develop a novel layout algorithm which can generate similar icons for similar clusters, making comparisons of clusters easier. User interaction and clutter reduction are integrated into the system to help users more effectively analyze and refine clustering results for large datasets. We demonstrate the power of DICON through a user study and a case study in the healthcare domain. Our evaluation shows the benefits of the technique, especially in support of complex multidimensional cluster analysis. © 2011 IEEE

Understanding system dynamics of an adaptive enzyme network from globally profiled kinetic parameters.

PubMed

Chiang, Austin W T; Liu, Wei-Chung; Charusanti, Pep; Hwang, Ming-Jing

2014-01-15

A major challenge in mathematical modeling of biological systems is to determine how model parameters contribute to systems dynamics. As biological processes are often complex in nature, it is desirable to address this issue using a systematic approach. Here, we propose a simple methodology that first performs an enrichment test to find patterns in the values of globally profiled kinetic parameters with which a model can produce the required system dynamics; this is then followed by a statistical test to elucidate the association between individual parameters and different parts of the system's dynamics. We demonstrate our methodology on a prototype biological system of perfect adaptation dynamics, namely the chemotaxis model for Escherichia coli. Our results agreed well with those derived from experimental data and theoretical studies in the literature. Using this model system, we showed that there are motifs in kinetic parameters and that these motifs are governed by constraints of the specified system dynamics. A systematic approach based on enrichment statistical tests has been developed to elucidate the relationships between model parameters and the roles they play in affecting system dynamics of a prototype biological network. The proposed approach is generally applicable and therefore can find wide use in systems biology modeling research.

Forecasting daily source air quality using multivariate statistical analysis and radial basis function networks.

PubMed

Sun, Gang; Hoff, Steven J; Zelle, Brian C; Nelson, Minda A

2008-12-01

It is vital to forecast gas and particle matter concentrations and emission rates (GPCER) from livestock production facilities to assess the impact of airborne pollutants on human health, ecological environment, and global warming. Modeling source air quality is a complex process because of abundant nonlinear interactions between GPCER and other factors. The objective of this study was to introduce statistical methods and radial basis function (RBF) neural network to predict daily source air quality in Iowa swine deep-pit finishing buildings. The results show that four variables (outdoor and indoor temperature, animal units, and ventilation rates) were identified as relative important model inputs using statistical methods. It can be further demonstrated that only two factors, the environment factor and the animal factor, were capable of explaining more than 94% of the total variability after performing principal component analysis. The introduction of fewer uncorrelated variables to the neural network would result in the reduction of the model structure complexity, minimize computation cost, and eliminate model overfitting problems. The obtained results of RBF network prediction were in good agreement with the actual measurements, with values of the correlation coefficient between 0.741 and 0.995 and very low values of systemic performance indexes for all the models. The good results indicated the RBF network could be trained to model these highly nonlinear relationships. Thus, the RBF neural network technology combined with multivariate statistical methods is a promising tool for air pollutant emissions modeling.

Mixed Effects Models for Resampled Network Statistics Improves Statistical Power to Find Differences in Multi-Subject Functional Connectivity

PubMed Central

Narayan, Manjari; Allen, Genevera I.

2016-01-01

Many complex brain disorders, such as autism spectrum disorders, exhibit a wide range of symptoms and disability. To understand how brain communication is impaired in such conditions, functional connectivity studies seek to understand individual differences in brain network structure in terms of covariates that measure symptom severity. In practice, however, functional connectivity is not observed but estimated from complex and noisy neural activity measurements. Imperfect subject network estimates can compromise subsequent efforts to detect covariate effects on network structure. We address this problem in the case of Gaussian graphical models of functional connectivity, by proposing novel two-level models that treat both subject level networks and population level covariate effects as unknown parameters. To account for imperfectly estimated subject level networks when fitting these models, we propose two related approaches—R2 based on resampling and random effects test statistics, and R3 that additionally employs random adaptive penalization. Simulation studies using realistic graph structures reveal that R2 and R3 have superior statistical power to detect covariate effects compared to existing approaches, particularly when the number of within subject observations is comparable to the size of subject networks. Using our novel models and methods to study parts of the ABIDE dataset, we find evidence of hypoconnectivity associated with symptom severity in autism spectrum disorders, in frontoparietal and limbic systems as well as in anterior and posterior cingulate cortices. PMID:27147940

Systems microscopy: an emerging strategy for the life sciences.

PubMed

Lock, John G; Strömblad, Staffan

2010-05-01

Dynamic cellular processes occurring in time and space are fundamental to all physiology and disease. To understand complex and dynamic cellular processes therefore demands the capacity to record and integrate quantitative multiparametric data from the four spatiotemporal dimensions within which living cells self-organize, and to subsequently use these data for the mathematical modeling of cellular systems. To this end, a raft of complementary developments in automated fluorescence microscopy, cell microarray platforms, quantitative image analysis and data mining, combined with multivariate statistics and computational modeling, now coalesce to produce a new research strategy, "systems microscopy", which facilitates systems biology analyses of living cells. Systems microscopy provides the crucial capacities to simultaneously extract and interrogate multiparametric quantitative data at resolution levels ranging from the molecular to the cellular, thereby elucidating a more comprehensive and richly integrated understanding of complex and dynamic cellular systems. The unique capacities of systems microscopy suggest that it will become a vital cornerstone of systems biology, and here we describe the current status and future prospects of this emerging field, as well as outlining some of the key challenges that remain to be overcome. Copyright 2010 Elsevier Inc. All rights reserved.

DECIDE: a software for computer-assisted evaluation of diagnostic test performance.

PubMed

Chiecchio, A; Bo, A; Manzone, P; Giglioli, F

1993-05-01

The evaluation of the performance of clinical tests is a complex problem involving different steps and many statistical tools, not always structured in an organic and rational system. This paper presents a software which provides an organic system of statistical tools helping evaluation of clinical test performance. The program allows (a) the building and the organization of a working database, (b) the selection of the minimal set of tests with the maximum information content, (c) the search of the model best fitting the distribution of the test values, (d) the selection of optimal diagnostic cut-off value of the test for every positive/negative situation, (e) the evaluation of performance of the combinations of correlated and uncorrelated tests. The uncertainty associated with all the variables involved is evaluated. The program works in a MS-DOS environment with EGA or higher performing graphic card.

Model Uncertainty Quantification Methods In Data Assimilation

NASA Astrophysics Data System (ADS)

Pathiraja, S. D.; Marshall, L. A.; Sharma, A.; Moradkhani, H.

2017-12-01

Data Assimilation involves utilising observations to improve model predictions in a seamless and statistically optimal fashion. Its applications are wide-ranging; from improving weather forecasts to tracking targets such as in the Apollo 11 mission. The use of Data Assimilation methods in high dimensional complex geophysical systems is an active area of research, where there exists many opportunities to enhance existing methodologies. One of the central challenges is in model uncertainty quantification; the outcome of any Data Assimilation study is strongly dependent on the uncertainties assigned to both observations and models. I focus on developing improved model uncertainty quantification methods that are applicable to challenging real world scenarios. These include developing methods for cases where the system states are only partially observed, where there is little prior knowledge of the model errors, and where the model error statistics are likely to be highly non-Gaussian.

Full-Counting Many-Particle Dynamics: Nonlocal and Chiral Propagation of Correlations

NASA Astrophysics Data System (ADS)

Ashida, Yuto; Ueda, Masahito

2018-05-01

The ability to measure single quanta allows the complete characterization of small quantum systems known as full-counting statistics. Quantum gas microscopy enables one to observe many-body systems at the single-atom precision. We extend the idea of full-counting statistics to nonequilibrium open many-particle dynamics and apply it to discuss the quench dynamics. By way of illustration, we consider an exactly solvable model to demonstrate the emergence of unique phenomena such as nonlocal and chiral propagation of correlations, leading to a concomitant oscillatory entanglement growth. We find that correlations can propagate beyond the conventional maximal speed, known as the Lieb-Robinson bound, at the cost of probabilistic nature of quantum measurement. These features become most prominent at the real-to-complex spectrum transition point of an underlying parity-time-symmetric effective non-Hermitian Hamiltonian. A possible experimental situation with quantum gas microscopy is discussed.

Inter-occurrence times and universal laws in finance, earthquakes and genomes

NASA Astrophysics Data System (ADS)

Tsallis, Constantino

2016-07-01

A plethora of natural, artificial and social systems exist which do not belong to the Boltzmann-Gibbs (BG) statistical-mechanical world, based on the standard additive entropy $S_{BG}$ and its associated exponential BG factor. Frequent behaviors in such complex systems have been shown to be closely related to $q$-statistics instead, based on the nonadditive entropy $S_q$ (with $S_1=S_{BG}$), and its associated $q$-exponential factor which generalizes the usual BG one. In fact, a wide range of phenomena of quite different nature exist which can be described and, in the simplest cases, understood through analytic (and explicit) functions and probability distributions which exhibit some universal features. Universality classes are concomitantly observed which can be characterized through indices such as $q$. We will exhibit here some such cases, namely concerning the distribution of inter-occurrence (or inter-event) times in the areas of finance, earthquakes and genomes.

A Complex Systems Approach to Causal Discovery in Psychiatry.

PubMed

Saxe, Glenn N; Statnikov, Alexander; Fenyo, David; Ren, Jiwen; Li, Zhiguo; Prasad, Meera; Wall, Dennis; Bergman, Nora; Briggs, Ernestine C; Aliferis, Constantin

2016-01-01

Conventional research methodologies and data analytic approaches in psychiatric research are unable to reliably infer causal relations without experimental designs, or to make inferences about the functional properties of the complex systems in which psychiatric disorders are embedded. This article describes a series of studies to validate a novel hybrid computational approach--the Complex Systems-Causal Network (CS-CN) method-designed to integrate causal discovery within a complex systems framework for psychiatric research. The CS-CN method was first applied to an existing dataset on psychopathology in 163 children hospitalized with injuries (validation study). Next, it was applied to a much larger dataset of traumatized children (replication study). Finally, the CS-CN method was applied in a controlled experiment using a 'gold standard' dataset for causal discovery and compared with other methods for accurately detecting causal variables (resimulation controlled experiment). The CS-CN method successfully detected a causal network of 111 variables and 167 bivariate relations in the initial validation study. This causal network had well-defined adaptive properties and a set of variables was found that disproportionally contributed to these properties. Modeling the removal of these variables resulted in significant loss of adaptive properties. The CS-CN method was successfully applied in the replication study and performed better than traditional statistical methods, and similarly to state-of-the-art causal discovery algorithms in the causal detection experiment. The CS-CN method was validated, replicated, and yielded both novel and previously validated findings related to risk factors and potential treatments of psychiatric disorders. The novel approach yields both fine-grain (micro) and high-level (macro) insights and thus represents a promising approach for complex systems-oriented research in psychiatry.

Statistical Assessment of Variability of Terminal Restriction Fragment Length Polymorphism Analysis Applied to Complex Microbial Communities ▿ †

PubMed Central

Rossi, Pierre; Gillet, François; Rohrbach, Emmanuelle; Diaby, Nouhou; Holliger, Christof

2009-01-01

The variability of terminal restriction fragment polymorphism analysis applied to complex microbial communities was assessed statistically. Recent technological improvements were implemented in the successive steps of the procedure, resulting in a standardized procedure which provided a high level of reproducibility. PMID:19749066

Wigner surmises and the two-dimensional homogeneous Poisson point process.

PubMed

Sakhr, Jamal; Nieminen, John M

2006-04-01

We derive a set of identities that relate the higher-order interpoint spacing statistics of the two-dimensional homogeneous Poisson point process to the Wigner surmises for the higher-order spacing distributions of eigenvalues from the three classical random matrix ensembles. We also report a remarkable identity that equates the second-nearest-neighbor spacing statistics of the points of the Poisson process and the nearest-neighbor spacing statistics of complex eigenvalues from Ginibre's ensemble of 2 x 2 complex non-Hermitian random matrices.

Magnetic Reconnection during Turbulence: Statistics of X-Points and Heating

NASA Astrophysics Data System (ADS)

Shay, M. A.; Haggerty, C. C.; Parashar, T.; Matthaeus, W. H.; Phan, T.; Drake, J. F.; Servidio, S.; Wan, M.

2017-12-01

Magnetic reconnection is a ubiquitous plasma phenomenon that has been observed in turbulent plasma systems. It is an important part of the turbulent dynamics and heating of space, laboratory and astrophysical plasmas. Recent simulation and observational studies have detailed how magnetic reconnection heats plasma and this work has developed to the point where it can be applied to larger and more complex plasma systems. In this context, we examine the statistics of magnetic reconnection in fully kinetic PIC simulations to quantify the role of magnetic reconnection on energy dissipation and plasma heating. Most notably, we study the time evolution of these x-line statistics in decaying turbulence. First, we examine the distribution of reconnection rates at the x-points found in the simulation and find that their distribution is broader than the MHD counterpart, and the average value is approximately 0.1. Second, we study the time evolution of the x-points to determine when reconnection is most active in the turbulence. Finally, using our findings on these statistics, reconnection heating predictions are applied to the regions surrounding the identified x-points and this is used to study the role of magnetic reconnection in turbulent heating of plasma. The ratio of ion to electron heating rates is found to be consistent with magnetic reconnection predictions.

Long-term occlusal changes assessed by the American Board of Orthodontics' model grading system.

PubMed

Aszkler, Robert M; Preston, Charles B; Saltaji, Humam; Tabbaa, Sawsan

2014-02-01

The purpose of this study was to assess the long-term posttreatment changes in all criteria of the American Board of Orthodontics' (ABO) model grading system. We used plaster models from patients' final and posttreatment records. Thirty patients treated by 1 orthodontist using 1 bracket prescription were selected. An initial discrepancy index for each subject was performed to determine the complexity of each case. The final models were then graded using the ABO's model grading system immediately at posttreatment and postretention. Statistical analysis was performed on the 8 criteria of the model grading system, including paired t tests and Pearson correlations. An alpha of 0.05 was considered statistically significant. The average length of time between the posttreatment and postretention records was 12.7 ± 4.4 years. It was shown that alignment and rotations worsened by postretention (P = 0.014), and a weak statistically significant correlation at posttreatment and postretention was found (0.44; P = 0.016). Both marginal ridges and occlusal contacts scored less well at posttreatment. These criteria showed a significant decrease in scores between posttreatment and postretention (P <0.001), but the correlations were not statistically significant. The average total score showed a significant decrease between posttreatment and postretention (P <0.001), partly because of the large decrease in the previous 2 criteria. Higher scores for occlusal contacts and marginal ridges were found at the end of treatment; however, those scores and the overall scores for the 30 subjects improved in the postretention phase. Copyright © 2014. Published by Mosby, Inc.

Robust hierarchical state-space models reveal diel variation in travel rates of migrating leatherback turtles.

PubMed

Jonsen, Ian D; Myers, Ransom A; James, Michael C

2006-09-01

1. Biological and statistical complexity are features common to most ecological data that hinder our ability to extract meaningful patterns using conventional tools. Recent work on implementing modern statistical methods for analysis of such ecological data has focused primarily on population dynamics but other types of data, such as animal movement pathways obtained from satellite telemetry, can also benefit from the application of modern statistical tools. 2. We develop a robust hierarchical state-space approach for analysis of multiple satellite telemetry pathways obtained via the Argos system. State-space models are time-series methods that allow unobserved states and biological parameters to be estimated from data observed with error. We show that the approach can reveal important patterns in complex, noisy data where conventional methods cannot. 3. Using the largest Atlantic satellite telemetry data set for critically endangered leatherback turtles, we show that the diel pattern in travel rates of these turtles changes over different phases of their migratory cycle. While foraging in northern waters the turtles show similar travel rates during day and night, but on their southward migration to tropical waters travel rates are markedly faster during the day. These patterns are generally consistent with diving data, and may be related to changes in foraging behaviour. Interestingly, individuals that migrate southward to breed generally show higher daytime travel rates than individuals that migrate southward in a non-breeding year. 4. Our approach is extremely flexible and can be applied to many ecological analyses that use complex, sequential data.

Variability of inter-observer agreement on feasibility of partial nephrectomy before and after neoadjuvant axitinib for locally advanced renal cell carcinoma (RCC): independent analysis from a phase II trial.

PubMed

Karam, Jose A; Devine, Catherine E; Fellman, Bryan M; Urbauer, Diana L; Abel, E Jason; Allaf, Mohamad E; Bex, Axel; Lane, Brian R; Thompson, R Houston; Wood, Christopher G

2016-04-01

To evaluate how many patients could have undergone partial nephrectomy (PN) rather than radical nephrectomy (RN) before and after neoadjuvant axitinib therapy, as assessed by five independent urological oncologists, and to study the variability of inter-observer agreement. Pre- and post-systemic treatment computed tomography scans from 22 patients with clear cell renal cell carcinoma in a phase II neoadjuvant axitinib trial were reviewed by five independent urological oncologists. R.E.N.A.L. nephrometry score and κ statistics were calculated. The median R.E.N.A.L. nephrometry score changed from 11 before treatment to 10 after treatment (P = 0.002). Five tumours with moderate complexity before axitinib treatment remained moderate complexity after treatment. Of 17 tumours with high complexity before axitinib treatment, three became moderate complexity after treatment. The overall κ statistic was 0.611. Moderate-complexity κ was 0.611 vs a high-complexity κ of 0.428. Before axitinib treatment the κ was 0.550 vs 0.609 after treatment. After treatment with axitinib, all five reviewers agreed that only five patients required RN (instead of eight before treatment) and that 10 patients could now undergo PN (instead of three before treatment). The odds of PN feasibility were 22.8-times higher after treatment with axitinib. There is considerable variability in inter-observer agreement on the feasibility of PN in patients treated with neoadjuvant targeted therapy. Although more patients were candidates for PN after neoadjuvant axitinib therapy, it remains difficult to identify these patients a priori. © 2015 The Authors BJU International © 2015 BJU International Published by John Wiley & Sons Ltd.

Ionospheric scintillation studies

NASA Technical Reports Server (NTRS)

Rino, C. L.; Freemouw, E. J.

1973-01-01

The diffracted field of a monochromatic plane wave was characterized by two complex correlation functions. For a Gaussian complex field, these quantities suffice to completely define the statistics of the field. Thus, one can in principle calculate the statistics of any measurable quantity in terms of the model parameters. The best data fits were achieved for intensity statistics derived under the Gaussian statistics hypothesis. The signal structure that achieved the best fit was nearly invariant with scintillation level and irregularity source (ionosphere or solar wind). It was characterized by the fact that more than 80% of the scattered signal power is in phase quadrature with the undeviated or coherent signal component. Thus, the Gaussian-statistics hypothesis is both convenient and accurate for channel modeling work.

SAP- FORTRAN STATIC SOURCE CODE ANALYZER PROGRAM (IBM VERSION)

NASA Technical Reports Server (NTRS)

Manteufel, R.

1994-01-01

The FORTRAN Static Source Code Analyzer program, SAP, was developed to automatically gather statistics on the occurrences of statements and structures within a FORTRAN program and to provide for the reporting of those statistics. Provisions have been made for weighting each statistic and to provide an overall figure of complexity. Statistics, as well as figures of complexity, are gathered on a module by module basis. Overall summed statistics are also accumulated for the complete input source file. SAP accepts as input syntactically correct FORTRAN source code written in the FORTRAN 77 standard language. In addition, code written using features in the following languages is also accepted: VAX-11 FORTRAN, IBM S/360 FORTRAN IV Level H Extended; and Structured FORTRAN. The SAP program utilizes two external files in its analysis procedure. A keyword file allows flexibility in classifying statements and in marking a statement as either executable or non-executable. A statistical weight file allows the user to assign weights to all output statistics, thus allowing the user flexibility in defining the figure of complexity. The SAP program is written in FORTRAN IV for batch execution and has been implemented on a DEC VAX series computer under VMS and on an IBM 370 series computer under MVS. The SAP program was developed in 1978 and last updated in 1985.

SAP- FORTRAN STATIC SOURCE CODE ANALYZER PROGRAM (DEC VAX VERSION)

NASA Technical Reports Server (NTRS)

Merwarth, P. D.

1994-01-01

The FORTRAN Static Source Code Analyzer program, SAP, was developed to automatically gather statistics on the occurrences of statements and structures within a FORTRAN program and to provide for the reporting of those statistics. Provisions have been made for weighting each statistic and to provide an overall figure of complexity. Statistics, as well as figures of complexity, are gathered on a module by module basis. Overall summed statistics are also accumulated for the complete input source file. SAP accepts as input syntactically correct FORTRAN source code written in the FORTRAN 77 standard language. In addition, code written using features in the following languages is also accepted: VAX-11 FORTRAN, IBM S/360 FORTRAN IV Level H Extended; and Structured FORTRAN. The SAP program utilizes two external files in its analysis procedure. A keyword file allows flexibility in classifying statements and in marking a statement as either executable or non-executable. A statistical weight file allows the user to assign weights to all output statistics, thus allowing the user flexibility in defining the figure of complexity. The SAP program is written in FORTRAN IV for batch execution and has been implemented on a DEC VAX series computer under VMS and on an IBM 370 series computer under MVS. The SAP program was developed in 1978 and last updated in 1985.

Observing Consistency in Online Communication Patterns for User Re-Identification

PubMed Central

Venter, Hein S.

2016-01-01

Comprehension of the statistical and structural mechanisms governing human dynamics in online interaction plays a pivotal role in online user identification, online profile development, and recommender systems. However, building a characteristic model of human dynamics on the Internet involves a complete analysis of the variations in human activity patterns, which is a complex process. This complexity is inherent in human dynamics and has not been extensively studied to reveal the structural composition of human behavior. A typical method of anatomizing such a complex system is viewing all independent interconnectivity that constitutes the complexity. An examination of the various dimensions of human communication pattern in online interactions is presented in this paper. The study employed reliable server-side web data from 31 known users to explore characteristics of human-driven communications. Various machine-learning techniques were explored. The results revealed that each individual exhibited a relatively consistent, unique behavioral signature and that the logistic regression model and model tree can be used to accurately distinguish online users. These results are applicable to one-to-one online user identification processes, insider misuse investigation processes, and online profiling in various areas. PMID:27918593

Discrimination of complex mixtures by a colorimetric sensor array: coffee aromas.

PubMed

Suslick, Benjamin A; Feng, Liang; Suslick, Kenneth S

2010-03-01

The analysis of complex mixtures presents a difficult challenge even for modern analytical techniques, and the ability to discriminate among closely similar such mixtures often remains problematic. Coffee provides a readily available archetype of such highly multicomponent systems. The use of a low-cost, sensitive colorimetric sensor array for the detection and identification of coffee aromas is reported. The color changes of the sensor array were used as a digital representation of the array response and analyzed with standard statistical methods, including principal component analysis (PCA) and hierarchical clustering analysis (HCA). PCA revealed that the sensor array has exceptionally high dimensionality with 18 dimensions required to define 90% of the total variance. In quintuplicate runs of 10 commercial coffees and controls, no confusions or errors in classification by HCA were observed in 55 trials. In addition, the effects of temperature and time in the roasting of green coffee beans were readily observed and distinguishable with a resolution better than 10 degrees C and 5 min, respectively. Colorimetric sensor arrays demonstrate excellent potential for complex systems analysis in real-world applications and provide a novel method for discrimination among closely similar complex mixtures.

Discrimination of Complex Mixtures by a Colorimetric Sensor Array: Coffee Aromas

PubMed Central

Suslick, Benjamin A.; Feng, Liang; Suslick, Kenneth S.

2010-01-01

The analysis of complex mixtures presents a difficult challenge even for modern analytical techniques, and the ability to discriminate among closely similar such mixtures often remains problematic. Coffee provides a readily available archetype of such highly multicomponent systems. The use of a low-cost, sensitive colorimetric sensor array for the detection and identification of coffee aromas is reported. The color changes of the sensor array were used as a digital representation of the array response and analyzed with standard statistical methods, including principal component analysis (PCA) and hierarchical clustering analysis (HCA). PCA revealed that the sensor array has exceptionally high dimensionality with 18 dimensions required to define 90% of the total variance. In quintuplicate runs of 10 commercial coffees and controls, no confusions or errors in classification by HCA were observed in 55 trials. In addition, the effects of temperature and time in the roasting of green coffee beans were readily observed and distinguishable with a resolution better than 10 °C and 5 min, respectively. Colorimetric sensor arrays demonstrate excellent potential for complex systems analysis in real-world applications and provide a novel method for discrimination among closely similar complex mixtures. PMID:20143838

The knowledge instinct, cognitive algorithms, modeling of language and cultural evolution

NASA Astrophysics Data System (ADS)

Perlovsky, Leonid I.

2008-04-01

The talk discusses mechanisms of the mind and their engineering applications. The past attempts at designing "intelligent systems" encountered mathematical difficulties related to algorithmic complexity. The culprit turned out to be logic, which in one way or another was used not only in logic rule systems, but also in statistical, neural, and fuzzy systems. Algorithmic complexity is related to Godel's theory, a most fundamental mathematical result. These difficulties were overcome by replacing logic with a dynamic process "from vague to crisp," dynamic logic. It leads to algorithms overcoming combinatorial complexity, and resulting in orders of magnitude improvement in classical problems of detection, tracking, fusion, and prediction in noise. I present engineering applications to pattern recognition, detection, tracking, fusion, financial predictions, and Internet search engines. Mathematical and engineering efficiency of dynamic logic can also be understood as cognitive algorithm, which describes fundamental property of the mind, the knowledge instinct responsible for all our higher cognitive functions: concepts, perception, cognition, instincts, imaginations, intuitions, emotions, including emotions of the beautiful. I present our latest results in modeling evolution of languages and cultures, their interactions in these processes, and role of music in cultural evolution. Experimental data is presented that support the theory. Future directions are outlined.

Spatial network surrogates for disentangling complex system structure from spatial embedding of nodes

NASA Astrophysics Data System (ADS)

Wiedermann, Marc; Donges, Jonathan F.; Kurths, Jürgen; Donner, Reik V.

2016-04-01

Networks with nodes embedded in a metric space have gained increasing interest in recent years. The effects of spatial embedding on the networks' structural characteristics, however, are rarely taken into account when studying their macroscopic properties. Here, we propose a hierarchy of null models to generate random surrogates from a given spatially embedded network that can preserve certain global and local statistics associated with the nodes' embedding in a metric space. Comparing the original network's and the resulting surrogates' global characteristics allows one to quantify to what extent these characteristics are already predetermined by the spatial embedding of the nodes and links. We apply our framework to various real-world spatial networks and show that the proposed models capture macroscopic properties of the networks under study much better than standard random network models that do not account for the nodes' spatial embedding. Depending on the actual performance of the proposed null models, the networks are categorized into different classes. Since many real-world complex networks are in fact spatial networks, the proposed approach is relevant for disentangling the underlying complex system structure from spatial embedding of nodes in many fields, ranging from social systems over infrastructure and neurophysiology to climatology.

Optimal causal inference: estimating stored information and approximating causal architecture.

PubMed

Still, Susanne; Crutchfield, James P; Ellison, Christopher J

2010-09-01

We introduce an approach to inferring the causal architecture of stochastic dynamical systems that extends rate-distortion theory to use causal shielding--a natural principle of learning. We study two distinct cases of causal inference: optimal causal filtering and optimal causal estimation. Filtering corresponds to the ideal case in which the probability distribution of measurement sequences is known, giving a principled method to approximate a system's causal structure at a desired level of representation. We show that in the limit in which a model-complexity constraint is relaxed, filtering finds the exact causal architecture of a stochastic dynamical system, known as the causal-state partition. From this, one can estimate the amount of historical information the process stores. More generally, causal filtering finds a graded model-complexity hierarchy of approximations to the causal architecture. Abrupt changes in the hierarchy, as a function of approximation, capture distinct scales of structural organization. For nonideal cases with finite data, we show how the correct number of the underlying causal states can be found by optimal causal estimation. A previously derived model-complexity control term allows us to correct for the effect of statistical fluctuations in probability estimates and thereby avoid overfitting.

U.S. Geological Survey applied research studies of the Cheyenne River System, South Dakota; description and collation of data, water years 1987-88

USGS Publications Warehouse

Goddard, K. E.

1990-01-01

The Cheyenne River System in western South Dakota has been impacted by the discharge of about 100 million metric tons of gold-mill tailings to Whitewood Creek near Lead, South Dakota. In April 1985, the U.S. Geological Survey initiated an extensive series of research studies to investigate the magnitude of the impact and to define important processes acting on the contaminated sediments present in the system. The report presents all data collected during the 1987 and 1988 water years for these research studies. Some of the data included have been published previously. Data collected in the 1985 and 1986 water years have been published in a companion report (U.S. Geological Survey Open-File Report 88-484). Hydrologic, geochemical, and biologic data are available for sites on Whitewood Creek, and the Belle Fourche and Cheyenne Rivers. Data complexity varies from routine discharge and water-quality to very complex energy-dispersive x-ray analysis. Methods for sample collection, handling and preservation, and laboratory analysis are also presented. No interpretations or complex statistical summaries are included. (See also W89-08390) (USGS)

Causal influence in neural systems: Reconciling mechanistic-reductionist and statistical perspectives. Comment on "Foundational perspectives on causality in large-scale brain networks" by M. Mannino & S.L. Bressler

NASA Astrophysics Data System (ADS)

Griffiths, John D.

2015-12-01

The modern understanding of the brain as a large, complex network of interacting elements is a natural consequence of the Neuron Doctrine [1,2] that has been bolstered in recent years by the tools and concepts of connectomics. In this abstracted, network-centric view, the essence of neural and cognitive function derives from the flows between network elements of activity and information - or, more generally, causal influence. The appropriate characterization of causality in neural systems, therefore, is a question at the very heart of systems neuroscience.

Modeling and Simulation of Upset-Inducing Disturbances for Digital Systems in an Electromagnetic Reverberation Chamber

NASA Technical Reports Server (NTRS)

Torres-Pomales, Wilfredo

2014-01-01

This report describes a modeling and simulation approach for disturbance patterns representative of the environment experienced by a digital system in an electromagnetic reverberation chamber. The disturbance is modeled by a multi-variate statistical distribution based on empirical observations. Extended versions of the Rejection Samping and Inverse Transform Sampling techniques are developed to generate multi-variate random samples of the disturbance. The results show that Inverse Transform Sampling returns samples with higher fidelity relative to the empirical distribution. This work is part of an ongoing effort to develop a resilience assessment methodology for complex safety-critical distributed systems.

Punctuated equilibrium dynamics in human communications

NASA Astrophysics Data System (ADS)

Peng, Dan; Han, Xiao-Pu; Wei, Zong-Wen; Wang, Bing-Hong

2015-10-01

A minimal model based on network incorporating individual interactions is proposed to study the non-Poisson statistical properties of human behavior: individuals in system interact with their neighbors, the probability of an individual acting correlates to its activity, and all the individuals involved in action will change their activities randomly. The model reproduces varieties of spatial-temporal patterns observed in empirical studies of human daily communications, providing insight into various human activities and embracing a range of realistic social interacting systems, particularly, intriguing bimodal phenomenon. This model bridges priority queueing theory and punctuated equilibrium dynamics, and our modeling and analysis is likely to shed light on non-Poisson phenomena in many complex systems.

Nonequilibrium quantum dynamics and transport: from integrability to many-body localization

NASA Astrophysics Data System (ADS)

Vasseur, Romain; Moore, Joel E.

2016-06-01

We review the non-equilibrium dynamics of many-body quantum systems after a quantum quench with spatial inhomogeneities, either in the Hamiltonian or in the initial state. We focus on integrable and many-body localized systems that fail to self-thermalize in isolation and for which the standard hydrodynamical picture breaks down. The emphasis is on universal dynamics, non-equilibrium steady states and new dynamical phases of matter, and on phase transitions far from thermal equilibrium. We describe how the infinite number of conservation laws of integrable and many-body localized systems lead to complex non-equilibrium states beyond the traditional dogma of statistical mechanics.

Econophysical visualization of Adam Smith’s invisible hand

NASA Astrophysics Data System (ADS)

Cohen, Morrel H.; Eliazar, Iddo I.

2013-02-01

Consider a complex system whose macrostate is statistically observable, but yet whose operating mechanism is an unknown black-box. In this paper we address the problem of inferring, from the system’s macrostate statistics, the system’s intrinsic force yielding the observed statistics. The inference is established via two diametrically opposite approaches which result in the very same intrinsic force: a top-down approach based on the notion of entropy, and a bottom-up approach based on the notion of Langevin dynamics. The general results established are applied to the problem of visualizing the intrinsic socioeconomic force-Adam Smith’s invisible hand-shaping the distribution of wealth in human societies. Our analysis yields quantitative econophysical representations of figurative socioeconomic forces, quantitative definitions of “poor” and “rich”, and a quantitative characterization of the “poor-get-poorer” and the “rich-get-richer” phenomena.

From random microstructures to representative volume elements

NASA Astrophysics Data System (ADS)

Zeman, J.; Šejnoha, M.

2007-06-01

A unified treatment of random microstructures proposed in this contribution opens the way to efficient solutions of large-scale real world problems. The paper introduces a notion of statistically equivalent periodic unit cell (SEPUC) that replaces in a computational step the actual complex geometries on an arbitrary scale. A SEPUC is constructed such that its morphology conforms with images of real microstructures. Here, the appreciated two-point probability function and the lineal path function are employed to classify, from the statistical point of view, the geometrical arrangement of various material systems. Examples of statistically equivalent unit cells constructed for a unidirectional fibre tow, a plain weave textile composite and an irregular-coursed masonry wall are given. A specific result promoting the applicability of the SEPUC as a tool for the derivation of homogenized effective properties that are subsequently used in an independent macroscopic analysis is also presented.

Robust Statistical Detection of Power-Law Cross-Correlation.

PubMed

Blythe, Duncan A J; Nikulin, Vadim V; Müller, Klaus-Robert

2016-06-02

We show that widely used approaches in statistical physics incorrectly indicate the existence of power-law cross-correlations between financial stock market fluctuations measured over several years and the neuronal activity of the human brain lasting for only a few minutes. While such cross-correlations are nonsensical, no current methodology allows them to be reliably discarded, leaving researchers at greater risk when the spurious nature of cross-correlations is not clear from the unrelated origin of the time series and rather requires careful statistical estimation. Here we propose a theory and method (PLCC-test) which allows us to rigorously and robustly test for power-law cross-correlations, correctly detecting genuine and discarding spurious cross-correlations, thus establishing meaningful relationships between processes in complex physical systems. Our method reveals for the first time the presence of power-law cross-correlations between amplitudes of the alpha and beta frequency ranges of the human electroencephalogram.

Robust Statistical Detection of Power-Law Cross-Correlation

PubMed Central

Blythe, Duncan A. J.; Nikulin, Vadim V.; Müller, Klaus-Robert

2016-01-01

We show that widely used approaches in statistical physics incorrectly indicate the existence of power-law cross-correlations between financial stock market fluctuations measured over several years and the neuronal activity of the human brain lasting for only a few minutes. While such cross-correlations are nonsensical, no current methodology allows them to be reliably discarded, leaving researchers at greater risk when the spurious nature of cross-correlations is not clear from the unrelated origin of the time series and rather requires careful statistical estimation. Here we propose a theory and method (PLCC-test) which allows us to rigorously and robustly test for power-law cross-correlations, correctly detecting genuine and discarding spurious cross-correlations, thus establishing meaningful relationships between processes in complex physical systems. Our method reveals for the first time the presence of power-law cross-correlations between amplitudes of the alpha and beta frequency ranges of the human electroencephalogram. PMID:27250630

Statistical estimation of the potential possibilities for panoramic hydro-optic laser sensing

NASA Astrophysics Data System (ADS)

Shamanaev, Vitalii S.; Lisenko, Andrey A.

2017-11-01

For statistical estimation of the potential possibilities of the lidar with matrix photodetector placed on board an aircraft, the nonstationary equation of laser sensing of a complex multicomponent sea water medium is solved by the Monte Carlo method. The lidar return power is estimated for various optical sea water characteristics in the presence of solar background radiation. For clear waters and brightness of external background illumination of 50, 1, and 10-3 W/(m2ṡμmṡsr), the signal/noise ratio (SNR) exceeds 10 to water depths h = 45-50 m. For coastal waters, SNR >= 10 for h = 17-24 m, whereas for turbid sea waters, SNR >= 10 only to depths h = 8-12 m. Results of statistical simulation have shown that the lidar system with optimal parameters can be used for water sensing to depths of 50 m.

Seeking parsimony in hydrology and water resources technology

NASA Astrophysics Data System (ADS)

Koutsoyiannis, D.

2009-04-01

The principle of parsimony, also known as the principle of simplicity, the principle of economy and Ockham's razor, advises scientists to prefer the simplest theory among those that fit the data equally well. In this, it is an epistemic principle but reflects an ontological characterization that the universe is ultimately parsimonious. Is this principle useful and can it really be reconciled with, and implemented to, our modelling approaches of complex hydrological systems, whose elements and events are extraordinarily numerous, different and unique? The answer underlying the mainstream hydrological research of the last two decades seems to be negative. Hopes were invested to the power of computers that would enable faithful and detailed representation of the diverse system elements and the hydrological processes, based on merely "first principles" and resulting in "physically-based" models that tend to approach in complexity the real world systems. Today the account of such research endeavour seems not positive, as it did not improve model predictive capacity and processes comprehension. A return to parsimonious modelling seems to be again the promising route. The experience from recent research and from comparisons of parsimonious and complicated models indicates that the former can facilitate insight and comprehension, improve accuracy and predictive capacity, and increase efficiency. In addition - and despite aspiration that "physically based" models will have lower data requirements and, even, they ultimately become "data-free" - parsimonious models require fewer data to achieve the same accuracy with more complicated models. Naturally, the concepts that reconcile the simplicity of parsimonious models with the complexity of hydrological systems are probability theory and statistics. Probability theory provides the theoretical basis for moving from a microscopic to a macroscopic view of phenomena, by mapping sets of diverse elements and events of hydrological systems to single numbers (a probability or an expected value), and statistics provides the empirical basis of summarizing data, making inference from them, and supporting decision making in water resource management. Unfortunately, the current state of the art in probability, statistics and their union, often called stochastics, is not fully satisfactory for the needs of modelling of hydrological and water resource systems. A first problem is that stochastic modelling has traditionally relied on classical statistics, which is based on the independent "coin-tossing" prototype, rather than on the study of real-world systems whose behaviour is very different from the classical prototype. A second problem is that the stochastic models (particularly the multivariate ones) are often not parsimonious themselves. Therefore, substantial advancement of stochastics is necessary in a new paradigm of parsimonious hydrological modelling. These ideas are illustrated using several examples, namely: (a) hydrological modelling of a karst system in Bosnia and Herzegovina using three different approaches ranging from parsimonious to detailed "physically-based"; (b) parsimonious modelling of a peculiar modified catchment in Greece; (c) a stochastic approach that can replace parameter-excessive ARMA-type models with a generalized algorithm that produces any shape of autocorrelation function (consistent with the accuracy provided by the data) using a couple of parameters; (d) a multivariate stochastic approach which replaces a huge number of parameters estimated from data with coefficients estimated by the principle of maximum entropy; and (e) a parsimonious approach for decision making in multi-reservoir systems using a handful of parameters instead of thousands of decision variables.

Analysis of Power Laws, Shape Collapses, and Neural Complexity: New Techniques and MATLAB Support via the NCC Toolbox

PubMed Central

Marshall, Najja; Timme, Nicholas M.; Bennett, Nicholas; Ripp, Monica; Lautzenhiser, Edward; Beggs, John M.

2016-01-01

Neural systems include interactions that occur across many scales. Two divergent methods for characterizing such interactions have drawn on the physical analysis of critical phenomena and the mathematical study of information. Inferring criticality in neural systems has traditionally rested on fitting power laws to the property distributions of “neural avalanches” (contiguous bursts of activity), but the fractal nature of avalanche shapes has recently emerged as another signature of criticality. On the other hand, neural complexity, an information theoretic measure, has been used to capture the interplay between the functional localization of brain regions and their integration for higher cognitive functions. Unfortunately, treatments of all three methods—power-law fitting, avalanche shape collapse, and neural complexity—have suffered from shortcomings. Empirical data often contain biases that introduce deviations from true power law in the tail and head of the distribution, but deviations in the tail have often been unconsidered; avalanche shape collapse has required manual parameter tuning; and the estimation of neural complexity has relied on small data sets or statistical assumptions for the sake of computational efficiency. In this paper we present technical advancements in the analysis of criticality and complexity in neural systems. We use maximum-likelihood estimation to automatically fit power laws with left and right cutoffs, present the first automated shape collapse algorithm, and describe new techniques to account for large numbers of neural variables and small data sets in the calculation of neural complexity. In order to facilitate future research in criticality and complexity, we have made the software utilized in this analysis freely available online in the MATLAB NCC (Neural Complexity and Criticality) Toolbox. PMID:27445842

iTTVis: Interactive Visualization of Table Tennis Data.

PubMed

Wu, Yingcai; Lan, Ji; Shu, Xinhuan; Ji, Chenyang; Zhao, Kejian; Wang, Jiachen; Zhang, Hui

2018-01-01

The rapid development of information technology paved the way for the recording of fine-grained data, such as stroke techniques and stroke placements, during a table tennis match. This data recording creates opportunities to analyze and evaluate matches from new perspectives. Nevertheless, the increasingly complex data poses a significant challenge to make sense of and gain insights into. Analysts usually employ tedious and cumbersome methods which are limited to watching videos and reading statistical tables. However, existing sports visualization methods cannot be applied to visualizing table tennis competitions due to different competition rules and particular data attributes. In this work, we collaborate with data analysts to understand and characterize the sophisticated domain problem of analysis of table tennis data. We propose iTTVis, a novel interactive table tennis visualization system, which to our knowledge, is the first visual analysis system for analyzing and exploring table tennis data. iTTVis provides a holistic visualization of an entire match from three main perspectives, namely, time-oriented, statistical, and tactical analyses. The proposed system with several well-coordinated views not only supports correlation identification through statistics and pattern detection of tactics with a score timeline but also allows cross analysis to gain insights. Data analysts have obtained several new insights by using iTTVis. The effectiveness and usability of the proposed system are demonstrated with four case studies.

Potentiation Following Ballistic and Nonballistic Complexes: The Effect of Strength Level.

PubMed

Suchomel, Timothy J; Sato, Kimitake; DeWeese, Brad H; Ebben, William P; Stone, Michael H

2016-07-01

Suchomel, TJ, Sato, K, DeWeese, BH, Ebben, WP, and Stone, MH. Potentiation following ballistic and nonballistic complexes: the effect of strength level. J Strength Cond Res 30(7): 1825-1833, 2016-The purpose of this study was to compare the temporal profile of strong and weak subjects during ballistic and nonballistic potentiation complexes. Eight strong (relative back squat = 2.1 ± 0.1 times body mass) and 8 weak (relative back squat = 1.6 ± 0.2 times body mass) males performed squat jumps immediately and every minute up to 10 minutes following potentiation complexes that included ballistic or nonballistic concentric-only half-squat (COHS) performed at 90% of their 1 repetition maximum COHS. Jump height (JH) and allometrically scaled peak power (PPa) were compared using a series of 2 × 12 repeated measures analyses of variance. No statistically significant strength level main effects for JH (p = 0.442) or PPa (p = 0.078) existed during the ballistic condition. In contrast, statistically significant main effects for time existed for both JH (p = 0.014) and PPa (p < 0.001); however, no statistically significant pairwise comparisons were present (p > 0.05). Statistically significant strength level main effects existed for PPa (p = 0.039) but not for JH (p = 0.137) during the nonballistic condition. Post hoc analysis revealed that the strong subjects produced statistically greater PPa than the weaker subjects (p = 0.039). Statistically significant time main effects existed for time existed for PPa (p = 0.015), but not for JH (p = 0.178). No statistically significant strength level × time interaction effects for JH (p = 0.319) or PPa (p = 0.203) were present for the ballistic or nonballistic conditions. Practical significance indicated by effect sizes and the relationships between maximum potentiation and relative strength suggest that stronger subjects potentiate earlier and to a greater extent than weaker subjects during ballistic and nonballistic potentiation complexes.

Statistical comparison of a hybrid approach with approximate and exact inference models for Fusion 2+

NASA Astrophysics Data System (ADS)

Lee, K. David; Wiesenfeld, Eric; Gelfand, Andrew

2007-04-01

One of the greatest challenges in modern combat is maintaining a high level of timely Situational Awareness (SA). In many situations, computational complexity and accuracy considerations make the development and deployment of real-time, high-level inference tools very difficult. An innovative hybrid framework that combines Bayesian inference, in the form of Bayesian Networks, and Possibility Theory, in the form of Fuzzy Logic systems, has recently been introduced to provide a rigorous framework for high-level inference. In previous research, the theoretical basis and benefits of the hybrid approach have been developed. However, lacking is a concrete experimental comparison of the hybrid framework with traditional fusion methods, to demonstrate and quantify this benefit. The goal of this research, therefore, is to provide a statistical analysis on the comparison of the accuracy and performance of hybrid network theory, with pure Bayesian and Fuzzy systems and an inexact Bayesian system approximated using Particle Filtering. To accomplish this task, domain specific models will be developed under these different theoretical approaches and then evaluated, via Monte Carlo Simulation, in comparison to situational ground truth to measure accuracy and fidelity. Following this, a rigorous statistical analysis of the performance results will be performed, to quantify the benefit of hybrid inference to other fusion tools.

Finite Element Analysis of Reverberation Chambers

NASA Technical Reports Server (NTRS)

Bunting, Charles F.; Nguyen, Duc T.

2000-01-01

The primary motivating factor behind the initiation of this work was to provide a deterministic means of establishing the validity of the statistical methods that are recommended for the determination of fields that interact in -an avionics system. The application of finite element analysis to reverberation chambers is the initial step required to establish a reasonable course of inquiry in this particularly data-intensive study. The use of computational electromagnetics provides a high degree of control of the "experimental" parameters that can be utilized in a simulation of reverberating structures. As the work evolved there were four primary focus areas they are: 1. The eigenvalue problem for the source free problem. 2. The development of a complex efficient eigensolver. 3. The application of a source for the TE and TM fields for statistical characterization. 4. The examination of shielding effectiveness in a reverberating environment. One early purpose of this work was to establish the utility of finite element techniques in the development of an extended low frequency statistical model for reverberation phenomena. By employing finite element techniques, structures of arbitrary complexity can be analyzed due to the use of triangular shape functions in the spatial discretization. The effects of both frequency stirring and mechanical stirring are presented. It is suggested that for the low frequency operation the typical tuner size is inadequate to provide a sufficiently random field and that frequency stirring should be used. The results of the finite element analysis of the reverberation chamber illustrate io-W the potential utility of a 2D representation for enhancing the basic statistical characteristics of the chamber when operating in a low frequency regime. The basic field statistics are verified for frequency stirring over a wide range of frequencies. Mechanical stirring is shown to provide an effective frequency deviation.

A network-base analysis of CMIP5 "historical" experiments

NASA Astrophysics Data System (ADS)

Bracco, A.; Foudalis, I.; Dovrolis, C.

2012-12-01

In computer science, "complex network analysis" refers to a set of metrics, modeling tools and algorithms commonly used in the study of complex nonlinear dynamical systems. Its main premise is that the underlying topology or network structure of a system has a strong impact on its dynamics and evolution. By allowing to investigate local and non-local statistical interaction, network analysis provides a powerful, but only marginally explored, framework to validate climate models and investigate teleconnections, assessing their strength, range, and impacts on the climate system. In this work we propose a new, fast, robust and scalable methodology to examine, quantify, and visualize climate sensitivity, while constraining general circulation models (GCMs) outputs with observations. The goal of our novel approach is to uncover relations in the climate system that are not (or not fully) captured by more traditional methodologies used in climate science and often adopted from nonlinear dynamical systems analysis, and to explain known climate phenomena in terms of the network structure or its metrics. Our methodology is based on a solid theoretical framework and employs mathematical and statistical tools, exploited only tentatively in climate research so far. Suitably adapted to the climate problem, these tools can assist in visualizing the trade-offs in representing global links and teleconnections among different data sets. Here we present the methodology, and compare network properties for different reanalysis data sets and a suite of CMIP5 coupled GCM outputs. With an extensive model intercomparison in terms of the climate network that each model leads to, we quantify how each model reproduces major teleconnections, rank model performances, and identify common or specific errors in comparing model outputs and observations.

Learning reduced kinetic Monte Carlo models of complex chemistry from molecular dynamics.

PubMed

Yang, Qian; Sing-Long, Carlos A; Reed, Evan J

2017-08-01

We propose a novel statistical learning framework for automatically and efficiently building reduced kinetic Monte Carlo (KMC) models of large-scale elementary reaction networks from data generated by a single or few molecular dynamics simulations (MD). Existing approaches for identifying species and reactions from molecular dynamics typically use bond length and duration criteria, where bond duration is a fixed parameter motivated by an understanding of bond vibrational frequencies. In contrast, we show that for highly reactive systems, bond duration should be a model parameter that is chosen to maximize the predictive power of the resulting statistical model. We demonstrate our method on a high temperature, high pressure system of reacting liquid methane, and show that the learned KMC model is able to extrapolate more than an order of magnitude in time for key molecules. Additionally, our KMC model of elementary reactions enables us to isolate the most important set of reactions governing the behavior of key molecules found in the MD simulation. We develop a new data-driven algorithm to reduce the chemical reaction network which can be solved either as an integer program or efficiently using L1 regularization, and compare our results with simple count-based reduction. For our liquid methane system, we discover that rare reactions do not play a significant role in the system, and find that less than 7% of the approximately 2000 reactions observed from molecular dynamics are necessary to reproduce the molecular concentration over time of methane. The framework described in this work paves the way towards a genomic approach to studying complex chemical systems, where expensive MD simulation data can be reused to contribute to an increasingly large and accurate genome of elementary reactions and rates.

Learning reduced kinetic Monte Carlo models of complex chemistry from molecular dynamics

PubMed Central

Sing-Long, Carlos A.

2017-01-01

We propose a novel statistical learning framework for automatically and efficiently building reduced kinetic Monte Carlo (KMC) models of large-scale elementary reaction networks from data generated by a single or few molecular dynamics simulations (MD). Existing approaches for identifying species and reactions from molecular dynamics typically use bond length and duration criteria, where bond duration is a fixed parameter motivated by an understanding of bond vibrational frequencies. In contrast, we show that for highly reactive systems, bond duration should be a model parameter that is chosen to maximize the predictive power of the resulting statistical model. We demonstrate our method on a high temperature, high pressure system of reacting liquid methane, and show that the learned KMC model is able to extrapolate more than an order of magnitude in time for key molecules. Additionally, our KMC model of elementary reactions enables us to isolate the most important set of reactions governing the behavior of key molecules found in the MD simulation. We develop a new data-driven algorithm to reduce the chemical reaction network which can be solved either as an integer program or efficiently using L1 regularization, and compare our results with simple count-based reduction. For our liquid methane system, we discover that rare reactions do not play a significant role in the system, and find that less than 7% of the approximately 2000 reactions observed from molecular dynamics are necessary to reproduce the molecular concentration over time of methane. The framework described in this work paves the way towards a genomic approach to studying complex chemical systems, where expensive MD simulation data can be reused to contribute to an increasingly large and accurate genome of elementary reactions and rates. PMID:28989618

Determination of dominant biogeochemical processes in a contaminated aquifer-wetland system using multivariate statistical analysis

USGS Publications Warehouse

Baez-Cazull, S. E.; McGuire, J.T.; Cozzarelli, I.M.; Voytek, M.A.

2008-01-01

Determining the processes governing aqueous biogeochemistry in a wetland hydrologically linked to an underlying contaminated aquifer is challenging due to the complex exchange between the systems and their distinct responses to changes in precipitation, recharge, and biological activities. To evaluate temporal and spatial processes in the wetland-aquifer system, water samples were collected using cm-scale multichambered passive diffusion samplers (peepers) to span the wetland-aquifer interface over a period of 3 yr. Samples were analyzed for major cations and anions, methane, and a suite of organic acids resulting in a large dataset of over 8000 points, which was evaluated using multivariate statistics. Principal component analysis (PCA) was chosen with the purpose of exploring the sources of variation in the dataset to expose related variables and provide insight into the biogeochemical processes that control the water chemistry of the system. Factor scores computed from PCA were mapped by date and depth. Patterns observed suggest that (i) fermentation is the process controlling the greatest variability in the dataset and it peaks in May; (ii) iron and sulfate reduction were the dominant terminal electron-accepting processes in the system and were associated with fermentation but had more complex seasonal variability than fermentation; (iii) methanogenesis was also important and associated with bacterial utilization of minerals as a source of electron acceptors (e.g., barite BaSO4); and (iv) seasonal hydrological patterns (wet and dry periods) control the availability of electron acceptors through the reoxidation of reduced iron-sulfur species enhancing iron and sulfate reduction. Copyright ?? 2008 by the American Society of Agronomy, Crop Science Society of America, and Soil Science Society of America. All rights reserved.

Learning reduced kinetic Monte Carlo models of complex chemistry from molecular dynamics

DOE PAGES

Yang, Qian; Sing-Long, Carlos A.; Reed, Evan J.

2017-06-19

Here, we propose a novel statistical learning framework for automatically and efficiently building reduced kinetic Monte Carlo (KMC) models of large-scale elementary reaction networks from data generated by a single or few molecular dynamics simulations (MD). Existing approaches for identifying species and reactions from molecular dynamics typically use bond length and duration criteria, where bond duration is a fixed parameter motivated by an understanding of bond vibrational frequencies. Conversely, we show that for highly reactive systems, bond duration should be a model parameter that is chosen to maximize the predictive power of the resulting statistical model. We demonstrate our methodmore » on a high temperature, high pressure system of reacting liquid methane, and show that the learned KMC model is able to extrapolate more than an order of magnitude in time for key molecules. Additionally, our KMC model of elementary reactions enables us to isolate the most important set of reactions governing the behavior of key molecules found in the MD simulation. We develop a new data-driven algorithm to reduce the chemical reaction network which can be solved either as an integer program or efficiently using L1 regularization, and compare our results with simple count-based reduction. For our liquid methane system, we discover that rare reactions do not play a significant role in the system, and find that less than 7% of the approximately 2000 reactions observed from molecular dynamics are necessary to reproduce the molecular concentration over time of methane. Furthermore, we describe a framework in this work that paves the way towards a genomic approach to studying complex chemical systems, where expensive MD simulation data can be reused to contribute to an increasingly large and accurate genome of elementary reactions and rates.« less

Space-Time Smoothing of Complex Survey Data: Small Area Estimation for Child Mortality

PubMed Central

Mercer, Laina D; Wakefield, Jon; Pantazis, Athena; Lutambi, Angelina M; Masanja, Honorati; Clark, Samuel

2016-01-01

Many people living in low and middle-income countries are not covered by civil registration and vital statistics systems. Consequently, a wide variety of other types of data including many household sample surveys are used to estimate health and population indicators. In this paper we combine data from sample surveys and demographic surveillance systems to produce small area estimates of child mortality through time. Small area estimates are necessary to understand geographical heterogeneity in health indicators when full-coverage vital statistics are not available. For this endeavor spatio-temporal smoothing is beneficial to alleviate problems of data sparsity. The use of conventional hierarchical models requires careful thought since the survey weights may need to be considered to alleviate bias due to non-random sampling and non-response. The application that motivated this work is estimation of child mortality rates in five-year time intervals in regions of Tanzania. Data come from Demographic and Health Surveys conducted over the period 1991–2010 and two demographic surveillance system sites. We derive a variance estimator of under five years child mortality that accounts for the complex survey weighting. For our application, the hierarchical models we consider include random effects for area, time and survey and we compare models using a variety of measures including the conditional predictive ordinate (CPO). The method we propose is implemented via the fast and accurate integrated nested Laplace approximation (INLA). PMID:27468328

To b or not to b ?? A nonextensive view of b-value in the Gutenberg-Richter law.

NASA Astrophysics Data System (ADS)

Vallianatos, Filippos

2014-05-01

The Gutenberg-Richter (GR) (Gutenberg and Richter, 1944) law one of the cornerstones of modern seismology has been considered as a paradigm of manifestation of self-organized criticality since the dependence of the cumulative number of earthquakes with energy, i.e., the number of earthquakes with energy greater than E, behaves as a power law with the b value related to the critical exponent. A great number of seismic hazard studies have been originated as a result of this law. The Gutenberg-Richter (GR) law is an empirical relationship, which recent efforts relate it with general physical principles (Kagan and Knopoff, 1981; Wesnousky, 1999; Sarlis et al., 2010; Telesca, 2012; Vallianatos and Sammonds, 2013). Nonextensive statistical mechanics pioneered by Tsallis (Tsallis, 2009) provides a consistent theoretical framework for the studies of complex systems in their nonequilibrium stationary states, systems with multi fractal and self-similar structures, long-range interacting systems, etc. Earth is such system. In the present work we analyze the different pathways (originated in Sotolongo-Costa, A. Posadas , 2004; Silva et al., 2006) to extract the generalization of the G-R law as obtained in the frame of non extensive statistical physics. We estimate the b-value and we discuss its underline physics. This research has been funded by the European Union (European Social Fund) and Greek national resources under the framework of the "THALES Program: SEISMO FEAR HELLARC" project of the "Education & Lifelong Learning" Operational Programme. References Gutenberg, B. and C. F. Richter (1944). Bull. Seismol. Soc. Am. 34, 185-188. Kagan, Y. Y. and L. Knopoff (1981). J. Geophys. Res. 86, 2853-2862. Sarlis, N., E. Skordas and P. Varotsos (2010). Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 82 (2) , 021110. Silva, R., G. Franca, C. Vilar and J. Alcaniz (2006). Phys. Rev. E, 73, 026102 Sotolongo-Costa, O. and A. Posadas (2004). Phys. Rev. Lett., 92, 048501 Telesca, L. (2012). Bull. Seismol. Soc. Amer., 102,886-891. Tsallis, C. (2009). Introduction to Nonextensive Statistical Mechanics, Approaching a Complex World Springer, New York Vallianatos, F. and P. Sammonds, (2013). Tectonophysics 590, 52-58 Wesnousky, S. G. (1999). Bull. Seismol. Soc. Am. 89, 1131-1137.

Towards a Phylogenetic Approach to the Composition of Species Complexes in the North and Central American Triatoma, Vectors of Chagas Disease

PubMed Central

de la Rúa, Nicholas M.; Bustamante, Dulce M.; Menes, Marianela; Stevens, Lori; Monroy, Carlota; Kilpatrick, William; Rizzo, Donna; Klotz, Stephen A.; Schmidt, Justin; Axen, Heather J.; Dorn, Patricia L.

2014-01-01

Phylogenetic relationships of insect vectors of parasitic diseases are important for understanding the evolution of epidemiologically relevant traits, and may be useful in vector control. The subfamily Triatominae (Hemiptera:Reduviidae) includes ~140 extant species arranged in five tribes comprised of 15 genera. The genus Triatoma is the most species-rich and contains important vectors of Trypanosoma cruzi, the causative agent of Chagas disease. Triatoma species were grouped into complexes originally by morphology and more recently with the addition of information from molecular phylogenetics (the four-complex hypothesis); however, without a strict adherence to monophyly. To date, the validity of proposed species complexes has not been tested by statistical tests of topology. The goal of this study was to clarify the systematics of 19 Triatoma species from North and Central America. We inferred their evolutionary relatedness using two independent data sets: the complete nuclear Internal Transcribed Spacer-2 ribosomal DNA (ITS-2 rDNA) and head morphometrics. In addition, we used the Shimodaira-Hasegawa statistical test of topology to assess the fit of the data to a set of competing systematic hypotheses (topologies). An unconstrained topology inferred from the ITS-2 data was compared to topologies constrained based on the four-complex hypothesis or one inferred from our morphometry results. The unconstrained topology represents a statistically significant better fit of the molecular data than either the four-complex or the morphometric topology. We propose an update to the composition of species complexes in the North and Central American Triatoma, based on a phylogeny inferred from ITS-2 as a first step towards updating the phylogeny of the complexes based on monophyly and statistical tests of topologies. PMID:24681261

ARAMIS (The American Rheumatism Association Medical Information System)

PubMed Central

Fries, James F.; McShane, Dennis J.

1986-01-01

ARAMIS is a prototype of a national chronic-disease data-bank system consisting of parallel, longitudinal, clinical data sets from 17 diverse locations; the data describe the courses of thousands of patients with rheumatic disease followed over many years. Chronic-disease data-bank systems include the data themselves, protocols to ensure their quality, computer systems for their manipulation, statistical procedures for analysis and an appropriately skilled staff. Such a data resource facilitates analyzing long-term health outcomes and the factors associated with particular outcomes. Such systems are mandated by the overwhelming prevalence of chronic illness; the variability, complexity and uniqueness of a patient's course; the difficulties of traditional randomized approaches in these areas, and the time span required for studying these problems. ImagesFigure 4. PMID:3492816

Hypothesized diprotomeric enzyme complex supported by stochastic modelling of palytoxin-induced Na/K pump channels

PubMed Central

Vilallonga, Gabriel D.; de Almeida, Antônio-Carlos G.; Ribeiro, Kelison T.; Campos, Sergio V. A.

2018-01-01

The sodium–potassium pump (Na+/K+ pump) is crucial for cell physiology. Despite great advances in the understanding of this ionic pumping system, its mechanism is not completely understood. We propose the use of a statistical model checker to investigate palytoxin (PTX)-induced Na+/K+ pump channels. We modelled a system of reactions representing transitions between the conformational substates of the channel with parameters, concentrations of the substates and reaction rates extracted from simulations reported in the literature, based on electrophysiological recordings in a whole-cell configuration. The model was implemented using the UPPAAL-SMC platform. Comparing simulations and probabilistic queries from stochastic system semantics with experimental data, it was possible to propose additional reactions to reproduce the single-channel dynamic. The probabilistic analyses and simulations suggest that the PTX-induced Na+/K+ pump channel functions as a diprotomeric complex in which protein–protein interactions increase the affinity of the Na+/K+ pump for PTX. PMID:29657808

Semi-automatic image analysis methodology for the segmentation of bubbles and drops in complex dispersions occurring in bioreactors

NASA Astrophysics Data System (ADS)

Taboada, B.; Vega-Alvarado, L.; Córdova-Aguilar, M. S.; Galindo, E.; Corkidi, G.

2006-09-01

Characterization of multiphase systems occurring in fermentation processes is a time-consuming and tedious process when manual methods are used. This work describes a new semi-automatic methodology for the on-line assessment of diameters of oil drops and air bubbles occurring in a complex simulated fermentation broth. High-quality digital images were obtained from the interior of a mechanically stirred tank. These images were pre-processed to find segments of edges belonging to the objects of interest. The contours of air bubbles and oil drops were then reconstructed using an improved Hough transform algorithm which was tested in two, three and four-phase simulated fermentation model systems. The results were compared against those obtained manually by a trained observer, showing no significant statistical differences. The method was able to reduce the total processing time for the measurements of bubbles and drops in different systems by 21-50% and the manual intervention time for the segmentation procedure by 80-100%.

Self-replication with magnetic dipolar colloids

NASA Astrophysics Data System (ADS)

Dempster, Joshua M.; Zhang, Rui; Olvera de la Cruz, Monica

2015-10-01

Colloidal self-replication represents an exciting research frontier in soft matter physics. Currently, all reported self-replication schemes involve coating colloidal particles with stimuli-responsive molecules to allow switchable interactions. In this paper, we introduce a scheme using ferromagnetic dipolar colloids and preprogrammed external magnetic fields to create an autonomous self-replication system. Interparticle dipole-dipole forces and periodically varying weak-strong magnetic fields cooperate to drive colloid monomers from the solute onto templates, bind them into replicas, and dissolve template complexes. We present three general design principles for autonomous linear replicators, derived from a focused study of a minimalist sphere-dimer magnetic system in which single binding sites allow formation of dimeric templates. We show via statistical models and computer simulations that our system exhibits nonlinear growth of templates and produces nearly exponential growth (low error rate) upon adding an optimized competing electrostatic potential. We devise experimental strategies for constructing the required magnetic colloids based on documented laboratory techniques. We also present qualitative ideas about building more complex self-replicating structures utilizing magnetic colloids.

Avoiding the ensemble decorrelation problem using member-by-member post-processing

NASA Astrophysics Data System (ADS)

Van Schaeybroeck, Bert; Vannitsem, Stéphane

2014-05-01

Forecast calibration or post-processing has become a standard tool in atmospheric and climatological science due to the presence of systematic initial condition and model errors. For ensemble forecasts the most competitive methods derive from the assumption of a fixed ensemble distribution. However, when independently applying such 'statistical' methods at different locations, lead times or for multiple variables the correlation structure for individual ensemble members is destroyed. Instead of reastablishing the correlation structure as in Schefzik et al. (2013) we instead propose a calibration method that avoids such problem by correcting each ensemble member individually. Moreover, we analyse the fundamental mechanisms by which the probabilistic ensemble skill can be enhanced. In terms of continuous ranked probability score, our member-by-member approach amounts to skill gain that extends for lead times far beyond the error doubling time and which is as good as the one of the most competitive statistical approach, non-homogeneous Gaussian regression (Gneiting et al. 2005). Besides the conservation of correlation structure, additional benefits arise including the fact that higher-order ensemble moments like kurtosis and skewness are inherited from the uncorrected forecasts. Our detailed analysis is performed in the context of the Kuramoto-Sivashinsky equation and different simple models but the results extent succesfully to the ensemble forecast of the European Centre for Medium-Range Weather Forecasts (Van Schaeybroeck and Vannitsem, 2013, 2014) . References [1] Gneiting, T., Raftery, A. E., Westveld, A., Goldman, T., 2005: Calibrated probabilistic forecasting using ensemble model output statistics and minimum CRPS estimation. Mon. Weather Rev. 133, 1098-1118. [2] Schefzik, R., T.L. Thorarinsdottir, and T. Gneiting, 2013: Uncertainty Quantification in Complex Simulation Models Using Ensemble Copula Coupling. To appear in Statistical Science 28. [3] Van Schaeybroeck, B., and S. Vannitsem, 2013: Reliable probabilities through statistical post-processing of ensemble forecasts. Proceedings of the European Conference on Complex Systems 2012, Springer proceedings on complexity, XVI, p. 347-352. [4] Van Schaeybroeck, B., and S. Vannitsem, 2014: Ensemble post-processing using member-by-member approaches: theoretical aspects, under review.

Variation of musculoskeletal stress markers in the medieval population from Cedynia (Poland)--proposal of standardized scoring method application.

PubMed

Myszka, Anna; Piontek, Janusz

2012-09-01

The objective of this paper is: (a) to present a rating scale for the evaluation of the musculoskeletal stress markers; (b) to analyze the medieval population from Cedynia in terms of the degree of expression and frequency of the musculoskeletal stress markers. The presented rating scale was developed based on the variability of the morphology of muscle attachment sites, observed in the skeletal material from Cedynia (102 males and 99 females). The scale encompasses 10 musculoskeletal stress markers located on the scapula, humerus, radius, femur and tibia. The system reflects three degrees (1, 2, 3) of complexity of the muscle attachment sites morphology. The analysis of asymmetry and sexual dimorphism of the musculoskeletal stress markers was made based on the chi2 (Pearson) statistics or chi2 statistics for 2 x 2 tables. Moderate degree (2) of muscle attachment site complexity is the most frequent degree of musculoskeletal stress markers development in the population from Cedynia. Low (1) and high (3) complexity of muscle attachment site are the most seldom observed categories. No statistically significant differences between the frequencies of the musculoskeletal stress markers on the bones of the right and left side of the skeleton were noted in females. Also in males the differences found were not statistically significant. Only in the case of deltoid tuberosity (H2) p = 0.052 oscillating around the threshold value may suggest existence of a statistically significant difference in the degree of expression of this stress marker on the bone of the right and left side of the skeleton. On the bones of the right side of the skeleton dimorphic differences were observed in the glenoid tuberosity (S2), bicipital groove (H1), pronator teres origin (R2), tibial tuberosity (T1), soleal crest (T2) and linea aspera (F2). On the bones of the left side of the skeleton dimorphic differences were noted for the bicipital groove (H1), pronator teres origin (R2) and glenoid tuberosity (S2).

Book Review:

NASA Astrophysics Data System (ADS)

McKane, Alan

2003-12-01

This is a book about the modelling of complex systems and, unlike many books on this subject, concentrates on the discussion of specific systems and gives practical methods for modelling and simulating them. This is not to say that the author does not devote space to the general philosophy and definition of complex systems and agent-based modelling, but the emphasis is definitely on the development of concrete methods for analysing them. This is, in my view, to be welcomed and I thoroughly recommend the book, especially to those with a theoretical physics background who will be very much at home with the language and techniques which are used. The author has developed a formalism for understanding complex systems which is based on the Langevin approach to the study of Brownian motion. This is a mesoscopic description; details of the interactions between the Brownian particle and the molecules of the surrounding fluid are replaced by a randomly fluctuating force. Thus all microscopic detail is replaced by a coarse-grained description which encapsulates the essence of the interactions at the finer level of description. In a similar way, the influences on Brownian agents in a multi-agent system are replaced by stochastic influences which sum up the effects of these interactions on a finer scale. Unlike Brownian particles, Brownian agents are not structureless particles, but instead have some internal states so that, for instance, they may react to changes in the environment or to the presence of other agents. Most of the book is concerned with developing the idea of Brownian agents using the techniques of statistical physics. This development parallels that for Brownian particles in physics, but the author then goes on to apply the technique to problems in biology, economics and the social sciences. This is a clear and well-written book which is a useful addition to the literature on complex systems. It will be interesting to see if the use of Brownian agents becomes a standard tool in the study of complex systems in the future.

Fish: A New Computer Program for Friendly Introductory Statistics Help

ERIC Educational Resources Information Center

Brooks, Gordon P.; Raffle, Holly

2005-01-01

All introductory statistics students must master certain basic descriptive statistics, including means, standard deviations and correlations. Students must also gain insight into such complex concepts as the central limit theorem and standard error. This article introduces and describes the Friendly Introductory Statistics Help (FISH) computer…

Effect of the porous structure of activated carbon on the adsorption kinetics of gold(I) cyanide complex

NASA Astrophysics Data System (ADS)

Ibragimova, P. I.; Grebennikov, S. F.; Gur'yanov, V. V.; Fedyukevich, V. A.; Vorob'ev-Desyatovskii, N. V.

2014-06-01

The effect the porous structure of activated carbons obtained from furfural and coconut shells has on the kinetics of [Au(CN)2]- ion adsorption is studied. Effective diffusion coefficients for [Au(CN)2]- anions in transport and adsorbing pores and mass transfer coefficients in a transport system of the pores and in microporous zones are calculated using the statistical moments of the kinetic curve.

The Socially Situated Dynamics of Children's Learning Processes in Classrooms: What Do We Learn from a Complex Dynamic Systems Approach?

ERIC Educational Resources Information Center

Steenbeek, Henderien; van Vondel, Sabine; van Geert, Paul

2017-01-01

This article concentrates on the question what kind of model--conceptual and statistical--can serve as a good working model for the study of learning and teaching processes qua processes. We claim that a good way of answering this question is to begin by observing a teaching and learning process as, where, and when it occurs. In addition, a…

Nonlinear Relaxation in Population Dynamics

NASA Astrophysics Data System (ADS)

Cirone, Markus A.; de Pasquale, Ferdinando; Spagnolo, Bernardo

We analyze the nonlinear relaxation of a complex ecosystem composed of many interacting species. The ecological system is described by generalized Lotka-Volterra equations with a multiplicative noise. The transient dynamics is studied in the framework of the mean field theory and with random interaction between the species. We focus on the statistical properties of the asymptotic behaviour of the time integral of the ith population and on the distribution of the population and of the local field.

Bayesian statistics in radionuclide metrology: measurement of a decaying source

NASA Astrophysics Data System (ADS)

Bochud, François O.; Bailat, Claude J.; Laedermann, Jean-Pascal

2007-08-01

The most intuitive way of defining a probability is perhaps through the frequency at which it appears when a large number of trials are realized in identical conditions. The probability derived from the obtained histogram characterizes the so-called frequentist or conventional statistical approach. In this sense, probability is defined as a physical property of the observed system. By contrast, in Bayesian statistics, a probability is not a physical property or a directly observable quantity, but a degree of belief or an element of inference. The goal of this paper is to show how Bayesian statistics can be used in radionuclide metrology and what its advantages and disadvantages are compared with conventional statistics. This is performed through the example of an yttrium-90 source typically encountered in environmental surveillance measurement. Because of the very low activity of this kind of source and the small half-life of the radionuclide, this measurement takes several days, during which the source decays significantly. Several methods are proposed to compute simultaneously the number of unstable nuclei at a given reference time, the decay constant and the background. Asymptotically, all approaches give the same result. However, Bayesian statistics produces coherent estimates and confidence intervals in a much smaller number of measurements. Apart from the conceptual understanding of statistics, the main difficulty that could deter radionuclide metrologists from using Bayesian statistics is the complexity of the computation.

Is Statistical Learning Constrained by Lower Level Perceptual Organization?

PubMed Central

Emberson, Lauren L.; Liu, Ran; Zevin, Jason D.

2013-01-01

In order for statistical information to aid in complex developmental processes such as language acquisition, learning from higher-order statistics (e.g. across successive syllables in a speech stream to support segmentation) must be possible while perceptual abilities (e.g. speech categorization) are still developing. The current study examines how perceptual organization interacts with statistical learning. Adult participants were presented with multiple exemplars from novel, complex sound categories designed to reflect some of the spectral complexity and variability of speech. These categories were organized into sequential pairs and presented such that higher-order statistics, defined based on sound categories, could support stream segmentation. Perceptual similarity judgments and multi-dimensional scaling revealed that participants only perceived three perceptual clusters of sounds and thus did not distinguish the four experimenter-defined categories, creating a tension between lower level perceptual organization and higher-order statistical information. We examined whether the resulting pattern of learning is more consistent with statistical learning being “bottom-up,” constrained by the lower levels of organization, or “top-down,” such that higher-order statistical information of the stimulus stream takes priority over the perceptual organization, and perhaps influences perceptual organization. We consistently find evidence that learning is constrained by perceptual organization. Moreover, participants generalize their learning to novel sounds that occupy a similar perceptual space, suggesting that statistical learning occurs based on regions of or clusters in perceptual space. Overall, these results reveal a constraint on learning of sound sequences, such that statistical information is determined based on lower level organization. These findings have important implications for the role of statistical learning in language acquisition. PMID:23618755

Analytical structure, dynamics, and coarse graining of a kinetic model of an active fluid

NASA Astrophysics Data System (ADS)

Gao, Tong; Betterton, Meredith D.; Jhang, An-Sheng; Shelley, Michael J.

2017-09-01

We analyze one of the simplest active suspensions with complex dynamics: a suspension of immotile "extensor" particles that exert active extensile dipolar stresses on the fluid in which they are immersed. This is relevant to several experimental systems, such as recently studied tripartite rods that create extensile flows by consuming a chemical fuel. We first describe the system through a Doi-Onsager kinetic theory based on microscopic modeling. This theory captures the active stresses produced by the particles that can drive hydrodynamic instabilities, as well as the steric interactions of rodlike particles that lead to nematic alignment. This active nematic system yields complex flows and disclination defect dynamics very similar to phenomenological Landau-deGennes Q -tensor theories for active nematic fluids, as well as by more complex Doi-Onsager theories for polar microtubule-motor-protein systems. We apply the quasiequilibrium Bingham closure, used to study suspensions of passive microscopic rods, to develop a nonstandard Q -tensor theory. We demonstrate through simulation that this B Q -tensor theory gives an excellent analytical and statistical accounting of the suspension's complex dynamics, at a far reduced computational cost. Finally, we apply the B Q -tensor model to study the dynamics of extensor suspensions in circular and biconcave domains. In circular domains, we reproduce previous results for systems with weak nematic alignment, but for strong alignment we find unusual dynamics with activity-controlled defect production and absorption at the boundaries of the domain. In biconcave domains, a Fredericks-like transition occurs as the width of the neck connecting the two disks is varied.

Fixation of zygomatic and mandibular fractures with biodegradable plates

PubMed Central

Degala, Saikrishna; Shetty, Sujeeth; Ramya, S

2013-01-01

Context: In this prospective study, 13 randomly selected patients underwent treatment for zygomatic–complex fractures (2 site fractures) and mandibular fractures using 1.5 / 2 / 2.5-mm INION CPS biodegradable plates and screws. Aims: To assess the fixation of zygomatic-complex and mandibular fractures with biodegradable copolymer osteosynthesis system. Materials and Methods: In randomly selected 13 patients, zygomatic-complex and mandibular fractures were plated using resorbable plates and screws using Champy's principle. All the cases were evaluated clinically and radiologically for the type of fracture, need for the intermaxillary fixation (IMF) and its duration, duration of surgery, fixation at operation, state of reduction at operation, state of bone union after operation, anatomic reduction, paresthesia, occlusal discrepancies, soft tissue infection, immediate and late inflammatory reactions related to biodegradation process, and any need for the removal of the plates. Statistical Analysis Used: Descriptives, Frequencies, and Chi-square test were used. Results: In our study, the age group range was 5 to 55 years. Road traffic accidents accounted for the majority of patients six, (46.2%). Postoperative occlusal discrepancies were found in seven patients as mild to moderate, which resolved with IMF for 1-8 weeks. There were minimal complications seen and only as soft tissue infection. Conclusions: Use of biodegradable osteosynthesis system is a reliable alternative method for the fixation of zygomatic-complex and mandibular fractures. The biodegradable system still needs to be refined in material quality and handling to match the stability achieved with metal system. Biodegradable plates and screws is an ideal system for pediatric fractures with favorable outcome. PMID:23662255

Neuronal avalanches and learning

NASA Astrophysics Data System (ADS)

de Arcangelis, Lucilla

2011-05-01

Networks of living neurons represent one of the most fascinating systems of biology. If the physical and chemical mechanisms at the basis of the functioning of a single neuron are quite well understood, the collective behaviour of a system of many neurons is an extremely intriguing subject. Crucial ingredient of this complex behaviour is the plasticity property of the network, namely the capacity to adapt and evolve depending on the level of activity. This plastic ability is believed, nowadays, to be at the basis of learning and memory in real brains. Spontaneous neuronal activity has recently shown features in common to other complex systems. Experimental data have, in fact, shown that electrical information propagates in a cortex slice via an avalanche mode. These avalanches are characterized by a power law distribution for the size and duration, features found in other problems in the context of the physics of complex systems and successful models have been developed to describe their behaviour. In this contribution we discuss a statistical mechanical model for the complex activity in a neuronal network. The model implements the main physiological properties of living neurons and is able to reproduce recent experimental results. Then, we discuss the learning abilities of this neuronal network. Learning occurs via plastic adaptation of synaptic strengths by a non-uniform negative feedback mechanism. The system is able to learn all the tested rules, in particular the exclusive OR (XOR) and a random rule with three inputs. The learning dynamics exhibits universal features as function of the strength of plastic adaptation. Any rule could be learned provided that the plastic adaptation is sufficiently slow.

System of multifunctional laser polarimetry of phase and amplitude anisotropy in the diagnosis of endometriosis

NASA Astrophysics Data System (ADS)

Ushenko, Yu. O.; Dubolazov, O. V.; Olar, O. V.

2015-11-01

The theoretical background of azimuthally stable method Jones matrix mapping of histological sections of biopsy of uterine neck on the basis of spatial-frequency selection of the mechanisms of linear and circular birefringence is presented. The comparative results of measuring the coordinate distributions of complex degree of mutual anisotropy formed by polycristalline networks of blood plasma layers of donors (group 1) and patients with endometriosis (group 2). The values and ranges of change of the statistical (moments of the 1st - 4th order) parameters of complex degree of mutual anisotropy coordinate distributions are studied. The objective criteria of diagnostics of the pathology and differentiation of its severity degree are determined.

Analysis of the quantitative dermatoglyphics of the digito-palmar complex in patients with multiple sclerosis.

PubMed

Supe, S; Milicić, J; Pavićević, R

1997-06-01

Recent studies on the etiopathogenesis of multiple sclerosis (MS) all point out that there is a polygenetical predisposition for this illness. The so called "MS Trait" determines the reactivity of the immunological system upon ecological factors. The development of the glyphological science and the study of the characteristics of the digito-palmar dermatoglyphic complex (for which it was established that they are polygenetically determined characteristics) all enable a better insight into the genetic development during early embriogenesis. The aim of this study was to estimate certain differences in the dermatoglyphics of digito-palmar complexes between the group with multiple sclerosis and the comparable, phenotypically healthy groups of both sexes. This study is based on the analysis of 18 quantitative characteristics of the digito-palmar complex in 125 patients with multiple sclerosis (41 males and 84 females) in comparison to a group of 400 phenotypically healthy patients (200 males and 200 females). The conducted analysis pointed towards a statistically significant decrease of the number of digital and palmar ridges, as well as with lower values of atd angles in a group of MS patients of both sexes. The main discriminators were the characteristic palmar dermatoglyphics with the possibility that the discriminate analysis classifies over 80% of the examinees which exceeds the statistical significance. The results of this study suggest a possible discrimination of patients with MS and the phenotypically health population through the analysis of the dermatoglyphic status, and therefore the possibility that multiple sclerosis is genetically predisposed disease.

Planetary mass function and planetary systems

NASA Astrophysics Data System (ADS)

Dominik, M.

2011-02-01

With planets orbiting stars, a planetary mass function should not be seen as a low-mass extension of the stellar mass function, but a proper formalism needs to take care of the fact that the statistical properties of planet populations are linked to the properties of their respective host stars. This can be accounted for by describing planet populations by means of a differential planetary mass-radius-orbit function, which together with the fraction of stars with given properties that are orbited by planets and the stellar mass function allows the derivation of all statistics for any considered sample. These fundamental functions provide a framework for comparing statistics that result from different observing techniques and campaigns which all have their very specific selection procedures and detection efficiencies. Moreover, recent results both from gravitational microlensing campaigns and radial-velocity surveys of stars indicate that planets tend to cluster in systems rather than being the lonely child of their respective parent star. While planetary multiplicity in an observed system becomes obvious with the detection of several planets, its quantitative assessment however comes with the challenge to exclude the presence of further planets. Current exoplanet samples begin to give us first hints at the population statistics, whereas pictures of planet parameter space in its full complexity call for samples that are 2-4 orders of magnitude larger. In order to derive meaningful statistics, however, planet detection campaigns need to be designed in such a way that well-defined fully deterministic target selection, monitoring and detection criteria are applied. The probabilistic nature of gravitational microlensing makes this technique an illustrative example of all the encountered challenges and uncertainties.

Estimation of Dynamic Systems for Gene Regulatory Networks from Dependent Time-Course Data.

PubMed

Kim, Yoonji; Kim, Jaejik

2018-06-15

Dynamic system consisting of ordinary differential equations (ODEs) is a well-known tool for describing dynamic nature of gene regulatory networks (GRNs), and the dynamic features of GRNs are usually captured through time-course gene expression data. Owing to high-throughput technologies, time-course gene expression data have complex structures such as heteroscedasticity, correlations between genes, and time dependence. Since gene experiments typically yield highly noisy data with small sample size, for a more accurate prediction of the dynamics, the complex structures should be taken into account in ODE models. Hence, this study proposes an ODE model considering such data structures and a fast and stable estimation method for the ODE parameters based on the generalized profiling approach with data smoothing techniques. The proposed method also provides statistical inference for the ODE estimator and it is applied to a zebrafish retina cell network.

Statistics without Tears: Complex Statistics with Simple Arithmetic

ERIC Educational Resources Information Center

Smith, Brian

2011-01-01

One of the often overlooked aspects of modern statistics is the analysis of time series data. Modern introductory statistics courses tend to rush to probabilistic applications involving risk and confidence. Rarely does the first level course linger on such useful and fascinating topics as time series decomposition, with its practical applications…

Subband Image Coding with Jointly Optimized Quantizers

NASA Technical Reports Server (NTRS)

Kossentini, Faouzi; Chung, Wilson C.; Smith Mark J. T.

1995-01-01

An iterative design algorithm for the joint design of complexity- and entropy-constrained subband quantizers and associated entropy coders is proposed. Unlike conventional subband design algorithms, the proposed algorithm does not require the use of various bit allocation algorithms. Multistage residual quantizers are employed here because they provide greater control of the complexity-performance tradeoffs, and also because they allow efficient and effective high-order statistical modeling. The resulting subband coder exploits statistical dependencies within subbands, across subbands, and across stages, mainly through complexity-constrained high-order entropy coding. Experimental results demonstrate that the complexity-rate-distortion performance of the new subband coder is exceptional.

Model of mobile agents for sexual interactions networks

NASA Astrophysics Data System (ADS)

González, M. C.; Lind, P. G.; Herrmann, H. J.

2006-02-01

We present a novel model to simulate real social networks of complex interactions, based in a system of colliding particles (agents). The network is build by keeping track of the collisions and evolves in time with correlations which emerge due to the mobility of the agents. Therefore, statistical features are a consequence only of local collisions among its individual agents. Agent dynamics is realized by an event-driven algorithm of collisions where energy is gained as opposed to physical systems which have dissipation. The model reproduces empirical data from networks of sexual interactions, not previously obtained with other approaches.

On some stochastic formulations and related statistical moments of pharmacokinetic models.

PubMed

Matis, J H; Wehrly, T E; Metzler, C M

1983-02-01

This paper presents the deterministic and stochastic model for a linear compartment system with constant coefficients, and it develops expressions for the mean residence times (MRT) and the variances of the residence times (VRT) for the stochastic model. The expressions are relatively simple computationally, involving primarily matrix inversion, and they are elegant mathematically, in avoiding eigenvalue analysis and the complex domain. The MRT and VRT provide a set of new meaningful response measures for pharmacokinetic analysis and they give added insight into the system kinetics. The new analysis is illustrated with an example involving the cholesterol turnover in rats.

Scope of Various Random Number Generators in ant System Approach for TSP

NASA Technical Reports Server (NTRS)

Sen, S. K.; Shaykhian, Gholam Ali

2007-01-01

Experimented on heuristic, based on an ant system approach for traveling salesman problem, are several quasi- and pseudo-random number generators. This experiment is to explore if any particular generator is most desirable. Such an experiment on large samples has the potential to rank the performance of the generators for the foregoing heuristic. This is mainly to seek an answer to the controversial issue "which generator is the best in terms of quality of the result (accuracy) as well as cost of producing the result (time/computational complexity) in a probabilistic/statistical sense."

Data based identification and prediction of nonlinear and complex dynamical systems

NASA Astrophysics Data System (ADS)

Wang, Wen-Xu; Lai, Ying-Cheng; Grebogi, Celso

2016-07-01

The problem of reconstructing nonlinear and complex dynamical systems from measured data or time series is central to many scientific disciplines including physical, biological, computer, and social sciences, as well as engineering and economics. The classic approach to phase-space reconstruction through the methodology of delay-coordinate embedding has been practiced for more than three decades, but the paradigm is effective mostly for low-dimensional dynamical systems. Often, the methodology yields only a topological correspondence of the original system. There are situations in various fields of science and engineering where the systems of interest are complex and high dimensional with many interacting components. A complex system typically exhibits a rich variety of collective dynamics, and it is of great interest to be able to detect, classify, understand, predict, and control the dynamics using data that are becoming increasingly accessible due to the advances of modern information technology. To accomplish these goals, especially prediction and control, an accurate reconstruction of the original system is required. Nonlinear and complex systems identification aims at inferring, from data, the mathematical equations that govern the dynamical evolution and the complex interaction patterns, or topology, among the various components of the system. With successful reconstruction of the system equations and the connecting topology, it may be possible to address challenging and significant problems such as identification of causal relations among the interacting components and detection of hidden nodes. The "inverse" problem thus presents a grand challenge, requiring new paradigms beyond the traditional delay-coordinate embedding methodology. The past fifteen years have witnessed rapid development of contemporary complex graph theory with broad applications in interdisciplinary science and engineering. The combination of graph, information, and nonlinear dynamical systems theories with tools from statistical physics, optimization, engineering control, applied mathematics, and scientific computing enables the development of a number of paradigms to address the problem of nonlinear and complex systems reconstruction. In this Review, we describe the recent advances in this forefront and rapidly evolving field, with a focus on compressive sensing based methods. In particular, compressive sensing is a paradigm developed in recent years in applied mathematics, electrical engineering, and nonlinear physics to reconstruct sparse signals using only limited data. It has broad applications ranging from image compression/reconstruction to the analysis of large-scale sensor networks, and it has become a powerful technique to obtain high-fidelity signals for applications where sufficient observations are not available. We will describe in detail how compressive sensing can be exploited to address a diverse array of problems in data based reconstruction of nonlinear and complex networked systems. The problems include identification of chaotic systems and prediction of catastrophic bifurcations, forecasting future attractors of time-varying nonlinear systems, reconstruction of complex networks with oscillatory and evolutionary game dynamics, detection of hidden nodes, identification of chaotic elements in neuronal networks, reconstruction of complex geospatial networks and nodal positioning, and reconstruction of complex spreading networks with binary data.. A number of alternative methods, such as those based on system response to external driving, synchronization, and noise-induced dynamical correlation, will also be discussed. Due to the high relevance of network reconstruction to biological sciences, a special section is devoted to a brief survey of the current methods to infer biological networks. Finally, a number of open problems including control and controllability of complex nonlinear dynamical networks are discussed. The methods outlined in this Review are principled on various concepts in complexity science and engineering such as phase transitions, bifurcations, stabilities, and robustness. The methodologies have the potential to significantly improve our ability to understand a variety of complex dynamical systems ranging from gene regulatory systems to social networks toward the ultimate goal of controlling such systems.

Complex Network Analysis for Characterizing Global Value Chains in Equipment Manufacturing

PubMed Central

Meng, Bo; Cheng, Lihong

2017-01-01

The rise of global value chains (GVCs) characterized by the so-called “outsourcing”, “fragmentation production”, and “trade in tasks” has been considered one of the most important phenomena for the 21st century trade. GVCs also can play a decisive role in trade policy making. However, due to the increasing complexity and sophistication of international production networks, especially in the equipment manufacturing industry, conventional trade statistics and the corresponding trade indicators may give us a distorted picture of trade. This paper applies various network analysis tools to the new GVC accounting system proposed by Koopman et al. (2014) and Wang et al. (2013) in which gross exports can be decomposed into value-added terms through various routes along GVCs. This helps to divide the equipment manufacturing-related GVCs into some sub-networks with clear visualization. The empirical results of this paper significantly improve our understanding of the topology of equipment manufacturing-related GVCs as well as the interdependency of countries in these GVCs that is generally invisible from the traditional trade statistics. PMID:28081201

Statistical Analysis of the First Passage Path Ensemble of Jump Processes

NASA Astrophysics Data System (ADS)

von Kleist, Max; Schütte, Christof; Zhang, Wei

2018-02-01

The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted considerable attention in the past years. In this paper, we study the first passage path ensemble of both discrete-time and continuous-time jump processes on a finite state space. The main approach is to divide each first passage path into nonreactive and reactive segments and to study them separately. The analysis can be applied to jump processes which are non-ergodic, as well as continuous-time jump processes where the waiting time distributions are non-exponential. In the particular case that the jump processes are both Markovian and ergodic, our analysis elucidates the relations between the study of the first passage paths and the study of the transition paths in transition path theory. We provide algorithms to numerically compute statistics of the first passage path ensemble. The computational complexity of these algorithms scales with the complexity of solving a linear system, for which efficient methods are available. Several examples demonstrate the wide applicability of the derived results across research areas.

Reliability evaluation methodology for NASA applications

NASA Technical Reports Server (NTRS)

Taneja, Vidya S.

1992-01-01

Liquid rocket engine technology has been characterized by the development of complex systems containing large number of subsystems, components, and parts. The trend to even larger and more complex system is continuing. The liquid rocket engineers have been focusing mainly on performance driven designs to increase payload delivery of a launch vehicle for a given mission. In otherwords, although the failure of a single inexpensive part or component may cause the failure of the system, reliability in general has not been considered as one of the system parameters like cost or performance. Up till now, quantification of reliability has not been a consideration during system design and development in the liquid rocket industry. Engineers and managers have long been aware of the fact that the reliability of the system increases during development, but no serious attempts have been made to quantify reliability. As a result, a method to quantify reliability during design and development is needed. This includes application of probabilistic models which utilize both engineering analysis and test data. Classical methods require the use of operating data for reliability demonstration. In contrast, the method described in this paper is based on similarity, analysis, and testing combined with Bayesian statistical analysis.

Performance analysis of complex repairable industrial systems using PSO and fuzzy confidence interval based methodology.

PubMed

Garg, Harish

2013-03-01

The main objective of the present paper is to propose a methodology for analyzing the behavior of the complex repairable industrial systems. In real-life situations, it is difficult to find the most optimal design policies for MTBF (mean time between failures), MTTR (mean time to repair) and related costs by utilizing available resources and uncertain data. For this, the availability-cost optimization model has been constructed for determining the optimal design parameters for improving the system design efficiency. The uncertainties in the data related to each component of the system are estimated with the help of fuzzy and statistical methodology in the form of the triangular fuzzy numbers. Using these data, the various reliability parameters, which affects the system performance, are obtained in the form of the fuzzy membership function by the proposed confidence interval based fuzzy Lambda-Tau (CIBFLT) methodology. The computed results by CIBFLT are compared with the existing fuzzy Lambda-Tau methodology. Sensitivity analysis on the system MTBF has also been addressed. The methodology has been illustrated through a case study of washing unit, the main part of the paper industry. Copyright © 2012 ISA. Published by Elsevier Ltd. All rights reserved.

Thermostatted kinetic equations as models for complex systems in physics and life sciences.

PubMed

Bianca, Carlo

2012-12-01

Statistical mechanics is a powerful method for understanding equilibrium thermodynamics. An equivalent theoretical framework for nonequilibrium systems has remained elusive. The thermodynamic forces driving the system away from equilibrium introduce energy that must be dissipated if nonequilibrium steady states are to be obtained. Historically, further terms were introduced, collectively called a thermostat, whose original application was to generate constant-temperature equilibrium ensembles. This review surveys kinetic models coupled with time-reversible deterministic thermostats for the modeling of large systems composed both by inert matter particles and living entities. The introduction of deterministic thermostats allows to model the onset of nonequilibrium stationary states that are typical of most real-world complex systems. The first part of the paper is focused on a general presentation of the main physical and mathematical definitions and tools: nonequilibrium phenomena, Gauss least constraint principle and Gaussian thermostats. The second part provides a review of a variety of thermostatted mathematical models in physics and life sciences, including Kac, Boltzmann, Jager-Segel and the thermostatted (continuous and discrete) kinetic for active particles models. Applications refer to semiconductor devices, nanosciences, biological phenomena, vehicular traffic, social and economics systems, crowds and swarms dynamics. Copyright © 2012 Elsevier B.V. All rights reserved.

Coupling Visualization, Simulation, and Deep Learning for Ensemble Steering of Complex Energy Models: Preprint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Potter, Kristin C; Brunhart-Lupo, Nicholas J; Bush, Brian W

We have developed a framework for the exploration, design, and planning of energy systems that combines interactive visualization with machine-learning based approximations of simulations through a general purpose dataflow API. Our system provides a visual inter- face allowing users to explore an ensemble of energy simulations representing a subset of the complex input parameter space, and spawn new simulations to 'fill in' input regions corresponding to new enegery system scenarios. Unfortunately, many energy simula- tions are far too slow to provide interactive responses. To support interactive feedback, we are developing reduced-form models via machine learning techniques, which provide statistically soundmore » esti- mates of the full simulations at a fraction of the computational cost and which are used as proxies for the full-form models. Fast com- putation and an agile dataflow enhance the engagement with energy simulations, and allow researchers to better allocate computational resources to capture informative relationships within the system and provide a low-cost method for validating and quality-checking large-scale modeling efforts.« less

Towards whole-body ultra-weak photon counting and imaging with a focus on human beings: a review.

PubMed

Van Wijk, Roeland; Van Wijk, Eduard P A; van Wietmarschen, Herman A; van der Greef, Jan

2014-10-05

For decades, the relationship between ultra-weak photon emission (UPE) and the health state of the body is being studied. With the advent of systems biology, attention shifted from the association between UPE and reactive oxygen species towards UPE as a reflection of changed metabolic networks. Essential for this shift in thinking is the development of novel photon count statistical methods that more reflect the dynamics of the systems organization. Additionally, efforts to combine and correlate UPE data with other types of measurements such as metabolomics be key to understand the complexity of the human body. This review describes the history and developments in the area of human UPE research from a technical - methodological perspective, an experimental perspective and a theoretical perspective. There is ample evidence that human UPE research will allow a better understanding of the body as a complex dynamical system. The future lies in the further development of an integrated UPE and metabolomics platform for a personalized monitoring of changes of the system towards health or disease. Copyright © 2014 Elsevier B.V. All rights reserved.

Functional Genomics Assistant (FUGA): a toolbox for the analysis of complex biological networks

PubMed Central

2011-01-01

Background Cellular constituents such as proteins, DNA, and RNA form a complex web of interactions that regulate biochemical homeostasis and determine the dynamic cellular response to external stimuli. It follows that detailed understanding of these patterns is critical for the assessment of fundamental processes in cell biology and pathology. Representation and analysis of cellular constituents through network principles is a promising and popular analytical avenue towards a deeper understanding of molecular mechanisms in a system-wide context. Findings We present Functional Genomics Assistant (FUGA) - an extensible and portable MATLAB toolbox for the inference of biological relationships, graph topology analysis, random network simulation, network clustering, and functional enrichment statistics. In contrast to conventional differential expression analysis of individual genes, FUGA offers a framework for the study of system-wide properties of biological networks and highlights putative molecular targets using concepts of systems biology. Conclusion FUGA offers a simple and customizable framework for network analysis in a variety of systems biology applications. It is freely available for individual or academic use at http://code.google.com/p/fuga. PMID:22035155

The adaption and use of research codes for performance assessment

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liebetrau, A.M.

1987-05-01

Models of real-world phenomena are developed for many reasons. The models are usually, if not always, implemented in the form of a computer code. The characteristics of a code are determined largely by its intended use. Realizations or implementations of detailed mathematical models of complex physical and/or chemical processes are often referred to as research or scientific (RS) codes. Research codes typically require large amounts of computing time. One example of an RS code is a finite-element code for solving complex systems of differential equations that describe mass transfer through some geologic medium. Considerable computing time is required because computationsmore » are done at many points in time and/or space. Codes used to evaluate the overall performance of real-world physical systems are called performance assessment (PA) codes. Performance assessment codes are used to conduct simulated experiments involving systems that cannot be directly observed. Thus, PA codes usually involve repeated simulations of system performance in situations that preclude the use of conventional experimental and statistical methods. 3 figs.« less

Quantum statistics in complex networks

NASA Astrophysics Data System (ADS)

Bianconi, Ginestra

The Barabasi-Albert (BA) model for a complex network shows a characteristic power law connectivity distribution typical of scale free systems. The Ising model on the BA network shows that the ferromagnetic phase transition temperature depends logarithmically on its size. We have introduced a fitness parameter for the BA network which describes the different abilities of nodes to compete for links. This model predicts the formation of a scale free network where each node increases its connectivity in time as a power-law with an exponent depending on its fitness. This model includes the fact that the node connectivity and growth rate do not depend on the node age alone and it reproduces non trivial correlation properties of the Internet. We have proposed a model of bosonic networks by a generalization of the BA model where the properties of quantum statistics can be applied. We have introduced a fitness eta i = e-bei where the temperature T = 1/ b is determined by the noise in the system and the energy ei accounts for qualitative differences of each node for acquiring links. The results of this work show that a power law network with exponent gamma = 2 can give a Bose condensation where a single node grabs a finite fraction of all the links. In order to address the connection with self-organized processes we have introduced a model for a growing Cayley tree that generalizes the dynamics of invasion percolation. At each node we associate a parameter ei (called energy) such that the probability to grow for each node is given by pii ∝ ebei where T = 1/ b is a statistical parameter of the system determined by the noise called the temperature. This model has been solved analytically with a similar mathematical technique as the bosonic scale-free networks and it shows the self organization of the low energy nodes at the interface. In the thermodynamic limit the Fermi distribution describes the probability of the energy distribution at the interface.

SIGPI. Fault Tree Cut Set System Performance

DOE Office of Scientific and Technical Information (OSTI.GOV)

Patenaude, C.J.

1992-01-13

SIGPI computes the probabilistic performance of complex systems by combining cut set or other binary product data with probability information on each basic event. SIGPI is designed to work with either coherent systems, where the system fails when certain combinations of components fail, or noncoherent systems, where at least one cut set occurs only if at least one component of the system is operating properly. The program can handle conditionally independent components, dependent components, or a combination of component types and has been used to evaluate responses to environmental threats and seismic events. The three data types that can bemore » input are cut set data in disjoint normal form, basic component probabilities for independent basic components, and mean and covariance data for statistically dependent basic components.« less

SIGPI. Fault Tree Cut Set System Performance

DOE Office of Scientific and Technical Information (OSTI.GOV)

Patenaude, C.J.

1992-01-14

SIGPI computes the probabilistic performance of complex systems by combining cut set or other binary product data with probability information on each basic event. SIGPI is designed to work with either coherent systems, where the system fails when certain combinations of components fail, or noncoherent systems, where at least one cut set occurs only if at least one component of the system is operating properly. The program can handle conditionally independent components, dependent components, or a combination of component types and has been used to evaluate responses to environmental threats and seismic events. The three data types that can bemore » input are cut set data in disjoint normal form, basic component probabilities for independent basic components, and mean and covariance data for statistically dependent basic components.« less

Mapping gas-phase organic reactivity and concomitant secondary organic aerosol formation: chemometric dimension reduction techniques for the deconvolution of complex atmospheric data sets

NASA Astrophysics Data System (ADS)

Wyche, K. P.; Monks, P. S.; Smallbone, K. L.; Hamilton, J. F.; Alfarra, M. R.; Rickard, A. R.; McFiggans, G. B.; Jenkin, M. E.; Bloss, W. J.; Ryan, A. C.; Hewitt, C. N.; MacKenzie, A. R.

2015-07-01

Highly non-linear dynamical systems, such as those found in atmospheric chemistry, necessitate hierarchical approaches to both experiment and modelling in order to ultimately identify and achieve fundamental process-understanding in the full open system. Atmospheric simulation chambers comprise an intermediate in complexity, between a classical laboratory experiment and the full, ambient system. As such, they can generate large volumes of difficult-to-interpret data. Here we describe and implement a chemometric dimension reduction methodology for the deconvolution and interpretation of complex gas- and particle-phase composition spectra. The methodology comprises principal component analysis (PCA), hierarchical cluster analysis (HCA) and positive least-squares discriminant analysis (PLS-DA). These methods are, for the first time, applied to simultaneous gas- and particle-phase composition data obtained from a comprehensive series of environmental simulation chamber experiments focused on biogenic volatile organic compound (BVOC) photooxidation and associated secondary organic aerosol (SOA) formation. We primarily investigated the biogenic SOA precursors isoprene, α-pinene, limonene, myrcene, linalool and β-caryophyllene. The chemometric analysis is used to classify the oxidation systems and resultant SOA according to the controlling chemistry and the products formed. Results show that "model" biogenic oxidative systems can be successfully separated and classified according to their oxidation products. Furthermore, a holistic view of results obtained across both the gas- and particle-phases shows the different SOA formation chemistry, initiating in the gas-phase, proceeding to govern the differences between the various BVOC SOA compositions. The results obtained are used to describe the particle composition in the context of the oxidised gas-phase matrix. An extension of the technique, which incorporates into the statistical models data from anthropogenic (i.e. toluene) oxidation and "more realistic" plant mesocosm systems, demonstrates that such an ensemble of chemometric mapping has the potential to be used for the classification of more complex spectra of unknown origin. More specifically, the addition of mesocosm data from fig and birch tree experiments shows that isoprene and monoterpene emitting sources, respectively, can be mapped onto the statistical model structure and their positional vectors can provide insight into their biological sources and controlling oxidative chemistry. The potential to extend the methodology to the analysis of ambient air is discussed using results obtained from a zero-dimensional box model incorporating mechanistic data obtained from the Master Chemical Mechanism (MCMv3.2). Such an extension to analysing ambient air would prove a powerful asset in assisting with the identification of SOA sources and the elucidation of the underlying chemical mechanisms involved.

How Physicists Made Stable Lévy Processes Physically Plausible

NASA Astrophysics Data System (ADS)

Schinckus, Christophe

2013-08-01

Stable Lévy processes have very interesting properties for describing the complex behaviour of non-equilibrium dissipative systems such as turbulence, anomalous diffusion or financial markets. However, although these processes better fit the empirical data, some of their statistical properties can raise several theoretical problems in empirical applications because they generate infinite variables. Econophysicists have developed statistical solutions to make these processes physically plausible. This paper presents a review of these analytical solutions (truncations) for stable Lévy processes and how econophysicists transformed them into data-driven processes. The evolution of these analytical solutions is presented as a progressive research programme provided by (econo)physicists for theoretical problems encountered in financial economics in the 1960s and the 1970s.

Probing the Fluctuations of Optical Properties in Time-Resolved Spectroscopy

NASA Astrophysics Data System (ADS)

Randi, Francesco; Esposito, Martina; Giusti, Francesca; Misochko, Oleg; Parmigiani, Fulvio; Fausti, Daniele; Eckstein, Martin

2017-11-01

We show that, in optical pump-probe experiments on bulk samples, the statistical distribution of the intensity of ultrashort light pulses after interaction with a nonequilibrium complex material can be used to measure the time-dependent noise of the current in the system. We illustrate the general arguments for a photoexcited Peierls material. The transient noise spectroscopy allows us to measure to what extent electronic degrees of freedom dynamically obey the fluctuation-dissipation theorem, and how well they thermalize during the coherent lattice vibrations. The proposed statistical measurement developed here provides a new general framework to retrieve dynamical information on the excited distributions in nonequilibrium experiments, which could be extended to other degrees of freedom of magnetic or vibrational origin.

How one might miss early warning signals of critical transitions in time series data: A systematic study of two major currency pairs

PubMed Central

Ciamarra, Massimo Pica; Cheong, Siew Ann

2018-01-01

There is growing interest in the use of critical slowing down and critical fluctuations as early warning signals for critical transitions in different complex systems. However, while some studies found them effective, others found the opposite. In this paper, we investigated why this might be so, by testing three commonly used indicators: lag-1 autocorrelation, variance, and low-frequency power spectrum at anticipating critical transitions in the very-high-frequency time series data of the Australian Dollar-Japanese Yen and Swiss Franc-Japanese Yen exchange rates. Besides testing rising trends in these indicators at a strict level of confidence using the Kendall-tau test, we also required statistically significant early warning signals to be concurrent in the three indicators, which must rise to appreciable values. We then found for our data set the optimum parameters for discovering critical transitions, and showed that the set of critical transitions found is generally insensitive to variations in the parameters. Suspecting that negative results in the literature are the results of low data frequencies, we created time series with time intervals over three orders of magnitude from the raw data, and tested them for early warning signals. Early warning signals can be reliably found only if the time interval of the data is shorter than the time scale of critical transitions in our complex system of interest. Finally, we compared the set of time windows with statistically significant early warning signals with the set of time windows followed by large movements, to conclude that the early warning signals indeed provide reliable information on impending critical transitions. This reliability becomes more compelling statistically the more events we test. PMID:29538373

How one might miss early warning signals of critical transitions in time series data: A systematic study of two major currency pairs.

PubMed

Wen, Haoyu; Ciamarra, Massimo Pica; Cheong, Siew Ann

2018-01-01

There is growing interest in the use of critical slowing down and critical fluctuations as early warning signals for critical transitions in different complex systems. However, while some studies found them effective, others found the opposite. In this paper, we investigated why this might be so, by testing three commonly used indicators: lag-1 autocorrelation, variance, and low-frequency power spectrum at anticipating critical transitions in the very-high-frequency time series data of the Australian Dollar-Japanese Yen and Swiss Franc-Japanese Yen exchange rates. Besides testing rising trends in these indicators at a strict level of confidence using the Kendall-tau test, we also required statistically significant early warning signals to be concurrent in the three indicators, which must rise to appreciable values. We then found for our data set the optimum parameters for discovering critical transitions, and showed that the set of critical transitions found is generally insensitive to variations in the parameters. Suspecting that negative results in the literature are the results of low data frequencies, we created time series with time intervals over three orders of magnitude from the raw data, and tested them for early warning signals. Early warning signals can be reliably found only if the time interval of the data is shorter than the time scale of critical transitions in our complex system of interest. Finally, we compared the set of time windows with statistically significant early warning signals with the set of time windows followed by large movements, to conclude that the early warning signals indeed provide reliable information on impending critical transitions. This reliability becomes more compelling statistically the more events we test.

Statistical and dynamical remastering of classic exoplanet systems

NASA Astrophysics Data System (ADS)

Nelson, Benjamin Earl

The most powerful constraints on planet formation will come from characterizing the dynamical state of complex multi-planet systems. Unfortunately, with that complexity comes a number of factors that make analyzing these systems a computationally challenging endeavor: the sheer number of model parameters, a wonky shaped posterior distribution, and hundreds to thousands of time series measurements. In this dissertation, I will review our efforts to improve the statistical analyses of radial velocity (RV) data and their applications to some renown, dynamically complex exoplanet system. In the first project (Chapters 2 and 4), we develop a differential evolution Markov chain Monte Carlo (RUN DMC) algorithm to tackle the aforementioned difficult aspects of data analysis. We test the robustness of the algorithm in regards to the number of modeled planets (model dimensionality) and increasing dynamical strength. We apply RUN DMC to a couple classic multi-planet systems and one highly debated system from radial velocity surveys. In the second project (Chapter 5), we analyze RV data of 55 Cancri, a wide binary system known to harbor five planetary orbiting the primary. We find the inner-most planet "e" must be coplanar to within 40 degrees of the outer planets, otherwise Kozai-like perturbations will cause the planet to enter the stellar photosphere through its periastron passage. We find the orbits of planets "b" and "c" are apsidally aligned and librating with low to median amplitude (50+/-6 10 degrees), but they are not orbiting in a mean-motion resonance. In the third project (Chapters 3, 4, 6), we analyze RV data of Gliese 876, a four planet system with three participating in a multi-body resonance, i.e. a Laplace resonance. From a combined observational and statistical analysis computing Bayes factors, we find a four-planet model is favored over one with three-planets. Conditioned on this preferred model, we meaningfully constrain the three-dimensional orbital architecture of all the planets orbiting Gliese 876 based on the radial velocity data alone. By demanding orbital stability, we find the resonant planets have low mutual inclinations phi so they must be roughly coplanar (phicb = 1.41(+/-0.62/0.57) degrees and phibe = 3.87(+/-1.99/1.86 degrees). The three-dimensional Laplace argument librates chaotically with an amplitude of 50.5(+/-7.9/10.0) degrees, indicating significant past disk migration and ensuring long-term stability. In the final project (Chapter 7), we analyze the RV data for nu Octantis, a closely separated binary with an alleged planet orbiting interior and retrograde to the binary. Preliminary results place very tight constraints on the planet-binary mutual inclination but no model is dynamically stable beyond 105 years. These empirically derived models motivate the need for more sophisticated algorithms to analyze exoplanet data and will provide new challenges for planet formation models.

A New Approach to Monte Carlo Simulations in Statistical Physics

NASA Astrophysics Data System (ADS)

Landau, David P.

2002-08-01

Monte Carlo simulations [1] have become a powerful tool for the study of diverse problems in statistical/condensed matter physics. Standard methods sample the probability distribution for the states of the system, most often in the canonical ensemble, and over the past several decades enormous improvements have been made in performance. Nonetheless, difficulties arise near phase transitions-due to critical slowing down near 2nd order transitions and to metastability near 1st order transitions, and these complications limit the applicability of the method. We shall describe a new Monte Carlo approach [2] that uses a random walk in energy space to determine the density of states directly. Once the density of states is known, all thermodynamic properties can be calculated. This approach can be extended to multi-dimensional parameter spaces and should be effective for systems with complex energy landscapes, e.g., spin glasses, protein folding models, etc. Generalizations should produce a broadly applicable optimization tool. 1. A Guide to Monte Carlo Simulations in Statistical Physics, D. P. Landau and K. Binder (Cambridge U. Press, Cambridge, 2000). 2. Fugao Wang and D. P. Landau, Phys. Rev. Lett. 86, 2050 (2001); Phys. Rev. E64, 056101-1 (2001).

Far-from-Equilibrium Route to Superthermal Light in Bimodal Nanolasers

NASA Astrophysics Data System (ADS)

Marconi, Mathias; Javaloyes, Julien; Hamel, Philippe; Raineri, Fabrice; Levenson, Ariel; Yacomotti, Alejandro M.

2018-02-01

Microscale and nanoscale lasers inherently exhibit rich photon statistics due to complex light-matter interaction in a strong spontaneous emission noise background. It is well known that they may display superthermal fluctuations—photon superbunching—in specific situations due to either gain competition, leading to mode-switching instabilities, or carrier-carrier coupling in superradiant microcavities. Here we show a generic route to superbunching in bimodal nanolasers by preparing the system far from equilibrium through a parameter quench. We demonstrate, both theoretically and experimentally, that transient dynamics after a short-pump-pulse-induced quench leads to heavy-tailed superthermal statistics when projected onto the weak mode. We implement a simple experimental technique to access the probability density functions that further enables quantifying the distance from thermal equilibrium via the thermodynamic entropy. The universality of this mechanism relies on the far-from-equilibrium dynamical scenario, which can be mapped to a fast cooling process of a suspension of Brownian particles in a liquid. Our results open up new avenues to mold photon statistics in multimode optical systems and may constitute a test bed to investigate out-of-equilibrium thermodynamics using micro or nanocavity arrays.

Multivariate analysis of heavy metal contamination using river sediment cores of Nankan River, northern Taiwan

NASA Astrophysics Data System (ADS)

Lee, An-Sheng; Lu, Wei-Li; Huang, Jyh-Jaan; Chang, Queenie; Wei, Kuo-Yen; Lin, Chin-Jung; Liou, Sofia Ya Hsuan

2016-04-01

Through the geology and climate characteristic in Taiwan, generally rivers carry a lot of suspended particles. After these particles settled, they become sediments which are good sorbent for heavy metals in river system. Consequently, sediments can be found recording contamination footprint at low flow energy region, such as estuary. Seven sediment cores were collected along Nankan River, northern Taiwan, which is seriously contaminated by factory, household and agriculture input. Physico-chemical properties of these cores were derived from Itrax-XRF Core Scanner and grain size analysis. In order to interpret these complex data matrices, the multivariate statistical techniques (cluster analysis, factor analysis and discriminant analysis) were introduced to this study. Through the statistical determination, the result indicates four types of sediment. One of them represents contamination event which shows high concentration of Cu, Zn, Pb, Ni and Fe, and low concentration of Si and Zr. Furthermore, three possible contamination sources of this type of sediment were revealed by Factor Analysis. The combination of sediment analysis and multivariate statistical techniques used provides new insights into the contamination depositional history of Nankan River and could be similarly applied to other river systems to determine the scale of anthropogenic contamination.

Synthetic Earthquake Statistics From Physical Fault Models for the Lower Rhine Embayment

NASA Astrophysics Data System (ADS)

Brietzke, G. B.; Hainzl, S.; Zöller, G.

2012-04-01

As of today, seismic risk and hazard estimates mostly use pure empirical, stochastic models of earthquake fault systems tuned specifically to the vulnerable areas of interest. Although such models allow for reasonable risk estimates they fail to provide a link between the observed seismicity and the underlying physical processes. Solving a state-of-the-art fully dynamic description set of all relevant physical processes related to earthquake fault systems is likely not useful since it comes with a large number of degrees of freedom, poor constraints on its model parameters and a huge computational effort. Here, quasi-static and quasi-dynamic physical fault simulators provide a compromise between physical completeness and computational affordability and aim at providing a link between basic physical concepts and statistics of seismicity. Within the framework of quasi-static and quasi-dynamic earthquake simulators we investigate a model of the Lower Rhine Embayment (LRE) that is based upon seismological and geological data. We present and discuss statistics of the spatio-temporal behavior of generated synthetic earthquake catalogs with respect to simplification (e.g. simple two-fault cases) as well as to complication (e.g. hidden faults, geometric complexity, heterogeneities of constitutive parameters).

The geographic mosaic of Ecuadorian Y-chromosome ancestry.

PubMed

Toscanini, U; Gaviria, A; Pardo-Seco, J; Gómez-Carballa, A; Moscoso, F; Vela, M; Cobos, S; Lupero, A; Zambrano, A K; Martinón-Torres, F; Carabajo-Marcillo, A; Yunga-León, R; Ugalde-Noritz, N; Ordoñez-Ugalde, A; Salas, A

2018-03-01

Ecuadorians originated from a complex mixture of Native American indigenous people with Europeans and Africans. We analyzed Y-chromosome STRs (Y-STRs) in a sample of 415 Ecuadorians (145 using the AmpFlSTR ® Yfiler™ system [Life Technologies, USA] and 270 using the PowerPlex ® Y23 system [Promega Corp., USA]; hereafter Yfiler and PPY23, respectively) representing three main ecological continental regions of the country, namely Amazon rainforest, Andes, and Pacific coast. Diversity values are high in the three regions, and the PPY23 exhibits higher discrimination power than the Yfiler set. While summary statistics, AMOVA, and R ST distances show low to moderate levels of population stratification, inferred ancestry derived from Y-STRs reveal clear patterns of geographic variation. The major ancestry in Ecuadorian males is European (61%), followed by an important Native American component (34%); whereas the African ancestry (5%) is mainly concentrated in the Northwest corner of the country. We conclude that classical procedures for measuring population stratification do not have the desirable sensitivity. Statistical inference of ancestry from Y-STRS is a satisfactory alternative for revealing patterns of spatial variation that would pass unnoticed when using popular statistical summary indices. Copyright © 2017 Elsevier B.V. All rights reserved.

Learning predictive statistics from temporal sequences: Dynamics and strategies.

PubMed

Wang, Rui; Shen, Yuan; Tino, Peter; Welchman, Andrew E; Kourtzi, Zoe

2017-10-01

Human behavior is guided by our expectations about the future. Often, we make predictions by monitoring how event sequences unfold, even though such sequences may appear incomprehensible. Event structures in the natural environment typically vary in complexity, from simple repetition to complex probabilistic combinations. How do we learn these structures? Here we investigate the dynamics of structure learning by tracking human responses to temporal sequences that change in structure unbeknownst to the participants. Participants were asked to predict the upcoming item following a probabilistic sequence of symbols. Using a Markov process, we created a family of sequences, from simple frequency statistics (e.g., some symbols are more probable than others) to context-based statistics (e.g., symbol probability is contingent on preceding symbols). We demonstrate the dynamics with which individuals adapt to changes in the environment's statistics-that is, they extract the behaviorally relevant structures to make predictions about upcoming events. Further, we show that this structure learning relates to individual decision strategy; faster learning of complex structures relates to selection of the most probable outcome in a given context (maximizing) rather than matching of the exact sequence statistics. Our findings provide evidence for alternate routes to learning of behaviorally relevant statistics that facilitate our ability to predict future events in variable environments.

Heuristic Identification of Biological Architectures for Simulating Complex Hierarchical Genetic Interactions

PubMed Central

Moore, Jason H; Amos, Ryan; Kiralis, Jeff; Andrews, Peter C

2015-01-01

Simulation plays an essential role in the development of new computational and statistical methods for the genetic analysis of complex traits. Most simulations start with a statistical model using methods such as linear or logistic regression that specify the relationship between genotype and phenotype. This is appealing due to its simplicity and because these statistical methods are commonly used in genetic analysis. It is our working hypothesis that simulations need to move beyond simple statistical models to more realistically represent the biological complexity of genetic architecture. The goal of the present study was to develop a prototype genotype–phenotype simulation method and software that are capable of simulating complex genetic effects within the context of a hierarchical biology-based framework. Specifically, our goal is to simulate multilocus epistasis or gene–gene interaction where the genetic variants are organized within the framework of one or more genes, their regulatory regions and other regulatory loci. We introduce here the Heuristic Identification of Biological Architectures for simulating Complex Hierarchical Interactions (HIBACHI) method and prototype software for simulating data in this manner. This approach combines a biological hierarchy, a flexible mathematical framework, a liability threshold model for defining disease endpoints, and a heuristic search strategy for identifying high-order epistatic models of disease susceptibility. We provide several simulation examples using genetic models exhibiting independent main effects and three-way epistatic effects. PMID:25395175

The ASIBS Short Course: A unique strategy for increasing statistical competency of junior investigators in academic medicine.

PubMed

Benn, Emma K T; Tu, Chengcheng; Palermo, Ann-Gel S; Borrell, Luisa N; Kiernan, Michaela; Sandre, Mary; Bagiella, Emilia

2017-08-01

As clinical researchers at academic medical institutions across the United States increasingly manage complex clinical databases and registries, they often lack the statistical expertise to utilize the data for research purposes. This statistical inadequacy prevents junior investigators from disseminating clinical findings in peer-reviewed journals and from obtaining research funding, thereby hindering their potential for promotion. Underrepresented minorities, in particular, confront unique challenges as clinical investigators stemming from a lack of methodologically rigorous research training in their graduate medical education. This creates a ripple effect for them with respect to acquiring full-time appointments, obtaining federal research grants, and promotion to leadership positions in academic medicine. To fill this major gap in the statistical training of junior faculty and fellows, the authors developed the Applied Statistical Independence in Biological Systems (ASIBS) Short Course. The overall goal of ASIBS is to provide formal applied statistical training, via a hybrid distance and in-person learning format, to junior faculty and fellows actively involved in research at US academic medical institutions, with a special emphasis on underrepresented minorities. The authors present an overview of the design and implementation of ASIBS, along with a short-term evaluation of its impact for the first cohort of ASIBS participants.