Robust Control Design for Systems With Probabilistic Uncertainty

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.

2005-01-01

This paper presents a reliability- and robustness-based formulation for robust control synthesis for systems with probabilistic uncertainty. In a reliability-based formulation, the probability of violating design requirements prescribed by inequality constraints is minimized. In a robustness-based formulation, a metric which measures the tendency of a random variable/process to cluster close to a target scalar/function is minimized. A multi-objective optimization procedure, which combines stability and performance requirements in time and frequency domains, is used to search for robustly optimal compensators. Some of the fundamental differences between the proposed strategy and conventional robust control methods are: (i) unnecessary conservatism is eliminated since there is not need for convex supports, (ii) the most likely plants are favored during synthesis allowing for probabilistic robust optimality, (iii) the tradeoff between robust stability and robust performance can be explored numerically, (iv) the uncertainty set is closely related to parameters with clear physical meaning, and (v) compensators with improved robust characteristics for a given control structure can be synthesized.

Probabilistic Analysis of Gas Turbine Field Performance

NASA Technical Reports Server (NTRS)

Gorla, Rama S. R.; Pai, Shantaram S.; Rusick, Jeffrey J.

2002-01-01

A gas turbine thermodynamic cycle was computationally simulated and probabilistically evaluated in view of the several uncertainties in the performance parameters, which are indices of gas turbine health. Cumulative distribution functions and sensitivity factors were computed for the overall thermal efficiency and net specific power output due to the thermodynamic random variables. These results can be used to quickly identify the most critical design variables in order to optimize the design, enhance performance, increase system availability and make it cost effective. The analysis leads to the selection of the appropriate measurements to be used in the gas turbine health determination and to the identification of both the most critical measurements and parameters. Probabilistic analysis aims at unifying and improving the control and health monitoring of gas turbine aero-engines by increasing the quality and quantity of information available about the engine's health and performance.

Design optimization and probabilistic analysis of a hydrodynamic journal bearing

NASA Technical Reports Server (NTRS)

Liniecki, Alexander G.

1990-01-01

A nonlinear constrained optimization of a hydrodynamic bearing was performed yielding three main variables: radial clearance, bearing length to diameter ratio, and lubricating oil viscosity. As an objective function a combined model of temperature rise and oil supply has been adopted. The optimized model of the bearing has been simulated for population of 1000 cases using Monte Carlo statistical method. It appeared that the so called 'optimal solution' generated more than 50 percent of failed bearings, because their minimum oil film thickness violated stipulated minimum constraint value. As a remedy change of oil viscosity is suggested after several sensitivities of variables have been investigated.

Deterministic quantum teleportation of photonic quantum bits by a hybrid technique.

PubMed

Takeda, Shuntaro; Mizuta, Takahiro; Fuwa, Maria; van Loock, Peter; Furusawa, Akira

2013-08-15

Quantum teleportation allows for the transfer of arbitrary unknown quantum states from a sender to a spatially distant receiver, provided that the two parties share an entangled state and can communicate classically. It is the essence of many sophisticated protocols for quantum communication and computation. Photons are an optimal choice for carrying information in the form of 'flying qubits', but the teleportation of photonic quantum bits (qubits) has been limited by experimental inefficiencies and restrictions. Main disadvantages include the fundamentally probabilistic nature of linear-optics Bell measurements, as well as the need either to destroy the teleported qubit or attenuate the input qubit when the detectors do not resolve photon numbers. Here we experimentally realize fully deterministic quantum teleportation of photonic qubits without post-selection. The key step is to make use of a hybrid technique involving continuous-variable teleportation of a discrete-variable, photonic qubit. When the receiver's feedforward gain is optimally tuned, the continuous-variable teleporter acts as a pure loss channel, and the input dual-rail-encoded qubit, based on a single photon, represents a quantum error detection code against photon loss and hence remains completely intact for most teleportation events. This allows for a faithful qubit transfer even with imperfect continuous-variable entangled states: for four qubits the overall transfer fidelities range from 0.79 to 0.82 and all of them exceed the classical limit of teleportation. Furthermore, even for a relatively low level of the entanglement, qubits are teleported much more efficiently than in previous experiments, albeit post-selectively (taking into account only the qubit subspaces), and with a fidelity comparable to the previously reported values.

Probabilistic Analysis of Solid Oxide Fuel Cell Based Hybrid Gas Turbine System

NASA Technical Reports Server (NTRS)

Gorla, Rama S. R.; Pai, Shantaram S.; Rusick, Jeffrey J.

2003-01-01

The emergence of fuel cell systems and hybrid fuel cell systems requires the evolution of analysis strategies for evaluating thermodynamic performance. A gas turbine thermodynamic cycle integrated with a fuel cell was computationally simulated and probabilistically evaluated in view of the several uncertainties in the thermodynamic performance parameters. Cumulative distribution functions and sensitivity factors were computed for the overall thermal efficiency and net specific power output due to the uncertainties in the thermodynamic random variables. These results can be used to quickly identify the most critical design variables in order to optimize the design and make it cost effective. The analysis leads to the selection of criteria for gas turbine performance.

Probabilistic Reasoning for Plan Robustness

NASA Technical Reports Server (NTRS)

Schaffer, Steve R.; Clement, Bradley J.; Chien, Steve A.

2005-01-01

A planning system must reason about the uncertainty of continuous variables in order to accurately project the possible system state over time. A method is devised for directly reasoning about the uncertainty in continuous activity duration and resource usage for planning problems. By representing random variables as parametric distributions, computing projected system state can be simplified in some cases. Common approximation and novel methods are compared for over-constrained and lightly constrained domains. The system compares a few common approximation methods for an iterative repair planner. Results show improvements in robustness over the conventional non-probabilistic representation by reducing the number of constraint violations witnessed by execution. The improvement is more significant for larger problems and problems with higher resource subscription levels but diminishes as the system is allowed to accept higher risk levels.

The Use of the Direct Optimized Probabilistic Calculation Method in Design of Bolt Reinforcement for Underground and Mining Workings

PubMed Central

Krejsa, Martin; Janas, Petr; Yilmaz, Işık; Marschalko, Marian; Bouchal, Tomas

2013-01-01

The load-carrying system of each construction should fulfill several conditions which represent reliable criteria in the assessment procedure. It is the theory of structural reliability which determines probability of keeping required properties of constructions. Using this theory, it is possible to apply probabilistic computations based on the probability theory and mathematic statistics. Development of those methods has become more and more popular; it is used, in particular, in designs of load-carrying structures with the required level or reliability when at least some input variables in the design are random. The objective of this paper is to indicate the current scope which might be covered by the new method—Direct Optimized Probabilistic Calculation (DOProC) in assessments of reliability of load-carrying structures. DOProC uses a purely numerical approach without any simulation techniques. This provides more accurate solutions to probabilistic tasks, and, in some cases, such approach results in considerably faster completion of computations. DOProC can be used to solve efficiently a number of probabilistic computations. A very good sphere of application for DOProC is the assessment of the bolt reinforcement in the underground and mining workings. For the purposes above, a special software application—“Anchor”—has been developed. PMID:23935412

Optimally Stopped Optimization

NASA Astrophysics Data System (ADS)

Vinci, Walter; Lidar, Daniel

We combine the fields of heuristic optimization and optimal stopping. We propose a strategy for benchmarking randomized optimization algorithms that minimizes the expected total cost for obtaining a good solution with an optimal number of calls to the solver. To do so, rather than letting the objective function alone define a cost to be minimized, we introduce a further cost-per-call of the algorithm. We show that this problem can be formulated using optimal stopping theory. The expected cost is a flexible figure of merit for benchmarking probabilistic solvers that can be computed when the optimal solution is not known, and that avoids the biases and arbitrariness that affect other measures. The optimal stopping formulation of benchmarking directly leads to a real-time, optimal-utilization strategy for probabilistic optimizers with practical impact. We apply our formulation to benchmark the performance of a D-Wave 2X quantum annealer and the HFS solver, a specialized classical heuristic algorithm designed for low tree-width graphs. On a set of frustrated-loop instances with planted solutions defined on up to N = 1098 variables, the D-Wave device is between one to two orders of magnitude faster than the HFS solver.

Learning Additional Languages as Hierarchical Probabilistic Inference: Insights From First Language Processing.

PubMed

Pajak, Bozena; Fine, Alex B; Kleinschmidt, Dave F; Jaeger, T Florian

2016-12-01

We present a framework of second and additional language (L2/L n ) acquisition motivated by recent work on socio-indexical knowledge in first language (L1) processing. The distribution of linguistic categories covaries with socio-indexical variables (e.g., talker identity, gender, dialects). We summarize evidence that implicit probabilistic knowledge of this covariance is critical to L1 processing, and propose that L2/L n learning uses the same type of socio-indexical information to probabilistically infer latent hierarchical structure over previously learned and new languages. This structure guides the acquisition of new languages based on their inferred place within that hierarchy, and is itself continuously revised based on new input from any language. This proposal unifies L1 processing and L2/L n acquisition as probabilistic inference under uncertainty over socio-indexical structure. It also offers a new perspective on crosslinguistic influences during L2/L n learning, accommodating gradient and continued transfer (both negative and positive) from previously learned to novel languages, and vice versa.

Learning Additional Languages as Hierarchical Probabilistic Inference: Insights From First Language Processing

PubMed Central

Pajak, Bozena; Fine, Alex B.; Kleinschmidt, Dave F.; Jaeger, T. Florian

2015-01-01

We present a framework of second and additional language (L2/Ln) acquisition motivated by recent work on socio-indexical knowledge in first language (L1) processing. The distribution of linguistic categories covaries with socio-indexical variables (e.g., talker identity, gender, dialects). We summarize evidence that implicit probabilistic knowledge of this covariance is critical to L1 processing, and propose that L2/Ln learning uses the same type of socio-indexical information to probabilistically infer latent hierarchical structure over previously learned and new languages. This structure guides the acquisition of new languages based on their inferred place within that hierarchy, and is itself continuously revised based on new input from any language. This proposal unifies L1 processing and L2/Ln acquisition as probabilistic inference under uncertainty over socio-indexical structure. It also offers a new perspective on crosslinguistic influences during L2/Ln learning, accommodating gradient and continued transfer (both negative and positive) from previously learned to novel languages, and vice versa. PMID:28348442

Optimization of Adaptive Intraply Hybrid Fiber Composites with Reliability Considerations

NASA Technical Reports Server (NTRS)

Shiao, Michael C.; Chamis, Christos C.

1994-01-01

The reliability with bounded distribution parameters (mean, standard deviation) was maximized and the reliability-based cost was minimized for adaptive intra-ply hybrid fiber composites by using a probabilistic method. The probabilistic method accounts for all naturally occurring uncertainties including those in constituent material properties, fabrication variables, structure geometry, and control-related parameters. Probabilistic sensitivity factors were computed and used in the optimization procedures. For actuated change in the angle of attack of an airfoil-like composite shell structure with an adaptive torque plate, the reliability was maximized to 0.9999 probability, with constraints on the mean and standard deviation of the actuation material volume ratio (percentage of actuation composite material in a ply) and the actuation strain coefficient. The reliability-based cost was minimized for an airfoil-like composite shell structure with an adaptive skin and a mean actuation material volume ratio as the design parameter. At a O.9-mean actuation material volume ratio, the minimum cost was obtained.

Simulation Of Research And Development Projects

NASA Technical Reports Server (NTRS)

Miles, Ralph F.

1987-01-01

Measures of preference for alternative project plans calculated. Simulation of Research and Development Projects (SIMRAND) program aids in optimal allocation of research and development resources needed to achieve project goals. Models system subsets or project tasks as various network paths to final goal. Each path described in terms of such task variables as cost per hour, cost per unit, and availability of resources. Uncertainty incorporated by treating task variables as probabilistic random variables. Written in Microsoft FORTRAN 77.

Online probabilistic learning with an ensemble of forecasts

NASA Astrophysics Data System (ADS)

Thorey, Jean; Mallet, Vivien; Chaussin, Christophe

2016-04-01

Our objective is to produce a calibrated weighted ensemble to forecast a univariate time series. In addition to a meteorological ensemble of forecasts, we rely on observations or analyses of the target variable. The celebrated Continuous Ranked Probability Score (CRPS) is used to evaluate the probabilistic forecasts. However applying the CRPS on weighted empirical distribution functions (deriving from the weighted ensemble) may introduce a bias because of which minimizing the CRPS does not produce the optimal weights. Thus we propose an unbiased version of the CRPS which relies on clusters of members and is strictly proper. We adapt online learning methods for the minimization of the CRPS. These methods generate the weights associated to the members in the forecasted empirical distribution function. The weights are updated before each forecast step using only past observations and forecasts. Our learning algorithms provide the theoretical guarantee that, in the long run, the CRPS of the weighted forecasts is at least as good as the CRPS of any weighted ensemble with weights constant in time. In particular, the performance of our forecast is better than that of any subset ensemble with uniform weights. A noteworthy advantage of our algorithm is that it does not require any assumption on the distributions of the observations and forecasts, both for the application and for the theoretical guarantee to hold. As application example on meteorological forecasts for photovoltaic production integration, we show that our algorithm generates a calibrated probabilistic forecast, with significant performance improvements on probabilistic diagnostic tools (the CRPS, the reliability diagram and the rank histogram).

Design of Probabilistic Random Forests with Applications to Anticancer Drug Sensitivity Prediction

PubMed Central

Rahman, Raziur; Haider, Saad; Ghosh, Souparno; Pal, Ranadip

2015-01-01

Random forests consisting of an ensemble of regression trees with equal weights are frequently used for design of predictive models. In this article, we consider an extension of the methodology by representing the regression trees in the form of probabilistic trees and analyzing the nature of heteroscedasticity. The probabilistic tree representation allows for analytical computation of confidence intervals (CIs), and the tree weight optimization is expected to provide stricter CIs with comparable performance in mean error. We approached the ensemble of probabilistic trees’ prediction from the perspectives of a mixture distribution and as a weighted sum of correlated random variables. We applied our methodology to the drug sensitivity prediction problem on synthetic and cancer cell line encyclopedia dataset and illustrated that tree weights can be selected to reduce the average length of the CI without increase in mean error. PMID:27081304

Quantifying interindividual variability and asymmetry of face-selective regions: a probabilistic functional atlas.

PubMed

Zhen, Zonglei; Yang, Zetian; Huang, Lijie; Kong, Xiang-Zhen; Wang, Xu; Dang, Xiaobin; Huang, Yangyue; Song, Yiying; Liu, Jia

2015-06-01

Face-selective regions (FSRs) are among the most widely studied functional regions in the human brain. However, individual variability of the FSRs has not been well quantified. Here we use functional magnetic resonance imaging (fMRI) to localize the FSRs and quantify their spatial and functional variabilities in 202 healthy adults. The occipital face area (OFA), posterior and anterior fusiform face areas (pFFA and aFFA), posterior continuation of the superior temporal sulcus (pcSTS), and posterior and anterior STS (pSTS and aSTS) were delineated for each individual with a semi-automated procedure. A probabilistic atlas was constructed to characterize their interindividual variability, revealing that the FSRs were highly variable in location and extent across subjects. The variability of FSRs was further quantified on both functional (i.e., face selectivity) and spatial (i.e., volume, location of peak activation, and anatomical location) features. Considerable interindividual variability and rightward asymmetry were found in all FSRs on these features. Taken together, our work presents the first effort to characterize comprehensively the variability of FSRs in a large sample of healthy subjects, and invites future work on the origin of the variability and its relation to individual differences in behavioral performance. Moreover, the probabilistic functional atlas will provide an adequate spatial reference for mapping the face network. Copyright © 2015 Elsevier Inc. All rights reserved.

CTPPL: A Continuous Time Probabilistic Programming Language

DTIC Science & Technology

2009-07-01

recent years there has been a flurry of interest in continuous time models, mostly focused on continuous time Bayesian networks ( CTBNs ) [Nodelman, 2007... CTBNs are built on homogenous Markov processes. A homogenous Markov pro- cess is a finite state, continuous time process, consisting of an initial...q1 : xn()] ... Some state transitions can produce emissions. In a CTBN , each variable has a conditional inten- sity matrix Qu for every combination of

Exploration decisions and firms in the mineral industries

USGS Publications Warehouse

Attanasi, E.D.

1981-01-01

The purpose of this paper is to demonstrate how physical characteristics of deposits and results of past exploration enter future exploration decisions. A proposed decision model is presented that is consistent with a set of primitive probabilistic assumptions associated with deposit size distributions and discoverability. Analysis of optimal field exploration strategy showed the likely firm responses to alternative exploration taxes and effects on the distribution of future discoveries. Examination of the probabilistic elements of the decision model indicates that changes in firm expectations associated with the distribution of deposits cannot be totally offset by changes in economic variables. ?? 1981.

Probabilistic Cloning of two Single-Atom States via Thermal Cavity

NASA Astrophysics Data System (ADS)

Rui, Pin-Shu; Liu, Dao-Jun

2016-12-01

We propose a cavity QED scheme for implementing the 1 → 2 probabilistic quantum cloning (PQC) of two single-atom states. In our scheme, after the to-be-cloned atom and the assistant atom passing through the first cavity, a measurement is carried out on the assistant atom. Based on the measurement outcome we can judge whether the PQC should be continued. If the cloning fails, the other operations are omitted. This makes our scheme economical. If the PQC is continued (with the optimal probability) according to the measurement outcome, two more cavities and some unitary operations are used for achieving the PQC in a deterministic way. Our scheme is insensitive to the decays of the cavities and the atoms.

Construction of a Calibrated Probabilistic Classification Catalog: Application to 50k Variable Sources in the All-Sky Automated Survey

NASA Astrophysics Data System (ADS)

Richards, Joseph W.; Starr, Dan L.; Miller, Adam A.; Bloom, Joshua S.; Butler, Nathaniel R.; Brink, Henrik; Crellin-Quick, Arien

2012-12-01

With growing data volumes from synoptic surveys, astronomers necessarily must become more abstracted from the discovery and introspection processes. Given the scarcity of follow-up resources, there is a particularly sharp onus on the frameworks that replace these human roles to provide accurate and well-calibrated probabilistic classification catalogs. Such catalogs inform the subsequent follow-up, allowing consumers to optimize the selection of specific sources for further study and permitting rigorous treatment of classification purities and efficiencies for population studies. Here, we describe a process to produce a probabilistic classification catalog of variability with machine learning from a multi-epoch photometric survey. In addition to producing accurate classifications, we show how to estimate calibrated class probabilities and motivate the importance of probability calibration. We also introduce a methodology for feature-based anomaly detection, which allows discovery of objects in the survey that do not fit within the predefined class taxonomy. Finally, we apply these methods to sources observed by the All-Sky Automated Survey (ASAS), and release the Machine-learned ASAS Classification Catalog (MACC), a 28 class probabilistic classification catalog of 50,124 ASAS sources in the ASAS Catalog of Variable Stars. We estimate that MACC achieves a sub-20% classification error rate and demonstrate that the class posterior probabilities are reasonably calibrated. MACC classifications compare favorably to the classifications of several previous domain-specific ASAS papers and to the ASAS Catalog of Variable Stars, which had classified only 24% of those sources into one of 12 science classes.

CONSTRUCTION OF A CALIBRATED PROBABILISTIC CLASSIFICATION CATALOG: APPLICATION TO 50k VARIABLE SOURCES IN THE ALL-SKY AUTOMATED SURVEY

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

Richards, Joseph W.; Starr, Dan L.; Miller, Adam A.

2012-12-15

With growing data volumes from synoptic surveys, astronomers necessarily must become more abstracted from the discovery and introspection processes. Given the scarcity of follow-up resources, there is a particularly sharp onus on the frameworks that replace these human roles to provide accurate and well-calibrated probabilistic classification catalogs. Such catalogs inform the subsequent follow-up, allowing consumers to optimize the selection of specific sources for further study and permitting rigorous treatment of classification purities and efficiencies for population studies. Here, we describe a process to produce a probabilistic classification catalog of variability with machine learning from a multi-epoch photometric survey. In additionmore » to producing accurate classifications, we show how to estimate calibrated class probabilities and motivate the importance of probability calibration. We also introduce a methodology for feature-based anomaly detection, which allows discovery of objects in the survey that do not fit within the predefined class taxonomy. Finally, we apply these methods to sources observed by the All-Sky Automated Survey (ASAS), and release the Machine-learned ASAS Classification Catalog (MACC), a 28 class probabilistic classification catalog of 50,124 ASAS sources in the ASAS Catalog of Variable Stars. We estimate that MACC achieves a sub-20% classification error rate and demonstrate that the class posterior probabilities are reasonably calibrated. MACC classifications compare favorably to the classifications of several previous domain-specific ASAS papers and to the ASAS Catalog of Variable Stars, which had classified only 24% of those sources into one of 12 science classes.« less

Mixed oxidizer hybrid propulsion system optimization under uncertainty using applied response surface methodology and Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Whitehead, James Joshua

The analysis documented herein provides an integrated approach for the conduct of optimization under uncertainty (OUU) using Monte Carlo Simulation (MCS) techniques coupled with response surface-based methods for characterization of mixture-dependent variables. This novel methodology provides an innovative means of conducting optimization studies under uncertainty in propulsion system design. Analytic inputs are based upon empirical regression rate information obtained from design of experiments (DOE) mixture studies utilizing a mixed oxidizer hybrid rocket concept. Hybrid fuel regression rate was selected as the target response variable for optimization under uncertainty, with maximization of regression rate chosen as the driving objective. Characteristic operational conditions and propellant mixture compositions from experimental efforts conducted during previous foundational work were combined with elemental uncertainty estimates as input variables. Response surfaces for mixture-dependent variables and their associated uncertainty levels were developed using quadratic response equations incorporating single and two-factor interactions. These analysis inputs, response surface equations and associated uncertainty contributions were applied to a probabilistic MCS to develop dispersed regression rates as a function of operational and mixture input conditions within design space. Illustrative case scenarios were developed and assessed using this analytic approach including fully and partially constrained operational condition sets over all of design mixture space. In addition, optimization sets were performed across an operationally representative region in operational space and across all investigated mixture combinations. These scenarios were selected as representative examples relevant to propulsion system optimization, particularly for hybrid and solid rocket platforms. Ternary diagrams, including contour and surface plots, were developed and utilized to aid in visualization. The concept of Expanded-Durov diagrams was also adopted and adapted to this study to aid in visualization of uncertainty bounds. Regions of maximum regression rate and associated uncertainties were determined for each set of case scenarios. Application of response surface methodology coupled with probabilistic-based MCS allowed for flexible and comprehensive interrogation of mixture and operating design space during optimization cases. Analyses were also conducted to assess sensitivity of uncertainty to variations in key elemental uncertainty estimates. The methodology developed during this research provides an innovative optimization tool for future propulsion design efforts.

Possibility-based robust design optimization for the structural-acoustic system with fuzzy parameters

NASA Astrophysics Data System (ADS)

Yin, Hui; Yu, Dejie; Yin, Shengwen; Xia, Baizhan

2018-03-01

The conventional engineering optimization problems considering uncertainties are based on the probabilistic model. However, the probabilistic model may be unavailable because of the lack of sufficient objective information to construct the precise probability distribution of uncertainties. This paper proposes a possibility-based robust design optimization (PBRDO) framework for the uncertain structural-acoustic system based on the fuzzy set model, which can be constructed by expert opinions. The objective of robust design is to optimize the expectation and variability of system performance with respect to uncertainties simultaneously. In the proposed PBRDO, the entropy of the fuzzy system response is used as the variability index; the weighted sum of the entropy and expectation of the fuzzy response is used as the objective function, and the constraints are established in the possibility context. The computations for the constraints and objective function of PBRDO are a triple-loop and a double-loop nested problem, respectively, whose computational costs are considerable. To improve the computational efficiency, the target performance approach is introduced to transform the calculation of the constraints into a double-loop nested problem. To further improve the computational efficiency, a Chebyshev fuzzy method (CFM) based on the Chebyshev polynomials is proposed to estimate the objective function, and the Chebyshev interval method (CIM) is introduced to estimate the constraints, thereby the optimization problem is transformed into a single-loop one. Numerical results on a shell structural-acoustic system verify the effectiveness and feasibility of the proposed methods.

Comparison of the economic impact of different wind power forecast systems for producers

NASA Astrophysics Data System (ADS)

Alessandrini, S.; Davò, F.; Sperati, S.; Benini, M.; Delle Monache, L.

2014-05-01

Deterministic forecasts of wind production for the next 72 h at a single wind farm or at the regional level are among the main end-users requirement. However, for an optimal management of wind power production and distribution it is important to provide, together with a deterministic prediction, a probabilistic one. A deterministic forecast consists of a single value for each time in the future for the variable to be predicted, while probabilistic forecasting informs on probabilities for potential future events. This means providing information about uncertainty (i.e. a forecast of the PDF of power) in addition to the commonly provided single-valued power prediction. A significant probabilistic application is related to the trading of energy in day-ahead electricity markets. It has been shown that, when trading future wind energy production, using probabilistic wind power predictions can lead to higher benefits than those obtained by using deterministic forecasts alone. In fact, by using probabilistic forecasting it is possible to solve economic model equations trying to optimize the revenue for the producer depending, for example, on the specific penalties for forecast errors valid in that market. In this work we have applied a probabilistic wind power forecast systems based on the "analog ensemble" method for bidding wind energy during the day-ahead market in the case of a wind farm located in Italy. The actual hourly income for the plant is computed considering the actual selling energy prices and penalties proportional to the unbalancing, defined as the difference between the day-ahead offered energy and the actual production. The economic benefit of using a probabilistic approach for the day-ahead energy bidding are evaluated, resulting in an increase of 23% of the annual income for a wind farm owner in the case of knowing "a priori" the future energy prices. The uncertainty on price forecasting partly reduces the economic benefit gained by using a probabilistic energy forecast system.

A multipopulation PSO based memetic algorithm for permutation flow shop scheduling.

PubMed

Liu, Ruochen; Ma, Chenlin; Ma, Wenping; Li, Yangyang

2013-01-01

The permutation flow shop scheduling problem (PFSSP) is part of production scheduling, which belongs to the hardest combinatorial optimization problem. In this paper, a multipopulation particle swarm optimization (PSO) based memetic algorithm (MPSOMA) is proposed in this paper. In the proposed algorithm, the whole particle swarm population is divided into three subpopulations in which each particle evolves itself by the standard PSO and then updates each subpopulation by using different local search schemes such as variable neighborhood search (VNS) and individual improvement scheme (IIS). Then, the best particle of each subpopulation is selected to construct a probabilistic model by using estimation of distribution algorithm (EDA) and three particles are sampled from the probabilistic model to update the worst individual in each subpopulation. The best particle in the entire particle swarm is used to update the global optimal solution. The proposed MPSOMA is compared with two recently proposed algorithms, namely, PSO based memetic algorithm (PSOMA) and hybrid particle swarm optimization with estimation of distribution algorithm (PSOEDA), on 29 well-known PFFSPs taken from OR-library, and the experimental results show that it is an effective approach for the PFFSP.

Stochastic reduced order models for inverse problems under uncertainty

PubMed Central

Warner, James E.; Aquino, Wilkins; Grigoriu, Mircea D.

2014-01-01

This work presents a novel methodology for solving inverse problems under uncertainty using stochastic reduced order models (SROMs). Given statistical information about an observed state variable in a system, unknown parameters are estimated probabilistically through the solution of a model-constrained, stochastic optimization problem. The point of departure and crux of the proposed framework is the representation of a random quantity using a SROM - a low dimensional, discrete approximation to a continuous random element that permits e cient and non-intrusive stochastic computations. Characterizing the uncertainties with SROMs transforms the stochastic optimization problem into a deterministic one. The non-intrusive nature of SROMs facilitates e cient gradient computations for random vector unknowns and relies entirely on calls to existing deterministic solvers. Furthermore, the method is naturally extended to handle multiple sources of uncertainty in cases where state variable data, system parameters, and boundary conditions are all considered random. The new and widely-applicable SROM framework is formulated for a general stochastic optimization problem in terms of an abstract objective function and constraining model. For demonstration purposes, however, we study its performance in the specific case of inverse identification of random material parameters in elastodynamics. We demonstrate the ability to efficiently recover random shear moduli given material displacement statistics as input data. We also show that the approach remains effective for the case where the loading in the problem is random as well. PMID:25558115

Optimally Stopped Optimization

NASA Astrophysics Data System (ADS)

Vinci, Walter; Lidar, Daniel A.

2016-11-01

We combine the fields of heuristic optimization and optimal stopping. We propose a strategy for benchmarking randomized optimization algorithms that minimizes the expected total cost for obtaining a good solution with an optimal number of calls to the solver. To do so, rather than letting the objective function alone define a cost to be minimized, we introduce a further cost-per-call of the algorithm. We show that this problem can be formulated using optimal stopping theory. The expected cost is a flexible figure of merit for benchmarking probabilistic solvers that can be computed when the optimal solution is not known and that avoids the biases and arbitrariness that affect other measures. The optimal stopping formulation of benchmarking directly leads to a real-time optimal-utilization strategy for probabilistic optimizers with practical impact. We apply our formulation to benchmark simulated annealing on a class of maximum-2-satisfiability (MAX2SAT) problems. We also compare the performance of a D-Wave 2X quantum annealer to the Hamze-Freitas-Selby (HFS) solver, a specialized classical heuristic algorithm designed for low-tree-width graphs. On a set of frustrated-loop instances with planted solutions defined on up to N =1098 variables, the D-Wave device is 2 orders of magnitude faster than the HFS solver, and, modulo known caveats related to suboptimal annealing times, exhibits identical scaling with problem size.

A Unified Probabilistic Framework for Dose-Response Assessment of Human Health Effects.

PubMed

Chiu, Weihsueh A; Slob, Wout

2015-12-01

When chemical health hazards have been identified, probabilistic dose-response assessment ("hazard characterization") quantifies uncertainty and/or variability in toxicity as a function of human exposure. Existing probabilistic approaches differ for different types of endpoints or modes-of-action, lacking a unifying framework. We developed a unified framework for probabilistic dose-response assessment. We established a framework based on four principles: a) individual and population dose responses are distinct; b) dose-response relationships for all (including quantal) endpoints can be recast as relating to an underlying continuous measure of response at the individual level; c) for effects relevant to humans, "effect metrics" can be specified to define "toxicologically equivalent" sizes for this underlying individual response; and d) dose-response assessment requires making adjustments and accounting for uncertainty and variability. We then derived a step-by-step probabilistic approach for dose-response assessment of animal toxicology data similar to how nonprobabilistic reference doses are derived, illustrating the approach with example non-cancer and cancer datasets. Probabilistically derived exposure limits are based on estimating a "target human dose" (HDMI), which requires risk management-informed choices for the magnitude (M) of individual effect being protected against, the remaining incidence (I) of individuals with effects ≥ M in the population, and the percent confidence. In the example datasets, probabilistically derived 90% confidence intervals for HDMI values span a 40- to 60-fold range, where I = 1% of the population experiences ≥ M = 1%-10% effect sizes. Although some implementation challenges remain, this unified probabilistic framework can provide substantially more complete and transparent characterization of chemical hazards and support better-informed risk management decisions.

PCEMCAN - Probabilistic Ceramic Matrix Composites Analyzer: User's Guide, Version 1.0

NASA Technical Reports Server (NTRS)

Shah, Ashwin R.; Mital, Subodh K.; Murthy, Pappu L. N.

1998-01-01

PCEMCAN (Probabalistic CEramic Matrix Composites ANalyzer) is an integrated computer code developed at NASA Lewis Research Center that simulates uncertainties associated with the constituent properties, manufacturing process, and geometric parameters of fiber reinforced ceramic matrix composites and quantifies their random thermomechanical behavior. The PCEMCAN code can perform the deterministic as well as probabilistic analyses to predict thermomechanical properties. This User's guide details the step-by-step procedure to create input file and update/modify the material properties database required to run PCEMCAN computer code. An overview of the geometric conventions, micromechanical unit cell, nonlinear constitutive relationship and probabilistic simulation methodology is also provided in the manual. Fast probability integration as well as Monte-Carlo simulation methods are available for the uncertainty simulation. Various options available in the code to simulate probabilistic material properties and quantify sensitivity of the primitive random variables have been described. The description of deterministic as well as probabilistic results have been described using demonstration problems. For detailed theoretical description of deterministic and probabilistic analyses, the user is referred to the companion documents "Computational Simulation of Continuous Fiber-Reinforced Ceramic Matrix Composite Behavior," NASA TP-3602, 1996 and "Probabilistic Micromechanics and Macromechanics for Ceramic Matrix Composites", NASA TM 4766, June 1997.

Robustness-Based Design Optimization Under Data Uncertainty

NASA Technical Reports Server (NTRS)

Zaman, Kais; McDonald, Mark; Mahadevan, Sankaran; Green, Lawrence

2010-01-01

This paper proposes formulations and algorithms for design optimization under both aleatory (i.e., natural or physical variability) and epistemic uncertainty (i.e., imprecise probabilistic information), from the perspective of system robustness. The proposed formulations deal with epistemic uncertainty arising from both sparse and interval data without any assumption about the probability distributions of the random variables. A decoupled approach is proposed in this paper to un-nest the robustness-based design from the analysis of non-design epistemic variables to achieve computational efficiency. The proposed methods are illustrated for the upper stage design problem of a two-stage-to-orbit (TSTO) vehicle, where the information on the random design inputs are only available as sparse point and/or interval data. As collecting more data reduces uncertainty but increases cost, the effect of sample size on the optimality and robustness of the solution is also studied. A method is developed to determine the optimal sample size for sparse point data that leads to the solutions of the design problem that are least sensitive to variations in the input random variables.

A probabilistic multi-criteria decision making technique for conceptual and preliminary aerospace systems design

NASA Astrophysics Data System (ADS)

Bandte, Oliver

It has always been the intention of systems engineering to invent or produce the best product possible. Many design techniques have been introduced over the course of decades that try to fulfill this intention. Unfortunately, no technique has succeeded in combining multi-criteria decision making with probabilistic design. The design technique developed in this thesis, the Joint Probabilistic Decision Making (JPDM) technique, successfully overcomes this deficiency by generating a multivariate probability distribution that serves in conjunction with a criterion value range of interest as a universally applicable objective function for multi-criteria optimization and product selection. This new objective function constitutes a meaningful Xnetric, called Probability of Success (POS), that allows the customer or designer to make a decision based on the chance of satisfying the customer's goals. In order to incorporate a joint probabilistic formulation into the systems design process, two algorithms are created that allow for an easy implementation into a numerical design framework: the (multivariate) Empirical Distribution Function and the Joint Probability Model. The Empirical Distribution Function estimates the probability that an event occurred by counting how many times it occurred in a given sample. The Joint Probability Model on the other hand is an analytical parametric model for the multivariate joint probability. It is comprised of the product of the univariate criterion distributions, generated by the traditional probabilistic design process, multiplied with a correlation function that is based on available correlation information between pairs of random variables. JPDM is an excellent tool for multi-objective optimization and product selection, because of its ability to transform disparate objectives into a single figure of merit, the likelihood of successfully meeting all goals or POS. The advantage of JPDM over other multi-criteria decision making techniques is that POS constitutes a single optimizable function or metric that enables a comparison of all alternative solutions on an equal basis. Hence, POS allows for the use of any standard single-objective optimization technique available and simplifies a complex multi-criteria selection problem into a simple ordering problem, where the solution with the highest POS is best. By distinguishing between controllable and uncontrollable variables in the design process, JPDM can account for the uncertain values of the uncontrollable variables that are inherent to the design problem, while facilitating an easy adjustment of the controllable ones to achieve the highest possible POS. Finally, JPDM's superiority over current multi-criteria decision making techniques is demonstrated with an optimization of a supersonic transport concept and ten contrived equations as well as a product selection example, determining an airline's best choice among Boeing's B-747, B-777, Airbus' A340, and a Supersonic Transport. The optimization examples demonstrate JPDM's ability to produce a better solution with a higher POS than an Overall Evaluation Criterion or Goal Programming approach. Similarly, the product selection example demonstrates JPDM's ability to produce a better solution with a higher POS and different ranking than the Overall Evaluation Criterion or Technique for Order Preferences by Similarity to the Ideal Solution (TOPSIS) approach.

Time-reversal and Bayesian inversion

NASA Astrophysics Data System (ADS)

Debski, Wojciech

2017-04-01

Probabilistic inversion technique is superior to the classical optimization-based approach in all but one aspects. It requires quite exhaustive computations which prohibit its use in huge size inverse problems like global seismic tomography or waveform inversion to name a few. The advantages of the approach are, however, so appealing that there is an ongoing continuous afford to make the large inverse task as mentioned above manageable with the probabilistic inverse approach. One of the perspective possibility to achieve this goal relays on exploring the internal symmetry of the seismological modeling problems in hand - a time reversal and reciprocity invariance. This two basic properties of the elastic wave equation when incorporating into the probabilistic inversion schemata open a new horizons for Bayesian inversion. In this presentation we discuss the time reversal symmetry property, its mathematical aspects and propose how to combine it with the probabilistic inverse theory into a compact, fast inversion algorithm. We illustrate the proposed idea with the newly developed location algorithm TRMLOC and discuss its efficiency when applied to mining induced seismic data.

A Unified Probabilistic Framework for Dose–Response Assessment of Human Health Effects

PubMed Central

Slob, Wout

2015-01-01

Background When chemical health hazards have been identified, probabilistic dose–response assessment (“hazard characterization”) quantifies uncertainty and/or variability in toxicity as a function of human exposure. Existing probabilistic approaches differ for different types of endpoints or modes-of-action, lacking a unifying framework. Objectives We developed a unified framework for probabilistic dose–response assessment. Methods We established a framework based on four principles: a) individual and population dose responses are distinct; b) dose–response relationships for all (including quantal) endpoints can be recast as relating to an underlying continuous measure of response at the individual level; c) for effects relevant to humans, “effect metrics” can be specified to define “toxicologically equivalent” sizes for this underlying individual response; and d) dose–response assessment requires making adjustments and accounting for uncertainty and variability. We then derived a step-by-step probabilistic approach for dose–response assessment of animal toxicology data similar to how nonprobabilistic reference doses are derived, illustrating the approach with example non-cancer and cancer datasets. Results Probabilistically derived exposure limits are based on estimating a “target human dose” (HDMI), which requires risk management–informed choices for the magnitude (M) of individual effect being protected against, the remaining incidence (I) of individuals with effects ≥ M in the population, and the percent confidence. In the example datasets, probabilistically derived 90% confidence intervals for HDMI values span a 40- to 60-fold range, where I = 1% of the population experiences ≥ M = 1%–10% effect sizes. Conclusions Although some implementation challenges remain, this unified probabilistic framework can provide substantially more complete and transparent characterization of chemical hazards and support better-informed risk management decisions. Citation Chiu WA, Slob W. 2015. A unified probabilistic framework for dose–response assessment of human health effects. Environ Health Perspect 123:1241–1254; http://dx.doi.org/10.1289/ehp.1409385 PMID:26006063

Ensembles of Spiking Neurons with Noise Support Optimal Probabilistic Inference in a Dynamically Changing Environment

PubMed Central

Legenstein, Robert; Maass, Wolfgang

2014-01-01

It has recently been shown that networks of spiking neurons with noise can emulate simple forms of probabilistic inference through “neural sampling”, i.e., by treating spikes as samples from a probability distribution of network states that is encoded in the network. Deficiencies of the existing model are its reliance on single neurons for sampling from each random variable, and the resulting limitation in representing quickly varying probabilistic information. We show that both deficiencies can be overcome by moving to a biologically more realistic encoding of each salient random variable through the stochastic firing activity of an ensemble of neurons. The resulting model demonstrates that networks of spiking neurons with noise can easily track and carry out basic computational operations on rapidly varying probability distributions, such as the odds of getting rewarded for a specific behavior. We demonstrate the viability of this new approach towards neural coding and computation, which makes use of the inherent parallelism of generic neural circuits, by showing that this model can explain experimentally observed firing activity of cortical neurons for a variety of tasks that require rapid temporal integration of sensory information. PMID:25340749

Distillation of squeezing from non-Gaussian quantum states.

PubMed

Heersink, J; Marquardt, Ch; Dong, R; Filip, R; Lorenz, S; Leuchs, G; Andersen, U L

2006-06-30

We show that single copy distillation of squeezing from continuous variable non-Gaussian states is possible using linear optics and conditional homodyne detection. A specific non-Gaussian noise source, corresponding to a random linear displacement, is investigated experimentally. Conditioning the signal on a tap measurement, we observe probabilistic recovery of squeezing.

Survey Design Recommendations.

ERIC Educational Resources Information Center

Fisher, William P., Jr.

2000-01-01

Presents 17 rules of thumb to create surveys that are likely to provide data of high enough quality to meet the requirements for measurement specified in a probabilistic conjoint measurement model. Use of these steps should allow the survey to be joined with others measuring the same variable to ensure continued equating with a single reference…

A Multipopulation PSO Based Memetic Algorithm for Permutation Flow Shop Scheduling

PubMed Central

Liu, Ruochen; Ma, Chenlin; Ma, Wenping; Li, Yangyang

2013-01-01

The permutation flow shop scheduling problem (PFSSP) is part of production scheduling, which belongs to the hardest combinatorial optimization problem. In this paper, a multipopulation particle swarm optimization (PSO) based memetic algorithm (MPSOMA) is proposed in this paper. In the proposed algorithm, the whole particle swarm population is divided into three subpopulations in which each particle evolves itself by the standard PSO and then updates each subpopulation by using different local search schemes such as variable neighborhood search (VNS) and individual improvement scheme (IIS). Then, the best particle of each subpopulation is selected to construct a probabilistic model by using estimation of distribution algorithm (EDA) and three particles are sampled from the probabilistic model to update the worst individual in each subpopulation. The best particle in the entire particle swarm is used to update the global optimal solution. The proposed MPSOMA is compared with two recently proposed algorithms, namely, PSO based memetic algorithm (PSOMA) and hybrid particle swarm optimization with estimation of distribution algorithm (PSOEDA), on 29 well-known PFFSPs taken from OR-library, and the experimental results show that it is an effective approach for the PFFSP. PMID:24453841

Review of Reliability-Based Design Optimization Approach and Its Integration with Bayesian Method

NASA Astrophysics Data System (ADS)

Zhang, Xiangnan

2018-03-01

A lot of uncertain factors lie in practical engineering, such as external load environment, material property, geometrical shape, initial condition, boundary condition, etc. Reliability method measures the structural safety condition and determine the optimal design parameter combination based on the probabilistic theory. Reliability-based design optimization (RBDO) is the most commonly used approach to minimize the structural cost or other performance under uncertainty variables which combines the reliability theory and optimization. However, it cannot handle the various incomplete information. The Bayesian approach is utilized to incorporate this kind of incomplete information in its uncertainty quantification. In this paper, the RBDO approach and its integration with Bayesian method are introduced.

Optimization of Contrast Detection Power with Probabilistic Behavioral Information

PubMed Central

Cordes, Dietmar; Herzmann, Grit; Nandy, Rajesh; Curran, Tim

2012-01-01

Recent progress in the experimental design for event-related fMRI experiments made it possible to find the optimal stimulus sequence for maximum contrast detection power using a genetic algorithm. In this study, a novel algorithm is proposed for optimization of contrast detection power by including probabilistic behavioral information, based on pilot data, in the genetic algorithm. As a particular application, a recognition memory task is studied and the design matrix optimized for contrasts involving the familiarity of individual items (pictures of objects) and the recollection of qualitative information associated with the items (left/right orientation). Optimization of contrast efficiency is a complicated issue whenever subjects’ responses are not deterministic but probabilistic. Contrast efficiencies are not predictable unless behavioral responses are included in the design optimization. However, available software for design optimization does not include options for probabilistic behavioral constraints. If the anticipated behavioral responses are included in the optimization algorithm, the design is optimal for the assumed behavioral responses, and the resulting contrast efficiency is greater than what either a block design or a random design can achieve. Furthermore, improvements of contrast detection power depend strongly on the behavioral probabilities, the perceived randomness, and the contrast of interest. The present genetic algorithm can be applied to any case in which fMRI contrasts are dependent on probabilistic responses that can be estimated from pilot data. PMID:22326984

Optimal speech motor control and token-to-token variability: a Bayesian modeling approach.

PubMed

Patri, Jean-François; Diard, Julien; Perrier, Pascal

2015-12-01

The remarkable capacity of the speech motor system to adapt to various speech conditions is due to an excess of degrees of freedom, which enables producing similar acoustical properties with different sets of control strategies. To explain how the central nervous system selects one of the possible strategies, a common approach, in line with optimal motor control theories, is to model speech motor planning as the solution of an optimality problem based on cost functions. Despite the success of this approach, one of its drawbacks is the intrinsic contradiction between the concept of optimality and the observed experimental intra-speaker token-to-token variability. The present paper proposes an alternative approach by formulating feedforward optimal control in a probabilistic Bayesian modeling framework. This is illustrated by controlling a biomechanical model of the vocal tract for speech production and by comparing it with an existing optimal control model (GEPPETO). The essential elements of this optimal control model are presented first. From them the Bayesian model is constructed in a progressive way. Performance of the Bayesian model is evaluated based on computer simulations and compared to the optimal control model. This approach is shown to be appropriate for solving the speech planning problem while accounting for variability in a principled way.

Meta-heuristic CRPS minimization for the calibration of short-range probabilistic forecasts

NASA Astrophysics Data System (ADS)

Mohammadi, Seyedeh Atefeh; Rahmani, Morteza; Azadi, Majid

2016-08-01

This paper deals with the probabilistic short-range temperature forecasts over synoptic meteorological stations across Iran using non-homogeneous Gaussian regression (NGR). NGR creates a Gaussian forecast probability density function (PDF) from the ensemble output. The mean of the normal predictive PDF is a bias-corrected weighted average of the ensemble members and its variance is a linear function of the raw ensemble variance. The coefficients for the mean and variance are estimated by minimizing the continuous ranked probability score (CRPS) during a training period. CRPS is a scoring rule for distributional forecasts. In the paper of Gneiting et al. (Mon Weather Rev 133:1098-1118, 2005), Broyden-Fletcher-Goldfarb-Shanno (BFGS) method is used to minimize the CRPS. Since BFGS is a conventional optimization method with its own limitations, we suggest using the particle swarm optimization (PSO), a robust meta-heuristic method, to minimize the CRPS. The ensemble prediction system used in this study consists of nine different configurations of the weather research and forecasting model for 48-h forecasts of temperature during autumn and winter 2011 and 2012. The probabilistic forecasts were evaluated using several common verification scores including Brier score, attribute diagram and rank histogram. Results show that both BFGS and PSO find the optimal solution and show the same evaluation scores, but PSO can do this with a feasible random first guess and much less computational complexity.

Probabilistic analysis of preload in the abutment screw of a dental implant complex.

PubMed

Guda, Teja; Ross, Thomas A; Lang, Lisa A; Millwater, Harry R

2008-09-01

Screw loosening is a problem for a percentage of implants. A probabilistic analysis to determine the cumulative probability distribution of the preload, the probability of obtaining an optimal preload, and the probabilistic sensitivities identifying important variables is lacking. The purpose of this study was to examine the inherent variability of material properties, surface interactions, and applied torque in an implant system to determine the probability of obtaining desired preload values and to identify the significant variables that affect the preload. Using software programs, an abutment screw was subjected to a tightening torque and the preload was determined from finite element (FE) analysis. The FE model was integrated with probabilistic analysis software. Two probabilistic analysis methods (advanced mean value and Monte Carlo sampling) were applied to determine the cumulative distribution function (CDF) of preload. The coefficient of friction, elastic moduli, Poisson's ratios, and applied torque were modeled as random variables and defined by probability distributions. Separate probability distributions were determined for the coefficient of friction in well-lubricated and dry environments. The probabilistic analyses were performed and the cumulative distribution of preload was determined for each environment. A distinct difference was seen between the preload probability distributions generated in a dry environment (normal distribution, mean (SD): 347 (61.9) N) compared to a well-lubricated environment (normal distribution, mean (SD): 616 (92.2) N). The probability of obtaining a preload value within the target range was approximately 54% for the well-lubricated environment and only 0.02% for the dry environment. The preload is predominately affected by the applied torque and coefficient of friction between the screw threads and implant bore at lower and middle values of the preload CDF, and by the applied torque and the elastic modulus of the abutment screw at high values of the preload CDF. Lubrication at the threaded surfaces between the abutment screw and implant bore affects the preload developed in the implant complex. For the well-lubricated surfaces, only approximately 50% of implants will have preload values within the generally accepted range. This probability can be improved by applying a higher torque than normally recommended or a more closely controlled torque than typically achieved. It is also suggested that materials with higher elastic moduli be used in the manufacture of the abutment screw to achieve a higher preload.

Variable fidelity robust optimization of pulsed laser orbital debris removal under epistemic uncertainty

NASA Astrophysics Data System (ADS)

Hou, Liqiang; Cai, Yuanli; Liu, Jin; Hou, Chongyuan

2016-04-01

A variable fidelity robust optimization method for pulsed laser orbital debris removal (LODR) under uncertainty is proposed. Dempster-shafer theory of evidence (DST), which merges interval-based and probabilistic uncertainty modeling, is used in the robust optimization. The robust optimization method optimizes the performance while at the same time maximizing its belief value. A population based multi-objective optimization (MOO) algorithm based on a steepest descent like strategy with proper orthogonal decomposition (POD) is used to search robust Pareto solutions. Analytical and numerical lifetime predictors are used to evaluate the debris lifetime after the laser pulses. Trust region based fidelity management is designed to reduce the computational cost caused by the expensive model. When the solutions fall into the trust region, the analytical model is used to reduce the computational cost. The proposed robust optimization method is first tested on a set of standard problems and then applied to the removal of Iridium 33 with pulsed lasers. It will be shown that the proposed approach can identify the most robust solutions with minimum lifetime under uncertainty.

Probabilistic Exposure Analysis for Chemical Risk Characterization

PubMed Central

Bogen, Kenneth T.; Cullen, Alison C.; Frey, H. Christopher; Price, Paul S.

2009-01-01

This paper summarizes the state of the science of probabilistic exposure assessment (PEA) as applied to chemical risk characterization. Current probabilistic risk analysis methods applied to PEA are reviewed. PEA within the context of risk-based decision making is discussed, including probabilistic treatment of related uncertainty, interindividual heterogeneity, and other sources of variability. Key examples of recent experience gained in assessing human exposures to chemicals in the environment, and other applications to chemical risk characterization and assessment, are presented. It is concluded that, although improvements continue to be made, existing methods suffice for effective application of PEA to support quantitative analyses of the risk of chemically induced toxicity that play an increasing role in key decision-making objectives involving health protection, triage, civil justice, and criminal justice. Different types of information required to apply PEA to these different decision contexts are identified, and specific PEA methods are highlighted that are best suited to exposure assessment in these separate contexts. PMID:19223660

A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems

DOE PAGES

Kouri, Drew Philip

2017-12-19

In numerous applications, scientists and engineers acquire varied forms of data that partially characterize the inputs to an underlying physical system. This data is then used to inform decisions such as controls and designs. Consequently, it is critical that the resulting control or design is robust to the inherent uncertainties associated with the unknown probabilistic characterization of the model inputs. Here in this work, we consider optimal control and design problems constrained by partial differential equations with uncertain inputs. We do not assume a known probabilistic model for the inputs, but rather we formulate the problem as a distributionally robustmore » optimization problem where the outer minimization problem determines the control or design, while the inner maximization problem determines the worst-case probability measure that matches desired characteristics of the data. We analyze the inner maximization problem in the space of measures and introduce a novel measure approximation technique, based on the approximation of continuous functions, to discretize the unknown probability measure. Finally, we prove consistency of our approximated min-max problem and conclude with numerical results.« less

Accounting for range uncertainties in the optimization of intensity modulated proton therapy.

PubMed

Unkelbach, Jan; Chan, Timothy C Y; Bortfeld, Thomas

2007-05-21

Treatment plans optimized for intensity modulated proton therapy (IMPT) may be sensitive to range variations. The dose distribution may deteriorate substantially when the actual range of a pencil beam does not match the assumed range. We present two treatment planning concepts for IMPT which incorporate range uncertainties into the optimization. The first method is a probabilistic approach. The range of a pencil beam is assumed to be a random variable, which makes the delivered dose and the value of the objective function a random variable too. We then propose to optimize the expectation value of the objective function. The second approach is a robust formulation that applies methods developed in the field of robust linear programming. This approach optimizes the worst case dose distribution that may occur, assuming that the ranges of the pencil beams may vary within some interval. Both methods yield treatment plans that are considerably less sensitive to range variations compared to conventional treatment plans optimized without accounting for range uncertainties. In addition, both approaches--although conceptually different--yield very similar results on a qualitative level.

Variability in perceived satisfaction of reservoir management objectives

USGS Publications Warehouse

Owen, W.J.; Gates, T.K.; Flug, M.

1997-01-01

Fuzzy set theory provides a useful model to address imprecision in interpreting linguistically described objectives for reservoir management. Fuzzy membership functions can be used to represent degrees of objective satisfaction for different values of management variables. However, lack of background information, differing experiences and qualifications, and complex interactions of influencing factors can contribute to significant variability among membership functions derived from surveys of multiple experts. In the present study, probabilistic membership functions are used to model variability in experts' perceptions of satisfaction of objectives for hydropower generation, fish habitat, kayaking, rafting, and scenery preservation on the Green River through operations of Flaming Gorge Dam. Degree of variability in experts' perceptions differed among objectives but resulted in substantial uncertainty in estimation of optimal reservoir releases.

Applying probabilistic well-performance parameters to assessments of shale-gas resources

USGS Publications Warehouse

Charpentier, Ronald R.; Cook, Troy

2010-01-01

In assessing continuous oil and gas resources, such as shale gas, it is important to describe not only the ultimately producible volumes, but also the expected well performance. This description is critical to any cost analysis or production scheduling. A probabilistic approach facilitates (1) the inclusion of variability in well performance within a continuous accumulation, and (2) the use of data from developed accumulations as analogs for the assessment of undeveloped accumulations. In assessing continuous oil and gas resources of the United States, the U.S. Geological Survey analyzed production data from many shale-gas accumulations. Analyses of four of these accumulations (the Barnett, Woodford, Fayetteville, and Haynesville shales) are presented here as examples of the variability of well performance. For example, the distribution of initial monthly production rates for Barnett vertical wells shows a noticeable change with time, first increasing because of improved completion practices, then decreasing from a combination of decreased reservoir pressure (in infill wells) and drilling in less productive areas. Within a partially developed accumulation, historical production data from that accumulation can be used to estimate production characteristics of undrilled areas. An understanding of the probabilistic relations between variables, such as between initial production and decline rates, can improve estimates of ultimate production. Time trends or spatial trends in production data can be clarified by plots and maps. The data can also be divided into subsets depending on well-drilling or well-completion techniques, such as vertical in relation to horizontal wells. For hypothetical or lightly developed accumulations, one can either make comparisons to a specific well-developed accumulation or to the entire range of available developed accumulations. Comparison of the distributions of initial monthly production rates of the four shale-gas accumulations that were studied shows substantial overlap. However, because of differences in decline rates among them, the resulting estimated ultimate recovery (EUR) distributions are considerably different.

Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system components

NASA Technical Reports Server (NTRS)

1991-01-01

This annual report summarizes the work completed during the third year of technical effort on the referenced contract. Principal developments continue to focus on the Probabilistic Finite Element Method (PFEM) which has been under development for three years. Essentially all of the linear capabilities within the PFEM code are in place. Major progress in the application or verifications phase was achieved. An EXPERT module architecture was designed and partially implemented. EXPERT is a user interface module which incorporates an expert system shell for the implementation of a rule-based interface utilizing the experience and expertise of the user community. The Fast Probability Integration (FPI) Algorithm continues to demonstrate outstanding performance characteristics for the integration of probability density functions for multiple variables. Additionally, an enhanced Monte Carlo simulation algorithm was developed and demonstrated for a variety of numerical strategies.

Probabilistic dose-response modeling: case study using dichloromethane PBPK model results.

PubMed

Marino, Dale J; Starr, Thomas B

2007-12-01

A revised assessment of dichloromethane (DCM) has recently been reported that examines the influence of human genetic polymorphisms on cancer risks using deterministic PBPK and dose-response modeling in the mouse combined with probabilistic PBPK modeling in humans. This assessment utilized Bayesian techniques to optimize kinetic variables in mice and humans with mean values from posterior distributions used in the deterministic modeling in the mouse. To supplement this research, a case study was undertaken to examine the potential impact of probabilistic rather than deterministic PBPK and dose-response modeling in mice on subsequent unit risk factor (URF) determinations. Four separate PBPK cases were examined based on the exposure regimen of the NTP DCM bioassay. These were (a) Same Mouse (single draw of all PBPK inputs for both treatment groups); (b) Correlated BW-Same Inputs (single draw of all PBPK inputs for both treatment groups except for bodyweights (BWs), which were entered as correlated variables); (c) Correlated BW-Different Inputs (separate draws of all PBPK inputs for both treatment groups except that BWs were entered as correlated variables); and (d) Different Mouse (separate draws of all PBPK inputs for both treatment groups). Monte Carlo PBPK inputs reflect posterior distributions from Bayesian calibration in the mouse that had been previously reported. A minimum of 12,500 PBPK iterations were undertaken, in which dose metrics, i.e., mg DCM metabolized by the GST pathway/L tissue/day for lung and liver were determined. For dose-response modeling, these metrics were combined with NTP tumor incidence data that were randomly selected from binomial distributions. Resultant potency factors (0.1/ED(10)) were coupled with probabilistic PBPK modeling in humans that incorporated genetic polymorphisms to derive URFs. Results show that there was relatively little difference, i.e., <10% in central tendency and upper percentile URFs, regardless of the case evaluated. Independent draws of PBPK inputs resulted in the slightly higher URFs. Results were also comparable to corresponding values from the previously reported deterministic mouse PBPK and dose-response modeling approach that used LED(10)s to derive potency factors. This finding indicated that the adjustment from ED(10) to LED(10) in the deterministic approach for DCM compensated for variability resulting from probabilistic PBPK and dose-response modeling in the mouse. Finally, results show a similar degree of variability in DCM risk estimates from a number of different sources including the current effort even though these estimates were developed using very different techniques. Given the variety of different approaches involved, 95th percentile-to-mean risk estimate ratios of 2.1-4.1 represent reasonable bounds on variability estimates regarding probabilistic assessments of DCM.

Equivalence between entanglement and the optimal fidelity of continuous variable teleportation.

PubMed

Adesso, Gerardo; Illuminati, Fabrizio

2005-10-07

We devise the optimal form of Gaussian resource states enabling continuous-variable teleportation with maximal fidelity. We show that a nonclassical optimal fidelity of N-user teleportation networks is necessary and sufficient for N-party entangled Gaussian resources, yielding an estimator of multipartite entanglement. The entanglement of teleportation is equivalent to the entanglement of formation in a two-user protocol, and to the localizable entanglement in a multiuser one. Finally, we show that the continuous-variable tangle, quantifying entanglement sharing in three-mode Gaussian states, is defined operationally in terms of the optimal fidelity of a tripartite teleportation network.

Discriminative parameter estimation for random walks segmentation.

PubMed

Baudin, Pierre-Yves; Goodman, Danny; Kumrnar, Puneet; Azzabou, Noura; Carlier, Pierre G; Paragios, Nikos; Kumar, M Pawan

2013-01-01

The Random Walks (RW) algorithm is one of the most efficient and easy-to-use probabilistic segmentation methods. By combining contrast terms with prior terms, it provides accurate segmentations of medical images in a fully automated manner. However, one of the main drawbacks of using the RW algorithm is that its parameters have to be hand-tuned. we propose a novel discriminative learning framework that estimates the parameters using a training dataset. The main challenge we face is that the training samples are not fully supervised. Specifically, they provide a hard segmentation of the images, instead of a probabilistic segmentation. We overcome this challenge by treating the optimal probabilistic segmentation that is compatible with the given hard segmentation as a latent variable. This allows us to employ the latent support vector machine formulation for parameter estimation. We show that our approach significantly outperforms the baseline methods on a challenging dataset consisting of real clinical 3D MRI volumes of skeletal muscles.

Assessment of food intake input distributions for use in probabilistic exposure assessments of food additives.

PubMed

Gilsenan, M B; Lambe, J; Gibney, M J

2003-11-01

A key component of a food chemical exposure assessment using probabilistic analysis is the selection of the most appropriate input distribution to represent exposure variables. The study explored the type of parametric distribution that could be used to model variability in food consumption data likely to be included in a probabilistic exposure assessment of food additives. The goodness-of-fit of a range of continuous distributions to observed data of 22 food categories expressed as average daily intakes among consumers from the North-South Ireland Food Consumption Survey was assessed using the BestFit distribution fitting program. The lognormal distribution was most commonly accepted as a plausible parametric distribution to represent food consumption data when food intakes were expressed as absolute intakes (16/22 foods) and as intakes per kg body weight (18/22 foods). Results from goodness-of-fit tests were accompanied by lognormal probability plots for a number of food categories. The influence on food additive intake of using a lognormal distribution to model food consumption input data was assessed by comparing modelled intake estimates with observed intakes. Results from the present study advise some level of caution about the use of a lognormal distribution as a mode of input for food consumption data in probabilistic food additive exposure assessments and the results highlight the need for further research in this area.

Probabilistic simulation of uncertainties in thermal structures

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Shiao, Michael

1990-01-01

Development of probabilistic structural analysis methods for hot structures is a major activity at Lewis Research Center. It consists of five program elements: (1) probabilistic loads; (2) probabilistic finite element analysis; (3) probabilistic material behavior; (4) assessment of reliability and risk; and (5) probabilistic structural performance evaluation. Recent progress includes: (1) quantification of the effects of uncertainties for several variables on high pressure fuel turbopump (HPFT) blade temperature, pressure, and torque of the Space Shuttle Main Engine (SSME); (2) the evaluation of the cumulative distribution function for various structural response variables based on assumed uncertainties in primitive structural variables; (3) evaluation of the failure probability; (4) reliability and risk-cost assessment, and (5) an outline of an emerging approach for eventual hot structures certification. Collectively, the results demonstrate that the structural durability/reliability of hot structural components can be effectively evaluated in a formal probabilistic framework. In addition, the approach can be readily extended to computationally simulate certification of hot structures for aerospace environments.

Probabilistic structural analysis methods of hot engine structures

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Hopkins, D. A.

1989-01-01

Development of probabilistic structural analysis methods for hot engine structures at Lewis Research Center is presented. Three elements of the research program are: (1) composite load spectra methodology; (2) probabilistic structural analysis methodology; and (3) probabilistic structural analysis application. Recent progress includes: (1) quantification of the effects of uncertainties for several variables on high pressure fuel turbopump (HPFT) turbine blade temperature, pressure, and torque of the space shuttle main engine (SSME); (2) the evaluation of the cumulative distribution function for various structural response variables based on assumed uncertainties in primitive structural variables; and (3) evaluation of the failure probability. Collectively, the results demonstrate that the structural durability of hot engine structural components can be effectively evaluated in a formal probabilistic/reliability framework.

The Role of Working Memory in the Probabilistic Inference of Future Sensory Events.

PubMed

Cashdollar, Nathan; Ruhnau, Philipp; Weisz, Nathan; Hasson, Uri

2017-05-01

The ability to represent the emerging regularity of sensory information from the external environment has been thought to allow one to probabilistically infer future sensory occurrences and thus optimize behavior. However, the underlying neural implementation of this process is still not comprehensively understood. Through a convergence of behavioral and neurophysiological evidence, we establish that the probabilistic inference of future events is critically linked to people's ability to maintain the recent past in working memory. Magnetoencephalography recordings demonstrated that when visual stimuli occurring over an extended time series had a greater statistical regularity, individuals with higher working-memory capacity (WMC) displayed enhanced slow-wave neural oscillations in the θ frequency band (4-8 Hz.) prior to, but not during stimulus appearance. This prestimulus neural activity was specifically linked to contexts where information could be anticipated and influenced the preferential sensory processing for this visual information after its appearance. A separate behavioral study demonstrated that this process intrinsically emerges during continuous perception and underpins a realistic advantage for efficient behavioral responses. In this way, WMC optimizes the anticipation of higher level semantic concepts expected to occur in the near future. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Probabilistic Aeroelastic Analysis of Turbomachinery Components

NASA Technical Reports Server (NTRS)

Reddy, T. S. R.; Mital, S. K.; Stefko, G. L.

2004-01-01

A probabilistic approach is described for aeroelastic analysis of turbomachinery blade rows. Blade rows with subsonic flow and blade rows with supersonic flow with subsonic leading edge are considered. To demonstrate the probabilistic approach, the flutter frequency, damping and forced response of a blade row representing a compressor geometry is considered. The analysis accounts for uncertainties in structural and aerodynamic design variables. The results are presented in the form of probabilistic density function (PDF) and sensitivity factors. For subsonic flow cascade, comparisons are also made with different probabilistic distributions, probabilistic methods, and Monte-Carlo simulation. The approach shows that the probabilistic approach provides a more realistic and systematic way to assess the effect of uncertainties in design variables on the aeroelastic instabilities and response.

Parametric decadal climate forecast recalibration (DeFoReSt 1.0)

NASA Astrophysics Data System (ADS)

Pasternack, Alexander; Bhend, Jonas; Liniger, Mark A.; Rust, Henning W.; Müller, Wolfgang A.; Ulbrich, Uwe

2018-01-01

Near-term climate predictions such as decadal climate forecasts are increasingly being used to guide adaptation measures. For near-term probabilistic predictions to be useful, systematic errors of the forecasting systems have to be corrected. While methods for the calibration of probabilistic forecasts are readily available, these have to be adapted to the specifics of decadal climate forecasts including the long time horizon of decadal climate forecasts, lead-time-dependent systematic errors (drift) and the errors in the representation of long-term changes and variability. These features are compounded by small ensemble sizes to describe forecast uncertainty and a relatively short period for which typically pairs of reforecasts and observations are available to estimate calibration parameters. We introduce the Decadal Climate Forecast Recalibration Strategy (DeFoReSt), a parametric approach to recalibrate decadal ensemble forecasts that takes the above specifics into account. DeFoReSt optimizes forecast quality as measured by the continuous ranked probability score (CRPS). Using a toy model to generate synthetic forecast observation pairs, we demonstrate the positive effect on forecast quality in situations with pronounced and limited predictability. Finally, we apply DeFoReSt to decadal surface temperature forecasts from the MiKlip prototype system and find consistent, and sometimes considerable, improvements in forecast quality compared with a simple calibration of the lead-time-dependent systematic errors.

Genetic-evolution-based optimization methods for engineering design

NASA Technical Reports Server (NTRS)

Rao, S. S.; Pan, T. S.; Dhingra, A. K.; Venkayya, V. B.; Kumar, V.

1990-01-01

This paper presents the applicability of a biological model, based on genetic evolution, for engineering design optimization. Algorithms embodying the ideas of reproduction, crossover, and mutation are developed and applied to solve different types of structural optimization problems. Both continuous and discrete variable optimization problems are solved. A two-bay truss for maximum fundamental frequency is considered to demonstrate the continuous variable case. The selection of locations of actuators in an actively controlled structure, for minimum energy dissipation, is considered to illustrate the discrete variable case.

Essays on variational approximation techniques for stochastic optimization problems

NASA Astrophysics Data System (ADS)

Deride Silva, Julio A.

This dissertation presents five essays on approximation and modeling techniques, based on variational analysis, applied to stochastic optimization problems. It is divided into two parts, where the first is devoted to equilibrium problems and maxinf optimization, and the second corresponds to two essays in statistics and uncertainty modeling. Stochastic optimization lies at the core of this research as we were interested in relevant equilibrium applications that contain an uncertain component, and the design of a solution strategy. In addition, every stochastic optimization problem relies heavily on the underlying probability distribution that models the uncertainty. We studied these distributions, in particular, their design process and theoretical properties such as their convergence. Finally, the last aspect of stochastic optimization that we covered is the scenario creation problem, in which we described a procedure based on a probabilistic model to create scenarios for the applied problem of power estimation of renewable energies. In the first part, Equilibrium problems and maxinf optimization, we considered three Walrasian equilibrium problems: from economics, we studied a stochastic general equilibrium problem in a pure exchange economy, described in Chapter 3, and a stochastic general equilibrium with financial contracts, in Chapter 4; finally from engineering, we studied an infrastructure planning problem in Chapter 5. We stated these problems as belonging to the maxinf optimization class and, in each instance, we provided an approximation scheme based on the notion of lopsided convergence and non-concave duality. This strategy is the foundation of the augmented Walrasian algorithm, whose convergence is guaranteed by lopsided convergence, that was implemented computationally, obtaining numerical results for relevant examples. The second part, Essays about statistics and uncertainty modeling, contains two essays covering a convergence problem for a sequence of estimators, and a problem for creating probabilistic scenarios on renewable energies estimation. In Chapter 7 we re-visited one of the "folk theorems" in statistics, where a family of Bayes estimators under 0-1 loss functions is claimed to converge to the maximum a posteriori estimator. This assertion is studied under the scope of the hypo-convergence theory, and the density functions are included in the class of upper semicontinuous functions. We conclude this chapter with an example in which the convergence does not hold true, and we provided sufficient conditions that guarantee convergence. The last chapter, Chapter 8, addresses the important topic of creating probabilistic scenarios for solar power generation. Scenarios are a fundamental input for the stochastic optimization problem of energy dispatch, especially when incorporating renewables. We proposed a model designed to capture the constraints induced by physical characteristics of the variables based on the application of an epi-spline density estimation along with a copula estimation, in order to account for partial correlations between variables.

Probabilistic objective functions for sensor management

NASA Astrophysics Data System (ADS)

Mahler, Ronald P. S.; Zajic, Tim R.

2004-08-01

This paper continues the investigation of a foundational and yet potentially practical basis for control-theoretic sensor management, using a comprehensive, intuitive, system-level Bayesian paradigm based on finite-set statistics (FISST). In this paper we report our most recent progress, focusing on multistep look-ahead -- i.e., allocation of sensor resources throughout an entire future time-window. We determine future sensor states in the time-window using a "probabilistically natural" sensor management objective function, the posterior expected number of targets (PENT). This objective function is constructed using a new "maxi-PIMS" optimization strategy that hedges against unknowable future observation-collections. PENT is used in conjuction with approximate multitarget filters: the probability hypothesis density (PHD) filter or the multi-hypothesis correlator (MHC) filter.

A Probabilistic Model of Local Sequence Alignment That Simplifies Statistical Significance Estimation

PubMed Central

Eddy, Sean R.

2008-01-01

Sequence database searches require accurate estimation of the statistical significance of scores. Optimal local sequence alignment scores follow Gumbel distributions, but determining an important parameter of the distribution (λ) requires time-consuming computational simulation. Moreover, optimal alignment scores are less powerful than probabilistic scores that integrate over alignment uncertainty (“Forward” scores), but the expected distribution of Forward scores remains unknown. Here, I conjecture that both expected score distributions have simple, predictable forms when full probabilistic modeling methods are used. For a probabilistic model of local sequence alignment, optimal alignment bit scores (“Viterbi” scores) are Gumbel-distributed with constant λ = log 2, and the high scoring tail of Forward scores is exponential with the same constant λ. Simulation studies support these conjectures over a wide range of profile/sequence comparisons, using 9,318 profile-hidden Markov models from the Pfam database. This enables efficient and accurate determination of expectation values (E-values) for both Viterbi and Forward scores for probabilistic local alignments. PMID:18516236

Spatial probabilistic pulsatility model for enhancing photoplethysmographic imaging systems

NASA Astrophysics Data System (ADS)

Amelard, Robert; Clausi, David A.; Wong, Alexander

2016-11-01

Photoplethysmographic imaging (PPGI) is a widefield noncontact biophotonic technology able to remotely monitor cardiovascular function over anatomical areas. Although spatial context can provide insight into physiologically relevant sampling locations, existing PPGI systems rely on coarse spatial averaging with no anatomical priors for assessing arterial pulsatility. Here, we developed a continuous probabilistic pulsatility model for importance-weighted blood pulse waveform extraction. Using a data-driven approach, the model was constructed using a 23 participant sample with a large demographic variability (11/12 female/male, age 11 to 60 years, BMI 16.4 to 35.1 kg·m-2). Using time-synchronized ground-truth blood pulse waveforms, spatial correlation priors were computed and projected into a coaligned importance-weighted Cartesian space. A modified Parzen-Rosenblatt kernel density estimation method was used to compute the continuous resolution-agnostic probabilistic pulsatility model. The model identified locations that consistently exhibited pulsatility across the sample. Blood pulse waveform signals extracted with the model exhibited significantly stronger temporal correlation (W=35,p<0.01) and spectral SNR (W=31,p<0.01) compared to uniform spatial averaging. Heart rate estimation was in strong agreement with true heart rate [r2=0.9619, error (μ,σ)=(0.52,1.69) bpm].

Optimality of Gaussian attacks in continuous-variable quantum cryptography.

PubMed

Navascués, Miguel; Grosshans, Frédéric; Acín, Antonio

2006-11-10

We analyze the asymptotic security of the family of Gaussian modulated quantum key distribution protocols for continuous-variables systems. We prove that the Gaussian unitary attack is optimal for all the considered bounds on the key rate when the first and second momenta of the canonical variables involved are known by the honest parties.

Probabilistic Wind Power Ramp Forecasting Based on a Scenario Generation Method

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

Wang, Qin; Florita, Anthony R; Krishnan, Venkat K

Wind power ramps (WPRs) are particularly important in the management and dispatch of wind power and currently drawing the attention of balancing authorities. With the aim to reduce the impact of WPRs for power system operations, this paper develops a probabilistic ramp forecasting method based on a large number of simulated scenarios. An ensemble machine learning technique is first adopted to forecast the basic wind power forecasting scenario and calculate the historical forecasting errors. A continuous Gaussian mixture model (GMM) is used to fit the probability distribution function (PDF) of forecasting errors. The cumulative distribution function (CDF) is analytically deduced.more » The inverse transform method based on Monte Carlo sampling and the CDF is used to generate a massive number of forecasting error scenarios. An optimized swinging door algorithm is adopted to extract all the WPRs from the complete set of wind power forecasting scenarios. The probabilistic forecasting results of ramp duration and start-time are generated based on all scenarios. Numerical simulations on publicly available wind power data show that within a predefined tolerance level, the developed probabilistic wind power ramp forecasting method is able to predict WPRs with a high level of sharpness and accuracy.« less

Event-Based Media Enrichment Using an Adaptive Probabilistic Hypergraph Model.

PubMed

Liu, Xueliang; Wang, Meng; Yin, Bao-Cai; Huet, Benoit; Li, Xuelong

2015-11-01

Nowadays, with the continual development of digital capture technologies and social media services, a vast number of media documents are captured and shared online to help attendees record their experience during events. In this paper, we present a method combining semantic inference and multimodal analysis for automatically finding media content to illustrate events using an adaptive probabilistic hypergraph model. In this model, media items are taken as vertices in the weighted hypergraph and the task of enriching media to illustrate events is formulated as a ranking problem. In our method, each hyperedge is constructed using the K-nearest neighbors of a given media document. We also employ a probabilistic representation, which assigns each vertex to a hyperedge in a probabilistic way, to further exploit the correlation among media data. Furthermore, we optimize the hypergraph weights in a regularization framework, which is solved as a second-order cone problem. The approach is initiated by seed media and then used to rank the media documents using a transductive inference process. The results obtained from validating the approach on an event dataset collected from EventMedia demonstrate the effectiveness of the proposed approach.

Probabilistic Wind Power Ramp Forecasting Based on a Scenario Generation Method: Preprint

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

Wang, Qin; Florita, Anthony R; Krishnan, Venkat K

2017-08-31

Wind power ramps (WPRs) are particularly important in the management and dispatch of wind power, and they are currently drawing the attention of balancing authorities. With the aim to reduce the impact of WPRs for power system operations, this paper develops a probabilistic ramp forecasting method based on a large number of simulated scenarios. An ensemble machine learning technique is first adopted to forecast the basic wind power forecasting scenario and calculate the historical forecasting errors. A continuous Gaussian mixture model (GMM) is used to fit the probability distribution function (PDF) of forecasting errors. The cumulative distribution function (CDF) ismore » analytically deduced. The inverse transform method based on Monte Carlo sampling and the CDF is used to generate a massive number of forecasting error scenarios. An optimized swinging door algorithm is adopted to extract all the WPRs from the complete set of wind power forecasting scenarios. The probabilistic forecasting results of ramp duration and start time are generated based on all scenarios. Numerical simulations on publicly available wind power data show that within a predefined tolerance level, the developed probabilistic wind power ramp forecasting method is able to predict WPRs with a high level of sharpness and accuracy.« less

Performance assessment of deterministic and probabilistic weather predictions for the short-term optimization of a tropical hydropower reservoir

NASA Astrophysics Data System (ADS)

Mainardi Fan, Fernando; Schwanenberg, Dirk; Alvarado, Rodolfo; Assis dos Reis, Alberto; Naumann, Steffi; Collischonn, Walter

2016-04-01

Hydropower is the most important electricity source in Brazil. During recent years, it accounted for 60% to 70% of the total electric power supply. Marginal costs of hydropower are lower than for thermal power plants, therefore, there is a strong economic motivation to maximize its share. On the other hand, hydropower depends on the availability of water, which has a natural variability. Its extremes lead to the risks of power production deficits during droughts and safety issues in the reservoir and downstream river reaches during flood events. One building block of the proper management of hydropower assets is the short-term forecast of reservoir inflows as input for an online, event-based optimization of its release strategy. While deterministic forecasts and optimization schemes are the established techniques for the short-term reservoir management, the use of probabilistic ensemble forecasts and stochastic optimization techniques receives growing attention and a number of researches have shown its benefit. The present work shows one of the first hindcasting and closed-loop control experiments for a multi-purpose hydropower reservoir in a tropical region in Brazil. The case study is the hydropower project (HPP) Três Marias, located in southeast Brazil. The HPP reservoir is operated with two main objectives: (i) hydroelectricity generation and (ii) flood control at Pirapora City located 120 km downstream of the dam. In the experiments, precipitation forecasts based on observed data, deterministic and probabilistic forecasts with 50 ensemble members of the ECMWF are used as forcing of the MGB-IPH hydrological model to generate streamflow forecasts over a period of 2 years. The online optimization depends on a deterministic and multi-stage stochastic version of a model predictive control scheme. Results for the perfect forecasts show the potential benefit of the online optimization and indicate a desired forecast lead time of 30 days. In comparison, the use of actual forecasts with shorter lead times of up to 15 days shows the practical benefit of actual operational data. It appears that the use of stochastic optimization combined with ensemble forecasts leads to a significant higher level of flood protection without compromising the HPP's energy production.

Probabilistic Reasoning for Robustness in Automated Planning

NASA Technical Reports Server (NTRS)

Schaffer, Steven; Clement, Bradley; Chien, Steve

2007-01-01

A general-purpose computer program for planning the actions of a spacecraft or other complex system has been augmented by incorporating a subprogram that reasons about uncertainties in such continuous variables as times taken to perform tasks and amounts of resources to be consumed. This subprogram computes parametric probability distributions for time and resource variables on the basis of user-supplied models of actions and resources that they consume. The current system accepts bounded Gaussian distributions over action duration and resource use. The distributions are then combined during planning to determine the net probability distribution of each resource at any time point. In addition to a full combinatoric approach, several approximations for arriving at these combined distributions are available, including maximum-likelihood and pessimistic algorithms. Each such probability distribution can then be integrated to obtain a probability that execution of the plan under consideration would violate any constraints on the resource. The key idea is to use these probabilities of conflict to score potential plans and drive a search toward planning low-risk actions. An output plan provides a balance between the user s specified averseness to risk and other measures of optimality.

Modeling development of natural multi-sensory integration using neural self-organisation and probabilistic population codes

NASA Astrophysics Data System (ADS)

Bauer, Johannes; Dávila-Chacón, Jorge; Wermter, Stefan

2015-10-01

Humans and other animals have been shown to perform near-optimally in multi-sensory integration tasks. Probabilistic population codes (PPCs) have been proposed as a mechanism by which optimal integration can be accomplished. Previous approaches have focussed on how neural networks might produce PPCs from sensory input or perform calculations using them, like combining multiple PPCs. Less attention has been given to the question of how the necessary organisation of neurons can arise and how the required knowledge about the input statistics can be learned. In this paper, we propose a model of learning multi-sensory integration based on an unsupervised learning algorithm in which an artificial neural network learns the noise characteristics of each of its sources of input. Our algorithm borrows from the self-organising map the ability to learn latent-variable models of the input and extends it to learning to produce a PPC approximating a probability density function over the latent variable behind its (noisy) input. The neurons in our network are only required to perform simple calculations and we make few assumptions about input noise properties and tuning functions. We report on a neurorobotic experiment in which we apply our algorithm to multi-sensory integration in a humanoid robot to demonstrate its effectiveness and compare it to human multi-sensory integration on the behavioural level. We also show in simulations that our algorithm performs near-optimally under certain plausible conditions, and that it reproduces important aspects of natural multi-sensory integration on the neural level.

Circularly-symmetric complex normal ratio distribution for scalar transmissibility functions. Part I: Fundamentals

NASA Astrophysics Data System (ADS)

Yan, Wang-Ji; Ren, Wei-Xin

2016-12-01

Recent advances in signal processing and structural dynamics have spurred the adoption of transmissibility functions in academia and industry alike. Due to the inherent randomness of measurement and variability of environmental conditions, uncertainty impacts its applications. This study is focused on statistical inference for raw scalar transmissibility functions modeled as complex ratio random variables. The goal is achieved through companion papers. This paper (Part I) is dedicated to dealing with a formal mathematical proof. New theorems on multivariate circularly-symmetric complex normal ratio distribution are proved on the basis of principle of probabilistic transformation of continuous random vectors. The closed-form distributional formulas for multivariate ratios of correlated circularly-symmetric complex normal random variables are analytically derived. Afterwards, several properties are deduced as corollaries and lemmas to the new theorems. Monte Carlo simulation (MCS) is utilized to verify the accuracy of some representative cases. This work lays the mathematical groundwork to find probabilistic models for raw scalar transmissibility functions, which are to be expounded in detail in Part II of this study.

Spiking neuron network Helmholtz machine.

PubMed

Sountsov, Pavel; Miller, Paul

2015-01-01

An increasing amount of behavioral and neurophysiological data suggests that the brain performs optimal (or near-optimal) probabilistic inference and learning during perception and other tasks. Although many machine learning algorithms exist that perform inference and learning in an optimal way, the complete description of how one of those algorithms (or a novel algorithm) can be implemented in the brain is currently incomplete. There have been many proposed solutions that address how neurons can perform optimal inference but the question of how synaptic plasticity can implement optimal learning is rarely addressed. This paper aims to unify the two fields of probabilistic inference and synaptic plasticity by using a neuronal network of realistic model spiking neurons to implement a well-studied computational model called the Helmholtz Machine. The Helmholtz Machine is amenable to neural implementation as the algorithm it uses to learn its parameters, called the wake-sleep algorithm, uses a local delta learning rule. Our spiking-neuron network implements both the delta rule and a small example of a Helmholtz machine. This neuronal network can learn an internal model of continuous-valued training data sets without supervision. The network can also perform inference on the learned internal models. We show how various biophysical features of the neural implementation constrain the parameters of the wake-sleep algorithm, such as the duration of the wake and sleep phases of learning and the minimal sample duration. We examine the deviations from optimal performance and tie them to the properties of the synaptic plasticity rule.

Spiking neuron network Helmholtz machine

PubMed Central

Sountsov, Pavel; Miller, Paul

2015-01-01

An increasing amount of behavioral and neurophysiological data suggests that the brain performs optimal (or near-optimal) probabilistic inference and learning during perception and other tasks. Although many machine learning algorithms exist that perform inference and learning in an optimal way, the complete description of how one of those algorithms (or a novel algorithm) can be implemented in the brain is currently incomplete. There have been many proposed solutions that address how neurons can perform optimal inference but the question of how synaptic plasticity can implement optimal learning is rarely addressed. This paper aims to unify the two fields of probabilistic inference and synaptic plasticity by using a neuronal network of realistic model spiking neurons to implement a well-studied computational model called the Helmholtz Machine. The Helmholtz Machine is amenable to neural implementation as the algorithm it uses to learn its parameters, called the wake-sleep algorithm, uses a local delta learning rule. Our spiking-neuron network implements both the delta rule and a small example of a Helmholtz machine. This neuronal network can learn an internal model of continuous-valued training data sets without supervision. The network can also perform inference on the learned internal models. We show how various biophysical features of the neural implementation constrain the parameters of the wake-sleep algorithm, such as the duration of the wake and sleep phases of learning and the minimal sample duration. We examine the deviations from optimal performance and tie them to the properties of the synaptic plasticity rule. PMID:25954191

Probabilistic graphs as a conceptual and computational tool in hydrology and water management

NASA Astrophysics Data System (ADS)

Schoups, Gerrit

2014-05-01

Originally developed in the fields of machine learning and artificial intelligence, probabilistic graphs constitute a general framework for modeling complex systems in the presence of uncertainty. The framework consists of three components: 1. Representation of the model as a graph (or network), with nodes depicting random variables in the model (e.g. parameters, states, etc), which are joined together by factors. Factors are local probabilistic or deterministic relations between subsets of variables, which, when multiplied together, yield the joint distribution over all variables. 2. Consistent use of probability theory for quantifying uncertainty, relying on basic rules of probability for assimilating data into the model and expressing unknown variables as a function of observations (via the posterior distribution). 3. Efficient, distributed approximation of the posterior distribution using general-purpose algorithms that exploit model structure encoded in the graph. These attributes make probabilistic graphs potentially useful as a conceptual and computational tool in hydrology and water management (and beyond). Conceptually, they can provide a common framework for existing and new probabilistic modeling approaches (e.g. by drawing inspiration from other fields of application), while computationally they can make probabilistic inference feasible in larger hydrological models. The presentation explores, via examples, some of these benefits.

How do People Solve the “Weather Prediction” Task?: Individual Variability in Strategies for Probabilistic Category Learning

PubMed Central

Gluck, Mark A.; Shohamy, Daphna; Myers, Catherine

2002-01-01

Probabilistic category learning is often assumed to be an incrementally learned cognitive skill, dependent on nondeclarative memory systems. One paradigm in particular, the weather prediction task, has been used in over half a dozen neuropsychological and neuroimaging studies to date. Because of the growing interest in using this task and others like it as behavioral tools for studying the cognitive neuroscience of cognitive skill learning, it becomes especially important to understand how subjects solve this kind of task and whether all subjects learn it in the same way. We present here new experimental and theoretical analyses of the weather prediction task that indicate that there are at least three different strategies that describe how subjects learn this task. (1) An optimal multi-cue strategy, in which they respond to each pattern on the basis of associations of all four cues with each outcome; (2) a one-cue strategy, in which they respond on the basis of presence or absence of a single cue, disregarding all other cues; or (3) a singleton strategy, in which they learn only about the four patterns that have only one cue present and all others absent. This variability in how subjects approach this task may have important implications for interpreting how different brain regions are involved in probabilistic category learning. PMID:12464701

Hybrid General Pattern Search and Simulated Annealing for Industrail Production Planning Problems

NASA Astrophysics Data System (ADS)

Vasant, P.; Barsoum, N.

2010-06-01

In this paper, the hybridization of GPS (General Pattern Search) method and SA (Simulated Annealing) incorporated in the optimization process in order to look for the global optimal solution for the fitness function and decision variables as well as minimum computational CPU time. The real strength of SA approach been tested in this case study problem of industrial production planning. This is due to the great advantage of SA for being easily escaping from trapped in local minima by accepting up-hill move through a probabilistic procedure in the final stages of optimization process. Vasant [1] in his Ph. D thesis has provided 16 different techniques of heuristic and meta-heuristic in solving industrial production problems with non-linear cubic objective functions, eight decision variables and 29 constraints. In this paper, fuzzy technological problems have been solved using hybrid techniques of general pattern search and simulated annealing. The simulated and computational results are compared to other various evolutionary techniques.

Fuzzy probabilistic design of water distribution networks

NASA Astrophysics Data System (ADS)

Fu, Guangtao; Kapelan, Zoran

2011-05-01

The primary aim of this paper is to present a fuzzy probabilistic approach for optimal design and rehabilitation of water distribution systems, combining aleatoric and epistemic uncertainties in a unified framework. The randomness and imprecision in future water consumption are characterized using fuzzy random variables whose realizations are not real but fuzzy numbers, and the nodal head requirements are represented by fuzzy sets, reflecting the imprecision in customers' requirements. The optimal design problem is formulated as a two-objective optimization problem, with minimization of total design cost and maximization of system performance as objectives. The system performance is measured by the fuzzy random reliability, defined as the probability that the fuzzy head requirements are satisfied across all network nodes. The satisfactory degree is represented by necessity measure or belief measure in the sense of the Dempster-Shafer theory of evidence. An efficient algorithm is proposed, within a Monte Carlo procedure, to calculate the fuzzy random system reliability and is effectively combined with the nondominated sorting genetic algorithm II (NSGAII) to derive the Pareto optimal design solutions. The newly proposed methodology is demonstrated with two case studies: the New York tunnels network and Hanoi network. The results from both cases indicate that the new methodology can effectively accommodate and handle various aleatoric and epistemic uncertainty sources arising from the design process and can provide optimal design solutions that are not only cost-effective but also have higher reliability to cope with severe future uncertainties.

A Probabilistic Approach to Predict Thermal Fatigue Life for Ball Grid Array Solder Joints

NASA Astrophysics Data System (ADS)

Wei, Helin; Wang, Kuisheng

2011-11-01

Numerous studies of the reliability of solder joints have been performed. Most life prediction models are limited to a deterministic approach. However, manufacturing induces uncertainty in the geometry parameters of solder joints, and the environmental temperature varies widely due to end-user diversity, creating uncertainties in the reliability of solder joints. In this study, a methodology for accounting for variation in the lifetime prediction for lead-free solder joints of ball grid array packages (PBGA) is demonstrated. The key aspects of the solder joint parameters and the cyclic temperature range related to reliability are involved. Probabilistic solutions of the inelastic strain range and thermal fatigue life based on the Engelmaier model are developed to determine the probability of solder joint failure. The results indicate that the standard deviation increases significantly when more random variations are involved. Using the probabilistic method, the influence of each variable on the thermal fatigue life is quantified. This information can be used to optimize product design and process validation acceptance criteria. The probabilistic approach creates the opportunity to identify the root causes of failed samples from product fatigue tests and field returns. The method can be applied to better understand how variation affects parameters of interest in an electronic package design with area array interconnections.

Probabilistic liquefaction triggering based on the cone penetration test

USGS Publications Warehouse

Moss, R.E.S.; Seed, R.B.; Kayen, R.E.; Stewart, J.P.; Tokimatsu, K.

2005-01-01

Performance-based earthquake engineering requires a probabilistic treatment of potential failure modes in order to accurately quantify the overall stability of the system. This paper is a summary of the application portions of the probabilistic liquefaction triggering correlations proposed recently proposed by Moss and co-workers. To enable probabilistic treatment of liquefaction triggering, the variables comprising the seismic load and the liquefaction resistance were treated as inherently uncertain. Supporting data from an extensive Cone Penetration Test (CPT)-based liquefaction case history database were used to develop a probabilistic correlation. The methods used to measure the uncertainty of the load and resistance variables, how the interactions of these variables were treated using Bayesian updating, and how reliability analysis was applied to produce curves of equal probability of liquefaction are presented. The normalization for effective overburden stress, the magnitude correlated duration weighting factor, and the non-linear shear mass participation factor used are also discussed.

Determination of Economic Lot Size between Suppliers and Manufacturers for Imperfect Production System with Probabilistic Demand

NASA Astrophysics Data System (ADS)

Yuniar, S.; Wangsaputra, R.; Sinaga, A. T.

2018-03-01

This study aims to develop a combined economical lot size model between supplier and manufacturer for imperfect production processes with probabilistic demand patterns and constant lead times. The supplier side produces the product within a certain time interval then sent to the manufacturer with a certain amount of lot size. Imperfect supplier production systems are characterized by the probability of defective product (γ). The model decision variables are the lot size of the manufacturer's ordering, supplier lot size, and the reorder point of the manufacturer. The optimal decision variables are obtained by minimizing the total expected cost of the combined costs between the suppliers and the manufacturers borne by both parties. The model is built compared to the transactional partnership model, in which the supplier does not participate in the efficiency of its inventory system. A numerical example is given as an illustration of the JELS model and the transactional partnership model. Sensitivity analysis of the model is done by changing the parameters aimed at analyzing the behavior of the developed model.

Probabilistic Cloning of Three Real States with Optimal Success Probabilities

NASA Astrophysics Data System (ADS)

Rui, Pin-shu

2017-06-01

We investigate the probabilistic quantum cloning (PQC) of three real states with average probability distribution. To get the analytic forms of the optimal success probabilities we assume that the three states have only two pairwise inner products. Based on the optimal success probabilities, we derive the explicit form of 1 →2 PQC for cloning three real states. The unitary operation needed in the PQC process is worked out too. The optimal success probabilities are also generalized to the M→ N PQC case.

A probabilistic approach to aircraft design emphasizing stability and control uncertainties

NASA Astrophysics Data System (ADS)

Delaurentis, Daniel Andrew

In order to address identified deficiencies in current approaches to aerospace systems design, a new method has been developed. This new method for design is based on the premise that design is a decision making activity, and that deterministic analysis and synthesis can lead to poor, or misguided decision making. This is due to a lack of disciplinary knowledge of sufficient fidelity about the product, to the presence of uncertainty at multiple levels of the aircraft design hierarchy, and to a failure to focus on overall affordability metrics as measures of goodness. Design solutions are desired which are robust to uncertainty and are based on the maximum knowledge possible. The new method represents advances in the two following general areas. 1. Design models and uncertainty. The research performed completes a transition from a deterministic design representation to a probabilistic one through a modeling of design uncertainty at multiple levels of the aircraft design hierarchy, including: (1) Consistent, traceable uncertainty classification and representation; (2) Concise mathematical statement of the Probabilistic Robust Design problem; (3) Variants of the Cumulative Distribution Functions (CDFs) as decision functions for Robust Design; (4) Probabilistic Sensitivities which identify the most influential sources of variability. 2. Multidisciplinary analysis and design. Imbedded in the probabilistic methodology is a new approach for multidisciplinary design analysis and optimization (MDA/O), employing disciplinary analysis approximations formed through statistical experimentation and regression. These approximation models are a function of design variables common to the system level as well as other disciplines. For aircraft, it is proposed that synthesis/sizing is the proper avenue for integrating multiple disciplines. Research hypotheses are translated into a structured method, which is subsequently tested for validity. Specifically, the implementation involves the study of the relaxed static stability technology for a supersonic commercial transport aircraft. The probabilistic robust design method is exercised resulting in a series of robust design solutions based on different interpretations of "robustness". Insightful results are obtained and the ability of the method to expose trends in the design space are noted as a key advantage.

Probabilistic Analysis of Combinatorial Optimization Problems on Hypergraph Matchings

DTIC Science & Technology

2012-02-01

per dimension” ( recall that d is equal to the number of independent subsets of vertices Vk in the hypergraph Hd jn, and n denotes the number of...disjoint solutions whose costs are iid random variables. First, recalling the interpretation of feasible MAP solu- tions as paths in the index graph G, we...elements. On the other hand, recall that a (feasible) path G can be described as a set of n vectors D f.i .1/ 1 ; : : : ; i .1/ d /; : : : ; .i .n

A Hypergraph and Arithmetic Residue-based Probabilistic Neural Network for classification in Intrusion Detection Systems.

PubMed

Raman, M R Gauthama; Somu, Nivethitha; Kirthivasan, Kannan; Sriram, V S Shankar

2017-08-01

Over the past few decades, the design of an intelligent Intrusion Detection System (IDS) remains an open challenge to the research community. Continuous efforts by the researchers have resulted in the development of several learning models based on Artificial Neural Network (ANN) to improve the performance of the IDSs. However, there exists a tradeoff with respect to the stability of ANN architecture and the detection rate for less frequent attacks. This paper presents a novel approach based on Helly property of Hypergraph and Arithmetic Residue-based Probabilistic Neural Network (HG AR-PNN) to address the classification problem in IDS. The Helly property of Hypergraph was exploited for the identification of the optimal feature subset and the arithmetic residue of the optimal feature subset was used to train the PNN. The performance of HG AR-PNN was evaluated using KDD CUP 1999 intrusion dataset. Experimental results prove the dominance of HG AR-PNN classifier over the existing classifiers with respect to the stability and improved detection rate for less frequent attacks. Copyright © 2017 Elsevier Ltd. All rights reserved.

Probabilistic Modeling of High-Temperature Material Properties of a 5-Harness 0/90 Sylramic Fiber/ CVI-SiC/ MI-SiC Woven Composite

NASA Technical Reports Server (NTRS)

Nagpal, Vinod K.; Tong, Michael; Murthy, P. L. N.; Mital, Subodh

1998-01-01

An integrated probabilistic approach has been developed to assess composites for high temperature applications. This approach was used to determine thermal and mechanical properties and their probabilistic distributions of a 5-harness 0/90 Sylramic fiber/CVI-SiC/Mi-SiC woven Ceramic Matrix Composite (CMC) at high temperatures. The purpose of developing this approach was to generate quantitative probabilistic information on this CMC to help complete the evaluation for its potential application for HSCT combustor liner. This approach quantified the influences of uncertainties inherent in constituent properties called primitive variables on selected key response variables of the CMC at 2200 F. The quantitative information is presented in the form of Cumulative Density Functions (CDFs). Probability Density Functions (PDFS) and primitive variable sensitivities on response. Results indicate that the scatters in response variables were reduced by 30-50% when the uncertainties in the primitive variables, which showed the most influence, were reduced by 50%.

Probabilistic Analysis and Design of a Raked Wing Tip for a Commercial Transport

NASA Technical Reports Server (NTRS)

Mason Brian H.; Chen, Tzi-Kang; Padula, Sharon L.; Ransom, Jonathan B.; Stroud, W. Jefferson

2008-01-01

An approach for conducting reliability-based design and optimization (RBDO) of a Boeing 767 raked wing tip (RWT) is presented. The goal is to evaluate the benefits of RBDO for design of an aircraft substructure. A finite-element (FE) model that includes eight critical static load cases is used to evaluate the response of the wing tip. Thirteen design variables that describe the thickness of the composite skins and stiffeners are selected to minimize the weight of the wing tip. A strain-based margin of safety is used to evaluate the performance of the structure. The randomness in the load scale factor and in the strain limits is considered. Of the 13 variables, the wing-tip design was controlled primarily by the thickness of the thickest plies in the upper skins. The report includes an analysis of the optimization results and recommendations for future reliability-based studies.

Prediction in Health Domain Using Bayesian Networks Optimization Based on Induction Learning Techniques

NASA Astrophysics Data System (ADS)

Felgaer, Pablo; Britos, Paola; García-Martínez, Ramón

A Bayesian network is a directed acyclic graph in which each node represents a variable and each arc a probabilistic dependency; they are used to provide: a compact form to represent the knowledge and flexible methods of reasoning. Obtaining it from data is a learning process that is divided in two steps: structural learning and parametric learning. In this paper we define an automatic learning method that optimizes the Bayesian networks applied to classification, using a hybrid method of learning that combines the advantages of the induction techniques of the decision trees (TDIDT-C4.5) with those of the Bayesian networks. The resulting method is applied to prediction in health domain.

Probabilistic Finite Element Analysis & Design Optimization for Structural Designs

NASA Astrophysics Data System (ADS)

Deivanayagam, Arumugam

This study focuses on implementing probabilistic nature of material properties (Kevlar® 49) to the existing deterministic finite element analysis (FEA) of fabric based engine containment system through Monte Carlo simulations (MCS) and implementation of probabilistic analysis in engineering designs through Reliability Based Design Optimization (RBDO). First, the emphasis is on experimental data analysis focusing on probabilistic distribution models which characterize the randomness associated with the experimental data. The material properties of Kevlar® 49 are modeled using experimental data analysis and implemented along with an existing spiral modeling scheme (SMS) and user defined constitutive model (UMAT) for fabric based engine containment simulations in LS-DYNA. MCS of the model are performed to observe the failure pattern and exit velocities of the models. Then the solutions are compared with NASA experimental tests and deterministic results. MCS with probabilistic material data give a good prospective on results rather than a single deterministic simulation results. The next part of research is to implement the probabilistic material properties in engineering designs. The main aim of structural design is to obtain optimal solutions. In any case, in a deterministic optimization problem even though the structures are cost effective, it becomes highly unreliable if the uncertainty that may be associated with the system (material properties, loading etc.) is not represented or considered in the solution process. Reliable and optimal solution can be obtained by performing reliability optimization along with the deterministic optimization, which is RBDO. In RBDO problem formulation, in addition to structural performance constraints, reliability constraints are also considered. This part of research starts with introduction to reliability analysis such as first order reliability analysis, second order reliability analysis followed by simulation technique that are performed to obtain probability of failure and reliability of structures. Next, decoupled RBDO procedure is proposed with a new reliability analysis formulation with sensitivity analysis, which is performed to remove the highly reliable constraints in the RBDO, thereby reducing the computational time and function evaluations. Followed by implementation of the reliability analysis concepts and RBDO in finite element 2D truss problems and a planar beam problem are presented and discussed.

Fractional Programming for Communication Systems—Part II: Uplink Scheduling via Matching

NASA Astrophysics Data System (ADS)

Shen, Kaiming; Yu, Wei

2018-05-01

This two-part paper develops novel methodologies for using fractional programming (FP) techniques to design and optimize communication systems. Part I of this paper proposes a new quadratic transform for FP and treats its application for continuous optimization problems. In this Part II of the paper, we study discrete problems, such as those involving user scheduling, which are considerably more difficult to solve. Unlike the continuous problems, discrete or mixed discrete-continuous problems normally cannot be recast as convex problems. In contrast to the common heuristic of relaxing the discrete variables, this work reformulates the original problem in an FP form amenable to distributed combinatorial optimization. The paper illustrates this methodology by tackling the important and challenging problem of uplink coordinated multi-cell user scheduling in wireless cellular systems. Uplink scheduling is more challenging than downlink scheduling, because uplink user scheduling decisions significantly affect the interference pattern in nearby cells. Further, the discrete scheduling variable needs to be optimized jointly with continuous variables such as transmit power levels and beamformers. The main idea of the proposed FP approach is to decouple the interaction among the interfering links, thereby permitting a distributed and joint optimization of the discrete and continuous variables with provable convergence. The paper shows that the well-known weighted minimum mean-square-error (WMMSE) algorithm can also be derived from a particular use of FP; but our proposed FP-based method significantly outperforms WMMSE when discrete user scheduling variables are involved, both in term of run-time efficiency and optimizing results.

Active and Reactive Power Optimal Dispatch Associated with Load and DG Uncertainties in Active Distribution Network

NASA Astrophysics Data System (ADS)

Gao, F.; Song, X. H.; Zhang, Y.; Li, J. F.; Zhao, S. S.; Ma, W. Q.; Jia, Z. Y.

2017-05-01

In order to reduce the adverse effects of uncertainty on optimal dispatch in active distribution network, an optimal dispatch model based on chance-constrained programming is proposed in this paper. In this model, the active and reactive power of DG can be dispatched at the aim of reducing the operating cost. The effect of operation strategy on the cost can be reflected in the objective which contains the cost of network loss, DG curtailment, DG reactive power ancillary service, and power quality compensation. At the same time, the probabilistic constraints can reflect the operation risk degree. Then the optimal dispatch model is simplified as a series of single stage model which can avoid large variable dimension and improve the convergence speed. And the single stage model is solved using a combination of particle swarm optimization (PSO) and point estimate method (PEM). Finally, the proposed optimal dispatch model and method is verified by the IEEE33 test system.

Employing Sensitivity Derivatives for Robust Optimization under Uncertainty in CFD

NASA Technical Reports Server (NTRS)

Newman, Perry A.; Putko, Michele M.; Taylor, Arthur C., III

2004-01-01

A robust optimization is demonstrated on a two-dimensional inviscid airfoil problem in subsonic flow. Given uncertainties in statistically independent, random, normally distributed flow parameters (input variables), an approximate first-order statistical moment method is employed to represent the Computational Fluid Dynamics (CFD) code outputs as expected values with variances. These output quantities are used to form the objective function and constraints. The constraints are cast in probabilistic terms; that is, the probability that a constraint is satisfied is greater than or equal to some desired target probability. Gradient-based robust optimization of this stochastic problem is accomplished through use of both first and second-order sensitivity derivatives. For each robust optimization, the effect of increasing both input standard deviations and target probability of constraint satisfaction are demonstrated. This method provides a means for incorporating uncertainty when considering small deviations from input mean values.

Bayesian networks in neuroscience: a survey.

PubMed

Bielza, Concha; Larrañaga, Pedro

2014-01-01

Bayesian networks are a type of probabilistic graphical models lie at the intersection between statistics and machine learning. They have been shown to be powerful tools to encode dependence relationships among the variables of a domain under uncertainty. Thanks to their generality, Bayesian networks can accommodate continuous and discrete variables, as well as temporal processes. In this paper we review Bayesian networks and how they can be learned automatically from data by means of structure learning algorithms. Also, we examine how a user can take advantage of these networks for reasoning by exact or approximate inference algorithms that propagate the given evidence through the graphical structure. Despite their applicability in many fields, they have been little used in neuroscience, where they have focused on specific problems, like functional connectivity analysis from neuroimaging data. Here we survey key research in neuroscience where Bayesian networks have been used with different aims: discover associations between variables, perform probabilistic reasoning over the model, and classify new observations with and without supervision. The networks are learned from data of any kind-morphological, electrophysiological, -omics and neuroimaging-, thereby broadening the scope-molecular, cellular, structural, functional, cognitive and medical- of the brain aspects to be studied.

Bayesian networks in neuroscience: a survey

PubMed Central

Bielza, Concha; Larrañaga, Pedro

2014-01-01

Bayesian networks are a type of probabilistic graphical models lie at the intersection between statistics and machine learning. They have been shown to be powerful tools to encode dependence relationships among the variables of a domain under uncertainty. Thanks to their generality, Bayesian networks can accommodate continuous and discrete variables, as well as temporal processes. In this paper we review Bayesian networks and how they can be learned automatically from data by means of structure learning algorithms. Also, we examine how a user can take advantage of these networks for reasoning by exact or approximate inference algorithms that propagate the given evidence through the graphical structure. Despite their applicability in many fields, they have been little used in neuroscience, where they have focused on specific problems, like functional connectivity analysis from neuroimaging data. Here we survey key research in neuroscience where Bayesian networks have been used with different aims: discover associations between variables, perform probabilistic reasoning over the model, and classify new observations with and without supervision. The networks are learned from data of any kind–morphological, electrophysiological, -omics and neuroimaging–, thereby broadening the scope–molecular, cellular, structural, functional, cognitive and medical– of the brain aspects to be studied. PMID:25360109

Reliability and risk assessment of structures

NASA Technical Reports Server (NTRS)

Chamis, C. C.

1991-01-01

Development of reliability and risk assessment of structural components and structures is a major activity at Lewis Research Center. It consists of five program elements: (1) probabilistic loads; (2) probabilistic finite element analysis; (3) probabilistic material behavior; (4) assessment of reliability and risk; and (5) probabilistic structural performance evaluation. Recent progress includes: (1) the evaluation of the various uncertainties in terms of cumulative distribution functions for various structural response variables based on known or assumed uncertainties in primitive structural variables; (2) evaluation of the failure probability; (3) reliability and risk-cost assessment; and (4) an outline of an emerging approach for eventual certification of man-rated structures by computational methods. Collectively, the results demonstrate that the structural durability/reliability of man-rated structural components and structures can be effectively evaluated by using formal probabilistic methods.

Probabilistic structural analysis methods for improving Space Shuttle engine reliability

NASA Technical Reports Server (NTRS)

Boyce, L.

1989-01-01

Probabilistic structural analysis methods are particularly useful in the design and analysis of critical structural components and systems that operate in very severe and uncertain environments. These methods have recently found application in space propulsion systems to improve the structural reliability of Space Shuttle Main Engine (SSME) components. A computer program, NESSUS, based on a deterministic finite-element program and a method of probabilistic analysis (fast probability integration) provides probabilistic structural analysis for selected SSME components. While computationally efficient, it considers both correlated and nonnormal random variables as well as an implicit functional relationship between independent and dependent variables. The program is used to determine the response of a nickel-based superalloy SSME turbopump blade. Results include blade tip displacement statistics due to the variability in blade thickness, modulus of elasticity, Poisson's ratio or density. Modulus of elasticity significantly contributed to blade tip variability while Poisson's ratio did not. Thus, a rational method for choosing parameters to be modeled as random is provided.

Energy and operation management of a microgrid using particle swarm optimization

NASA Astrophysics Data System (ADS)

Radosavljević, Jordan; Jevtić, Miroljub; Klimenta, Dardan

2016-05-01

This article presents an efficient algorithm based on particle swarm optimization (PSO) for energy and operation management (EOM) of a microgrid including different distributed generation units and energy storage devices. The proposed approach employs PSO to minimize the total energy and operating cost of the microgrid via optimal adjustment of the control variables of the EOM, while satisfying various operating constraints. Owing to the stochastic nature of energy produced from renewable sources, i.e. wind turbines and photovoltaic systems, as well as load uncertainties and market prices, a probabilistic approach in the EOM is introduced. The proposed method is examined and tested on a typical grid-connected microgrid including fuel cell, gas-fired microturbine, wind turbine, photovoltaic and energy storage devices. The obtained results prove the efficiency of the proposed approach to solve the EOM of the microgrids.

Probabilistic Simulation of Multi-Scale Composite Behavior

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2012-01-01

A methodology is developed to computationally assess the non-deterministic composite response at all composite scales (from micro to structural) due to the uncertainties in the constituent (fiber and matrix) properties, in the fabrication process and in structural variables (primitive variables). The methodology is computationally efficient for simulating the probability distributions of composite behavior, such as material properties, laminate and structural responses. Bi-products of the methodology are probabilistic sensitivities of the composite primitive variables. The methodology has been implemented into the computer codes PICAN (Probabilistic Integrated Composite ANalyzer) and IPACS (Integrated Probabilistic Assessment of Composite Structures). The accuracy and efficiency of this methodology are demonstrated by simulating the uncertainties in composite typical laminates and comparing the results with the Monte Carlo simulation method. Available experimental data of composite laminate behavior at all scales fall within the scatters predicted by PICAN. Multi-scaling is extended to simulate probabilistic thermo-mechanical fatigue and to simulate the probabilistic design of a composite redome in order to illustrate its versatility. Results show that probabilistic fatigue can be simulated for different temperature amplitudes and for different cyclic stress magnitudes. Results also show that laminate configurations can be selected to increase the redome reliability by several orders of magnitude without increasing the laminate thickness--a unique feature of structural composites. The old reference denotes that nothing fundamental has been done since that time.

Integrating Ecosystem Carbon Dynamics into State-and-Transition Simulation Models of Land Use/Land Cover Change

NASA Astrophysics Data System (ADS)

Sleeter, B. M.; Daniel, C.; Frid, L.; Fortin, M. J.

2016-12-01

State-and-transition simulation models (STSMs) provide a general approach for incorporating uncertainty into forecasts of landscape change. Using a Monte Carlo approach, STSMs generate spatially-explicit projections of the state of a landscape based upon probabilistic transitions defined between states. While STSMs are based on the basic principles of Markov chains, they have additional properties that make them applicable to a wide range of questions and types of landscapes. A current limitation of STSMs is that they are only able to track the fate of discrete state variables, such as land use/land cover (LULC) classes. There are some landscape modelling questions, however, for which continuous state variables - for example carbon biomass - are also required. Here we present a new approach for integrating continuous state variables into spatially-explicit STSMs. Specifically we allow any number of continuous state variables to be defined for each spatial cell in our simulations; the value of each continuous variable is then simulated forward in discrete time as a stochastic process based upon defined rates of change between variables. These rates can be defined as a function of the realized states and transitions of each cell in the STSM, thus providing a connection between the continuous variables and the dynamics of the landscape. We demonstrate this new approach by (1) developing a simple IPCC Tier 3 compliant model of ecosystem carbon biomass, where the continuous state variables are defined as terrestrial carbon biomass pools and the rates of change as carbon fluxes between pools, and (2) integrating this carbon model with an existing LULC change model for the state of Hawaii, USA.

A probabilistic Hu-Washizu variational principle

NASA Technical Reports Server (NTRS)

Liu, W. K.; Belytschko, T.; Besterfield, G. H.

1987-01-01

A Probabilistic Hu-Washizu Variational Principle (PHWVP) for the Probabilistic Finite Element Method (PFEM) is presented. This formulation is developed for both linear and nonlinear elasticity. The PHWVP allows incorporation of the probabilistic distributions for the constitutive law, compatibility condition, equilibrium, domain and boundary conditions into the PFEM. Thus, a complete probabilistic analysis can be performed where all aspects of the problem are treated as random variables and/or fields. The Hu-Washizu variational formulation is available in many conventional finite element codes thereby enabling the straightforward inclusion of the probabilistic features into present codes.

Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system structural components

NASA Technical Reports Server (NTRS)

Cruse, T. A.

1987-01-01

The objective is the development of several modular structural analysis packages capable of predicting the probabilistic response distribution for key structural variables such as maximum stress, natural frequencies, transient response, etc. The structural analysis packages are to include stochastic modeling of loads, material properties, geometry (tolerances), and boundary conditions. The solution is to be in terms of the cumulative probability of exceedance distribution (CDF) and confidence bounds. Two methods of probability modeling are to be included as well as three types of structural models - probabilistic finite-element method (PFEM); probabilistic approximate analysis methods (PAAM); and probabilistic boundary element methods (PBEM). The purpose in doing probabilistic structural analysis is to provide the designer with a more realistic ability to assess the importance of uncertainty in the response of a high performance structure. Probabilistic Structural Analysis Method (PSAM) tools will estimate structural safety and reliability, while providing the engineer with information on the confidence that should be given to the predicted behavior. Perhaps most critically, the PSAM results will directly provide information on the sensitivity of the design response to those variables which are seen to be uncertain.

Probabilistic Structural Analysis Methods for select space propulsion system structural components (PSAM)

NASA Technical Reports Server (NTRS)

Cruse, T. A.; Burnside, O. H.; Wu, Y.-T.; Polch, E. Z.; Dias, J. B.

1988-01-01

The objective is the development of several modular structural analysis packages capable of predicting the probabilistic response distribution for key structural variables such as maximum stress, natural frequencies, transient response, etc. The structural analysis packages are to include stochastic modeling of loads, material properties, geometry (tolerances), and boundary conditions. The solution is to be in terms of the cumulative probability of exceedance distribution (CDF) and confidence bounds. Two methods of probability modeling are to be included as well as three types of structural models - probabilistic finite-element method (PFEM); probabilistic approximate analysis methods (PAAM); and probabilistic boundary element methods (PBEM). The purpose in doing probabilistic structural analysis is to provide the designer with a more realistic ability to assess the importance of uncertainty in the response of a high performance structure. Probabilistic Structural Analysis Method (PSAM) tools will estimate structural safety and reliability, while providing the engineer with information on the confidence that should be given to the predicted behavior. Perhaps most critically, the PSAM results will directly provide information on the sensitivity of the design response to those variables which are seen to be uncertain.

USGS Methodology for Assessing Continuous Petroleum Resources

USGS Publications Warehouse

Charpentier, Ronald R.; Cook, Troy A.

2011-01-01

The U.S. Geological Survey (USGS) has developed a new quantitative methodology for assessing resources in continuous (unconventional) petroleum deposits. Continuous petroleum resources include shale gas, coalbed gas, and other oil and gas deposits in low-permeability ("tight") reservoirs. The methodology is based on an approach combining geologic understanding with well productivities. The methodology is probabilistic, with both input and output variables as probability distributions, and uses Monte Carlo simulation to calculate the estimates. The new methodology is an improvement of previous USGS methodologies in that it better accommodates the uncertainties in undrilled or minimally drilled deposits that must be assessed using analogs. The publication is a collection of PowerPoint slides with accompanying comments.

Distribution functions of probabilistic automata

NASA Technical Reports Server (NTRS)

Vatan, F.

2001-01-01

Each probabilistic automaton M over an alphabet A defines a probability measure Prob sub(M) on the set of all finite and infinite words over A. We can identify a k letter alphabet A with the set {0, 1,..., k-1}, and, hence, we can consider every finite or infinite word w over A as a radix k expansion of a real number X(w) in the interval [0, 1]. This makes X(w) a random variable and the distribution function of M is defined as usual: F(x) := Prob sub(M) { w: X(w) < x }. Utilizing the fixed-point semantics (denotational semantics), extended to probabilistic computations, we investigate the distribution functions of probabilistic automata in detail. Automata with continuous distribution functions are characterized. By a new, and much more easier method, it is shown that the distribution function F(x) is an analytic function if it is a polynomial. Finally, answering a question posed by D. Knuth and A. Yao, we show that a polynomial distribution function F(x) on [0, 1] can be generated by a prob abilistic automaton iff all the roots of F'(x) = 0 in this interval, if any, are rational numbers. For this, we define two dynamical systems on the set of polynomial distributions and study attracting fixed points of random composition of these two systems.

Probabilistic simulation of multi-scale composite behavior

NASA Technical Reports Server (NTRS)

Liaw, D. G.; Shiao, M. C.; Singhal, S. N.; Chamis, Christos C.

1993-01-01

A methodology is developed to computationally assess the probabilistic composite material properties at all composite scale levels due to the uncertainties in the constituent (fiber and matrix) properties and in the fabrication process variables. The methodology is computationally efficient for simulating the probability distributions of material properties. The sensitivity of the probabilistic composite material property to each random variable is determined. This information can be used to reduce undesirable uncertainties in material properties at the macro scale of the composite by reducing the uncertainties in the most influential random variables at the micro scale. This methodology was implemented into the computer code PICAN (Probabilistic Integrated Composite ANalyzer). The accuracy and efficiency of this methodology are demonstrated by simulating the uncertainties in the material properties of a typical laminate and comparing the results with the Monte Carlo simulation method. The experimental data of composite material properties at all scales fall within the scatters predicted by PICAN.

Reliability Assessment of a Robust Design Under Uncertainty for a 3-D Flexible Wing

NASA Technical Reports Server (NTRS)

Gumbert, Clyde R.; Hou, Gene J. -W.; Newman, Perry A.

2003-01-01

The paper presents reliability assessment results for the robust designs under uncertainty of a 3-D flexible wing previously reported by the authors. Reliability assessments (additional optimization problems) of the active constraints at the various probabilistic robust design points are obtained and compared with the constraint values or target constraint probabilities specified in the robust design. In addition, reliability-based sensitivity derivatives with respect to design variable mean values are also obtained and shown to agree with finite difference values. These derivatives allow one to perform reliability based design without having to obtain second-order sensitivity derivatives. However, an inner-loop optimization problem must be solved for each active constraint to find the most probable point on that constraint failure surface.

A probabilistic method for constructing wave time-series at inshore locations using model scenarios

USGS Publications Warehouse

Long, Joseph W.; Plant, Nathaniel G.; Dalyander, P. Soupy; Thompson, David M.

2014-01-01

Continuous time-series of wave characteristics (height, period, and direction) are constructed using a base set of model scenarios and simple probabilistic methods. This approach utilizes an archive of computationally intensive, highly spatially resolved numerical wave model output to develop time-series of historical or future wave conditions without performing additional, continuous numerical simulations. The archive of model output contains wave simulations from a set of model scenarios derived from an offshore wave climatology. Time-series of wave height, period, direction, and associated uncertainties are constructed at locations included in the numerical model domain. The confidence limits are derived using statistical variability of oceanographic parameters contained in the wave model scenarios. The method was applied to a region in the northern Gulf of Mexico and assessed using wave observations at 12 m and 30 m water depths. Prediction skill for significant wave height is 0.58 and 0.67 at the 12 m and 30 m locations, respectively, with similar performance for wave period and direction. The skill of this simplified, probabilistic time-series construction method is comparable to existing large-scale, high-fidelity operational wave models but provides higher spatial resolution output at low computational expense. The constructed time-series can be developed to support a variety of applications including climate studies and other situations where a comprehensive survey of wave impacts on the coastal area is of interest.

A look-ahead probabilistic contingency analysis framework incorporating smart sampling techniques

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

Chen, Yousu; Etingov, Pavel V.; Ren, Huiying

2016-07-18

This paper describes a framework of incorporating smart sampling techniques in a probabilistic look-ahead contingency analysis application. The predictive probabilistic contingency analysis helps to reflect the impact of uncertainties caused by variable generation and load on potential violations of transmission limits.

Renewable energy in electric utility capacity planning: a decomposition approach with application to a Mexican utility

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

Staschus, K.

1985-01-01

In this dissertation, efficient algorithms for electric-utility capacity expansion planning with renewable energy are developed. The algorithms include a deterministic phase that quickly finds a near-optimal expansion plan using derating and a linearized approximation to the time-dependent availability of nondispatchable energy sources. A probabilistic second phase needs comparatively few computer-time consuming probabilistic simulation iterations to modify this solution towards the optimal expansion plan. For the deterministic first phase, two algorithms, based on a Lagrangian Dual decomposition and a Generalized Benders Decomposition, are developed. The probabilistic second phase uses a Generalized Benders Decomposition approach. Extensive computational tests of the algorithms aremore » reported. Among the deterministic algorithms, the one based on Lagrangian Duality proves fastest. The two-phase approach is shown to save up to 80% in computing time as compared to a purely probabilistic algorithm. The algorithms are applied to determine the optimal expansion plan for the Tijuana-Mexicali subsystem of the Mexican electric utility system. A strong recommendation to push conservation programs in the desert city of Mexicali results from this implementation.« less

Transient flow conditions in probabilistic wellhead protection: importance and ways to manage spatial and temporal uncertainty in capture zone delineation

NASA Astrophysics Data System (ADS)

Enzenhoefer, R.; Rodriguez-Pretelin, A.; Nowak, W.

2012-12-01

"From an engineering standpoint, the quantification of uncertainty is extremely important not only because it allows estimating risk but mostly because it allows taking optimal decisions in an uncertain framework" (Renard, 2007). The most common way to account for uncertainty in the field of subsurface hydrology and wellhead protection is to randomize spatial parameters, e.g. the log-hydraulic conductivity or porosity. This enables water managers to take robust decisions in delineating wellhead protection zones with rationally chosen safety margins in the spirit of probabilistic risk management. Probabilistic wellhead protection zones are commonly based on steady-state flow fields. However, several past studies showed that transient flow conditions may substantially influence the shape and extent of catchments. Therefore, we believe they should be accounted for in the probabilistic assessment and in the delineation process. The aim of our work is to show the significance of flow transients and to investigate the interplay between spatial uncertainty and flow transients in wellhead protection zone delineation. To this end, we advance our concept of probabilistic capture zone delineation (Enzenhoefer et al., 2012) that works with capture probabilities and other probabilistic criteria for delineation. The extended framework is able to evaluate the time fraction that any point on a map falls within a capture zone. In short, we separate capture probabilities into spatial/statistical and time-related frequencies. This will provide water managers additional information on how to manage a well catchment in the light of possible hazard conditions close to the capture boundary under uncertain and time-variable flow conditions. In order to save computational costs, we take advantage of super-positioned flow components with time-variable coefficients. We assume an instantaneous development of steady-state flow conditions after each temporal change in driving forces, following an idea by Festger and Walter, 2002. These quasi steady-state flow fields are cast into a geostatistical Monte Carlo framework to admit and evaluate the influence of parameter uncertainty on the delineation process. Furthermore, this framework enables conditioning on observed data with any conditioning scheme, such as rejection sampling, Ensemble Kalman Filters, etc. To further reduce the computational load, we use the reverse formulation of advective-dispersive transport. We simulate the reverse transport by particle tracking random walk in order to avoid numerical dispersion to account for well arrival times.

Learning to Estimate Dynamical State with Probabilistic Population Codes.

PubMed

Makin, Joseph G; Dichter, Benjamin K; Sabes, Philip N

2015-11-01

Tracking moving objects, including one's own body, is a fundamental ability of higher organisms, playing a central role in many perceptual and motor tasks. While it is unknown how the brain learns to follow and predict the dynamics of objects, it is known that this process of state estimation can be learned purely from the statistics of noisy observations. When the dynamics are simply linear with additive Gaussian noise, the optimal solution is the well known Kalman filter (KF), the parameters of which can be learned via latent-variable density estimation (the EM algorithm). The brain does not, however, directly manipulate matrices and vectors, but instead appears to represent probability distributions with the firing rates of population of neurons, "probabilistic population codes." We show that a recurrent neural network-a modified form of an exponential family harmonium (EFH)-that takes a linear probabilistic population code as input can learn, without supervision, to estimate the state of a linear dynamical system. After observing a series of population responses (spike counts) to the position of a moving object, the network learns to represent the velocity of the object and forms nearly optimal predictions about the position at the next time-step. This result builds on our previous work showing that a similar network can learn to perform multisensory integration and coordinate transformations for static stimuli. The receptive fields of the trained network also make qualitative predictions about the developing and learning brain: tuning gradually emerges for higher-order dynamical states not explicitly present in the inputs, appearing as delayed tuning for the lower-order states.

Learning to Estimate Dynamical State with Probabilistic Population Codes

PubMed Central

Sabes, Philip N.

2015-01-01

Tracking moving objects, including one’s own body, is a fundamental ability of higher organisms, playing a central role in many perceptual and motor tasks. While it is unknown how the brain learns to follow and predict the dynamics of objects, it is known that this process of state estimation can be learned purely from the statistics of noisy observations. When the dynamics are simply linear with additive Gaussian noise, the optimal solution is the well known Kalman filter (KF), the parameters of which can be learned via latent-variable density estimation (the EM algorithm). The brain does not, however, directly manipulate matrices and vectors, but instead appears to represent probability distributions with the firing rates of population of neurons, “probabilistic population codes.” We show that a recurrent neural network—a modified form of an exponential family harmonium (EFH)—that takes a linear probabilistic population code as input can learn, without supervision, to estimate the state of a linear dynamical system. After observing a series of population responses (spike counts) to the position of a moving object, the network learns to represent the velocity of the object and forms nearly optimal predictions about the position at the next time-step. This result builds on our previous work showing that a similar network can learn to perform multisensory integration and coordinate transformations for static stimuli. The receptive fields of the trained network also make qualitative predictions about the developing and learning brain: tuning gradually emerges for higher-order dynamical states not explicitly present in the inputs, appearing as delayed tuning for the lower-order states. PMID:26540152

Implications for water use of a shift from annual to perennial crops - A stochastic modelling approach based on a trait meta-analysis

NASA Astrophysics Data System (ADS)

Vico, Giulia; Brunsell, Nathaniel

2017-04-01

The projected population growth and changes in climate and dietary habits will further increase the pressure on water resources globally. Within precision farming, a host of technical solutions has been developed to reduce water consumption for agricultural uses. The next frontier for a more sustainable agriculture is the combination of reduced water requirements with enhanced ecosystem services. Currently, staple grains are obtained from annuals crops. A shift from annual to perennial crops has been suggested as a way to enhance ecosystem services. In fact, perennial plants, with their continuous soil cover and the higher allocation of resources to the below ground, contribute to the reduction of soil erosion and nutrient losses, while enhancing carbon sequestration in the root zone. Nevertheless, the net effect of a shift to perennial crops on water use for agriculture is still unknown, despite its relevance for the sustainability of such a shift. We explore here the implications for water management at the field- to farm-scale of a shift from annual to perennial crops, under rainfed and irrigated agriculture. A probabilistic description of the soil water balance and crop development is employed to quantify water requirements and yields and their inter-annual variability, as a function of rainfall patterns, soil and crop features. Optimal irrigation strategies are thus defined in terms of maximization of yield and minimization of required irrigation volumes and their inter-annual variability. The probabilistic model is parameterized based on an extensive meta-analysis of traits of co-generic annual and perennial species to explore the consequences for water requirements of shifting from annual to perennial crops under current and future climates. We show that the larger and more developed roots of perennial crops may allow a better exploitation of soil water resources and a reduction of yield variability with respect to annual species. At the same time, perennial crops are larger and may require adequate water supply for longer periods, thus leading to higher water requirements. Furthermore, they lead to lower yields per unit area, thus requiring irrigation of larger areas.

Concurrent Probabilistic Simulation of High Temperature Composite Structural Response

NASA Technical Reports Server (NTRS)

Abdi, Frank

1996-01-01

A computational structural/material analysis and design tool which would meet industry's future demand for expedience and reduced cost is presented. This unique software 'GENOA' is dedicated to parallel and high speed analysis to perform probabilistic evaluation of high temperature composite response of aerospace systems. The development is based on detailed integration and modification of diverse fields of specialized analysis techniques and mathematical models to combine their latest innovative capabilities into a commercially viable software package. The technique is specifically designed to exploit the availability of processors to perform computationally intense probabilistic analysis assessing uncertainties in structural reliability analysis and composite micromechanics. The primary objectives which were achieved in performing the development were: (1) Utilization of the power of parallel processing and static/dynamic load balancing optimization to make the complex simulation of structure, material and processing of high temperature composite affordable; (2) Computational integration and synchronization of probabilistic mathematics, structural/material mechanics and parallel computing; (3) Implementation of an innovative multi-level domain decomposition technique to identify the inherent parallelism, and increasing convergence rates through high- and low-level processor assignment; (4) Creating the framework for Portable Paralleled architecture for the machine independent Multi Instruction Multi Data, (MIMD), Single Instruction Multi Data (SIMD), hybrid and distributed workstation type of computers; and (5) Market evaluation. The results of Phase-2 effort provides a good basis for continuation and warrants Phase-3 government, and industry partnership.

Poisson-Like Spiking in Circuits with Probabilistic Synapses

PubMed Central

Moreno-Bote, Rubén

2014-01-01

Neuronal activity in cortex is variable both spontaneously and during stimulation, and it has the remarkable property that it is Poisson-like over broad ranges of firing rates covering from virtually zero to hundreds of spikes per second. The mechanisms underlying cortical-like spiking variability over such a broad continuum of rates are currently unknown. We show that neuronal networks endowed with probabilistic synaptic transmission, a well-documented source of variability in cortex, robustly generate Poisson-like variability over several orders of magnitude in their firing rate without fine-tuning of the network parameters. Other sources of variability, such as random synaptic delays or spike generation jittering, do not lead to Poisson-like variability at high rates because they cannot be sufficiently amplified by recurrent neuronal networks. We also show that probabilistic synapses predict Fano factor constancy of synaptic conductances. Our results suggest that synaptic noise is a robust and sufficient mechanism for the type of variability found in cortex. PMID:25032705

Probabilistic numerics and uncertainty in computations

PubMed Central

Hennig, Philipp; Osborne, Michael A.; Girolami, Mark

2015-01-01

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations. PMID:26346321

Probabilistic numerics and uncertainty in computations.

PubMed

Hennig, Philipp; Osborne, Michael A; Girolami, Mark

2015-07-08

We deliver a call to arms for probabilistic numerical methods : algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations.

Global Infrasound Association Based on Probabilistic Clutter Categorization

NASA Astrophysics Data System (ADS)

Arora, Nimar; Mialle, Pierrick

2016-04-01

The IDC advances its methods and continuously improves its automatic system for the infrasound technology. The IDC focuses on enhancing the automatic system for the identification of valid signals and the optimization of the network detection threshold by identifying ways to refine signal characterization methodology and association criteria. An objective of this study is to reduce the number of associated infrasound arrivals that are rejected from the automatic bulletins when generating the reviewed event bulletins. Indeed, a considerable number of signal detections are due to local clutter sources such as microbaroms, waterfalls, dams, gas flares, surf (ocean breaking waves) etc. These sources are either too diffuse or too local to form events. Worse still, the repetitive nature of this clutter leads to a large number of false event hypotheses due to the random matching of clutter at multiple stations. Previous studies, for example [1], have worked on categorization of clutter using long term trends on detection azimuth, frequency, and amplitude at each station. In this work we continue the same line of reasoning to build a probabilistic model of clutter that is used as part of NETVISA [2], a Bayesian approach to network processing. The resulting model is a fusion of seismic, hydroacoustic and infrasound processing built on a unified probabilistic framework. References: [1] Infrasound categorization Towards a statistics based approach. J. Vergoz, P. Gaillard, A. Le Pichon, N. Brachet, and L. Ceranna. ITW 2011 [2] NETVISA: Network Processing Vertically Integrated Seismic Analysis. N. S. Arora, S. Russell, and E. Sudderth. BSSA 2013

Verification and Optimal Control of Context-Sensitive Probabilistic Boolean Networks Using Model Checking and Polynomial Optimization

PubMed Central

Hiraishi, Kunihiko

2014-01-01

One of the significant topics in systems biology is to develop control theory of gene regulatory networks (GRNs). In typical control of GRNs, expression of some genes is inhibited (activated) by manipulating external stimuli and expression of other genes. It is expected to apply control theory of GRNs to gene therapy technologies in the future. In this paper, a control method using a Boolean network (BN) is studied. A BN is widely used as a model of GRNs, and gene expression is expressed by a binary value (ON or OFF). In particular, a context-sensitive probabilistic Boolean network (CS-PBN), which is one of the extended models of BNs, is used. For CS-PBNs, the verification problem and the optimal control problem are considered. For the verification problem, a solution method using the probabilistic model checker PRISM is proposed. For the optimal control problem, a solution method using polynomial optimization is proposed. Finally, a numerical example on the WNT5A network, which is related to melanoma, is presented. The proposed methods provide us useful tools in control theory of GRNs. PMID:24587766

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

Jimenez, O.; Departamento de Fisica, Facultad de Ciencias Basicas, Universidad de Antofagasta, Casilla 170, Antofagasta; Bergou, J.

We study the probabilistic cloning of three symmetric states. These states are defined by a single complex quantity, the inner product among them. We show that three different probabilistic cloning machines are necessary to optimally clone all possible families of three symmetric states. We also show that the optimal cloning probability of generating M copies out of one original can be cast as the quotient between the success probability of unambiguously discriminating one and M copies of symmetric states.

A Darwinian approach to control-structure design

NASA Technical Reports Server (NTRS)

Zimmerman, David C.

1993-01-01

Genetic algorithms (GA's), as introduced by Holland (1975), are one form of directed random search. The form of direction is based on Darwin's 'survival of the fittest' theories. GA's are radically different from the more traditional design optimization techniques. GA's work with a coding of the design variables, as opposed to working with the design variables directly. The search is conducted from a population of designs (i.e., from a large number of points in the design space), unlike the traditional algorithms which search from a single design point. The GA requires only objective function information, as opposed to gradient or other auxiliary information. Finally, the GA is based on probabilistic transition rules, as opposed to deterministic rules. These features allow the GA to attack problems with local-global minima, discontinuous design spaces and mixed variable problems, all in a single, consistent framework.

Development of Probabilistic Rigid Pavement Design Methodologies for Military Airfields.

DTIC Science & Technology

1983-12-01

4A161102AT22, Task AO, Work Unit 009, "Methodology for Considering Material Variability in Pavement Design." OCE Project Monitor was Mr. S. S. Gillespie. The...PREFACE. .. ............................. VOLUME 1: STATE OF THE ART VARIABILITY OF AIRFIELD PAVEMENT MATERIALS VOLUME 11: MATHEMATICAL FORMULATION OF...VOLUME IV: PROBABILISTIC ANALYSIS OF RIGID AIRFIELD DESIGN BY ELASTIC LAYERED THEORY VOLUME I STATE OF THE ART VARIABILITY OF AIRFIELD PAVEMENT MATERIALS

A Comparison of Probabilistic and Deterministic Campaign Analysis for Human Space Exploration

NASA Technical Reports Server (NTRS)

Merrill, R. Gabe; Andraschko, Mark; Stromgren, Chel; Cirillo, Bill; Earle, Kevin; Goodliff, Kandyce

2008-01-01

Human space exploration is by its very nature an uncertain endeavor. Vehicle reliability, technology development risk, budgetary uncertainty, and launch uncertainty all contribute to stochasticity in an exploration scenario. However, traditional strategic analysis has been done in a deterministic manner, analyzing and optimizing the performance of a series of planned missions. History has shown that exploration scenarios rarely follow such a planned schedule. This paper describes a methodology to integrate deterministic and probabilistic analysis of scenarios in support of human space exploration. Probabilistic strategic analysis is used to simulate "possible" scenario outcomes, based upon the likelihood of occurrence of certain events and a set of pre-determined contingency rules. The results of the probabilistic analysis are compared to the nominal results from the deterministic analysis to evaluate the robustness of the scenario to adverse events and to test and optimize contingency planning.

Accuracy and optimal timing of activity measurements in estimating the absorbed dose of radioiodine in the treatment of Graves' disease

NASA Astrophysics Data System (ADS)

Merrill, S.; Horowitz, J.; Traino, A. C.; Chipkin, S. R.; Hollot, C. V.; Chait, Y.

2011-02-01

Calculation of the therapeutic activity of radioiodine 131I for individualized dosimetry in the treatment of Graves' disease requires an accurate estimate of the thyroid absorbed radiation dose based on a tracer activity administration of 131I. Common approaches (Marinelli-Quimby formula, MIRD algorithm) use, respectively, the effective half-life of radioiodine in the thyroid and the time-integrated activity. Many physicians perform one, two, or at most three tracer dose activity measurements at various times and calculate the required therapeutic activity by ad hoc methods. In this paper, we study the accuracy of estimates of four 'target variables': time-integrated activity coefficient, time of maximum activity, maximum activity, and effective half-life in the gland. Clinical data from 41 patients who underwent 131I therapy for Graves' disease at the University Hospital in Pisa, Italy, are used for analysis. The radioiodine kinetics are described using a nonlinear mixed-effects model. The distributions of the target variables in the patient population are characterized. Using minimum root mean squared error as the criterion, optimal 1-, 2-, and 3-point sampling schedules are determined for estimation of the target variables, and probabilistic bounds are given for the errors under the optimal times. An algorithm is developed for computing the optimal 1-, 2-, and 3-point sampling schedules for the target variables. This algorithm is implemented in a freely available software tool. Taking into consideration 131I effective half-life in the thyroid and measurement noise, the optimal 1-point time for time-integrated activity coefficient is a measurement 1 week following the tracer dose. Additional measurements give only a slight improvement in accuracy.

On the accuracy and reproducibility of a novel probabilistic atlas-based generation for calculation of head attenuation maps on integrated PET/MR scanners.

PubMed

Chen, Kevin T; Izquierdo-Garcia, David; Poynton, Clare B; Chonde, Daniel B; Catana, Ciprian

2017-03-01

To propose an MR-based method for generating continuous-valued head attenuation maps and to assess its accuracy and reproducibility. Demonstrating that novel MR-based photon attenuation correction methods are both accurate and reproducible is essential prior to using them routinely in research and clinical studies on integrated PET/MR scanners. Continuous-valued linear attenuation coefficient maps ("μ-maps") were generated by combining atlases that provided the prior probability of voxel positions belonging to a certain tissue class (air, soft tissue, or bone) and an MR intensity-based likelihood classifier to produce posterior probability maps of tissue classes. These probabilities were used as weights to generate the μ-maps. The accuracy of this probabilistic atlas-based continuous-valued μ-map ("PAC-map") generation method was assessed by calculating the voxel-wise absolute relative change (RC) between the MR-based and scaled CT-based attenuation-corrected PET images. To assess reproducibility, we performed pair-wise comparisons of the RC values obtained from the PET images reconstructed using the μ-maps generated from the data acquired at three time points. The proposed method produced continuous-valued μ-maps that qualitatively reflected the variable anatomy in patients with brain tumor and agreed well with the scaled CT-based μ-maps. The absolute RC comparing the resulting PET volumes was 1.76 ± 2.33 %, quantitatively demonstrating that the method is accurate. Additionally, we also showed that the method is highly reproducible, the mean RC value for the PET images reconstructed using the μ-maps obtained at the three visits being 0.65 ± 0.95 %. Accurate and highly reproducible continuous-valued head μ-maps can be generated from MR data using a probabilistic atlas-based approach.

Probabilistic QoS Analysis In Wireless Sensor Networks

DTIC Science & Technology

2012-04-01

and A.O. Fapojuwo. TDMA scheduling with optimized energy efficiency and minimum delay in clustered wireless sensor networks . IEEE Trans. on Mobile...Research Computer Science and Engineering, Department of 5-1-2012 Probabilistic QoS Analysis in Wireless Sensor Networks Yunbo Wang University of...Wang, Yunbo, "Probabilistic QoS Analysis in Wireless Sensor Networks " (2012). Computer Science and Engineering: Theses, Dissertations, and Student

Constellation design with geometric and probabilistic shaping

NASA Astrophysics Data System (ADS)

Zhang, Shaoliang; Yaman, Fatih

2018-02-01

A systematic study, including theory, simulation and experiments, is carried out to review the generalized pairwise optimization algorithm for designing optimized constellation. In order to verify its effectiveness, the algorithm is applied in three testing cases: 2-dimensional 8 quadrature amplitude modulation (QAM), 4-dimensional set-partitioning QAM, and probabilistic-shaped (PS) 32QAM. The results suggest that geometric shaping can work together with PS to further bridge the gap toward the Shannon limit.

Probabilistic vs. non-probabilistic approaches to the neurobiology of perceptual decision-making

PubMed Central

Drugowitsch, Jan; Pouget, Alexandre

2012-01-01

Optimal binary perceptual decision making requires accumulation of evidence in the form of a probability distribution that specifies the probability of the choices being correct given the evidence so far. Reward rates can then be maximized by stopping the accumulation when the confidence about either option reaches a threshold. Behavioral and neuronal evidence suggests that humans and animals follow such a probabilitistic decision strategy, although its neural implementation has yet to be fully characterized. Here we show that that diffusion decision models and attractor network models provide an approximation to the optimal strategy only under certain circumstances. In particular, neither model type is sufficiently flexible to encode the reliability of both the momentary and the accumulated evidence, which is a pre-requisite to accumulate evidence of time-varying reliability. Probabilistic population codes, in contrast, can encode these quantities and, as a consequence, have the potential to implement the optimal strategy accurately. PMID:22884815

Improved detection of congestive heart failure via probabilistic symbolic pattern recognition and heart rate variability metrics.

PubMed

Mahajan, Ruhi; Viangteeravat, Teeradache; Akbilgic, Oguz

2017-12-01

A timely diagnosis of congestive heart failure (CHF) is crucial to evade a life-threatening event. This paper presents a novel probabilistic symbol pattern recognition (PSPR) approach to detect CHF in subjects from their cardiac interbeat (R-R) intervals. PSPR discretizes each continuous R-R interval time series by mapping them onto an eight-symbol alphabet and then models the pattern transition behavior in the symbolic representation of the series. The PSPR-based analysis of the discretized series from 107 subjects (69 normal and 38 CHF subjects) yielded discernible features to distinguish normal subjects and subjects with CHF. In addition to PSPR features, we also extracted features using the time-domain heart rate variability measures such as average and standard deviation of R-R intervals. An ensemble of bagged decision trees was used to classify two groups resulting in a five-fold cross-validation accuracy, specificity, and sensitivity of 98.1%, 100%, and 94.7%, respectively. However, a 20% holdout validation yielded an accuracy, specificity, and sensitivity of 99.5%, 100%, and 98.57%, respectively. Results from this study suggest that features obtained with the combination of PSPR and long-term heart rate variability measures can be used in developing automated CHF diagnosis tools. Copyright © 2017 Elsevier B.V. All rights reserved.

Development of optimization-based probabilistic earthquake scenarios for the city of Tehran

NASA Astrophysics Data System (ADS)

Zolfaghari, M. R.; Peyghaleh, E.

2016-01-01

This paper presents the methodology and practical example for the application of optimization process to select earthquake scenarios which best represent probabilistic earthquake hazard in a given region. The method is based on simulation of a large dataset of potential earthquakes, representing the long-term seismotectonic characteristics in a given region. The simulation process uses Monte-Carlo simulation and regional seismogenic source parameters to generate a synthetic earthquake catalogue consisting of a large number of earthquakes, each characterized with magnitude, location, focal depth and fault characteristics. Such catalogue provides full distributions of events in time, space and size; however, demands large computation power when is used for risk assessment, particularly when other sources of uncertainties are involved in the process. To reduce the number of selected earthquake scenarios, a mixed-integer linear program formulation is developed in this study. This approach results in reduced set of optimization-based probabilistic earthquake scenario, while maintaining shape of hazard curves and full probabilistic picture by minimizing the error between hazard curves driven by full and reduced sets of synthetic earthquake scenarios. To test the model, the regional seismotectonic and seismogenic characteristics of northern Iran are used to simulate a set of 10,000-year worth of events consisting of some 84,000 earthquakes. The optimization model is then performed multiple times with various input data, taking into account probabilistic seismic hazard for Tehran city as the main constrains. The sensitivity of the selected scenarios to the user-specified site/return period error-weight is also assessed. The methodology could enhance run time process for full probabilistic earthquake studies like seismic hazard and risk assessment. The reduced set is the representative of the contributions of all possible earthquakes; however, it requires far less computation power. The authors have used this approach for risk assessment towards identification of effectiveness-profitability of risk mitigation measures, using optimization model for resource allocation. Based on the error-computation trade-off, 62-earthquake scenarios are chosen to be used for this purpose.

Probabilistic Evaluation of Blade Impact Damage

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Abumeri, G. H.

2003-01-01

The response to high velocity impact of a composite blade is probabilistically evaluated. The evaluation is focused on quantifying probabilistically the effects of uncertainties (scatter) in the variables that describe the impact, the blade make-up (geometry and material), the blade response (displacements, strains, stresses, frequencies), the blade residual strength after impact, and the blade damage tolerance. The results of probabilistic evaluations results are in terms of probability cumulative distribution functions and probabilistic sensitivities. Results show that the blade has relatively low damage tolerance at 0.999 probability of structural failure and substantial at 0.01 probability.

Simple proof that Gaussian attacks are optimal among collective attacks against continuous-variable quantum key distribution with a Gaussian modulation

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

Leverrier, Anthony; Grangier, Philippe; Laboratoire Charles Fabry, Institut d'Optique, CNRS, University Paris-Sud, Campus Polytechnique, RD 128, F-91127 Palaiseau Cedex

2010-06-15

In this article, we give a simple proof of the fact that the optimal collective attacks against continuous-variable quantum key distribution with a Gaussian modulation are Gaussian attacks. Our proof, which makes use of symmetry properties of the protocol in phase space, is particularly relevant for the finite-key analysis of the protocol and therefore for practical applications.

A Probabilistic Approach for Real-Time Volcano Surveillance

NASA Astrophysics Data System (ADS)

Cannavo, F.; Cannata, A.; Cassisi, C.; Di Grazia, G.; Maronno, P.; Montalto, P.; Prestifilippo, M.; Privitera, E.; Gambino, S.; Coltelli, M.

2016-12-01

Continuous evaluation of the state of potentially dangerous volcanos plays a key role for civil protection purposes. Presently, real-time surveillance of most volcanoes worldwide is essentially delegated to one or more human experts in volcanology, who interpret data coming from different kind of monitoring networks. Unfavorably, the coupling of highly non-linear and complex volcanic dynamic processes leads to measurable effects that can show a large variety of different behaviors. Moreover, due to intrinsic uncertainties and possible failures in some recorded data, the volcano state needs to be expressed in probabilistic terms, thus making the fast volcano state assessment sometimes impracticable for the personnel on duty at the control rooms. With the aim of aiding the personnel on duty in volcano surveillance, we present a probabilistic graphical model to estimate automatically the ongoing volcano state from all the available different kind of measurements. The model consists of a Bayesian network able to represent a set of variables and their conditional dependencies via a directed acyclic graph. The model variables are both the measurements and the possible states of the volcano through the time. The model output is an estimation of the probability distribution of the feasible volcano states. We tested the model on the Mt. Etna (Italy) case study by considering a long record of multivariate data from 2011 to 2015 and cross-validated it. Results indicate that the proposed model is effective and of great power for decision making purposes.

Heuristic and optimal policy computations in the human brain during sequential decision-making.

PubMed

Korn, Christoph W; Bach, Dominik R

2018-01-23

Optimal decisions across extended time horizons require value calculations over multiple probabilistic future states. Humans may circumvent such complex computations by resorting to easy-to-compute heuristics that approximate optimal solutions. To probe the potential interplay between heuristic and optimal computations, we develop a novel sequential decision-making task, framed as virtual foraging in which participants have to avoid virtual starvation. Rewards depend only on final outcomes over five-trial blocks, necessitating planning over five sequential decisions and probabilistic outcomes. Here, we report model comparisons demonstrating that participants primarily rely on the best available heuristic but also use the normatively optimal policy. FMRI signals in medial prefrontal cortex (MPFC) relate to heuristic and optimal policies and associated choice uncertainties. Crucially, reaction times and dorsal MPFC activity scale with discrepancies between heuristic and optimal policies. Thus, sequential decision-making in humans may emerge from integration between heuristic and optimal policies, implemented by controllers in MPFC.

Distribution-dependent robust linear optimization with applications to inventory control

PubMed Central

Kang, Seong-Cheol; Brisimi, Theodora S.

2014-01-01

This paper tackles linear programming problems with data uncertainty and applies it to an important inventory control problem. Each element of the constraint matrix is subject to uncertainty and is modeled as a random variable with a bounded support. The classical robust optimization approach to this problem yields a solution with guaranteed feasibility. As this approach tends to be too conservative when applications can tolerate a small chance of infeasibility, one would be interested in obtaining a less conservative solution with a certain probabilistic guarantee of feasibility. A robust formulation in the literature produces such a solution, but it does not use any distributional information on the uncertain data. In this work, we show that the use of distributional information leads to an equally robust solution (i.e., under the same probabilistic guarantee of feasibility) but with a better objective value. In particular, by exploiting distributional information, we establish stronger upper bounds on the constraint violation probability of a solution. These bounds enable us to “inject” less conservatism into the formulation, which in turn yields a more cost-effective solution (by 50% or more in some numerical instances). To illustrate the effectiveness of our methodology, we consider a discrete-time stochastic inventory control problem with certain quality of service constraints. Numerical tests demonstrate that the use of distributional information in the robust optimization of the inventory control problem results in 36%–54% cost savings, compared to the case where such information is not used. PMID:26347579

Probabilistic simulation of stress concentration in composite laminates

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Murthy, P. L. N.; Liaw, L.

1993-01-01

A computational methodology is described to probabilistically simulate the stress concentration factors in composite laminates. This new approach consists of coupling probabilistic composite mechanics with probabilistic finite element structural analysis. The probabilistic composite mechanics is used to probabilistically describe all the uncertainties inherent in composite material properties while probabilistic finite element is used to probabilistically describe the uncertainties associated with methods to experimentally evaluate stress concentration factors such as loads, geometry, and supports. The effectiveness of the methodology is demonstrated by using it to simulate the stress concentration factors in composite laminates made from three different composite systems. Simulated results match experimental data for probability density and for cumulative distribution functions. The sensitivity factors indicate that the stress concentration factors are influenced by local stiffness variables, by load eccentricities and by initial stress fields.

Use of adjoint methods in the probabilistic finite element approach to fracture mechanics

NASA Technical Reports Server (NTRS)

Liu, Wing Kam; Besterfield, Glen; Lawrence, Mark; Belytschko, Ted

1988-01-01

The adjoint method approach to probabilistic finite element methods (PFEM) is presented. When the number of objective functions is small compared to the number of random variables, the adjoint method is far superior to the direct method in evaluating the objective function derivatives with respect to the random variables. The PFEM is extended to probabilistic fracture mechanics (PFM) using an element which has the near crack-tip singular strain field embedded. Since only two objective functions (i.e., mode I and II stress intensity factors) are needed for PFM, the adjoint method is well suited.

A Probabilistic Model for Students' Errors and Misconceptions on the Structure of Matter in Relation to Three Cognitive Variables

ERIC Educational Resources Information Center

Tsitsipis, Georgios; Stamovlasis, Dimitrios; Papageorgiou, George

2012-01-01

In this study, the effect of 3 cognitive variables such as logical thinking, field dependence/field independence, and convergent/divergent thinking on some specific students' answers related to the particulate nature of matter was investigated by means of probabilistic models. Besides recording and tabulating the students' responses, a combination…

WIPCast: Probabilistic Forecasting for Aviation Decision Aid Applications

DTIC Science & Technology

2011-06-01

traders, or families planning an outing – manage weather-related risk. By quantifying risk , probabilistic forecasting enables optimization of actions via...confidence interval to the user’s risk tolerance helps drive highly effective and innovative decision support mechanisms for visually quantifying risk for

A Probabilistic Design Method Applied to Smart Composite Structures

NASA Technical Reports Server (NTRS)

Shiao, Michael C.; Chamis, Christos C.

1995-01-01

A probabilistic design method is described and demonstrated using a smart composite wing. Probabilistic structural design incorporates naturally occurring uncertainties including those in constituent (fiber/matrix) material properties, fabrication variables, structure geometry and control-related parameters. Probabilistic sensitivity factors are computed to identify those parameters that have a great influence on a specific structural reliability. Two performance criteria are used to demonstrate this design methodology. The first criterion requires that the actuated angle at the wing tip be bounded by upper and lower limits at a specified reliability. The second criterion requires that the probability of ply damage due to random impact load be smaller than an assigned value. When the relationship between reliability improvement and the sensitivity factors is assessed, the results show that a reduction in the scatter of the random variable with the largest sensitivity factor (absolute value) provides the lowest failure probability. An increase in the mean of the random variable with a negative sensitivity factor will reduce the failure probability. Therefore, the design can be improved by controlling or selecting distribution parameters associated with random variables. This can be implemented during the manufacturing process to obtain maximum benefit with minimum alterations.

Probabilistic framework for product design optimization and risk management

NASA Astrophysics Data System (ADS)

Keski-Rahkonen, J. K.

2018-05-01

Probabilistic methods have gradually gained ground within engineering practices but currently it is still the industry standard to use deterministic safety margin approaches to dimensioning components and qualitative methods to manage product risks. These methods are suitable for baseline design work but quantitative risk management and product reliability optimization require more advanced predictive approaches. Ample research has been published on how to predict failure probabilities for mechanical components and furthermore to optimize reliability through life cycle cost analysis. This paper reviews the literature for existing methods and tries to harness their best features and simplify the process to be applicable in practical engineering work. Recommended process applies Monte Carlo method on top of load-resistance models to estimate failure probabilities. Furthermore, it adds on existing literature by introducing a practical framework to use probabilistic models in quantitative risk management and product life cycle costs optimization. The main focus is on mechanical failure modes due to the well-developed methods used to predict these types of failures. However, the same framework can be applied on any type of failure mode as long as predictive models can be developed.

Continuous-variable quantum teleportation with non-Gaussian resources

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

Dell'Anno, F.; Dipartimento di Fisica, Universita degli Studi di Salerno, Via S. Allende, I-84081 Baronissi; CNR-INFM Coherentia, Napoli, Italy and CNISM Unita di Salerno and INFN Sezione di Napoli, Gruppo Collegato di Salerno, Baronissi

2007-08-15

We investigate continuous variable quantum teleportation using non-Gaussian states of the radiation field as entangled resources. We compare the performance of different classes of degaussified resources, including two-mode photon-added and two-mode photon-subtracted squeezed states. We then introduce a class of two-mode squeezed Bell-like states with one-parameter dependence for optimization. These states interpolate between and include as subcases different classes of degaussified resources. We show that optimized squeezed Bell-like resources yield a remarkable improvement in the fidelity of teleportation both for coherent and nonclassical input states. The investigation reveals that the optimal non-Gaussian resources for continuous variable teleportation are those thatmore » most closely realize the simultaneous maximization of the content of entanglement, the degree of affinity with the two-mode squeezed vacuum, and the, suitably measured, amount of non-Gaussianity.« less

Probabilistic Geoacoustic Inversion in Complex Environments

DTIC Science & Technology

2015-09-30

Probabilistic Geoacoustic Inversion in Complex Environments Jan Dettmer School of Earth and Ocean Sciences, University of Victoria, Victoria BC...long-range inversion methods can fail to provide sufficient resolution. For proper quantitative examination of variability, parameter uncertainty must...project aims to advance probabilistic geoacoustic inversion methods for complex ocean environments for a range of geoacoustic data types. The work is

Stochastic and Statistical Analysis of Utility Revenues and Weather Data Analysis for Consumer Demand Estimation in Smart Grids

PubMed Central

Ali, S. M.; Mehmood, C. A; Khan, B.; Jawad, M.; Farid, U; Jadoon, J. K.; Ali, M.; Tareen, N. K.; Usman, S.; Majid, M.; Anwar, S. M.

2016-01-01

In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion. PMID:27314229

Stochastic and Statistical Analysis of Utility Revenues and Weather Data Analysis for Consumer Demand Estimation in Smart Grids.

PubMed

Ali, S M; Mehmood, C A; Khan, B; Jawad, M; Farid, U; Jadoon, J K; Ali, M; Tareen, N K; Usman, S; Majid, M; Anwar, S M

2016-01-01

In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion.

Life Predicted in a Probabilistic Design Space for Brittle Materials With Transient Loads

NASA Technical Reports Server (NTRS)

Nemeth, Noel N.; Palfi, Tamas; Reh, Stefan

2005-01-01

Analytical techniques have progressively become more sophisticated, and now we can consider the probabilistic nature of the entire space of random input variables on the lifetime reliability of brittle structures. This was demonstrated with NASA s CARES/Life (Ceramic Analysis and Reliability Evaluation of Structures/Life) code combined with the commercially available ANSYS/Probabilistic Design System (ANSYS/PDS), a probabilistic analysis tool that is an integral part of the ANSYS finite-element analysis program. ANSYS/PDS allows probabilistic loads, component geometry, and material properties to be considered in the finite-element analysis. CARES/Life predicts the time dependent probability of failure of brittle material structures under generalized thermomechanical loading--such as that found in a turbine engine hot-section. Glenn researchers coupled ANSYS/PDS with CARES/Life to assess the effects of the stochastic variables of component geometry, loading, and material properties on the predicted life of the component for fully transient thermomechanical loading and cyclic loading.

Probabilistic analysis of a materially nonlinear structure

NASA Technical Reports Server (NTRS)

Millwater, H. R.; Wu, Y.-T.; Fossum, A. F.

1990-01-01

A probabilistic finite element program is used to perform probabilistic analysis of a materially nonlinear structure. The program used in this study is NESSUS (Numerical Evaluation of Stochastic Structure Under Stress), under development at Southwest Research Institute. The cumulative distribution function (CDF) of the radial stress of a thick-walled cylinder under internal pressure is computed and compared with the analytical solution. In addition, sensitivity factors showing the relative importance of the input random variables are calculated. Significant plasticity is present in this problem and has a pronounced effect on the probabilistic results. The random input variables are the material yield stress and internal pressure with Weibull and normal distributions, respectively. The results verify the ability of NESSUS to compute the CDF and sensitivity factors of a materially nonlinear structure. In addition, the ability of the Advanced Mean Value (AMV) procedure to assess the probabilistic behavior of structures which exhibit a highly nonlinear response is shown. Thus, the AMV procedure can be applied with confidence to other structures which exhibit nonlinear behavior.

Solving fuel-optimal low-thrust orbital transfers with bang-bang control using a novel continuation technique

NASA Astrophysics Data System (ADS)

Zhu, Zhengfan; Gan, Qingbo; Yang, Xin; Gao, Yang

2017-08-01

We have developed a novel continuation technique to solve optimal bang-bang control for low-thrust orbital transfers considering the first-order necessary optimality conditions derived from Lawden's primer vector theory. Continuation on the thrust amplitude is mainly described in this paper. Firstly, a finite-thrust transfer with an ;On-Off-On; thrusting sequence is modeled using a two-impulse transfer as initial solution, and then the thrust amplitude is decreased gradually to find an optimal solution with minimum thrust. Secondly, the thrust amplitude is continued from its minimum value to positive infinity to find the optimal bang-bang control, and a thrust switching principle is employed to determine the control structure by monitoring the variation of the switching function. In the continuation process, a bifurcation of bang-bang control is revealed and the concept of critical thrust is proposed to illustrate this phenomenon. The same thrust switching principle is also applicable to the continuation on other parameters, such as transfer time, orbital phase angle, etc. By this continuation technique, fuel-optimal orbital transfers with variable mission parameters can be found via an automated algorithm, and there is no need to provide an initial guess for the costate variables. Moreover, continuation is implemented in the solution space of bang-bang control that is either optimal or non-optimal, which shows that a desired solution of bang-bang control is obtained via continuation on a single parameter starting from an existing solution of bang-bang control. Finally, numerical examples are presented to demonstrate the effectiveness of the proposed continuation technique. Specifically, this continuation technique provides an approach to find multiple solutions satisfying the first-order necessary optimality conditions to the same orbital transfer problem, and a continuation strategy is presented as a preliminary approach for solving the bang-bang control of many-revolution orbital transfers.

Scientific assessment of accuracy, skill and reliability of ocean probabilistic forecast products.

NASA Astrophysics Data System (ADS)

Wei, M.; Rowley, C. D.; Barron, C. N.; Hogan, P. J.

2016-02-01

As ocean operational centers are increasingly adopting and generating probabilistic forecast products for their customers with valuable forecast uncertainties, how to assess and measure these complicated probabilistic forecast products objectively is challenging. The first challenge is how to deal with the huge amount of the data from the ensemble forecasts. The second one is how to describe the scientific quality of probabilistic products. In fact, probabilistic forecast accuracy, skills, reliability, resolutions are different attributes of a forecast system. We briefly introduce some of the fundamental metrics such as the Reliability Diagram, Reliability, Resolution, Brier Score (BS), Brier Skill Score (BSS), Ranked Probability Score (RPS), Ranked Probability Skill Score (RPSS), Continuous Ranked Probability Score (CRPS), and Continuous Ranked Probability Skill Score (CRPSS). The values and significance of these metrics are demonstrated for the forecasts from the US Navy's regional ensemble system with different ensemble members. The advantages and differences of these metrics are studied and clarified.

Probabilistic machine learning and artificial intelligence.

PubMed

Ghahramani, Zoubin

2015-05-28

How can a machine learn from experience? Probabilistic modelling provides a framework for understanding what learning is, and has therefore emerged as one of the principal theoretical and practical approaches for designing machines that learn from data acquired through experience. The probabilistic framework, which describes how to represent and manipulate uncertainty about models and predictions, has a central role in scientific data analysis, machine learning, robotics, cognitive science and artificial intelligence. This Review provides an introduction to this framework, and discusses some of the state-of-the-art advances in the field, namely, probabilistic programming, Bayesian optimization, data compression and automatic model discovery.

Probabilistic machine learning and artificial intelligence

NASA Astrophysics Data System (ADS)

Ghahramani, Zoubin

2015-05-01

How can a machine learn from experience? Probabilistic modelling provides a framework for understanding what learning is, and has therefore emerged as one of the principal theoretical and practical approaches for designing machines that learn from data acquired through experience. The probabilistic framework, which describes how to represent and manipulate uncertainty about models and predictions, has a central role in scientific data analysis, machine learning, robotics, cognitive science and artificial intelligence. This Review provides an introduction to this framework, and discusses some of the state-of-the-art advances in the field, namely, probabilistic programming, Bayesian optimization, data compression and automatic model discovery.

COMMUNICATING PROBABILISTIC RISK OUTCOMES TO RISK MANAGERS

EPA Science Inventory

Increasingly, risk assessors are moving away from simple deterministic assessments to probabilistic approaches that explicitly incorporate ecological variability, measurement imprecision, and lack of knowledge (collectively termed "uncertainty"). While the new methods provide an...

Online kinematic regulation by visual feedback for grasp versus transport during reach-to-pinch

PubMed Central

Nataraj, Raviraj; Pasluosta, Cristian; Li, Zong-Ming

2014-01-01

Purpose This study investigated novel kinematic performance parameters to understand regulation by visual feedback (VF) of the reaching hand on the grasp and transport components during the reach-to-pinch maneuver. Conventional metrics often signify discrete movement features to postulate sensory-based control effects (e.g., time for maximum velocity to signify feedback delay). The presented metrics of this study were devised to characterize relative vision-based control of the sub-movements across the entire maneuver. Methods Movement performance was assessed according to reduced variability and increased efficiency of kinematic trajectories. Variability was calculated as the standard deviation about the observed mean trajectory for a given subject and VF condition across kinematic derivatives for sub-movements of inter-pad grasp (distance between thumb and index finger-pads; relative orientation of finger-pads) and transport (distance traversed by wrist). A Markov analysis then examined the probabilistic effect of VF on which movement component exhibited higher variability over phases of the complete maneuver. Jerk-based metrics of smoothness (minimal jerk) and energy (integrated jerk-squared) were applied to indicate total movement efficiency with VF. Results/Discussion The reductions in grasp variability metrics with VF were significantly greater (p<0.05) compared to transport for velocity, acceleration, and jerk, suggesting separate control pathways for each component. The Markov analysis indicated that VF preferentially regulates grasp over transport when continuous control is modeled probabilistically during the movement. Efficiency measures demonstrated VF to be more integral for early motor planning of grasp than transport in producing greater increases in smoothness and trajectory adjustments (i.e., jerk-energy) early compared to late in the movement cycle. Conclusions These findings demonstrate the greater regulation by VF on kinematic performance of grasp compared to transport and how particular features of this relativistic control occur continually over the maneuver. Utilizing the advanced performance metrics presented in this study facilitated characterization of VF effects continuously across the entire movement in corroborating the notion of separate control pathways for each component. PMID:24968371

Optimal design of compact spur gear reductions

NASA Technical Reports Server (NTRS)

Savage, M.; Lattime, S. B.; Kimmel, J. A.; Coe, H. H.

1992-01-01

The optimal design of compact spur gear reductions includes the selection of bearing and shaft proportions in addition to gear mesh parameters. Designs for single mesh spur gear reductions are based on optimization of system life, system volume, and system weight including gears, support shafts, and the four bearings. The overall optimization allows component properties to interact, yielding the best composite design. A modified feasible directions search algorithm directs the optimization through a continuous design space. Interpolated polynomials expand the discrete bearing properties and proportions into continuous variables for optimization. After finding the continuous optimum, the designer can analyze near optimal designs for comparison and selection. Design examples show the influence of the bearings on the optimal configurations.

Probabilistic Modeling of Settlement Risk at Land Disposal Facilities - 12304

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

Foye, Kevin C.; Soong, Te-Yang

2012-07-01

The long-term reliability of land disposal facility final cover systems - and therefore the overall waste containment - depends on the distortions imposed on these systems by differential settlement/subsidence. The evaluation of differential settlement is challenging because of the heterogeneity of the waste mass (caused by inconsistent compaction, void space distribution, debris-soil mix ratio, waste material stiffness, time-dependent primary compression of the fine-grained soil matrix, long-term creep settlement of the soil matrix and the debris, etc.) at most land disposal facilities. Deterministic approaches to long-term final cover settlement prediction are not able to capture the spatial variability in the wastemore » mass and sub-grade properties which control differential settlement. An alternative, probabilistic solution is to use random fields to model the waste and sub-grade properties. The modeling effort informs the design, construction, operation, and maintenance of land disposal facilities. A probabilistic method to establish design criteria for waste placement and compaction is introduced using the model. Random fields are ideally suited to problems of differential settlement modeling of highly heterogeneous foundations, such as waste. Random fields model the seemingly random spatial distribution of a design parameter, such as compressibility. When used for design, the use of these models prompts the need for probabilistic design criteria. It also allows for a statistical approach to waste placement acceptance criteria. An example design evaluation was performed, illustrating the use of the probabilistic differential settlement simulation methodology to assemble a design guidance chart. The purpose of this design evaluation is to enable the designer to select optimal initial combinations of design slopes and quality control acceptance criteria that yield an acceptable proportion of post-settlement slopes meeting some design minimum. For this specific example, relative density, which can be determined through field measurements, was selected as the field quality control parameter for waste placement. This technique can be extended to include a rigorous performance-based methodology using other parameters (void space criteria, debris-soil mix ratio, pre-loading, etc.). As shown in this example, each parameter range, or sets of parameter ranges can be selected such that they can result in an acceptable, long-term differential settlement according to the probabilistic model. The methodology can also be used to re-evaluate the long-term differential settlement behavior at closed land disposal facilities to identify, if any, problematic facilities so that remedial action (e.g., reinforcement of upper and intermediate waste layers) can be implemented. Considering the inherent spatial variability in waste and earth materials and the need for engineers to apply sound quantitative practices to engineering analysis, it is important to apply the available probabilistic techniques to problems of differential settlement. One such method to implement probability-based differential settlement analyses for the design of landfill final covers has been presented. The design evaluation technique presented is one tool to bridge the gap from deterministic practice to probabilistic practice. (authors)« less

Reliability Sensitivity Analysis and Design Optimization of Composite Structures Based on Response Surface Methodology

NASA Technical Reports Server (NTRS)

Rais-Rohani, Masoud

2003-01-01

This report discusses the development and application of two alternative strategies in the form of global and sequential local response surface (RS) techniques for the solution of reliability-based optimization (RBO) problems. The problem of a thin-walled composite circular cylinder under axial buckling instability is used as a demonstrative example. In this case, the global technique uses a single second-order RS model to estimate the axial buckling load over the entire feasible design space (FDS) whereas the local technique uses multiple first-order RS models with each applied to a small subregion of FDS. Alternative methods for the calculation of unknown coefficients in each RS model are explored prior to the solution of the optimization problem. The example RBO problem is formulated as a function of 23 uncorrelated random variables that include material properties, thickness and orientation angle of each ply, cylinder diameter and length, as well as the applied load. The mean values of the 8 ply thicknesses are treated as independent design variables. While the coefficients of variation of all random variables are held fixed, the standard deviations of ply thicknesses can vary during the optimization process as a result of changes in the design variables. The structural reliability analysis is based on the first-order reliability method with reliability index treated as the design constraint. In addition to the probabilistic sensitivity analysis of reliability index, the results of the RBO problem are presented for different combinations of cylinder length and diameter and laminate ply patterns. The two strategies are found to produce similar results in terms of accuracy with the sequential local RS technique having a considerably better computational efficiency.

Reliability-based design optimization using a generalized subset simulation method and posterior approximation

NASA Astrophysics Data System (ADS)

Ma, Yuan-Zhuo; Li, Hong-Shuang; Yao, Wei-Xing

2018-05-01

The evaluation of the probabilistic constraints in reliability-based design optimization (RBDO) problems has always been significant and challenging work, which strongly affects the performance of RBDO methods. This article deals with RBDO problems using a recently developed generalized subset simulation (GSS) method and a posterior approximation approach. The posterior approximation approach is used to transform all the probabilistic constraints into ordinary constraints as in deterministic optimization. The assessment of multiple failure probabilities required by the posterior approximation approach is achieved by GSS in a single run at all supporting points, which are selected by a proper experimental design scheme combining Sobol' sequences and Bucher's design. Sequentially, the transformed deterministic design optimization problem can be solved by optimization algorithms, for example, the sequential quadratic programming method. Three optimization problems are used to demonstrate the efficiency and accuracy of the proposed method.

Students’ difficulties in probabilistic problem-solving

NASA Astrophysics Data System (ADS)

Arum, D. P.; Kusmayadi, T. A.; Pramudya, I.

2018-03-01

There are many errors can be identified when students solving mathematics problems, particularly in solving the probabilistic problem. This present study aims to investigate students’ difficulties in solving the probabilistic problem. It focuses on analyzing and describing students errors during solving the problem. This research used the qualitative method with case study strategy. The subjects in this research involve ten students of 9th grade that were selected by purposive sampling. Data in this research involve students’ probabilistic problem-solving result and recorded interview regarding students’ difficulties in solving the problem. Those data were analyzed descriptively using Miles and Huberman steps. The results show that students have difficulties in solving the probabilistic problem and can be divided into three categories. First difficulties relate to students’ difficulties in understanding the probabilistic problem. Second, students’ difficulties in choosing and using appropriate strategies for solving the problem. Third, students’ difficulties with the computational process in solving the problem. Based on the result seems that students still have difficulties in solving the probabilistic problem. It means that students have not able to use their knowledge and ability for responding probabilistic problem yet. Therefore, it is important for mathematics teachers to plan probabilistic learning which could optimize students probabilistic thinking ability.

Probabilistic Simulation of Stress Concentration in Composite Laminates

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Murthy, P. L. N.; Liaw, D. G.

1994-01-01

A computational methodology is described to probabilistically simulate the stress concentration factors (SCF's) in composite laminates. This new approach consists of coupling probabilistic composite mechanics with probabilistic finite element structural analysis. The composite mechanics is used to probabilistically describe all the uncertainties inherent in composite material properties, whereas the finite element is used to probabilistically describe the uncertainties associated with methods to experimentally evaluate SCF's, such as loads, geometry, and supports. The effectiveness of the methodology is demonstrated by using is to simulate the SCF's in three different composite laminates. Simulated results match experimental data for probability density and for cumulative distribution functions. The sensitivity factors indicate that the SCF's are influenced by local stiffness variables, by load eccentricities, and by initial stress fields.

Stochastic Controls on Nitrate Transport and Cycling

NASA Astrophysics Data System (ADS)

Botter, G.; Settin, T.; Alessi Celegon, E.; Marani, M.; Rinaldo, A.

2005-12-01

In this paper, the impact of nutrient inputs on basin-scale nitrates losses is investigated in a probabilistic framework by means of a continuous, geomorphologically based, Montecarlo approach, which explicitly tackles the random character of the processes controlling nitrates generation, transformation and transport in river basins. This is obtained by coupling the stochastic generation of climatic and rainfall series with simplified hydrologic and biogeochemical models operating at the hillslope scale. Special attention is devoted to the spatial and temporal variability of nitrogen sources of agricultural origin and to the effect of temporally distributed rainfall fields on the ensuing nitrates leaching. The influence of random climatic variables on bio-geochemical processes affecting the nitrogen cycle in the soil-water system (e.g. plant uptake, nitrification and denitrification, mineralization), is also considered. The approach developed has been applied to a catchment located in North-Eastern Italy and is used to provide probabilistic estimates of the NO_3 load transferred downstream, which is received and accumulated in the Venice lagoon. We found that the nitrogen load introduced by fertilizations significantly affects the pdf of the nitrates content in the soil moisture, leading to prolonged risks of increased nitrates leaching from soil. The model allowed the estimation of the impact of different practices on the probabilistic structure of the basin-scale hydrologic and chemical response. As a result, the return period of the water volumes and of the nitrates loads released into the Venice lagoon has been linked directly to the ongoing climatic, pluviometric and agricultural regimes, with relevant implications for environmental planning activities aimed at achieving sustainable management practices.

Application of Probabilistic Analysis to Aircraft Impact Dynamics

NASA Technical Reports Server (NTRS)

Lyle, Karen H.; Padula, Sharon L.; Stockwell, Alan E.

2003-01-01

Full-scale aircraft crash simulations performed with nonlinear, transient dynamic, finite element codes can incorporate structural complexities such as: geometrically accurate models; human occupant models; and advanced material models to include nonlinear stressstrain behaviors, laminated composites, and material failure. Validation of these crash simulations is difficult due to a lack of sufficient information to adequately determine the uncertainty in the experimental data and the appropriateness of modeling assumptions. This paper evaluates probabilistic approaches to quantify the uncertainty in the simulated responses. Several criteria are used to determine that a response surface method is the most appropriate probabilistic approach. The work is extended to compare optimization results with and without probabilistic constraints.

Probabilistic Requirements (Partial) Verification Methods Best Practices Improvement. Variables Acceptance Sampling Calculators: Empirical Testing. Volume 2

NASA Technical Reports Server (NTRS)

Johnson, Kenneth L.; White, K. Preston, Jr.

2012-01-01

The NASA Engineering and Safety Center was requested to improve on the Best Practices document produced for the NESC assessment, Verification of Probabilistic Requirements for the Constellation Program, by giving a recommended procedure for using acceptance sampling by variables techniques as an alternative to the potentially resource-intensive acceptance sampling by attributes method given in the document. In this paper, the results of empirical tests intended to assess the accuracy of acceptance sampling plan calculators implemented for six variable distributions are presented.

Recent experience in simultaneous control-structure optimization

NASA Technical Reports Server (NTRS)

Salama, M.; Ramaker, R.; Milman, M.

1989-01-01

To show the feasibility of simultaneous optimization as design procedure, low order problems were used in conjunction with simple control formulations. The numerical results indicate that simultaneous optimization is not only feasible, but also advantageous. Such advantages come at the expense of introducing complexities beyond those encountered in structure optimization alone, or control optimization alone. Examples include: larger design parameter space, optimization may combine continuous and combinatoric variables, and the combined objective function may be nonconvex. Future extensions to include large order problems, more complex objective functions and constraints, and more sophisticated control formulations will require further research to ensure that the additional complexities do not outweigh the advantages of simultaneous optimization. Some areas requiring more efficient tools than currently available include: multiobjective criteria and nonconvex optimization. Efficient techniques to deal with optimization over combinatoric and continuous variables, and with truncation issues for structure and control parameters of both the model space as well as the design space need to be developed.

Probabilistic modeling of anatomical variability using a low dimensional parameterization of diffeomorphisms.

PubMed

Zhang, Miaomiao; Wells, William M; Golland, Polina

2017-10-01

We present an efficient probabilistic model of anatomical variability in a linear space of initial velocities of diffeomorphic transformations and demonstrate its benefits in clinical studies of brain anatomy. To overcome the computational challenges of the high dimensional deformation-based descriptors, we develop a latent variable model for principal geodesic analysis (PGA) based on a low dimensional shape descriptor that effectively captures the intrinsic variability in a population. We define a novel shape prior that explicitly represents principal modes as a multivariate complex Gaussian distribution on the initial velocities in a bandlimited space. We demonstrate the performance of our model on a set of 3D brain MRI scans from the Alzheimer's Disease Neuroimaging Initiative (ADNI) database. Our model yields a more compact representation of group variation at substantially lower computational cost than the state-of-the-art method such as tangent space PCA (TPCA) and probabilistic principal geodesic analysis (PPGA) that operate in the high dimensional image space. Copyright © 2017 Elsevier B.V. All rights reserved.

Probabilistic Usage of the Multi-Factor Interaction Model

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2008-01-01

A Multi-Factor Interaction Model (MFIM) is used to predict the insulating foam mass expulsion during the ascending of a space vehicle. The exponents in the MFIM are evaluated by an available approach which consists of least squares and an optimization algorithm. These results were subsequently used to probabilistically evaluate the effects of the uncertainties in each participating factor in the mass expulsion. The probabilistic results show that the surface temperature dominates at high probabilities and the pressure which causes the mass expulsion at low probabil

Bell-Boole Inequality: Nonlocality or Probabilistic Incompatibility of Random Variables?

NASA Astrophysics Data System (ADS)

Khrennikov, Andrei

2008-06-01

The main aim of this report is to inform the quantum information community about investigations on the problem of probabilistic compatibility of a family of random variables: a possibility to realize such a family on the basis of a single probability measure (to construct a single Kolmogorov probability space). These investigations were started hundred of years ago by J. Boole (who invented Boolean algebras). The complete solution of the problem was obtained by Soviet mathematician Vorobjev in 60th. Surprisingly probabilists and statisticians obtained inequalities for probabilities and correlations among which one can find the famous Bell’s inequality and its generalizations. Such inequalities appeared simply as constraints for probabilistic compatibility. In this framework one can not see a priori any link to such problems as nonlocality and “death of reality” which are typically linked to Bell’s type inequalities in physical literature. We analyze the difference between positions of mathematicians and quantum physicists. In particular, we found that one of the most reasonable explanations of probabilistic incompatibility is mixing in Bell’s type inequalities statistical data from a number of experiments performed under different experimental contexts.

Optimized tomography of continuous variable systems using excitation counting

NASA Astrophysics Data System (ADS)

Shen, Chao; Heeres, Reinier W.; Reinhold, Philip; Jiang, Luyao; Liu, Yi-Kai; Schoelkopf, Robert J.; Jiang, Liang

2016-11-01

We propose a systematic procedure to optimize quantum state tomography protocols for continuous variable systems based on excitation counting preceded by a displacement operation. Compared with conventional tomography based on Husimi or Wigner function measurement, the excitation counting approach can significantly reduce the number of measurement settings. We investigate both informational completeness and robustness, and provide a bound of reconstruction error involving the condition number of the sensing map. We also identify the measurement settings that optimize this error bound, and demonstrate that the improved reconstruction robustness can lead to an order-of-magnitude reduction of estimation error with given resources. This optimization procedure is general and can incorporate prior information of the unknown state to further simplify the protocol.

Probabilistic computer model of optimal runway turnoffs

NASA Technical Reports Server (NTRS)

Schoen, M. L.; Preston, O. W.; Summers, L. G.; Nelson, B. A.; Vanderlinden, L.; Mcreynolds, M. C.

1985-01-01

Landing delays are currently a problem at major air carrier airports and many forecasters agree that airport congestion will get worse by the end of the century. It is anticipated that some types of delays can be reduced by an efficient optimal runway exist system allowing increased approach volumes necessary at congested airports. A computerized Probabilistic Runway Turnoff Model which locates exits and defines path geometry for a selected maximum occupancy time appropriate for each TERPS aircraft category is defined. The model includes an algorithm for lateral ride comfort limits.

Probabilistic Structural Evaluation of Uncertainties in Radiator Sandwich Panel Design

NASA Technical Reports Server (NTRS)

Kuguoglu, Latife; Ludwiczak, Damian

2006-01-01

The Jupiter Icy Moons Orbiter (JIMO) Space System is part of the NASA's Prometheus Program. As part of the JIMO engineering team at NASA Glenn Research Center, the structural design of the JIMO Heat Rejection Subsystem (HRS) is evaluated. An initial goal of this study was to perform sensitivity analyses to determine the relative importance of the input variables on the structural responses of the radiator panel. The desire was to let the sensitivity analysis information identify the important parameters. The probabilistic analysis methods illustrated here support this objective. The probabilistic structural performance evaluation of a HRS radiator sandwich panel was performed. The radiator panel structural performance was assessed in the presence of uncertainties in the loading, fabrication process variables, and material properties. The stress and displacement contours of the deterministic structural analysis at mean probability was performed and results presented. It is followed by a probabilistic evaluation to determine the effect of the primitive variables on the radiator panel structural performance. Based on uncertainties in material properties, structural geometry and loading, the results of the displacement and stress analysis are used as an input file for the probabilistic analysis of the panel. The sensitivity of the structural responses, such as maximum displacement and maximum tensile and compressive stresses of the facesheet in x and y directions and maximum VonMises stresses of the tube, to the loading and design variables is determined under the boundary condition where all edges of the radiator panel are pinned. Based on this study, design critical material and geometric parameters of the considered sandwich panel are identified.

Perspective: Stochastic magnetic devices for cognitive computing

NASA Astrophysics Data System (ADS)

Roy, Kaushik; Sengupta, Abhronil; Shim, Yong

2018-06-01

Stochastic switching of nanomagnets can potentially enable probabilistic cognitive hardware consisting of noisy neural and synaptic components. Furthermore, computational paradigms inspired from the Ising computing model require stochasticity for achieving near-optimality in solutions to various types of combinatorial optimization problems such as the Graph Coloring Problem or the Travelling Salesman Problem. Achieving optimal solutions in such problems are computationally exhaustive and requires natural annealing to arrive at the near-optimal solutions. Stochastic switching of devices also finds use in applications involving Deep Belief Networks and Bayesian Inference. In this article, we provide a multi-disciplinary perspective across the stack of devices, circuits, and algorithms to illustrate how the stochastic switching dynamics of spintronic devices in the presence of thermal noise can provide a direct mapping to the computational units of such probabilistic intelligent systems.

Probabilistic structural analysis of a truss typical for space station

NASA Technical Reports Server (NTRS)

Pai, Shantaram S.

1990-01-01

A three-bay, space, cantilever truss is probabilistically evaluated using the computer code NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) to identify and quantify the uncertainties and respective sensitivities associated with corresponding uncertainties in the primitive variables (structural, material, and loads parameters) that defines the truss. The distribution of each of these primitive variables is described in terms of one of several available distributions such as the Weibull, exponential, normal, log-normal, etc. The cumulative distribution function (CDF's) for the response functions considered and sensitivities associated with the primitive variables for given response are investigated. These sensitivities help in determining the dominating primitive variables for that response.

A probabilistic fatigue analysis of multiple site damage

NASA Technical Reports Server (NTRS)

Rohrbaugh, S. M.; Ruff, D.; Hillberry, B. M.; Mccabe, G.; Grandt, A. F., Jr.

1994-01-01

The variability in initial crack size and fatigue crack growth is incorporated in a probabilistic model that is used to predict the fatigue lives for unstiffened aluminum alloy panels containing multiple site damage (MSD). The uncertainty of the damage in the MSD panel is represented by a distribution of fatigue crack lengths that are analytically derived from equivalent initial flaw sizes. The variability in fatigue crack growth rate is characterized by stochastic descriptions of crack growth parameters for a modified Paris crack growth law. A Monte-Carlo simulation explicitly describes the MSD panel by randomly selecting values from the stochastic variables and then grows the MSD cracks with a deterministic fatigue model until the panel fails. Different simulations investigate the influences of the fatigue variability on the distributions of remaining fatigue lives. Six cases that consider fixed and variable conditions of initial crack size and fatigue crack growth rate are examined. The crack size distribution exhibited a dominant effect on the remaining fatigue life distribution, and the variable crack growth rate exhibited a lesser effect on the distribution. In addition, the probabilistic model predicted that only a small percentage of the life remains after a lead crack develops in the MSD panel.

Young children do not succeed in choice tasks that imply evaluating chances.

PubMed

Girotto, Vittorio; Fontanari, Laura; Gonzalez, Michel; Vallortigara, Giorgio; Blaye, Agnès

2016-07-01

Preverbal infants manifest probabilistic intuitions in their reactions to the outcomes of simple physical processes and in their choices. Their ability conflicts with the evidence that, before the age of about 5years, children's verbal judgments do not reveal probability understanding. To assess these conflicting results, three studies tested 3-5-year-olds on choice tasks on which infants perform successfully. The results showed that children of all age groups made optimal choices in tasks that did not require forming probabilistic expectations. In probabilistic tasks, however, only 5-year-olds made optimal choices. Younger children performed at random and/or were guided by superficial heuristics. These results suggest caution in interpreting infants' ability to evaluate chance, and indicate that the development of this ability may not follow a linear trajectory. Copyright © 2016 Elsevier B.V. All rights reserved.

An extended continuous estimation of distribution algorithm for solving the permutation flow-shop scheduling problem

NASA Astrophysics Data System (ADS)

Shao, Zhongshi; Pi, Dechang; Shao, Weishi

2017-11-01

This article proposes an extended continuous estimation of distribution algorithm (ECEDA) to solve the permutation flow-shop scheduling problem (PFSP). In ECEDA, to make a continuous estimation of distribution algorithm (EDA) suitable for the PFSP, the largest order value rule is applied to convert continuous vectors to discrete job permutations. A probabilistic model based on a mixed Gaussian and Cauchy distribution is built to maintain the exploration ability of the EDA. Two effective local search methods, i.e. revolver-based variable neighbourhood search and Hénon chaotic-based local search, are designed and incorporated into the EDA to enhance the local exploitation. The parameters of the proposed ECEDA are calibrated by means of a design of experiments approach. Simulation results and comparisons based on some benchmark instances show the efficiency of the proposed algorithm for solving the PFSP.

Development of a Microsoft Excel tool for one-parameter Rasch model of continuous items: an application to a safety attitude survey.

PubMed

Chien, Tsair-Wei; Shao, Yang; Kuo, Shu-Chun

2017-01-10

Many continuous item responses (CIRs) are encountered in healthcare settings, but no one uses item response theory's (IRT) probabilistic modeling to present graphical presentations for interpreting CIR results. A computer module that is programmed to deal with CIRs is required. To present a computer module, validate it, and verify its usefulness in dealing with CIR data, and then to apply the model to real healthcare data in order to show how the CIR that can be applied to healthcare settings with an example regarding a safety attitude survey. Using Microsoft Excel VBA (Visual Basic for Applications), we designed a computer module that minimizes the residuals and calculates model's expected scores according to person responses across items. Rasch models based on a Wright map and on KIDMAP were demonstrated to interpret results of the safety attitude survey. The author-made CIR module yielded OUTFIT mean square (MNSQ) and person measures equivalent to those yielded by professional Rasch Winsteps software. The probabilistic modeling of the CIR module provides messages that are much more valuable to users and show the CIR advantage over classic test theory. Because of advances in computer technology, healthcare users who are familiar to MS Excel can easily apply the study CIR module to deal with continuous variables to benefit comparisons of data with a logistic distribution and model fit statistics.

Probabilistic evaluation of uncertainties and risks in aerospace components

NASA Technical Reports Server (NTRS)

Shah, A. R.; Shiao, M. C.; Nagpal, V. K.; Chamis, C. C.

1992-01-01

A methodology is presented for the computational simulation of primitive variable uncertainties, and attention is given to the simulation of specific aerospace components. Specific examples treated encompass a probabilistic material behavior model, as well as static, dynamic, and fatigue/damage analyses of a turbine blade in a mistuned bladed rotor in the SSME turbopumps. An account is given of the use of the NESSES probabilistic FEM analysis CFD code.

Inference for Continuous-Time Probabilistic Programming

DTIC Science & Technology

2017-12-01

Parzen window density estimator to jointly model the inter-camera travel time intervals, locations of exit/entrances, and velocities of ob- jects...asked to travel across the scene multiple times . Even in such a scenario they formed groups and made social interactions, which Fig. 7: Topology of...INFERENCE FOR CONTINUOUS- TIME PROBABILISTIC PROGRAMMING UNIVERSITY OF CALIFORNIA AT RIVERSIDE DECEMBER 2017 FINAL TECHNICAL REPORT APPROVED FOR

Distinct Roles of Dopamine and Subthalamic Nucleus in Learning and Probabilistic Decision Making

ERIC Educational Resources Information Center

Coulthard, Elizabeth J.; Bogacz, Rafal; Javed, Shazia; Mooney, Lucy K.; Murphy, Gillian; Keeley, Sophie; Whone, Alan L.

2012-01-01

Even simple behaviour requires us to make decisions based on combining multiple pieces of learned and new information. Making such decisions requires both learning the optimal response to each given stimulus as well as combining probabilistic information from multiple stimuli before selecting a response. Computational theories of decision making…

An Integrated Probabilistic-Fuzzy Assessment of Uncertainty Associated with Human Health Risk to MSW Landfill Leachate Contamination

NASA Astrophysics Data System (ADS)

Mishra, H.; Karmakar, S.; Kumar, R.

2016-12-01

Risk assessment will not remain simple when it involves multiple uncertain variables. Uncertainties in risk assessment majorly results from (1) the lack of knowledge of input variable (mostly random), and (2) data obtained from expert judgment or subjective interpretation of available information (non-random). An integrated probabilistic-fuzzy health risk approach has been proposed for simultaneous treatment of random and non-random uncertainties associated with input parameters of health risk model. The LandSim 2.5, a landfill simulator, has been used to simulate the Turbhe landfill (Navi Mumbai, India) activities for various time horizons. Further the LandSim simulated six heavy metals concentration in ground water have been used in the health risk model. The water intake, exposure duration, exposure frequency, bioavailability and average time are treated as fuzzy variables, while the heavy metals concentration and body weight are considered as probabilistic variables. Identical alpha-cut and reliability level are considered for fuzzy and probabilistic variables respectively and further, uncertainty in non-carcinogenic human health risk is estimated using ten thousand Monte-Carlo simulations (MCS). This is the first effort in which all the health risk variables have been considered as non-deterministic for the estimation of uncertainty in risk output. The non-exceedance probability of Hazard Index (HI), summation of hazard quotients, of heavy metals of Co, Cu, Mn, Ni, Zn and Fe for male and female population have been quantified and found to be high (HI>1) for all the considered time horizon, which evidently shows possibility of adverse health effects on the population residing near Turbhe landfill.

Mixed-Strategy Chance Constrained Optimal Control

NASA Technical Reports Server (NTRS)

Ono, Masahiro; Kuwata, Yoshiaki; Balaram, J.

2013-01-01

This paper presents a novel chance constrained optimal control (CCOC) algorithm that chooses a control action probabilistically. A CCOC problem is to find a control input that minimizes the expected cost while guaranteeing that the probability of violating a set of constraints is below a user-specified threshold. We show that a probabilistic control approach, which we refer to as a mixed control strategy, enables us to obtain a cost that is better than what deterministic control strategies can achieve when the CCOC problem is nonconvex. The resulting mixed-strategy CCOC problem turns out to be a convexification of the original nonconvex CCOC problem. Furthermore, we also show that a mixed control strategy only needs to "mix" up to two deterministic control actions in order to achieve optimality. Building upon an iterative dual optimization, the proposed algorithm quickly converges to the optimal mixed control strategy with a user-specified tolerance.

Analysis of sensitivity to different parameterization schemes for a subtropical cyclone

NASA Astrophysics Data System (ADS)

Quitián-Hernández, L.; Fernández-González, S.; González-Alemán, J. J.; Valero, F.; Martín, M. L.

2018-05-01

A sensitivity analysis to diverse WRF model physical parameterization schemes is carried out during the lifecycle of a Subtropical cyclone (STC). STCs are low-pressure systems that share tropical and extratropical characteristics, with hybrid thermal structures. In October 2014, a STC made landfall in the Canary Islands, causing widespread damage from strong winds and precipitation there. The system began to develop on October 18 and its effects lasted until October 21. Accurate simulation of this type of cyclone continues to be a major challenge because of its rapid intensification and unique characteristics. In the present study, several numerical simulations were performed using the WRF model to do a sensitivity analysis of its various parameterization schemes for the development and intensification of the STC. The combination of parameterization schemes that best simulated this type of phenomenon was thereby determined. In particular, the parameterization combinations that included the Tiedtke cumulus schemes had the most positive effects on model results. Moreover, concerning STC track validation, optimal results were attained when the STC was fully formed and all convective processes stabilized. Furthermore, to obtain the parameterization schemes that optimally categorize STC structure, a verification using Cyclone Phase Space is assessed. Consequently, the combination of parameterizations including the Tiedtke cumulus schemes were again the best in categorizing the cyclone's subtropical structure. For strength validation, related atmospheric variables such as wind speed and precipitable water were analyzed. Finally, the effects of using a deterministic or probabilistic approach in simulating intense convective phenomena were evaluated.

Continuous-variable entanglement distillation of non-Gaussian mixed states

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

Dong Ruifang; Lassen, Mikael; Department of Physics, Technical University of Denmark, Building 309, DK-2800 Lyngby

2010-07-15

Many different quantum-information communication protocols such as teleportation, dense coding, and entanglement-based quantum key distribution are based on the faithful transmission of entanglement between distant location in an optical network. The distribution of entanglement in such a network is, however, hampered by loss and noise that is inherent in all practical quantum channels. Thus, to enable faithful transmission one must resort to the protocol of entanglement distillation. In this paper we present a detailed theoretical analysis and an experimental realization of continuous variable entanglement distillation in a channel that is inflicted by different kinds of non-Gaussian noise. The continuous variablemore » entangled states are generated by exploiting the third order nonlinearity in optical fibers, and the states are sent through a free-space laboratory channel in which the losses are altered to simulate a free-space atmospheric channel with varying losses. We use linear optical components, homodyne measurements, and classical communication to distill the entanglement, and we find that by using this method the entanglement can be probabilistically increased for some specific non-Gaussian noise channels.« less

A temporal-spatial postprocessing model for probabilistic run-off forecast. With a case study from Ulla-Førre with five catchments and ten lead times

NASA Astrophysics Data System (ADS)

Engeland, K.; Steinsland, I.

2012-04-01

This work is driven by the needs of next generation short term optimization methodology for hydro power production. Stochastic optimization are about to be introduced; i.e. optimizing when available resources (water) and utility (prices) are uncertain. In this paper we focus on the available resources, i.e. water, where uncertainty mainly comes from uncertainty in future runoff. When optimizing a water system all catchments and several lead times have to be considered simultaneously. Depending on the system of hydropower reservoirs, it might be a set of headwater catchments, a system of upstream /downstream reservoirs where water used from one catchment /dam arrives in a lower catchment maybe days later, or a combination of both. The aim of this paper is therefore to construct a simultaneous probabilistic forecast for several catchments and lead times, i.e. to provide a predictive distribution for the forecasts. Stochastic optimization methods need samples/ensembles of run-off forecasts as input. Hence, it should also be possible to sample from our probabilistic forecast. A post-processing approach is taken, and an error model based on Box- Cox transformation, power transform and a temporal-spatial copula model is used. It accounts for both between catchment and between lead time dependencies. In operational use it is strait forward to sample run-off ensembles from this models that inherits the catchment and lead time dependencies. The methodology is tested and demonstrated in the Ulla-Førre river system, and simultaneous probabilistic forecasts for five catchments and ten lead times are constructed. The methodology has enough flexibility to model operationally important features in this case study such as hetroscadasety, lead-time varying temporal dependency and lead-time varying inter-catchment dependency. Our model is evaluated using CRPS for marginal predictive distributions and energy score for joint predictive distribution. It is tested against deterministic run-off forecast, climatology forecast and a persistent forecast, and is found to be the better probabilistic forecast for lead time grater then two. From an operational point of view the results are interesting as the between catchment dependency gets stronger with longer lead-times.

Applying probabilistic temporal and multisite data quality control methods to a public health mortality registry in Spain: a systematic approach to quality control of repositories.

PubMed

Sáez, Carlos; Zurriaga, Oscar; Pérez-Panadés, Jordi; Melchor, Inma; Robles, Montserrat; García-Gómez, Juan M

2016-11-01

To assess the variability in data distributions among data sources and over time through a case study of a large multisite repository as a systematic approach to data quality (DQ). Novel probabilistic DQ control methods based on information theory and geometry are applied to the Public Health Mortality Registry of the Region of Valencia, Spain, with 512 143 entries from 2000 to 2012, disaggregated into 24 health departments. The methods provide DQ metrics and exploratory visualizations for (1) assessing the variability among multiple sources and (2) monitoring and exploring changes with time. The methods are suited to big data and multitype, multivariate, and multimodal data. The repository was partitioned into 2 probabilistically separated temporal subgroups following a change in the Spanish National Death Certificate in 2009. Punctual temporal anomalies were noticed due to a punctual increment in the missing data, along with outlying and clustered health departments due to differences in populations or in practices. Changes in protocols, differences in populations, biased practices, or other systematic DQ problems affected data variability. Even if semantic and integration aspects are addressed in data sharing infrastructures, probabilistic variability may still be present. Solutions include fixing or excluding data and analyzing different sites or time periods separately. A systematic approach to assessing temporal and multisite variability is proposed. Multisite and temporal variability in data distributions affects DQ, hindering data reuse, and an assessment of such variability should be a part of systematic DQ procedures. © The Author 2016. Published by Oxford University Press on behalf of the American Medical Informatics Association. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Feasibility study on the use of probabilistic migration modeling in support of exposure assessment from food contact materials.

PubMed

Poças, Maria F; Oliveira, Jorge C; Brandsch, Rainer; Hogg, Timothy

2010-07-01

The use of probabilistic approaches in exposure assessments of contaminants migrating from food packages is of increasing interest but the lack of concentration or migration data is often referred as a limitation. Data accounting for the variability and uncertainty that can be expected in migration, for example, due to heterogeneity in the packaging system, variation of the temperature along the distribution chain, and different time of consumption of each individual package, are required for probabilistic analysis. The objective of this work was to characterize quantitatively the uncertainty and variability in estimates of migration. A Monte Carlo simulation was applied to a typical solution of the Fick's law with given variability in the input parameters. The analysis was performed based on experimental data of a model system (migration of Irgafos 168 from polyethylene into isooctane) and illustrates how important sources of variability and uncertainty can be identified in order to refine analyses. For long migration times and controlled conditions of temperature the affinity of the migrant to the food can be the major factor determining the variability in the migration values (more than 70% of variance). In situations where both the time of consumption and temperature can vary, these factors can be responsible, respectively, for more than 60% and 20% of the variance in the migration estimates. The approach presented can be used with databases from consumption surveys to yield a true probabilistic estimate of exposure.

Probabilistic approaches to accounting for data variability in the practical application of bioavailability in predicting aquatic risks from metals.

PubMed

Ciffroy, Philippe; Charlatchka, Rayna; Ferreira, Daniel; Marang, Laura

2013-07-01

The biotic ligand model (BLM) theoretically enables the derivation of environmental quality standards that are based on true bioavailable fractions of metals. Several physicochemical variables (especially pH, major cations, dissolved organic carbon, and dissolved metal concentrations) must, however, be assigned to run the BLM, but they are highly variable in time and space in natural systems. This article describes probabilistic approaches for integrating such variability during the derivation of risk indexes. To describe each variable using a probability density function (PDF), several methods were combined to 1) treat censored data (i.e., data below the limit of detection), 2) incorporate the uncertainty of the solid-to-liquid partitioning of metals, and 3) detect outliers. From a probabilistic perspective, 2 alternative approaches that are based on log-normal and Γ distributions were tested to estimate the probability of the predicted environmental concentration (PEC) exceeding the predicted non-effect concentration (PNEC), i.e., p(PEC/PNEC>1). The probabilistic approach was tested on 4 real-case studies based on Cu-related data collected from stations on the Loire and Moselle rivers. The approach described in this article is based on BLM tools that are freely available for end-users (i.e., the Bio-Met software) and on accessible statistical data treatments. This approach could be used by stakeholders who are involved in risk assessments of metals for improving site-specific studies. Copyright © 2013 SETAC.

Optimal decision-making in mammals: insights from a robot study of rodent texture discrimination

PubMed Central

Lepora, Nathan F.; Fox, Charles W.; Evans, Mathew H.; Diamond, Mathew E.; Gurney, Kevin; Prescott, Tony J.

2012-01-01

Texture perception is studied here in a physical model of the rat whisker system consisting of a robot equipped with a biomimetic vibrissal sensor. Investigations of whisker motion in rodents have led to several explanations for texture discrimination, such as resonance or stick-slips. Meanwhile, electrophysiological studies of decision-making in monkeys have suggested a neural mechanism of evidence accumulation to threshold for competing percepts, described by a probabilistic model of Bayesian sequential analysis. For our robot whisker data, we find that variable reaction-time decision-making with sequential analysis performs better than the fixed response-time maximum-likelihood estimation. These probabilistic classifiers also use whatever available features of the whisker signals aid the discrimination, giving improved performance over a single-feature strategy, such as matching the peak power spectra of whisker vibrations. These results cast new light on how the various proposals for texture discrimination in rodents depend on the whisker contact mechanics and suggest the possibility of a common account of decision-making across mammalian species. PMID:22279155

Continuous Shape Estimation of Continuum Robots Using X-ray Images

PubMed Central

Lobaton, Edgar J.; Fu, Jinghua; Torres, Luis G.; Alterovitz, Ron

2015-01-01

We present a new method for continuously and accurately estimating the shape of a continuum robot during a medical procedure using a small number of X-ray projection images (e.g., radiographs or fluoroscopy images). Continuum robots have curvilinear structure, enabling them to maneuver through constrained spaces by bending around obstacles. Accurately estimating the robot’s shape continuously over time is crucial for the success of procedures that require avoidance of anatomical obstacles and sensitive tissues. Online shape estimation of a continuum robot is complicated by uncertainty in its kinematic model, movement of the robot during the procedure, noise in X-ray images, and the clinical need to minimize the number of X-ray images acquired. Our new method integrates kinematics models of the robot with data extracted from an optimally selected set of X-ray projection images. Our method represents the shape of the continuum robot over time as a deformable surface which can be described as a linear combination of time and space basis functions. We take advantage of probabilistic priors and numeric optimization to select optimal camera configurations, thus minimizing the expected shape estimation error. We evaluate our method using simulated concentric tube robot procedures and demonstrate that obtaining between 3 and 10 images from viewpoints selected by our method enables online shape estimation with errors significantly lower than using the kinematic model alone or using randomly spaced viewpoints. PMID:26279960

Continuous Shape Estimation of Continuum Robots Using X-ray Images.

PubMed

Lobaton, Edgar J; Fu, Jinghua; Torres, Luis G; Alterovitz, Ron

2013-05-06

We present a new method for continuously and accurately estimating the shape of a continuum robot during a medical procedure using a small number of X-ray projection images (e.g., radiographs or fluoroscopy images). Continuum robots have curvilinear structure, enabling them to maneuver through constrained spaces by bending around obstacles. Accurately estimating the robot's shape continuously over time is crucial for the success of procedures that require avoidance of anatomical obstacles and sensitive tissues. Online shape estimation of a continuum robot is complicated by uncertainty in its kinematic model, movement of the robot during the procedure, noise in X-ray images, and the clinical need to minimize the number of X-ray images acquired. Our new method integrates kinematics models of the robot with data extracted from an optimally selected set of X-ray projection images. Our method represents the shape of the continuum robot over time as a deformable surface which can be described as a linear combination of time and space basis functions. We take advantage of probabilistic priors and numeric optimization to select optimal camera configurations, thus minimizing the expected shape estimation error. We evaluate our method using simulated concentric tube robot procedures and demonstrate that obtaining between 3 and 10 images from viewpoints selected by our method enables online shape estimation with errors significantly lower than using the kinematic model alone or using randomly spaced viewpoints.

Ecohydrology of agroecosystems: probabilistic description of yield reduction risk under limited water availability

NASA Astrophysics Data System (ADS)

Vico, Giulia; Porporato, Amilcare

2013-04-01

Supplemental irrigation represents one of the main strategies to mitigate the effects of climate variability and stabilize yields. Irrigated agriculture currently provides 40% of food production and its relevance is expected to further increase in the near future, in face of the projected alterations of rainfall patterns and increase in food, fiber, and biofuel demand. Because of the significant investments and water requirements involved in irrigation, strategic choices are needed to preserve productivity and profitability, while maintaining a sustainable water management - a nontrivial task given the unpredictability of the rainfall forcing. To facilitate decision making under uncertainty, a widely applicable probabilistic framework is proposed. The occurrence of rainfall events and irrigation applications are linked probabilistically to crop development during the growing season and yields at harvest. Based on these linkages, the probability density function of yields and corresponding probability density function of required irrigation volumes, as well as the probability density function of yields under the most common case of limited water availability are obtained analytically, as a function of irrigation strategy, climate, soil and crop parameters. The full probabilistic description of the frequency of occurrence of yields and water requirements is a crucial tool for decision making under uncertainty, e.g., via expected utility analysis. Furthermore, the knowledge of the probability density function of yield allows us to quantify the yield reduction hydrologic risk. Two risk indices are defined and quantified: the long-term risk index, suitable for long-term irrigation strategy assessment and investment planning, and the real-time risk index, providing a rigorous probabilistic quantification of the emergence of drought conditions during a single growing season in an agricultural setting. Our approach employs relatively few parameters and is thus easily and broadly applicable to different crops and sites, under current and future climate scenarios. Hence, the proposed probabilistic framework provides a quantitative tool to assess the impact of irrigation strategy and water allocation on the risk of not meeting a certain target yield, thus guiding the optimal allocation of water resources for human and environmental needs.

Probabilistic quantum cloning of a subset of linearly dependent states

NASA Astrophysics Data System (ADS)

Rui, Pinshu; Zhang, Wen; Liao, Yanlin; Zhang, Ziyun

2018-02-01

It is well known that a quantum state, secretly chosen from a certain set, can be probabilistically cloned with positive cloning efficiencies if and only if all the states in the set are linearly independent. In this paper, we focus on probabilistic quantum cloning of a subset of linearly dependent states. We show that a linearly-independent subset of linearly-dependent quantum states {| Ψ 1⟩,| Ψ 2⟩,…,| Ψ n ⟩} can be probabilistically cloned if and only if any state in the subset cannot be expressed as a linear superposition of the other states in the set {| Ψ 1⟩,| Ψ 2⟩,…,| Ψ n ⟩}. The optimal cloning efficiencies are also investigated.

Optimal control on hybrid ode systems with application to a tick disease model.

PubMed

Ding, Wandi

2007-10-01

We are considering an optimal control problem for a type of hybrid system involving ordinary differential equations and a discrete time feature. One state variable has dynamics in only one season of the year and has a jump condition to obtain the initial condition for that corresponding season in the next year. The other state variable has continuous dynamics. Given a general objective functional, existence, necessary conditions and uniqueness for an optimal control are established. We apply our approach to a tick-transmitted disease model with age structure in which the tick dynamics changes seasonally while hosts have continuous dynamics. The goal is to maximize disease-free ticks and minimize infected ticks through an optimal control strategy of treatment with acaricide. Numerical examples are given to illustrate the results.

Unconditional optimality of Gaussian attacks against continuous-variable quantum key distribution.

PubMed

García-Patrón, Raúl; Cerf, Nicolas J

2006-11-10

A fully general approach to the security analysis of continuous-variable quantum key distribution (CV-QKD) is presented. Provided that the quantum channel is estimated via the covariance matrix of the quadratures, Gaussian attacks are shown to be optimal against all collective eavesdropping strategies. The proof is made strikingly simple by combining a physical model of measurement, an entanglement-based description of CV-QKD, and a recent powerful result on the extremality of Gaussian states [M. M. Wolf, Phys. Rev. Lett. 96, 080502 (2006)10.1103/PhysRevLett.96.080502].

Probabilistic lifetime strength of aerospace materials via computational simulation

NASA Technical Reports Server (NTRS)

Boyce, Lola; Keating, Jerome P.; Lovelace, Thomas B.; Bast, Callie C.

1991-01-01

The results of a second year effort of a research program are presented. The research included development of methodology that provides probabilistic lifetime strength of aerospace materials via computational simulation. A probabilistic phenomenological constitutive relationship, in the form of a randomized multifactor interaction equation, is postulated for strength degradation of structural components of aerospace propulsion systems subjected to a number of effects of primitive variables. These primitive variables often originate in the environment and may include stress from loading, temperature, chemical, or radiation attack. This multifactor interaction constitutive equation is included in the computer program, PROMISS. Also included in the research is the development of methodology to calibrate the constitutive equation using actual experimental materials data together with the multiple linear regression of that data.

Quadratic constrained mixed discrete optimization with an adiabatic quantum optimizer

NASA Astrophysics Data System (ADS)

Chandra, Rishabh; Jacobson, N. Tobias; Moussa, Jonathan E.; Frankel, Steven H.; Kais, Sabre

2014-07-01

We extend the family of problems that may be implemented on an adiabatic quantum optimizer (AQO). When a quadratic optimization problem has at least one set of discrete controls and the constraints are linear, we call this a quadratic constrained mixed discrete optimization (QCMDO) problem. QCMDO problems are NP-hard, and no efficient classical algorithm for their solution is known. Included in the class of QCMDO problems are combinatorial optimization problems constrained by a linear partial differential equation (PDE) or system of linear PDEs. An essential complication commonly encountered in solving this type of problem is that the linear constraint may introduce many intermediate continuous variables into the optimization while the computational cost grows exponentially with problem size. We resolve this difficulty by developing a constructive mapping from QCMDO to quadratic unconstrained binary optimization (QUBO) such that the size of the QUBO problem depends only on the number of discrete control variables. With a suitable embedding, taking into account the physical constraints of the realizable coupling graph, the resulting QUBO problem can be implemented on an existing AQO. The mapping itself is efficient, scaling cubically with the number of continuous variables in the general case and linearly in the PDE case if an efficient preconditioner is available.

Research on damping properties optimization of variable-stiffness plate

NASA Astrophysics Data System (ADS)

Wen-kai, QI; Xian-tao, YIN; Cheng, SHEN

2016-09-01

This paper investigates damping optimization design of variable-stiffness composite laminated plate, which means fibre paths can be continuously curved and fibre angles are distinct for different regions. First, damping prediction model is developed based on modal dissipative energy principle and verified by comparing with modal testing results. Then, instead of fibre angles, the element stiffness and damping matrixes are translated to be design variables on the basis of novel Discrete Material Optimization (DMO) formulation, thus reducing the computation time greatly. Finally, the modal damping capacity of arbitrary order is optimized using MMA (Method of Moving Asymptotes) method. Meanwhile, mode tracking technique is employed to investigate the variation of modal shape. The convergent performance of interpolation function, first order specific damping capacity (SDC) optimization results and variation of modal shape in different penalty factor are discussed. The results show that the damping properties of the variable-stiffness plate can be increased by 50%-70% after optimization.

Active marks structure optimization for optical-electronic systems of spatial position control of industrial objects

NASA Astrophysics Data System (ADS)

Sycheva, Elena A.; Vasilev, Aleksandr S.; Lashmanov, Oleg U.; Korotaev, Valery V.

2017-06-01

The article is devoted to the optimization of optoelectronic systems of the spatial position of objects. Probabilistic characteristics of the detection of an active structured mark on a random noisy background are investigated. The developed computer model and the results of the study allow us to estimate the probabilistic characteristics of detection of a complex structured mark on a random gradient background, and estimate the error of spatial coordinates. The results of the study make it possible to improve the accuracy of measuring the coordinates of the object. Based on the research recommendations are given on the choice of parameters of the optimal mark structure for use in opticalelectronic systems for monitoring the spatial position of large-sized structures.

Probabilistic Structural Analysis Methods (PSAM) for Select Space Propulsion System Components

NASA Technical Reports Server (NTRS)

1999-01-01

Probabilistic Structural Analysis Methods (PSAM) are described for the probabilistic structural analysis of engine components for current and future space propulsion systems. Components for these systems are subjected to stochastic thermomechanical launch loads. Uncertainties or randomness also occurs in material properties, structural geometry, and boundary conditions. Material property stochasticity, such as in modulus of elasticity or yield strength, exists in every structure and is a consequence of variations in material composition and manufacturing processes. Procedures are outlined for computing the probabilistic structural response or reliability of the structural components. The response variables include static or dynamic deflections, strains, and stresses at one or several locations, natural frequencies, fatigue or creep life, etc. Sample cases illustrates how the PSAM methods and codes simulate input uncertainties and compute probabilistic response or reliability using a finite element model with probabilistic methods.

Probabilistic Aeroelastic Analysis Developed for Turbomachinery Components

NASA Technical Reports Server (NTRS)

Reddy, T. S. R.; Mital, Subodh K.; Stefko, George L.; Pai, Shantaram S.

2003-01-01

Aeroelastic analyses for advanced turbomachines are being developed for use at the NASA Glenn Research Center and industry. However, these analyses at present are used for turbomachinery design with uncertainties accounted for by using safety factors. This approach may lead to overly conservative designs, thereby reducing the potential of designing higher efficiency engines. An integration of the deterministic aeroelastic analysis methods with probabilistic analysis methods offers the potential to design efficient engines with fewer aeroelastic problems and to make a quantum leap toward designing safe reliable engines. In this research, probabilistic analysis is integrated with aeroelastic analysis: (1) to determine the parameters that most affect the aeroelastic characteristics (forced response and stability) of a turbomachine component such as a fan, compressor, or turbine and (2) to give the acceptable standard deviation on the design parameters for an aeroelastically stable system. The approach taken is to combine the aeroelastic analysis of the MISER (MIStuned Engine Response) code with the FPI (fast probability integration) code. The role of MISER is to provide the functional relationships that tie the structural and aerodynamic parameters (the primitive variables) to the forced response amplitudes and stability eigenvalues (the response properties). The role of FPI is to perform probabilistic analyses by utilizing the response properties generated by MISER. The results are a probability density function for the response properties. The probabilistic sensitivities of the response variables to uncertainty in primitive variables are obtained as a byproduct of the FPI technique. The combined analysis of aeroelastic and probabilistic analysis is applied to a 12-bladed cascade vibrating in bending and torsion. Out of the total 11 design parameters, 6 are considered as having probabilistic variation. The six parameters are space-to-chord ratio (SBYC), stagger angle (GAMA), elastic axis (ELAXS), Mach number (MACH), mass ratio (MASSR), and frequency ratio (WHWB). The cascade is considered to be in subsonic flow with Mach 0.7. The results of the probabilistic aeroelastic analysis are the probability density function of predicted aerodynamic damping and frequency for flutter and the response amplitudes for forced response.

Don't Fear Optimality: Sampling for Probabilistic-Logic Sequence Models

NASA Astrophysics Data System (ADS)

Thon, Ingo

One of the current challenges in artificial intelligence is modeling dynamic environments that change due to the actions or activities undertaken by people or agents. The task of inferring hidden states, e.g. the activities or intentions of people, based on observations is called filtering. Standard probabilistic models such as Dynamic Bayesian Networks are able to solve this task efficiently using approximative methods such as particle filters. However, these models do not support logical or relational representations. The key contribution of this paper is the upgrade of a particle filter algorithm for use with a probabilistic logical representation through the definition of a proposal distribution. The performance of the algorithm depends largely on how well this distribution fits the target distribution. We adopt the idea of logical compilation into Binary Decision Diagrams for sampling. This allows us to use the optimal proposal distribution which is normally prohibitively slow.

A Bayesian joint probability modeling approach for seasonal forecasting of streamflows at multiple sites

NASA Astrophysics Data System (ADS)

Wang, Q. J.; Robertson, D. E.; Chiew, F. H. S.

2009-05-01

Seasonal forecasting of streamflows can be highly valuable for water resources management. In this paper, a Bayesian joint probability (BJP) modeling approach for seasonal forecasting of streamflows at multiple sites is presented. A Box-Cox transformed multivariate normal distribution is proposed to model the joint distribution of future streamflows and their predictors such as antecedent streamflows and El Niño-Southern Oscillation indices and other climate indicators. Bayesian inference of model parameters and uncertainties is implemented using Markov chain Monte Carlo sampling, leading to joint probabilistic forecasts of streamflows at multiple sites. The model provides a parametric structure for quantifying relationships between variables, including intersite correlations. The Box-Cox transformed multivariate normal distribution has considerable flexibility for modeling a wide range of predictors and predictands. The Bayesian inference formulated allows the use of data that contain nonconcurrent and missing records. The model flexibility and data-handling ability means that the BJP modeling approach is potentially of wide practical application. The paper also presents a number of statistical measures and graphical methods for verification of probabilistic forecasts of continuous variables. Results for streamflows at three river gauges in the Murrumbidgee River catchment in southeast Australia show that the BJP modeling approach has good forecast quality and that the fitted model is consistent with observed data.

Compiling probabilistic, bio-inspired circuits on a field programmable analog array

PubMed Central

Marr, Bo; Hasler, Jennifer

2014-01-01

A field programmable analog array (FPAA) is presented as an energy and computational efficiency engine: a mixed mode processor for which functions can be compiled at significantly less energy costs using probabilistic computing circuits. More specifically, it will be shown that the core computation of any dynamical system can be computed on the FPAA at significantly less energy per operation than a digital implementation. A stochastic system that is dynamically controllable via voltage controlled amplifier and comparator thresholds is implemented, which computes Bernoulli random variables. From Bernoulli variables it is shown exponentially distributed random variables, and random variables of an arbitrary distribution can be computed. The Gillespie algorithm is simulated to show the utility of this system by calculating the trajectory of a biological system computed stochastically with this probabilistic hardware where over a 127X performance improvement over current software approaches is shown. The relevance of this approach is extended to any dynamical system. The initial circuits and ideas for this work were generated at the 2008 Telluride Neuromorphic Workshop. PMID:24847199

Computational simulation of coupled material degradation processes for probabilistic lifetime strength of aerospace materials

NASA Technical Reports Server (NTRS)

Boyce, Lola; Bast, Callie C.

1992-01-01

The research included ongoing development of methodology that provides probabilistic lifetime strength of aerospace materials via computational simulation. A probabilistic material strength degradation model, in the form of a randomized multifactor interaction equation, is postulated for strength degradation of structural components of aerospace propulsion systems subjected to a number of effects or primative variables. These primative variable may include high temperature, fatigue or creep. In most cases, strength is reduced as a result of the action of a variable. This multifactor interaction strength degradation equation has been randomized and is included in the computer program, PROMISS. Also included in the research is the development of methodology to calibrate the above described constitutive equation using actual experimental materials data together with linear regression of that data, thereby predicting values for the empirical material constraints for each effect or primative variable. This regression methodology is included in the computer program, PROMISC. Actual experimental materials data were obtained from the open literature for materials typically of interest to those studying aerospace propulsion system components. Material data for Inconel 718 was analyzed using the developed methodology.

Stochastic Robust Mathematical Programming Model for Power System Optimization

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

Liu, Cong; Changhyeok, Lee; Haoyong, Chen

2016-01-01

This paper presents a stochastic robust framework for two-stage power system optimization problems with uncertainty. The model optimizes the probabilistic expectation of different worst-case scenarios with ifferent uncertainty sets. A case study of unit commitment shows the effectiveness of the proposed model and algorithms.

Ensemble reconstruction of spatio-temporal extreme low-flow events in France since 1871

NASA Astrophysics Data System (ADS)

Caillouet, Laurie; Vidal, Jean-Philippe; Sauquet, Eric; Devers, Alexandre; Graff, Benjamin

2017-06-01

The length of streamflow observations is generally limited to the last 50 years even in data-rich countries like France. It therefore offers too small a sample of extreme low-flow events to properly explore the long-term evolution of their characteristics and associated impacts. To overcome this limit, this work first presents a daily 140-year ensemble reconstructed streamflow dataset for a reference network of near-natural catchments in France. This dataset, called SCOPE Hydro (Spatially COherent Probabilistic Extended Hydrological dataset), is based on (1) a probabilistic precipitation, temperature, and reference evapotranspiration downscaling of the Twentieth Century Reanalysis over France, called SCOPE Climate, and (2) continuous hydrological modelling using SCOPE Climate as forcings over the whole period. This work then introduces tools for defining spatio-temporal extreme low-flow events. Extreme low-flow events are first locally defined through the sequent peak algorithm using a novel combination of a fixed threshold and a daily variable threshold. A dedicated spatial matching procedure is then established to identify spatio-temporal events across France. This procedure is furthermore adapted to the SCOPE Hydro 25-member ensemble to characterize in a probabilistic way unrecorded historical events at the national scale. Extreme low-flow events are described and compared in a spatially and temporally homogeneous way over 140 years on a large set of catchments. Results highlight well-known recent events like 1976 or 1989-1990, but also older and relatively forgotten ones like the 1878 and 1893 events. These results contribute to improving our knowledge of historical events and provide a selection of benchmark events for climate change adaptation purposes. Moreover, this study allows for further detailed analyses of the effect of climate variability and anthropogenic climate change on low-flow hydrology at the scale of France.

Distributed collaborative probabilistic design for turbine blade-tip radial running clearance using support vector machine of regression

NASA Astrophysics Data System (ADS)

Fei, Cheng-Wei; Bai, Guang-Chen

2014-12-01

To improve the computational precision and efficiency of probabilistic design for mechanical dynamic assembly like the blade-tip radial running clearance (BTRRC) of gas turbine, a distribution collaborative probabilistic design method-based support vector machine of regression (SR)(called as DCSRM) is proposed by integrating distribution collaborative response surface method and support vector machine regression model. The mathematical model of DCSRM is established and the probabilistic design idea of DCSRM is introduced. The dynamic assembly probabilistic design of aeroengine high-pressure turbine (HPT) BTRRC is accomplished to verify the proposed DCSRM. The analysis results reveal that the optimal static blade-tip clearance of HPT is gained for designing BTRRC, and improving the performance and reliability of aeroengine. The comparison of methods shows that the DCSRM has high computational accuracy and high computational efficiency in BTRRC probabilistic analysis. The present research offers an effective way for the reliability design of mechanical dynamic assembly and enriches mechanical reliability theory and method.

Probabilistic Requirements (Partial) Verification Methods Best Practices Improvement. Variables Acceptance Sampling Calculators: Derivations and Verification of Plans. Volume 1

NASA Technical Reports Server (NTRS)

Johnson, Kenneth L.; White, K, Preston, Jr.

2012-01-01

The NASA Engineering and Safety Center was requested to improve on the Best Practices document produced for the NESC assessment, Verification of Probabilistic Requirements for the Constellation Program, by giving a recommended procedure for using acceptance sampling by variables techniques. This recommended procedure would be used as an alternative to the potentially resource-intensive acceptance sampling by attributes method given in the document. This document contains the outcome of the assessment.

Economic Analysis of a Multi-Site Prevention Program: Assessment of Program Costs and Characterizing Site-level Variability

PubMed Central

Corso, Phaedra S.; Ingels, Justin B.; Kogan, Steven M.; Foster, E. Michael; Chen, Yi-Fu; Brody, Gene H.

2013-01-01

Programmatic cost analyses of preventive interventions commonly have a number of methodological difficulties. To determine the mean total costs and properly characterize variability, one often has to deal with small sample sizes, skewed distributions, and especially missing data. Standard approaches for dealing with missing data such as multiple imputation may suffer from a small sample size, a lack of appropriate covariates, or too few details around the method used to handle the missing data. In this study, we estimate total programmatic costs for a prevention trial evaluating the Strong African American Families-Teen program. This intervention focuses on the prevention of substance abuse and risky sexual behavior. To account for missing data in the assessment of programmatic costs we compare multiple imputation to probabilistic sensitivity analysis. The latter approach uses collected cost data to create a distribution around each input parameter. We found that with the multiple imputation approach, the mean (95% confidence interval) incremental difference was $2149 ($397, $3901). With the probabilistic sensitivity analysis approach, the incremental difference was $2583 ($778, $4346). Although the true cost of the program is unknown, probabilistic sensitivity analysis may be a more viable alternative for capturing variability in estimates of programmatic costs when dealing with missing data, particularly with small sample sizes and the lack of strong predictor variables. Further, the larger standard errors produced by the probabilistic sensitivity analysis method may signal its ability to capture more of the variability in the data, thus better informing policymakers on the potentially true cost of the intervention. PMID:23299559

Economic analysis of a multi-site prevention program: assessment of program costs and characterizing site-level variability.

PubMed

Corso, Phaedra S; Ingels, Justin B; Kogan, Steven M; Foster, E Michael; Chen, Yi-Fu; Brody, Gene H

2013-10-01

Programmatic cost analyses of preventive interventions commonly have a number of methodological difficulties. To determine the mean total costs and properly characterize variability, one often has to deal with small sample sizes, skewed distributions, and especially missing data. Standard approaches for dealing with missing data such as multiple imputation may suffer from a small sample size, a lack of appropriate covariates, or too few details around the method used to handle the missing data. In this study, we estimate total programmatic costs for a prevention trial evaluating the Strong African American Families-Teen program. This intervention focuses on the prevention of substance abuse and risky sexual behavior. To account for missing data in the assessment of programmatic costs we compare multiple imputation to probabilistic sensitivity analysis. The latter approach uses collected cost data to create a distribution around each input parameter. We found that with the multiple imputation approach, the mean (95 % confidence interval) incremental difference was $2,149 ($397, $3,901). With the probabilistic sensitivity analysis approach, the incremental difference was $2,583 ($778, $4,346). Although the true cost of the program is unknown, probabilistic sensitivity analysis may be a more viable alternative for capturing variability in estimates of programmatic costs when dealing with missing data, particularly with small sample sizes and the lack of strong predictor variables. Further, the larger standard errors produced by the probabilistic sensitivity analysis method may signal its ability to capture more of the variability in the data, thus better informing policymakers on the potentially true cost of the intervention.

A probabilistic and continuous model of protein conformational space for template-free modeling.

PubMed

Zhao, Feng; Peng, Jian; Debartolo, Joe; Freed, Karl F; Sosnick, Tobin R; Xu, Jinbo

2010-06-01

One of the major challenges with protein template-free modeling is an efficient sampling algorithm that can explore a huge conformation space quickly. The popular fragment assembly method constructs a conformation by stringing together short fragments extracted from the Protein Data Base (PDB). The discrete nature of this method may limit generated conformations to a subspace in which the native fold does not belong. Another worry is that a protein with really new fold may contain some fragments not in the PDB. This article presents a probabilistic model of protein conformational space to overcome the above two limitations. This probabilistic model employs directional statistics to model the distribution of backbone angles and 2(nd)-order Conditional Random Fields (CRFs) to describe sequence-angle relationship. Using this probabilistic model, we can sample protein conformations in a continuous space, as opposed to the widely used fragment assembly and lattice model methods that work in a discrete space. We show that when coupled with a simple energy function, this probabilistic method compares favorably with the fragment assembly method in the blind CASP8 evaluation, especially on alpha or small beta proteins. To our knowledge, this is the first probabilistic method that can search conformations in a continuous space and achieves favorable performance. Our method also generated three-dimensional (3D) models better than template-based methods for a couple of CASP8 hard targets. The method described in this article can also be applied to protein loop modeling, model refinement, and even RNA tertiary structure prediction.

Continuous-variable quantum key distribution with a leakage from state preparation

NASA Astrophysics Data System (ADS)

Derkach, Ivan; Usenko, Vladyslav C.; Filip, Radim

2017-12-01

We address side-channel leakage in a trusted preparation station of continuous-variable quantum key distribution with coherent and squeezed states. We consider two different scenarios: multimode Gaussian modulation, directly accessible to an eavesdropper, or side-channel loss of the signal states prior to the modulation stage. We show the negative impact of excessive modulation on both the coherent- and squeezed-state protocols. The impact is more pronounced for squeezed-state protocols and may require optimization of squeezing in the case of noisy quantum channels. Further, we demonstrate that the coherent-state protocol is immune to side-channel signal state leakage prior to modulation, while the squeezed-state protocol is vulnerable to such attacks, becoming more sensitive to the noise in the channel. In the general case of noisy quantum channels the signal squeezing can be optimized to provide best performance of the protocol in the presence of side-channel leakage prior to modulation. Our results demonstrate that leakage from the trusted source in continuous-variable quantum key distribution should not be underestimated and squeezing optimization is needed to overcome coherent state protocols.

Comparison of bias analysis strategies applied to a large data set.

PubMed

Lash, Timothy L; Abrams, Barbara; Bodnar, Lisa M

2014-07-01

Epidemiologic data sets continue to grow larger. Probabilistic-bias analyses, which simulate hundreds of thousands of replications of the original data set, may challenge desktop computational resources. We implemented a probabilistic-bias analysis to evaluate the direction, magnitude, and uncertainty of the bias arising from misclassification of prepregnancy body mass index when studying its association with early preterm birth in a cohort of 773,625 singleton births. We compared 3 bias analysis strategies: (1) using the full cohort, (2) using a case-cohort design, and (3) weighting records by their frequency in the full cohort. Underweight and overweight mothers were more likely to deliver early preterm. A validation substudy demonstrated misclassification of prepregnancy body mass index derived from birth certificates. Probabilistic-bias analyses suggested that the association between underweight and early preterm birth was overestimated by the conventional approach, whereas the associations between overweight categories and early preterm birth were underestimated. The 3 bias analyses yielded equivalent results and challenged our typical desktop computing environment. Analyses applied to the full cohort, case cohort, and weighted full cohort required 7.75 days and 4 terabytes, 15.8 hours and 287 gigabytes, and 8.5 hours and 202 gigabytes, respectively. Large epidemiologic data sets often include variables that are imperfectly measured, often because data were collected for other purposes. Probabilistic-bias analysis allows quantification of errors but may be difficult in a desktop computing environment. Solutions that allow these analyses in this environment can be achieved without new hardware and within reasonable computational time frames.

A global empirical system for probabilistic seasonal climate prediction

NASA Astrophysics Data System (ADS)

Eden, J. M.; van Oldenborgh, G. J.; Hawkins, E.; Suckling, E. B.

2015-12-01

Preparing for episodes with risks of anomalous weather a month to a year ahead is an important challenge for governments, non-governmental organisations, and private companies and is dependent on the availability of reliable forecasts. The majority of operational seasonal forecasts are made using process-based dynamical models, which are complex, computationally challenging and prone to biases. Empirical forecast approaches built on statistical models to represent physical processes offer an alternative to dynamical systems and can provide either a benchmark for comparison or independent supplementary forecasts. Here, we present a simple empirical system based on multiple linear regression for producing probabilistic forecasts of seasonal surface air temperature and precipitation across the globe. The global CO2-equivalent concentration is taken as the primary predictor; subsequent predictors, including large-scale modes of variability in the climate system and local-scale information, are selected on the basis of their physical relationship with the predictand. The focus given to the climate change signal as a source of skill and the probabilistic nature of the forecasts produced constitute a novel approach to global empirical prediction. Hindcasts for the period 1961-2013 are validated against observations using deterministic (correlation of seasonal means) and probabilistic (continuous rank probability skill scores) metrics. Good skill is found in many regions, particularly for surface air temperature and most notably in much of Europe during the spring and summer seasons. For precipitation, skill is generally limited to regions with known El Niño-Southern Oscillation (ENSO) teleconnections. The system is used in a quasi-operational framework to generate empirical seasonal forecasts on a monthly basis.

An empirical system for probabilistic seasonal climate prediction

NASA Astrophysics Data System (ADS)

Eden, Jonathan; van Oldenborgh, Geert Jan; Hawkins, Ed; Suckling, Emma

2016-04-01

Preparing for episodes with risks of anomalous weather a month to a year ahead is an important challenge for governments, non-governmental organisations, and private companies and is dependent on the availability of reliable forecasts. The majority of operational seasonal forecasts are made using process-based dynamical models, which are complex, computationally challenging and prone to biases. Empirical forecast approaches built on statistical models to represent physical processes offer an alternative to dynamical systems and can provide either a benchmark for comparison or independent supplementary forecasts. Here, we present a simple empirical system based on multiple linear regression for producing probabilistic forecasts of seasonal surface air temperature and precipitation across the globe. The global CO2-equivalent concentration is taken as the primary predictor; subsequent predictors, including large-scale modes of variability in the climate system and local-scale information, are selected on the basis of their physical relationship with the predictand. The focus given to the climate change signal as a source of skill and the probabilistic nature of the forecasts produced constitute a novel approach to global empirical prediction. Hindcasts for the period 1961-2013 are validated against observations using deterministic (correlation of seasonal means) and probabilistic (continuous rank probability skill scores) metrics. Good skill is found in many regions, particularly for surface air temperature and most notably in much of Europe during the spring and summer seasons. For precipitation, skill is generally limited to regions with known El Niño-Southern Oscillation (ENSO) teleconnections. The system is used in a quasi-operational framework to generate empirical seasonal forecasts on a monthly basis.

Interval estimation and optimal design for the within-subject coefficient of variation for continuous and binary variables

PubMed Central

Shoukri, Mohamed M; Elkum, Nasser; Walter, Stephen D

2006-01-01

Background In this paper we propose the use of the within-subject coefficient of variation as an index of a measurement's reliability. For continuous variables and based on its maximum likelihood estimation we derive a variance-stabilizing transformation and discuss confidence interval construction within the framework of a one-way random effects model. We investigate sample size requirements for the within-subject coefficient of variation for continuous and binary variables. Methods We investigate the validity of the approximate normal confidence interval by Monte Carlo simulations. In designing a reliability study, a crucial issue is the balance between the number of subjects to be recruited and the number of repeated measurements per subject. We discuss efficiency of estimation and cost considerations for the optimal allocation of the sample resources. The approach is illustrated by an example on Magnetic Resonance Imaging (MRI). We also discuss the issue of sample size estimation for dichotomous responses with two examples. Results For the continuous variable we found that the variance stabilizing transformation improves the asymptotic coverage probabilities on the within-subject coefficient of variation for the continuous variable. The maximum like estimation and sample size estimation based on pre-specified width of confidence interval are novel contribution to the literature for the binary variable. Conclusion Using the sample size formulas, we hope to help clinical epidemiologists and practicing statisticians to efficiently design reliability studies using the within-subject coefficient of variation, whether the variable of interest is continuous or binary. PMID:16686943

Dominating Scale-Free Networks Using Generalized Probabilistic Methods

PubMed Central

Molnár,, F.; Derzsy, N.; Czabarka, É.; Székely, L.; Szymanski, B. K.; Korniss, G.

2014-01-01

We study ensemble-based graph-theoretical methods aiming to approximate the size of the minimum dominating set (MDS) in scale-free networks. We analyze both analytical upper bounds of dominating sets and numerical realizations for applications. We propose two novel probabilistic dominating set selection strategies that are applicable to heterogeneous networks. One of them obtains the smallest probabilistic dominating set and also outperforms the deterministic degree-ranked method. We show that a degree-dependent probabilistic selection method becomes optimal in its deterministic limit. In addition, we also find the precise limit where selecting high-degree nodes exclusively becomes inefficient for network domination. We validate our results on several real-world networks, and provide highly accurate analytical estimates for our methods. PMID:25200937

Numerical simulation of the optimal two-mode attacks for two-way continuous-variable quantum cryptography in reverse reconciliation

NASA Astrophysics Data System (ADS)

Zhang, Yichen; Li, Zhengyu; Zhao, Yijia; Yu, Song; Guo, Hong

2017-02-01

We analyze the security of the two-way continuous-variable quantum key distribution protocol in reverse reconciliation against general two-mode attacks, which represent all accessible attacks at fixed channel parameters. Rather than against one specific attack model, the expression of secret key rates of the two-way protocol are derived against all accessible attack models. It is found that there is an optimal two-mode attack to minimize the performance of the protocol in terms of both secret key rates and maximal transmission distances. We identify the optimal two-mode attack, give the specific attack model of the optimal two-mode attack and show the performance of the two-way protocol against the optimal two-mode attack. Even under the optimal two-mode attack, the performances of two-way protocol are still better than the corresponding one-way protocol, which shows the advantage of making double use of the quantum channel and the potential of long-distance secure communication using a two-way protocol.

A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: II. Probabilistic Guarantees on Constraint Satisfaction

PubMed Central

Li, Zukui; Floudas, Christodoulos A.

2012-01-01

Probabilistic guarantees on constraint satisfaction for robust counterpart optimization are studied in this paper. The robust counterpart optimization formulations studied are derived from box, ellipsoidal, polyhedral, “interval+ellipsoidal” and “interval+polyhedral” uncertainty sets (Li, Z., Ding, R., and Floudas, C.A., A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: I. Robust Linear and Robust Mixed Integer Linear Optimization, Ind. Eng. Chem. Res, 2011, 50, 10567). For those robust counterpart optimization formulations, their corresponding probability bounds on constraint satisfaction are derived for different types of uncertainty characteristic (i.e., bounded or unbounded uncertainty, with or without detailed probability distribution information). The findings of this work extend the results in the literature and provide greater flexibility for robust optimization practitioners in choosing tighter probability bounds so as to find less conservative robust solutions. Extensive numerical studies are performed to compare the tightness of the different probability bounds and the conservatism of different robust counterpart optimization formulations. Guiding rules for the selection of robust counterpart optimization models and for the determination of the size of the uncertainty set are discussed. Applications in production planning and process scheduling problems are presented. PMID:23329868

Rational decision-making in inhibitory control.

PubMed

Shenoy, Pradeep; Yu, Angela J

2011-01-01

An important aspect of cognitive flexibility is inhibitory control, the ability to dynamically modify or cancel planned actions in response to changes in the sensory environment or task demands. We formulate a probabilistic, rational decision-making framework for inhibitory control in the stop signal paradigm. Our model posits that subjects maintain a Bayes-optimal, continually updated representation of sensory inputs, and repeatedly assess the relative value of stopping and going on a fine temporal scale, in order to make an optimal decision on when and whether to go on each trial. We further posit that they implement this continual evaluation with respect to a global objective function capturing the various reward and penalties associated with different behavioral outcomes, such as speed and accuracy, or the relative costs of stop errors and go errors. We demonstrate that our rational decision-making model naturally gives rise to basic behavioral characteristics consistently observed for this paradigm, as well as more subtle effects due to contextual factors such as reward contingencies or motivational factors. Furthermore, we show that the classical race model can be seen as a computationally simpler, perhaps neurally plausible, approximation to optimal decision-making. This conceptual link allows us to predict how the parameters of the race model, such as the stopping latency, should change with task parameters and individual experiences/ability.

Rational Decision-Making in Inhibitory Control

PubMed Central

Shenoy, Pradeep; Yu, Angela J.

2011-01-01

An important aspect of cognitive flexibility is inhibitory control, the ability to dynamically modify or cancel planned actions in response to changes in the sensory environment or task demands. We formulate a probabilistic, rational decision-making framework for inhibitory control in the stop signal paradigm. Our model posits that subjects maintain a Bayes-optimal, continually updated representation of sensory inputs, and repeatedly assess the relative value of stopping and going on a fine temporal scale, in order to make an optimal decision on when and whether to go on each trial. We further posit that they implement this continual evaluation with respect to a global objective function capturing the various reward and penalties associated with different behavioral outcomes, such as speed and accuracy, or the relative costs of stop errors and go errors. We demonstrate that our rational decision-making model naturally gives rise to basic behavioral characteristics consistently observed for this paradigm, as well as more subtle effects due to contextual factors such as reward contingencies or motivational factors. Furthermore, we show that the classical race model can be seen as a computationally simpler, perhaps neurally plausible, approximation to optimal decision-making. This conceptual link allows us to predict how the parameters of the race model, such as the stopping latency, should change with task parameters and individual experiences/ability. PMID:21647306

The role of hydrology in water resources management

NASA Astrophysics Data System (ADS)

Shamir, U.

2011-12-01

Modern water resources management developed as a branch of science based engineering since the landmark publication of Mass et al. (1962&1967) which emerged from the Harvard Water Program. Clearly, water was managed much earlier, in fact since the early days of civilization, as evidenced by the publication of Vitruvius on architecture in the 1st Century BC, but the 1950s marked the advent of modeling enabled by computers, which transformed the field we call Water Resources Management (WRM). Since then, thousands of papers have been published and thousands of decisions and projects have been aided by WRM methodologies and model results. This presentation is not an historical review of water resources management, although it appears in a session titled The Evolution of WRM Paradigms. Instead, it is an attempt to discuss the role of hydrology as a feeder of information for the management domain. The issues faced by hydrologists who work to serve and support WRM will be discussed and elucidated by case studies. For hydrologists, some of the important points in this regard are: - Planning, design and operation are three interconnected "layers" of WRM. Planning is where the sources and consumers are identified, the overall "architecture" of a proposed system is laid out, including its topology and connectivity. Design is where sizes of facilities are fixed. Operational policy determines the operation of the system under a selected forecasted set of typical and/or critical conditions, while real-time operation means setting the operational variables for a defined time period ahead (hour, day, week, month, year). The three "layers" are inter-connected and inter-dependent, but still can be addressed differently. - Hydrological data of different types are required, according to the management issue being addressed. They range from short term now-casting/forecasting for real-time operation and response, e.g., for flood protection, to long-term time probabilistic series and ensembles for planning, which consider changing natural and anthropogenic drivers (land use, climate change). Since hydrology is a continuous process that is not divided internally according to the needs of management, the hydrological analysis must be geared to produce the suitable information for the different management issues. - Aggregation and disaggregation in space and time: selection of the level of detail in time and space should begin from the needs of the management issue being addressed, and dictate the monitoring, collection and processing. - Water quality: should receive more attention, as it is playing an ever increasing role in management, including its importance in ecological services. - Optimization, simulation and combining the two: optimization for WRM is used extensively. Some optimization models are able to address uncertainty internally, and further development continues. Simulation is easier to employ, but it merely produces "if-then" analysis. Combination of optimization and simulation is a common way to combine the advantages of the two. - Uncertainty, forecasting, ensembles: the uncertainties inherent in hydrological analysis and forecasting lead to the requirement for generating forecasts with a probabilistic characterization. This can be in the form of PDFs, time series, ensembles.

25 MHz clock continuous-variable quantum key distribution system over 50 km fiber channel

PubMed Central

Wang, Chao; Huang, Duan; Huang, Peng; Lin, Dakai; Peng, Jinye; Zeng, Guihua

2015-01-01

In this paper, a practical continuous-variable quantum key distribution system is developed and it runs in the real-world conditions with 25 MHz clock rate. To reach high-rate, we have employed a homodyne detector with maximal bandwidth to 300 MHz and an optimal high-efficiency error reconciliation algorithm with processing speed up to 25 Mbps. To optimize the stability of the system, several key techniques are developed, which include a novel phase compensation algorithm, a polarization feedback algorithm, and related stability method on the modulators. Practically, our system is tested for more than 12 hours with a final secret key rate of 52 kbps over 50 km transmission distance, which is the highest rate so far in such distance. Our system may pave the road for practical broadband secure quantum communication with continuous variables in the commercial conditions. PMID:26419413

25 MHz clock continuous-variable quantum key distribution system over 50 km fiber channel.

PubMed

Wang, Chao; Huang, Duan; Huang, Peng; Lin, Dakai; Peng, Jinye; Zeng, Guihua

2015-09-30

In this paper, a practical continuous-variable quantum key distribution system is developed and it runs in the real-world conditions with 25 MHz clock rate. To reach high-rate, we have employed a homodyne detector with maximal bandwidth to 300 MHz and an optimal high-efficiency error reconciliation algorithm with processing speed up to 25 Mbps. To optimize the stability of the system, several key techniques are developed, which include a novel phase compensation algorithm, a polarization feedback algorithm, and related stability method on the modulators. Practically, our system is tested for more than 12 hours with a final secret key rate of 52 kbps over 50 km transmission distance, which is the highest rate so far in such distance. Our system may pave the road for practical broadband secure quantum communication with continuous variables in the commercial conditions.

A Novel Multiobjective Evolutionary Algorithm Based on Regression Analysis

PubMed Central

Song, Zhiming; Wang, Maocai; Dai, Guangming; Vasile, Massimiliano

2015-01-01

As is known, the Pareto set of a continuous multiobjective optimization problem with m objective functions is a piecewise continuous (m − 1)-dimensional manifold in the decision space under some mild conditions. However, how to utilize the regularity to design multiobjective optimization algorithms has become the research focus. In this paper, based on this regularity, a model-based multiobjective evolutionary algorithm with regression analysis (MMEA-RA) is put forward to solve continuous multiobjective optimization problems with variable linkages. In the algorithm, the optimization problem is modelled as a promising area in the decision space by a probability distribution, and the centroid of the probability distribution is (m − 1)-dimensional piecewise continuous manifold. The least squares method is used to construct such a model. A selection strategy based on the nondominated sorting is used to choose the individuals to the next generation. The new algorithm is tested and compared with NSGA-II and RM-MEDA. The result shows that MMEA-RA outperforms RM-MEDA and NSGA-II on the test instances with variable linkages. At the same time, MMEA-RA has higher efficiency than the other two algorithms. A few shortcomings of MMEA-RA have also been identified and discussed in this paper. PMID:25874246

Reliability-Based Control Design for Uncertain Systems

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.

2005-01-01

This paper presents a robust control design methodology for systems with probabilistic parametric uncertainty. Control design is carried out by solving a reliability-based multi-objective optimization problem where the probability of violating design requirements is minimized. Simultaneously, failure domains are optimally enlarged to enable global improvements in the closed-loop performance. To enable an efficient numerical implementation, a hybrid approach for estimating reliability metrics is developed. This approach, which integrates deterministic sampling and asymptotic approximations, greatly reduces the numerical burden associated with complex probabilistic computations without compromising the accuracy of the results. Examples using output-feedback and full-state feedback with state estimation are used to demonstrate the ideas proposed.

Efficiency of analytical and sampling-based uncertainty propagation in intensity-modulated proton therapy

NASA Astrophysics Data System (ADS)

Wahl, N.; Hennig, P.; Wieser, H. P.; Bangert, M.

2017-07-01

The sensitivity of intensity-modulated proton therapy (IMPT) treatment plans to uncertainties can be quantified and mitigated with robust/min-max and stochastic/probabilistic treatment analysis and optimization techniques. Those methods usually rely on sparse random, importance, or worst-case sampling. Inevitably, this imposes a trade-off between computational speed and accuracy of the uncertainty propagation. Here, we investigate analytical probabilistic modeling (APM) as an alternative for uncertainty propagation and minimization in IMPT that does not rely on scenario sampling. APM propagates probability distributions over range and setup uncertainties via a Gaussian pencil-beam approximation into moments of the probability distributions over the resulting dose in closed form. It supports arbitrary correlation models and allows for efficient incorporation of fractionation effects regarding random and systematic errors. We evaluate the trade-off between run-time and accuracy of APM uncertainty computations on three patient datasets. Results are compared against reference computations facilitating importance and random sampling. Two approximation techniques to accelerate uncertainty propagation and minimization based on probabilistic treatment plan optimization are presented. Runtimes are measured on CPU and GPU platforms, dosimetric accuracy is quantified in comparison to a sampling-based benchmark (5000 random samples). APM accurately propagates range and setup uncertainties into dose uncertainties at competitive run-times (GPU ≤slant {5} min). The resulting standard deviation (expectation value) of dose show average global γ{3% / {3}~mm} pass rates between 94.2% and 99.9% (98.4% and 100.0%). All investigated importance sampling strategies provided less accuracy at higher run-times considering only a single fraction. Considering fractionation, APM uncertainty propagation and treatment plan optimization was proven to be possible at constant time complexity, while run-times of sampling-based computations are linear in the number of fractions. Using sum sampling within APM, uncertainty propagation can only be accelerated at the cost of reduced accuracy in variance calculations. For probabilistic plan optimization, we were able to approximate the necessary pre-computations within seconds, yielding treatment plans of similar quality as gained from exact uncertainty propagation. APM is suited to enhance the trade-off between speed and accuracy in uncertainty propagation and probabilistic treatment plan optimization, especially in the context of fractionation. This brings fully-fledged APM computations within reach of clinical application.

Efficiency of analytical and sampling-based uncertainty propagation in intensity-modulated proton therapy.

PubMed

Wahl, N; Hennig, P; Wieser, H P; Bangert, M

2017-06-26

The sensitivity of intensity-modulated proton therapy (IMPT) treatment plans to uncertainties can be quantified and mitigated with robust/min-max and stochastic/probabilistic treatment analysis and optimization techniques. Those methods usually rely on sparse random, importance, or worst-case sampling. Inevitably, this imposes a trade-off between computational speed and accuracy of the uncertainty propagation. Here, we investigate analytical probabilistic modeling (APM) as an alternative for uncertainty propagation and minimization in IMPT that does not rely on scenario sampling. APM propagates probability distributions over range and setup uncertainties via a Gaussian pencil-beam approximation into moments of the probability distributions over the resulting dose in closed form. It supports arbitrary correlation models and allows for efficient incorporation of fractionation effects regarding random and systematic errors. We evaluate the trade-off between run-time and accuracy of APM uncertainty computations on three patient datasets. Results are compared against reference computations facilitating importance and random sampling. Two approximation techniques to accelerate uncertainty propagation and minimization based on probabilistic treatment plan optimization are presented. Runtimes are measured on CPU and GPU platforms, dosimetric accuracy is quantified in comparison to a sampling-based benchmark (5000 random samples). APM accurately propagates range and setup uncertainties into dose uncertainties at competitive run-times (GPU [Formula: see text] min). The resulting standard deviation (expectation value) of dose show average global [Formula: see text] pass rates between 94.2% and 99.9% (98.4% and 100.0%). All investigated importance sampling strategies provided less accuracy at higher run-times considering only a single fraction. Considering fractionation, APM uncertainty propagation and treatment plan optimization was proven to be possible at constant time complexity, while run-times of sampling-based computations are linear in the number of fractions. Using sum sampling within APM, uncertainty propagation can only be accelerated at the cost of reduced accuracy in variance calculations. For probabilistic plan optimization, we were able to approximate the necessary pre-computations within seconds, yielding treatment plans of similar quality as gained from exact uncertainty propagation. APM is suited to enhance the trade-off between speed and accuracy in uncertainty propagation and probabilistic treatment plan optimization, especially in the context of fractionation. This brings fully-fledged APM computations within reach of clinical application.

On the Origins of Suboptimality in Human Probabilistic Inference

PubMed Central

Acerbi, Luigi; Vijayakumar, Sethu; Wolpert, Daniel M.

2014-01-01

Humans have been shown to combine noisy sensory information with previous experience (priors), in qualitative and sometimes quantitative agreement with the statistically-optimal predictions of Bayesian integration. However, when the prior distribution becomes more complex than a simple Gaussian, such as skewed or bimodal, training takes much longer and performance appears suboptimal. It is unclear whether such suboptimality arises from an imprecise internal representation of the complex prior, or from additional constraints in performing probabilistic computations on complex distributions, even when accurately represented. Here we probe the sources of suboptimality in probabilistic inference using a novel estimation task in which subjects are exposed to an explicitly provided distribution, thereby removing the need to remember the prior. Subjects had to estimate the location of a target given a noisy cue and a visual representation of the prior probability density over locations, which changed on each trial. Different classes of priors were examined (Gaussian, unimodal, bimodal). Subjects' performance was in qualitative agreement with the predictions of Bayesian Decision Theory although generally suboptimal. The degree of suboptimality was modulated by statistical features of the priors but was largely independent of the class of the prior and level of noise in the cue, suggesting that suboptimality in dealing with complex statistical features, such as bimodality, may be due to a problem of acquiring the priors rather than computing with them. We performed a factorial model comparison across a large set of Bayesian observer models to identify additional sources of noise and suboptimality. Our analysis rejects several models of stochastic behavior, including probability matching and sample-averaging strategies. Instead we show that subjects' response variability was mainly driven by a combination of a noisy estimation of the parameters of the priors, and by variability in the decision process, which we represent as a noisy or stochastic posterior. PMID:24945142

Continuation Power Flow with Variable-Step Variable-Order Nonlinear Predictor

NASA Astrophysics Data System (ADS)

Kojima, Takayuki; Mori, Hiroyuki

This paper proposes a new continuation power flow calculation method for drawing a P-V curve in power systems. The continuation power flow calculation successively evaluates power flow solutions through changing a specified value of the power flow calculation. In recent years, power system operators are quite concerned with voltage instability due to the appearance of deregulated and competitive power markets. The continuation power flow calculation plays an important role to understand the load characteristics in a sense of static voltage instability. In this paper, a new continuation power flow with a variable-step variable-order (VSVO) nonlinear predictor is proposed. The proposed method evaluates optimal predicted points confirming with the feature of P-V curves. The proposed method is successfully applied to IEEE 118-bus and IEEE 300-bus systems.

The probabilistic convolution tree: efficient exact Bayesian inference for faster LC-MS/MS protein inference.

PubMed

Serang, Oliver

2014-01-01

Exact Bayesian inference can sometimes be performed efficiently for special cases where a function has commutative and associative symmetry of its inputs (called "causal independence"). For this reason, it is desirable to exploit such symmetry on big data sets. Here we present a method to exploit a general form of this symmetry on probabilistic adder nodes by transforming those probabilistic adder nodes into a probabilistic convolution tree with which dynamic programming computes exact probabilities. A substantial speedup is demonstrated using an illustration example that can arise when identifying splice forms with bottom-up mass spectrometry-based proteomics. On this example, even state-of-the-art exact inference algorithms require a runtime more than exponential in the number of splice forms considered. By using the probabilistic convolution tree, we reduce the runtime to O(k log(k)2) and the space to O(k log(k)) where k is the number of variables joined by an additive or cardinal operator. This approach, which can also be used with junction tree inference, is applicable to graphs with arbitrary dependency on counting variables or cardinalities and can be used on diverse problems and fields like forward error correcting codes, elemental decomposition, and spectral demixing. The approach also trivially generalizes to multiple dimensions.

The Probabilistic Convolution Tree: Efficient Exact Bayesian Inference for Faster LC-MS/MS Protein Inference

PubMed Central

Serang, Oliver

2014-01-01

Exact Bayesian inference can sometimes be performed efficiently for special cases where a function has commutative and associative symmetry of its inputs (called “causal independence”). For this reason, it is desirable to exploit such symmetry on big data sets. Here we present a method to exploit a general form of this symmetry on probabilistic adder nodes by transforming those probabilistic adder nodes into a probabilistic convolution tree with which dynamic programming computes exact probabilities. A substantial speedup is demonstrated using an illustration example that can arise when identifying splice forms with bottom-up mass spectrometry-based proteomics. On this example, even state-of-the-art exact inference algorithms require a runtime more than exponential in the number of splice forms considered. By using the probabilistic convolution tree, we reduce the runtime to and the space to where is the number of variables joined by an additive or cardinal operator. This approach, which can also be used with junction tree inference, is applicable to graphs with arbitrary dependency on counting variables or cardinalities and can be used on diverse problems and fields like forward error correcting codes, elemental decomposition, and spectral demixing. The approach also trivially generalizes to multiple dimensions. PMID:24626234

Constrained Optimization of Average Arrival Time via a Probabilistic Approach to Transport Reliability

PubMed Central

Namazi-Rad, Mohammad-Reza; Dunbar, Michelle; Ghaderi, Hadi; Mokhtarian, Payam

2015-01-01

To achieve greater transit-time reduction and improvement in reliability of transport services, there is an increasing need to assist transport planners in understanding the value of punctuality; i.e. the potential improvements, not only to service quality and the consumer but also to the actual profitability of the service. In order for this to be achieved, it is important to understand the network-specific aspects that affect both the ability to decrease transit-time, and the associated cost-benefit of doing so. In this paper, we outline a framework for evaluating the effectiveness of proposed changes to average transit-time, so as to determine the optimal choice of average arrival time subject to desired punctuality levels whilst simultaneously minimizing operational costs. We model the service transit-time variability using a truncated probability density function, and simultaneously compare the trade-off between potential gains and increased service costs, for several commonly employed cost-benefit functions of general form. We formulate this problem as a constrained optimization problem to determine the optimal choice of average transit time, so as to increase the level of service punctuality, whilst simultaneously ensuring a minimum level of cost-benefit to the service operator. PMID:25992902

INFERENCE BUILDING BLOCKS

DTIC Science & Technology

2018-02-15

address the problem that probabilistic inference algorithms are diÿcult and tedious to implement, by expressing them in terms of a small number of...building blocks, which are automatic transformations on probabilistic programs. On one hand, our curation of these building blocks reflects the way human...reasoning with low-level computational optimization, so the speed and accuracy of the generated solvers are competitive with state-of-the-art systems. 15

Unbiased, scalable sampling of protein loop conformations from probabilistic priors.

PubMed

Zhang, Yajia; Hauser, Kris

2013-01-01

Protein loops are flexible structures that are intimately tied to function, but understanding loop motion and generating loop conformation ensembles remain significant computational challenges. Discrete search techniques scale poorly to large loops, optimization and molecular dynamics techniques are prone to local minima, and inverse kinematics techniques can only incorporate structural preferences in adhoc fashion. This paper presents Sub-Loop Inverse Kinematics Monte Carlo (SLIKMC), a new Markov chain Monte Carlo algorithm for generating conformations of closed loops according to experimentally available, heterogeneous structural preferences. Our simulation experiments demonstrate that the method computes high-scoring conformations of large loops (>10 residues) orders of magnitude faster than standard Monte Carlo and discrete search techniques. Two new developments contribute to the scalability of the new method. First, structural preferences are specified via a probabilistic graphical model (PGM) that links conformation variables, spatial variables (e.g., atom positions), constraints and prior information in a unified framework. The method uses a sparse PGM that exploits locality of interactions between atoms and residues. Second, a novel method for sampling sub-loops is developed to generate statistically unbiased samples of probability densities restricted by loop-closure constraints. Numerical experiments confirm that SLIKMC generates conformation ensembles that are statistically consistent with specified structural preferences. Protein conformations with 100+ residues are sampled on standard PC hardware in seconds. Application to proteins involved in ion-binding demonstrate its potential as a tool for loop ensemble generation and missing structure completion.

Unbiased, scalable sampling of protein loop conformations from probabilistic priors

PubMed Central

2013-01-01

Background Protein loops are flexible structures that are intimately tied to function, but understanding loop motion and generating loop conformation ensembles remain significant computational challenges. Discrete search techniques scale poorly to large loops, optimization and molecular dynamics techniques are prone to local minima, and inverse kinematics techniques can only incorporate structural preferences in adhoc fashion. This paper presents Sub-Loop Inverse Kinematics Monte Carlo (SLIKMC), a new Markov chain Monte Carlo algorithm for generating conformations of closed loops according to experimentally available, heterogeneous structural preferences. Results Our simulation experiments demonstrate that the method computes high-scoring conformations of large loops (>10 residues) orders of magnitude faster than standard Monte Carlo and discrete search techniques. Two new developments contribute to the scalability of the new method. First, structural preferences are specified via a probabilistic graphical model (PGM) that links conformation variables, spatial variables (e.g., atom positions), constraints and prior information in a unified framework. The method uses a sparse PGM that exploits locality of interactions between atoms and residues. Second, a novel method for sampling sub-loops is developed to generate statistically unbiased samples of probability densities restricted by loop-closure constraints. Conclusion Numerical experiments confirm that SLIKMC generates conformation ensembles that are statistically consistent with specified structural preferences. Protein conformations with 100+ residues are sampled on standard PC hardware in seconds. Application to proteins involved in ion-binding demonstrate its potential as a tool for loop ensemble generation and missing structure completion. PMID:24565175

Manpower Planning Models. 5. Optimization Models

DTIC Science & Technology

1975-10-01

aide 11 neceaaary and Identity by block number) Manpower Planning \\ \\ X Modelling Optimization 20. ABS emry and Identity by block number...notation resulting from the previous maximum M. We exploit the probabilistic interpretation of the flow process whenever it eases the exposi - tion

Learning to Look: Probabilistic Variation and Noise Guide Infants' Eye Movements

ERIC Educational Resources Information Center

Tummeltshammer, Kristen Swan; Kirkham, Natasha Z.

2013-01-01

Young infants have demonstrated a remarkable sensitivity to probabilistic relations among visual features (Fiser & Aslin, 2002; Kirkham et al., 2002). Previous research has raised important questions regarding the usefulness of statistical learning in an environment filled with variability and noise, such as an infant's natural world. In…

Probabilistic and structural reliability analysis of laminated composite structures based on the IPACS code

NASA Technical Reports Server (NTRS)

Sobel, Larry; Buttitta, Claudio; Suarez, James

1993-01-01

Probabilistic predictions based on the Integrated Probabilistic Assessment of Composite Structures (IPACS) code are presented for the material and structural response of unnotched and notched, 1M6/3501-6 Gr/Ep laminates. Comparisons of predicted and measured modulus and strength distributions are given for unnotched unidirectional, cross-ply, and quasi-isotropic laminates. The predicted modulus distributions were found to correlate well with the test results for all three unnotched laminates. Correlations of strength distributions for the unnotched laminates are judged good for the unidirectional laminate and fair for the cross-ply laminate, whereas the strength correlation for the quasi-isotropic laminate is deficient because IPACS did not yet have a progressive failure capability. The paper also presents probabilistic and structural reliability analysis predictions for the strain concentration factor (SCF) for an open-hole, quasi-isotropic laminate subjected to longitudinal tension. A special procedure was developed to adapt IPACS for the structural reliability analysis. The reliability results show the importance of identifying the most significant random variables upon which the SCF depends, and of having accurate scatter values for these variables.

Nonlinear probabilistic finite element models of laminated composite shells

NASA Technical Reports Server (NTRS)

Engelstad, S. P.; Reddy, J. N.

1993-01-01

A probabilistic finite element analysis procedure for laminated composite shells has been developed. A total Lagrangian finite element formulation, employing a degenerated 3-D laminated composite shell with the full Green-Lagrange strains and first-order shear deformable kinematics, forms the modeling foundation. The first-order second-moment technique for probabilistic finite element analysis of random fields is employed and results are presented in the form of mean and variance of the structural response. The effects of material nonlinearity are included through the use of a rate-independent anisotropic plasticity formulation with the macroscopic point of view. Both ply-level and micromechanics-level random variables can be selected, the latter by means of the Aboudi micromechanics model. A number of sample problems are solved to verify the accuracy of the procedures developed and to quantify the variability of certain material type/structure combinations. Experimental data is compared in many cases, and the Monte Carlo simulation method is used to check the probabilistic results. In general, the procedure is quite effective in modeling the mean and variance response of the linear and nonlinear behavior of laminated composite shells.

Integrated probabilistic risk assessment for nanoparticles: the case of nanosilica in food.

PubMed

Jacobs, Rianne; van der Voet, Hilko; Ter Braak, Cajo J F

Insight into risks of nanotechnology and the use of nanoparticles is an essential condition for the social acceptance and safe use of nanotechnology. One of the problems with which the risk assessment of nanoparticles is faced is the lack of data, resulting in uncertainty in the risk assessment. We attempt to quantify some of this uncertainty by expanding a previous deterministic study on nanosilica (5-200 nm) in food into a fully integrated probabilistic risk assessment. We use the integrated probabilistic risk assessment method in which statistical distributions and bootstrap methods are used to quantify uncertainty and variability in the risk assessment. Due to the large amount of uncertainty present, this probabilistic method, which separates variability from uncertainty, contributed to a better understandable risk assessment. We found that quantifying the uncertainties did not increase the perceived risk relative to the outcome of the deterministic study. We pinpointed particular aspects of the hazard characterization that contributed most to the total uncertainty in the risk assessment, suggesting that further research would benefit most from obtaining more reliable data on those aspects.

A novel probabilistic framework for event-based speech recognition

NASA Astrophysics Data System (ADS)

Juneja, Amit; Espy-Wilson, Carol

2003-10-01

One of the reasons for unsatisfactory performance of the state-of-the-art automatic speech recognition (ASR) systems is the inferior acoustic modeling of low-level acoustic-phonetic information in the speech signal. An acoustic-phonetic approach to ASR, on the other hand, explicitly targets linguistic information in the speech signal, but such a system for continuous speech recognition (CSR) is not known to exist. A probabilistic and statistical framework for CSR based on the idea of the representation of speech sounds by bundles of binary valued articulatory phonetic features is proposed. Multiple probabilistic sequences of linguistically motivated landmarks are obtained using binary classifiers of manner phonetic features-syllabic, sonorant and continuant-and the knowledge-based acoustic parameters (APs) that are acoustic correlates of those features. The landmarks are then used for the extraction of knowledge-based APs for source and place phonetic features and their binary classification. Probabilistic landmark sequences are constrained using manner class language models for isolated or connected word recognition. The proposed method could overcome the disadvantages encountered by the early acoustic-phonetic knowledge-based systems that led the ASR community to switch to systems highly dependent on statistical pattern analysis methods and probabilistic language or grammar models.

Fully probabilistic control for stochastic nonlinear control systems with input dependent noise.

PubMed

Herzallah, Randa

2015-03-01

Robust controllers for nonlinear stochastic systems with functional uncertainties can be consistently designed using probabilistic control methods. In this paper a generalised probabilistic controller design for the minimisation of the Kullback-Leibler divergence between the actual joint probability density function (pdf) of the closed loop control system, and an ideal joint pdf is presented emphasising how the uncertainty can be systematically incorporated in the absence of reliable systems models. To achieve this objective all probabilistic models of the system are estimated from process data using mixture density networks (MDNs) where all the parameters of the estimated pdfs are taken to be state and control input dependent. Based on this dependency of the density parameters on the input values, explicit formulations to the construction of optimal generalised probabilistic controllers are obtained through the techniques of dynamic programming and adaptive critic methods. Using the proposed generalised probabilistic controller, the conditional joint pdfs can be made to follow the ideal ones. A simulation example is used to demonstrate the implementation of the algorithm and encouraging results are obtained. Copyright © 2014 Elsevier Ltd. All rights reserved.

SIMRAND I- SIMULATION OF RESEARCH AND DEVELOPMENT PROJECTS

NASA Technical Reports Server (NTRS)

Miles, R. F.

1994-01-01

The Simulation of Research and Development Projects program (SIMRAND) aids in the optimal allocation of R&D resources needed to achieve project goals. SIMRAND models the system subsets or project tasks as various network paths to a final goal. Each path is described in terms of task variables such as cost per hour, cost per unit, availability of resources, etc. Uncertainty is incorporated by treating task variables as probabilistic random variables. SIMRAND calculates the measure of preference for each alternative network. The networks yielding the highest utility function (or certainty equivalence) are then ranked as the optimal network paths. SIMRAND has been used in several economic potential studies at NASA's Jet Propulsion Laboratory involving solar dish power systems and photovoltaic array construction. However, any project having tasks which can be reduced to equations and related by measures of preference can be modeled. SIMRAND analysis consists of three phases: reduction, simulation, and evaluation. In the reduction phase, analytical techniques from probability theory and simulation techniques are used to reduce the complexity of the alternative networks. In the simulation phase, a Monte Carlo simulation is used to derive statistics on the variables of interest for each alternative network path. In the evaluation phase, the simulation statistics are compared and the networks are ranked in preference by a selected decision rule. The user must supply project subsystems in terms of equations based on variables (for example, parallel and series assembly line tasks in terms of number of items, cost factors, time limits, etc). The associated cumulative distribution functions and utility functions for each variable must also be provided (allowable upper and lower limits, group decision factors, etc). SIMRAND is written in Microsoft FORTRAN 77 for batch execution and has been implemented on an IBM PC series computer operating under DOS.

Static and Dynamic Aeroelastic Tailoring With Variable Camber Control

NASA Technical Reports Server (NTRS)

Stanford, Bret K.

2016-01-01

This paper examines the use of a Variable Camber Continuous Trailing Edge Flap (VCCTEF) system for aeroservoelastic optimization of a transport wingbox. The quasisteady and unsteady motions of the flap system are utilized as design variables, along with patch-level structural variables, towards minimizing wingbox weight via maneuver load alleviation and active flutter suppression. The resulting system is, in general, very successful at removing structural weight in a feasible manner. Limitations to this success are imposed by including load cases where the VCCTEF system is not active (open-loop) in the optimization process, and also by including actuator operating cost constraints.

An Algorithm for the Mixed Transportation Network Design Problem

PubMed Central

Liu, Xinyu; Chen, Qun

2016-01-01

This paper proposes an optimization algorithm, the dimension-down iterative algorithm (DDIA), for solving a mixed transportation network design problem (MNDP), which is generally expressed as a mathematical programming with equilibrium constraint (MPEC). The upper level of the MNDP aims to optimize the network performance via both the expansion of the existing links and the addition of new candidate links, whereas the lower level is a traditional Wardrop user equilibrium (UE) problem. The idea of the proposed solution algorithm (DDIA) is to reduce the dimensions of the problem. A group of variables (discrete/continuous) is fixed to optimize another group of variables (continuous/discrete) alternately; then, the problem is transformed into solving a series of CNDPs (continuous network design problems) and DNDPs (discrete network design problems) repeatedly until the problem converges to the optimal solution. The advantage of the proposed algorithm is that its solution process is very simple and easy to apply. Numerical examples show that for the MNDP without budget constraint, the optimal solution can be found within a few iterations with DDIA. For the MNDP with budget constraint, however, the result depends on the selection of initial values, which leads to different optimal solutions (i.e., different local optimal solutions). Some thoughts are given on how to derive meaningful initial values, such as by considering the budgets of new and reconstruction projects separately. PMID:27626803

Assessment of Coastal Communities' Vulnerability to Hurricane Surge under Climate Change via Probabilistic Map - A Case Study of the Southwest Coast of Florida

NASA Astrophysics Data System (ADS)

Feng, X.; Shen, S.

2014-12-01

The US coastline, over the past few years, has been overwhelmed by major storms including Hurricane Katrina (2005), Ike (2008), Irene (2011), and Sandy (2012). Supported by a growing and extensive body of evidence, a majority of research agrees hurricane activities have been enhanced due to climate change. However, the precise prediction of hurricane induced inundation remains a challenge. This study proposed a probabilistic inundation map based on a Statistically Modeled Storm Database (SMSD) to assess the probabilistic coastal inundation risk of Southwest Florida for near-future (20 years) scenario considering climate change. This map was processed through a Joint Probability Method with Optimal-Sampling (JPM-OS), developed by Condon and Sheng in 2012, and accompanied by a high resolution storm surge modeling system CH3D-SSMS. The probabilistic inundation map shows a 25.5-31.2% increase in spatially averaged inundation height compared to an inundation map of present-day scenario. To estimate climate change impacts on coastal communities, socioeconomic analyses were conducted using both the SMSD based probabilistic inundation map and the present-day inundation map. Combined with 2010 census data and 2012 parcel data from Florida Geographic Data Library, the differences of economic loss between the near-future and present day scenarios were used to generate an economic exposure map at census block group level to reflect coastal communities' exposure to climate change. The results show that climate change induced inundation increase has significant economic impacts. Moreover, the impacts are not equally distributed among different social groups considering their social vulnerability to hazards. Social vulnerability index at census block group level were obtained from Hazards and Vulnerability Research Institute. The demographic and economic variables in the index represent a community's adaptability to hazards. Local Moran's I was calculated to identify the clusters of highly exposed and vulnerable communities. The economic-exposure cluster map was overlapped with social-vulnerability cluster map to identify communities with low adaptive capability but high exposure. The result provides decision makers an intuitive tool to identify most susceptible communities for adaptation.

Statistical and Probabilistic Extensions to Ground Operations' Discrete Event Simulation Modeling

NASA Technical Reports Server (NTRS)

Trocine, Linda; Cummings, Nicholas H.; Bazzana, Ashley M.; Rychlik, Nathan; LeCroy, Kenneth L.; Cates, Grant R.

2010-01-01

NASA's human exploration initiatives will invest in technologies, public/private partnerships, and infrastructure, paving the way for the expansion of human civilization into the solar system and beyond. As it is has been for the past half century, the Kennedy Space Center will be the embarkation point for humankind's journey into the cosmos. Functioning as a next generation space launch complex, Kennedy's launch pads, integration facilities, processing areas, launch and recovery ranges will bustle with the activities of the world's space transportation providers. In developing this complex, KSC teams work through the potential operational scenarios: conducting trade studies, planning and budgeting for expensive and limited resources, and simulating alternative operational schemes. Numerous tools, among them discrete event simulation (DES), were matured during the Constellation Program to conduct such analyses with the purpose of optimizing the launch complex for maximum efficiency, safety, and flexibility while minimizing life cycle costs. Discrete event simulation is a computer-based modeling technique for complex and dynamic systems where the state of the system changes at discrete points in time and whose inputs may include random variables. DES is used to assess timelines and throughput, and to support operability studies and contingency analyses. It is applicable to any space launch campaign and informs decision-makers of the effects of varying numbers of expensive resources and the impact of off nominal scenarios on measures of performance. In order to develop representative DES models, methods were adopted, exploited, or created to extend traditional uses of DES. The Delphi method was adopted and utilized for task duration estimation. DES software was exploited for probabilistic event variation. A roll-up process was used, which was developed to reuse models and model elements in other less - detailed models. The DES team continues to innovate and expand DES capabilities to address KSC's planning needs.

CalTOX (registered trademark), A multimedia total exposure model spreadsheet user's guide. Version 4.0(Beta)

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

McKone, T.E.; Enoch, K.G.

2002-08-01

CalTOX has been developed as a set of spreadsheet models and spreadsheet data sets to assist in assessing human exposures from continuous releases to multiple environmental media, i.e. air, soil, and water. It has also been used for waste classification and for setting soil clean-up levels at uncontrolled hazardous wastes sites. The modeling components of CalTOX include a multimedia transport and transformation model, multi-pathway exposure scenario models, and add-ins to quantify and evaluate uncertainty and variability. All parameter values used as inputs to CalTOX are distributions, described in terms of mean values and a coefficient of variation, rather than asmore » point estimates or plausible upper values such as most other models employ. This probabilistic approach allows both sensitivity and uncertainty analyses to be directly incorporated into the model operation. This manual provides CalTOX users with a brief overview of the CalTOX spreadsheet model and provides instructions for using the spreadsheet to make deterministic and probabilistic calculations of source-dose-risk relationships.« less

A statistical data assimilation method for seasonal streamflow forecasting to optimize hydropower reservoir management in data-scarce regions

NASA Astrophysics Data System (ADS)

Arsenault, R.; Mai, J.; Latraverse, M.; Tolson, B.

2017-12-01

Probabilistic ensemble forecasts generated by the ensemble streamflow prediction (ESP) methodology are subject to biases due to errors in the hydrological model's initial states. In day-to-day operations, hydrologists must compensate for discrepancies between observed and simulated states such as streamflow. However, in data-scarce regions, little to no information is available to guide the streamflow assimilation process. The manual assimilation process can then lead to more uncertainty due to the numerous options available to the forecaster. Furthermore, the model's mass balance may be compromised and could affect future forecasts. In this study we propose a data-driven approach in which specific variables that may be adjusted during assimilation are defined. The underlying principle was to identify key variables that would be the most appropriate to modify during streamflow assimilation depending on the initial conditions such as the time period of the assimilation, the snow water equivalent of the snowpack and meteorological conditions. The variables to adjust were determined by performing an automatic variational data assimilation on individual (or combinations of) model state variables and meteorological forcing. The assimilation aimed to simultaneously optimize: (1) the error between the observed and simulated streamflow at the timepoint where the forecasts starts and (2) the bias between medium to long-term observed and simulated flows, which were simulated by running the model with the observed meteorological data on a hindcast period. The optimal variables were then classified according to the initial conditions at the time period where the forecast is initiated. The proposed method was evaluated by measuring the average electricity generation of a hydropower complex in Québec, Canada driven by this method. A test-bed which simulates the real-world assimilation, forecasting, water release optimization and decision-making of a hydropower cascade was developed to assess the performance of each individual process in the reservoir management chain. Here the proposed method was compared to the PF algorithm while keeping all other elements intact. Preliminary results are encouraging in terms of power generation and robustness for the proposed approach.

Probability versus Representativeness in Infancy: Can Infants Use Naïve Physics to Adjust Population Base Rates in Probabilistic Inference?

ERIC Educational Resources Information Center

Denison, Stephanie; Trikutam, Pallavi; Xu, Fei

2014-01-01

A rich tradition in developmental psychology explores physical reasoning in infancy. However, no research to date has investigated whether infants can reason about physical objects that behave probabilistically, rather than deterministically. Physical events are often quite variable, in that similar-looking objects can be placed in similar…

Probabilistic composite micromechanics

NASA Technical Reports Server (NTRS)

Stock, T. A.; Bellini, P. X.; Murthy, P. L. N.; Chamis, C. C.

1988-01-01

Probabilistic composite micromechanics methods are developed that simulate expected uncertainties in unidirectional fiber composite properties. These methods are in the form of computational procedures using Monte Carlo simulation. A graphite/epoxy unidirectional composite (ply) is studied to demonstrate fiber composite material properties at the micro level. Regression results are presented to show the relative correlation between predicted and response variables in the study.

The benefits of probabilistic exposure assessment: three case studies involving contaminated air, water, and soil.

PubMed

Finley, B; Paustenbach, D

1994-02-01

Probabilistic risk assessments are enjoying increasing popularity as a tool to characterize the health hazards associated with exposure to chemicals in the environment. Because probabilistic analyses provide much more information to the risk manager than standard "point" risk estimates, this approach has generally been heralded as one which could significantly improve the conduct of health risk assessments. The primary obstacles to replacing point estimates with probabilistic techniques include a general lack of familiarity with the approach and a lack of regulatory policy and guidance. This paper discusses some of the advantages and disadvantages of the point estimate vs. probabilistic approach. Three case studies are presented which contrast and compare the results of each. The first addresses the risks associated with household exposure to volatile chemicals in tapwater. The second evaluates airborne dioxin emissions which can enter the food-chain. The third illustrates how to derive health-based cleanup levels for dioxin in soil. It is shown that, based on the results of Monte Carlo analyses of probability density functions (PDFs), the point estimate approach required by most regulatory agencies will nearly always overpredict the risk for the 95th percentile person by a factor of up to 5. When the assessment requires consideration of 10 or more exposure variables, the point estimate approach will often predict risks representative of the 99.9th percentile person rather than the 50th or 95th percentile person. This paper recommends a number of data distributions for various exposure variables that we believe are now sufficiently well understood to be used with confidence in most exposure assessments. A list of exposure variables that may require additional research before adequate data distributions can be developed are also discussed.

Are Subject-Specific Musculoskeletal Models Robust to the Uncertainties in Parameter Identification?

PubMed Central

Valente, Giordano; Pitto, Lorenzo; Testi, Debora; Seth, Ajay; Delp, Scott L.; Stagni, Rita; Viceconti, Marco; Taddei, Fulvia

2014-01-01

Subject-specific musculoskeletal modeling can be applied to study musculoskeletal disorders, allowing inclusion of personalized anatomy and properties. Independent of the tools used for model creation, there are unavoidable uncertainties associated with parameter identification, whose effect on model predictions is still not fully understood. The aim of the present study was to analyze the sensitivity of subject-specific model predictions (i.e., joint angles, joint moments, muscle and joint contact forces) during walking to the uncertainties in the identification of body landmark positions, maximum muscle tension and musculotendon geometry. To this aim, we created an MRI-based musculoskeletal model of the lower limbs, defined as a 7-segment, 10-degree-of-freedom articulated linkage, actuated by 84 musculotendon units. We then performed a Monte-Carlo probabilistic analysis perturbing model parameters according to their uncertainty, and solving a typical inverse dynamics and static optimization problem using 500 models that included the different sets of perturbed variable values. Model creation and gait simulations were performed by using freely available software that we developed to standardize the process of model creation, integrate with OpenSim and create probabilistic simulations of movement. The uncertainties in input variables had a moderate effect on model predictions, as muscle and joint contact forces showed maximum standard deviation of 0.3 times body-weight and maximum range of 2.1 times body-weight. In addition, the output variables significantly correlated with few input variables (up to 7 out of 312) across the gait cycle, including the geometry definition of larger muscles and the maximum muscle tension in limited gait portions. Although we found subject-specific models not markedly sensitive to parameter identification, researchers should be aware of the model precision in relation to the intended application. In fact, force predictions could be affected by an uncertainty in the same order of magnitude of its value, although this condition has low probability to occur. PMID:25390896

Modeling the Effect of Reward Amount on Probability Discounting

ERIC Educational Resources Information Center

Myerson, Joel; Green, Leonard; Morris, Joshua

2011-01-01

The present study with college students examined the effect of amount on the discounting of probabilistic monetary rewards. A hyperboloid function accurately described the discounting of hypothetical rewards ranging in amount from $20 to $10,000,000. The degree of discounting increased continuously with amount of probabilistic reward. This effect…

Multidisciplinary Optimization of a Transport Aircraft Wing using Particle Swarm Optimization

NASA Technical Reports Server (NTRS)

Sobieszczanski-Sobieski, Jaroslaw; Venter, Gerhard

2002-01-01

The purpose of this paper is to demonstrate the application of particle swarm optimization to a realistic multidisciplinary optimization test problem. The paper's new contributions to multidisciplinary optimization is the application of a new algorithm for dealing with the unique challenges associated with multidisciplinary optimization problems, and recommendations as to the utility of the algorithm in future multidisciplinary optimization applications. The selected example is a bi-level optimization problem that demonstrates severe numerical noise and has a combination of continuous and truly discrete design variables. The use of traditional gradient-based optimization algorithms is thus not practical. The numerical results presented indicate that the particle swarm optimization algorithm is able to reliably find the optimum design for the problem presented here. The algorithm is capable of dealing with the unique challenges posed by multidisciplinary optimization as well as the numerical noise and truly discrete variables present in the current example problem.

Stochastic Control Synthesis of Systems with Structured Uncertainty

NASA Technical Reports Server (NTRS)

Padula, Sharon L. (Technical Monitor); Crespo, Luis G.

2003-01-01

This paper presents a study on the design of robust controllers by using random variables to model structured uncertainty for both SISO and MIMO feedback systems. Once the parameter uncertainty is prescribed with probability density functions, its effects are propagated through the analysis leading to stochastic metrics for the system's output. Control designs that aim for satisfactory performances while guaranteeing robust closed loop stability are attained by solving constrained non-linear optimization problems in the frequency domain. This approach permits not only to quantify the probability of having unstable and unfavorable responses for a particular control design but also to search for controls while favoring the values of the parameters with higher chance of occurrence. In this manner, robust optimality is achieved while the characteristic conservatism of conventional robust control methods is eliminated. Examples that admit closed form expressions for the probabilistic metrics of the output are used to elucidate the nature of the problem at hand and validate the proposed formulations.

Bell-Curve Based Evolutionary Optimization Algorithm

NASA Technical Reports Server (NTRS)

Sobieszczanski-Sobieski, J.; Laba, K.; Kincaid, R.

1998-01-01

The paper presents an optimization algorithm that falls in the category of genetic, or evolutionary algorithms. While the bit exchange is the basis of most of the Genetic Algorithms (GA) in research and applications in America, some alternatives, also in the category of evolutionary algorithms, but use a direct, geometrical approach have gained popularity in Europe and Asia. The Bell-Curve Based Evolutionary Algorithm (BCB) is in this alternative category and is distinguished by the use of a combination of n-dimensional geometry and the normal distribution, the bell-curve, in the generation of the offspring. The tool for creating a child is a geometrical construct comprising a line connecting two parents and a weighted point on that line. The point that defines the child deviates from the weighted point in two directions: parallel and orthogonal to the connecting line, the deviation in each direction obeying a probabilistic distribution. Tests showed satisfactory performance of BCB. The principal advantage of BCB is its controllability via the normal distribution parameters and the geometrical construct variables.

Energy Storage Sizing Taking Into Account Forecast Uncertainties and Receding Horizon Operation

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

Baker, Kyri; Hug, Gabriela; Li, Xin

Energy storage systems (ESS) have the potential to be very beneficial for applications such as reducing the ramping of generators, peak shaving, and balancing not only the variability introduced by renewable energy sources, but also the uncertainty introduced by errors in their forecasts. Optimal usage of storage may result in reduced generation costs and an increased use of renewable energy. However, optimally sizing these devices is a challenging problem. This paper aims to provide the tools to optimally size an ESS under the assumption that it will be operated under a model predictive control scheme and that the forecast ofmore » the renewable energy resources include prediction errors. A two-stage stochastic model predictive control is formulated and solved, where the optimal usage of the storage is simultaneously determined along with the optimal generation outputs and size of the storage. Wind forecast errors are taken into account in the optimization problem via probabilistic constraints for which an analytical form is derived. This allows for the stochastic optimization problem to be solved directly, without using sampling-based approaches, and sizing the storage to account not only for a wide range of potential scenarios, but also for a wide range of potential forecast errors. In the proposed formulation, we account for the fact that errors in the forecast affect how the device is operated later in the horizon and that a receding horizon scheme is used in operation to optimally use the available storage.« less

Probabilistic models, learning algorithms, and response variability: sampling in cognitive development.

PubMed

Bonawitz, Elizabeth; Denison, Stephanie; Griffiths, Thomas L; Gopnik, Alison

2014-10-01

Although probabilistic models of cognitive development have become increasingly prevalent, one challenge is to account for how children might cope with a potentially vast number of possible hypotheses. We propose that children might address this problem by 'sampling' hypotheses from a probability distribution. We discuss empirical results demonstrating signatures of sampling, which offer an explanation for the variability of children's responses. The sampling hypothesis provides an algorithmic account of how children might address computationally intractable problems and suggests a way to make sense of their 'noisy' behavior. Copyright © 2014 Elsevier Ltd. All rights reserved.

Optimal placement of actuators and sensors in control augmented structural optimization

NASA Technical Reports Server (NTRS)

Sepulveda, A. E.; Schmit, L. A., Jr.

1990-01-01

A control-augmented structural synthesis methodology is presented in which actuator and sensor placement is treated in terms of (0,1) variables. Structural member sizes and control variables are treated simultaneously as design variables. A multiobjective utopian approach is used to obtain a compromise solution for inherently conflicting objective functions such as strucutal mass control effort and number of actuators. Constraints are imposed on transient displacements, natural frequencies, actuator forces and dynamic stability as well as controllability and observability of the system. The combinatorial aspects of the mixed - (0,1) continuous variable design optimization problem are made tractable by combining approximation concepts with branch and bound techniques. Some numerical results for example problems are presented to illustrate the efficacy of the design procedure set forth.

Optimization of controlled release nanoparticle formulation of verapamil hydrochloride using artificial neural networks with genetic algorithm and response surface methodology.

PubMed

Li, Yongqiang; Abbaspour, Mohammadreza R; Grootendorst, Paul V; Rauth, Andrew M; Wu, Xiao Yu

2015-08-01

This study was performed to optimize the formulation of polymer-lipid hybrid nanoparticles (PLN) for the delivery of an ionic water-soluble drug, verapamil hydrochloride (VRP) and to investigate the roles of formulation factors. Modeling and optimization were conducted based on a spherical central composite design. Three formulation factors, i.e., weight ratio of drug to lipid (X1), and concentrations of Tween 80 (X2) and Pluronic F68 (X3), were chosen as independent variables. Drug loading efficiency (Y1) and mean particle size (Y2) of PLN were selected as dependent variables. The predictive performance of artificial neural networks (ANN) and the response surface methodology (RSM) were compared. As ANN was found to exhibit better recognition and generalization capability over RSM, multi-objective optimization of PLN was then conducted based upon the validated ANN models and continuous genetic algorithms (GA). The optimal PLN possess a high drug loading efficiency (92.4%, w/w) and a small mean particle size (∼100nm). The predicted response variables matched well with the observed results. The three formulation factors exhibited different effects on the properties of PLN. ANN in coordination with continuous GA represent an effective and efficient approach to optimize the PLN formulation of VRP with desired properties. Copyright © 2015 Elsevier B.V. All rights reserved.

Probabilistic Risk Model for Organ Doses and Acute Health Effects of Astronauts on Lunar Missions

NASA Technical Reports Server (NTRS)

Kim, Myung-Hee Y.; Hu, Shaowen; Nounu, Hatem N.; Cucinotta, Francis A.

2009-01-01

Exposure to large solar particle events (SPEs) is a major concern during EVAs on the lunar surface and in Earth-to-Lunar transit. 15% of crew times may be on EVA with minimal radiation shielding. Therefore, an accurate assessment of SPE occurrence probability is required for the mission planning by NASA. We apply probabilistic risk assessment (PRA) for radiation protection of crews and optimization of lunar mission planning.

Discrete-continuous variable structural synthesis using dual methods

NASA Technical Reports Server (NTRS)

Schmit, L. A.; Fleury, C.

1980-01-01

Approximation concepts and dual methods are extended to solve structural synthesis problems involving a mix of discrete and continuous sizing type of design variables. Pure discrete and pure continuous variable problems can be handled as special cases. The basic mathematical programming statement of the structural synthesis problem is converted into a sequence of explicit approximate primal problems of separable form. These problems are solved by constructing continuous explicit dual functions, which are maximized subject to simple nonnegativity constraints on the dual variables. A newly devised gradient projection type of algorithm called DUAL 1, which includes special features for handling dual function gradient discontinuities that arise from the discrete primal variables, is used to find the solution of each dual problem. Computational implementation is accomplished by incorporating the DUAL 1 algorithm into the ACCESS 3 program as a new optimizer option. The power of the method set forth is demonstrated by presenting numerical results for several example problems, including a pure discrete variable treatment of a metallic swept wing and a mixed discrete-continuous variable solution for a thin delta wing with fiber composite skins.

Optimization of Operations Resources via Discrete Event Simulation Modeling

NASA Technical Reports Server (NTRS)

Joshi, B.; Morris, D.; White, N.; Unal, R.

1996-01-01

The resource levels required for operation and support of reusable launch vehicles are typically defined through discrete event simulation modeling. Minimizing these resources constitutes an optimization problem involving discrete variables and simulation. Conventional approaches to solve such optimization problems involving integer valued decision variables are the pattern search and statistical methods. However, in a simulation environment that is characterized by search spaces of unknown topology and stochastic measures, these optimization approaches often prove inadequate. In this paper, we have explored the applicability of genetic algorithms to the simulation domain. Genetic algorithms provide a robust search strategy that does not require continuity and differentiability of the problem domain. The genetic algorithm successfully minimized the operation and support activities for a space vehicle, through a discrete event simulation model. The practical issues associated with simulation optimization, such as stochastic variables and constraints, were also taken into consideration.

Computational simulation of probabilistic lifetime strength for aerospace materials subjected to high temperature, mechanical fatigue, creep and thermal fatigue

NASA Technical Reports Server (NTRS)

Boyce, Lola; Bast, Callie C.; Trimble, Greg A.

1992-01-01

This report presents the results of a fourth year effort of a research program, conducted for NASA-LeRC by the University of Texas at San Antonio (UTSA). The research included on-going development of methodology that provides probabilistic lifetime strength of aerospace materials via computational simulation. A probabilistic material strength degradation model, in the form of a randomized multifactor interaction equation, is postulated for strength degradation of structural components of aerospace propulsion systems subject to a number of effects or primitive variables. These primitive variables may include high temperature, fatigue or creep. In most cases, strength is reduced as a result of the action of a variable. This multifactor interaction strength degradation equation has been randomized and is included in the computer program, PROMISS. Also included in the research is the development of methodology to calibrate the above-described constitutive equation using actual experimental materials data together with regression analysis of that data, thereby predicting values for the empirical material constants for each effect or primitive variable. This regression methodology is included in the computer program, PROMISC. Actual experimental materials data were obtained from industry and the open literature for materials typically for applications in aerospace propulsion system components. Material data for Inconel 718 has been analyzed using the developed methodology.

Computational simulation of probabilistic lifetime strength for aerospace materials subjected to high temperature, mechanical fatigue, creep, and thermal fatigue

NASA Technical Reports Server (NTRS)

Boyce, Lola; Bast, Callie C.; Trimble, Greg A.

1992-01-01

The results of a fourth year effort of a research program conducted for NASA-LeRC by The University of Texas at San Antonio (UTSA) are presented. The research included on-going development of methodology that provides probabilistic lifetime strength of aerospace materials via computational simulation. A probabilistic material strength degradation model, in the form of a randomized multifactor interaction equation, is postulated for strength degradation of structural components of aerospace propulsion systems subjected to a number of effects or primitive variables. These primitive variables may include high temperature, fatigue, or creep. In most cases, strength is reduced as a result of the action of a variable. This multifactor interaction strength degradation equation was randomized and is included in the computer program, PROMISC. Also included in the research is the development of methodology to calibrate the above-described constitutive equation using actual experimental materials data together with regression analysis of that data, thereby predicting values for the empirical material constants for each effect or primitive variable. This regression methodology is included in the computer program, PROMISC. Actual experimental materials data were obtained from industry and the open literature for materials typically for applications in aerospace propulsion system components. Material data for Inconel 718 was analyzed using the developed methodology.

Long-range dismount activity classification: LODAC

NASA Astrophysics Data System (ADS)

Garagic, Denis; Peskoe, Jacob; Liu, Fang; Cuevas, Manuel; Freeman, Andrew M.; Rhodes, Bradley J.

2014-06-01

Continuous classification of dismount types (including gender, age, ethnicity) and their activities (such as walking, running) evolving over space and time is challenging. Limited sensor resolution (often exacerbated as a function of platform standoff distance) and clutter from shadows in dense target environments, unfavorable environmental conditions, and the normal properties of real data all contribute to the challenge. The unique and innovative aspect of our approach is a synthesis of multimodal signal processing with incremental non-parametric, hierarchical Bayesian machine learning methods to create a new kind of target classification architecture. This architecture is designed from the ground up to optimally exploit correlations among the multiple sensing modalities (multimodal data fusion) and rapidly and continuously learns (online self-tuning) patterns of distinct classes of dismounts given little a priori information. This increases classification performance in the presence of challenges posed by anti-access/area denial (A2/AD) sensing. To fuse multimodal features, Long-range Dismount Activity Classification (LODAC) develops a novel statistical information theoretic approach for multimodal data fusion that jointly models multimodal data (i.e., a probabilistic model for cross-modal signal generation) and discovers the critical cross-modal correlations by identifying components (features) with maximal mutual information (MI) which is efficiently estimated using non-parametric entropy models. LODAC develops a generic probabilistic pattern learning and classification framework based on a new class of hierarchical Bayesian learning algorithms for efficiently discovering recurring patterns (classes of dismounts) in multiple simultaneous time series (sensor modalities) at multiple levels of feature granularity.

Probabilistic Based Modeling and Simulation Assessment

DTIC Science & Technology

2010-06-01

different crash and blast scenarios. With the integration of the high fidelity neck and head model, a methodology to calculate the probability of injury...variability, correlation, and multiple (often competing) failure metrics. Important scenarios include vehicular collisions, blast /fragment impact, and...first area of focus is to develop a methodology to integrate probabilistic analysis into finite element analysis of vehicle collisions and blast . The

A probabilistic approach to composite micromechanics

NASA Technical Reports Server (NTRS)

Stock, T. A.; Bellini, P. X.; Murthy, P. L. N.; Chamis, C. C.

1988-01-01

Probabilistic composite micromechanics methods are developed that simulate expected uncertainties in unidirectional fiber composite properties. These methods are in the form of computational procedures using Monte Carlo simulation. A graphite/epoxy unidirectional composite (ply) is studied to demonstrate fiber composite material properties at the micro level. Regression results are presented to show the relative correlation between predicted and response variables in the study.

Distributed collaborative probabilistic design of multi-failure structure with fluid-structure interaction using fuzzy neural network of regression

NASA Astrophysics Data System (ADS)

Song, Lu-Kai; Wen, Jie; Fei, Cheng-Wei; Bai, Guang-Chen

2018-05-01

To improve the computing efficiency and precision of probabilistic design for multi-failure structure, a distributed collaborative probabilistic design method-based fuzzy neural network of regression (FR) (called as DCFRM) is proposed with the integration of distributed collaborative response surface method and fuzzy neural network regression model. The mathematical model of DCFRM is established and the probabilistic design idea with DCFRM is introduced. The probabilistic analysis of turbine blisk involving multi-failure modes (deformation failure, stress failure and strain failure) was investigated by considering fluid-structure interaction with the proposed method. The distribution characteristics, reliability degree, and sensitivity degree of each failure mode and overall failure mode on turbine blisk are obtained, which provides a useful reference for improving the performance and reliability of aeroengine. Through the comparison of methods shows that the DCFRM reshapes the probability of probabilistic analysis for multi-failure structure and improves the computing efficiency while keeping acceptable computational precision. Moreover, the proposed method offers a useful insight for reliability-based design optimization of multi-failure structure and thereby also enriches the theory and method of mechanical reliability design.

The impact of personalized probabilistic wall thickness models on peak wall stress in abdominal aortic aneurysms.

PubMed

Biehler, J; Wall, W A

2018-02-01

If computational models are ever to be used in high-stakes decision making in clinical practice, the use of personalized models and predictive simulation techniques is a must. This entails rigorous quantification of uncertainties as well as harnessing available patient-specific data to the greatest extent possible. Although researchers are beginning to realize that taking uncertainty in model input parameters into account is a necessity, the predominantly used probabilistic description for these uncertain parameters is based on elementary random variable models. In this work, we set out for a comparison of different probabilistic models for uncertain input parameters using the example of an uncertain wall thickness in finite element models of abdominal aortic aneurysms. We provide the first comparison between a random variable and a random field model for the aortic wall and investigate the impact on the probability distribution of the computed peak wall stress. Moreover, we show that the uncertainty about the prevailing peak wall stress can be reduced if noninvasively available, patient-specific data are harnessed for the construction of the probabilistic wall thickness model. Copyright © 2017 John Wiley & Sons, Ltd.

GAMBIT: A Parameterless Model-Based Evolutionary Algorithm for Mixed-Integer Problems.

PubMed

Sadowski, Krzysztof L; Thierens, Dirk; Bosman, Peter A N

2018-01-01

Learning and exploiting problem structure is one of the key challenges in optimization. This is especially important for black-box optimization (BBO) where prior structural knowledge of a problem is not available. Existing model-based Evolutionary Algorithms (EAs) are very efficient at learning structure in both the discrete, and in the continuous domain. In this article, discrete and continuous model-building mechanisms are integrated for the Mixed-Integer (MI) domain, comprising discrete and continuous variables. We revisit a recently introduced model-based evolutionary algorithm for the MI domain, the Genetic Algorithm for Model-Based mixed-Integer opTimization (GAMBIT). We extend GAMBIT with a parameterless scheme that allows for practical use of the algorithm without the need to explicitly specify any parameters. We furthermore contrast GAMBIT with other model-based alternatives. The ultimate goal of processing mixed dependences explicitly in GAMBIT is also addressed by introducing a new mechanism for the explicit exploitation of mixed dependences. We find that processing mixed dependences with this novel mechanism allows for more efficient optimization. We further contrast the parameterless GAMBIT with Mixed-Integer Evolution Strategies (MIES) and other state-of-the-art MI optimization algorithms from the General Algebraic Modeling System (GAMS) commercial algorithm suite on problems with and without constraints, and show that GAMBIT is capable of solving problems where variable dependences prevent many algorithms from successfully optimizing them.

Probabilistic Prediction of Lifetimes of Ceramic Parts

NASA Technical Reports Server (NTRS)

Nemeth, Noel N.; Gyekenyesi, John P.; Jadaan, Osama M.; Palfi, Tamas; Powers, Lynn; Reh, Stefan; Baker, Eric H.

2006-01-01

ANSYS/CARES/PDS is a software system that combines the ANSYS Probabilistic Design System (PDS) software with a modified version of the Ceramics Analysis and Reliability Evaluation of Structures Life (CARES/Life) Version 6.0 software. [A prior version of CARES/Life was reported in Program for Evaluation of Reliability of Ceramic Parts (LEW-16018), NASA Tech Briefs, Vol. 20, No. 3 (March 1996), page 28.] CARES/Life models effects of stochastic strength, slow crack growth, and stress distribution on the overall reliability of a ceramic component. The essence of the enhancement in CARES/Life 6.0 is the capability to predict the probability of failure using results from transient finite-element analysis. ANSYS PDS models the effects of uncertainty in material properties, dimensions, and loading on the stress distribution and deformation. ANSYS/CARES/PDS accounts for the effects of probabilistic strength, probabilistic loads, probabilistic material properties, and probabilistic tolerances on the lifetime and reliability of the component. Even failure probability becomes a stochastic quantity that can be tracked as a response variable. ANSYS/CARES/PDS enables tracking of all stochastic quantities in the design space, thereby enabling more precise probabilistic prediction of lifetimes of ceramic components.

Trends in the predictive performance of raw ensemble weather forecasts

NASA Astrophysics Data System (ADS)

Hemri, Stephan; Scheuerer, Michael; Pappenberger, Florian; Bogner, Konrad; Haiden, Thomas

2015-04-01

Over the last two decades the paradigm in weather forecasting has shifted from being deterministic to probabilistic. Accordingly, numerical weather prediction (NWP) models have been run increasingly as ensemble forecasting systems. The goal of such ensemble forecasts is to approximate the forecast probability distribution by a finite sample of scenarios. Global ensemble forecast systems, like the European Centre for Medium-Range Weather Forecasts (ECMWF) ensemble, are prone to probabilistic biases, and are therefore not reliable. They particularly tend to be underdispersive for surface weather parameters. Hence, statistical post-processing is required in order to obtain reliable and sharp forecasts. In this study we apply statistical post-processing to ensemble forecasts of near-surface temperature, 24-hour precipitation totals, and near-surface wind speed from the global ECMWF model. Our main objective is to evaluate the evolution of the difference in skill between the raw ensemble and the post-processed forecasts. The ECMWF ensemble is under continuous development, and hence its forecast skill improves over time. Parts of these improvements may be due to a reduction of probabilistic bias. Thus, we first hypothesize that the gain by post-processing decreases over time. Based on ECMWF forecasts from January 2002 to March 2014 and corresponding observations from globally distributed stations we generate post-processed forecasts by ensemble model output statistics (EMOS) for each station and variable. Parameter estimates are obtained by minimizing the Continuous Ranked Probability Score (CRPS) over rolling training periods that consist of the n days preceding the initialization dates. Given the higher average skill in terms of CRPS of the post-processed forecasts for all three variables, we analyze the evolution of the difference in skill between raw ensemble and EMOS forecasts. The fact that the gap in skill remains almost constant over time, especially for near-surface wind speed, suggests that improvements to the atmospheric model have an effect quite different from what calibration by statistical post-processing is doing. That is, they are increasing potential skill. Thus this study indicates that (a) further model development is important even if one is just interested in point forecasts, and (b) statistical post-processing is important because it will keep adding skill in the foreseeable future.

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

Ide, Toshiki; Hofmann, Holger F.; JST-CREST, Graduate School of Advanced Sciences of Matter, Hiroshima University, Kagamiyama 1-3-1, Higashi Hiroshima 739-8530

The information encoded in the polarization of a single photon can be transferred to a remote location by two-channel continuous-variable quantum teleportation. However, the finite entanglement used in the teleportation causes random changes in photon number. If more than one photon appears in the output, the continuous-variable teleportation accidentally produces clones of the original input photon. In this paper, we derive the polarization statistics of the N-photon output components and show that they can be decomposed into an optimal cloning term and completely unpolarized noise. We find that the accidental cloning of the input photon is nearly optimal at experimentallymore » feasible squeezing levels, indicating that the loss of polarization information is partially compensated by the availability of clones.« less

Probabilistic Phonotactics as a Cue for Recognizing Spoken Cantonese Words in Speech

ERIC Educational Resources Information Center

Yip, Michael C. W.

2017-01-01

Previous experimental psycholinguistic studies suggested that the probabilistic phonotactics information might likely to hint the locations of word boundaries in continuous speech and hence posed an interesting solution to the empirical question on how we recognize/segment individual spoken word in speech. We investigated this issue by using…

From nonlinear optimization to convex optimization through firefly algorithm and indirect approach with applications to CAD/CAM.

PubMed

Gálvez, Akemi; Iglesias, Andrés

2013-01-01

Fitting spline curves to data points is a very important issue in many applied fields. It is also challenging, because these curves typically depend on many continuous variables in a highly interrelated nonlinear way. In general, it is not possible to compute these parameters analytically, so the problem is formulated as a continuous nonlinear optimization problem, for which traditional optimization techniques usually fail. This paper presents a new bioinspired method to tackle this issue. In this method, optimization is performed through a combination of two techniques. Firstly, we apply the indirect approach to the knots, in which they are not initially the subject of optimization but precomputed with a coarse approximation scheme. Secondly, a powerful bioinspired metaheuristic technique, the firefly algorithm, is applied to optimization of data parameterization; then, the knot vector is refined by using De Boor's method, thus yielding a better approximation to the optimal knot vector. This scheme converts the original nonlinear continuous optimization problem into a convex optimization problem, solved by singular value decomposition. Our method is applied to some illustrative real-world examples from the CAD/CAM field. Our experimental results show that the proposed scheme can solve the original continuous nonlinear optimization problem very efficiently.

From Nonlinear Optimization to Convex Optimization through Firefly Algorithm and Indirect Approach with Applications to CAD/CAM

PubMed Central

Gálvez, Akemi; Iglesias, Andrés

2013-01-01

Fitting spline curves to data points is a very important issue in many applied fields. It is also challenging, because these curves typically depend on many continuous variables in a highly interrelated nonlinear way. In general, it is not possible to compute these parameters analytically, so the problem is formulated as a continuous nonlinear optimization problem, for which traditional optimization techniques usually fail. This paper presents a new bioinspired method to tackle this issue. In this method, optimization is performed through a combination of two techniques. Firstly, we apply the indirect approach to the knots, in which they are not initially the subject of optimization but precomputed with a coarse approximation scheme. Secondly, a powerful bioinspired metaheuristic technique, the firefly algorithm, is applied to optimization of data parameterization; then, the knot vector is refined by using De Boor's method, thus yielding a better approximation to the optimal knot vector. This scheme converts the original nonlinear continuous optimization problem into a convex optimization problem, solved by singular value decomposition. Our method is applied to some illustrative real-world examples from the CAD/CAM field. Our experimental results show that the proposed scheme can solve the original continuous nonlinear optimization problem very efficiently. PMID:24376380

Personalized treatment planning with a model of radiation therapy outcomes for use in multiobjective optimization of IMRT plans for prostate cancer.

PubMed

Smith, Wade P; Kim, Minsun; Holdsworth, Clay; Liao, Jay; Phillips, Mark H

2016-03-11

To build a new treatment planning approach that extends beyond radiation transport and IMRT optimization by modeling the radiation therapy process and prognostic indicators for more outcome-focused decision making. An in-house treatment planning system was modified to include multiobjective inverse planning, a probabilistic outcome model, and a multi-attribute decision aid. A genetic algorithm generated a set of plans embodying trade-offs between the separate objectives. An influence diagram network modeled the radiation therapy process of prostate cancer using expert opinion, results of clinical trials, and published research. A Markov model calculated a quality adjusted life expectancy (QALE), which was the endpoint for ranking plans. The Multiobjective Evolutionary Algorithm (MOEA) was designed to produce an approximation of the Pareto Front representing optimal tradeoffs for IMRT plans. Prognostic information from the dosimetrics of the plans, and from patient-specific clinical variables were combined by the influence diagram. QALEs were calculated for each plan for each set of patient characteristics. Sensitivity analyses were conducted to explore changes in outcomes for variations in patient characteristics and dosimetric variables. The model calculated life expectancies that were in agreement with an independent clinical study. The radiation therapy model proposed has integrated a number of different physical, biological and clinical models into a more comprehensive model. It illustrates a number of the critical aspects of treatment planning that can be improved and represents a more detailed description of the therapy process. A Markov model was implemented to provide a stronger connection between dosimetric variables and clinical outcomes and could provide a practical, quantitative method for making difficult clinical decisions.

Parallel computing for probabilistic fatigue analysis

NASA Technical Reports Server (NTRS)

Sues, Robert H.; Lua, Yuan J.; Smith, Mark D.

1993-01-01

This paper presents the results of Phase I research to investigate the most effective parallel processing software strategies and hardware configurations for probabilistic structural analysis. We investigate the efficiency of both shared and distributed-memory architectures via a probabilistic fatigue life analysis problem. We also present a parallel programming approach, the virtual shared-memory paradigm, that is applicable across both types of hardware. Using this approach, problems can be solved on a variety of parallel configurations, including networks of single or multiprocessor workstations. We conclude that it is possible to effectively parallelize probabilistic fatigue analysis codes; however, special strategies will be needed to achieve large-scale parallelism to keep large number of processors busy and to treat problems with the large memory requirements encountered in practice. We also conclude that distributed-memory architecture is preferable to shared-memory for achieving large scale parallelism; however, in the future, the currently emerging hybrid-memory architectures will likely be optimal.

Probabilistic objective functions for margin-less IMRT planning

NASA Astrophysics Data System (ADS)

Bohoslavsky, Román; Witte, Marnix G.; Janssen, Tomas M.; van Herk, Marcel

2013-06-01

We present a method to implement probabilistic treatment planning of intensity-modulated radiation therapy using custom software plugins in a commercial treatment planning system. Our method avoids the definition of safety-margins by directly including the effect of geometrical uncertainties during optimization when objective functions are evaluated. Because the shape of the resulting dose distribution implicitly defines the robustness of the plan, the optimizer has much more flexibility than with a margin-based approach. We expect that this added flexibility helps to automatically strike a better balance between target coverage and dose reduction for surrounding healthy tissue, especially for cases where the planning target volume overlaps organs at risk. Prostate cancer treatment planning was chosen to develop our method, including a novel technique to include rotational uncertainties. Based on population statistics, translations and rotations are simulated independently following a marker-based IGRT correction strategy. The effects of random and systematic errors are incorporated by first blurring and then shifting the dose distribution with respect to the clinical target volume. For simplicity and efficiency, dose-shift invariance and a rigid-body approximation are assumed. Three prostate cases were replanned using our probabilistic objective functions. To compare clinical and probabilistic plans, an evaluation tool was used that explicitly incorporates geometric uncertainties using Monte-Carlo methods. The new plans achieved similar or better dose distributions than the original clinical plans in terms of expected target coverage and rectum wall sparing. Plan optimization times were only about a factor of two higher than in the original clinical system. In conclusion, we have developed a practical planning tool that enables margin-less probability-based treatment planning with acceptable planning times, achieving the first system that is feasible for clinical implementation.

Time-variant random interval natural frequency analysis of structures

NASA Astrophysics Data System (ADS)

Wu, Binhua; Wu, Di; Gao, Wei; Song, Chongmin

2018-02-01

This paper presents a new robust method namely, unified interval Chebyshev-based random perturbation method, to tackle hybrid random interval structural natural frequency problem. In the proposed approach, random perturbation method is implemented to furnish the statistical features (i.e., mean and standard deviation) and Chebyshev surrogate model strategy is incorporated to formulate the statistical information of natural frequency with regards to the interval inputs. The comprehensive analysis framework combines the superiority of both methods in a way that computational cost is dramatically reduced. This presented method is thus capable of investigating the day-to-day based time-variant natural frequency of structures accurately and efficiently under concrete intrinsic creep effect with probabilistic and interval uncertain variables. The extreme bounds of the mean and standard deviation of natural frequency are captured through the embedded optimization strategy within the analysis procedure. Three particularly motivated numerical examples with progressive relationship in perspective of both structure type and uncertainty variables are demonstrated to justify the computational applicability, accuracy and efficiency of the proposed method.

A solution to the static frame validation challenge problem using Bayesian model selection

DOE PAGES

Grigoriu, M. D.; Field, R. V.

2007-12-23

Within this paper, we provide a solution to the static frame validation challenge problem (see this issue) in a manner that is consistent with the guidelines provided by the Validation Challenge Workshop tasking document. The static frame problem is constructed such that variability in material properties is known to be the only source of uncertainty in the system description, but there is ignorance on the type of model that best describes this variability. Hence both types of uncertainty, aleatoric and epistemic, are present and must be addressed. Our approach is to consider a collection of competing probabilistic models for themore » material properties, and calibrate these models to the information provided; models of different levels of complexity and numerical efficiency are included in the analysis. A Bayesian formulation is used to select the optimal model from the collection, which is then used for the regulatory assessment. Lastly, bayesian credible intervals are used to provide a measure of confidence to our regulatory assessment.« less

Homeostatic Agent for General Environment

NASA Astrophysics Data System (ADS)

Yoshida, Naoto

2018-03-01

One of the essential aspect in biological agents is dynamic stability. This aspect, called homeostasis, is widely discussed in ethology, neuroscience and during the early stages of artificial intelligence. Ashby's homeostats are general-purpose learning machines for stabilizing essential variables of the agent in the face of general environments. However, despite their generality, the original homeostats couldn't be scaled because they searched their parameters randomly. In this paper, first we re-define the objective of homeostats as the maximization of a multi-step survival probability from the view point of sequential decision theory and probabilistic theory. Then we show that this optimization problem can be treated by using reinforcement learning algorithms with special agent architectures and theoretically-derived intrinsic reward functions. Finally we empirically demonstrate that agents with our architecture automatically learn to survive in a given environment, including environments with visual stimuli. Our survival agents can learn to eat food, avoid poison and stabilize essential variables through theoretically-derived single intrinsic reward formulations.

Global Optimization of Interplanetary Trajectories in the Presence of Realistic Mission Constraints

NASA Technical Reports Server (NTRS)

Hinckley, David; Englander, Jacob; Hitt, Darren

2015-01-01

Single trial evaluations Trial creation by Phase-wise GA-style or DE-inspired recombination Bin repository structure requires an initialization period Non-exclusionary Kill Distance Population collapse mechanic Main loop Creation Probabilistic switch between GA and DE creation types Locally optimize Submit to repository Repeat.

Probabilistic Multi-Scale, Multi-Level, Multi-Disciplinary Analysis and Optimization of Engine Structures

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Abumeri, Galib H.

2000-01-01

Aircraft engines are assemblies of dynamically interacting components. Engine updates to keep present aircraft flying safely and engines for new aircraft are progressively required to operate in more demanding technological and environmental requirements. Designs to effectively meet those requirements are necessarily collections of multi-scale, multi-level, multi-disciplinary analysis and optimization methods and probabilistic methods are necessary to quantify respective uncertainties. These types of methods are the only ones that can formally evaluate advanced composite designs which satisfy those progressively demanding requirements while assuring minimum cost, maximum reliability and maximum durability. Recent research activities at NASA Glenn Research Center have focused on developing multi-scale, multi-level, multidisciplinary analysis and optimization methods. Multi-scale refers to formal methods which describe complex material behavior metal or composite; multi-level refers to integration of participating disciplines to describe a structural response at the scale of interest; multidisciplinary refers to open-ended for various existing and yet to be developed discipline constructs required to formally predict/describe a structural response in engine operating environments. For example, these include but are not limited to: multi-factor models for material behavior, multi-scale composite mechanics, general purpose structural analysis, progressive structural fracture for evaluating durability and integrity, noise and acoustic fatigue, emission requirements, hot fluid mechanics, heat-transfer and probabilistic simulations. Many of these, as well as others, are encompassed in an integrated computer code identified as Engine Structures Technology Benefits Estimator (EST/BEST) or Multi-faceted/Engine Structures Optimization (MP/ESTOP). The discipline modules integrated in MP/ESTOP include: engine cycle (thermodynamics), engine weights, internal fluid mechanics, cost, mission and coupled structural/thermal, various composite property simulators and probabilistic methods to evaluate uncertainty effects (scatter ranges) in all the design parameters. The objective of the proposed paper is to briefly describe a multi-faceted design analysis and optimization capability for coupled multi-discipline engine structures optimization. Results are presented for engine and aircraft type metrics to illustrate the versatility of that capability. Results are also presented for reliability, noise and fatigue to illustrate its inclusiveness. For example, replacing metal rotors with composites reduces the engine weight by 20 percent, 15 percent noise reduction, and an order of magnitude improvement in reliability. Composite designs exist to increase fatigue life by at least two orders of magnitude compared to state-of-the-art metals.

Improved Hierarchical Optimization-Based Classification of Hyperspectral Images Using Shape Analysis

NASA Technical Reports Server (NTRS)

Tarabalka, Yuliya; Tilton, James C.

2012-01-01

A new spectral-spatial method for classification of hyperspectral images is proposed. The HSegClas method is based on the integration of probabilistic classification and shape analysis within the hierarchical step-wise optimization algorithm. First, probabilistic support vector machines classification is applied. Then, at each iteration two neighboring regions with the smallest Dissimilarity Criterion (DC) are merged, and classification probabilities are recomputed. The important contribution of this work consists in estimating a DC between regions as a function of statistical, classification and geometrical (area and rectangularity) features. Experimental results are presented on a 102-band ROSIS image of the Center of Pavia, Italy. The developed approach yields more accurate classification results when compared to previously proposed methods.

A quantitative model of optimal data selection in Wason's selection task.

PubMed

Hattori, Masasi

2002-10-01

The optimal data selection model proposed by Oaksford and Chater (1994) successfully formalized Wason's selection task (Wason, 1966). The model, however, involved some questionable assumptions and was also not sufficient as a model of the task because it could not provide quantitative predictions of the card selection frequencies. In this paper, the model was revised to provide quantitative fits to the data. The model can predict the selection frequencies of cards based on a selection tendency function (STF), or conversely, it enables the estimation of subjective probabilities from data. Past experimental data were first re-analysed based on the model. In Experiment 1, the superiority of the revised model was shown. However, when the relationship between antecedent and consequent was forced to deviate from the biconditional form, the model was not supported. In Experiment 2, it was shown that sufficient emphasis on probabilistic information can affect participants' performance. A detailed experimental method to sort participants by probabilistic strategies was introduced. Here, the model was supported by a subgroup of participants who used the probabilistic strategy. Finally, the results were discussed from the viewpoint of adaptive rationality.

Tracking Virus Particles in Fluorescence Microscopy Images Using Multi-Scale Detection and Multi-Frame Association.

PubMed

Jaiswal, Astha; Godinez, William J; Eils, Roland; Lehmann, Maik Jorg; Rohr, Karl

2015-11-01

Automatic fluorescent particle tracking is an essential task to study the dynamics of a large number of biological structures at a sub-cellular level. We have developed a probabilistic particle tracking approach based on multi-scale detection and two-step multi-frame association. The multi-scale detection scheme allows coping with particles in close proximity. For finding associations, we have developed a two-step multi-frame algorithm, which is based on a temporally semiglobal formulation as well as spatially local and global optimization. In the first step, reliable associations are determined for each particle individually in local neighborhoods. In the second step, the global spatial information over multiple frames is exploited jointly to determine optimal associations. The multi-scale detection scheme and the multi-frame association finding algorithm have been combined with a probabilistic tracking approach based on the Kalman filter. We have successfully applied our probabilistic tracking approach to synthetic as well as real microscopy image sequences of virus particles and quantified the performance. We found that the proposed approach outperforms previous approaches.

Ensemble assimilation of ARGO temperature profile, sea surface temperature, and altimetric satellite data into an eddy permitting primitive equation model of the North Atlantic Ocean

NASA Astrophysics Data System (ADS)

Yan, Y.; Barth, A.; Beckers, J. M.; Candille, G.; Brankart, J. M.; Brasseur, P.

2015-07-01

Sea surface height, sea surface temperature, and temperature profiles at depth collected between January and December 2005 are assimilated into a realistic eddy permitting primitive equation model of the North Atlantic Ocean using the Ensemble Kalman Filter. Sixty ensemble members are generated by adding realistic noise to the forcing parameters related to the temperature. The ensemble is diagnosed and validated by comparison between the ensemble spread and the model/observation difference, as well as by rank histogram before the assimilation experiments. An incremental analysis update scheme is applied in order to reduce spurious oscillations due to the model state correction. The results of the assimilation are assessed according to both deterministic and probabilistic metrics with independent/semiindependent observations. For deterministic validation, the ensemble means, together with the ensemble spreads are compared to the observations, in order to diagnose the ensemble distribution properties in a deterministic way. For probabilistic validation, the continuous ranked probability score (CRPS) is used to evaluate the ensemble forecast system according to reliability and resolution. The reliability is further decomposed into bias and dispersion by the reduced centered random variable (RCRV) score in order to investigate the reliability properties of the ensemble forecast system. The improvement of the assimilation is demonstrated using these validation metrics. Finally, the deterministic validation and the probabilistic validation are analyzed jointly. The consistency and complementarity between both validations are highlighted.

Experiences with Probabilistic Analysis Applied to Controlled Systems

NASA Technical Reports Server (NTRS)

Kenny, Sean P.; Giesy, Daniel P.

2004-01-01

This paper presents a semi-analytic method for computing frequency dependent means, variances, and failure probabilities for arbitrarily large-order closed-loop dynamical systems possessing a single uncertain parameter or with multiple highly correlated uncertain parameters. The approach will be shown to not suffer from the same computational challenges associated with computing failure probabilities using conventional FORM/SORM techniques. The approach is demonstrated by computing the probabilistic frequency domain performance of an optimal feed-forward disturbance rejection scheme.

Constructing probabilistic scenarios for wide-area solar power generation

DOE PAGES

Woodruff, David L.; Deride, Julio; Staid, Andrea; ...

2017-12-22

Optimizing thermal generation commitments and dispatch in the presence of high penetrations of renewable resources such as solar energy requires a characterization of their stochastic properties. In this study, we describe novel methods designed to create day-ahead, wide-area probabilistic solar power scenarios based only on historical forecasts and associated observations of solar power production. Each scenario represents a possible trajectory for solar power in next-day operations with an associated probability computed by algorithms that use historical forecast errors. Scenarios are created by segmentation of historic data, fitting non-parametric error distributions using epi-splines, and then computing specific quantiles from these distributions.more » Additionally, we address the challenge of establishing an upper bound on solar power output. Our specific application driver is for use in stochastic variants of core power systems operations optimization problems, e.g., unit commitment and economic dispatch. These problems require as input a range of possible future realizations of renewables production. However, the utility of such probabilistic scenarios extends to other contexts, e.g., operator and trader situational awareness. Finally, we compare the performance of our approach to a recently proposed method based on quantile regression, and demonstrate that our method performs comparably to this approach in terms of two widely used methods for assessing the quality of probabilistic scenarios: the Energy score and the Variogram score.« less

Probabilistic modeling of the evolution of gene synteny within reconciled phylogenies

PubMed Central

2015-01-01

Background Most models of genome evolution concern either genetic sequences, gene content or gene order. They sometimes integrate two of the three levels, but rarely the three of them. Probabilistic models of gene order evolution usually have to assume constant gene content or adopt a presence/absence coding of gene neighborhoods which is blind to complex events modifying gene content. Results We propose a probabilistic evolutionary model for gene neighborhoods, allowing genes to be inserted, duplicated or lost. It uses reconciled phylogenies, which integrate sequence and gene content evolution. We are then able to optimize parameters such as phylogeny branch lengths, or probabilistic laws depicting the diversity of susceptibility of syntenic regions to rearrangements. We reconstruct a structure for ancestral genomes by optimizing a likelihood, keeping track of all evolutionary events at the level of gene content and gene synteny. Ancestral syntenies are associated with a probability of presence. We implemented the model with the restriction that at most one gene duplication separates two gene speciations in reconciled gene trees. We reconstruct ancestral syntenies on a set of 12 drosophila genomes, and compare the evolutionary rates along the branches and along the sites. We compare with a parsimony method and find a significant number of results not supported by the posterior probability. The model is implemented in the Bio++ library. It thus benefits from and enriches the classical models and methods for molecular evolution. PMID:26452018

Constructing probabilistic scenarios for wide-area solar power generation

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

Woodruff, David L.; Deride, Julio; Staid, Andrea

Optimizing thermal generation commitments and dispatch in the presence of high penetrations of renewable resources such as solar energy requires a characterization of their stochastic properties. In this study, we describe novel methods designed to create day-ahead, wide-area probabilistic solar power scenarios based only on historical forecasts and associated observations of solar power production. Each scenario represents a possible trajectory for solar power in next-day operations with an associated probability computed by algorithms that use historical forecast errors. Scenarios are created by segmentation of historic data, fitting non-parametric error distributions using epi-splines, and then computing specific quantiles from these distributions.more » Additionally, we address the challenge of establishing an upper bound on solar power output. Our specific application driver is for use in stochastic variants of core power systems operations optimization problems, e.g., unit commitment and economic dispatch. These problems require as input a range of possible future realizations of renewables production. However, the utility of such probabilistic scenarios extends to other contexts, e.g., operator and trader situational awareness. Finally, we compare the performance of our approach to a recently proposed method based on quantile regression, and demonstrate that our method performs comparably to this approach in terms of two widely used methods for assessing the quality of probabilistic scenarios: the Energy score and the Variogram score.« less

An Improved, Bias-Reduced Probabilistic Functional Gene Network of Baker's Yeast, Saccharomyces cerevisiae

PubMed Central

Lee, Insuk; Li, Zhihua; Marcotte, Edward M.

2007-01-01

Background Probabilistic functional gene networks are powerful theoretical frameworks for integrating heterogeneous functional genomics and proteomics data into objective models of cellular systems. Such networks provide syntheses of millions of discrete experimental observations, spanning DNA microarray experiments, physical protein interactions, genetic interactions, and comparative genomics; the resulting networks can then be easily applied to generate testable hypotheses regarding specific gene functions and associations. Methodology/Principal Findings We report a significantly improved version (v. 2) of a probabilistic functional gene network [1] of the baker's yeast, Saccharomyces cerevisiae. We describe our optimization methods and illustrate their effects in three major areas: the reduction of functional bias in network training reference sets, the application of a probabilistic model for calculating confidences in pair-wise protein physical or genetic interactions, and the introduction of simple thresholds that eliminate many false positive mRNA co-expression relationships. Using the network, we predict and experimentally verify the function of the yeast RNA binding protein Puf6 in 60S ribosomal subunit biogenesis. Conclusions/Significance YeastNet v. 2, constructed using these optimizations together with additional data, shows significant reduction in bias and improvements in precision and recall, in total covering 102,803 linkages among 5,483 yeast proteins (95% of the validated proteome). YeastNet is available from http://www.yeastnet.org. PMID:17912365

Encoding probabilistic brain atlases using Bayesian inference.

PubMed

Van Leemput, Koen

2009-06-01

This paper addresses the problem of creating probabilistic brain atlases from manually labeled training data. Probabilistic atlases are typically constructed by counting the relative frequency of occurrence of labels in corresponding locations across the training images. However, such an "averaging" approach generalizes poorly to unseen cases when the number of training images is limited, and provides no principled way of aligning the training datasets using deformable registration. In this paper, we generalize the generative image model implicitly underlying standard "average" atlases, using mesh-based representations endowed with an explicit deformation model. Bayesian inference is used to infer the optimal model parameters from the training data, leading to a simultaneous group-wise registration and atlas estimation scheme that encompasses standard averaging as a special case. We also use Bayesian inference to compare alternative atlas models in light of the training data, and show how this leads to a data compression problem that is intuitive to interpret and computationally feasible. Using this technique, we automatically determine the optimal amount of spatial blurring, the best deformation field flexibility, and the most compact mesh representation. We demonstrate, using 2-D training datasets, that the resulting models are better at capturing the structure in the training data than conventional probabilistic atlases. We also present experiments of the proposed atlas construction technique in 3-D, and show the resulting atlases' potential in fully-automated, pulse sequence-adaptive segmentation of 36 neuroanatomical structures in brain MRI scans.

Opportunities of probabilistic flood loss models

NASA Astrophysics Data System (ADS)

Schröter, Kai; Kreibich, Heidi; Lüdtke, Stefan; Vogel, Kristin; Merz, Bruno

2016-04-01

Oftentimes, traditional uni-variate damage models as for instance depth-damage curves fail to reproduce the variability of observed flood damage. However, reliable flood damage models are a prerequisite for the practical usefulness of the model results. Innovative multi-variate probabilistic modelling approaches are promising to capture and quantify the uncertainty involved and thus to improve the basis for decision making. In this study we compare the predictive capability of two probabilistic modelling approaches, namely Bagging Decision Trees and Bayesian Networks and traditional stage damage functions. For model evaluation we use empirical damage data which are available from computer aided telephone interviews that were respectively compiled after the floods in 2002, 2005, 2006 and 2013 in the Elbe and Danube catchments in Germany. We carry out a split sample test by sub-setting the damage records. One sub-set is used to derive the models and the remaining records are used to evaluate the predictive performance of the model. Further we stratify the sample according to catchments which allows studying model performance in a spatial transfer context. Flood damage estimation is carried out on the scale of the individual buildings in terms of relative damage. The predictive performance of the models is assessed in terms of systematic deviations (mean bias), precision (mean absolute error) as well as in terms of sharpness of the predictions the reliability which is represented by the proportion of the number of observations that fall within the 95-quantile and 5-quantile predictive interval. The comparison of the uni-variable Stage damage function and the multivariable model approach emphasises the importance to quantify predictive uncertainty. With each explanatory variable, the multi-variable model reveals an additional source of uncertainty. However, the predictive performance in terms of precision (mbe), accuracy (mae) and reliability (HR) is clearly improved in comparison to uni-variable Stage damage function. Overall, Probabilistic models provide quantitative information about prediction uncertainty which is crucial to assess the reliability of model predictions and improves the usefulness of model results.

Optimal continuous variable quantum teleportation protocol for realistic settings

NASA Astrophysics Data System (ADS)

Luiz, F. S.; Rigolin, Gustavo

2015-03-01

We show the optimal setup that allows Alice to teleport coherent states | α > to Bob giving the greatest fidelity (efficiency) when one takes into account two realistic assumptions. The first one is the fact that in any actual implementation of the continuous variable teleportation protocol (CVTP) Alice and Bob necessarily share non-maximally entangled states (two-mode finitely squeezed states). The second one assumes that Alice's pool of possible coherent states to be teleported to Bob does not cover the whole complex plane (| α | < ∞). The optimal strategy is achieved by tuning three parameters in the original CVTP, namely, Alice's beam splitter transmittance and Bob's displacements in position and momentum implemented on the teleported state. These slight changes in the protocol are currently easy to be implemented and, as we show, give considerable gain in performance for a variety of possible pool of input states with Alice.

A probabilistic framework for assessing vulnerability to climate variability and change: The case of the US water supply system

Treesearch

Romano Foti; Jorge A. Ramirez; Thomas C. Brown

2014-01-01

We introduce a probabilistic framework for vulnerability analysis and use it to quantify current and future vulnerability of the US water supply system. We also determine the contributions of hydro-climatic and socio-economic drivers to the changes in projected vulnerability. For all scenarios and global climatemodels examined, the US Southwest including California and...

Reliability analysis of composite structures

NASA Technical Reports Server (NTRS)

Kan, Han-Pin

1992-01-01

A probabilistic static stress analysis methodology has been developed to estimate the reliability of a composite structure. Closed form stress analysis methods are the primary analytical tools used in this methodology. These structural mechanics methods are used to identify independent variables whose variations significantly affect the performance of the structure. Once these variables are identified, scatter in their values is evaluated and statistically characterized. The scatter in applied loads and the structural parameters are then fitted to appropriate probabilistic distribution functions. Numerical integration techniques are applied to compute the structural reliability. The predicted reliability accounts for scatter due to variability in material strength, applied load, fabrication and assembly processes. The influence of structural geometry and mode of failure are also considerations in the evaluation. Example problems are given to illustrate various levels of analytical complexity.

Probabilistic evaluation of fuselage-type composite structures

NASA Technical Reports Server (NTRS)

Shiao, Michael C.; Chamis, Christos C.

1992-01-01

A methodology is developed to computationally simulate the uncertain behavior of composite structures. The uncertain behavior includes buckling loads, natural frequencies, displacements, stress/strain etc., which are the consequences of the random variation (scatter) of the primitive (independent random) variables in the constituent, ply, laminate and structural levels. This methodology is implemented in the IPACS (Integrated Probabilistic Assessment of Composite Structures) computer code. A fuselage-type composite structure is analyzed to demonstrate the code's capability. The probability distribution functions of the buckling loads, natural frequency, displacement, strain and stress are computed. The sensitivity of each primitive (independent random) variable to a given structural response is also identified from the analyses.

Methodology for assessing quantities of water and proppant injection, and water production associated with development of continuous petroleum accumulations

USGS Publications Warehouse

Haines, Seth S.

2015-07-13

The quantities of water and hydraulic fracturing proppant required for producing petroleum (oil, gas, and natural gas liquids) from continuous accumulations, and the quantities of water extracted during petroleum production, can be quantitatively assessed using a probabilistic approach. The water and proppant assessment methodology builds on the U.S. Geological Survey methodology for quantitative assessment of undiscovered technically recoverable petroleum resources in continuous accumulations. The U.S. Geological Survey assessment methodology for continuous petroleum accumulations includes fundamental concepts such as geologically defined assessment units, and probabilistic input values including well-drainage area, sweet- and non-sweet-spot areas, and success ratio within the untested area of each assessment unit. In addition to petroleum-related information, required inputs for the water and proppant assessment methodology include probabilistic estimates of per-well water usage for drilling, cementing, and hydraulic-fracture stimulation; the ratio of proppant to water for hydraulic fracturing; the percentage of hydraulic fracturing water that returns to the surface as flowback; and the ratio of produced water to petroleum over the productive life of each well. Water and proppant assessments combine information from recent or current petroleum assessments with water- and proppant-related input values for the assessment unit being studied, using Monte Carlo simulation, to yield probabilistic estimates of the volume of water for drilling, cementing, and hydraulic fracture stimulation; the quantity of proppant for hydraulic fracture stimulation; and the volumes of water produced as flowback shortly after well completion, and produced over the life of the well.

Epidemiologic research using probabilistic outcome definitions.

PubMed

Cai, Bing; Hennessy, Sean; Lo Re, Vincent; Small, Dylan S

2015-01-01

Epidemiologic studies using electronic healthcare data often define the presence or absence of binary clinical outcomes by using algorithms with imperfect specificity, sensitivity, and positive predictive value. This results in misclassification and bias in study results. We describe and evaluate a new method called probabilistic outcome definition (POD) that uses logistic regression to estimate the probability of a clinical outcome using multiple potential algorithms and then uses multiple imputation to make valid inferences about the risk ratio or other epidemiologic parameters of interest. We conducted a simulation to evaluate the performance of the POD method with two variables that can predict the true outcome and compared the POD method with the conventional method. The simulation results showed that when the true risk ratio is equal to 1.0 (null), the conventional method based on a binary outcome provides unbiased estimates. However, when the risk ratio is not equal to 1.0, the traditional method, either using one predictive variable or both predictive variables to define the outcome, is biased when the positive predictive value is <100%, and the bias is very severe when the sensitivity or positive predictive value is poor (less than 0.75 in our simulation). In contrast, the POD method provides unbiased estimates of the risk ratio both when this measure of effect is equal to 1.0 and not equal to 1.0. Even when the sensitivity and positive predictive value are low, the POD method continues to provide unbiased estimates of the risk ratio. The POD method provides an improved way to define outcomes in database research. This method has a major advantage over the conventional method in that it provided unbiased estimates of risk ratios and it is easy to use. Copyright © 2014 John Wiley & Sons, Ltd.

Continuous-variable quantum probes for structured environments

NASA Astrophysics Data System (ADS)

Bina, Matteo; Grasselli, Federico; Paris, Matteo G. A.

2018-01-01

We address parameter estimation for structured environments and suggest an effective estimation scheme based on continuous-variables quantum probes. In particular, we investigate the use of a single bosonic mode as a probe for Ohmic reservoirs, and obtain the ultimate quantum limits to the precise estimation of their cutoff frequency. We assume the probe prepared in a Gaussian state and determine the optimal working regime, i.e., the conditions for the maximization of the quantum Fisher information in terms of the initial preparation, the reservoir temperature, and the interaction time. Upon investigating the Fisher information of feasible measurements, we arrive at a remarkable simple result: homodyne detection of canonical variables allows one to achieve the ultimate quantum limit to precision under suitable, mild, conditions. Finally, upon exploiting a perturbative approach, we find the invariant sweet spots of the (tunable) characteristic frequency of the probe, able to drive the probe towards the optimal working regime.

Probability misjudgment, cognitive ability, and belief in the paranormal.

PubMed

Musch, Jochen; Ehrenberg, Katja

2002-05-01

According to the probability misjudgment account of paranormal belief (Blackmore & Troscianko, 1985), believers in the paranormal tend to wrongly attribute remarkable coincidences to paranormal causes rather than chance. Previous studies have shown that belief in the paranormal is indeed positively related to error rates in probabilistic reasoning. General cognitive ability could account for a relationship between these two variables without assuming a causal role of probabilistic reasoning in the forming of paranormal beliefs, however. To test this alternative explanation, a belief in the paranormal scale (BPS) and a battery of probabilistic reasoning tasks were administered to 123 university students. Confirming previous findings, a significant correlation between BPS scores and error rates in probabilistic reasoning was observed. This relationship disappeared, however, when cognitive ability as measured by final examination grades was controlled for. Lower cognitive ability correlated substantially with belief in the paranormal. This finding suggests that differences in general cognitive performance rather than specific probabilistic reasoning skills provide the basis for paranormal beliefs.

Statistical physics of medical diagnostics: Study of a probabilistic model.

PubMed

Mashaghi, Alireza; Ramezanpour, Abolfazl

2018-03-01

We study a diagnostic strategy which is based on the anticipation of the diagnostic process by simulation of the dynamical process starting from the initial findings. We show that such a strategy could result in more accurate diagnoses compared to a strategy that is solely based on the direct implications of the initial observations. We demonstrate this by employing the mean-field approximation of statistical physics to compute the posterior disease probabilities for a given subset of observed signs (symptoms) in a probabilistic model of signs and diseases. A Monte Carlo optimization algorithm is then used to maximize an objective function of the sequence of observations, which favors the more decisive observations resulting in more polarized disease probabilities. We see how the observed signs change the nature of the macroscopic (Gibbs) states of the sign and disease probability distributions. The structure of these macroscopic states in the configuration space of the variables affects the quality of any approximate inference algorithm (so the diagnostic performance) which tries to estimate the sign-disease marginal probabilities. In particular, we find that the simulation (or extrapolation) of the diagnostic process is helpful when the disease landscape is not trivial and the system undergoes a phase transition to an ordered phase.

Statistical physics of medical diagnostics: Study of a probabilistic model

NASA Astrophysics Data System (ADS)

Mashaghi, Alireza; Ramezanpour, Abolfazl

2018-03-01

We study a diagnostic strategy which is based on the anticipation of the diagnostic process by simulation of the dynamical process starting from the initial findings. We show that such a strategy could result in more accurate diagnoses compared to a strategy that is solely based on the direct implications of the initial observations. We demonstrate this by employing the mean-field approximation of statistical physics to compute the posterior disease probabilities for a given subset of observed signs (symptoms) in a probabilistic model of signs and diseases. A Monte Carlo optimization algorithm is then used to maximize an objective function of the sequence of observations, which favors the more decisive observations resulting in more polarized disease probabilities. We see how the observed signs change the nature of the macroscopic (Gibbs) states of the sign and disease probability distributions. The structure of these macroscopic states in the configuration space of the variables affects the quality of any approximate inference algorithm (so the diagnostic performance) which tries to estimate the sign-disease marginal probabilities. In particular, we find that the simulation (or extrapolation) of the diagnostic process is helpful when the disease landscape is not trivial and the system undergoes a phase transition to an ordered phase.

Optimizing Negotiation Conflict in the Cloud Service Negotiation Framework Using Probabilistic Decision Making Model

PubMed Central

Rajavel, Rajkumar; Thangarathinam, Mala

2015-01-01

Optimization of negotiation conflict in the cloud service negotiation framework is identified as one of the major challenging issues. This negotiation conflict occurs during the bilateral negotiation process between the participants due to the misperception, aggressive behavior, and uncertain preferences and goals about their opponents. Existing research work focuses on the prerequest context of negotiation conflict optimization by grouping similar negotiation pairs using distance, binary, context-dependent, and fuzzy similarity approaches. For some extent, these approaches can maximize the success rate and minimize the communication overhead among the participants. To further optimize the success rate and communication overhead, the proposed research work introduces a novel probabilistic decision making model for optimizing the negotiation conflict in the long-term negotiation context. This decision model formulates the problem of managing different types of negotiation conflict that occurs during negotiation process as a multistage Markov decision problem. At each stage of negotiation process, the proposed decision model generates the heuristic decision based on the past negotiation state information without causing any break-off among the participants. In addition, this heuristic decision using the stochastic decision tree scenario can maximize the revenue among the participants available in the cloud service negotiation framework. PMID:26543899

Optimizing Negotiation Conflict in the Cloud Service Negotiation Framework Using Probabilistic Decision Making Model.

PubMed

Rajavel, Rajkumar; Thangarathinam, Mala

2015-01-01

Optimization of negotiation conflict in the cloud service negotiation framework is identified as one of the major challenging issues. This negotiation conflict occurs during the bilateral negotiation process between the participants due to the misperception, aggressive behavior, and uncertain preferences and goals about their opponents. Existing research work focuses on the prerequest context of negotiation conflict optimization by grouping similar negotiation pairs using distance, binary, context-dependent, and fuzzy similarity approaches. For some extent, these approaches can maximize the success rate and minimize the communication overhead among the participants. To further optimize the success rate and communication overhead, the proposed research work introduces a novel probabilistic decision making model for optimizing the negotiation conflict in the long-term negotiation context. This decision model formulates the problem of managing different types of negotiation conflict that occurs during negotiation process as a multistage Markov decision problem. At each stage of negotiation process, the proposed decision model generates the heuristic decision based on the past negotiation state information without causing any break-off among the participants. In addition, this heuristic decision using the stochastic decision tree scenario can maximize the revenue among the participants available in the cloud service negotiation framework.

A chance constraint estimation approach to optimizing resource management under uncertainty

Treesearch

Michael Bevers

2007-01-01

Chance-constrained optimization is an important method for managing risk arising from random variations in natural resource systems, but the probabilistic formulations often pose mathematical programming problems that cannot be solved with exact methods. A heuristic estimation method for these problems is presented that combines a formulation for order statistic...

Probabilistic self-organizing maps for continuous data.

PubMed

Lopez-Rubio, Ezequiel

2010-10-01

The original self-organizing feature map did not define any probability distribution on the input space. However, the advantages of introducing probabilistic methodologies into self-organizing map models were soon evident. This has led to a wide range of proposals which reflect the current emergence of probabilistic approaches to computational intelligence. The underlying estimation theories behind them derive from two main lines of thought: the expectation maximization methodology and stochastic approximation methods. Here, we present a comprehensive view of the state of the art, with a unifying perspective of the involved theoretical frameworks. In particular, we examine the most commonly used continuous probability distributions, self-organization mechanisms, and learning schemes. Special emphasis is given to the connections among them and their relative advantages depending on the characteristics of the problem at hand. Furthermore, we evaluate their performance in two typical applications of self-organizing maps: classification and visualization.

An analytical probabilistic model of the quality efficiency of a sewer tank

NASA Astrophysics Data System (ADS)

Balistrocchi, Matteo; Grossi, Giovanna; Bacchi, Baldassare

2009-12-01

The assessment of the efficiency of a storm water storage facility devoted to the sewer overflow control in urban areas strictly depends on the ability to model the main features of the rainfall-runoff routing process and the related wet weather pollution delivery. In this paper the possibility of applying the analytical probabilistic approach for developing a tank design method, whose potentials are similar to the continuous simulations, is proved. In the model derivation the quality issues of such devices were implemented. The formulation is based on a Weibull probabilistic model of the main characteristics of the rainfall process and on a power law describing the relationship between the dimensionless storm water cumulative runoff volume and the dimensionless cumulative pollutograph. Following this approach, efficiency indexes were established. The proposed model was verified by comparing its results to those obtained by continuous simulations; satisfactory agreement is shown for the proposed efficiency indexes.

Integration of fuzzy analytic hierarchy process and probabilistic dynamic programming in formulating an optimal fleet management model

NASA Astrophysics Data System (ADS)

Teoh, Lay Eng; Khoo, Hooi Ling

2013-09-01

This study deals with two major aspects of airlines, i.e. supply and demand management. The aspect of supply focuses on the mathematical formulation of an optimal fleet management model to maximize operational profit of the airlines while the aspect of demand focuses on the incorporation of mode choice modeling as parts of the developed model. The proposed methodology is outlined in two-stage, i.e. Fuzzy Analytic Hierarchy Process is first adopted to capture mode choice modeling in order to quantify the probability of probable phenomena (for aircraft acquisition/leasing decision). Then, an optimization model is developed as a probabilistic dynamic programming model to determine the optimal number and types of aircraft to be acquired and/or leased in order to meet stochastic demand during the planning horizon. The findings of an illustrative case study show that the proposed methodology is viable. The results demonstrate that the incorporation of mode choice modeling could affect the operational profit and fleet management decision of the airlines at varying degrees.

Ensemble forecasting for renewable energy applications - status and current challenges for their generation and verification

NASA Astrophysics Data System (ADS)

Pinson, Pierre

2016-04-01

The operational management of renewable energy generation in power systems and electricity markets requires forecasts in various forms, e.g., deterministic or probabilistic, continuous or categorical, depending upon the decision process at hand. Besides, such forecasts may also be necessary at various spatial and temporal scales, from high temporal resolutions (in the order of minutes) and very localized for an offshore wind farm, to coarser temporal resolutions (hours) and covering a whole country for day-ahead power scheduling problems. As of today, weather predictions are a common input to forecasting methodologies for renewable energy generation. Since for most decision processes, optimal decisions can only be made if accounting for forecast uncertainties, ensemble predictions and density forecasts are increasingly seen as the product of choice. After discussing some of the basic approaches to obtaining ensemble forecasts of renewable power generation, it will be argued that space-time trajectories of renewable power production may or may not be necessitate post-processing ensemble forecasts for relevant weather variables. Example approaches and test case applications will be covered, e.g., looking at the Horns Rev offshore wind farm in Denmark, or gridded forecasts for the whole continental Europe. Eventually, we will illustrate some of the limitations of current frameworks to forecast verification, which actually make it difficult to fully assess the quality of post-processing approaches to obtain renewable energy predictions.

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 1. Theory

USGS Publications Warehouse

Yen, Chung-Cheng; Guymon, Gary L.

1990-01-01

An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.

An Efficient Deterministic-Probabilistic Approach to Modeling Regional Groundwater Flow: 1. Theory

NASA Astrophysics Data System (ADS)

Yen, Chung-Cheng; Guymon, Gary L.

1990-07-01

An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.

Dopamine neurons learn relative chosen value from probabilistic rewards

PubMed Central

Lak, Armin; Stauffer, William R; Schultz, Wolfram

2016-01-01

Economic theories posit reward probability as one of the factors defining reward value. Individuals learn the value of cues that predict probabilistic rewards from experienced reward frequencies. Building on the notion that responses of dopamine neurons increase with reward probability and expected value, we asked how dopamine neurons in monkeys acquire this value signal that may represent an economic decision variable. We found in a Pavlovian learning task that reward probability-dependent value signals arose from experienced reward frequencies. We then assessed neuronal response acquisition during choices among probabilistic rewards. Here, dopamine responses became sensitive to the value of both chosen and unchosen options. Both experiments showed also the novelty responses of dopamine neurones that decreased as learning advanced. These results show that dopamine neurons acquire predictive value signals from the frequency of experienced rewards. This flexible and fast signal reflects a specific decision variable and could update neuronal decision mechanisms. DOI: http://dx.doi.org/10.7554/eLife.18044.001 PMID:27787196

Probabilistic Assessment of Fracture Progression in Composite Structures

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Minnetyan, Levon; Mauget, Bertrand; Huang, Dade; Addi, Frank

1999-01-01

This report describes methods and corresponding computer codes that are used to evaluate progressive damage and fracture and to perform probabilistic assessment in built-up composite structures. Structural response is assessed probabilistically, during progressive fracture. The effects of design variable uncertainties on structural fracture progression are quantified. The fast probability integrator (FPI) is used to assess the response scatter in the composite structure at damage initiation. The sensitivity of the damage response to design variables is computed. The methods are general purpose and are applicable to stitched and unstitched composites in all types of structures and fracture processes starting from damage initiation to unstable propagation and to global structure collapse. The methods are demonstrated for a polymer matrix composite stiffened panel subjected to pressure. The results indicated that composite constituent properties, fabrication parameters, and respective uncertainties have a significant effect on structural durability and reliability. Design implications with regard to damage progression, damage tolerance, and reliability of composite structures are examined.

Probabilistic forecasting for extreme NO2 pollution episodes.

PubMed

Aznarte, José L

2017-10-01

In this study, we investigate the convenience of quantile regression to predict extreme concentrations of NO 2 . Contrarily to the usual point-forecasting, where a single value is forecast for each horizon, probabilistic forecasting through quantile regression allows for the prediction of the full probability distribution, which in turn allows to build models specifically fit for the tails of this distribution. Using data from the city of Madrid, including NO 2 concentrations as well as meteorological measures, we build models that predict extreme NO 2 concentrations, outperforming point-forecasting alternatives, and we prove that the predictions are accurate, reliable and sharp. Besides, we study the relative importance of the independent variables involved, and show how the important variables for the median quantile are different than those important for the upper quantiles. Furthermore, we present a method to compute the probability of exceedance of thresholds, which is a simple and comprehensible manner to present probabilistic forecasts maximizing their usefulness. Copyright © 2017 Elsevier Ltd. All rights reserved.

Identifying a Probabilistic Boolean Threshold Network From Samples.

PubMed

Melkman, Avraham A; Cheng, Xiaoqing; Ching, Wai-Ki; Akutsu, Tatsuya

2018-04-01

This paper studies the problem of exactly identifying the structure of a probabilistic Boolean network (PBN) from a given set of samples, where PBNs are probabilistic extensions of Boolean networks. Cheng et al. studied the problem while focusing on PBNs consisting of pairs of AND/OR functions. This paper considers PBNs consisting of Boolean threshold functions while focusing on those threshold functions that have unit coefficients. The treatment of Boolean threshold functions, and triplets and -tuplets of such functions, necessitates a deepening of the theoretical analyses. It is shown that wide classes of PBNs with such threshold functions can be exactly identified from samples under reasonable constraints, which include: 1) PBNs in which any number of threshold functions can be assigned provided that all have the same number of input variables and 2) PBNs consisting of pairs of threshold functions with different numbers of input variables. It is also shown that the problem of deciding the equivalence of two Boolean threshold functions is solvable in pseudopolynomial time but remains co-NP complete.

Probabilistic evaluation of SSME structural components

NASA Astrophysics Data System (ADS)

Rajagopal, K. R.; Newell, J. F.; Ho, H.

1991-05-01

The application is described of Composite Load Spectra (CLS) and Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) family of computer codes to the probabilistic structural analysis of four Space Shuttle Main Engine (SSME) space propulsion system components. These components are subjected to environments that are influenced by many random variables. The applications consider a wide breadth of uncertainties encountered in practice, while simultaneously covering a wide area of structural mechanics. This has been done consistent with the primary design requirement for each component. The probabilistic application studies are discussed using finite element models that have been typically used in the past in deterministic analysis studies.

Probabilistic teleportation without loss of information

NASA Astrophysics Data System (ADS)

Roa, Luis; Groiseau, Caspar

2015-01-01

We found a scheme for teleporting probabilistically an unknown pure state with optimal probability and without losing the information of the state to be teleported. Accordingly, without having to have copies of the unknown state, the teleportation process can be repeated as many times as one has available quantum channels. Thus, although the quantum channels have a weak entanglement, teleportation is achievable with a high number of repetitions, whereas for channels with strong entanglement only a small number of repetitions are required to guarantee successful teleportation.

Particle Swarm Optimization

NASA Technical Reports Server (NTRS)

Venter, Gerhard; Sobieszczanski-Sobieski Jaroslaw

2002-01-01

The purpose of this paper is to show how the search algorithm known as particle swarm optimization performs. Here, particle swarm optimization is applied to structural design problems, but the method has a much wider range of possible applications. The paper's new contributions are improvements to the particle swarm optimization algorithm and conclusions and recommendations as to the utility of the algorithm, Results of numerical experiments for both continuous and discrete applications are presented in the paper. The results indicate that the particle swarm optimization algorithm does locate the constrained minimum design in continuous applications with very good precision, albeit at a much higher computational cost than that of a typical gradient based optimizer. However, the true potential of particle swarm optimization is primarily in applications with discrete and/or discontinuous functions and variables. Additionally, particle swarm optimization has the potential of efficient computation with very large numbers of concurrently operating processors.

Spatial and temporal optimization in habitat placement for a threatened plant: the case of the western prairie fringed orchid

Treesearch

John Hof; Carolyn Hull Sieg; Michael Bevers

1999-01-01

This paper investigates an optimization approach to determining the placement and timing of habitat protection for the western prairie fringed orchid. This plant’s population dynamics are complex, creating a challenging optimization problem. The sensitivity of the orchid to random climate conditions is handled probabilistically. The plant’s seed, protocorm and above-...

Numeracy of multiple sclerosis patients: A comparison of patients from the PERCEPT study to a German probabilistic sample.

PubMed

Gaissmaier, Wolfgang; Giese, Helge; Galesic, Mirta; Garcia-Retamero, Rocio; Kasper, Juergen; Kleiter, Ingo; Meuth, Sven G; Köpke, Sascha; Heesen, Christoph

2018-01-01

A shared decision-making approach is suggested for multiple sclerosis (MS) patients. To properly evaluate benefits and risks of different treatment options accordingly, MS patients require sufficient numeracy - the ability to understand quantitative information. It is unknown whether MS affects numeracy. Therefore, we investigated whether patients' numeracy was impaired compared to a probabilistic national sample. As part of the larger prospective, observational, multicenter study PERCEPT, we assessed numeracy for a clinical study sample of German MS patients (N=725) with a standard test and compared them to a German probabilistic sample (N=1001), controlling for age, sex, and education. Within patients, we assessed whether disease variables (disease duration, disability, annual relapse rate, cognitive impairment) predicted numeracy beyond these demographics. MS patients showed a comparable level of numeracy as the probabilistic national sample (68.9% vs. 68.5% correct answers, P=0.831). In both samples, numeracy was higher for men and the highly educated. Disease variables did not predict numeracy beyond demographics within patients, and predictability was generally low. This sample of MS patients understood quantitative information on the same level as the general population. There is no reason to withhold quantitative information from MS patients. Copyright © 2017 Elsevier B.V. All rights reserved.

Metrics for glycaemic control - from HbA1c to continuous glucose monitoring.

PubMed

Kovatchev, Boris P

2017-07-01

As intensive treatment to lower levels of HbA 1c characteristically results in an increased risk of hypoglycaemia, patients with diabetes mellitus face a life-long optimization problem to reduce average levels of glycaemia and postprandial hyperglycaemia while simultaneously avoiding hypoglycaemia. This optimization can only be achieved in the context of lowering glucose variability. In this Review, I discuss topics that are related to the assessment, quantification and optimal control of glucose fluctuations in diabetes mellitus. I focus on markers of average glycaemia and the utility and/or shortcomings of HbA 1c as a 'gold-standard' metric of glycaemic control; the notion that glucose variability is characterized by two principal dimensions, amplitude and time; measures of glucose variability that are based on either self-monitoring of blood glucose data or continuous glucose monitoring (CGM); and the control of average glycaemia and glucose variability through the use of pharmacological agents or closed-loop control systems commonly referred to as the 'artificial pancreas'. I conclude that HbA 1c and the various available metrics of glucose variability reflect the management of diabetes mellitus on different timescales, ranging from months (for HbA 1c ) to minutes (for CGM). Comprehensive assessment of the dynamics of glycaemic fluctuations is therefore crucial for providing accurate and complete information to the patient, physician, automated decision-support or artificial-pancreas system.

Demonstration of the Application of Composite Load Spectra (CLS) and Probabilistic Structural Analysis (PSAM) Codes to SSME Heat Exchanger Turnaround Vane

NASA Technical Reports Server (NTRS)

Rajagopal, Kadambi R.; DebChaudhury, Amitabha; Orient, George

2000-01-01

This report describes a probabilistic structural analysis performed to determine the probabilistic structural response under fluctuating random pressure loads for the Space Shuttle Main Engine (SSME) turnaround vane. It uses a newly developed frequency and distance dependent correlation model that has features to model the decay phenomena along the flow and across the flow with the capability to introduce a phase delay. The analytical results are compared using two computer codes SAFER (Spectral Analysis of Finite Element Responses) and NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) and with experimentally observed strain gage data. The computer code NESSUS with an interface to a sub set of Composite Load Spectra (CLS) code is used for the probabilistic analysis. A Fatigue code was used to calculate fatigue damage due to the random pressure excitation. The random variables modeled include engine system primitive variables that influence the operating conditions, convection velocity coefficient, stress concentration factor, structural damping, and thickness of the inner and outer vanes. The need for an appropriate correlation model in addition to magnitude of the PSD is emphasized. The study demonstrates that correlation characteristics even under random pressure loads are capable of causing resonance like effects for some modes. The study identifies the important variables that contribute to structural alternate stress response and drive the fatigue damage for the new design. Since the alternate stress for the new redesign is less than the endurance limit for the material, the damage due high cycle fatigue is negligible.

Reducing Cognitive Biases in Probabilistic Reasoning by the Use of Logarithm Formats

ERIC Educational Resources Information Center

Juslin, Peter; Nilsson, Hakan; Winman, Anders; Lindskog, Marcus

2011-01-01

Research on probability judgment has traditionally emphasized that people are susceptible to biases because they rely on "variable substitution": the assessment of normative variables is replaced by assessment of heuristic, subjective variables. A recent proposal is that many of these biases may rather derive from constraints on cognitive…

Probabilistic analysis of mean-response along-wind induced vibrations on wind turbine towers using wireless network data sensors

NASA Astrophysics Data System (ADS)

Velazquez, Antonio; Swartz, Raymond A.

2011-04-01

Wind turbine systems are attracting considerable attention due to concerns regarding global energy consumption as well as sustainability. Advances in wind turbine technology promote the tendency to improve efficiency in the structure that support and produce this renewable power source, tending toward more slender and larger towers, larger gear boxes, and larger, lighter blades. The structural design optimization process must account for uncertainties and nonlinear effects (such as wind-induced vibrations, unmeasured disturbances, and material and geometric variabilities). In this study, a probabilistic monitoring approach is developed that measures the response of the turbine tower to stochastic loading, estimates peak demand, and structural resistance (in terms of serviceability). The proposed monitoring system can provide a real-time estimate of the probability of exceedance of design serviceability conditions based on data collected in-situ. Special attention is paid to wind and aerodynamic characteristics that are intrinsically present (although sometimes neglected in health monitoring analysis) and derived from observations or experiments. In particular, little attention has been devoted to buffeting, usually non-catastrophic but directly impacting the serviceability of the operating wind turbine. As a result, modal-based analysis methods for the study and derivation of flutter instability, and buffeting response, have been successfully applied to the assessment of the susceptibility of high-rise slender structures, including wind turbine towers. A detailed finite element model has been developed to generate data (calibrated to published experimental and analytical results). Risk assessment is performed for the effects of along wind forces in a framework of quantitative risk analysis. Both structural resistance and wind load demands were considered probabilistic with the latter assessed by dynamic analyses.

Medial compartment knee osteoarthritis: age-stratified cost-effectiveness of total knee arthroplasty, unicompartmental knee arthroplasty, and high tibial osteotomy.

PubMed

Smith, William B; Steinberg, Joni; Scholtes, Stefan; Mcnamara, Iain R

2017-03-01

To compare the age-based cost-effectiveness of total knee arthroplasty (TKA), unicompartmental knee arthroplasty (UKA), and high tibial osteotomy (HTO) for the treatment of medial compartment knee osteoarthritis (MCOA). A Markov model was used to simulate theoretical cohorts of patients 40, 50, 60, and 70 years of age undergoing primary TKA, UKA, or HTO. Costs and outcomes associated with initial and subsequent interventions were estimated by following these virtual cohorts over a 10-year period. Revision and mortality rates, costs, and functional outcome data were estimated from a systematic review of the literature. Probabilistic analysis was conducted to accommodate these parameters' inherent uncertainty, and both discrete and probabilistic sensitivity analyses were utilized to assess the robustness of the model's outputs to changes in key variables. HTO was most likely to be cost-effective in cohorts under 60, and UKA most likely in those 60 and over. Probabilistic results did not indicate one intervention to be significantly more cost-effective than another. The model was exquisitely sensitive to changes in utility (functional outcome), somewhat sensitive to changes in cost, and least sensitive to changes in 10-year revision risk. HTO may be the most cost-effective option when treating MCOA in younger patients, while UKA may be preferred in older patients. Functional utility is the primary driver of the cost-effectiveness of these interventions. For the clinician, this study supports HTO as a competitive treatment option in young patient populations. It also validates each one of the three interventions considered as potentially optimal, depending heavily on patient preferences and functional utility derived over time.

Probalistic Finite Elements (PFEM) structural dynamics and fracture mechanics

NASA Technical Reports Server (NTRS)

Liu, Wing-Kam; Belytschko, Ted; Mani, A.; Besterfield, G.

1989-01-01

The purpose of this work is to develop computationally efficient methodologies for assessing the effects of randomness in loads, material properties, and other aspects of a problem by a finite element analysis. The resulting group of methods is called probabilistic finite elements (PFEM). The overall objective of this work is to develop methodologies whereby the lifetime of a component can be predicted, accounting for the variability in the material and geometry of the component, the loads, and other aspects of the environment; and the range of response expected in a particular scenario can be presented to the analyst in addition to the response itself. Emphasis has been placed on methods which are not statistical in character; that is, they do not involve Monte Carlo simulations. The reason for this choice of direction is that Monte Carlo simulations of complex nonlinear response require a tremendous amount of computation. The focus of efforts so far has been on nonlinear structural dynamics. However, in the continuation of this project, emphasis will be shifted to probabilistic fracture mechanics so that the effect of randomness in crack geometry and material properties can be studied interactively with the effect of random load and environment.

Near-optimal, asymptotic tracking in control problems involving state-variable inequality constraints

NASA Technical Reports Server (NTRS)

Markopoulos, N.; Calise, A. J.

1993-01-01

The class of all piecewise time-continuous controllers tracking a given hypersurface in the state space of a dynamical system can be split by the present transformation technique into two disjoint classes; while the first of these contains all controllers which track the hypersurface in finite time, the second contains all controllers that track the hypersurface asymptotically. On this basis, a reformulation is presented for optimal control problems involving state-variable inequality constraints. If the state constraint is regarded as 'soft', there may exist controllers which are asymptotic, two-sided, and able to yield the optimal value of the performance index.

Comparison of different incremental analysis update schemes in a realistic assimilation system with Ensemble Kalman Filter

NASA Astrophysics Data System (ADS)

Yan, Y.; Barth, A.; Beckers, J. M.; Brankart, J. M.; Brasseur, P.; Candille, G.

2017-07-01

In this paper, three incremental analysis update schemes (IAU 0, IAU 50 and IAU 100) are compared in the same assimilation experiments with a realistic eddy permitting primitive equation model of the North Atlantic Ocean using the Ensemble Kalman Filter. The difference between the three IAU schemes lies on the position of the increment update window. The relevance of each IAU scheme is evaluated through analyses on both thermohaline and dynamical variables. The validation of the assimilation results is performed according to both deterministic and probabilistic metrics against different sources of observations. For deterministic validation, the ensemble mean and the ensemble spread are compared to the observations. For probabilistic validation, the continuous ranked probability score (CRPS) is used to evaluate the ensemble forecast system according to reliability and resolution. The reliability is further decomposed into bias and dispersion by the reduced centred random variable (RCRV) score. The obtained results show that 1) the IAU 50 scheme has the same performance as the IAU 100 scheme 2) the IAU 50/100 schemes outperform the IAU 0 scheme in error covariance propagation for thermohaline variables in relatively stable region, while the IAU 0 scheme outperforms the IAU 50/100 schemes in dynamical variables estimation in dynamically active region 3) in case with sufficient number of observations and good error specification, the impact of IAU schemes is negligible. The differences between the IAU 0 scheme and the IAU 50/100 schemes are mainly due to different model integration time and different instability (density inversion, large vertical velocity, etc.) induced by the increment update. The longer model integration time with the IAU 50/100 schemes, especially the free model integration, on one hand, allows for better re-establishment of the equilibrium model state, on the other hand, smooths the strong gradients in dynamically active region.

Optimal quantum operations at zero energy cost

NASA Astrophysics Data System (ADS)

Chiribella, Giulio; Yang, Yuxiang

2017-08-01

Quantum technologies are developing powerful tools to generate and manipulate coherent superpositions of different energy levels. Envisaging a new generation of energy-efficient quantum devices, here we explore how coherence can be manipulated without exchanging energy with the surrounding environment. We start from the task of converting a coherent superposition of energy eigenstates into another. We identify the optimal energy-preserving operations, both in the deterministic and in the probabilistic scenario. We then design a recursive protocol, wherein a branching sequence of energy-preserving filters increases the probability of success while reaching maximum fidelity at each iteration. Building on the recursive protocol, we construct efficient approximations of the optimal fidelity-probability trade-off, by taking coherent superpositions of the different branches generated by probabilistic filtering. The benefits of this construction are illustrated in applications to quantum metrology, quantum cloning, coherent state amplification, and ancilla-driven computation. Finally, we extend our results to transitions where the input state is generally mixed and we apply our findings to the task of purifying quantum coherence.

A Bayesian-based two-stage inexact optimization method for supporting stream water quality management in the Three Gorges Reservoir region.

PubMed

Hu, X H; Li, Y P; Huang, G H; Zhuang, X W; Ding, X W

2016-05-01

In this study, a Bayesian-based two-stage inexact optimization (BTIO) method is developed for supporting water quality management through coupling Bayesian analysis with interval two-stage stochastic programming (ITSP). The BTIO method is capable of addressing uncertainties caused by insufficient inputs in water quality model as well as uncertainties expressed as probabilistic distributions and interval numbers. The BTIO method is applied to a real case of water quality management for the Xiangxi River basin in the Three Gorges Reservoir region to seek optimal water quality management schemes under various uncertainties. Interval solutions for production patterns under a range of probabilistic water quality constraints have been generated. Results obtained demonstrate compromises between the system benefit and the system failure risk due to inherent uncertainties that exist in various system components. Moreover, information about pollutant emission is accomplished, which would help managers to adjust production patterns of regional industry and local policies considering interactions of water quality requirement, economic benefit, and industry structure.

The Sense of Confidence during Probabilistic Learning: A Normative Account.

PubMed

Meyniel, Florent; Schlunegger, Daniel; Dehaene, Stanislas

2015-06-01

Learning in a stochastic environment consists of estimating a model from a limited amount of noisy data, and is therefore inherently uncertain. However, many classical models reduce the learning process to the updating of parameter estimates and neglect the fact that learning is also frequently accompanied by a variable "feeling of knowing" or confidence. The characteristics and the origin of these subjective confidence estimates thus remain largely unknown. Here we investigate whether, during learning, humans not only infer a model of their environment, but also derive an accurate sense of confidence from their inferences. In our experiment, humans estimated the transition probabilities between two visual or auditory stimuli in a changing environment, and reported their mean estimate and their confidence in this report. To formalize the link between both kinds of estimate and assess their accuracy in comparison to a normative reference, we derive the optimal inference strategy for our task. Our results indicate that subjects accurately track the likelihood that their inferences are correct. Learning and estimating confidence in what has been learned appear to be two intimately related abilities, suggesting that they arise from a single inference process. We show that human performance matches several properties of the optimal probabilistic inference. In particular, subjective confidence is impacted by environmental uncertainty, both at the first level (uncertainty in stimulus occurrence given the inferred stochastic characteristics) and at the second level (uncertainty due to unexpected changes in these stochastic characteristics). Confidence also increases appropriately with the number of observations within stable periods. Our results support the idea that humans possess a quantitative sense of confidence in their inferences about abstract non-sensory parameters of the environment. This ability cannot be reduced to simple heuristics, it seems instead a core property of the learning process.

The Sense of Confidence during Probabilistic Learning: A Normative Account

PubMed Central

Meyniel, Florent; Schlunegger, Daniel; Dehaene, Stanislas

2015-01-01

Learning in a stochastic environment consists of estimating a model from a limited amount of noisy data, and is therefore inherently uncertain. However, many classical models reduce the learning process to the updating of parameter estimates and neglect the fact that learning is also frequently accompanied by a variable “feeling of knowing” or confidence. The characteristics and the origin of these subjective confidence estimates thus remain largely unknown. Here we investigate whether, during learning, humans not only infer a model of their environment, but also derive an accurate sense of confidence from their inferences. In our experiment, humans estimated the transition probabilities between two visual or auditory stimuli in a changing environment, and reported their mean estimate and their confidence in this report. To formalize the link between both kinds of estimate and assess their accuracy in comparison to a normative reference, we derive the optimal inference strategy for our task. Our results indicate that subjects accurately track the likelihood that their inferences are correct. Learning and estimating confidence in what has been learned appear to be two intimately related abilities, suggesting that they arise from a single inference process. We show that human performance matches several properties of the optimal probabilistic inference. In particular, subjective confidence is impacted by environmental uncertainty, both at the first level (uncertainty in stimulus occurrence given the inferred stochastic characteristics) and at the second level (uncertainty due to unexpected changes in these stochastic characteristics). Confidence also increases appropriately with the number of observations within stable periods. Our results support the idea that humans possess a quantitative sense of confidence in their inferences about abstract non-sensory parameters of the environment. This ability cannot be reduced to simple heuristics, it seems instead a core property of the learning process. PMID:26076466

Effects of additional data on Bayesian clustering.

PubMed

Yamazaki, Keisuke

2017-10-01

Hierarchical probabilistic models, such as mixture models, are used for cluster analysis. These models have two types of variables: observable and latent. In cluster analysis, the latent variable is estimated, and it is expected that additional information will improve the accuracy of the estimation of the latent variable. Many proposed learning methods are able to use additional data; these include semi-supervised learning and transfer learning. However, from a statistical point of view, a complex probabilistic model that encompasses both the initial and additional data might be less accurate due to having a higher-dimensional parameter. The present paper presents a theoretical analysis of the accuracy of such a model and clarifies which factor has the greatest effect on its accuracy, the advantages of obtaining additional data, and the disadvantages of increasing the complexity. Copyright © 2017 Elsevier Ltd. All rights reserved.

The SIMRAND methodology: Theory and application for the simulation of research and development projects

NASA Technical Reports Server (NTRS)

Miles, R. F., Jr.

1986-01-01

A research and development (R&D) project often involves a number of decisions that must be made concerning which subset of systems or tasks are to be undertaken to achieve the goal of the R&D project. To help in this decision making, SIMRAND (SIMulation of Research ANd Development Projects) is a methodology for the selection of the optimal subset of systems or tasks to be undertaken on an R&D project. Using alternative networks, the SIMRAND methodology models the alternative subsets of systems or tasks under consideration. Each path through an alternative network represents one way of satisfying the project goals. Equations are developed that relate the system or task variables to the measure of reference. Uncertainty is incorporated by treating the variables of the equations probabilistically as random variables, with cumulative distribution functions assessed by technical experts. Analytical techniques of probability theory are used to reduce the complexity of the alternative networks. Cardinal utility functions over the measure of preference are assessed for the decision makers. A run of the SIMRAND Computer I Program combines, in a Monte Carlo simulation model, the network structure, the equations, the cumulative distribution functions, and the utility functions.

A Dynamic Bayesian Network Model for the Production and Inventory Control

NASA Astrophysics Data System (ADS)

Shin, Ji-Sun; Takazaki, Noriyuki; Lee, Tae-Hong; Kim, Jin-Il; Lee, Hee-Hyol

In general, the production quantities and delivered goods are changed randomly and then the total stock is also changed randomly. This paper deals with the production and inventory control using the Dynamic Bayesian Network. Bayesian Network is a probabilistic model which represents the qualitative dependence between two or more random variables by the graph structure, and indicates the quantitative relations between individual variables by the conditional probability. The probabilistic distribution of the total stock is calculated through the propagation of the probability on the network. Moreover, an adjusting rule of the production quantities to maintain the probability of a lower limit and a ceiling of the total stock to certain values is shown.

Probabilistic Fiber Composite Micromechanics

NASA Technical Reports Server (NTRS)

Stock, Thomas A.

1996-01-01

Probabilistic composite micromechanics methods are developed that simulate expected uncertainties in unidirectional fiber composite properties. These methods are in the form of computational procedures using Monte Carlo simulation. The variables in which uncertainties are accounted for include constituent and void volume ratios, constituent elastic properties and strengths, and fiber misalignment. A graphite/epoxy unidirectional composite (ply) is studied to demonstrate fiber composite material property variations induced by random changes expected at the material micro level. Regression results are presented to show the relative correlation between predictor and response variables in the study. These computational procedures make possible a formal description of anticipated random processes at the intra-ply level, and the related effects of these on composite properties.

Stan: A Probabilistic Programming Language for Bayesian Inference and Optimization

ERIC Educational Resources Information Center

Gelman, Andrew; Lee, Daniel; Guo, Jiqiang

2015-01-01

Stan is a free and open-source C++ program that performs Bayesian inference or optimization for arbitrary user-specified models and can be called from the command line, R, Python, Matlab, or Julia and has great promise for fitting large and complex statistical models in many areas of application. We discuss Stan from users' and developers'…

Incremental dynamical downscaling for probabilistic analysis based on multiple GCM projections

NASA Astrophysics Data System (ADS)

Wakazuki, Y.

2015-12-01

A dynamical downscaling method for probabilistic regional scale climate change projections was developed to cover an uncertainty of multiple general circulation model (GCM) climate simulations. The climatological increments (future minus present climate states) estimated by GCM simulation results were statistically analyzed using the singular vector decomposition. Both positive and negative perturbations from the ensemble mean with the magnitudes of their standard deviations were extracted and were added to the ensemble mean of the climatological increments. The analyzed multiple modal increments were utilized to create multiple modal lateral boundary conditions for the future climate regional climate model (RCM) simulations by adding to an objective analysis data. This data handling is regarded to be an advanced method of the pseudo-global-warming (PGW) method previously developed by Kimura and Kitoh (2007). The incremental handling for GCM simulations realized approximated probabilistic climate change projections with the smaller number of RCM simulations. Three values of a climatological variable simulated by RCMs for a mode were used to estimate the response to the perturbation of the mode. For the probabilistic analysis, climatological variables of RCMs were assumed to show linear response to the multiple modal perturbations, although the non-linearity was seen for local scale rainfall. Probability of temperature was able to be estimated within two modes perturbation simulations, where the number of RCM simulations for the future climate is five. On the other hand, local scale rainfalls needed four modes simulations, where the number of the RCM simulations is nine. The probabilistic method is expected to be used for regional scale climate change impact assessment in the future.

Probabilistic versus deterministic skill in predicting the western North Pacific-East Asian summer monsoon variability with multimodel ensembles

NASA Astrophysics Data System (ADS)

Yang, Xiu-Qun; Yang, Dejian; Xie, Qian; Zhang, Yaocun; Ren, Xuejuan; Tang, Youmin

2017-04-01

Based on historical forecasts of three quasi-operational multi-model ensemble (MME) systems, this study assesses the superiority of coupled MME over contributing single-model ensembles (SMEs) and over uncoupled atmospheric MME in predicting the Western North Pacific-East Asian summer monsoon variability. The probabilistic and deterministic forecast skills are measured by Brier skill score (BSS) and anomaly correlation (AC), respectively. A forecast-format dependent MME superiority over SMEs is found. The probabilistic forecast skill of the MME is always significantly better than that of each SME, while the deterministic forecast skill of the MME can be lower than that of some SMEs. The MME superiority arises from both the model diversity and the ensemble size increase in the tropics, and primarily from the ensemble size increase in the subtropics. The BSS is composed of reliability and resolution, two attributes characterizing probabilistic forecast skill. The probabilistic skill increase of the MME is dominated by the dramatic improvement in reliability, while resolution is not always improved, similar to AC. A monotonic resolution-AC relationship is further found and qualitatively explained, whereas little relationship can be identified between reliability and AC. It is argued that the MME's success in improving the reliability arises from an effective reduction of the overconfidence in forecast distributions. Moreover, it is examined that the seasonal predictions with coupled MME are more skillful than those with the uncoupled atmospheric MME forced by persisting sea surface temperature (SST) anomalies, since the coupled MME has better predicted the SST anomaly evolution in three key regions.

Towards robust optimal design of storm water systems

NASA Astrophysics Data System (ADS)

Marquez Calvo, Oscar; Solomatine, Dimitri

2015-04-01

In this study the focus is on the design of a storm water or a combined sewer system. Such a system should be capable to handle properly most of the storm to minimize the damages caused by flooding due to the lack of capacity of the system to cope with rain water at peak times. This problem is a multi-objective optimization problem: we have to take into account the minimization of the construction costs, the minimization of damage costs due to flooding, and possibly other criteria. One of the most important factors influencing the design of storm water systems is the expected amount of water to deal with. It is common that this infrastructure is developed with the capacity to cope with events that occur once in, say 10 or 20 years - so-called design rainfall events. However, rainfall is a random variable and such uncertainty typically is not taken explicitly into account in optimization. Rainfall design data is based on historical information of rainfalls, but many times this data is based on unreliable measures; or in not enough historical information; or as we know, the patterns of rainfall are changing regardless of historical information. There are also other sources of uncertainty influencing design, for example, leakages in the pipes and accumulation of sediments in pipes. In the context of storm water or combined sewer systems design or rehabilitation, robust optimization technique should be able to find the best design (or rehabilitation plan) within the available budget but taking into account uncertainty in those variables that were used to design the system. In this work we consider various approaches to robust optimization proposed by various authors (Gabrel, Murat, Thiele 2013; Beyer, Sendhoff 2007) and test a novel method ROPAR (Solomatine 2012) to analyze robustness. References Beyer, H.G., & Sendhoff, B. (2007). Robust optimization - A comprehensive survey. Comput. Methods Appl. Mech. Engrg., 3190-3218. Gabrel, V.; Murat, C., Thiele, A. (2014). Recent advances in robust optimization: An overview. European Journal of Operational Research. 471-483. Solomatine, D.P. (2012). Robust Optimization and Probabilistic Analysis of Robustness (ROPAR). http://www.unesco-ihe.org/hi/sol/papers/ ROPAR.pdf.

Characterization of the probabilistic traveling salesman problem.

PubMed

Bowler, Neill E; Fink, Thomas M A; Ball, Robin C

2003-09-01

We show that stochastic annealing can be successfully applied to gain new results on the probabilistic traveling salesman problem. The probabilistic "traveling salesman" must decide on an a priori order in which to visit n cities (randomly distributed over a unit square) before learning that some cities can be omitted. We find the optimized average length of the pruned tour follows E(L(pruned))=sqrt[np](0.872-0.105p)f(np), where p is the probability of a city needing to be visited, and f(np)-->1 as np--> infinity. The average length of the a priori tour (before omitting any cities) is found to follow E(L(a priori))=sqrt[n/p]beta(p), where beta(p)=1/[1.25-0.82 ln(p)] is measured for 0.05< or =p< or =0.6. Scaling arguments and indirect measurements suggest that beta(p) tends towards a constant for p<0.03. Our stochastic annealing algorithm is based on limited sampling of the pruned tour lengths, exploiting the sampling error to provide the analog of thermal fluctuations in simulated (thermal) annealing. The method has general application to the optimization of functions whose cost to evaluate rises with the precision required.

Commercialization of NESSUS: Status

NASA Technical Reports Server (NTRS)

Thacker, Ben H.; Millwater, Harry R.

1991-01-01

A plan was initiated in 1988 to commercialize the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) probabilistic structural analysis software. The goal of the on-going commercialization effort is to begin the transfer of Probabilistic Structural Analysis Method (PSAM) developed technology into industry and to develop additional funding resources in the general area of structural reliability. The commercialization effort is summarized. The SwRI NESSUS Software System is a general purpose probabilistic finite element computer program using state of the art methods for predicting stochastic structural response due to random loads, material properties, part geometry, and boundary conditions. NESSUS can be used to assess structural reliability, to compute probability of failure, to rank the input random variables by importance, and to provide a more cost effective design than traditional methods. The goal is to develop a general probabilistic structural analysis methodology to assist in the certification of critical components in the next generation Space Shuttle Main Engine.

Probabilistic boundary element method

NASA Technical Reports Server (NTRS)

Cruse, T. A.; Raveendra, S. T.

1989-01-01

The purpose of the Probabilistic Structural Analysis Method (PSAM) project is to develop structural analysis capabilities for the design analysis of advanced space propulsion system hardware. The boundary element method (BEM) is used as the basis of the Probabilistic Advanced Analysis Methods (PADAM) which is discussed. The probabilistic BEM code (PBEM) is used to obtain the structural response and sensitivity results to a set of random variables. As such, PBEM performs analogous to other structural analysis codes such as finite elements in the PSAM system. For linear problems, unlike the finite element method (FEM), the BEM governing equations are written at the boundary of the body only, thus, the method eliminates the need to model the volume of the body. However, for general body force problems, a direct condensation of the governing equations to the boundary of the body is not possible and therefore volume modeling is generally required.

Application of the Probabilistic Dynamic Synthesis Method to the Analysis of a Realistic Structure

NASA Technical Reports Server (NTRS)

Brown, Andrew M.; Ferri, Aldo A.

1998-01-01

The Probabilistic Dynamic Synthesis method is a new technique for obtaining the statistics of a desired response engineering quantity for a structure with non-deterministic parameters. The method uses measured data from modal testing of the structure as the input random variables, rather than more "primitive" quantities like geometry or material variation. This modal information is much more comprehensive and easily measured than the "primitive" information. The probabilistic analysis is carried out using either response surface reliability methods or Monte Carlo simulation. A previous work verified the feasibility of the PDS method on a simple seven degree-of-freedom spring-mass system. In this paper, extensive issues involved with applying the method to a realistic three-substructure system are examined, and free and forced response analyses are performed. The results from using the method are promising, especially when the lack of alternatives for obtaining quantitative output for probabilistic structures is considered.

Application of the Probabilistic Dynamic Synthesis Method to Realistic Structures

NASA Technical Reports Server (NTRS)

Brown, Andrew M.; Ferri, Aldo A.

1998-01-01

The Probabilistic Dynamic Synthesis method is a technique for obtaining the statistics of a desired response engineering quantity for a structure with non-deterministic parameters. The method uses measured data from modal testing of the structure as the input random variables, rather than more "primitive" quantities like geometry or material variation. This modal information is much more comprehensive and easily measured than the "primitive" information. The probabilistic analysis is carried out using either response surface reliability methods or Monte Carlo simulation. In previous work, the feasibility of the PDS method applied to a simple seven degree-of-freedom spring-mass system was verified. In this paper, extensive issues involved with applying the method to a realistic three-substructure system are examined, and free and forced response analyses are performed. The results from using the method are promising, especially when the lack of alternatives for obtaining quantitative output for probabilistic structures is considered.

Plate/shell structure topology optimization of orthotropic material for buckling problem based on independent continuous topological variables

NASA Astrophysics Data System (ADS)

Ye, Hong-Ling; Wang, Wei-Wei; Chen, Ning; Sui, Yun-Kang

2017-10-01

The purpose of the present work is to study the buckling problem with plate/shell topology optimization of orthotropic material. A model of buckling topology optimization is established based on the independent, continuous, and mapping method, which considers structural mass as objective and buckling critical loads as constraints. Firstly, composite exponential function (CEF) and power function (PF) as filter functions are introduced to recognize the element mass, the element stiffness matrix, and the element geometric stiffness matrix. The filter functions of the orthotropic material stiffness are deduced. Then these filter functions are put into buckling topology optimization of a differential equation to analyze the design sensitivity. Furthermore, the buckling constraints are approximately expressed as explicit functions with respect to the design variables based on the first-order Taylor expansion. The objective function is standardized based on the second-order Taylor expansion. Therefore, the optimization model is translated into a quadratic program. Finally, the dual sequence quadratic programming (DSQP) algorithm and the global convergence method of moving asymptotes algorithm with two different filter functions (CEF and PF) are applied to solve the optimal model. Three numerical results show that DSQP&CEF has the best performance in the view of structural mass and discretion.

A Probabilistic Feature Map-Based Localization System Using a Monocular Camera.

PubMed

Kim, Hyungjin; Lee, Donghwa; Oh, Taekjun; Choi, Hyun-Taek; Myung, Hyun

2015-08-31

Image-based localization is one of the most widely researched localization techniques in the robotics and computer vision communities. As enormous image data sets are provided through the Internet, many studies on estimating a location with a pre-built image-based 3D map have been conducted. Most research groups use numerous image data sets that contain sufficient features. In contrast, this paper focuses on image-based localization in the case of insufficient images and features. A more accurate localization method is proposed based on a probabilistic map using 3D-to-2D matching correspondences between a map and a query image. The probabilistic feature map is generated in advance by probabilistic modeling of the sensor system as well as the uncertainties of camera poses. Using the conventional PnP algorithm, an initial camera pose is estimated on the probabilistic feature map. The proposed algorithm is optimized from the initial pose by minimizing Mahalanobis distance errors between features from the query image and the map to improve accuracy. To verify that the localization accuracy is improved, the proposed algorithm is compared with the conventional algorithm in a simulation and realenvironments.

A Probabilistic Feature Map-Based Localization System Using a Monocular Camera

PubMed Central

Kim, Hyungjin; Lee, Donghwa; Oh, Taekjun; Choi, Hyun-Taek; Myung, Hyun

2015-01-01

Image-based localization is one of the most widely researched localization techniques in the robotics and computer vision communities. As enormous image data sets are provided through the Internet, many studies on estimating a location with a pre-built image-based 3D map have been conducted. Most research groups use numerous image data sets that contain sufficient features. In contrast, this paper focuses on image-based localization in the case of insufficient images and features. A more accurate localization method is proposed based on a probabilistic map using 3D-to-2D matching correspondences between a map and a query image. The probabilistic feature map is generated in advance by probabilistic modeling of the sensor system as well as the uncertainties of camera poses. Using the conventional PnP algorithm, an initial camera pose is estimated on the probabilistic feature map. The proposed algorithm is optimized from the initial pose by minimizing Mahalanobis distance errors between features from the query image and the map to improve accuracy. To verify that the localization accuracy is improved, the proposed algorithm is compared with the conventional algorithm in a simulation and realenvironments. PMID:26404284

Continuous-variable quantum cryptography is secure against non-Gaussian attacks.

PubMed

Grosshans, Frédéric; Cerf, Nicolas J

2004-01-30

A general study of arbitrary finite-size coherent attacks against continuous-variable quantum cryptographic schemes is presented. It is shown that, if the size of the blocks that can be coherently attacked by an eavesdropper is fixed and much smaller than the key size, then the optimal attack for a given signal-to-noise ratio in the transmission line is an individual Gaussian attack. Consequently, non-Gaussian coherent attacks do not need to be considered in the security analysis of such quantum cryptosystems.

Bio-inspired Optimal Locomotion Reconfigurability of Quadruped Rovers using Central Pattern Generators

NASA Astrophysics Data System (ADS)

Bohra, Murtaza

Legged rovers are often considered as viable solutions for traversing unknown terrain. This work addresses the optimal locomotion reconfigurability of quadruped rovers, which consists of obtaining optimal locomotion modes, and transitioning between them. A 2D sagittal plane rover model is considered based on a domestic cat. Using a Genetic Algorithm, the gait, pose and control variables that minimize torque or maximize speed are found separately. The optimization approach takes into account the elimination of leg impact, while considering the entire variable spectrum. The optimal solutions are consistent with other works on gait optimization, and are similar to gaits found in quadruped animals as well. An online model-free gait planning framework is also implemented, that is based on Central Pattern Generators is implemented. It is used to generate joint and control trajectories for any arbitrarily varying speed profile, and shown to regulate locomotion transition and speed modulation, both endogenously and continuously.

Incorporating Small Fatigue Crack Growth in Probabilistic Life Prediction: Effect of Stress Ratio in Ti-6Al-2Sn-4Zr-6-Mo (Preprint)

DTIC Science & Technology

2012-08-01

growth rates as well as the variability in the same, in the + titanium alloy, Ti-6Al-2Sn-4Zr-6Mo (Ti- 6 -2- 4 - 6 ) was studied at 260°C. A probabilistic...were obtained in a separate study on the effect of R on the small-crack growth regime in another + titanium alloy, Ti- 6 - 4 [32]. Given that crack...microstructure of Ti-6Al-2Sn-4Zr-6Mo (Ti- 6 -2- 4 - 6 ) at 260°C with particular emphasis on incorporating small-crack data into probabilistic life prediction

Probabilistic simulation of the human factor in structural reliability

NASA Technical Reports Server (NTRS)

Chamis, C. C.

1993-01-01

A formal approach is described in an attempt to computationally simulate the probable ranges of uncertainties of the human factor in structural probabilistic assessments. A multi-factor interaction equation (MFIE) model has been adopted for this purpose. Human factors such as marital status, professional status, home life, job satisfaction, work load and health, are considered to demonstrate the concept. Parametric studies in conjunction with judgment are used to select reasonable values for the participating factors (primitive variables). Suitability of the MFIE in the subsequently probabilistic sensitivity studies are performed to assess the validity of the whole approach. Results obtained show that the uncertainties for no error range from five to thirty percent for the most optimistic case.

Probabilistic simulation of the human factor in structural reliability

NASA Astrophysics Data System (ADS)

Chamis, Christos C.; Singhal, Surendra N.

1994-09-01

The formal approach described herein computationally simulates the probable ranges of uncertainties for the human factor in probabilistic assessments of structural reliability. Human factors such as marital status, professional status, home life, job satisfaction, work load, and health are studied by using a multifactor interaction equation (MFIE) model to demonstrate the approach. Parametric studies in conjunction with judgment are used to select reasonable values for the participating factors (primitive variables). Subsequently performed probabilistic sensitivity studies assess the suitability of the MFIE as well as the validity of the whole approach. Results show that uncertainties range from 5 to 30 percent for the most optimistic case, assuming 100 percent for no error (perfect performance).

Probabilistic micromechanics for metal matrix composites

NASA Astrophysics Data System (ADS)

Engelstad, S. P.; Reddy, J. N.; Hopkins, Dale A.

A probabilistic micromechanics-based nonlinear analysis procedure is developed to predict and quantify the variability in the properties of high temperature metal matrix composites. Monte Carlo simulation is used to model the probabilistic distributions of the constituent level properties including fiber, matrix, and interphase properties, volume and void ratios, strengths, fiber misalignment, and nonlinear empirical parameters. The procedure predicts the resultant ply properties and quantifies their statistical scatter. Graphite copper and Silicon Carbide Titanlum Aluminide (SCS-6 TI15) unidirectional plies are considered to demonstrate the predictive capabilities. The procedure is believed to have a high potential for use in material characterization and selection to precede and assist in experimental studies of new high temperature metal matrix composites.

Probabilistic Simulation of the Human Factor in Structural Reliability

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Singhal, Surendra N.

1994-01-01

The formal approach described herein computationally simulates the probable ranges of uncertainties for the human factor in probabilistic assessments of structural reliability. Human factors such as marital status, professional status, home life, job satisfaction, work load, and health are studied by using a multifactor interaction equation (MFIE) model to demonstrate the approach. Parametric studies in conjunction with judgment are used to select reasonable values for the participating factors (primitive variables). Subsequently performed probabilistic sensitivity studies assess the suitability of the MFIE as well as the validity of the whole approach. Results show that uncertainties range from 5 to 30 percent for the most optimistic case, assuming 100 percent for no error (perfect performance).

Composable security proof for continuous-variable quantum key distribution with coherent States.

PubMed

Leverrier, Anthony

2015-02-20

We give the first composable security proof for continuous-variable quantum key distribution with coherent states against collective attacks. Crucially, in the limit of large blocks the secret key rate converges to the usual value computed from the Holevo bound. Combining our proof with either the de Finetti theorem or the postselection technique then shows the security of the protocol against general attacks, thereby confirming the long-standing conjecture that Gaussian attacks are optimal asymptotically in the composable security framework. We expect that our parameter estimation procedure, which does not rely on any assumption about the quantum state being measured, will find applications elsewhere, for instance, for the reliable quantification of continuous-variable entanglement in finite-size settings.

Quantum probabilistic logic programming

NASA Astrophysics Data System (ADS)

Balu, Radhakrishnan

2015-05-01

We describe a quantum mechanics based logic programming language that supports Horn clauses, random variables, and covariance matrices to express and solve problems in probabilistic logic. The Horn clauses of the language wrap random variables, including infinite valued, to express probability distributions and statistical correlations, a powerful feature to capture relationship between distributions that are not independent. The expressive power of the language is based on a mechanism to implement statistical ensembles and to solve the underlying SAT instances using quantum mechanical machinery. We exploit the fact that classical random variables have quantum decompositions to build the Horn clauses. We establish the semantics of the language in a rigorous fashion by considering an existing probabilistic logic language called PRISM with classical probability measures defined on the Herbrand base and extending it to the quantum context. In the classical case H-interpretations form the sample space and probability measures defined on them lead to consistent definition of probabilities for well formed formulae. In the quantum counterpart, we define probability amplitudes on Hinterpretations facilitating the model generations and verifications via quantum mechanical superpositions and entanglements. We cast the well formed formulae of the language as quantum mechanical observables thus providing an elegant interpretation for their probabilities. We discuss several examples to combine statistical ensembles and predicates of first order logic to reason with situations involving uncertainty.

Assessment of flood susceptible areas using spatially explicit, probabilistic multi-criteria decision analysis

NASA Astrophysics Data System (ADS)

Tang, Zhongqian; Zhang, Hua; Yi, Shanzhen; Xiao, Yangfan

2018-03-01

GIS-based multi-criteria decision analysis (MCDA) is increasingly used to support flood risk assessment. However, conventional GIS-MCDA methods fail to adequately represent spatial variability and are accompanied with considerable uncertainty. It is, thus, important to incorporate spatial variability and uncertainty into GIS-based decision analysis procedures. This research develops a spatially explicit, probabilistic GIS-MCDA approach for the delineation of potentially flood susceptible areas. The approach integrates the probabilistic and the local ordered weighted averaging (OWA) methods via Monte Carlo simulation, to take into account the uncertainty related to criteria weights, spatial heterogeneity of preferences and the risk attitude of the analyst. The approach is applied to a pilot study for the Gucheng County, central China, heavily affected by the hazardous 2012 flood. A GIS database of six geomorphological and hydrometeorological factors for the evaluation of susceptibility was created. Moreover, uncertainty and sensitivity analysis were performed to investigate the robustness of the model. The results indicate that the ensemble method improves the robustness of the model outcomes with respect to variation in criteria weights and identifies which criteria weights are most responsible for the variability of model outcomes. Therefore, the proposed approach is an improvement over the conventional deterministic method and can provides a more rational, objective and unbiased tool for flood susceptibility evaluation.

A probabilistic bridge safety evaluation against floods.

PubMed

Liao, Kuo-Wei; Muto, Yasunori; Chen, Wei-Lun; Wu, Bang-Ho

2016-01-01

To further capture the influences of uncertain factors on river bridge safety evaluation, a probabilistic approach is adopted. Because this is a systematic and nonlinear problem, MPP-based reliability analyses are not suitable. A sampling approach such as a Monte Carlo simulation (MCS) or importance sampling is often adopted. To enhance the efficiency of the sampling approach, this study utilizes Bayesian least squares support vector machines to construct a response surface followed by an MCS, providing a more precise safety index. Although there are several factors impacting the flood-resistant reliability of a bridge, previous experiences and studies show that the reliability of the bridge itself plays a key role. Thus, the goal of this study is to analyze the system reliability of a selected bridge that includes five limit states. The random variables considered here include the water surface elevation, water velocity, local scour depth, soil property and wind load. Because the first three variables are deeply affected by river hydraulics, a probabilistic HEC-RAS-based simulation is performed to capture the uncertainties in those random variables. The accuracy and variation of our solutions are confirmed by a direct MCS to ensure the applicability of the proposed approach. The results of a numerical example indicate that the proposed approach can efficiently provide an accurate bridge safety evaluation and maintain satisfactory variation.

Best Merge Region Growing with Integrated Probabilistic Classification for Hyperspectral Imagery

NASA Technical Reports Server (NTRS)

Tarabalka, Yuliya; Tilton, James C.

2011-01-01

A new method for spectral-spatial classification of hyperspectral images is proposed. The method is based on the integration of probabilistic classification within the hierarchical best merge region growing algorithm. For this purpose, preliminary probabilistic support vector machines classification is performed. Then, hierarchical step-wise optimization algorithm is applied, by iteratively merging regions with the smallest Dissimilarity Criterion (DC). The main novelty of this method consists in defining a DC between regions as a function of region statistical and geometrical features along with classification probabilities. Experimental results are presented on a 200-band AVIRIS image of the Northwestern Indiana s vegetation area and compared with those obtained by recently proposed spectral-spatial classification techniques. The proposed method improves classification accuracies when compared to other classification approaches.

Efficient and robust model-to-image alignment using 3D scale-invariant features.

PubMed

Toews, Matthew; Wells, William M

2013-04-01

This paper presents feature-based alignment (FBA), a general method for efficient and robust model-to-image alignment. Volumetric images, e.g. CT scans of the human body, are modeled probabilistically as a collage of 3D scale-invariant image features within a normalized reference space. Features are incorporated as a latent random variable and marginalized out in computing a maximum a posteriori alignment solution. The model is learned from features extracted in pre-aligned training images, then fit to features extracted from a new image to identify a globally optimal locally linear alignment solution. Novel techniques are presented for determining local feature orientation and efficiently encoding feature intensity in 3D. Experiments involving difficult magnetic resonance (MR) images of the human brain demonstrate FBA achieves alignment accuracy similar to widely-used registration methods, while requiring a fraction of the memory and computation resources and offering a more robust, globally optimal solution. Experiments on CT human body scans demonstrate FBA as an effective system for automatic human body alignment where other alignment methods break down. Copyright © 2012 Elsevier B.V. All rights reserved.

Efficient and Robust Model-to-Image Alignment using 3D Scale-Invariant Features

PubMed Central

Toews, Matthew; Wells, William M.

2013-01-01

This paper presents feature-based alignment (FBA), a general method for efficient and robust model-to-image alignment. Volumetric images, e.g. CT scans of the human body, are modeled probabilistically as a collage of 3D scale-invariant image features within a normalized reference space. Features are incorporated as a latent random variable and marginalized out in computing a maximum a-posteriori alignment solution. The model is learned from features extracted in pre-aligned training images, then fit to features extracted from a new image to identify a globally optimal locally linear alignment solution. Novel techniques are presented for determining local feature orientation and efficiently encoding feature intensity in 3D. Experiments involving difficult magnetic resonance (MR) images of the human brain demonstrate FBA achieves alignment accuracy similar to widely-used registration methods, while requiring a fraction of the memory and computation resources and offering a more robust, globally optimal solution. Experiments on CT human body scans demonstrate FBA as an effective system for automatic human body alignment where other alignment methods break down. PMID:23265799

Climate change risk analysis framework (CCRAF) a probabilistic tool for analyzing climate change uncertainties

NASA Astrophysics Data System (ADS)

Legget, J.; Pepper, W.; Sankovski, A.; Smith, J.; Tol, R.; Wigley, T.

2003-04-01

Potential risks of human-induced climate change are subject to a three-fold uncertainty associated with: the extent of future anthropogenic and natural GHG emissions; global and regional climatic responses to emissions; and impacts of climatic changes on economies and the biosphere. Long-term analyses are also subject to uncertainty regarding how humans will respond to actual or perceived changes, through adaptation or mitigation efforts. Explicitly addressing these uncertainties is a high priority in the scientific and policy communities Probabilistic modeling is gaining momentum as a technique to quantify uncertainties explicitly and use decision analysis techniques that take advantage of improved risk information. The Climate Change Risk Assessment Framework (CCRAF) presented here a new integrative tool that combines the probabilistic approaches developed in population, energy and economic sciences with empirical data and probabilistic results of climate and impact models. The main CCRAF objective is to assess global climate change as a risk management challenge and to provide insights regarding robust policies that address the risks, by mitigating greenhouse gas emissions and by adapting to climate change consequences. The CCRAF endogenously simulates to 2100 or beyond annual region-specific changes in population; GDP; primary (by fuel) and final energy (by type) use; a wide set of associated GHG emissions; GHG concentrations; global temperature change and sea level rise; economic, health, and biospheric impacts; costs of mitigation and adaptation measures and residual costs or benefits of climate change. Atmospheric and climate components of CCRAF are formulated based on the latest version of Wigley's and Raper's MAGICC model and impacts are simulated based on a modified version of Tol's FUND model. The CCRAF is based on series of log-linear equations with deterministic and random components and is implemented using a Monte-Carlo method with up to 5000 variants per set of fixed input parameters. The shape and coefficients of CCRAF equations are derived from regression analyses of historic data and expert assessments. There are two types of random components in CCRAF - one reflects a year-to-year fluctuations around the expected value of a given variable (e.g., standard error of the annual GDP growth) and another is fixed within each CCRAF variant and represents some essential constants within a "world" represented by that variant (e.g., the value of climate sensitivity). Both types of random components are drawn from pre-defined probability distributions functions developed based on historic data or expert assessments. Preliminary CCRAF results emphasize the relative importance of uncertainties associated with the conversion of GHG and particulate emissions into radiative forcing and quantifying climate change effects at the regional level. A separates analysis involves an "adaptive decision-making", which optimizes the expected future policy effects given the estimated probabilistic uncertainties. As uncertainty for some variables evolve over the time steps, the decisions also adapt. This modeling approach is feasible only with explicit modeling of uncertainties.

Multivariate Probabilistic Analysis of an Hydrological Model

NASA Astrophysics Data System (ADS)

Franceschini, Samuela; Marani, Marco

2010-05-01

Model predictions derived based on rainfall measurements and hydrological model results are often limited by the systematic error of measuring instruments, by the intrinsic variability of the natural processes and by the uncertainty of the mathematical representation. We propose a means to identify such sources of uncertainty and to quantify their effects based on point-estimate approaches, as a valid alternative to cumbersome Montecarlo methods. We present uncertainty analyses on the hydrologic response to selected meteorological events, in the mountain streamflow-generating portion of the Brenta basin at Bassano del Grappa, Italy. The Brenta river catchment has a relatively uniform morphology and quite a heterogeneous rainfall-pattern. In the present work, we evaluate two sources of uncertainty: data uncertainty (the uncertainty due to data handling and analysis) and model uncertainty (the uncertainty related to the formulation of the model). We thus evaluate the effects of the measurement error of tipping-bucket rain gauges, the uncertainty in estimating spatially-distributed rainfall through block kriging, and the uncertainty associated with estimated model parameters. To this end, we coupled a deterministic model based on the geomorphological theory of the hydrologic response to probabilistic methods. In particular we compare the results of Monte Carlo Simulations (MCS) to the results obtained, in the same conditions, using Li's Point Estimate Method (LiM). The LiM is a probabilistic technique that approximates the continuous probability distribution function of the considered stochastic variables by means of discrete points and associated weights. This allows to satisfactorily reproduce results with only few evaluations of the model function. The comparison between the LiM and MCS results highlights the pros and cons of using an approximating method. LiM is less computationally demanding than MCS, but has limited applicability especially when the model response is highly nonlinear. Higher-order approximations can provide more accurate estimations, but reduce the numerical advantage of the LiM. The results of the uncertainty analysis identify the main sources of uncertainty in the computation of river discharge. In this particular case the spatial variability of rainfall and the model parameters uncertainty are shown to have the greatest impact on discharge evaluation. This, in turn, highlights the need to support any estimated hydrological response with probability information and risk analysis results in order to provide a robust, systematic framework for decision making.

On the Accuracy of Probabilistic Bucking Load Prediction

NASA Technical Reports Server (NTRS)

Arbocz, Johann; Starnes, James H.; Nemeth, Michael P.

2001-01-01

The buckling strength of thin-walled stiffened or unstiffened, metallic or composite shells is of major concern in aeronautical and space applications. The difficulty to predict the behavior of axially compressed thin-walled cylindrical shells continues to worry design engineers as we enter the third millennium. Thanks to extensive research programs in the late sixties and early seventies and the contributions of many eminent scientists, it is known that buckling strength calculations are affected by the uncertainties in the definition of the parameters of the problem such as definition of loads, material properties, geometric variables, edge support conditions, and the accuracy of the engineering models and analysis tools used in the design phase. The NASA design criteria monographs from the late sixties account for these design uncertainties by the use of a lump sum safety factor. This so-called 'empirical knockdown factor gamma' usually results in overly conservative design. Recently new reliability based probabilistic design procedure for buckling critical imperfect shells have been proposed. It essentially consists of a stochastic approach which introduces an improved 'scientific knockdown factor lambda(sub a)', that is not as conservative as the traditional empirical one. In order to incorporate probabilistic methods into a High Fidelity Analysis Approach one must be able to assess the accuracy of the various steps that must be executed to complete a reliability calculation. In the present paper the effect of size of the experimental input sample on the predicted value of the scientific knockdown factor lambda(sub a) calculated by the First-Order, Second-Moment Method is investigated.

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 2. Application to Owens Valley, California

USGS Publications Warehouse

Guymon, Gary L.; Yen, Chung-Cheng

1990-01-01

The applicability of a deterministic-probabilistic model for predicting water tables in southern Owens Valley, California, is evaluated. The model is based on a two-layer deterministic model that is cascaded with a two-point probability model. To reduce the potentially large number of uncertain variables in the deterministic model, lumping of uncertain variables was evaluated by sensitivity analysis to reduce the total number of uncertain variables to three variables: hydraulic conductivity, storage coefficient or specific yield, and source-sink function. Results demonstrate that lumping of uncertain parameters reduces computational effort while providing sufficient precision for the case studied. Simulated spatial coefficients of variation for water table temporal position in most of the basin is small, which suggests that deterministic models can predict water tables in these areas with good precision. However, in several important areas where pumping occurs or the geology is complex, the simulated spatial coefficients of variation are over estimated by the two-point probability method.

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 2. Application to Owens Valley, California

NASA Astrophysics Data System (ADS)

Guymon, Gary L.; Yen, Chung-Cheng

1990-07-01

The applicability of a deterministic-probabilistic model for predicting water tables in southern Owens Valley, California, is evaluated. The model is based on a two-layer deterministic model that is cascaded with a two-point probability model. To reduce the potentially large number of uncertain variables in the deterministic model, lumping of uncertain variables was evaluated by sensitivity analysis to reduce the total number of uncertain variables to three variables: hydraulic conductivity, storage coefficient or specific yield, and source-sink function. Results demonstrate that lumping of uncertain parameters reduces computational effort while providing sufficient precision for the case studied. Simulated spatial coefficients of variation for water table temporal position in most of the basin is small, which suggests that deterministic models can predict water tables in these areas with good precision. However, in several important areas where pumping occurs or the geology is complex, the simulated spatial coefficients of variation are over estimated by the two-point probability method.

Evaluating variability and uncertainty separately in microbial quantitative risk assessment using two R packages.

PubMed

Pouillot, Régis; Delignette-Muller, Marie Laure

2010-09-01

Quantitative risk assessment has emerged as a valuable tool to enhance the scientific basis of regulatory decisions in the food safety domain. This article introduces the use of two new computing resources (R packages) specifically developed to help risk assessors in their projects. The first package, "fitdistrplus", gathers tools for choosing and fitting a parametric univariate distribution to a given dataset. The data may be continuous or discrete. Continuous data may be right-, left- or interval-censored as is frequently obtained with analytical methods, with the possibility of various censoring thresholds within the dataset. Bootstrap procedures then allow the assessor to evaluate and model the uncertainty around the parameters and to transfer this information into a quantitative risk assessment model. The second package, "mc2d", helps to build and study two dimensional (or second-order) Monte-Carlo simulations in which the estimation of variability and uncertainty in the risk estimates is separated. This package easily allows the transfer of separated variability and uncertainty along a chain of conditional mathematical and probabilistic models. The usefulness of these packages is illustrated through a risk assessment of hemolytic and uremic syndrome in children linked to the presence of Escherichia coli O157:H7 in ground beef. These R packages are freely available at the Comprehensive R Archive Network (cran.r-project.org). Copyright 2010 Elsevier B.V. All rights reserved.

A Stochastic Inversion Method for Potential Field Data: Ant Colony Optimization

NASA Astrophysics Data System (ADS)

Liu, Shuang; Hu, Xiangyun; Liu, Tianyou

2014-07-01

Simulating natural ants' foraging behavior, the ant colony optimization (ACO) algorithm performs excellently in combinational optimization problems, for example the traveling salesman problem and the quadratic assignment problem. However, the ACO is seldom used to inverted for gravitational and magnetic data. On the basis of the continuous and multi-dimensional objective function for potential field data optimization inversion, we present the node partition strategy ACO (NP-ACO) algorithm for inversion of model variables of fixed shape and recovery of physical property distributions of complicated shape models. We divide the continuous variables into discrete nodes and ants directionally tour the nodes by use of transition probabilities. We update the pheromone trails by use of Gaussian mapping between the objective function value and the quantity of pheromone. It can analyze the search results in real time and promote the rate of convergence and precision of inversion. Traditional mapping, including the ant-cycle system, weaken the differences between ant individuals and lead to premature convergence. We tested our method by use of synthetic data and real data from scenarios involving gravity and magnetic anomalies. The inverted model variables and recovered physical property distributions were in good agreement with the true values. The ACO algorithm for binary representation imaging and full imaging can recover sharper physical property distributions than traditional linear inversion methods. The ACO has good optimization capability and some excellent characteristics, for example robustness, parallel implementation, and portability, compared with other stochastic metaheuristics.

A non-linear data mining parameter selection algorithm for continuous variables

PubMed Central

Razavi, Marianne; Brady, Sean

2017-01-01

In this article, we propose a new data mining algorithm, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, a preferred selection method should have the potential of adding a supplementary level of regression analysis that would capture complex relationships in the data via mathematical transformation of the predictors and exploration of synergistic effects of combined variables. The method that we present here has the potential to produce an optimal subset of variables, rendering the overall process of model selection more efficient. This algorithm introduces interpretable parameters by transforming the original inputs and also a faithful fit to the data. The core objective of this paper is to introduce a new estimation technique for the classical least square regression framework. This new automatic variable transformation and model selection method could offer an optimal and stable model that minimizes the mean square error and variability, while combining all possible subset selection methodology with the inclusion variable transformations and interactions. Moreover, this method controls multicollinearity, leading to an optimal set of explanatory variables. PMID:29131829

CPT-based probabilistic and deterministic assessment of in situ seismic soil liquefaction potential

USGS Publications Warehouse

Moss, R.E.S.; Seed, R.B.; Kayen, R.E.; Stewart, J.P.; Der Kiureghian, A.; Cetin, K.O.

2006-01-01

This paper presents a complete methodology for both probabilistic and deterministic assessment of seismic soil liquefaction triggering potential based on the cone penetration test (CPT). A comprehensive worldwide set of CPT-based liquefaction field case histories were compiled and back analyzed, and the data then used to develop probabilistic triggering correlations. Issues investigated in this study include improved normalization of CPT resistance measurements for the influence of effective overburden stress, and adjustment to CPT tip resistance for the potential influence of "thin" liquefiable layers. The effects of soil type and soil character (i.e., "fines" adjustment) for the new correlations are based on a combination of CPT tip and sleeve resistance. To quantify probability for performancebased engineering applications, Bayesian "regression" methods were used, and the uncertainties of all variables comprising both the seismic demand and the liquefaction resistance were estimated and included in the analysis. The resulting correlations were developed using a Bayesian framework and are presented in both probabilistic and deterministic formats. The results are compared to previous probabilistic and deterministic correlations. ?? 2006 ASCE.

Cost-effectiveness of continuation maintenance pemetrexed after cisplatin and pemetrexed chemotherapy for advanced nonsquamous non-small-cell lung cancer: estimates from the perspective of the Chinese health care system.

PubMed

Zeng, Xiaohui; Peng, Liubao; Li, Jianhe; Chen, Gannong; Tan, Chongqing; Wang, Siying; Wan, Xiaomin; Ouyang, Lihui; Zhao, Ziying

2013-01-01

Continuation maintenance treatment with pemetrexed is approved by current clinical guidelines as a category 2A recommendation after induction therapy with cisplatin and pemetrexed chemotherapy (CP strategy) for patients with advanced nonsquamous non-small-cell lung cancer (NSCLC). However, the cost-effectiveness of the treatment remains unclear. We completed a trial-based assessment, from the perspective of the Chinese health care system, of the cost-effectiveness of maintenance pemetrexed treatment after a CP strategy for patients with advanced nonsquamous NSCLC. A Markov model was developed to estimate costs and benefits. It was based on a clinical trial that compared continuation maintenance pemetrexed therapy plus best supportive care (BSC) versus placebo plus BSC after a CP strategy for advanced nonsquamous NSCLC. Sensitivity analyses were conducted to assess the stability of the model. The model base case analysis suggested that continuation maintenance pemetrexed therapy after a CP strategy would increase benefits in a 1-, 2-, 5-, or 10-year time horizon, with incremental costs of $183,589.06, $126,353.16, $124,766.68, and $124,793.12 per quality-adjusted life-year gained, respectively. The most sensitive influential variable in the cost-effectiveness analysis was the utility of the progression-free survival state, followed by proportion of patients with postdiscontinuation therapy in both arms, proportion of BSC costs for PFS versus progressed survival state, and cost of pemetrexed. Probabilistic sensitivity analysis indicated that the cost-effective probability of adding continuation maintenance pemetrexed therapy to BSC was zero. One-way and probabilistic sensitivity analyses revealed that the Markov model was robust. Continuation maintenance of pemetrexed after a CP strategy for patients with advanced nonsquamous NSCLC is not cost-effective based on a recent clinical trial. Decreasing the price or adjusting the dosage of pemetrexed may be a better option for meeting the treatment demands of Chinese patients. Copyright © 2013 Elsevier HS Journals, Inc. All rights reserved.

Optimally cloned binary coherent states

NASA Astrophysics Data System (ADS)

Müller, C. R.; Leuchs, G.; Marquardt, Ch.; Andersen, U. L.

2017-10-01

Binary coherent state alphabets can be represented in a two-dimensional Hilbert space. We capitalize this formal connection between the otherwise distinct domains of qubits and continuous variable states to map binary phase-shift keyed coherent states onto the Bloch sphere and to derive their quantum-optimal clones. We analyze the Wigner function and the cumulants of the clones, and we conclude that optimal cloning of binary coherent states requires a nonlinearity above second order. We propose several practical and near-optimal cloning schemes and compare their cloning fidelity to the optimal cloner.

Design optimization and uncertainty quantification for aeromechanics forced response of a turbomachinery blade

NASA Astrophysics Data System (ADS)

Modgil, Girish A.

Gas turbine engines for aerospace applications have evolved dramatically over the last 50 years through the constant pursuit for better specific fuel consumption, higher thrust-to-weight ratio, lower noise and emissions all while maintaining reliability and affordability. An important step in enabling these improvements is a forced response aeromechanics analysis involving structural dynamics and aerodynamics of the turbine. It is well documented that forced response vibration is a very critical problem in aircraft engine design, causing High Cycle Fatigue (HCF). Pushing the envelope on engine design has led to increased forced response problems and subsequently an increased risk of HCF failure. Forced response analysis is used to assess design feasibility of turbine blades for HCF using a material limit boundary set by the Goodman Diagram envelope that combines the effects of steady and vibratory stresses. Forced response analysis is computationally expensive, time consuming and requires multi-domain experts to finalize a result. As a consequence, high-fidelity aeromechanics analysis is performed deterministically and is usually done at the end of the blade design process when it is very costly to make significant changes to geometry or aerodynamic design. To address uncertainties in the system (engine operating point, temperature distribution, mistuning, etc.) and variability in material properties, designers apply conservative safety factors in the traditional deterministic approach, which leads to bulky designs. Moreover, using a deterministic approach does not provide a calculated risk of HCF failure. This thesis describes a process that begins with the optimal aerodynamic design of a turbomachinery blade developed using surrogate models of high-fidelity analyses. The resulting optimal blade undergoes probabilistic evaluation to generate aeromechanics results that provide a calculated likelihood of failure from HCF. An existing Rolls-Royce High Work Single Stage (HWSS) turbine blisk provides a baseline to demonstrate the process. The generalized polynomial chaos (gPC) toolbox which was developed includes sampling methods and constructs polynomial approximations. The toolbox provides not only the means for uncertainty quantification of the final blade design, but also facilitates construction of the surrogate models used for the blade optimization. This paper shows that gPC , with a small number of samples, achieves very fast rates of convergence and high accuracy in describing probability distributions without loss of detail in the tails . First, an optimization problem maximizes stage efficiency using turbine aerodynamic design rules as constraints; the function evaluations for this optimization are surrogate models from detailed 3D steady Computational Fluid Dynamics (CFD) analyses. The resulting optimal shape provides a starting point for the 3D high-fidelity aeromechanics (unsteady CFD and 3D Finite Element Analysis (FEA)) UQ study assuming three uncertain input parameters. This investigation seeks to find the steady and vibratory stresses associated with the first torsion mode for the HWSS turbine blisk near maximum operating speed of the engine. Using gPC to provide uncertainty estimates of the steady and vibratory stresses enables the creation of a Probabilistic Goodman Diagram, which - to the authors' best knowledge - is the first of its kind using high fidelity aeromechanics for turbomachinery blades. The Probabilistic Goodman Diagram enables turbine blade designers to make more informed design decisions and it allows the aeromechanics expert to assess quantitatively the risk associated with HCF for any mode crossing based on high fidelity simulations.

Several comparison result of two types of equilibrium (Pareto Schemes and Stackelberg Scheme) of game theory approach in probabilistic vendor – buyer supply chain system with imperfect quality

NASA Astrophysics Data System (ADS)

Setiawan, R.

2018-05-01

In this paper, Economic Order Quantity (EOQ) of the vendor-buyer supply-chain model under a probabilistic condition with imperfect quality items has been analysed. The analysis is delivered using two concepts in game theory approach, which is Stackelberg equilibrium and Pareto Optimal, under non-cooperative and cooperative games, respectively. Another result is getting acomparison of theoptimal result between integrated scheme and game theory approach based on analytical and numerical result using appropriate simulation data.

Optimal entangling operations between deterministic blocks of qubits encoded into single photons

NASA Astrophysics Data System (ADS)

Smith, Jake A.; Kaplan, Lev

2018-01-01

Here, we numerically simulate probabilistic elementary entangling operations between rail-encoded photons for the purpose of scalable universal quantum computation or communication. We propose grouping logical qubits into single-photon blocks wherein single-qubit rotations and the controlled-not (cnot) gate are fully deterministic and simple to implement. Interblock communication is then allowed through said probabilistic entangling operations. We find a promising trend in the increasing probability of successful interblock communication as we increase the number of optical modes operated on by our elementary entangling operations.

Seasonal streamflow prediction using ensemble streamflow prediction technique for the Rangitata and Waitaki River basins on the South Island of New Zealand

NASA Astrophysics Data System (ADS)

Singh, Shailesh Kumar

2014-05-01

Streamflow forecasts are essential for making critical decision for optimal allocation of water supplies for various demands that include irrigation for agriculture, habitat for fisheries, hydropower production and flood warning. The major objective of this study is to explore the Ensemble Streamflow Prediction (ESP) based forecast in New Zealand catchments and to highlights the present capability of seasonal flow forecasting of National Institute of Water and Atmospheric Research (NIWA). In this study a probabilistic forecast framework for ESP is presented. The basic assumption in ESP is that future weather pattern were experienced historically. Hence, past forcing data can be used with current initial condition to generate an ensemble of prediction. Small differences in initial conditions can result in large difference in the forecast. The initial state of catchment can be obtained by continuously running the model till current time and use this initial state with past forcing data to generate ensemble of flow for future. The approach taken here is to run TopNet hydrological models with a range of past forcing data (precipitation, temperature etc.) with current initial conditions. The collection of runs is called the ensemble. ESP give probabilistic forecasts for flow. From ensemble members the probability distributions can be derived. The probability distributions capture part of the intrinsic uncertainty in weather or climate. An ensemble stream flow prediction which provide probabilistic hydrological forecast with lead time up to 3 months is presented for Rangitata, Ahuriri, and Hooker and Jollie rivers in South Island of New Zealand. ESP based seasonal forecast have better skill than climatology. This system can provide better over all information for holistic water resource management.

A generative, probabilistic model of local protein structure.

PubMed

Boomsma, Wouter; Mardia, Kanti V; Taylor, Charles C; Ferkinghoff-Borg, Jesper; Krogh, Anders; Hamelryck, Thomas

2008-07-01

Despite significant progress in recent years, protein structure prediction maintains its status as one of the prime unsolved problems in computational biology. One of the key remaining challenges is an efficient probabilistic exploration of the structural space that correctly reflects the relative conformational stabilities. Here, we present a fully probabilistic, continuous model of local protein structure in atomic detail. The generative model makes efficient conformational sampling possible and provides a framework for the rigorous analysis of local sequence-structure correlations in the native state. Our method represents a significant theoretical and practical improvement over the widely used fragment assembly technique by avoiding the drawbacks associated with a discrete and nonprobabilistic approach.

Multi-Objective Optimization of a Turbofan for an Advanced, Single-Aisle Transport

NASA Technical Reports Server (NTRS)

Berton, Jeffrey J.; Guynn, Mark D.

2012-01-01

Considerable interest surrounds the design of the next generation of single-aisle commercial transports in the Boeing 737 and Airbus A320 class. Aircraft designers will depend on advanced, next-generation turbofan engines to power these airplanes. The focus of this study is to apply single- and multi-objective optimization algorithms to the conceptual design of ultrahigh bypass turbofan engines for this class of aircraft, using NASA s Subsonic Fixed Wing Project metrics as multidisciplinary objectives for optimization. The independent design variables investigated include three continuous variables: sea level static thrust, wing reference area, and aerodynamic design point fan pressure ratio, and four discrete variables: overall pressure ratio, fan drive system architecture (i.e., direct- or gear-driven), bypass nozzle architecture (i.e., fixed- or variable geometry), and the high- and low-pressure compressor work split. Ramp weight, fuel burn, noise, and emissions are the parameters treated as dependent objective functions. These optimized solutions provide insight to the ultrahigh bypass engine design process and provide information to NASA program management to help guide its technology development efforts.

Exposure Estimation and Interpretation of Occupational Risk: Enhanced Information for the Occupational Risk Manager

PubMed Central

Waters, Martha; McKernan, Lauralynn; Maier, Andrew; Jayjock, Michael; Schaeffer, Val; Brosseau, Lisa

2015-01-01

The fundamental goal of this article is to describe, define, and analyze the components of the risk characterization process for occupational exposures. Current methods are described for the probabilistic characterization of exposure, including newer techniques that have increasing applications for assessing data from occupational exposure scenarios. In addition, since the probability of health effects reflects variability in the exposure estimate as well as the dose-response curve—the integrated considerations of variability surrounding both components of the risk characterization provide greater information to the occupational hygienist. Probabilistic tools provide a more informed view of exposure as compared to use of discrete point estimates for these inputs to the risk characterization process. Active use of such tools for exposure and risk assessment will lead to a scientifically supported worker health protection program. Understanding the bases for an occupational risk assessment, focusing on important sources of variability and uncertainty enables characterizing occupational risk in terms of a probability, rather than a binary decision of acceptable risk or unacceptable risk. A critical review of existing methods highlights several conclusions: (1) exposure estimates and the dose-response are impacted by both variability and uncertainty and a well-developed risk characterization reflects and communicates this consideration; (2) occupational risk is probabilistic in nature and most accurately considered as a distribution, not a point estimate; and (3) occupational hygienists have a variety of tools available to incorporate concepts of risk characterization into occupational health and practice. PMID:26302336

A rational model of function learning.

PubMed

Lucas, Christopher G; Griffiths, Thomas L; Williams, Joseph J; Kalish, Michael L

2015-10-01

Theories of how people learn relationships between continuous variables have tended to focus on two possibilities: one, that people are estimating explicit functions, or two that they are performing associative learning supported by similarity. We provide a rational analysis of function learning, drawing on work on regression in machine learning and statistics. Using the equivalence of Bayesian linear regression and Gaussian processes, which provide a probabilistic basis for similarity-based function learning, we show that learning explicit rules and using similarity can be seen as two views of one solution to this problem. We use this insight to define a rational model of human function learning that combines the strengths of both approaches and accounts for a wide variety of experimental results.

Probabilistic finite elements for transient analysis in nonlinear continua

NASA Technical Reports Server (NTRS)

Liu, W. K.; Belytschko, T.; Mani, A.

1985-01-01

The probabilistic finite element method (PFEM), which is a combination of finite element methods and second-moment analysis, is formulated for linear and nonlinear continua with inhomogeneous random fields. Analogous to the discretization of the displacement field in finite element methods, the random field is also discretized. The formulation is simplified by transforming the correlated variables to a set of uncorrelated variables through an eigenvalue orthogonalization. Furthermore, it is shown that a reduced set of the uncorrelated variables is sufficient for the second-moment analysis. Based on the linear formulation of the PFEM, the method is then extended to transient analysis in nonlinear continua. The accuracy and efficiency of the method is demonstrated by application to a one-dimensional, elastic/plastic wave propagation problem. The moments calculated compare favorably with those obtained by Monte Carlo simulation. Also, the procedure is amenable to implementation in deterministic FEM based computer programs.

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

Pichara, Karim; Protopapas, Pavlos

We present an automatic classification method for astronomical catalogs with missing data. We use Bayesian networks and a probabilistic graphical model that allows us to perform inference to predict missing values given observed data and dependency relationships between variables. To learn a Bayesian network from incomplete data, we use an iterative algorithm that utilizes sampling methods and expectation maximization to estimate the distributions and probabilistic dependencies of variables from data with missing values. To test our model, we use three catalogs with missing data (SAGE, Two Micron All Sky Survey, and UBVI) and one complete catalog (MACHO). We examine howmore » classification accuracy changes when information from missing data catalogs is included, how our method compares to traditional missing data approaches, and at what computational cost. Integrating these catalogs with missing data, we find that classification of variable objects improves by a few percent and by 15% for quasar detection while keeping the computational cost the same.« less

Low-Dimensional Statistics of Anatomical Variability via Compact Representation of Image Deformations.

PubMed

Zhang, Miaomiao; Wells, William M; Golland, Polina

2016-10-01

Using image-based descriptors to investigate clinical hypotheses and therapeutic implications is challenging due to the notorious "curse of dimensionality" coupled with a small sample size. In this paper, we present a low-dimensional analysis of anatomical shape variability in the space of diffeomorphisms and demonstrate its benefits for clinical studies. To combat the high dimensionality of the deformation descriptors, we develop a probabilistic model of principal geodesic analysis in a bandlimited low-dimensional space that still captures the underlying variability of image data. We demonstrate the performance of our model on a set of 3D brain MRI scans from the Alzheimer's Disease Neuroimaging Initiative (ADNI) database. Our model yields a more compact representation of group variation at substantially lower computational cost than models based on the high-dimensional state-of-the-art approaches such as tangent space PCA (TPCA) and probabilistic principal geodesic analysis (PPGA).

A Tutorial in Bayesian Potential Outcomes Mediation Analysis.

PubMed

Miočević, Milica; Gonzalez, Oscar; Valente, Matthew J; MacKinnon, David P

2018-01-01

Statistical mediation analysis is used to investigate intermediate variables in the relation between independent and dependent variables. Causal interpretation of mediation analyses is challenging because randomization of subjects to levels of the independent variable does not rule out the possibility of unmeasured confounders of the mediator to outcome relation. Furthermore, commonly used frequentist methods for mediation analysis compute the probability of the data given the null hypothesis, which is not the probability of a hypothesis given the data as in Bayesian analysis. Under certain assumptions, applying the potential outcomes framework to mediation analysis allows for the computation of causal effects, and statistical mediation in the Bayesian framework gives indirect effects probabilistic interpretations. This tutorial combines causal inference and Bayesian methods for mediation analysis so the indirect and direct effects have both causal and probabilistic interpretations. Steps in Bayesian causal mediation analysis are shown in the application to an empirical example.

Propagating Water Quality Analysis Uncertainty Into Resource Management Decisions Through Probabilistic Modeling

NASA Astrophysics Data System (ADS)

Gronewold, A. D.; Wolpert, R. L.; Reckhow, K. H.

2007-12-01

Most probable number (MPN) and colony-forming-unit (CFU) are two estimates of fecal coliform bacteria concentration commonly used as measures of water quality in United States shellfish harvesting waters. The MPN is the maximum likelihood estimate (or MLE) of the true fecal coliform concentration based on counts of non-sterile tubes in serial dilution of a sample aliquot, indicating bacterial metabolic activity. The CFU is the MLE of the true fecal coliform concentration based on the number of bacteria colonies emerging on a growth plate after inoculation from a sample aliquot. Each estimating procedure has intrinsic variability and is subject to additional uncertainty arising from minor variations in experimental protocol. Several versions of each procedure (using different sized aliquots or different numbers of tubes, for example) are in common use, each with its own levels of probabilistic and experimental error and uncertainty. It has been observed empirically that the MPN procedure is more variable than the CFU procedure, and that MPN estimates are somewhat higher on average than CFU estimates, on split samples from the same water bodies. We construct a probabilistic model that provides a clear theoretical explanation for the observed variability in, and discrepancy between, MPN and CFU measurements. We then explore how this variability and uncertainty might propagate into shellfish harvesting area management decisions through a two-phased modeling strategy. First, we apply our probabilistic model in a simulation-based analysis of future water quality standard violation frequencies under alternative land use scenarios, such as those evaluated under guidelines of the total maximum daily load (TMDL) program. Second, we apply our model to water quality data from shellfish harvesting areas which at present are closed (either conditionally or permanently) to shellfishing, to determine if alternative laboratory analysis procedures might have led to different management decisions. Our research results indicate that the (often large) observed differences between MPN and CFU values for the same water body are well within the ranges predicted by our probabilistic model. Our research also indicates that the probability of violating current water quality guidelines at specified true fecal coliform concentrations depends on the laboratory procedure used. As a result, quality-based management decisions, such as opening or closing a shellfishing area, may also depend on the laboratory procedure used.

Effects of sample survey design on the accuracy of classification tree models in species distribution models

USGS Publications Warehouse

Edwards, T.C.; Cutler, D.R.; Zimmermann, N.E.; Geiser, L.; Moisen, Gretchen G.

2006-01-01

We evaluated the effects of probabilistic (hereafter DESIGN) and non-probabilistic (PURPOSIVE) sample surveys on resultant classification tree models for predicting the presence of four lichen species in the Pacific Northwest, USA. Models derived from both survey forms were assessed using an independent data set (EVALUATION). Measures of accuracy as gauged by resubstitution rates were similar for each lichen species irrespective of the underlying sample survey form. Cross-validation estimates of prediction accuracies were lower than resubstitution accuracies for all species and both design types, and in all cases were closer to the true prediction accuracies based on the EVALUATION data set. We argue that greater emphasis should be placed on calculating and reporting cross-validation accuracy rates rather than simple resubstitution accuracy rates. Evaluation of the DESIGN and PURPOSIVE tree models on the EVALUATION data set shows significantly lower prediction accuracy for the PURPOSIVE tree models relative to the DESIGN models, indicating that non-probabilistic sample surveys may generate models with limited predictive capability. These differences were consistent across all four lichen species, with 11 of the 12 possible species and sample survey type comparisons having significantly lower accuracy rates. Some differences in accuracy were as large as 50%. The classification tree structures also differed considerably both among and within the modelled species, depending on the sample survey form. Overlap in the predictor variables selected by the DESIGN and PURPOSIVE tree models ranged from only 20% to 38%, indicating the classification trees fit the two evaluated survey forms on different sets of predictor variables. The magnitude of these differences in predictor variables throws doubt on ecological interpretation derived from prediction models based on non-probabilistic sample surveys. ?? 2006 Elsevier B.V. All rights reserved.

Relative Gains, Losses, and Reference Points in Probabilistic Choice in Rats

PubMed Central

Marshall, Andrew T.; Kirkpatrick, Kimberly

2015-01-01

Theoretical reference points have been proposed to differentiate probabilistic gains from probabilistic losses in humans, but such a phenomenon in non-human animals has yet to be thoroughly elucidated. Three experiments evaluated the effect of reward magnitude on probabilistic choice in rats, seeking to determine reference point use by examining the effect of previous outcome magnitude(s) on subsequent choice behavior. Rats were trained to choose between an outcome that always delivered reward (low-uncertainty choice) and one that probabilistically delivered reward (high-uncertainty). The probability of high-uncertainty outcome receipt and the magnitudes of low-uncertainty and high-uncertainty outcomes were manipulated within and between experiments. Both the low- and high-uncertainty outcomes involved variable reward magnitudes, so that either a smaller or larger magnitude was probabilistically delivered, as well as reward omission following high-uncertainty choices. In Experiments 1 and 2, the between groups factor was the magnitude of the high-uncertainty-smaller (H-S) and high-uncertainty-larger (H-L) outcome, respectively. The H-S magnitude manipulation differentiated the groups, while the H-L magnitude manipulation did not. Experiment 3 showed that manipulating the probability of differential losses as well as the expected value of the low-uncertainty choice produced systematic effects on choice behavior. The results suggest that the reference point for probabilistic gains and losses was the expected value of the low-uncertainty choice. Current theories of probabilistic choice behavior have difficulty accounting for the present results, so an integrated theoretical framework is proposed. Overall, the present results have implications for understanding individual differences and corresponding underlying mechanisms of probabilistic choice behavior. PMID:25658448

Development of coordination system model on single-supplier multi-buyer for multi-item supply chain with probabilistic demand

NASA Astrophysics Data System (ADS)

Olivia, G.; Santoso, A.; Prayogo, D. N.

2017-11-01

Nowadays, the level of competition between supply chains is getting tighter and a good coordination system between supply chains members is very crucial in solving the issue. This paper focused on a model development of coordination system between single supplier and buyers in a supply chain as a solution. Proposed optimization model was designed to determine the optimal number of deliveries from a supplier to buyers in order to minimize the total cost over a planning horizon. Components of the total supply chain cost consist of transportation costs, handling costs of supplier and buyers and also stock out costs. In the proposed optimization model, the supplier can supply various types of items to retailers whose item demand patterns are probabilistic. Sensitivity analysis of the proposed model was conducted to test the effect of changes in transport costs, handling costs and production capacities of the supplier. The results of the sensitivity analysis showed a significant influence on the changes in the transportation cost, handling costs and production capacity to the decisions of the optimal numbers of product delivery for each item to the buyers.

Probabilistic structural analysis methods and applications

NASA Technical Reports Server (NTRS)

Cruse, T. A.; Wu, Y.-T.; Dias, B.; Rajagopal, K. R.

1988-01-01

An advanced algorithm for simulating the probabilistic distribution of structural responses due to statistical uncertainties in loads, geometry, material properties, and boundary conditions is reported. The method effectively combines an advanced algorithm for calculating probability levels for multivariate problems (fast probability integration) together with a general-purpose finite-element code for stress, vibration, and buckling analysis. Application is made to a space propulsion system turbine blade for which the geometry and material properties are treated as random variables.

Probabilistic population aging

PubMed Central

2017-01-01

We merge two methodologies, prospective measures of population aging and probabilistic population forecasts. We compare the speed of change and variability in forecasts of the old age dependency ratio and the prospective old age dependency ratio as well as the same comparison for the median age and the prospective median age. While conventional measures of population aging are computed on the basis of the number of years people have already lived, prospective measures are computed also taking account of the expected number of years they have left to live. Those remaining life expectancies change over time and differ from place to place. We compare the probabilistic distributions of the conventional and prospective measures using examples from China, Germany, Iran, and the United States. The changes over time and the variability of the prospective indicators are smaller than those that are observed in the conventional ones. A wide variety of new results emerge from the combination of methodologies. For example, for Germany, Iran, and the United States the likelihood that the prospective median age of the population in 2098 will be lower than it is today is close to 100 percent. PMID:28636675

AIAA/USAF/NASA/OAI Symposium on Multidisciplinary Analysis and Optimization, 4th, Cleveland, OH, Sept. 21-23, 1992, Technical Papers. Pts. 1 & 2

NASA Technical Reports Server (NTRS)

1992-01-01

The papers presented at the symposium cover aerodynamics, design applications, propulsion systems, high-speed flight, structures, controls, sensitivity analysis, optimization algorithms, and space structures applications. Other topics include helicopter rotor design, artificial intelligence/neural nets, and computational aspects of optimization. Papers are included on flutter calculations for a system with interacting nonlinearities, optimization in solid rocket booster application, improving the efficiency of aerodynamic shape optimization procedures, nonlinear control theory, and probabilistic structural analysis of space truss structures for nonuniform thermal environmental effects.

Durability reliability analysis for corroding concrete structures under uncertainty

NASA Astrophysics Data System (ADS)

Zhang, Hao

2018-02-01

This paper presents a durability reliability analysis of reinforced concrete structures subject to the action of marine chloride. The focus is to provide insight into the role of epistemic uncertainties on durability reliability. The corrosion model involves a number of variables whose probabilistic characteristics cannot be fully determined due to the limited availability of supporting data. All sources of uncertainty, both aleatory and epistemic, should be included in the reliability analysis. Two methods are available to formulate the epistemic uncertainty: the imprecise probability-based method and the purely probabilistic method in which the epistemic uncertainties are modeled as random variables. The paper illustrates how the epistemic uncertainties are modeled and propagated in the two methods, and shows how epistemic uncertainties govern the durability reliability.

Probabilistic Component Mode Synthesis of Nondeterministic Substructures

NASA Technical Reports Server (NTRS)

Brown, Andrew M.; Ferri, Aldo A.

1996-01-01

Standard methods of structural dynamic analysis assume that the structural characteristics are deterministic. Recognizing that these characteristics are actually statistical in nature researchers have recently developed a variety of methods that use this information to determine probabilities of a desired response characteristic, such as natural frequency, without using expensive Monte Carlo simulations. One of the problems in these methods is correctly identifying the statistical properties of primitive variables such as geometry, stiffness, and mass. We present a method where the measured dynamic properties of substructures are used instead as the random variables. The residual flexibility method of component mode synthesis is combined with the probabilistic methods to determine the cumulative distribution function of the system eigenvalues. A simple cantilever beam test problem is presented that illustrates the theory.

Using Probabilistic Methods in Water Scarcity Assessments: A First Step Towards a Water Scarcity Risk Assessment Framework

NASA Technical Reports Server (NTRS)

Veldkamp, Ted; Wada, Yoshihide; Aerts, Jeroen; Ward, Phillip

2016-01-01

Water scarcity -driven by climate change, climate variability, and socioeconomic developments- is recognized as one of the most important global risks, both in terms of likelihood and impact. Whilst a wide range of studies have assessed the role of long term climate change and socioeconomic trends on global water scarcity, the impact of variability is less well understood. Moreover, the interactions between different forcing mechanisms, and their combined effect on changes in water scarcity conditions, are often neglected. Therefore, we provide a first step towards a framework for global water scarcity risk assessments, applying probabilistic methods to estimate water scarcity risks for different return periods under current and future conditions while using multiple climate and socioeconomic scenarios.

Probabilistic Modeling of Aircraft Trajectories for Dynamic Separation Volumes

NASA Technical Reports Server (NTRS)

Lewis, Timothy A.

2016-01-01

With a proliferation of new and unconventional vehicles and operations expected in the future, the ab initio airspace design will require new approaches to trajectory prediction for separation assurance and other air traffic management functions. This paper presents an approach to probabilistic modeling of the trajectory of an aircraft when its intent is unknown. The approach uses a set of feature functions to constrain a maximum entropy probability distribution based on a set of observed aircraft trajectories. This model can be used to sample new aircraft trajectories to form an ensemble reflecting the variability in an aircraft's intent. The model learning process ensures that the variability in this ensemble reflects the behavior observed in the original data set. Computational examples are presented.

Continuous-variable measurement-device-independent quantum key distribution with virtual photon subtraction

NASA Astrophysics Data System (ADS)

Zhao, Yijia; Zhang, Yichen; Xu, Bingjie; Yu, Song; Guo, Hong

2018-04-01

The method of improving the performance of continuous-variable quantum key distribution protocols by postselection has been recently proposed and verified. In continuous-variable measurement-device-independent quantum key distribution (CV-MDI QKD) protocols, the measurement results are obtained from untrusted third party Charlie. There is still not an effective method of improving CV-MDI QKD by the postselection with untrusted measurement. We propose a method to improve the performance of coherent-state CV-MDI QKD protocol by virtual photon subtraction via non-Gaussian postselection. The non-Gaussian postselection of transmitted data is equivalent to an ideal photon subtraction on the two-mode squeezed vacuum state, which is favorable to enhance the performance of CV-MDI QKD. In CV-MDI QKD protocol with non-Gaussian postselection, two users select their own data independently. We demonstrate that the optimal performance of the renovated CV-MDI QKD protocol is obtained with the transmitted data only selected by Alice. By setting appropriate parameters of the virtual photon subtraction, the secret key rate and tolerable excess noise are both improved at long transmission distance. The method provides an effective optimization scheme for the application of CV-MDI QKD protocols.

Neural Dynamics as Sampling: A Model for Stochastic Computation in Recurrent Networks of Spiking Neurons

PubMed Central

Buesing, Lars; Bill, Johannes; Nessler, Bernhard; Maass, Wolfgang

2011-01-01

The organization of computations in networks of spiking neurons in the brain is still largely unknown, in particular in view of the inherently stochastic features of their firing activity and the experimentally observed trial-to-trial variability of neural systems in the brain. In principle there exists a powerful computational framework for stochastic computations, probabilistic inference by sampling, which can explain a large number of macroscopic experimental data in neuroscience and cognitive science. But it has turned out to be surprisingly difficult to create a link between these abstract models for stochastic computations and more detailed models of the dynamics of networks of spiking neurons. Here we create such a link and show that under some conditions the stochastic firing activity of networks of spiking neurons can be interpreted as probabilistic inference via Markov chain Monte Carlo (MCMC) sampling. Since common methods for MCMC sampling in distributed systems, such as Gibbs sampling, are inconsistent with the dynamics of spiking neurons, we introduce a different approach based on non-reversible Markov chains that is able to reflect inherent temporal processes of spiking neuronal activity through a suitable choice of random variables. We propose a neural network model and show by a rigorous theoretical analysis that its neural activity implements MCMC sampling of a given distribution, both for the case of discrete and continuous time. This provides a step towards closing the gap between abstract functional models of cortical computation and more detailed models of networks of spiking neurons. PMID:22096452

About probabilistic integration of ill-posed geophysical tomography and logging data: A knowledge discovery approach versus petrophysical transfer function concepts illustrated using cross-borehole radar-, P- and S-wave traveltime tomography in combination with cone penetration and dielectric logging data

NASA Astrophysics Data System (ADS)

Paasche, Hendrik

2018-01-01

Site characterization requires detailed and ideally spatially continuous information about the subsurface. Geophysical tomographic experiments allow for spatially continuous imaging of physical parameter variations, e.g., seismic wave propagation velocities. Such physical parameters are often related to typical geotechnical or hydrological target parameters, e.g. as achieved from 1D direct push or borehole logging. Here, the probabilistic inference of 2D tip resistance, sleeve friction, and relative dielectric permittivity distributions in near-surface sediments is constrained by ill-posed cross-borehole seismic P- and S-wave and radar wave traveltime tomography. In doing so, we follow a discovery science strategy employing a fully data-driven approach capable of accounting for tomographic ambiguity and differences in spatial resolution between the geophysical tomograms and the geotechnical logging data used for calibration. We compare the outcome to results achieved employing classical hypothesis-driven approaches, i.e., deterministic transfer functions derived empirically for the inference of 2D sleeve friction from S-wave velocity tomograms and theoretically for the inference of 2D dielectric permittivity from radar wave velocity tomograms. The data-driven approach offers maximal flexibility in combination with very relaxed considerations about the character of the expected links. This makes it a versatile tool applicable to almost any combination of data sets. However, error propagation may be critical and justify thinking about a hypothesis-driven pre-selection of an optimal database going along with the risk of excluding relevant information from the analyses. Results achieved by transfer function rely on information about the nature of the link and optimal calibration settings drawn as retrospective hypothesis by other authors. Applying such transfer functions at other sites turns them into a priori valid hypothesis, which can, particularly for empirically derived transfer functions, result in poor predictions. However, a mindful utilization and critical evaluation of the consequences of turning a retrospectively drawn hypothesis into an a priori valid hypothesis can also result in good results for inference and prediction problems when using classical transfer function concepts.

Optimization Testbed Cometboards Extended into Stochastic Domain

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Pai, Shantaram S.; Coroneos, Rula M.; Patnaik, Surya N.

2010-01-01

COMparative Evaluation Testbed of Optimization and Analysis Routines for the Design of Structures (CometBoards) is a multidisciplinary design optimization software. It was originally developed for deterministic calculation. It has now been extended into the stochastic domain for structural design problems. For deterministic problems, CometBoards is introduced through its subproblem solution strategy as well as the approximation concept in optimization. In the stochastic domain, a design is formulated as a function of the risk or reliability. Optimum solution including the weight of a structure, is also obtained as a function of reliability. Weight versus reliability traced out an inverted-S-shaped graph. The center of the graph corresponded to 50 percent probability of success, or one failure in two samples. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure that corresponded to unity for reliability. Weight can be reduced to a small value for the most failure-prone design with a compromised reliability approaching zero. The stochastic design optimization (SDO) capability for an industrial problem was obtained by combining three codes: MSC/Nastran code was the deterministic analysis tool, fast probabilistic integrator, or the FPI module of the NESSUS software, was the probabilistic calculator, and CometBoards became the optimizer. The SDO capability requires a finite element structural model, a material model, a load model, and a design model. The stochastic optimization concept is illustrated considering an academic example and a real-life airframe component made of metallic and composite materials.

A computational framework to empower probabilistic protein design

PubMed Central

Fromer, Menachem; Yanover, Chen

2008-01-01

Motivation: The task of engineering a protein to perform a target biological function is known as protein design. A commonly used paradigm casts this functional design problem as a structural one, assuming a fixed backbone. In probabilistic protein design, positional amino acid probabilities are used to create a random library of sequences to be simultaneously screened for biological activity. Clearly, certain choices of probability distributions will be more successful in yielding functional sequences. However, since the number of sequences is exponential in protein length, computational optimization of the distribution is difficult. Results: In this paper, we develop a computational framework for probabilistic protein design following the structural paradigm. We formulate the distribution of sequences for a structure using the Boltzmann distribution over their free energies. The corresponding probabilistic graphical model is constructed, and we apply belief propagation (BP) to calculate marginal amino acid probabilities. We test this method on a large structural dataset and demonstrate the superiority of BP over previous methods. Nevertheless, since the results obtained by BP are far from optimal, we thoroughly assess the paradigm using high-quality experimental data. We demonstrate that, for small scale sub-problems, BP attains identical results to those produced by exact inference on the paradigmatic model. However, quantitative analysis shows that the distributions predicted significantly differ from the experimental data. These findings, along with the excellent performance we observed using BP on the smaller problems, suggest potential shortcomings of the paradigm. We conclude with a discussion of how it may be improved in the future. Contact: fromer@cs.huji.ac.il PMID:18586717

Probabilistic and spatially variable niches inferred from demography

Treesearch

Jeffrey M. Diez; Itamar Giladi; Robert Warren; H. Ronald Pulliam

2014-01-01

Summary 1. Mismatches between species distributions and habitat suitability are predicted by niche theory and have important implications for forecasting how species may respond to environmental changes. Quantifying these mismatches is challenging, however, due to the high dimensionality of species niches and the large spatial and temporal variability in population...

Specifying and Refining a Complex Measurement Model.

ERIC Educational Resources Information Center

Levy, Roy; Mislevy, Robert J.

This paper aims to describe a Bayesian approach to modeling and estimating cognitive models both in terms of statistical machinery and actual instrument development. Such a method taps the knowledge of experts to provide initial estimates for the probabilistic relationships among the variables in a multivariate latent variable model and refines…

A probabilistic strategy for parametric catastrophe insurance

NASA Astrophysics Data System (ADS)

Figueiredo, Rui; Martina, Mario; Stephenson, David; Youngman, Benjamin

2017-04-01

Economic losses due to natural hazards have shown an upward trend since 1980, which is expected to continue. Recent years have seen a growing worldwide commitment towards the reduction of disaster losses. This requires effective management of disaster risk at all levels, a part of which involves reducing financial vulnerability to disasters ex-ante, ensuring that necessary resources will be available following such events. One way to achieve this is through risk transfer instruments. These can be based on different types of triggers, which determine the conditions under which payouts are made after an event. This study focuses on parametric triggers, where payouts are determined by the occurrence of an event exceeding specified physical parameters at a given location, or at multiple locations, or over a region. This type of product offers a number of important advantages, and its adoption is increasing. The main drawback of parametric triggers is their susceptibility to basis risk, which arises when there is a mismatch between triggered payouts and the occurrence of loss events. This is unavoidable in said programmes, as their calibration is based on models containing a number of different sources of uncertainty. Thus, a deterministic definition of the loss event triggering parameters appears flawed. However, often for simplicity, this is the way in which most parametric models tend to be developed. This study therefore presents an innovative probabilistic strategy for parametric catastrophe insurance. It is advantageous as it recognizes uncertainties and minimizes basis risk while maintaining a simple and transparent procedure. A logistic regression model is constructed here to represent the occurrence of loss events based on certain loss index variables, obtained through the transformation of input environmental variables. Flood-related losses due to rainfall are studied. The resulting model is able, for any given day, to issue probabilities of occurrence of loss events. Due to the nature of parametric programmes, it is still necessary to clearly define when a payout is due or not, and so a decision threshold probability above which a loss event is considered to occur must be set, effectively converting the issued probabilities into deterministic binary outcomes. Model skill and value are evaluated over the range of possible threshold probabilities, with the objective of defining the optimal one. The predictive ability of the model is assessed. In terms of value assessment, a decision model is proposed, allowing users to quantify monetarily their expected expenses when different combinations of model event triggering and actual event occurrence take place, directly tackling the problem of basis risk.

Effect of water activity and temperature on the growth of Eurotium species isolated from animal feeds.

PubMed

Greco, Mariana; Pardo, Alejandro; Pose, Graciela; Patriarca, Andrea

Xerophilic fungi represent a serious problem due to their ability to grow at low water activities causing the spoiling of low and intermediate moisture foods, stored goods and animal feeds, with the consequent economic losses. The combined effect of water activity and temperature of four Eurotium species isolated from animal feeds was investigated. Eurotium amstelodami, Eurotium chevalieri, Eurotium repens and Eurotium rubrum were grown at 5, 15, 25, 37 and 45°C on malt extract agar adjusted with glycerol in the range 0.710-0.993 of water activities. The cardinal model proposed by Rosso and Robinson (2001) was applied to fit growth data, with the variable water activity at fixed temperatures, obtaining three cardinal water activities (a wmin , a wmax , a wopt ) and the specific growth rate at the optimum a w (μ opt ). A probabilistic model was also applied to define the interface between growth and no-growth. The cardinal model provided an adequate estimation of the optimal a w to grow and the maximum growth rate. The probabilistic model showed a good performance to fit growth/no-growth cases in the predicted range. The results presented here could be applied to predict Eurotium species growth in animal feeds. Copyright © 2017 Asociación Española de Micología. Publicado por Elsevier España, S.L.U. All rights reserved.

Optimal In-Hospital and Discharge Medical Therapy in Acute Coronary Syndromes in Kerala: Results from the Kerala ACS Registry

PubMed Central

Huffman, Mark D; Prabhakaran, Dorairaj; Abraham, AK; Krishnan, Mangalath Narayanan; Nambiar, C. Asokan; Mohanan, Padinhare Purayil

2013-01-01

Background In-hospital and post-discharge treatment rates for acute coronary syndrome (ACS) remain low in India. However, little is known about the prevalence and predictors of the package of optimal ACS medical care in India. Our objective was to define the prevalence, predictors, and impact of optimal in-hospital and discharge medical therapy in the Kerala ACS Registry of 25,718 admissions. Methods and Results We defined optimal in-hospital ACS medical therapy as receiving the following five medications: aspirin, clopidogrel, heparin, beta-blocker, and statin. We defined optimal discharge ACS medical therapy as receiving all of the above therapies except heparin. Comparisons by optimal vs. non-optimal ACS care were made via Student’s t test for continuous variables and chi-square test for categorical variables. We created random effects logistic regression models to evaluate the association between GRACE risk score variables and optimal in-hospital or discharge medical therapy. Optimal in-hospital and discharge medical care was delivered in 40% and 46% of admissions, respectively. Wide variability in both in-hospital and discharge medical care was present with few hospitals reaching consistently high (>90%) levels. Patients receiving optimal in-hospital medical therapy had an adjusted OR (95%CI)=0.93 (0.71, 1.22) for in-hospital death and an adjusted OR (95%CI)=0.79 (0.63, 0.99) for MACE. Patients who received optimal in-hospital medical care were far more likely to receive optimal discharge care (adjusted OR [95%CI]=10.48 [9.37, 11.72]). Conclusions Strategies to improve in-hospital and discharge medical therapy are needed to improve local process-of-care measures and improve ACS outcomes in Kerala. PMID:23800985

Time Alignment as a Necessary Step in the Analysis of Sleep Probabilistic Curves

NASA Astrophysics Data System (ADS)

Rošt'áková, Zuzana; Rosipal, Roman

2018-02-01

Sleep can be characterised as a dynamic process that has a finite set of sleep stages during the night. The standard Rechtschaffen and Kales sleep model produces discrete representation of sleep and does not take into account its dynamic structure. In contrast, the continuous sleep representation provided by the probabilistic sleep model accounts for the dynamics of the sleep process. However, analysis of the sleep probabilistic curves is problematic when time misalignment is present. In this study, we highlight the necessity of curve synchronisation before further analysis. Original and in time aligned sleep probabilistic curves were transformed into a finite dimensional vector space, and their ability to predict subjects' age or daily measures is evaluated. We conclude that curve alignment significantly improves the prediction of the daily measures, especially in the case of the S2-related sleep states or slow wave sleep.

Technical note: Combining quantile forecasts and predictive distributions of streamflows

NASA Astrophysics Data System (ADS)

Bogner, Konrad; Liechti, Katharina; Zappa, Massimiliano

2017-11-01

The enhanced availability of many different hydro-meteorological modelling and forecasting systems raises the issue of how to optimally combine this great deal of information. Especially the usage of deterministic and probabilistic forecasts with sometimes widely divergent predicted future streamflow values makes it even more complicated for decision makers to sift out the relevant information. In this study multiple streamflow forecast information will be aggregated based on several different predictive distributions, and quantile forecasts. For this combination the Bayesian model averaging (BMA) approach, the non-homogeneous Gaussian regression (NGR), also known as the ensemble model output statistic (EMOS) techniques, and a novel method called Beta-transformed linear pooling (BLP) will be applied. By the help of the quantile score (QS) and the continuous ranked probability score (CRPS), the combination results for the Sihl River in Switzerland with about 5 years of forecast data will be compared and the differences between the raw and optimally combined forecasts will be highlighted. The results demonstrate the importance of applying proper forecast combination methods for decision makers in the field of flood and water resource management.

A multi-fidelity analysis selection method using a constrained discrete optimization formulation

NASA Astrophysics Data System (ADS)

Stults, Ian C.

The purpose of this research is to develop a method for selecting the fidelity of contributing analyses in computer simulations. Model uncertainty is a significant component of result validity, yet it is neglected in most conceptual design studies. When it is considered, it is done so in only a limited fashion, and therefore brings the validity of selections made based on these results into question. Neglecting model uncertainty can potentially cause costly redesigns of concepts later in the design process or can even cause program cancellation. Rather than neglecting it, if one were to instead not only realize the model uncertainty in tools being used but also use this information to select the tools for a contributing analysis, studies could be conducted more efficiently and trust in results could be quantified. Methods for performing this are generally not rigorous or traceable, and in many cases the improvement and additional time spent performing enhanced calculations are washed out by less accurate calculations performed downstream. The intent of this research is to resolve this issue by providing a method which will minimize the amount of time spent conducting computer simulations while meeting accuracy and concept resolution requirements for results. In many conceptual design programs, only limited data is available for quantifying model uncertainty. Because of this data sparsity, traditional probabilistic means for quantifying uncertainty should be reconsidered. This research proposes to instead quantify model uncertainty using an evidence theory formulation (also referred to as Dempster-Shafer theory) in lieu of the traditional probabilistic approach. Specific weaknesses in using evidence theory for quantifying model uncertainty are identified and addressed for the purposes of the Fidelity Selection Problem. A series of experiments was conducted to address these weaknesses using n-dimensional optimization test functions. These experiments found that model uncertainty present in analyses with 4 or fewer input variables could be effectively quantified using a strategic distribution creation method; if more than 4 input variables exist, a Frontier Finding Particle Swarm Optimization should instead be used. Once model uncertainty in contributing analysis code choices has been quantified, a selection method is required to determine which of these choices should be used in simulations. Because much of the selection done for engineering problems is driven by the physics of the problem, these are poor candidate problems for testing the true fitness of a candidate selection method. Specifically moderate and high dimensional problems' variability can often be reduced to only a few dimensions and scalability often cannot be easily addressed. For these reasons a simple academic function was created for the uncertainty quantification, and a canonical form of the Fidelity Selection Problem (FSP) was created. Fifteen best- and worst-case scenarios were identified in an effort to challenge the candidate selection methods both with respect to the characteristics of the tradeoff between time cost and model uncertainty and with respect to the stringency of the constraints and problem dimensionality. The results from this experiment show that a Genetic Algorithm (GA) was able to consistently find the correct answer, but under certain circumstances, a discrete form of Particle Swarm Optimization (PSO) was able to find the correct answer more quickly. To better illustrate how the uncertainty quantification and discrete optimization might be conducted for a "real world" problem, an illustrative example was conducted using gas turbine engines.

Automated trajectory planning for multiple-flyby interplanetary missions

NASA Astrophysics Data System (ADS)

Englander, Jacob

Many space mission planning problems may be formulated as hybrid optimal control problems (HOCP), i.e. problems that include both real-valued variables and categorical variables. In interplanetary trajectory design problems the categorical variables will typically specify the sequence of planets at which to perform flybys, and the real-valued variables will represent the launch date, ight times between planets, magnitudes and directions of thrust, flyby altitudes, etc. The contribution of this work is a framework for the autonomous optimization of multiple-flyby interplanetary trajectories. The trajectory design problem is converted into a HOCP with two nested loops: an "outer-loop" that finds the sequence of flybys and an "inner-loop" that optimizes the trajectory for each candidate yby sequence. The problem of choosing a sequence of flybys is posed as an integer programming problem and solved using a genetic algorithm (GA). This is an especially difficult problem to solve because GAs normally operate on a fixed-length set of decision variables. Since in interplanetary trajectory design the number of flyby maneuvers is not known a priori, it was necessary to devise a method of parameterizing the problem such that the GA can evolve a variable-length sequence of flybys. A novel "null gene" transcription was developed to meet this need. Then, for each candidate sequence of flybys, a trajectory must be found that visits each of the flyby targets and arrives at the final destination while optimizing some cost metric, such as minimizing ▵v or maximizing the final mass of the spacecraft. Three different classes of trajectory are described in this work, each of which requireda different physical model and optimization method. The choice of a trajectory model and optimization method is especially challenging because of the nature of the hybrid optimal control problem. Because the trajectory optimization problem is generated in real time by the outer-loop, the inner-loop optimization algorithm cannot require any a priori information and must always return a solution. In addition, the upper and lower bounds on each decision variable cannot be chosen a priori by the user because the user has no way to know what problem will be solved. Instead a method of choosing upper and lower bounds via a set of simple rules was developed and used for all three types of trajectory optimization problem. Many optimization algorithms were tested and discarded until suitable algorithms were found for each type of trajectory. The first class of trajectories use chemical propulsion and may only apply a ▵v at the periapse of each flyby. These Multiple Gravity Assist (MGA) trajectories are optimized using a cooperative algorithm of Differential Evolution (DE) and Particle Swarm Optimization (PSO). The second class of trajectories, known as Multiple Gravity Assist with one Deep Space Maneuver (MGA-DSM), also use chemical propulsion but instead of maneuvering at the periapse of each flyby as in the MGA case a maneuver is applied at a free point along each planet-to-planet arc, i.e. there is one maneuver for each pair of flybys. MGA-DSM trajectories are parameterized by more variables than MGA trajectories, and so the cooperative algorithm of DE and PSO that was used to optimize MGA trajectories was found to be less effective when applied to MGA-DSM. Instead, either PSO or DE alone were found to be more effective. The third class of trajectories addressed in this work are those using continuousthrust propulsion. Continuous-thrust trajectory optimization problems are more challenging than impulsive-thrust problems because the control variables are a continuous time series rather than a small set of parameters and because the spacecraft does not follow a conic section trajectory, leading to a large number of nonlinear constraints that must be satisfied to ensure that the spacecraft obeys the equations of motion. Many models and optimization algorithms were applied including direct transcription with nonlinear programming (DTNLP), the inverse-polynomial shapebased method, and feasible region analysis. However the only physical model and optimization method that proved reliable enough were the Sims-Flanagan transcription coupled with a nonlinear programming solver and the monotonic basin hopping (MBH) global search heuristic. The methods developed here are demonstrated to optimize a set of example trajectories, including a recreation of the Cassini mission, a Galileo-like mission, and conceptual continuous-thrust missions to Jupiter, Mercury, and Uranus.

Adaptive Decision Making Using Probabilistic Programming and Stochastic Optimization

DTIC Science & Technology

2018-01-01

world optimization problems (and hence 16 Approved for Public Release (PA); Distribution Unlimited Pred. demand (uncertain; discrete ...simplify the setting, we further assume that the demands are discrete , taking on values d1, . . . , dk with probabilities (conditional on x) (pθ)i ≡ p...Tyrrell Rockafellar. Implicit functions and solution mappings. Springer Monogr. Math ., 2009. Anthony V Fiacco and Yo Ishizuka. Sensitivity and stability

Development of probabilistic regional climate scenario in East Asia

NASA Astrophysics Data System (ADS)

Dairaku, K.; Ueno, G.; Ishizaki, N. N.

2015-12-01

Climate information and services for Impacts, Adaptation and Vulnerability (IAV) Assessments are of great concern. In order to develop probabilistic regional climate information that represents the uncertainty in climate scenario experiments in East Asia (CORDEX-EA and Japan), the probability distribution of 2m air temperature was estimated by using developed regression model. The method can be easily applicable to other regions and other physical quantities, and also to downscale to finer-scale dependent on availability of observation dataset. Probabilistic climate information in present (1969-1998) and future (2069-2098) climate was developed using CMIP3 SRES A1b scenarios 21 models and the observation data (CRU_TS3.22 & University of Delaware in CORDEX-EA, NIAES AMeDAS mesh data in Japan). The prototype of probabilistic information in CORDEX-EA and Japan represent the quantified structural uncertainties of multi-model ensemble experiments of climate change scenarios. Appropriate combination of statistical methods and optimization of climate ensemble experiments using multi-General Circulation Models (GCMs) and multi-regional climate models (RCMs) ensemble downscaling experiments are investigated.

Probabilistic stability analysis: the way forward for stability analysis of sustainable power systems.

PubMed

Milanović, Jovica V

2017-08-13

Future power systems will be significantly different compared with their present states. They will be characterized by an unprecedented mix of a wide range of electricity generation and transmission technologies, as well as responsive and highly flexible demand and storage devices with significant temporal and spatial uncertainty. The importance of probabilistic approaches towards power system stability analysis, as a subsection of power system studies routinely carried out by power system operators, has been highlighted in previous research. However, it may not be feasible (or even possible) to accurately model all of the uncertainties that exist within a power system. This paper describes for the first time an integral approach to probabilistic stability analysis of power systems, including small and large angular stability and frequency stability. It provides guidance for handling uncertainties in power system stability studies and some illustrative examples of the most recent results of probabilistic stability analysis of uncertain power systems.This article is part of the themed issue 'Energy management: flexibility, risk and optimization'. © 2017 The Author(s).

Evaluation of Sex-Specific Movement Patterns in Judo Using Probabilistic Neural Networks.

PubMed

Miarka, Bianca; Sterkowicz-Przybycien, Katarzyna; Fukuda, David H

2017-10-01

The purpose of the present study was to create a probabilistic neural network to clarify the understanding of movement patterns in international judo competitions by gender. Analysis of 773 male and 638 female bouts was utilized to identify movements during the approach, gripping, attack (including biomechanical designations), groundwork, defense, and pause phases. Probabilistic neural network and chi-square (χ 2 ) tests modeled and compared frequencies (p ≤ .05). Women (mean [interquartile range]: 9.9 [4; 14]) attacked more than men (7.0 [3; 10]) while attempting a greater number of arm/leg lever (women: 2.7 [1; 6]; men: 4.0 [0; 4]) and trunk/leg lever (women: 0.8 [0; 1]; men: 2.4 [0; 4]) techniques but fewer maximal length-moment arm techniques (women: 0.7 [0; 1]; men: 1.0 [0; 2]). Male athletes displayed one-handed gripping of the back and sleeve, whereas female athletes executed a greater number of groundwork techniques. An optimized probabilistic neural network model, using patterns from the gripping, attack, groundwork, and pause phases, produced an overall prediction accuracy of 76% for discrimination between men and women.

Probabilistic Inference in General Graphical Models through Sampling in Stochastic Networks of Spiking Neurons

PubMed Central

Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang

2011-01-01

An important open problem of computational neuroscience is the generic organization of computations in networks of neurons in the brain. We show here through rigorous theoretical analysis that inherent stochastic features of spiking neurons, in combination with simple nonlinear computational operations in specific network motifs and dendritic arbors, enable networks of spiking neurons to carry out probabilistic inference through sampling in general graphical models. In particular, it enables them to carry out probabilistic inference in Bayesian networks with converging arrows (“explaining away”) and with undirected loops, that occur in many real-world tasks. Ubiquitous stochastic features of networks of spiking neurons, such as trial-to-trial variability and spontaneous activity, are necessary ingredients of the underlying computational organization. We demonstrate through computer simulations that this approach can be scaled up to neural emulations of probabilistic inference in fairly large graphical models, yielding some of the most complex computations that have been carried out so far in networks of spiking neurons. PMID:22219717

Stability analysis for discrete-time stochastic memristive neural networks with both leakage and probabilistic delays.

PubMed

Liu, Hongjian; Wang, Zidong; Shen, Bo; Huang, Tingwen; Alsaadi, Fuad E

2018-06-01

This paper is concerned with the globally exponential stability problem for a class of discrete-time stochastic memristive neural networks (DSMNNs) with both leakage delays as well as probabilistic time-varying delays. For the probabilistic delays, a sequence of Bernoulli distributed random variables is utilized to determine within which intervals the time-varying delays fall at certain time instant. The sector-bounded activation function is considered in the addressed DSMNN. By taking into account the state-dependent characteristics of the network parameters and choosing an appropriate Lyapunov-Krasovskii functional, some sufficient conditions are established under which the underlying DSMNN is globally exponentially stable in the mean square. The derived conditions are made dependent on both the leakage and the probabilistic delays, and are therefore less conservative than the traditional delay-independent criteria. A simulation example is given to show the effectiveness of the proposed stability criterion. Copyright © 2018 Elsevier Ltd. All rights reserved.

Automated liver segmentation using a normalized probabilistic atlas

NASA Astrophysics Data System (ADS)

Linguraru, Marius George; Li, Zhixi; Shah, Furhawn; Chin, See; Summers, Ronald M.

2009-02-01

Probabilistic atlases of anatomical organs, especially the brain and the heart, have become popular in medical image analysis. We propose the construction of probabilistic atlases which retain structural variability by using a size-preserving modified affine registration. The organ positions are modeled in the physical space by normalizing the physical organ locations to an anatomical landmark. In this paper, a liver probabilistic atlas is constructed and exploited to automatically segment liver volumes from abdominal CT data. The atlas is aligned with the patient data through a succession of affine and non-linear registrations. The overlap and correlation with manual segmentations are 0.91 (0.93 DICE coefficient) and 0.99 respectively. Little work has taken place on the integration of volumetric measures of liver abnormality to clinical evaluations, which rely on linear estimates of liver height. Our application measures the liver height at the mid-hepatic line (0.94 correlation with manual measurements) and indicates that its combination with volumetric estimates could assist the development of a noninvasive tool to assess hepatomegaly.

Spatial forecasting of disease risk and uncertainty

USGS Publications Warehouse

De Cola, L.

2002-01-01

Because maps typically represent the value of a single variable over 2-dimensional space, cartographers must simplify the display of multiscale complexity, temporal dynamics, and underlying uncertainty. A choropleth disease risk map based on data for polygonal regions might depict incidence (cases per 100,000 people) within each polygon for a year but ignore the uncertainty that results from finer-scale variation, generalization, misreporting, small numbers, and future unknowns. In response to such limitations, this paper reports on the bivariate mapping of data "quantity" and "quality" of Lyme disease forecasts for states of the United States. Historical state data for 1990-2000 are used in an autoregressive model to forecast 2001-2010 disease incidence and a probability index of confidence, each of which is then kriged to provide two spatial grids representing continuous values over the nation. A single bivariate map is produced from the combination of the incidence grid (using a blue-to-red hue spectrum), and a probabilistic confidence grid (used to control the saturation of the hue at each grid cell). The resultant maps are easily interpretable, and the approach may be applied to such problems as detecting unusual disease occurences, visualizing past and future incidence, and assembling a consistent regional disease atlas showing patterns of forecasted risks in light of probabilistic confidence.

Learning Probabilistic Inference through Spike-Timing-Dependent Plasticity.

PubMed

Pecevski, Dejan; Maass, Wolfgang

2016-01-01

Numerous experimental data show that the brain is able to extract information from complex, uncertain, and often ambiguous experiences. Furthermore, it can use such learnt information for decision making through probabilistic inference. Several models have been proposed that aim at explaining how probabilistic inference could be performed by networks of neurons in the brain. We propose here a model that can also explain how such neural network could acquire the necessary information for that from examples. We show that spike-timing-dependent plasticity in combination with intrinsic plasticity generates in ensembles of pyramidal cells with lateral inhibition a fundamental building block for that: probabilistic associations between neurons that represent through their firing current values of random variables. Furthermore, by combining such adaptive network motifs in a recursive manner the resulting network is enabled to extract statistical information from complex input streams, and to build an internal model for the distribution p (*) that generates the examples it receives. This holds even if p (*) contains higher-order moments. The analysis of this learning process is supported by a rigorous theoretical foundation. Furthermore, we show that the network can use the learnt internal model immediately for prediction, decision making, and other types of probabilistic inference.

Learning Probabilistic Inference through Spike-Timing-Dependent Plasticity123

PubMed Central

Pecevski, Dejan

2016-01-01

Abstract Numerous experimental data show that the brain is able to extract information from complex, uncertain, and often ambiguous experiences. Furthermore, it can use such learnt information for decision making through probabilistic inference. Several models have been proposed that aim at explaining how probabilistic inference could be performed by networks of neurons in the brain. We propose here a model that can also explain how such neural network could acquire the necessary information for that from examples. We show that spike-timing-dependent plasticity in combination with intrinsic plasticity generates in ensembles of pyramidal cells with lateral inhibition a fundamental building block for that: probabilistic associations between neurons that represent through their firing current values of random variables. Furthermore, by combining such adaptive network motifs in a recursive manner the resulting network is enabled to extract statistical information from complex input streams, and to build an internal model for the distribution p* that generates the examples it receives. This holds even if p* contains higher-order moments. The analysis of this learning process is supported by a rigorous theoretical foundation. Furthermore, we show that the network can use the learnt internal model immediately for prediction, decision making, and other types of probabilistic inference. PMID:27419214

Bell-Curve Based Evolutionary Strategies for Structural Optimization

NASA Technical Reports Server (NTRS)

Kincaid, Rex K.

2001-01-01

Evolutionary methods are exceedingly popular with practitioners of many fields; more so than perhaps any optimization tool in existence. Historically Genetic Algorithms (GAs) led the way in practitioner popularity. However, in the last ten years Evolutionary Strategies (ESs) and Evolutionary Programs (EPS) have gained a significant foothold. One partial explanation for this shift is the interest in using GAs to solve continuous optimization problems. The typical GA relies upon a cumbersome binary representation of the design variables. An ES or EP, however, works directly with the real-valued design variables. For detailed references on evolutionary methods in general and ES or EP in specific see Back and Dasgupta and Michalesicz. We call our evolutionary algorithm BCB (bell curve based) since it is based upon two normal distributions.

The transition from intermittent to continuous bed-load transport arises from merger of "bursty" transport events

NASA Astrophysics Data System (ADS)

Lee, D. B.; Jerolmack, D. J.

2017-12-01

Bed-load transport is notoriously unpredictable, in part due to stochastic fluctuations in grain entrainment and deposition. A general statistical mechanical framework has been proposed by Furbish and colleagues to formally derive average bed-load flux from grain-scale motion, and its application requires an intimate understanding of the probabilistic motion of individual grains. Recent work by Ancey et al. suggests that, near threshold, particles are entrained collectively. If so, understanding the scales of correlation is a necessary step to complete the probabilistic framework describing bed-load flux. We perform a series of experiments in a steep-sloped channel that directly quantifies fluctuations in grain motion as a function of the feed rate of particles (marbles). As the feed rate is increased, the necessary averaging time is decreased (i.e. transport grows less variable in time). Collective grain motion is defined as spatially clustered movement of several grains at once. We find that entrainment of particles is generally collective, but that these entrained particles deposit independently of each other. The size distribution of collective motion events follows an exponential decay that is consistent across sediment feed rates. To first order, changing feed rate does not change the kinematics of mobile grains, just the frequency of motion. For transport within a given region of the bed, we show that the total displacement of all entrained grains is proportional to the kinetic energy deposited into the bed by impacting grains. Individual grain-bed impacts are the likely cause of both collective and individual grain entrainment. The picture that emerges is similar to generic avalanching dynamics in sandpiles: "avalanches" (collective entrainment events) of a characteristic size relax with a characteristic timescale regardless of feed rate, but the frequency of avalanches increases in proportion to the feed rate. At high enough feed rates the avalanches merge, leading to progressively smoother and continuous transport. As most bed-load transport occurs in the intermittent regime, the length scale of collective entrainment should be considered a fundamental addition to a probabilistic framework that hopes to infer flux from grain motion.

Recursive Branching Simulated Annealing Algorithm

NASA Technical Reports Server (NTRS)

Bolcar, Matthew; Smith, J. Scott; Aronstein, David

2012-01-01

This innovation is a variation of a simulated-annealing optimization algorithm that uses a recursive-branching structure to parallelize the search of a parameter space for the globally optimal solution to an objective. The algorithm has been demonstrated to be more effective at searching a parameter space than traditional simulated-annealing methods for a particular problem of interest, and it can readily be applied to a wide variety of optimization problems, including those with a parameter space having both discrete-value parameters (combinatorial) and continuous-variable parameters. It can take the place of a conventional simulated- annealing, Monte-Carlo, or random- walk algorithm. In a conventional simulated-annealing (SA) algorithm, a starting configuration is randomly selected within the parameter space. The algorithm randomly selects another configuration from the parameter space and evaluates the objective function for that configuration. If the objective function value is better than the previous value, the new configuration is adopted as the new point of interest in the parameter space. If the objective function value is worse than the previous value, the new configuration may be adopted, with a probability determined by a temperature parameter, used in analogy to annealing in metals. As the optimization continues, the region of the parameter space from which new configurations can be selected shrinks, and in conjunction with lowering the annealing temperature (and thus lowering the probability for adopting configurations in parameter space with worse objective functions), the algorithm can converge on the globally optimal configuration. The Recursive Branching Simulated Annealing (RBSA) algorithm shares some features with the SA algorithm, notably including the basic principles that a starting configuration is randomly selected from within the parameter space, the algorithm tests other configurations with the goal of finding the globally optimal solution, and the region from which new configurations can be selected shrinks as the search continues. The key difference between these algorithms is that in the SA algorithm, a single path, or trajectory, is taken in parameter space, from the starting point to the globally optimal solution, while in the RBSA algorithm, many trajectories are taken; by exploring multiple regions of the parameter space simultaneously, the algorithm has been shown to converge on the globally optimal solution about an order of magnitude faster than when using conventional algorithms. Novel features of the RBSA algorithm include: 1. More efficient searching of the parameter space due to the branching structure, in which multiple random configurations are generated and multiple promising regions of the parameter space are explored; 2. The implementation of a trust region for each parameter in the parameter space, which provides a natural way of enforcing upper- and lower-bound constraints on the parameters; and 3. The optional use of a constrained gradient- search optimization, performed on the continuous variables around each branch s configuration in parameter space to improve search efficiency by allowing for fast fine-tuning of the continuous variables within the trust region at that configuration point.

Advanced quality systems : probabilistic optimization for profit (Prob.O.Prof) software

DOT National Transportation Integrated Search

2009-04-01

Contractors constantly have to make decisions regarding how to maximize profit and minimize risk on paving projects. With more and more States adopting incentive/disincentive pay adjustment provisions for quality, as measured by various acceptance qu...

Better delivery/pick up routes in the presence of uncertainty.

DOT National Transportation Integrated Search

2007-08-01

We consider the Courier Delivery Problem, a variant of the Vehicle Routing Problem with : time windows in which customers appear probabilistically and their service times are uncertain. : We use scenario-based stochastic optimization with recourse fo...

A probabilistic model of a porous heat exchanger

NASA Technical Reports Server (NTRS)

Agrawal, O. P.; Lin, X. A.

1995-01-01

This paper presents a probabilistic one-dimensional finite element model for heat transfer processes in porous heat exchangers. The Galerkin approach is used to develop the finite element matrices. Some of the submatrices are asymmetric due to the presence of the flow term. The Neumann expansion is used to write the temperature distribution as a series of random variables, and the expectation operator is applied to obtain the mean and deviation statistics. To demonstrate the feasibility of the formulation, a one-dimensional model of heat transfer phenomenon in superfluid flow through a porous media is considered. Results of this formulation agree well with the Monte-Carlo simulations and the analytical solutions. Although the numerical experiments are confined to parametric random variables, a formulation is presented to account for the random spatial variations.

Ensemble assimilation of ARGO temperature profile, sea surface temperature and Altimetric satellite data into an eddy permitting primitive equation model of the North Atlantic ocean

NASA Astrophysics Data System (ADS)

Yan, Yajing; Barth, Alexander; Beckers, Jean-Marie; Candille, Guillem; Brankart, Jean-Michel; Brasseur, Pierre

2015-04-01

Sea surface height, sea surface temperature and temperature profiles at depth collected between January and December 2005 are assimilated into a realistic eddy permitting primitive equation model of the North Atlantic Ocean using the Ensemble Kalman Filter. 60 ensemble members are generated by adding realistic noise to the forcing parameters related to the temperature. The ensemble is diagnosed and validated by comparison between the ensemble spread and the model/observation difference, as well as by rank histogram before the assimilation experiments. Incremental analysis update scheme is applied in order to reduce spurious oscillations due to the model state correction. The results of the assimilation are assessed according to both deterministic and probabilistic metrics with observations used in the assimilation experiments and independent observations, which goes further than most previous studies and constitutes one of the original points of this paper. Regarding the deterministic validation, the ensemble means, together with the ensemble spreads are compared to the observations in order to diagnose the ensemble distribution properties in a deterministic way. Regarding the probabilistic validation, the continuous ranked probability score (CRPS) is used to evaluate the ensemble forecast system according to reliability and resolution. The reliability is further decomposed into bias and dispersion by the reduced centred random variable (RCRV) score in order to investigate the reliability properties of the ensemble forecast system. The improvement of the assimilation is demonstrated using these validation metrics. Finally, the deterministic validation and the probabilistic validation are analysed jointly. The consistency and complementarity between both validations are highlighted. High reliable situations, in which the RMS error and the CRPS give the same information, are identified for the first time in this paper.

Evaluation of probabilistic forecasts with the scoringRules package

NASA Astrophysics Data System (ADS)

Jordan, Alexander; Krüger, Fabian; Lerch, Sebastian

2017-04-01

Over the last decades probabilistic forecasts in the form of predictive distributions have become popular in many scientific disciplines. With the proliferation of probabilistic models arises the need for decision-theoretically principled tools to evaluate the appropriateness of models and forecasts in a generalized way in order to better understand sources of prediction errors and to improve the models. Proper scoring rules are functions S(F,y) which evaluate the accuracy of a forecast distribution F , given that an outcome y was observed. In coherence with decision-theoretical principles they allow to compare alternative models, a crucial ability given the variety of theories, data sources and statistical specifications that is available in many situations. This contribution presents the software package scoringRules for the statistical programming language R, which provides functions to compute popular scoring rules such as the continuous ranked probability score for a variety of distributions F that come up in applied work. For univariate variables, two main classes are parametric distributions like normal, t, or gamma distributions, and distributions that are not known analytically, but are indirectly described through a sample of simulation draws. For example, ensemble weather forecasts take this form. The scoringRules package aims to be a convenient dictionary-like reference for computing scoring rules. We offer state of the art implementations of several known (but not routinely applied) formulas, and implement closed-form expressions that were previously unavailable. Whenever more than one implementation variant exists, we offer statistically principled default choices. Recent developments include the addition of scoring rules to evaluate multivariate forecast distributions. The use of the scoringRules package is illustrated in an example on post-processing ensemble forecasts of temperature.

Shape Optimization by Bayesian-Validated Computer-Simulation Surrogates

NASA Technical Reports Server (NTRS)

Patera, Anthony T.

1997-01-01

A nonparametric-validated, surrogate approach to optimization has been applied to the computational optimization of eddy-promoter heat exchangers and to the experimental optimization of a multielement airfoil. In addition to the baseline surrogate framework, a surrogate-Pareto framework has been applied to the two-criteria, eddy-promoter design problem. The Pareto analysis improves the predictability of the surrogate results, preserves generality, and provides a means to rapidly determine design trade-offs. Significant contributions have been made in the geometric description used for the eddy-promoter inclusions as well as to the surrogate framework itself. A level-set based, geometric description has been developed to define the shape of the eddy-promoter inclusions. The level-set technique allows for topology changes (from single-body,eddy-promoter configurations to two-body configurations) without requiring any additional logic. The continuity of the output responses for input variations that cross the boundary between topologies has been demonstrated. Input-output continuity is required for the straightforward application of surrogate techniques in which simplified, interpolative models are fitted through a construction set of data. The surrogate framework developed previously has been extended in a number of ways. First, the formulation for a general, two-output, two-performance metric problem is presented. Surrogates are constructed and validated for the outputs. The performance metrics can be functions of both outputs, as well as explicitly of the inputs, and serve to characterize the design preferences. By segregating the outputs and the performance metrics, an additional level of flexibility is provided to the designer. The validated outputs can be used in future design studies and the error estimates provided by the output validation step still apply, and require no additional appeals to the expensive analysis. Second, a candidate-based a posteriori error analysis capability has been developed which provides probabilistic error estimates on the true performance for a design randomly selected near the surrogate-predicted optimal design.

On the Optimization of a Probabilistic Data Aggregation Framework for Energy Efficiency in Wireless Sensor Networks.

PubMed

Kafetzoglou, Stella; Aristomenopoulos, Giorgos; Papavassiliou, Symeon

2015-08-11

Among the key aspects of the Internet of Things (IoT) is the integration of heterogeneous sensors in a distributed system that performs actions on the physical world based on environmental information gathered by sensors and application-related constraints and requirements. Numerous applications of Wireless Sensor Networks (WSNs) have appeared in various fields, from environmental monitoring, to tactical fields, and healthcare at home, promising to change our quality of life and facilitating the vision of sensor network enabled smart cities. Given the enormous requirements that emerge in such a setting-both in terms of data and energy-data aggregation appears as a key element in reducing the amount of traffic in wireless sensor networks and achieving energy conservation. Probabilistic frameworks have been introduced as operational efficient and performance effective solutions for data aggregation in distributed sensor networks. In this work, we introduce an overall optimization approach that improves and complements such frameworks towards identifying the optimal probability for a node to aggregate packets as well as the optimal aggregation period that a node should wait for performing aggregation, so as to minimize the overall energy consumption, while satisfying certain imposed delay constraints. Primal dual decomposition is employed to solve the corresponding optimization problem while simulation results demonstrate the operational efficiency of the proposed approach under different traffic and topology scenarios.

Life prediction of different commercial dental implants as influence by uncertainties in their fatigue material properties and loading conditions.

PubMed

Pérez, M A

2012-12-01

Probabilistic analyses allow the effect of uncertainty in system parameters to be determined. In the literature, many researchers have investigated static loading effects on dental implants. However, the intrinsic variability and uncertainty of most of the main problem parameters are not accounted for. The objective of this research was to apply a probabilistic computational approach to predict the fatigue life of three different commercial dental implants considering the variability and uncertainty in their fatigue material properties and loading conditions. For one of the commercial dental implants, the influence of its diameter in the fatigue life performance was also studied. This stochastic technique was based on the combination of a probabilistic finite element method (PFEM) and a cumulative damage approach known as B-model. After 6 million of loading cycles, local failure probabilities of 0.3, 0.4 and 0.91 were predicted for the Lifecore, Avinent and GMI implants, respectively (diameter of 3.75mm). The influence of the diameter for the GMI implant was studied and the results predicted a local failure probability of 0.91 and 0.1 for the 3.75mm and 5mm, respectively. In all cases the highest failure probability was located at the upper screw-threads. Therefore, the probabilistic methodology proposed herein may be a useful tool for performing a qualitative comparison between different commercial dental implants. Copyright © 2012 Elsevier Ireland Ltd. All rights reserved.

Evaluating sub-seasonal skill in probabilistic forecasts of Atmospheric Rivers and associated extreme events

NASA Astrophysics Data System (ADS)

Subramanian, A. C.; Lavers, D.; Matsueda, M.; Shukla, S.; Cayan, D. R.; Ralph, M.

2017-12-01

Atmospheric rivers (ARs) - elongated plumes of intense moisture transport - are a primary source of hydrological extremes, water resources and impactful weather along the West Coast of North America and Europe. There is strong demand in the water management, societal infrastructure and humanitarian sectors for reliable sub-seasonal forecasts, particularly of extreme events, such as floods and droughts so that actions to mitigate disastrous impacts can be taken with sufficient lead-time. Many recent studies have shown that ARs in the Pacific and the Atlantic are modulated by large-scale modes of climate variability. Leveraging the improved understanding of how these large-scale climate modes modulate the ARs in these two basins, we use the state-of-the-art multi-model forecast systems such as the North American Multi-Model Ensemble (NMME) and the Subseasonal-to-Seasonal (S2S) database to help inform and assess the probabilistic prediction of ARs and related extreme weather events over the North American and European West Coasts. We will present results from evaluating probabilistic forecasts of extreme precipitation and AR activity at the sub-seasonal scale. In particular, results from the comparison of two winters (2015-16 and 2016-17) will be shown, winters which defied canonical El Niño teleconnection patterns over North America and Europe. We further extend this study to analyze probabilistic forecast skill of AR events in these two basins and the variability in forecast skill during certain regimes of large-scale climate modes.

Multi-Agent simulation of generation capacity expansion decisions.

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

Botterud, A.; Mahalik, M.; Conzelmann, G.

2008-01-01

In this paper, we use a multi-agent simulation model, EMCAS, to analyze generation expansion in the Iberian electricity market. The expansion model simulates generation investment decisions of decentralized generating companies (GenCos) interacting in a complex, multidimensional environment. A probabilistic dispatch algorithm calculates prices and profits for new candidate units in different future states of the system. Uncertainties in future load, hydropower conditions, and competitorspsila actions are represented in a scenario tree, and decision analysis is used to identify the optimal expansion decision for each individual GenCo. We run the model using detailed data for the Iberian market. In a scenariomore » analysis, we look at the impact of market design variables, such as the energy price cap and carbon emission prices. We also analyze how market concentration and GenCospsila risk preferences influence the timing and choice of new generating capacity.« less

Application of Probabilistic Methods for the Determination of an Economically Robust HSCT Configuration

NASA Technical Reports Server (NTRS)

Mavris, Dimitri N.; Bandte, Oliver; Schrage, Daniel P.

1996-01-01

This paper outlines an approach for the determination of economically viable robust design solutions using the High Speed Civil Transport (HSCT) as a case study. Furthermore, the paper states the advantages of a probability based aircraft design over the traditional point design approach. It also proposes a new methodology called Robust Design Simulation (RDS) which treats customer satisfaction as the ultimate design objective. RDS is based on a probabilistic approach to aerospace systems design, which views the chosen objective as a distribution function introduced by so called noise or uncertainty variables. Since the designer has no control over these variables, a variability distribution is defined for each one of them. The cumulative effect of all these distributions causes the overall variability of the objective function. For cases where the selected objective function depends heavily on these noise variables, it may be desirable to obtain a design solution that minimizes this dependence. The paper outlines a step by step approach on how to achieve such a solution for the HSCT case study and introduces an evaluation criterion which guarantees the highest customer satisfaction. This customer satisfaction is expressed by the probability of achieving objective function values less than a desired target value.

Beyond eruptive scenarios: assessing tephra fallout hazard from Neapolitan volcanoes.

PubMed

Sandri, Laura; Costa, Antonio; Selva, Jacopo; Tonini, Roberto; Macedonio, Giovanni; Folch, Arnau; Sulpizio, Roberto

2016-04-12

Assessment of volcanic hazards is necessary for risk mitigation. Typically, hazard assessment is based on one or a few, subjectively chosen representative eruptive scenarios, which use a specific combination of eruptive sizes and intensities to represent a particular size class of eruption. While such eruptive scenarios use a range of representative members to capture a range of eruptive sizes and intensities in order to reflect a wider size class, a scenario approach neglects to account for the intrinsic variability of volcanic eruptions, and implicitly assumes that inter-class size variability (i.e. size difference between different eruptive size classes) dominates over intra-class size variability (i.e. size difference within an eruptive size class), the latter of which is treated as negligible. So far, no quantitative study has been undertaken to verify such an assumption. Here, we adopt a novel Probabilistic Volcanic Hazard Analysis (PVHA) strategy, which accounts for intrinsic eruptive variabilities, to quantify the tephra fallout hazard in the Campania area. We compare the results of the new probabilistic approach with the classical scenario approach. The results allow for determining whether a simplified scenario approach can be considered valid, and for quantifying the bias which arises when full variability is not accounted for.

Optimization of critical quality attributes in continuous twin-screw wet granulation via design space validated with pilot scale experimental data.

PubMed

Liu, Huolong; Galbraith, S C; Ricart, Brendon; Stanton, Courtney; Smith-Goettler, Brandye; Verdi, Luke; O'Connor, Thomas; Lee, Sau; Yoon, Seongkyu

2017-06-15

In this study, the influence of key process variables (screw speed, throughput and liquid to solid (L/S) ratio) of a continuous twin screw wet granulation (TSWG) was investigated using a central composite face-centered (CCF) experimental design method. Regression models were developed to predict the process responses (motor torque, granule residence time), granule properties (size distribution, volume average diameter, yield, relative width, flowability) and tablet properties (tensile strength). The effects of the three key process variables were analyzed via contour and interaction plots. The experimental results have demonstrated that all the process responses, granule properties and tablet properties are influenced by changing the screw speed, throughput and L/S ratio. The TSWG process was optimized to produce granules with specific volume average diameter of 150μm and the yield of 95% based on the developed regression models. A design space (DS) was built based on volume average granule diameter between 90 and 200μm and the granule yield larger than 75% with a failure probability analysis using Monte Carlo simulations. Validation experiments successfully validated the robustness and accuracy of the DS generated using the CCF experimental design in optimizing a continuous TSWG process. Copyright © 2017 Elsevier B.V. All rights reserved.

Structural Probability Concepts Adapted to Electrical Engineering

NASA Technical Reports Server (NTRS)

Steinberg, Eric P.; Chamis, Christos C.

1994-01-01

Through the use of equivalent variable analogies, the authors demonstrate how an electrical subsystem can be modeled by an equivalent structural subsystem. This allows the electrical subsystem to be probabilistically analyzed by using available structural reliability computer codes such as NESSUS. With the ability to analyze the electrical subsystem probabilistically, we can evaluate the reliability of systems that include both structural and electrical subsystems. Common examples of such systems are a structural subsystem integrated with a health-monitoring subsystem, and smart structures. Since these systems have electrical subsystems that directly affect the operation of the overall system, probabilistically analyzing them could lead to improved reliability and reduced costs. The direct effect of the electrical subsystem on the structural subsystem is of secondary order and is not considered in the scope of this work.

Random mechanics: Nonlinear vibrations, turbulences, seisms, swells, fatigue

NASA Astrophysics Data System (ADS)

Kree, P.; Soize, C.

The random modeling of physical phenomena, together with probabilistic methods for the numerical calculation of random mechanical forces, are analytically explored. Attention is given to theoretical examinations such as probabilistic concepts, linear filtering techniques, and trajectory statistics. Applications of the methods to structures experiencing atmospheric turbulence, the quantification of turbulence, and the dynamic responses of the structures are considered. A probabilistic approach is taken to study the effects of earthquakes on structures and to the forces exerted by ocean waves on marine structures. Theoretical analyses by means of vector spaces and stochastic modeling are reviewed, as are Markovian formulations of Gaussian processes and the definition of stochastic differential equations. Finally, random vibrations with a variable number of links and linear oscillators undergoing the square of Gaussian processes are investigated.

Probabilistic choice between symmetric disparities in motion stereo matching for a lateral navigation system

NASA Astrophysics Data System (ADS)

Ershov, Egor; Karnaukhov, Victor; Mozerov, Mikhail

2016-02-01

Two consecutive frames of a lateral navigation camera video sequence can be considered as an appropriate approximation to epipolar stereo. To overcome edge-aware inaccuracy caused by occlusion, we propose a model that matches the current frame to the next and to the previous ones. The positive disparity of matching to the previous frame has its symmetric negative disparity to the next frame. The proposed algorithm performs probabilistic choice for each matched pixel between the positive disparity and its symmetric disparity cost. A disparity map obtained by optimization over the cost volume composed of the proposed probabilistic choice is more accurate than the traditional left-to-right and right-to-left disparity maps cross-check. Also, our algorithm needs two times less computational operations per pixel than the cross-check technique. The effectiveness of our approach is demonstrated on synthetic data and real video sequences, with ground-truth value.

Optimization of the kernel functions in a probabilistic neural network analyzing the local pattern distribution.

PubMed

Galleske, I; Castellanos, J

2002-05-01

This article proposes a procedure for the automatic determination of the elements of the covariance matrix of the gaussian kernel function of probabilistic neural networks. Two matrices, a rotation matrix and a matrix of variances, can be calculated by analyzing the local environment of each training pattern. The combination of them will form the covariance matrix of each training pattern. This automation has two advantages: First, it will free the neural network designer from indicating the complete covariance matrix, and second, it will result in a network with better generalization ability than the original model. A variation of the famous two-spiral problem and real-world examples from the UCI Machine Learning Repository will show a classification rate not only better than the original probabilistic neural network but also that this model can outperform other well-known classification techniques.

Combining MLC and SVM Classifiers for Learning Based Decision Making: Analysis and Evaluations

PubMed Central

Zhang, Yi; Ren, Jinchang; Jiang, Jianmin

2015-01-01

Maximum likelihood classifier (MLC) and support vector machines (SVM) are two commonly used approaches in machine learning. MLC is based on Bayesian theory in estimating parameters of a probabilistic model, whilst SVM is an optimization based nonparametric method in this context. Recently, it is found that SVM in some cases is equivalent to MLC in probabilistically modeling the learning process. In this paper, MLC and SVM are combined in learning and classification, which helps to yield probabilistic output for SVM and facilitate soft decision making. In total four groups of data are used for evaluations, covering sonar, vehicle, breast cancer, and DNA sequences. The data samples are characterized in terms of Gaussian/non-Gaussian distributed and balanced/unbalanced samples which are then further used for performance assessment in comparing the SVM and the combined SVM-MLC classifier. Interesting results are reported to indicate how the combined classifier may work under various conditions. PMID:26089862

Combining MLC and SVM Classifiers for Learning Based Decision Making: Analysis and Evaluations.

PubMed

Zhang, Yi; Ren, Jinchang; Jiang, Jianmin

2015-01-01

Maximum likelihood classifier (MLC) and support vector machines (SVM) are two commonly used approaches in machine learning. MLC is based on Bayesian theory in estimating parameters of a probabilistic model, whilst SVM is an optimization based nonparametric method in this context. Recently, it is found that SVM in some cases is equivalent to MLC in probabilistically modeling the learning process. In this paper, MLC and SVM are combined in learning and classification, which helps to yield probabilistic output for SVM and facilitate soft decision making. In total four groups of data are used for evaluations, covering sonar, vehicle, breast cancer, and DNA sequences. The data samples are characterized in terms of Gaussian/non-Gaussian distributed and balanced/unbalanced samples which are then further used for performance assessment in comparing the SVM and the combined SVM-MLC classifier. Interesting results are reported to indicate how the combined classifier may work under various conditions.

Coherent-state discrimination via nonheralded probabilistic amplification

NASA Astrophysics Data System (ADS)

Rosati, Matteo; Mari, Andrea; Giovannetti, Vittorio

2016-06-01

A scheme for the detection of low-intensity optical coherent signals was studied which uses a probabilistic amplifier operated in the nonheralded version as the underlying nonlinear operation to improve the detection efficiency. This approach allows us to improve the statistics by keeping track of all possible outcomes of the amplification stage (including failures). When compared with an optimized Kennedy receiver, the resulting discrimination success probability we obtain presents a gain up to ˜1.85 % and it approaches the Helstrom bound appreciably faster than the Dolinar receiver when employed in an adaptive strategy. We also notice that the advantages obtained can ultimately be associated with the fact that, in the high-gain limit, the nonheralded version of the probabilistic amplifier induces a partial dephasing which preserves quantum coherence among low-energy eigenvectors while removing it elsewhere. A proposal to realize such a transformation based on an optical cavity implementation is presented.

Continuous-variable quantum cryptography with an untrusted relay: Detailed security analysis of the symmetric configuration

NASA Astrophysics Data System (ADS)

Ottaviani, Carlo; Spedalieri, Gaetana; Braunstein, Samuel L.; Pirandola, Stefano

2015-02-01

We consider the continuous-variable protocol of Pirandola et al. [arXiv:1312.4104] where the secret key is established by the measurement of an untrusted relay. In this network protocol, two authorized parties are connected to an untrusted relay by insecure quantum links. Secret correlations are generated by a continuous-variable Bell detection performed on incoming coherent states. In the present work we provide a detailed study of the symmetric configuration, where the relay is midway between the parties. We analyze symmetric eavesdropping strategies against the quantum links explicitly showing that, at fixed transmissivity and thermal noise, two-mode coherent attacks are optimal, manifestly outperforming one-mode collective attacks based on independent entangling cloners. Such an advantage is shown both in terms of security threshold and secret-key rate.

Representative sets of design hydrographs for ungauged catchments: A regional approach using probabilistic region memberships

NASA Astrophysics Data System (ADS)

Brunner, Manuela Irene; Seibert, Jan; Favre, Anne-Catherine

2018-02-01

Traditional design flood estimation approaches have focused on peak discharges and have often neglected other hydrograph characteristics such as hydrograph volume and shape. Synthetic design hydrograph estimation procedures overcome this deficiency by jointly considering peak discharge, hydrograph volume, and shape. Such procedures have recently been extended to allow for the consideration of process variability within a catchment by a flood-type specific construction of design hydrographs. However, they depend on observed runoff time series and are not directly applicable in ungauged catchments where such series are not available. To obtain reliable flood estimates, there is a need for an approach that allows for the consideration of process variability in the construction of synthetic design hydrographs in ungauged catchments. In this study, we therefore propose an approach that combines a bivariate index flood approach with event-type specific synthetic design hydrograph construction. First, regions of similar flood reactivity are delineated and a classification rule that enables the assignment of ungauged catchments to one of these reactivity regions is established. Second, event-type specific synthetic design hydrographs are constructed using the pooled data divided by event type from the corresponding reactivity region in a bivariate index flood procedure. The approach was tested and validated on a dataset of 163 Swiss catchments. The results indicated that 1) random forest is a suitable classification model for the assignment of an ungauged catchment to one of the reactivity regions, 2) the combination of a bivariate index flood approach and event-type specific synthetic design hydrograph construction enables the consideration of event types in ungauged catchments, and 3) the use of probabilistic class memberships in regional synthetic design hydrograph construction helps to alleviate the problem of misclassification. Event-type specific synthetic design hydrograph sets enable the inclusion of process variability into design flood estimation and can be used as a compromise between single best estimate synthetic design hydrographs and continuous simulation studies.

Studies of regional-scale climate variability and change. Hidden Markov models and coupled ocean-atmosphere modes

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

Ghil, M.; Kravtsov, S.; Robertson, A. W.

2008-10-14

This project was a continuation of previous work under DOE CCPP funding, in which we had developed a twin approach of probabilistic network (PN) models (sometimes called dynamic Bayesian networks) and intermediate-complexity coupled ocean-atmosphere models (ICMs) to identify the predictable modes of climate variability and to investigate their impacts on the regional scale. We had developed a family of PNs (similar to Hidden Markov Models) to simulate historical records of daily rainfall, and used them to downscale GCM seasonal predictions. Using an idealized atmospheric model, we had established a novel mechanism through which ocean-induced sea-surface temperature (SST) anomalies might influencemore » large-scale atmospheric circulation patterns on interannual and longer time scales; we had found similar patterns in a hybrid coupled ocean-atmosphere-sea-ice model. The goal of the this continuation project was to build on these ICM results and PN model development to address prediction of rainfall and temperature statistics at the local scale, associated with global climate variability and change, and to investigate the impact of the latter on coupled ocean-atmosphere modes. Our main results from the grant consist of extensive further development of the hidden Markov models for rainfall simulation and downscaling together with the development of associated software; new intermediate coupled models; a new methodology of inverse modeling for linking ICMs with observations and GCM results; and, observational studies of decadal and multi-decadal natural climate results, informed by ICM results.« less

Understanding Rasch Measurement: Rasch Models Overview.

ERIC Educational Resources Information Center

Wright, Benjamin D.; Mok, Magdalena

2000-01-01

Presents an overview of Rasch measurement models that begins with a conceptualization of continuous experiences often captured as discrete observations. Discusses the mathematical properties of the Rasch family of models that allow the transformation of discrete deterministic counts into continuous probabilistic abstractions. Also discusses six of…

Probabilistic, sediment-geochemical parameterisation of the groundwater compartment of the Netherlands for spatially distributed, reactive transport modelling

NASA Astrophysics Data System (ADS)

Janssen, Gijs; Gunnink, Jan; van Vliet, Marielle; Goldberg, Tanya; Griffioen, Jasper

2017-04-01

Pollution of groundwater aquifers with contaminants as nitrate is a common problem. Reactive transport models are useful to predict the fate of such contaminants and to characterise the efficiency of mitigating or preventive measures. Parameterisation of a groundwater transport model on reaction capacity is a necessary step during building the model. Two Dutch, national programs are combined to establish a methodology for building a probabilistic model on reaction capacity of the groundwater compartment at the national scale: the Geological Survey program and the NHI Netherlands Hydrological Instrument program. Reaction capacity is considered as a series of geochemical characteristics that control acid/base condition, redox condition and sorption capacity. Five primary reaction capacity variables are characterised: 1. pyrite, 2. non-pyrite, reactive iron (oxides, siderite and glauconite), 3. clay fraction, 4. organic matter and 5. Ca-carbonate. Important reaction capacity variables that are determined by more than one solid compound are also deduced: 1. potential reduction capacity (PRC) by pyrite and organic matter, 2. cation-exchange capacity (CEC) by organic matter and clay content, 3. carbonate buffering upon pyrite oxidation (CPBO) by carbonate and pyrite. Statistical properties of these variables are established based on c. 16,000 sediment geochemical analyses. The first tens of meters are characterised based on 25 regions using combinations of lithological class and geological formation as strata. Because of both less data and more geochemical uniformity, the deeper subsurface is characterised in a similar way based on 3 regions. The statistical data is used as input in an algoritm that probabilistically calculates the reaction capacity per grid cell. First, the cumulative frequency distribution (cfd) functions are calculated from the statistical data for the geochemical strata. Second, all voxel cells are classified into the geochemical strata. Third, the cfd functions are used to put random reaction capacity variables into the hydrological voxel model. Here, the distribution can be conditioned on two variables. Two important variables are clay content and depth. The first is valid because more dense data is available for clay content than for geochemical variables as pyrite and probabilistic, lithological models are also built at TNO Geological Survey. The second is important to account for locally different depths at which the redox cline between NO3-rich and Fe(II)-rich groundwater occurs within the first tens of meters of the subsurface. An extensive data-set of groundwater quality analyses is used to derive criteria for depth variability of the redox cline. The result is a unique algoritm in order to obtain heterogeneous geochemical reaction capacity models of the entire groundwater compartment of the Netherlands.

Emotions and Golf Performance

ERIC Educational Resources Information Center

Cohen, Alexander B.; Tenenbaum, Gershon; English, R. William

2006-01-01

A multiple case study investigation is reported in which emotions and performance were assessed within the probabilistic individual zone of optimal functioning (IZOF) model (Kamata, Tenenbaum, & Hanin, 2002) to develop idiosyncratic emotion-performance profiles. These profiles were incorporated into a psychological skills training (PST)…

Probabilistic Deviation Detection and Optimal Thresholds

DTIC Science & Technology

2014-01-01

27 List of Figures Figure 1: A screenshot of the StarCraft Brood War videogame ...War videogame StarCraft is used as the domain for the case-based planning research conducted in the DEEP project. StarCraft was selected for a number

Data-driven Modeling of Metal-oxide Sensors with Dynamic Bayesian Networks

NASA Astrophysics Data System (ADS)

Gosangi, Rakesh; Gutierrez-Osuna, Ricardo

2011-09-01

We present a data-driven probabilistic framework to model the transient response of MOX sensors modulated with a sequence of voltage steps. Analytical models of MOX sensors are usually built based on the physico-chemical properties of the sensing materials. Although building these models provides an insight into the sensor behavior, they also require a thorough understanding of the underlying operating principles. Here we propose a data-driven approach to characterize the dynamical relationship between sensor inputs and outputs. Namely, we use dynamic Bayesian networks (DBNs), probabilistic models that represent temporal relations between a set of random variables. We identify a set of control variables that influence the sensor responses, create a graphical representation that captures the causal relations between these variables, and finally train the model with experimental data. We validated the approach on experimental data in terms of predictive accuracy and classification performance. Our results show that DBNs can accurately predict the dynamic response of MOX sensors, as well as capture the discriminatory information present in the sensor transients.

Probabilistic Thermal Analysis During Mars Reconnaissance Orbiter Aerobraking

NASA Technical Reports Server (NTRS)

Dec, John A.

2007-01-01

A method for performing a probabilistic thermal analysis during aerobraking has been developed. The analysis is performed on the Mars Reconnaissance Orbiter solar array during aerobraking. The methodology makes use of a response surface model derived from a more complex finite element thermal model of the solar array. The response surface is a quadratic equation which calculates the peak temperature for a given orbit drag pass at a specific location on the solar panel. Five different response surface equations are used, one of which predicts the overall maximum solar panel temperature, and the remaining four predict the temperatures of the solar panel thermal sensors. The variables used to define the response surface can be characterized as either environmental, material property, or modeling variables. Response surface variables are statistically varied in a Monte Carlo simulation. The Monte Carlo simulation produces mean temperatures and 3 sigma bounds as well as the probability of exceeding the designated flight allowable temperature for a given orbit. Response surface temperature predictions are compared with the Mars Reconnaissance Orbiter flight temperature data.

Quantification of hourly variability in NO(x) emissions for baseload coal-fired power plants.

PubMed

Abdel-Aziz, Amr; Frey, H Christopher

2003-11-01

The objectives of this paper are to (1) quantify variability in hourly utility oxides of nitrogen (NO(x)) emission factors, activity factors, and total emissions; (2) investigate the autocorrelation structure and evaluate cyclic effects at short and long scales of the time series of total hourly emissions; (3) compare emissions for the ozone (O3) season versus the entire year to identify seasonal differences, if any; and (4) evaluate interannual variability. Continuous emissions monitoring data were analyzed for 1995 and 1998 for 32 units from nine baseload power plants in the Charlotte, NC, airshed. Unit emissions have a strong 24-hr cycle attributable primarily to the capacity factor. Typical ranges of the coefficient of variation for emissions at a given hour of the day were from 0.2 to 0.45. Little difference was found when comparing weekend emissions with the entire week or when comparing the O3 season with the entire year. There were substantial differences in the mean and standard deviation of emissions when comparing 1995 and 1998 data, indicative of the effect of retrofits of control technology during the intervening time. The wide range of variability and its autocorrelation should be accounted for when developing probabilistic utility emission inventories for analysis of near-term future episodes.

Diffusion tensor tractography of the arcuate fasciculus in patients with brain tumors: Comparison between deterministic and probabilistic models

PubMed Central

Li, Zhixi; Peck, Kyung K.; Brennan, Nicole P.; Jenabi, Mehrnaz; Hsu, Meier; Zhang, Zhigang; Holodny, Andrei I.; Young, Robert J.

2014-01-01

Purpose The purpose of this study was to compare the deterministic and probabilistic tracking methods of diffusion tensor white matter fiber tractography in patients with brain tumors. Materials and Methods We identified 29 patients with left brain tumors <2 cm from the arcuate fasciculus who underwent pre-operative language fMRI and DTI. The arcuate fasciculus was reconstructed using a deterministic Fiber Assignment by Continuous Tracking (FACT) algorithm and a probabilistic method based on an extended Monte Carlo Random Walk algorithm. Tracking was controlled using two ROIs corresponding to Broca’s and Wernicke’s areas. Tracts in tumoraffected hemispheres were examined for extension between Broca’s and Wernicke’s areas, anterior-posterior length and volume, and compared with the normal contralateral tracts. Results Probabilistic tracts displayed more complete anterior extension to Broca’s area than did FACT tracts on the tumor-affected and normal sides (p < 0.0001). The median length ratio for tumor: normal sides was greater for probabilistic tracts than FACT tracts (p < 0.0001). The median tract volume ratio for tumor: normal sides was also greater for probabilistic tracts than FACT tracts (p = 0.01). Conclusion Probabilistic tractography reconstructs the arcuate fasciculus more completely and performs better through areas of tumor and/or edema. The FACT algorithm tends to underestimate the anterior-most fibers of the arcuate fasciculus, which are crossed by primary motor fibers. PMID:25328583

Use of Probabilistic Engineering Methods in the Detailed Design and Development Phases of the NASA Ares Launch Vehicle

NASA Technical Reports Server (NTRS)

Fayssal, Safie; Weldon, Danny

2008-01-01

The United States National Aeronautics and Space Administration (NASA) is in the midst of a space exploration program called Constellation to send crew and cargo to the international Space Station, to the moon, and beyond. As part of the Constellation program, a new launch vehicle, Ares I, is being developed by NASA Marshall Space Flight Center. Designing a launch vehicle with high reliability and increased safety requires a significant effort in understanding design variability and design uncertainty at the various levels of the design (system, element, subsystem, component, etc.) and throughout the various design phases (conceptual, preliminary design, etc.). In a previous paper [1] we discussed a probabilistic functional failure analysis approach intended mainly to support system requirements definition, system design, and element design during the early design phases. This paper provides an overview of the application of probabilistic engineering methods to support the detailed subsystem/component design and development as part of the "Design for Reliability and Safety" approach for the new Ares I Launch Vehicle. Specifically, the paper discusses probabilistic engineering design analysis cases that had major impact on the design and manufacturing of the Space Shuttle hardware. The cases represent important lessons learned from the Space Shuttle Program and clearly demonstrate the significance of probabilistic engineering analysis in better understanding design deficiencies and identifying potential design improvement for Ares I. The paper also discusses the probabilistic functional failure analysis approach applied during the early design phases of Ares I and the forward plans for probabilistic design analysis in the detailed design and development phases.

Using genetic algorithms to achieve an automatic and global optimization of analogue methods for statistical downscaling of precipitation

NASA Astrophysics Data System (ADS)

Horton, Pascal; Weingartner, Rolf; Obled, Charles; Jaboyedoff, Michel

2017-04-01

Analogue methods (AMs) rely on the hypothesis that similar situations, in terms of atmospheric circulation, are likely to result in similar local or regional weather conditions. These methods consist of sampling a certain number of past situations, based on different synoptic-scale meteorological variables (predictors), in order to construct a probabilistic prediction for a local weather variable of interest (predictand). They are often used for daily precipitation prediction, either in the context of real-time forecasting, reconstruction of past weather conditions, or future climate impact studies. The relationship between predictors and predictands is defined by several parameters (predictor variable, spatial and temporal windows used for the comparison, analogy criteria, and number of analogues), which are often calibrated by means of a semi-automatic sequential procedure that has strong limitations. AMs may include several subsampling levels (e.g. first sorting a set of analogs in terms of circulation, then restricting to those with similar moisture status). The parameter space of the AMs can be very complex, with substantial co-dependencies between the parameters. Thus, global optimization techniques are likely to be necessary for calibrating most AM variants, as they can optimize all parameters of all analogy levels simultaneously. Genetic algorithms (GAs) were found to be successful in finding optimal values of AM parameters. They allow taking into account parameters inter-dependencies, and selecting objectively some parameters that were manually selected beforehand (such as the pressure levels and the temporal windows of the predictor variables), and thus obviate the need of assessing a high number of combinations. The performance scores of the optimized methods increased compared to reference methods, and this even to a greater extent for days with high precipitation totals. The resulting parameters were found to be relevant and spatially coherent. Moreover, they were obtained automatically and objectively, which reduces efforts invested in exploration attempts when adapting the method to a new region or for a new predictand. In addition, the approach allowed for new degrees of freedom, such as a weighting between the pressure levels, and non overlapping spatial windows. Genetic algorithms were then used further in order to automatically select predictor variables and analogy criteria. This resulted in interesting outputs, providing new predictor-criterion combinations. However, some limitations of the approach were encountered, and the need of the expert input is likely to remain necessary. Nevertheless, letting GAs exploring a dataset for the best predictor for a predictand of interest is certainly a useful tool, particularly when applied for a new predictand or a new region under different climatic characteristics.

Unsupervised learning in probabilistic neural networks with multi-state metal-oxide memristive synapses

NASA Astrophysics Data System (ADS)

Serb, Alexander; Bill, Johannes; Khiat, Ali; Berdan, Radu; Legenstein, Robert; Prodromakis, Themis

2016-09-01

In an increasingly data-rich world the need for developing computing systems that cannot only process, but ideally also interpret big data is becoming continuously more pressing. Brain-inspired concepts have shown great promise towards addressing this need. Here we demonstrate unsupervised learning in a probabilistic neural network that utilizes metal-oxide memristive devices as multi-state synapses. Our approach can be exploited for processing unlabelled data and can adapt to time-varying clusters that underlie incoming data by supporting the capability of reversible unsupervised learning. The potential of this work is showcased through the demonstration of successful learning in the presence of corrupted input data and probabilistic neurons, thus paving the way towards robust big-data processors.

Development of a nanosatellite de-orbiting system by reliability based design optimization

NASA Astrophysics Data System (ADS)

Nikbay, Melike; Acar, Pınar; Aslan, Alim Rüstem

2015-12-01

This paper presents design approaches to develop a reliable and efficient de-orbiting system for the 3USAT nanosatellite to provide a beneficial orbital decay process at the end of a mission. A de-orbiting system is initially designed by employing the aerodynamic drag augmentation principle where the structural constraints of the overall satellite system and the aerodynamic forces are taken into account. Next, an alternative de-orbiting system is designed with new considerations and further optimized using deterministic and reliability based design techniques. For the multi-objective design, the objectives are chosen to maximize the aerodynamic drag force through the maximization of the Kapton surface area while minimizing the de-orbiting system mass. The constraints are related in a deterministic manner to the required deployment force, the height of the solar panel hole and the deployment angle. The length and the number of layers of the deployable Kapton structure are used as optimization variables. In the second stage of this study, uncertainties related to both manufacturing and operating conditions of the deployable structure in space environment are considered. These uncertainties are then incorporated into the design process by using different probabilistic approaches such as Monte Carlo Simulation, the First-Order Reliability Method and the Second-Order Reliability Method. The reliability based design optimization seeks optimal solutions using the former design objectives and constraints with the inclusion of a reliability index. Finally, the de-orbiting system design alternatives generated by different approaches are investigated and the reliability based optimum design is found to yield the best solution since it significantly improves both system reliability and performance requirements.

Cutoff Finder: A Comprehensive and Straightforward Web Application Enabling Rapid Biomarker Cutoff Optimization

PubMed Central

Budczies, Jan; Klauschen, Frederick; Sinn, Bruno V.; Győrffy, Balázs; Schmitt, Wolfgang D.; Darb-Esfahani, Silvia; Denkert, Carsten

2012-01-01

Gene or protein expression data are usually represented by metric or at least ordinal variables. In order to translate a continuous variable into a clinical decision, it is necessary to determine a cutoff point and to stratify patients into two groups each requiring a different kind of treatment. Currently, there is no standard method or standard software for biomarker cutoff determination. Therefore, we developed Cutoff Finder, a bundle of optimization and visualization methods for cutoff determination that is accessible online. While one of the methods for cutoff optimization is based solely on the distribution of the marker under investigation, other methods optimize the correlation of the dichotomization with respect to an outcome or survival variable. We illustrate the functionality of Cutoff Finder by the analysis of the gene expression of estrogen receptor (ER) and progesterone receptor (PgR) in breast cancer tissues. This distribution of these important markers is analyzed and correlated with immunohistologically determined ER status and distant metastasis free survival. Cutoff Finder is expected to fill a relevant gap in the available biometric software repertoire and will enable faster optimization of new diagnostic biomarkers. The tool can be accessed at http://molpath.charite.de/cutoff. PMID:23251644

Experimental implementation of non-Gaussian attacks on a continuous-variable quantum-key-distribution system.

PubMed

Lodewyck, Jérôme; Debuisschert, Thierry; García-Patrón, Raúl; Tualle-Brouri, Rosa; Cerf, Nicolas J; Grangier, Philippe

2007-01-19

An intercept-resend attack on a continuous-variable quantum-key-distribution protocol is investigated experimentally. By varying the interception fraction, one can implement a family of attacks where the eavesdropper totally controls the channel parameters. In general, such attacks add excess noise in the channel, and may also result in non-Gaussian output distributions. We implement and characterize the measurements needed to detect these attacks, and evaluate experimentally the information rates available to the legitimate users and the eavesdropper. The results are consistent with the optimality of Gaussian attacks resulting from the security proofs.

Comparison of different assimilation schemes in an operational assimilation system with Ensemble Kalman Filter

NASA Astrophysics Data System (ADS)

Yan, Yajing; Barth, Alexander; Beckers, Jean-Marie; Candille, Guillem; Brankart, Jean-Michel; Brasseur, Pierre

2016-04-01

In this paper, four assimilation schemes, including an intermittent assimilation scheme (INT) and three incremental assimilation schemes (IAU 0, IAU 50 and IAU 100), are compared in the same assimilation experiments with a realistic eddy permitting primitive equation model of the North Atlantic Ocean using the Ensemble Kalman Filter. The three IAU schemes differ from each other in the position of the increment update window that has the same size as the assimilation window. 0, 50 and 100 correspond to the degree of superposition of the increment update window on the current assimilation window. Sea surface height, sea surface temperature, and temperature profiles at depth collected between January and December 2005 are assimilated. Sixty ensemble members are generated by adding realistic noise to the forcing parameters related to the temperature. The ensemble is diagnosed and validated by comparison between the ensemble spread and the model/observation difference, as well as by rank histogram before the assimilation experiments The relevance of each assimilation scheme is evaluated through analyses on thermohaline variables and the current velocities. The results of the assimilation are assessed according to both deterministic and probabilistic metrics with independent/semi-independent observations. For deterministic validation, the ensemble means, together with the ensemble spreads are compared to the observations, in order to diagnose the ensemble distribution properties in a deterministic way. For probabilistic validation, the continuous ranked probability score (CRPS) is used to evaluate the ensemble forecast system according to reliability and resolution. The reliability is further decomposed into bias and dispersion by the reduced centered random variable (RCRV) score in order to investigate the reliability properties of the ensemble forecast system.

Innovating Big Data Computing Geoprocessing for Analysis of Engineered-Natural Systems

NASA Astrophysics Data System (ADS)

Rose, K.; Baker, V.; Bauer, J. R.; Vasylkivska, V.

2016-12-01

Big data computing and analytical techniques offer opportunities to improve predictions about subsurface systems while quantifying and characterizing associated uncertainties from these analyses. Spatial analysis, big data and otherwise, of subsurface natural and engineered systems are based on variable resolution, discontinuous, and often point-driven data to represent continuous phenomena. We will present examples from two spatio-temporal methods that have been adapted for use with big datasets and big data geo-processing capabilities. The first approach uses regional earthquake data to evaluate spatio-temporal trends associated with natural and induced seismicity. The second algorithm, the Variable Grid Method (VGM), is a flexible approach that presents spatial trends and patterns, such as those resulting from interpolation methods, while simultaneously visualizing and quantifying uncertainty in the underlying spatial datasets. In this presentation we will show how we are utilizing Hadoop to store and perform spatial analyses to efficiently consume and utilize large geospatial data in these custom analytical algorithms through the development of custom Spark and MapReduce applications that incorporate ESRI Hadoop libraries. The team will present custom `Big Data' geospatial applications that run on the Hadoop cluster and integrate with ESRI ArcMap with the team's probabilistic VGM approach. The VGM-Hadoop tool has been specially built as a multi-step MapReduce application running on the Hadoop cluster for the purpose of data reduction. This reduction is accomplished by generating multi-resolution, non-overlapping, attributed topology that is then further processed using ESRI's geostatistical analyst to convey a probabilistic model of a chosen study region. Finally, we will share our approach for implementation of data reduction and topology generation via custom multi-step Hadoop applications, performance benchmarking comparisons, and Hadoop-centric opportunities for greater parallelization of geospatial operations.

The impact of short term synaptic depression and stochastic vesicle dynamics on neuronal variability

PubMed Central

Reich, Steven

2014-01-01

Neuronal variability plays a central role in neural coding and impacts the dynamics of neuronal networks. Unreliability of synaptic transmission is a major source of neural variability: synaptic neurotransmitter vesicles are released probabilistically in response to presynaptic action potentials and are recovered stochastically in time. The dynamics of this process of vesicle release and recovery interacts with variability in the arrival times of presynaptic spikes to shape the variability of the postsynaptic response. We use continuous time Markov chain methods to analyze a model of short term synaptic depression with stochastic vesicle dynamics coupled with three different models of presynaptic spiking: one model in which the timing of presynaptic action potentials are modeled as a Poisson process, one in which action potentials occur more regularly than a Poisson process (sub-Poisson) and one in which action potentials occur more irregularly (super-Poisson). We use this analysis to investigate how variability in a presynaptic spike train is transformed by short term depression and stochastic vesicle dynamics to determine the variability of the postsynaptic response. We find that sub-Poisson presynaptic spiking increases the average rate at which vesicles are released, that the number of vesicles released over a time window is more variable for smaller time windows than larger time windows and that fast presynaptic spiking gives rise to Poisson-like variability of the postsynaptic response even when presynaptic spike times are non-Poisson. Our results complement and extend previously reported theoretical results and provide possible explanations for some trends observed in recorded data. PMID:23354693

Bell-Curve Based Evolutionary Strategies for Structural Optimization

NASA Technical Reports Server (NTRS)

Kincaid, Rex K.

2000-01-01

Evolutionary methods are exceedingly popular with practitioners of many fields; more so than perhaps any optimization tool in existence. Historically Genetic Algorithms (GAs) led the way in practitioner popularity (Reeves 1997). However, in the last ten years Evolutionary Strategies (ESs) and Evolutionary Programs (EPS) have gained a significant foothold (Glover 1998). One partial explanation for this shift is the interest in using GAs to solve continuous optimization problems. The typical GA relies upon a cumber-some binary representation of the design variables. An ES or EP, however, works directly with the real-valued design variables. For detailed references on evolutionary methods in general and ES or EP in specific see Back (1996) and Dasgupta and Michalesicz (1997). We call our evolutionary algorithm BCB (bell curve based) since it is based upon two normal distributions.

Analytical probabilistic modeling of RBE-weighted dose for ion therapy.

PubMed

Wieser, H P; Hennig, P; Wahl, N; Bangert, M

2017-11-10

Particle therapy is especially prone to uncertainties. This issue is usually addressed with uncertainty quantification and minimization techniques based on scenario sampling. For proton therapy, however, it was recently shown that it is also possible to use closed-form computations based on analytical probabilistic modeling (APM) for this purpose. APM yields unique features compared to sampling-based approaches, motivating further research in this context. This paper demonstrates the application of APM for intensity-modulated carbon ion therapy to quantify the influence of setup and range uncertainties on the RBE-weighted dose. In particular, we derive analytical forms for the nonlinear computations of the expectation value and variance of the RBE-weighted dose by propagating linearly correlated Gaussian input uncertainties through a pencil beam dose calculation algorithm. Both exact and approximation formulas are presented for the expectation value and variance of the RBE-weighted dose and are subsequently studied in-depth for a one-dimensional carbon ion spread-out Bragg peak. With V and B being the number of voxels and pencil beams, respectively, the proposed approximations induce only a marginal loss of accuracy while lowering the computational complexity from order [Formula: see text] to [Formula: see text] for the expectation value and from [Formula: see text] to [Formula: see text] for the variance of the RBE-weighted dose. Moreover, we evaluated the approximated calculation of the expectation value and standard deviation of the RBE-weighted dose in combination with a probabilistic effect-based optimization on three patient cases considering carbon ions as radiation modality against sampled references. The resulting global γ-pass rates (2 mm,2%) are [Formula: see text]99.15% for the expectation value and [Formula: see text]94.95% for the standard deviation of the RBE-weighted dose, respectively. We applied the derived analytical model to carbon ion treatment planning, although the concept is in general applicable to other ion species considering a variable RBE.

Analytical probabilistic modeling of RBE-weighted dose for ion therapy

NASA Astrophysics Data System (ADS)

Wieser, H. P.; Hennig, P.; Wahl, N.; Bangert, M.

2017-12-01

Particle therapy is especially prone to uncertainties. This issue is usually addressed with uncertainty quantification and minimization techniques based on scenario sampling. For proton therapy, however, it was recently shown that it is also possible to use closed-form computations based on analytical probabilistic modeling (APM) for this purpose. APM yields unique features compared to sampling-based approaches, motivating further research in this context. This paper demonstrates the application of APM for intensity-modulated carbon ion therapy to quantify the influence of setup and range uncertainties on the RBE-weighted dose. In particular, we derive analytical forms for the nonlinear computations of the expectation value and variance of the RBE-weighted dose by propagating linearly correlated Gaussian input uncertainties through a pencil beam dose calculation algorithm. Both exact and approximation formulas are presented for the expectation value and variance of the RBE-weighted dose and are subsequently studied in-depth for a one-dimensional carbon ion spread-out Bragg peak. With V and B being the number of voxels and pencil beams, respectively, the proposed approximations induce only a marginal loss of accuracy while lowering the computational complexity from order O(V × B^2) to O(V × B) for the expectation value and from O(V × B^4) to O(V × B^2) for the variance of the RBE-weighted dose. Moreover, we evaluated the approximated calculation of the expectation value and standard deviation of the RBE-weighted dose in combination with a probabilistic effect-based optimization on three patient cases considering carbon ions as radiation modality against sampled references. The resulting global γ-pass rates (2 mm,2%) are > 99.15% for the expectation value and > 94.95% for the standard deviation of the RBE-weighted dose, respectively. We applied the derived analytical model to carbon ion treatment planning, although the concept is in general applicable to other ion species considering a variable RBE.

Optimal orbit transfer suitable for large flexible structures

NASA Technical Reports Server (NTRS)

Chatterjee, Alok K.

1989-01-01

The problem of continuous low-thrust planar orbit transfer of large flexible structures is formulated as an optimal control problem with terminal state constraints. The dynamics of the spacecraft motion are treated as a point-mass central force field problem; the thrust-acceleration magnitude is treated as an additional state variable; and the rate of change of thrust-acceleration is treated as a control variable. To ensure smooth transfer, essential for flexible structures, an additional quadratic term is appended to the time cost functional. This term penalizes any abrupt change in acceleration. Numerical results are presented for the special case of a planar transfer.

Modeling Uncertainties in EEG Microstates: Analysis of Real and Imagined Motor Movements Using Probabilistic Clustering-Driven Training of Probabilistic Neural Networks.

PubMed

Dinov, Martin; Leech, Robert

2017-01-01

Part of the process of EEG microstate estimation involves clustering EEG channel data at the global field power (GFP) maxima, very commonly using a modified K-means approach. Clustering has also been done deterministically, despite there being uncertainties in multiple stages of the microstate analysis, including the GFP peak definition, the clustering itself and in the post-clustering assignment of microstates back onto the EEG timecourse of interest. We perform a fully probabilistic microstate clustering and labeling, to account for these sources of uncertainty using the closest probabilistic analog to KM called Fuzzy C-means (FCM). We train softmax multi-layer perceptrons (MLPs) using the KM and FCM-inferred cluster assignments as target labels, to then allow for probabilistic labeling of the full EEG data instead of the usual correlation-based deterministic microstate label assignment typically used. We assess the merits of the probabilistic analysis vs. the deterministic approaches in EEG data recorded while participants perform real or imagined motor movements from a publicly available data set of 109 subjects. Though FCM group template maps that are almost topographically identical to KM were found, there is considerable uncertainty in the subsequent assignment of microstate labels. In general, imagined motor movements are less predictable on a time point-by-time point basis, possibly reflecting the more exploratory nature of the brain state during imagined, compared to during real motor movements. We find that some relationships may be more evident using FCM than using KM and propose that future microstate analysis should preferably be performed probabilistically rather than deterministically, especially in situations such as with brain computer interfaces, where both training and applying models of microstates need to account for uncertainty. Probabilistic neural network-driven microstate assignment has a number of advantages that we have discussed, which are likely to be further developed and exploited in future studies. In conclusion, probabilistic clustering and a probabilistic neural network-driven approach to microstate analysis is likely to better model and reveal details and the variability hidden in current deterministic and binarized microstate assignment and analyses.

Modeling Uncertainties in EEG Microstates: Analysis of Real and Imagined Motor Movements Using Probabilistic Clustering-Driven Training of Probabilistic Neural Networks

PubMed Central

Dinov, Martin; Leech, Robert

2017-01-01

Part of the process of EEG microstate estimation involves clustering EEG channel data at the global field power (GFP) maxima, very commonly using a modified K-means approach. Clustering has also been done deterministically, despite there being uncertainties in multiple stages of the microstate analysis, including the GFP peak definition, the clustering itself and in the post-clustering assignment of microstates back onto the EEG timecourse of interest. We perform a fully probabilistic microstate clustering and labeling, to account for these sources of uncertainty using the closest probabilistic analog to KM called Fuzzy C-means (FCM). We train softmax multi-layer perceptrons (MLPs) using the KM and FCM-inferred cluster assignments as target labels, to then allow for probabilistic labeling of the full EEG data instead of the usual correlation-based deterministic microstate label assignment typically used. We assess the merits of the probabilistic analysis vs. the deterministic approaches in EEG data recorded while participants perform real or imagined motor movements from a publicly available data set of 109 subjects. Though FCM group template maps that are almost topographically identical to KM were found, there is considerable uncertainty in the subsequent assignment of microstate labels. In general, imagined motor movements are less predictable on a time point-by-time point basis, possibly reflecting the more exploratory nature of the brain state during imagined, compared to during real motor movements. We find that some relationships may be more evident using FCM than using KM and propose that future microstate analysis should preferably be performed probabilistically rather than deterministically, especially in situations such as with brain computer interfaces, where both training and applying models of microstates need to account for uncertainty. Probabilistic neural network-driven microstate assignment has a number of advantages that we have discussed, which are likely to be further developed and exploited in future studies. In conclusion, probabilistic clustering and a probabilistic neural network-driven approach to microstate analysis is likely to better model and reveal details and the variability hidden in current deterministic and binarized microstate assignment and analyses. PMID:29163110

Optimal Control of Thermo--Fluid Phenomena in Variable Domains

NASA Astrophysics Data System (ADS)

Volkov, Oleg; Protas, Bartosz

2008-11-01

This presentation concerns our continued research on adjoint--based optimization of viscous incompressible flows (the Navier--Stokes problem) coupled with heat conduction involving change of phase (the Stefan problem), and occurring in domains with variable boundaries. This problem is motivated by optimization of advanced welding techniques used in automotive manufacturing, where the goal is to determine an optimal heat input, so as to obtain a desired shape of the weld pool surface upon solidification. We argue that computation of sensitivities (gradients) in such free--boundary problems requires the use of the shape--differential calculus as a key ingredient. We also show that, with such tools available, the computational solution of the direct and inverse (optimization) problems can in fact be achieved in a similar manner and in a comparable computational time. Our presentation will address certain mathematical and computational aspects of the method. As an illustration we will consider the two--phase Stefan problem with contact point singularities where our approach allows us to obtain a thermodynamically consistent solution.

Development of a Probabilistic Component Mode Synthesis Method for the Analysis of Non-Deterministic Substructures

NASA Technical Reports Server (NTRS)

Brown, Andrew M.; Ferri, Aldo A.

1995-01-01

Standard methods of structural dynamic analysis assume that the structural characteristics are deterministic. Recognizing that these characteristics are actually statistical in nature, researchers have recently developed a variety of methods that use this information to determine probabilities of a desired response characteristic, such as natural frequency, without using expensive Monte Carlo simulations. One of the problems in these methods is correctly identifying the statistical properties of primitive variables such as geometry, stiffness, and mass. This paper presents a method where the measured dynamic properties of substructures are used instead as the random variables. The residual flexibility method of component mode synthesis is combined with the probabilistic methods to determine the cumulative distribution function of the system eigenvalues. A simple cantilever beam test problem is presented that illustrates the theory.

Development and computer implementation of design/analysis techniques for multilayered composite structures. Probabilistic fiber composite micromechanics. M.S. Thesis, Mar. 1987 Final Report, 1 Sep. 1984 - 1 Oct. 1990

NASA Technical Reports Server (NTRS)

Stock, Thomas A.

1995-01-01

Probabilistic composite micromechanics methods are developed that simulate expected uncertainties in unidirectional fiber composite properties. These methods are in the form of computational procedures using Monte Carlo simulation. The variables in which uncertainties are accounted for include constituent and void volume ratios, constituent elastic properties and strengths, and fiber misalignment. A graphite/epoxy unidirectional composite (ply) is studied to demonstrate fiber composite material property variations induced by random changes expected at the material micro level. Regression results are presented to show the relative correlation between predictor and response variables in the study. These computational procedures make possible a formal description of anticipated random processes at the intraply level, and the related effects of these on composite properties.

A fiber-based quasi-continuous-wave quantum key distribution system

PubMed Central

Shen, Yong; Chen, Yan; Zou, Hongxin; Yuan, Jianmin

2014-01-01

We report a fiber-based quasi-continuous-wave (CW) quantum key distribution (QKD) system with continuous variables (CV). This system employs coherent light pulses and time multiplexing to maximally reduce cross talk in the fiber. No-switching detection scheme is adopted to optimize the repetition rate. Information is encoded on the sideband of the pulsed coherent light to fully exploit the continuous wave nature of laser field. With this configuration, high secret key rate can be achieved. For the 50 MHz detected bandwidth in our experiment, when the multidimensional reconciliation protocol is applied, a secret key rate of 187 kb/s can be achieved over 50 km of optical fiber against collective attacks, which have been shown to be asymptotically optimal. Moreover, recently studied loopholes have been fixed in our system. PMID:24691409

TU-AB-BRB-01: Coverage Evaluation and Probabilistic Treatment Planning as a Margin Alternative

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

Siebers, J.

The accepted clinical method to accommodate targeting uncertainties inherent in fractionated external beam radiation therapy is to utilize GTV-to-CTV and CTV-to-PTV margins during the planning process to design a PTV-conformal static dose distribution on the planning image set. Ideally, margins are selected to ensure a high (e.g. >95%) target coverage probability (CP) in spite of inherent inter- and intra-fractional positional variations, tissue motions, and initial contouring uncertainties. Robust optimization techniques, also known as probabilistic treatment planning techniques, explicitly incorporate the dosimetric consequences of targeting uncertainties by including CP evaluation into the planning optimization process along with coverage-based planning objectives. Themore » treatment planner no longer needs to use PTV and/or PRV margins; instead robust optimization utilizes probability distributions of the underlying uncertainties in conjunction with CP-evaluation for the underlying CTVs and OARs to design an optimal treated volume. This symposium will describe CP-evaluation methods as well as various robust planning techniques including use of probability-weighted dose distributions, probability-weighted objective functions, and coverage optimized planning. Methods to compute and display the effect of uncertainties on dose distributions will be presented. The use of robust planning to accommodate inter-fractional setup uncertainties, organ deformation, and contouring uncertainties will be examined as will its use to accommodate intra-fractional organ motion. Clinical examples will be used to inter-compare robust and margin-based planning, highlighting advantages of robust-plans in terms of target and normal tissue coverage. Robust-planning limitations as uncertainties approach zero and as the number of treatment fractions becomes small will be presented, as well as the factors limiting clinical implementation of robust planning. Learning Objectives: To understand robust-planning as a clinical alternative to using margin-based planning. To understand conceptual differences between uncertainty and predictable motion. To understand fundamental limitations of the PTV concept that probabilistic planning can overcome. To understand the major contributing factors to target and normal tissue coverage probability. To understand the similarities and differences of various robust planning techniques To understand the benefits and limitations of robust planning techniques.« less

High Temperature Tribometer. Phase 1

DTIC Science & Technology

1989-06-01

13 Figure 2.3.2 Setpoint and Gain Windows in FW.EXE ......... . Figure 2.4.1 Data-Flow Diagram for Data-Acquisition Module ..... .. 23 I Figure...mounted in a friction force measuring device. Optimally , material testing results should not be test machine sensitiye; but due to equipment variables...fixed. The friction force due to sliding should be continuously measured. This is optimally done in conjunction with the normal force measurement via

Economic order quantity (EOQ) by game theory approach in probabilistic supply chain system under service level constraint for items with imperfect quality

NASA Astrophysics Data System (ADS)

Setiawan, R.

2018-03-01

In this paper, Economic Order Quantity (EOQ) of probabilistic two-level supply – chain system for items with imperfect quality has been analyzed under service level constraint. A firm applies an active service level constraint to avoid unpredictable shortage terms in the objective function. Mathematical analysis of optimal result is delivered using two equilibrium scheme concept in game theory approach. Stackelberg’s equilibrium for cooperative strategy and Stackelberg’s Equilibrium for noncooperative strategy. This is a new approach to game theory result in inventory system whether service level constraint is applied by a firm in his moves.

An Orthogonal Evolutionary Algorithm With Learning Automata for Multiobjective Optimization.

PubMed

Dai, Cai; Wang, Yuping; Ye, Miao; Xue, Xingsi; Liu, Hailin

2016-12-01

Research on multiobjective optimization problems becomes one of the hottest topics of intelligent computation. In order to improve the search efficiency of an evolutionary algorithm and maintain the diversity of solutions, in this paper, the learning automata (LA) is first used for quantization orthogonal crossover (QOX), and a new fitness function based on decomposition is proposed to achieve these two purposes. Based on these, an orthogonal evolutionary algorithm with LA for complex multiobjective optimization problems with continuous variables is proposed. The experimental results show that in continuous states, the proposed algorithm is able to achieve accurate Pareto-optimal sets and wide Pareto-optimal fronts efficiently. Moreover, the comparison with the several existing well-known algorithms: nondominated sorting genetic algorithm II, decomposition-based multiobjective evolutionary algorithm, decomposition-based multiobjective evolutionary algorithm with an ensemble of neighborhood sizes, multiobjective optimization by LA, and multiobjective immune algorithm with nondominated neighbor-based selection, on 15 multiobjective benchmark problems, shows that the proposed algorithm is able to find more accurate and evenly distributed Pareto-optimal fronts than the compared ones.