On the robustness of a Bayes estimate. [in reliability theory

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1974-01-01

This paper examines the robustness of a Bayes estimator with respect to the assigned prior distribution. A Bayesian analysis for a stochastic scale parameter of a Weibull failure model is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by the Monte Carlo method in which, although an inverted gamma is the assigned prior, realizations are generated using distribution functions of varying shape. For several distributional forms and even for some fixed values of the parameter, simulated mean squared errors of Bayes and minimum variance unbiased estimators are determined and compared. Results indicate that the Bayes estimator remains squared-error superior and appears to be largely robust to the form of the assigned prior distribution.

Catchment Tomography - Joint Estimation of Surface Roughness and Hydraulic Conductivity with the EnKF

NASA Astrophysics Data System (ADS)

Baatz, D.; Kurtz, W.; Hendricks Franssen, H. J.; Vereecken, H.; Kollet, S. J.

2017-12-01

Parameter estimation for physically based, distributed hydrological models becomes increasingly challenging with increasing model complexity. The number of parameters is usually large and the number of observations relatively small, which results in large uncertainties. A moving transmitter - receiver concept to estimate spatially distributed hydrological parameters is presented by catchment tomography. In this concept, precipitation, highly variable in time and space, serves as a moving transmitter. As response to precipitation, runoff and stream discharge are generated along different paths and time scales, depending on surface and subsurface flow properties. Stream water levels are thus an integrated signal of upstream parameters, measured by stream gauges which serve as the receivers. These stream water level observations are assimilated into a distributed hydrological model, which is forced with high resolution, radar based precipitation estimates. Applying a joint state-parameter update with the Ensemble Kalman Filter, the spatially distributed Manning's roughness coefficient and saturated hydraulic conductivity are estimated jointly. The sequential data assimilation continuously integrates new information into the parameter estimation problem, especially during precipitation events. Every precipitation event constrains the possible parameter space. In the approach, forward simulations are performed with ParFlow, a variable saturated subsurface and overland flow model. ParFlow is coupled to the Parallel Data Assimilation Framework for the data assimilation and the joint state-parameter update. In synthetic, 3-dimensional experiments including surface and subsurface flow, hydraulic conductivity and the Manning's coefficient are efficiently estimated with the catchment tomography approach. A joint update of the Manning's coefficient and hydraulic conductivity tends to improve the parameter estimation compared to a single parameter update, especially in cases of biased initial parameter ensembles. The computational experiments additionally show to which degree of spatial heterogeneity and to which degree of uncertainty of subsurface flow parameters the Manning's coefficient and hydraulic conductivity can be estimated efficiently.

A hierarchical Bayesian GEV model for improving local and regional flood quantile estimates

NASA Astrophysics Data System (ADS)

Lima, Carlos H. R.; Lall, Upmanu; Troy, Tara; Devineni, Naresh

2016-10-01

We estimate local and regional Generalized Extreme Value (GEV) distribution parameters for flood frequency analysis in a multilevel, hierarchical Bayesian framework, to explicitly model and reduce uncertainties. As prior information for the model, we assume that the GEV location and scale parameters for each site come from independent log-normal distributions, whose mean parameter scales with the drainage area. From empirical and theoretical arguments, the shape parameter for each site is shrunk towards a common mean. Non-informative prior distributions are assumed for the hyperparameters and the MCMC method is used to sample from the joint posterior distribution. The model is tested using annual maximum series from 20 streamflow gauges located in an 83,000 km2 flood prone basin in Southeast Brazil. The results show a significant reduction of uncertainty estimates of flood quantile estimates over the traditional GEV model, particularly for sites with shorter records. For return periods within the range of the data (around 50 years), the Bayesian credible intervals for the flood quantiles tend to be narrower than the classical confidence limits based on the delta method. As the return period increases beyond the range of the data, the confidence limits from the delta method become unreliable and the Bayesian credible intervals provide a way to estimate satisfactory confidence bands for the flood quantiles considering parameter uncertainties and regional information. In order to evaluate the applicability of the proposed hierarchical Bayesian model for regional flood frequency analysis, we estimate flood quantiles for three randomly chosen out-of-sample sites and compare with classical estimates using the index flood method. The posterior distributions of the scaling law coefficients are used to define the predictive distributions of the GEV location and scale parameters for the out-of-sample sites given only their drainage areas and the posterior distribution of the average shape parameter is taken as the regional predictive distribution for this parameter. While the index flood method does not provide a straightforward way to consider the uncertainties in the index flood and in the regional parameters, the results obtained here show that the proposed Bayesian method is able to produce adequate credible intervals for flood quantiles that are in accordance with empirical estimates.

ON ASYMPTOTIC DISTRIBUTION AND ASYMPTOTIC EFFICIENCY OF LEAST SQUARES ESTIMATORS OF SPATIAL VARIOGRAM PARAMETERS. (R827257)

EPA Science Inventory

Abstract

In this article, we consider the least-squares approach for estimating parameters of a spatial variogram and establish consistency and asymptotic normality of these estimators under general conditions. Large-sample distributions are also established under a sp...

Bayesian Parameter Estimation for Heavy-Duty Vehicles

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

Miller, Eric; Konan, Arnaud; Duran, Adam

2017-03-28

Accurate vehicle parameters are valuable for design, modeling, and reporting. Estimating vehicle parameters can be a very time-consuming process requiring tightly-controlled experimentation. This work describes a method to estimate vehicle parameters such as mass, coefficient of drag/frontal area, and rolling resistance using data logged during standard vehicle operation. The method uses Monte Carlo to generate parameter sets which is fed to a variant of the road load equation. Modeled road load is then compared to measured load to evaluate the probability of the parameter set. Acceptance of a proposed parameter set is determined using the probability ratio to the currentmore » state, so that the chain history will give a distribution of parameter sets. Compared to a single value, a distribution of possible values provides information on the quality of estimates and the range of possible parameter values. The method is demonstrated by estimating dynamometer parameters. Results confirm the method's ability to estimate reasonable parameter sets, and indicates an opportunity to increase the certainty of estimates through careful selection or generation of the test drive cycle.« less

Performance comparison of first-order conditional estimation with interaction and Bayesian estimation methods for estimating the population parameters and its distribution from data sets with a low number of subjects.

PubMed

Pradhan, Sudeep; Song, Byungjeong; Lee, Jaeyeon; Chae, Jung-Woo; Kim, Kyung Im; Back, Hyun-Moon; Han, Nayoung; Kwon, Kwang-Il; Yun, Hwi-Yeol

2017-12-01

Exploratory preclinical, as well as clinical trials, may involve a small number of patients, making it difficult to calculate and analyze the pharmacokinetic (PK) parameters, especially if the PK parameters show very high inter-individual variability (IIV). In this study, the performance of a classical first-order conditional estimation with interaction (FOCE-I) and expectation maximization (EM)-based Markov chain Monte Carlo Bayesian (BAYES) estimation methods were compared for estimating the population parameters and its distribution from data sets having a low number of subjects. In this study, 100 data sets were simulated with eight sampling points for each subject and with six different levels of IIV (5%, 10%, 20%, 30%, 50%, and 80%) in their PK parameter distribution. A stochastic simulation and estimation (SSE) study was performed to simultaneously simulate data sets and estimate the parameters using four different methods: FOCE-I only, BAYES(C) (FOCE-I and BAYES composite method), BAYES(F) (BAYES with all true initial parameters and fixed ω 2 ), and BAYES only. Relative root mean squared error (rRMSE) and relative estimation error (REE) were used to analyze the differences between true and estimated values. A case study was performed with a clinical data of theophylline available in NONMEM distribution media. NONMEM software assisted by Pirana, PsN, and Xpose was used to estimate population PK parameters, and R program was used to analyze and plot the results. The rRMSE and REE values of all parameter (fixed effect and random effect) estimates showed that all four methods performed equally at the lower IIV levels, while the FOCE-I method performed better than other EM-based methods at higher IIV levels (greater than 30%). In general, estimates of random-effect parameters showed significant bias and imprecision, irrespective of the estimation method used and the level of IIV. Similar performance of the estimation methods was observed with theophylline dataset. The classical FOCE-I method appeared to estimate the PK parameters more reliably than the BAYES method when using a simple model and data containing only a few subjects. EM-based estimation methods can be considered for adapting to the specific needs of a modeling project at later steps of modeling.

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions, Addendum

NASA Technical Reports Server (NTRS)

Peters, B. C., Jr.; Walker, H. F.

1975-01-01

New results and insights concerning a previously published iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions were discussed. It was shown that the procedure converges locally to the consistent maximum likelihood estimate as long as a specified parameter is bounded between two limits. Bound values were given to yield optimal local convergence.

Parameter estimation techniques based on optimizing goodness-of-fit statistics for structural reliability

NASA Technical Reports Server (NTRS)

Starlinger, Alois; Duffy, Stephen F.; Palko, Joseph L.

1993-01-01

New methods are presented that utilize the optimization of goodness-of-fit statistics in order to estimate Weibull parameters from failure data. It is assumed that the underlying population is characterized by a three-parameter Weibull distribution. Goodness-of-fit tests are based on the empirical distribution function (EDF). The EDF is a step function, calculated using failure data, and represents an approximation of the cumulative distribution function for the underlying population. Statistics (such as the Kolmogorov-Smirnov statistic and the Anderson-Darling statistic) measure the discrepancy between the EDF and the cumulative distribution function (CDF). These statistics are minimized with respect to the three Weibull parameters. Due to nonlinearities encountered in the minimization process, Powell's numerical optimization procedure is applied to obtain the optimum value of the EDF. Numerical examples show the applicability of these new estimation methods. The results are compared to the estimates obtained with Cooper's nonlinear regression algorithm.

Standard and goodness-of-fit parameter estimation methods for the three-parameter lognormal distribution

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

Kane, V.E.

1982-01-01

A class of goodness-of-fit estimators is found to provide a useful alternative in certain situations to the standard maximum likelihood method which has some undesirable estimation characteristics for estimation from the three-parameter lognormal distribution. The class of goodness-of-fit tests considered include the Shapiro-Wilk and Filliben tests which reduce to a weighted linear combination of the order statistics that can be maximized in estimation problems. The weighted order statistic estimators are compared to the standard procedures in Monte Carlo simulations. Robustness of the procedures are examined and example data sets analyzed.

The Asymptotic Distribution of Ability Estimates: Beyond Dichotomous Items and Unidimensional IRT Models

ERIC Educational Resources Information Center

Sinharay, Sandip

2015-01-01

The maximum likelihood estimate (MLE) of the ability parameter of an item response theory model with known item parameters was proved to be asymptotically normally distributed under a set of regularity conditions for tests involving dichotomous items and a unidimensional ability parameter (Klauer, 1990; Lord, 1983). This article first considers…

Precision Parameter Estimation and Machine Learning

NASA Astrophysics Data System (ADS)

Wandelt, Benjamin D.

2008-12-01

I discuss the strategy of ``Acceleration by Parallel Precomputation and Learning'' (AP-PLe) that can vastly accelerate parameter estimation in high-dimensional parameter spaces and costly likelihood functions, using trivially parallel computing to speed up sequential exploration of parameter space. This strategy combines the power of distributed computing with machine learning and Markov-Chain Monte Carlo techniques efficiently to explore a likelihood function, posterior distribution or χ2-surface. This strategy is particularly successful in cases where computing the likelihood is costly and the number of parameters is moderate or large. We apply this technique to two central problems in cosmology: the solution of the cosmological parameter estimation problem with sufficient accuracy for the Planck data using PICo; and the detailed calculation of cosmological helium and hydrogen recombination with RICO. Since the APPLe approach is designed to be able to use massively parallel resources to speed up problems that are inherently serial, we can bring the power of distributed computing to bear on parameter estimation problems. We have demonstrated this with the CosmologyatHome project.

Distribution of rain height over subtropical region: Durban, South Africa for satellite communication systems

NASA Astrophysics Data System (ADS)

Olurotimi, E. O.; Sokoya, O.; Ojo, J. S.; Owolawi, P. A.

2018-03-01

Rain height is one of the significant parameters for prediction of rain attenuation for Earth-space telecommunication links, especially those operating at frequencies above 10 GHz. This study examines Three-parameter Dagum distribution of the rain height over Durban, South Africa. 5-year data were used to study the monthly, seasonal, and annual variations using the parameters estimated by the maximum likelihood of the distribution. The performance estimation of the distribution was determined using the statistical goodness of fit. Three-parameter Dagum distribution shows an appropriate distribution for the modeling of rain height over Durban with the Root Mean Square Error of 0.26. Also, the shape and scale parameters for the distribution show a wide variation. The probability exceedance of time for 0.01% indicates the high probability of rain attenuation at higher frequencies.

Investigating the Impact of Item Parameter Drift for Item Response Theory Models with Mixture Distributions.

PubMed

Park, Yoon Soo; Lee, Young-Sun; Xing, Kuan

2016-01-01

This study investigates the impact of item parameter drift (IPD) on parameter and ability estimation when the underlying measurement model fits a mixture distribution, thereby violating the item invariance property of unidimensional item response theory (IRT) models. An empirical study was conducted to demonstrate the occurrence of both IPD and an underlying mixture distribution using real-world data. Twenty-one trended anchor items from the 1999, 2003, and 2007 administrations of Trends in International Mathematics and Science Study (TIMSS) were analyzed using unidimensional and mixture IRT models. TIMSS treats trended anchor items as invariant over testing administrations and uses pre-calibrated item parameters based on unidimensional IRT. However, empirical results showed evidence of two latent subgroups with IPD. Results also showed changes in the distribution of examinee ability between latent classes over the three administrations. A simulation study was conducted to examine the impact of IPD on the estimation of ability and item parameters, when data have underlying mixture distributions. Simulations used data generated from a mixture IRT model and estimated using unidimensional IRT. Results showed that data reflecting IPD using mixture IRT model led to IPD in the unidimensional IRT model. Changes in the distribution of examinee ability also affected item parameters. Moreover, drift with respect to item discrimination and distribution of examinee ability affected estimates of examinee ability. These findings demonstrate the need to caution and evaluate IPD using a mixture IRT framework to understand its effects on item parameters and examinee ability.

Investigating the Impact of Item Parameter Drift for Item Response Theory Models with Mixture Distributions

PubMed Central

Park, Yoon Soo; Lee, Young-Sun; Xing, Kuan

2016-01-01

This study investigates the impact of item parameter drift (IPD) on parameter and ability estimation when the underlying measurement model fits a mixture distribution, thereby violating the item invariance property of unidimensional item response theory (IRT) models. An empirical study was conducted to demonstrate the occurrence of both IPD and an underlying mixture distribution using real-world data. Twenty-one trended anchor items from the 1999, 2003, and 2007 administrations of Trends in International Mathematics and Science Study (TIMSS) were analyzed using unidimensional and mixture IRT models. TIMSS treats trended anchor items as invariant over testing administrations and uses pre-calibrated item parameters based on unidimensional IRT. However, empirical results showed evidence of two latent subgroups with IPD. Results also showed changes in the distribution of examinee ability between latent classes over the three administrations. A simulation study was conducted to examine the impact of IPD on the estimation of ability and item parameters, when data have underlying mixture distributions. Simulations used data generated from a mixture IRT model and estimated using unidimensional IRT. Results showed that data reflecting IPD using mixture IRT model led to IPD in the unidimensional IRT model. Changes in the distribution of examinee ability also affected item parameters. Moreover, drift with respect to item discrimination and distribution of examinee ability affected estimates of examinee ability. These findings demonstrate the need to caution and evaluate IPD using a mixture IRT framework to understand its effects on item parameters and examinee ability. PMID:26941699

Comparison of Two Methods Used to Model Shape Parameters of Pareto Distributions

USGS Publications Warehouse

Liu, C.; Charpentier, R.R.; Su, J.

2011-01-01

Two methods are compared for estimating the shape parameters of Pareto field-size (or pool-size) distributions for petroleum resource assessment. Both methods assume mature exploration in which most of the larger fields have been discovered. Both methods use the sizes of larger discovered fields to estimate the numbers and sizes of smaller fields: (1) the tail-truncated method uses a plot of field size versus size rank, and (2) the log-geometric method uses data binned in field-size classes and the ratios of adjacent bin counts. Simulation experiments were conducted using discovered oil and gas pool-size distributions from four petroleum systems in Alberta, Canada and using Pareto distributions generated by Monte Carlo simulation. The estimates of the shape parameters of the Pareto distributions, calculated by both the tail-truncated and log-geometric methods, generally stabilize where discovered pool numbers are greater than 100. However, with fewer than 100 discoveries, these estimates can vary greatly with each new discovery. The estimated shape parameters of the tail-truncated method are more stable and larger than those of the log-geometric method where the number of discovered pools is more than 100. Both methods, however, tend to underestimate the shape parameter. Monte Carlo simulation was also used to create sequences of discovered pool sizes by sampling from a Pareto distribution with a discovery process model using a defined exploration efficiency (in order to show how biased the sampling was in favor of larger fields being discovered first). A higher (more biased) exploration efficiency gives better estimates of the Pareto shape parameters. ?? 2011 International Association for Mathematical Geosciences.

Fisher information and Cramér-Rao lower bound for experimental design in parallel imaging.

PubMed

Bouhrara, Mustapha; Spencer, Richard G

2018-06-01

The Cramér-Rao lower bound (CRLB) is widely used in the design of magnetic resonance (MR) experiments for parameter estimation. Previous work has considered only Gaussian or Rician noise distributions in this calculation. However, the noise distribution for multi-coil acquisitions, such as in parallel imaging, obeys the noncentral χ-distribution under many circumstances. The purpose of this paper is to present the CRLB calculation for parameter estimation from multi-coil acquisitions. We perform explicit calculations of Fisher matrix elements and the associated CRLB for noise distributions following the noncentral χ-distribution. The special case of diffusion kurtosis is examined as an important example. For comparison with analytic results, Monte Carlo (MC) simulations were conducted to evaluate experimental minimum standard deviations (SDs) in the estimation of diffusion kurtosis model parameters. Results were obtained for a range of signal-to-noise ratios (SNRs), and for both the conventional case of Gaussian noise distribution and noncentral χ-distribution with different numbers of coils, m. At low-to-moderate SNR, the noncentral χ-distribution deviates substantially from the Gaussian distribution. Our results indicate that this departure is more pronounced for larger values of m. As expected, the minimum SDs (i.e., CRLB) in derived diffusion kurtosis model parameters assuming a noncentral χ-distribution provided a closer match to the MC simulations as compared to the Gaussian results. Estimates of minimum variance for parameter estimation and experimental design provided by the CRLB must account for the noncentral χ-distribution of noise in multi-coil acquisitions, especially in the low-to-moderate SNR regime. Magn Reson Med 79:3249-3255, 2018. © 2017 International Society for Magnetic Resonance in Medicine. © 2017 International Society for Magnetic Resonance in Medicine.

Smooth centile curves for skew and kurtotic data modelled using the Box-Cox power exponential distribution.

PubMed

Rigby, Robert A; Stasinopoulos, D Mikis

2004-10-15

The Box-Cox power exponential (BCPE) distribution, developed in this paper, provides a model for a dependent variable Y exhibiting both skewness and kurtosis (leptokurtosis or platykurtosis). The distribution is defined by a power transformation Y(nu) having a shifted and scaled (truncated) standard power exponential distribution with parameter tau. The distribution has four parameters and is denoted BCPE (mu,sigma,nu,tau). The parameters, mu, sigma, nu and tau, may be interpreted as relating to location (median), scale (approximate coefficient of variation), skewness (transformation to symmetry) and kurtosis (power exponential parameter), respectively. Smooth centile curves are obtained by modelling each of the four parameters of the distribution as a smooth non-parametric function of an explanatory variable. A Fisher scoring algorithm is used to fit the non-parametric model by maximizing a penalized likelihood. The first and expected second and cross derivatives of the likelihood, with respect to mu, sigma, nu and tau, required for the algorithm, are provided. The centiles of the BCPE distribution are easy to calculate, so it is highly suited to centile estimation. This application of the BCPE distribution to smooth centile estimation provides a generalization of the LMS method of the centile estimation to data exhibiting kurtosis (as well as skewness) different from that of a normal distribution and is named here the LMSP method of centile estimation. The LMSP method of centile estimation is applied to modelling the body mass index of Dutch males against age. 2004 John Wiley & Sons, Ltd.

Volcano deformation source parameters estimated from InSAR: Sensitivities to uncertainties in seismic tomography

USGS Publications Warehouse

Masterlark, Timothy; Donovan, Theodore; Feigl, Kurt L.; Haney, Matt; Thurber, Clifford H.; Tung, Sui

2016-01-01

The eruption cycle of a volcano is controlled in part by the upward migration of magma. The characteristics of the magma flux produce a deformation signature at the Earth's surface. Inverse analyses use geodetic data to estimate strategic controlling parameters that describe the position and pressurization of a magma chamber at depth. The specific distribution of material properties controls how observed surface deformation translates to source parameter estimates. Seismic tomography models describe the spatial distributions of material properties that are necessary for accurate models of volcano deformation. This study investigates how uncertainties in seismic tomography models propagate into variations in the estimates of volcano deformation source parameters inverted from geodetic data. We conduct finite element model-based nonlinear inverse analyses of interferometric synthetic aperture radar (InSAR) data for Okmok volcano, Alaska, as an example. We then analyze the estimated parameters and their uncertainties to characterize the magma chamber. Analyses are performed separately for models simulating a pressurized chamber embedded in a homogeneous domain as well as for a domain having a heterogeneous distribution of material properties according to seismic tomography. The estimated depth of the source is sensitive to the distribution of material properties. The estimated depths for the homogeneous and heterogeneous domains are 2666 ± 42 and 3527 ± 56 m below mean sea level, respectively (99% confidence). A Monte Carlo analysis indicates that uncertainties of the seismic tomography cannot account for this discrepancy at the 99% confidence level. Accounting for the spatial distribution of elastic properties according to seismic tomography significantly improves the fit of the deformation model predictions and significantly influences estimates for parameters that describe the location of a pressurized magma chamber.

Disentangling Disadvantage: Can We Distinguish Good Teaching from Classroom Composition?

PubMed

Zamarro, Gema; Engberg, John; Saavedra, Juan Esteban; Steele, Jennifer

This paper investigates the use of teacher value-added estimates to assess the distribution of effective teaching across students of varying socioeconomic disadvantage in the presence of classroom composition effects. We examine, via simulations, how accurately commonly-used teacher-value added estimators recover the rank correlation between true and estimated teacher effects and a parameter representing the distribution of effective teaching. We consider various scenarios of teacher assignment, within-teacher variability in classroom composition, importance of classroom composition effects, and presence of student unobserved heterogeneity. No single model recovers without bias estimates of the distribution parameter in all the scenarios we consider. Models that rank teacher effectiveness most accurately do not necessarily recover distribution parameter estimates with less bias. Since true teacher sorting in real data is seldom known, we recommend that analysts incorporate contextual information into their decisions about model choice and we offer some guidance on how to do so.

Undersampling power-law size distributions: effect on the assessment of extreme natural hazards

USGS Publications Warehouse

Geist, Eric L.; Parsons, Thomas E.

2014-01-01

The effect of undersampling on estimating the size of extreme natural hazards from historical data is examined. Tests using synthetic catalogs indicate that the tail of an empirical size distribution sampled from a pure Pareto probability distribution can range from having one-to-several unusually large events to appearing depleted, relative to the parent distribution. Both of these effects are artifacts caused by limited catalog length. It is more difficult to diagnose the artificially depleted empirical distributions, since one expects that a pure Pareto distribution is physically limited in some way. Using maximum likelihood methods and the method of moments, we estimate the power-law exponent and the corner size parameter of tapered Pareto distributions for several natural hazard examples: tsunamis, floods, and earthquakes. Each of these examples has varying catalog lengths and measurement thresholds, relative to the largest event sizes. In many cases where there are only several orders of magnitude between the measurement threshold and the largest events, joint two-parameter estimation techniques are necessary to account for estimation dependence between the power-law scaling exponent and the corner size parameter. Results indicate that whereas the corner size parameter of a tapered Pareto distribution can be estimated, its upper confidence bound cannot be determined and the estimate itself is often unstable with time. Correspondingly, one cannot statistically reject a pure Pareto null hypothesis using natural hazard catalog data. Although physical limits to the hazard source size and by attenuation mechanisms from source to site constrain the maximum hazard size, historical data alone often cannot reliably determine the corner size parameter. Probabilistic assessments incorporating theoretical constraints on source size and propagation effects are preferred over deterministic assessments of extreme natural hazards based on historic data.

Recovering Parameters of Johnson's SB Distribution

Treesearch

Bernard R. Parresol

2003-01-01

A new parameter recovery model for Johnson's SB distribution is developed. This latest alternative approach permits recovery of the range and both shape parameters. Previous models recovered only the two shape parameters. Also, a simple procedure for estimating the distribution minimum from sample values is presented. The new methodology...

Do bacterial cell numbers follow a theoretical Poisson distribution? Comparison of experimentally obtained numbers of single cells with random number generation via computer simulation.

PubMed

Koyama, Kento; Hokunan, Hidekazu; Hasegawa, Mayumi; Kawamura, Shuso; Koseki, Shigenobu

2016-12-01

We investigated a bacterial sample preparation procedure for single-cell studies. In the present study, we examined whether single bacterial cells obtained via 10-fold dilution followed a theoretical Poisson distribution. Four serotypes of Salmonella enterica, three serotypes of enterohaemorrhagic Escherichia coli and one serotype of Listeria monocytogenes were used as sample bacteria. An inoculum of each serotype was prepared via a 10-fold dilution series to obtain bacterial cell counts with mean values of one or two. To determine whether the experimentally obtained bacterial cell counts follow a theoretical Poisson distribution, a likelihood ratio test between the experimentally obtained cell counts and Poisson distribution which parameter estimated by maximum likelihood estimation (MLE) was conducted. The bacterial cell counts of each serotype sufficiently followed a Poisson distribution. Furthermore, to examine the validity of the parameters of Poisson distribution from experimentally obtained bacterial cell counts, we compared these with the parameters of a Poisson distribution that were estimated using random number generation via computer simulation. The Poisson distribution parameters experimentally obtained from bacterial cell counts were within the range of the parameters estimated using a computer simulation. These results demonstrate that the bacterial cell counts of each serotype obtained via 10-fold dilution followed a Poisson distribution. The fact that the frequency of bacterial cell counts follows a Poisson distribution at low number would be applied to some single-cell studies with a few bacterial cells. In particular, the procedure presented in this study enables us to develop an inactivation model at the single-cell level that can estimate the variability of survival bacterial numbers during the bacterial death process. Copyright © 2016 Elsevier Ltd. All rights reserved.

A Hierarchical Bayesian Model for Calibrating Estimates of Species Divergence Times

PubMed Central

Heath, Tracy A.

2012-01-01

In Bayesian divergence time estimation methods, incorporating calibrating information from the fossil record is commonly done by assigning prior densities to ancestral nodes in the tree. Calibration prior densities are typically parametric distributions offset by minimum age estimates provided by the fossil record. Specification of the parameters of calibration densities requires the user to quantify his or her prior knowledge of the age of the ancestral node relative to the age of its calibrating fossil. The values of these parameters can, potentially, result in biased estimates of node ages if they lead to overly informative prior distributions. Accordingly, determining parameter values that lead to adequate prior densities is not straightforward. In this study, I present a hierarchical Bayesian model for calibrating divergence time analyses with multiple fossil age constraints. This approach applies a Dirichlet process prior as a hyperprior on the parameters of calibration prior densities. Specifically, this model assumes that the rate parameters of exponential prior distributions on calibrated nodes are distributed according to a Dirichlet process, whereby the rate parameters are clustered into distinct parameter categories. Both simulated and biological data are analyzed to evaluate the performance of the Dirichlet process hyperprior. Compared with fixed exponential prior densities, the hierarchical Bayesian approach results in more accurate and precise estimates of internal node ages. When this hyperprior is applied using Markov chain Monte Carlo methods, the ages of calibrated nodes are sampled from mixtures of exponential distributions and uncertainty in the values of calibration density parameters is taken into account. PMID:22334343

Distribution system model calibration with big data from AMI and PV inverters

DOE PAGES

Peppanen, Jouni; Reno, Matthew J.; Broderick, Robert J.; ...

2016-03-03

Efficient management and coordination of distributed energy resources with advanced automation schemes requires accurate distribution system modeling and monitoring. Big data from smart meters and photovoltaic (PV) micro-inverters can be leveraged to calibrate existing utility models. This paper presents computationally efficient distribution system parameter estimation algorithms to improve the accuracy of existing utility feeder radial secondary circuit model parameters. The method is demonstrated using a real utility feeder model with advanced metering infrastructure (AMI) and PV micro-inverters, along with alternative parameter estimation approaches that can be used to improve secondary circuit models when limited measurement data is available. Lastly, themore » parameter estimation accuracy is demonstrated for both a three-phase test circuit with typical secondary circuit topologies and single-phase secondary circuits in a real mixed-phase test system.« less

Distribution system model calibration with big data from AMI and PV inverters

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

Peppanen, Jouni; Reno, Matthew J.; Broderick, Robert J.

Efficient management and coordination of distributed energy resources with advanced automation schemes requires accurate distribution system modeling and monitoring. Big data from smart meters and photovoltaic (PV) micro-inverters can be leveraged to calibrate existing utility models. This paper presents computationally efficient distribution system parameter estimation algorithms to improve the accuracy of existing utility feeder radial secondary circuit model parameters. The method is demonstrated using a real utility feeder model with advanced metering infrastructure (AMI) and PV micro-inverters, along with alternative parameter estimation approaches that can be used to improve secondary circuit models when limited measurement data is available. Lastly, themore » parameter estimation accuracy is demonstrated for both a three-phase test circuit with typical secondary circuit topologies and single-phase secondary circuits in a real mixed-phase test system.« less

Resilient Distributed Estimation Through Adversary Detection

NASA Astrophysics Data System (ADS)

Chen, Yuan; Kar, Soummya; Moura, Jose M. F.

2018-05-01

This paper studies resilient multi-agent distributed estimation of an unknown vector parameter when a subset of the agents is adversarial. We present and analyze a Flag Raising Distributed Estimator ($\\mathcal{FRDE}$) that allows the agents under attack to perform accurate parameter estimation and detect the adversarial agents. The $\\mathcal{FRDE}$ algorithm is a consensus+innovations estimator in which agents combine estimates of neighboring agents (consensus) with local sensing information (innovations). We establish that, under $\\mathcal{FRDE}$, either the uncompromised agents' estimates are almost surely consistent or the uncompromised agents detect compromised agents if and only if the network of uncompromised agents is connected and globally observable. Numerical examples illustrate the performance of $\\mathcal{FRDE}$.

Weighted recalibration of the Rosetta pedotransfer model with improved estimates of hydraulic parameter distributions and summary statistics (Rosetta3)

NASA Astrophysics Data System (ADS)

Zhang, Yonggen; Schaap, Marcel G.

2017-04-01

Pedotransfer functions (PTFs) have been widely used to predict soil hydraulic parameters in favor of expensive laboratory or field measurements. Rosetta (Schaap et al., 2001, denoted as Rosetta1) is one of many PTFs and is based on artificial neural network (ANN) analysis coupled with the bootstrap re-sampling method which allows the estimation of van Genuchten water retention parameters (van Genuchten, 1980, abbreviated here as VG), saturated hydraulic conductivity (Ks), and their uncertainties. In this study, we present an improved set of hierarchical pedotransfer functions (Rosetta3) that unify the water retention and Ks submodels into one. Parameter uncertainty of the fit of the VG curve to the original retention data is used in the ANN calibration procedure to reduce bias of parameters predicted by the new PTF. One thousand bootstrap replicas were used to calibrate the new models compared to 60 or 100 in Rosetta1, thus allowing the uni-variate and bi-variate probability distributions of predicted parameters to be quantified in greater detail. We determined the optimal weights for VG parameters and Ks, the optimal number of hidden nodes in ANN, and the number of bootstrap replicas required for statistically stable estimates. Results show that matric potential-dependent bias was reduced significantly while root mean square error (RMSE) for water content were reduced modestly; RMSE for Ks was increased by 0.9% (H3w) to 3.3% (H5w) in the new models on log scale of Ks compared with the Rosetta1 model. It was found that estimated distributions of parameters were mildly non-Gaussian and could instead be described rather well with heavy-tailed α-stable distributions. On the other hand, arithmetic means had only a small estimation bias for most textures when compared with the mean-like "shift" parameter of the α-stable distributions. Arithmetic means and (co-)variances are therefore still recommended as summary statistics of the estimated distributions. However, it may be necessary to parameterize the distributions in different ways if the new estimates are used in stochastic analyses of vadose zone flow and transport. Rosetta1 and Posetta3 were implemented in the python programming language, and the source code as well as additional documentation is available at: http://www.cals.arizona.edu/research/rosettav3.html.

A Variance Distribution Model of Surface EMG Signals Based on Inverse Gamma Distribution.

PubMed

Hayashi, Hideaki; Furui, Akira; Kurita, Yuichi; Tsuji, Toshio

2017-11-01

Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this variance. Variance distribution estimation based on marginal likelihood maximization is also outlined in this paper. The procedure can be approximated using rectified and smoothed EMG signals, thereby allowing the determination of distribution parameters in real time at low computational cost. Results: A simulation experiment was performed to evaluate the accuracy of distribution estimation using artificially generated EMG signals, with results demonstrating that the proposed model's accuracy is higher than that of maximum-likelihood-based estimation. Analysis of variance distribution using real EMG data also suggested a relationship between variance distribution and signal-dependent noise. Conclusion: The study reported here was conducted to examine the performance of a proposed surface EMG model capable of representing variance distribution and a related distribution parameter estimation method. Experiments using artificial and real EMG data demonstrated the validity of the model. Significance: Variance distribution estimated using the proposed model exhibits potential in the estimation of muscle force. Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this variance. Variance distribution estimation based on marginal likelihood maximization is also outlined in this paper. The procedure can be approximated using rectified and smoothed EMG signals, thereby allowing the determination of distribution parameters in real time at low computational cost. Results: A simulation experiment was performed to evaluate the accuracy of distribution estimation using artificially generated EMG signals, with results demonstrating that the proposed model's accuracy is higher than that of maximum-likelihood-based estimation. Analysis of variance distribution using real EMG data also suggested a relationship between variance distribution and signal-dependent noise. Conclusion: The study reported here was conducted to examine the performance of a proposed surface EMG model capable of representing variance distribution and a related distribution parameter estimation method. Experiments using artificial and real EMG data demonstrated the validity of the model. Significance: Variance distribution estimated using the proposed model exhibits potential in the estimation of muscle force.

Hydrological parameter estimations from a conservative tracer test with variable-density effects at the Boise Hydrogeophysical Research Site

NASA Astrophysics Data System (ADS)

Dafflon, B.; Barrash, W.; Cardiff, M.; Johnson, T. C.

2011-12-01

Reliable predictions of groundwater flow and solute transport require an estimation of the detailed distribution of the parameters (e.g., hydraulic conductivity, effective porosity) controlling these processes. However, such parameters are difficult to estimate because of the inaccessibility and complexity of the subsurface. In this regard, developments in parameter estimation techniques and investigations of field experiments are still challenging and necessary to improve our understanding and the prediction of hydrological processes. Here we analyze a conservative tracer test conducted at the Boise Hydrogeophysical Research Site in 2001 in a heterogeneous unconfined fluvial aquifer. Some relevant characteristics of this test include: variable-density (sinking) effects because of the injection concentration of the bromide tracer, the relatively small size of the experiment, and the availability of various sources of geophysical and hydrological information. The information contained in this experiment is evaluated through several parameter estimation approaches, including a grid-search-based strategy, stochastic simulation of hydrological property distributions, and deterministic inversion using regularization and pilot-point techniques. Doing this allows us to investigate hydraulic conductivity and effective porosity distributions and to compare the effects of assumptions from several methods and parameterizations. Our results provide new insights into the understanding of variable-density transport processes and the hydrological relevance of incorporating various sources of information in parameter estimation approaches. Among others, the variable-density effect and the effective porosity distribution, as well as their coupling with the hydraulic conductivity structure, are seen to be significant in the transport process. The results also show that assumed prior information can strongly influence the estimated distributions of hydrological properties.

Identifyability measures to select the parameters to be estimated in a solid-state fermentation distributed parameter model.

PubMed

da Silveira, Christian L; Mazutti, Marcio A; Salau, Nina P G

2016-07-08

Process modeling can lead to of advantages such as helping in process control, reducing process costs and product quality improvement. This work proposes a solid-state fermentation distributed parameter model composed by seven differential equations with seventeen parameters to represent the process. Also, parameters estimation with a parameters identifyability analysis (PIA) is performed to build an accurate model with optimum parameters. Statistical tests were made to verify the model accuracy with the estimated parameters considering different assumptions. The results have shown that the model assuming substrate inhibition better represents the process. It was also shown that eight from the seventeen original model parameters were nonidentifiable and better results were obtained with the removal of these parameters from the estimation procedure. Therefore, PIA can be useful to estimation procedure, since it may reduce the number of parameters that can be evaluated. Further, PIA improved the model results, showing to be an important procedure to be taken. © 2016 American Institute of Chemical Engineers Biotechnol. Prog., 32:905-917, 2016. © 2016 American Institute of Chemical Engineers.

Noise parameter estimation for poisson corrupted images using variance stabilization transforms.

PubMed

Jin, Xiaodan; Xu, Zhenyu; Hirakawa, Keigo

2014-03-01

Noise is present in all images captured by real-world image sensors. Poisson distribution is said to model the stochastic nature of the photon arrival process and agrees with the distribution of measured pixel values. We propose a method for estimating unknown noise parameters from Poisson corrupted images using properties of variance stabilization. With a significantly lower computational complexity and improved stability, the proposed estimation technique yields noise parameters that are comparable in accuracy to the state-of-art methods.

Rasch Model Parameter Estimation in the Presence of a Nonnormal Latent Trait Using a Nonparametric Bayesian Approach

ERIC Educational Resources Information Center

Finch, Holmes; Edwards, Julianne M.

2016-01-01

Standard approaches for estimating item response theory (IRT) model parameters generally work under the assumption that the latent trait being measured by a set of items follows the normal distribution. Estimation of IRT parameters in the presence of nonnormal latent traits has been shown to generate biased person and item parameter estimates. A…

N-mixture models for estimating population size from spatially replicated counts

USGS Publications Warehouse

Royle, J. Andrew

2004-01-01

Spatial replication is a common theme in count surveys of animals. Such surveys often generate sparse count data from which it is difficult to estimate population size while formally accounting for detection probability. In this article, i describe a class of models (n-mixture models) which allow for estimation of population size from such data. The key idea is to view site-specific population sizes, n, as independent random variables distributed according to some mixing distribution (e.g., Poisson). Prior parameters are estimated from the marginal likelihood of the data, having integrated over the prior distribution for n. Carroll and lombard (1985, journal of american statistical association 80, 423-426) proposed a class of estimators based on mixing over a prior distribution for detection probability. Their estimator can be applied in limited settings, but is sensitive to prior parameter values that are fixed a priori. Spatial replication provides additional information regarding the parameters of the prior distribution on n that is exploited by the n-mixture models and which leads to reasonable estimates of abundance from sparse data. A simulation study demonstrates superior operating characteristics (bias, confidence interval coverage) of the n-mixture estimator compared to the caroll and lombard estimator. Both estimators are applied to point count data on six species of birds illustrating the sensitivity to choice of prior on p and substantially different estimates of abundance as a consequence.

The concordance index C and the Mann-Whitney parameter Pr(X>Y) with randomly censored data.

PubMed

Koziol, James A; Jia, Zhenyu

2009-06-01

Harrell's c-index or concordance C has been widely used as a measure of separation of two survival distributions. In the absence of censored data, the c-index estimates the Mann-Whitney parameter Pr(X>Y), which has been repeatedly utilized in various statistical contexts. In the presence of randomly censored data, the c-index no longer estimates Pr(X>Y); rather, a parameter that involves the underlying censoring distributions. This is in contrast to Efron's maximum likelihood estimator of the Mann-Whitney parameter, which is recommended in the setting of random censorship.

Estimation and confidence intervals for empirical mixing distributions

USGS Publications Warehouse

Link, W.A.; Sauer, J.R.

1995-01-01

Questions regarding collections of parameter estimates can frequently be expressed in terms of an empirical mixing distribution (EMD). This report discusses empirical Bayes estimation of an EMD, with emphasis on the construction of interval estimates. Estimation of the EMD is accomplished by substitution of estimates of prior parameters in the posterior mean of the EMD. This procedure is examined in a parametric model (the normal-normal mixture) and in a semi-parametric model. In both cases, the empirical Bayes bootstrap of Laird and Louis (1987, Journal of the American Statistical Association 82, 739-757) is used to assess the variability of the estimated EMD arising from the estimation of prior parameters. The proposed methods are applied to a meta-analysis of population trend estimates for groups of birds.

Convergence Rate Analysis of Distributed Gossip (Linear Parameter) Estimation: Fundamental Limits and Tradeoffs

NASA Astrophysics Data System (ADS)

Kar, Soummya; Moura, José M. F.

2011-08-01

The paper considers gossip distributed estimation of a (static) distributed random field (a.k.a., large scale unknown parameter vector) observed by sparsely interconnected sensors, each of which only observes a small fraction of the field. We consider linear distributed estimators whose structure combines the information \\emph{flow} among sensors (the \\emph{consensus} term resulting from the local gossiping exchange among sensors when they are able to communicate) and the information \\emph{gathering} measured by the sensors (the \\emph{sensing} or \\emph{innovations} term.) This leads to mixed time scale algorithms--one time scale associated with the consensus and the other with the innovations. The paper establishes a distributed observability condition (global observability plus mean connectedness) under which the distributed estimates are consistent and asymptotically normal. We introduce the distributed notion equivalent to the (centralized) Fisher information rate, which is a bound on the mean square error reduction rate of any distributed estimator; we show that under the appropriate modeling and structural network communication conditions (gossip protocol) the distributed gossip estimator attains this distributed Fisher information rate, asymptotically achieving the performance of the optimal centralized estimator. Finally, we study the behavior of the distributed gossip estimator when the measurements fade (noise variance grows) with time; in particular, we consider the maximum rate at which the noise variance can grow and still the distributed estimator being consistent, by showing that, as long as the centralized estimator is consistent, the distributed estimator remains consistent.

Estimation of modal parameters using bilinear joint time frequency distributions

NASA Astrophysics Data System (ADS)

Roshan-Ghias, A.; Shamsollahi, M. B.; Mobed, M.; Behzad, M.

2007-07-01

In this paper, a new method is proposed for modal parameter estimation using time-frequency representations. Smoothed Pseudo Wigner-Ville distribution which is a member of the Cohen's class distributions is used to decouple vibration modes completely in order to study each mode separately. This distribution reduces cross-terms which are troublesome in Wigner-Ville distribution and retains the resolution as well. The method was applied to highly damped systems, and results were superior to those obtained via other conventional methods.

A New Insight into the Earthquake Recurrence Studies from the Three-parameter Generalized Exponential Distributions

NASA Astrophysics Data System (ADS)

Pasari, S.; Kundu, D.; Dikshit, O.

2012-12-01

Earthquake recurrence interval is one of the important ingredients towards probabilistic seismic hazard assessment (PSHA) for any location. Exponential, gamma, Weibull and lognormal distributions are quite established probability models in this recurrence interval estimation. However, they have certain shortcomings too. Thus, it is imperative to search for some alternative sophisticated distributions. In this paper, we introduce a three-parameter (location, scale and shape) exponentiated exponential distribution and investigate the scope of this distribution as an alternative of the afore-mentioned distributions in earthquake recurrence studies. This distribution is a particular member of the exponentiated Weibull distribution. Despite of its complicated form, it is widely accepted in medical and biological applications. Furthermore, it shares many physical properties with gamma and Weibull family. Unlike gamma distribution, the hazard function of generalized exponential distribution can be easily computed even if the shape parameter is not an integer. To contemplate the plausibility of this model, a complete and homogeneous earthquake catalogue of 20 events (M ≥ 7.0) spanning for the period 1846 to 1995 from North-East Himalayan region (20-32 deg N and 87-100 deg E) has been used. The model parameters are estimated using maximum likelihood estimator (MLE) and method of moment estimator (MOME). No geological or geophysical evidences have been considered in this calculation. The estimated conditional probability reaches quite high after about a decade for an elapsed time of 17 years (i.e. 2012). Moreover, this study shows that the generalized exponential distribution fits the above data events more closely compared to the conventional models and hence it is tentatively concluded that generalized exponential distribution can be effectively considered in earthquake recurrence studies.

Control of Distributed Parameter Systems

DTIC Science & Technology

1990-08-01

vari- ant of the general Lotka - Volterra model for interspecific competition. The variant described the emergence of one subpopulation from another as a...distribut ion unlimited. I&. ARSTRACT (MAUMUnw2O1 A unified arioroximation framework for Parameter estimation In general linear POE models has been completed...unified approximation framework for parameter estimation in general linear PDE models. This framework has provided the theoretical basis for a number of

Use of Bayes theorem to correct size-specific sampling bias in growth data.

PubMed

Troynikov, V S

1999-03-01

The bayesian decomposition of posterior distribution was used to develop a likelihood function to correct bias in the estimates of population parameters from data collected randomly with size-specific selectivity. Positive distributions with time as a parameter were used for parametrization of growth data. Numerical illustrations are provided. The alternative applications of the likelihood to estimate selectivity parameters are discussed.

Improved estimation of hydraulic conductivity by combining stochastically simulated hydrofacies with geophysical data.

PubMed

Zhu, Lin; Gong, Huili; Chen, Yun; Li, Xiaojuan; Chang, Xiang; Cui, Yijiao

2016-03-01

Hydraulic conductivity is a major parameter affecting the output accuracy of groundwater flow and transport models. The most commonly used semi-empirical formula for estimating conductivity is Kozeny-Carman equation. However, this method alone does not work well with heterogeneous strata. Two important parameters, grain size and porosity, often show spatial variations at different scales. This study proposes a method for estimating conductivity distributions by combining a stochastic hydrofacies model with geophysical methods. The Markov chain model with transition probability matrix was adopted to re-construct structures of hydrofacies for deriving spatial deposit information. The geophysical and hydro-chemical data were used to estimate the porosity distribution through the Archie's law. Results show that the stochastic simulated hydrofacies model reflects the sedimentary features with an average model accuracy of 78% in comparison with borehole log data in the Chaobai alluvial fan. The estimated conductivity is reasonable and of the same order of magnitude of the outcomes of the pumping tests. The conductivity distribution is consistent with the sedimentary distributions. This study provides more reliable spatial distributions of the hydraulic parameters for further numerical modeling.

Off-line tracking of series parameters in distribution systems using AMI data

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

Williams, Tess L.; Sun, Yannan; Schneider, Kevin

2016-05-01

Electric distribution systems have historically lacked measurement points, and equipment is often operated to its failure point, resulting in customer outages. The widespread deployment of sensors at the distribution level is enabling observability. This paper presents an off-line parameter value tracking procedure that takes advantage of the increasing number of measurement devices being deployed at the distribution level to estimate changes in series impedance parameter values over time. The tracking of parameter values enables non-diurnal and non-seasonal change to be flagged for investigation. The presented method uses an unbalanced Distribution System State Estimation (DSSE) and a measurement residual-based parameter estimationmore » procedure. Measurement residuals from multiple measurement snapshots are combined in order to increase the effective local redundancy and improve the robustness of the calculations in the presence of measurement noise. Data from devices on the primary distribution system and from customer meters, via an AMI system, form the input data set. Results of simulations on the IEEE 13-Node Test Feeder are presented to illustrate the proposed approach applied to changes in series impedance parameters. A 5% change in series resistance elements can be detected in the presence of 2% measurement error when combining less than 1 day of measurement snapshots into a single estimate.« less

Estimation of distributional parameters for censored trace level water quality data: 2. Verification and applications

USGS Publications Warehouse

Helsel, Dennis R.; Gilliom, Robert J.

1986-01-01

Estimates of distributional parameters (mean, standard deviation, median, interquartile range) are often desired for data sets containing censored observations. Eight methods for estimating these parameters have been evaluated by R. J. Gilliom and D. R. Helsel (this issue) using Monte Carlo simulations. To verify those findings, the same methods are now applied to actual water quality data. The best method (lowest root-mean-squared error (rmse)) over all parameters, sample sizes, and censoring levels is log probability regression (LR), the method found best in the Monte Carlo simulations. Best methods for estimating moment or percentile parameters separately are also identical to the simulations. Reliability of these estimates can be expressed as confidence intervals using rmse and bias values taken from the simulation results. Finally, a new simulation study shows that best methods for estimating uncensored sample statistics from censored data sets are identical to those for estimating population parameters. Thus this study and the companion study by Gilliom and Helsel form the basis for making the best possible estimates of either population parameters or sample statistics from censored water quality data, and for assessments of their reliability.

Mixture distributions of wind speed in the UAE

NASA Astrophysics Data System (ADS)

Shin, J.; Ouarda, T.; Lee, T. S.

2013-12-01

Wind speed probability distribution is commonly used to estimate potential wind energy. The 2-parameter Weibull distribution has been most widely used to characterize the distribution of wind speed. However, it is unable to properly model wind speed regimes when wind speed distribution presents bimodal and kurtotic shapes. Several studies have concluded that the Weibull distribution should not be used for frequency analysis of wind speed without investigation of wind speed distribution. Due to these mixture distributional characteristics of wind speed data, the application of mixture distributions should be further investigated in the frequency analysis of wind speed. A number of studies have investigated the potential wind energy in different parts of the Arabian Peninsula. Mixture distributional characteristics of wind speed were detected from some of these studies. Nevertheless, mixture distributions have not been employed for wind speed modeling in the Arabian Peninsula. In order to improve our understanding of wind energy potential in Arabian Peninsula, mixture distributions should be tested for the frequency analysis of wind speed. The aim of the current study is to assess the suitability of mixture distributions for the frequency analysis of wind speed in the UAE. Hourly mean wind speed data at 10-m height from 7 stations were used in the current study. The Weibull and Kappa distributions were employed as representatives of the conventional non-mixture distributions. 10 mixture distributions are used and constructed by mixing four probability distributions such as Normal, Gamma, Weibull and Extreme value type-one (EV-1) distributions. Three parameter estimation methods such as Expectation Maximization algorithm, Least Squares method and Meta-Heuristic Maximum Likelihood (MHML) method were employed to estimate the parameters of the mixture distributions. In order to compare the goodness-of-fit of tested distributions and parameter estimation methods for sample wind data, the adjusted coefficient of determination, Bayesian Information Criterion (BIC) and Chi-squared statistics were computed. Results indicate that MHML presents the best performance of parameter estimation for the used mixture distributions. In most of the employed 7 stations, mixture distributions give the best fit. When the wind speed regime shows mixture distributional characteristics, most of these regimes present the kurtotic statistical characteristic. Particularly, applications of mixture distributions for these stations show a significant improvement in explaining the whole wind speed regime. In addition, the Weibull-Weibull mixture distribution presents the best fit for the wind speed data in the UAE.

Parameter estimation for the 4-parameter Asymmetric Exponential Power distribution by the method of L-moments using R

USGS Publications Warehouse

Asquith, William H.

2014-01-01

The implementation characteristics of two method of L-moments (MLM) algorithms for parameter estimation of the 4-parameter Asymmetric Exponential Power (AEP4) distribution are studied using the R environment for statistical computing. The objective is to validate the algorithms for general application of the AEP4 using R. An algorithm was introduced in the original study of the L-moments for the AEP4. A second or alternative algorithm is shown to have a larger L-moment-parameter domain than the original. The alternative algorithm is shown to provide reliable parameter production and recovery of L-moments from fitted parameters. A proposal is made for AEP4 implementation in conjunction with the 4-parameter Kappa distribution to create a mixed-distribution framework encompassing the joint L-skew and L-kurtosis domains. The example application provides a demonstration of pertinent algorithms with L-moment statistics and two 4-parameter distributions (AEP4 and the Generalized Lambda) for MLM fitting to a modestly asymmetric and heavy-tailed dataset using R.

A hybrid optimization approach to the estimation of distributed parameters in two-dimensional confined aquifers

USGS Publications Warehouse

Heidari, M.; Ranjithan, S.R.

1998-01-01

In using non-linear optimization techniques for estimation of parameters in a distributed ground water model, the initial values of the parameters and prior information about them play important roles. In this paper, the genetic algorithm (GA) is combined with the truncated-Newton search technique to estimate groundwater parameters for a confined steady-state ground water model. Use of prior information about the parameters is shown to be important in estimating correct or near-correct values of parameters on a regional scale. The amount of prior information needed for an accurate solution is estimated by evaluation of the sensitivity of the performance function to the parameters. For the example presented here, it is experimentally demonstrated that only one piece of prior information of the least sensitive parameter is sufficient to arrive at the global or near-global optimum solution. For hydraulic head data with measurement errors, the error in the estimation of parameters increases as the standard deviation of the errors increases. Results from our experiments show that, in general, the accuracy of the estimated parameters depends on the level of noise in the hydraulic head data and the initial values used in the truncated-Newton search technique.In using non-linear optimization techniques for estimation of parameters in a distributed ground water model, the initial values of the parameters and prior information about them play important roles. In this paper, the genetic algorithm (GA) is combined with the truncated-Newton search technique to estimate groundwater parameters for a confined steady-state ground water model. Use of prior information about the parameters is shown to be important in estimating correct or near-correct values of parameters on a regional scale. The amount of prior information needed for an accurate solution is estimated by evaluation of the sensitivity of the performance function to the parameters. For the example presented here, it is experimentally demonstrated that only one piece of prior information of the least sensitive parameter is sufficient to arrive at the global or near-global optimum solution. For hydraulic head data with measurement errors, the error in the estimation of parameters increases as the standard deviation of the errors increases. Results from our experiments show that, in general, the accuracy of the estimated parameters depends on the level of noise in the hydraulic head data and the initial values used in the truncated-Newton search technique.

Estimation of the Ratio of Scale Parameters in the Two Sample Problem with Arbitrary Right Censorship.

DTIC Science & Technology

1980-06-01

70. AWST RC 7 Coeittu an rewwase ati of nee*aa.ean mimDdentify by black n,.mboJ T two-sample version of the Cram~ r -von Mines statistic for right...estimator for exponential distributions. KEY WORDS: Cram~ r -von Mtses distance; Kaplan-Meier estimators; Right censorship; Scale parameter; lodgea and...suppose that two positive random variables ’i 2 S0 and ’ r differ in distribution only by their scale parameters. That is, there exists a positive

Reliability Estimation of Aero-engine Based on Mixed Weibull Distribution Model

NASA Astrophysics Data System (ADS)

Yuan, Zhongda; Deng, Junxiang; Wang, Dawei

2018-02-01

Aero-engine is a complex mechanical electronic system, based on analysis of reliability of mechanical electronic system, Weibull distribution model has an irreplaceable role. Till now, only two-parameter Weibull distribution model and three-parameter Weibull distribution are widely used. Due to diversity of engine failure modes, there is a big error with single Weibull distribution model. By contrast, a variety of engine failure modes can be taken into account with mixed Weibull distribution model, so it is a good statistical analysis model. Except the concept of dynamic weight coefficient, in order to make reliability estimation result more accurately, three-parameter correlation coefficient optimization method is applied to enhance Weibull distribution model, thus precision of mixed distribution reliability model is improved greatly. All of these are advantageous to popularize Weibull distribution model in engineering applications.

Estimation of soil saturated hydraulic conductivity by artificial neural networks ensemble in smectitic soils

NASA Astrophysics Data System (ADS)

Sedaghat, A.; Bayat, H.; Safari Sinegani, A. A.

2016-03-01

The saturated hydraulic conductivity ( K s ) of the soil is one of the main soil physical properties. Indirect estimation of this parameter using pedo-transfer functions (PTFs) has received considerable attention. The Purpose of this study was to improve the estimation of K s using fractal parameters of particle and micro-aggregate size distributions in smectitic soils. In this study 260 disturbed and undisturbed soil samples were collected from Guilan province, the north of Iran. The fractal model of Bird and Perrier was used to compute the fractal parameters of particle and micro-aggregate size distributions. The PTFs were developed by artificial neural networks (ANNs) ensemble to estimate K s by using available soil data and fractal parameters. There were found significant correlations between K s and fractal parameters of particles and microaggregates. Estimation of K s was improved significantly by using fractal parameters of soil micro-aggregates as predictors. But using geometric mean and geometric standard deviation of particles diameter did not improve K s estimations significantly. Using fractal parameters of particles and micro-aggregates simultaneously, had the most effect in the estimation of K s . Generally, fractal parameters can be successfully used as input parameters to improve the estimation of K s in the PTFs in smectitic soils. As a result, ANNs ensemble successfully correlated the fractal parameters of particles and micro-aggregates to K s .

Parameter estimation for a cohesive sediment transport model by assimilating satellite observations in the Hangzhou Bay: Temporal variations and spatial distributions

NASA Astrophysics Data System (ADS)

Wang, Daosheng; Zhang, Jicai; He, Xianqiang; Chu, Dongdong; Lv, Xianqing; Wang, Ya Ping; Yang, Yang; Fan, Daidu; Gao, Shu

2018-01-01

Model parameters in the suspended cohesive sediment transport models are critical for the accurate simulation of suspended sediment concentrations (SSCs). Difficulties in estimating the model parameters still prevent numerical modeling of the sediment transport from achieving a high level of predictability. Based on a three-dimensional cohesive sediment transport model and its adjoint model, the satellite remote sensing data of SSCs during both spring tide and neap tide, retrieved from Geostationary Ocean Color Imager (GOCI), are assimilated to synchronously estimate four spatially and temporally varying parameters in the Hangzhou Bay in China, including settling velocity, resuspension rate, inflow open boundary conditions and initial conditions. After data assimilation, the model performance is significantly improved. Through several sensitivity experiments, the spatial and temporal variation tendencies of the estimated model parameters are verified to be robust and not affected by model settings. The pattern for the variations of the estimated parameters is analyzed and summarized. The temporal variations and spatial distributions of the estimated settling velocity are negatively correlated with current speed, which can be explained using the combination of flocculation process and Stokes' law. The temporal variations and spatial distributions of the estimated resuspension rate are also negatively correlated with current speed, which are related to the grain size of the seabed sediments under different current velocities. Besides, the estimated inflow open boundary conditions reach the local maximum values near the low water slack conditions and the estimated initial conditions are negatively correlated with water depth, which is consistent with the general understanding. The relationships between the estimated parameters and the hydrodynamic fields can be suggestive for improving the parameterization in cohesive sediment transport models.

Markov Chain Monte Carlo Used in Parameter Inference of Magnetic Resonance Spectra

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

Hock, Kiel; Earle, Keith

2016-02-06

In this paper, we use Boltzmann statistics and the maximum likelihood distribution derived from Bayes’ Theorem to infer parameter values for a Pake Doublet Spectrum, a lineshape of historical significance and contemporary relevance for determining distances between interacting magnetic dipoles. A Metropolis Hastings Markov Chain Monte Carlo algorithm is implemented and designed to find the optimum parameter set and to estimate parameter uncertainties. In conclusion, the posterior distribution allows us to define a metric on parameter space that induces a geometry with negative curvature that affects the parameter uncertainty estimates, particularly for spectra with low signal to noise.

Maximum likelihood estimates, from censored data, for mixed-Weibull distributions

NASA Astrophysics Data System (ADS)

Jiang, Siyuan; Kececioglu, Dimitri

1992-06-01

A new algorithm for estimating the parameters of mixed-Weibull distributions from censored data is presented. The algorithm follows the principle of maximum likelihood estimate (MLE) through the expectation and maximization (EM) algorithm, and it is derived for both postmortem and nonpostmortem time-to-failure data. It is concluded that the concept of the EM algorithm is easy to understand and apply (only elementary statistics and calculus are required). The log-likelihood function cannot decrease after an EM sequence; this important feature was observed in all of the numerical calculations. The MLEs of the nonpostmortem data were obtained successfully for mixed-Weibull distributions with up to 14 parameters in a 5-subpopulation, mixed-Weibull distribution. Numerical examples indicate that some of the log-likelihood functions of the mixed-Weibull distributions have multiple local maxima; therefore, the algorithm should start at several initial guesses of the parameter set.

Parameter estimation for the exponential-normal convolution model for background correction of affymetrix GeneChip data.

PubMed

McGee, Monnie; Chen, Zhongxue

2006-01-01

There are many methods of correcting microarray data for non-biological sources of error. Authors routinely supply software or code so that interested analysts can implement their methods. Even with a thorough reading of associated references, it is not always clear how requisite parts of the method are calculated in the software packages. However, it is important to have an understanding of such details, as this understanding is necessary for proper use of the output, or for implementing extensions to the model. In this paper, the calculation of parameter estimates used in Robust Multichip Average (RMA), a popular preprocessing algorithm for Affymetrix GeneChip brand microarrays, is elucidated. The background correction method for RMA assumes that the perfect match (PM) intensities observed result from a convolution of the true signal, assumed to be exponentially distributed, and a background noise component, assumed to have a normal distribution. A conditional expectation is calculated to estimate signal. Estimates of the mean and variance of the normal distribution and the rate parameter of the exponential distribution are needed to calculate this expectation. Simulation studies show that the current estimates are flawed; therefore, new ones are suggested. We examine the performance of preprocessing under the exponential-normal convolution model using several different methods to estimate the parameters.

Mathematical Model to estimate the wind power using four-parameter Burr distribution

NASA Astrophysics Data System (ADS)

Liu, Sanming; Wang, Zhijie; Pan, Zhaoxu

2018-03-01

When the real probability of wind speed in the same position needs to be described, the four-parameter Burr distribution is more suitable than other distributions. This paper introduces its important properties and characteristics. Also, the application of the four-parameter Burr distribution in wind speed prediction is discussed, and the expression of probability distribution of output power of wind turbine is deduced.

Modification of a rainfall-runoff model for distributed modeling in a GIS and its validation

NASA Astrophysics Data System (ADS)

Nyabeze, W. R.

A rainfall-runoff model, which can be inter-faced with a Geographical Information System (GIS) to integrate definition, measurement, calculating parameter values for spatial features, presents considerable advantages. The modification of the GWBasic Wits Rainfall-Runoff Erosion Model (GWBRafler) to enable parameter value estimation in a GIS (GISRafler) is presented in this paper. Algorithms are applied to estimate parameter values reducing the number of input parameters and the effort to populate them. The use of a GIS makes the relationship between parameter estimates and cover characteristics more evident. This paper has been produced as part of research to generalize the GWBRafler on a spatially distributed basis. Modular data structures are assumed and parameter values are weighted relative to the module area and centroid properties. Modifications to the GWBRafler enable better estimation of low flows, which are typical in drought conditions.

MARSnet: Mission-aware Autonomous Radar Sensor Network for Future Combat Systems

DTIC Science & Technology

2007-05-03

34Parameter estimation for 3-parameter log-logistic distribution (LLD3) by Porne ", Parameter estimation for 3-parameter log-logistic distribu- tion...section V we physical security, air traffic control, traffic monitoring, andvidefaconu s cribedy. video surveillance, industrial automation etc. Each

Estimation of sum-to-one constrained parameters with non-Gaussian extensions of ensemble-based Kalman filters: application to a 1D ocean biogeochemical model

NASA Astrophysics Data System (ADS)

Simon, E.; Bertino, L.; Samuelsen, A.

2011-12-01

Combined state-parameter estimation in ocean biogeochemical models with ensemble-based Kalman filters is a challenging task due to the non-linearity of the models, the constraints of positiveness that apply to the variables and parameters, and the non-Gaussian distribution of the variables in which they result. Furthermore, these models are sensitive to numerous parameters that are poorly known. Previous works [1] demonstrated that the Gaussian anamorphosis extensions of ensemble-based Kalman filters were relevant tools to perform combined state-parameter estimation in such non-Gaussian framework. In this study, we focus on the estimation of the grazing preferences parameters of zooplankton species. These parameters are introduced to model the diet of zooplankton species among phytoplankton species and detritus. They are positive values and their sum is equal to one. Because the sum-to-one constraint cannot be handled by ensemble-based Kalman filters, a reformulation of the parameterization is proposed. We investigate two types of changes of variables for the estimation of sum-to-one constrained parameters. The first one is based on Gelman [2] and leads to the estimation of normal distributed parameters. The second one is based on the representation of the unit sphere in spherical coordinates and leads to the estimation of parameters with bounded distributions (triangular or uniform). These formulations are illustrated and discussed in the framework of twin experiments realized in the 1D coupled model GOTM-NORWECOM with Gaussian anamorphosis extensions of the deterministic ensemble Kalman filter (DEnKF). [1] Simon E., Bertino L. : Gaussian anamorphosis extension of the DEnKF for combined state and parameter estimation : application to a 1D ocean ecosystem model. Journal of Marine Systems, 2011. doi :10.1016/j.jmarsys.2011.07.007 [2] Gelman A. : Method of Moments Using Monte Carlo Simulation. Journal of Computational and Graphical Statistics, 4, 1, 36-54, 1995.

Fuzzy C-mean clustering on kinetic parameter estimation with generalized linear least square algorithm in SPECT

NASA Astrophysics Data System (ADS)

Choi, Hon-Chit; Wen, Lingfeng; Eberl, Stefan; Feng, Dagan

2006-03-01

Dynamic Single Photon Emission Computed Tomography (SPECT) has the potential to quantitatively estimate physiological parameters by fitting compartment models to the tracer kinetics. The generalized linear least square method (GLLS) is an efficient method to estimate unbiased kinetic parameters and parametric images. However, due to the low sensitivity of SPECT, noisy data can cause voxel-wise parameter estimation by GLLS to fail. Fuzzy C-Mean (FCM) clustering and modified FCM, which also utilizes information from the immediate neighboring voxels, are proposed to improve the voxel-wise parameter estimation of GLLS. Monte Carlo simulations were performed to generate dynamic SPECT data with different noise levels and processed by general and modified FCM clustering. Parametric images were estimated by Logan and Yokoi graphical analysis and GLLS. The influx rate (K I), volume of distribution (V d) were estimated for the cerebellum, thalamus and frontal cortex. Our results show that (1) FCM reduces the bias and improves the reliability of parameter estimates for noisy data, (2) GLLS provides estimates of micro parameters (K I-k 4) as well as macro parameters, such as volume of distribution (Vd) and binding potential (BP I & BP II) and (3) FCM clustering incorporating neighboring voxel information does not improve the parameter estimates, but improves noise in the parametric images. These findings indicated that it is desirable for pre-segmentation with traditional FCM clustering to generate voxel-wise parametric images with GLLS from dynamic SPECT data.

Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Cheong, R. Y.; Gabda, D.

2017-09-01

Analysis of flood trends is vital since flooding threatens human living in terms of financial, environment and security. The data of annual maximum river flows in Sabah were fitted into generalized extreme value (GEV) distribution. Maximum likelihood estimator (MLE) raised naturally when working with GEV distribution. However, previous researches showed that MLE provide unstable results especially in small sample size. In this study, we used different Bayesian Markov Chain Monte Carlo (MCMC) based on Metropolis-Hastings algorithm to estimate GEV parameters. Bayesian MCMC method is a statistical inference which studies the parameter estimation by using posterior distribution based on Bayes’ theorem. Metropolis-Hastings algorithm is used to overcome the high dimensional state space faced in Monte Carlo method. This approach also considers more uncertainty in parameter estimation which then presents a better prediction on maximum river flow in Sabah.

Comparison of sampling techniques for Bayesian parameter estimation

NASA Astrophysics Data System (ADS)

Allison, Rupert; Dunkley, Joanna

2014-02-01

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the posterior probability distribution we have to decide how to explore parameter space. Here we compare three prescriptions for how parameter space is navigated, discussing their relative merits. We consider Metropolis-Hasting sampling, nested sampling and affine-invariant ensemble Markov chain Monte Carlo (MCMC) sampling. We focus on their performance on toy-model Gaussian likelihoods and on a real-world cosmological data set. We outline the sampling algorithms themselves and elaborate on performance diagnostics such as convergence time, scope for parallelization, dimensional scaling, requisite tunings and suitability for non-Gaussian distributions. We find that nested sampling delivers high-fidelity estimates for posterior statistics at low computational cost, and should be adopted in favour of Metropolis-Hastings in many cases. Affine-invariant MCMC is competitive when computing clusters can be utilized for massive parallelization. Affine-invariant MCMC and existing extensions to nested sampling naturally probe multimodal and curving distributions.

Improved estimation of hydraulic conductivity by combining stochastically simulated hydrofacies with geophysical data

PubMed Central

Zhu, Lin; Gong, Huili; Chen, Yun; Li, Xiaojuan; Chang, Xiang; Cui, Yijiao

2016-01-01

Hydraulic conductivity is a major parameter affecting the output accuracy of groundwater flow and transport models. The most commonly used semi-empirical formula for estimating conductivity is Kozeny-Carman equation. However, this method alone does not work well with heterogeneous strata. Two important parameters, grain size and porosity, often show spatial variations at different scales. This study proposes a method for estimating conductivity distributions by combining a stochastic hydrofacies model with geophysical methods. The Markov chain model with transition probability matrix was adopted to re-construct structures of hydrofacies for deriving spatial deposit information. The geophysical and hydro-chemical data were used to estimate the porosity distribution through the Archie’s law. Results show that the stochastic simulated hydrofacies model reflects the sedimentary features with an average model accuracy of 78% in comparison with borehole log data in the Chaobai alluvial fan. The estimated conductivity is reasonable and of the same order of magnitude of the outcomes of the pumping tests. The conductivity distribution is consistent with the sedimentary distributions. This study provides more reliable spatial distributions of the hydraulic parameters for further numerical modeling. PMID:26927886

An empirical Bayes approach for the Poisson life distribution.

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1973-01-01

A smooth empirical Bayes estimator is derived for the intensity parameter (hazard rate) in the Poisson distribution as used in life testing. The reliability function is also estimated either by using the empirical Bayes estimate of the parameter, or by obtaining the expectation of the reliability function. The behavior of the empirical Bayes procedure is studied through Monte Carlo simulation in which estimates of mean-squared errors of the empirical Bayes estimators are compared with those of conventional estimators such as minimum variance unbiased or maximum likelihood. Results indicate a significant reduction in mean-squared error of the empirical Bayes estimators over the conventional variety.

Exact and Approximate Statistical Inference for Nonlinear Regression and the Estimating Equation Approach.

PubMed

Demidenko, Eugene

2017-09-01

The exact density distribution of the nonlinear least squares estimator in the one-parameter regression model is derived in closed form and expressed through the cumulative distribution function of the standard normal variable. Several proposals to generalize this result are discussed. The exact density is extended to the estimating equation (EE) approach and the nonlinear regression with an arbitrary number of linear parameters and one intrinsically nonlinear parameter. For a very special nonlinear regression model, the derived density coincides with the distribution of the ratio of two normally distributed random variables previously obtained by Fieller (1932), unlike other approximations previously suggested by other authors. Approximations to the density of the EE estimators are discussed in the multivariate case. Numerical complications associated with the nonlinear least squares are illustrated, such as nonexistence and/or multiple solutions, as major factors contributing to poor density approximation. The nonlinear Markov-Gauss theorem is formulated based on the near exact EE density approximation.

Maximum likelihood estimation for life distributions with competing failure modes

NASA Technical Reports Server (NTRS)

Sidik, S. M.

1979-01-01

Systems which are placed on test at time zero, function for a period and die at some random time were studied. Failure may be due to one of several causes or modes. The parameters of the life distribution may depend upon the levels of various stress variables the item is subject to. Maximum likelihood estimation methods are discussed. Specific methods are reported for the smallest extreme-value distributions of life. Monte-Carlo results indicate the methods to be promising. Under appropriate conditions, the location parameters are nearly unbiased, the scale parameter is slight biased, and the asymptotic covariances are rapidly approached.

A unified framework for approximation in inverse problems for distributed parameter systems

NASA Technical Reports Server (NTRS)

Banks, H. T.; Ito, K.

1988-01-01

A theoretical framework is presented that can be used to treat approximation techniques for very general classes of parameter estimation problems involving distributed systems that are either first or second order in time. Using the approach developed, one can obtain both convergence and stability (continuous dependence of parameter estimates with respect to the observations) under very weak regularity and compactness assumptions on the set of admissible parameters. This unified theory can be used for many problems found in the recent literature and in many cases offers significant improvements to existing results.

Interval Estimation of Seismic Hazard Parameters

NASA Astrophysics Data System (ADS)

Orlecka-Sikora, Beata; Lasocki, Stanislaw

2017-03-01

The paper considers Poisson temporal occurrence of earthquakes and presents a way to integrate uncertainties of the estimates of mean activity rate and magnitude cumulative distribution function in the interval estimation of the most widely used seismic hazard functions, such as the exceedance probability and the mean return period. The proposed algorithm can be used either when the Gutenberg-Richter model of magnitude distribution is accepted or when the nonparametric estimation is in use. When the Gutenberg-Richter model of magnitude distribution is used the interval estimation of its parameters is based on the asymptotic normality of the maximum likelihood estimator. When the nonparametric kernel estimation of magnitude distribution is used, we propose the iterated bias corrected and accelerated method for interval estimation based on the smoothed bootstrap and second-order bootstrap samples. The changes resulted from the integrated approach in the interval estimation of the seismic hazard functions with respect to the approach, which neglects the uncertainty of the mean activity rate estimates have been studied using Monte Carlo simulations and two real dataset examples. The results indicate that the uncertainty of mean activity rate affects significantly the interval estimates of hazard functions only when the product of activity rate and the time period, for which the hazard is estimated, is no more than 5.0. When this product becomes greater than 5.0, the impact of the uncertainty of cumulative distribution function of magnitude dominates the impact of the uncertainty of mean activity rate in the aggregated uncertainty of the hazard functions. Following, the interval estimates with and without inclusion of the uncertainty of mean activity rate converge. The presented algorithm is generic and can be applied also to capture the propagation of uncertainty of estimates, which are parameters of a multiparameter function, onto this function.

Estimating Commute Distances of U.S. Army Reservists by Regional and Unit Characteristics

DTIC Science & Technology

1990-09-01

multiple regression equation is used to estimate the parameters of the commute distance distribution as a function of reserve center and market ...used to estimate the parameters of the commute distance distribution as a function of reserve center and market characteristics. The results of the...recruiting personnel to meet unit fill rates. An important objective of the USAREC is to identify market areas that will support new reserve units [Ref. 2:p

The Impact of Three Factors on the Recovery of Item Parameters for the Three-Parameter Logistic Model

ERIC Educational Resources Information Center

Kim, Kyung Yong; Lee, Won-Chan

2017-01-01

This article provides a detailed description of three factors (specification of the ability distribution, numerical integration, and frame of reference for the item parameter estimates) that might affect the item parameter estimation of the three-parameter logistic model, and compares five item calibration methods, which are combinations of the…

Estimating parameter of Rayleigh distribution by using Maximum Likelihood method and Bayes method

NASA Astrophysics Data System (ADS)

Ardianti, Fitri; Sutarman

2018-01-01

In this paper, we use Maximum Likelihood estimation and Bayes method under some risk function to estimate parameter of Rayleigh distribution to know the best method. The prior knowledge which used in Bayes method is Jeffrey’s non-informative prior. Maximum likelihood estimation and Bayes method under precautionary loss function, entropy loss function, loss function-L 1 will be compared. We compare these methods by bias and MSE value using R program. After that, the result will be displayed in tables to facilitate the comparisons.

Parameter Estimation with Almost No Public Communication for Continuous-Variable Quantum Key Distribution

NASA Astrophysics Data System (ADS)

Lupo, Cosmo; Ottaviani, Carlo; Papanastasiou, Panagiotis; Pirandola, Stefano

2018-06-01

One crucial step in any quantum key distribution (QKD) scheme is parameter estimation. In a typical QKD protocol the users have to sacrifice part of their raw data to estimate the parameters of the communication channel as, for example, the error rate. This introduces a trade-off between the secret key rate and the accuracy of parameter estimation in the finite-size regime. Here we show that continuous-variable QKD is not subject to this constraint as the whole raw keys can be used for both parameter estimation and secret key generation, without compromising the security. First, we show that this property holds for measurement-device-independent (MDI) protocols, as a consequence of the fact that in a MDI protocol the correlations between Alice and Bob are postselected by the measurement performed by an untrusted relay. This result is then extended beyond the MDI framework by exploiting the fact that MDI protocols can simulate device-dependent one-way QKD with arbitrarily high precision.

Evaluation of design flood estimates with respect to sample size

NASA Astrophysics Data System (ADS)

Kobierska, Florian; Engeland, Kolbjorn

2016-04-01

Estimation of design floods forms the basis for hazard management related to flood risk and is a legal obligation when building infrastructure such as dams, bridges and roads close to water bodies. Flood inundation maps used for land use planning are also produced based on design flood estimates. In Norway, the current guidelines for design flood estimates give recommendations on which data, probability distribution, and method to use dependent on length of the local record. If less than 30 years of local data is available, an index flood approach is recommended where the local observations are used for estimating the index flood and regional data are used for estimating the growth curve. For 30-50 years of data, a 2 parameter distribution is recommended, and for more than 50 years of data, a 3 parameter distribution should be used. Many countries have national guidelines for flood frequency estimation, and recommended distributions include the log Pearson II, generalized logistic and generalized extreme value distributions. For estimating distribution parameters, ordinary and linear moments, maximum likelihood and Bayesian methods are used. The aim of this study is to r-evaluate the guidelines for local flood frequency estimation. In particular, we wanted to answer the following questions: (i) Which distribution gives the best fit to the data? (ii) Which estimation method provides the best fit to the data? (iii) Does the answer to (i) and (ii) depend on local data availability? To answer these questions we set up a test bench for local flood frequency analysis using data based cross-validation methods. The criteria were based on indices describing stability and reliability of design flood estimates. Stability is used as a criterion since design flood estimates should not excessively depend on the data sample. The reliability indices describe to which degree design flood predictions can be trusted.

Estimating rainfall time series and model parameter distributions using model data reduction and inversion techniques

NASA Astrophysics Data System (ADS)

Wright, Ashley J.; Walker, Jeffrey P.; Pauwels, Valentijn R. N.

2017-08-01

Floods are devastating natural hazards. To provide accurate, precise, and timely flood forecasts, there is a need to understand the uncertainties associated within an entire rainfall time series, even when rainfall was not observed. The estimation of an entire rainfall time series and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of entire rainfall input time series to be considered when estimating model parameters, and provides the ability to improve rainfall estimates from poorly gauged catchments. Current methods to estimate entire rainfall time series from streamflow records are unable to adequately invert complex nonlinear hydrologic systems. This study aims to explore the use of wavelets in the estimation of rainfall time series from streamflow records. Using the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia, it is shown that model parameter distributions and an entire rainfall time series can be estimated. Including rainfall in the estimation process improves streamflow simulations by a factor of up to 1.78. This is achieved while estimating an entire rainfall time series, inclusive of days when none was observed. It is shown that the choice of wavelet can have a considerable impact on the robustness of the inversion. Combining the use of a likelihood function that considers rainfall and streamflow errors with the use of the DWT as a model data reduction technique allows the joint inference of hydrologic model parameters along with rainfall.

Quantifying Transmission Heterogeneity Using Both Pathogen Phylogenies and Incidence Time Series

PubMed Central

Li, Lucy M.; Grassly, Nicholas C.; Fraser, Christophe

2017-01-01

Abstract Heterogeneity in individual-level transmissibility can be quantified by the dispersion parameter k of the offspring distribution. Quantifying heterogeneity is important as it affects other parameter estimates, it modulates the degree of unpredictability of an epidemic, and it needs to be accounted for in models of infection control. Aggregated data such as incidence time series are often not sufficiently informative to estimate k. Incorporating phylogenetic analysis can help to estimate k concurrently with other epidemiological parameters. We have developed an inference framework that uses particle Markov Chain Monte Carlo to estimate k and other epidemiological parameters using both incidence time series and the pathogen phylogeny. Using the framework to fit a modified compartmental transmission model that includes the parameter k to simulated data, we found that more accurate and less biased estimates of the reproductive number were obtained by combining epidemiological and phylogenetic analyses. However, k was most accurately estimated using pathogen phylogeny alone. Accurately estimating k was necessary for unbiased estimates of the reproductive number, but it did not affect the accuracy of reporting probability and epidemic start date estimates. We further demonstrated that inference was possible in the presence of phylogenetic uncertainty by sampling from the posterior distribution of phylogenies. Finally, we used the inference framework to estimate transmission parameters from epidemiological and genetic data collected during a poliovirus outbreak. Despite the large degree of phylogenetic uncertainty, we demonstrated that incorporating phylogenetic data in parameter inference improved the accuracy and precision of estimates. PMID:28981709

Comparision of the different probability distributions for earthquake hazard assessment in the North Anatolian Fault Zone

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

Yilmaz, Şeyda, E-mail: seydayilmaz@ktu.edu.tr; Bayrak, Erdem, E-mail: erdmbyrk@gmail.com; Bayrak, Yusuf, E-mail: bayrak@ktu.edu.tr

In this study we examined and compared the three different probabilistic distribution methods for determining the best suitable model in probabilistic assessment of earthquake hazards. We analyzed a reliable homogeneous earthquake catalogue between a time period 1900-2015 for magnitude M ≥ 6.0 and estimated the probabilistic seismic hazard in the North Anatolian Fault zone (39°-41° N 30°-40° E) using three distribution methods namely Weibull distribution, Frechet distribution and three-parameter Weibull distribution. The distribution parameters suitability was evaluated Kolmogorov-Smirnov (K-S) goodness-of-fit test. We also compared the estimated cumulative probability and the conditional probabilities of occurrence of earthquakes for different elapsed timemore » using these three distribution methods. We used Easyfit and Matlab software to calculate these distribution parameters and plotted the conditional probability curves. We concluded that the Weibull distribution method was the most suitable than other distribution methods in this region.« less

Multinomial mixture model with heterogeneous classification probabilities

USGS Publications Warehouse

Holland, M.D.; Gray, B.R.

2011-01-01

Royle and Link (Ecology 86(9):2505-2512, 2005) proposed an analytical method that allowed estimation of multinomial distribution parameters and classification probabilities from categorical data measured with error. While useful, we demonstrate algebraically and by simulations that this method yields biased multinomial parameter estimates when the probabilities of correct category classifications vary among sampling units. We address this shortcoming by treating these probabilities as logit-normal random variables within a Bayesian framework. We use Markov chain Monte Carlo to compute Bayes estimates from a simulated sample from the posterior distribution. Based on simulations, this elaborated Royle-Link model yields nearly unbiased estimates of multinomial and correct classification probability estimates when classification probabilities are allowed to vary according to the normal distribution on the logit scale or according to the Beta distribution. The method is illustrated using categorical submersed aquatic vegetation data. ?? 2010 Springer Science+Business Media, LLC.

Fitting a three-parameter lognormal distribution with applications to hydrogeochemical data from the National Uranium Resource Evaluation Program

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

Kane, V.E.

1979-10-01

The standard maximum likelihood and moment estimation procedures are shown to have some undesirable characteristics for estimating the parameters in a three-parameter lognormal distribution. A class of goodness-of-fit estimators is found which provides a useful alternative to the standard methods. The class of goodness-of-fit tests considered include the Shapiro-Wilk and Shapiro-Francia tests which reduce to a weighted linear combination of the order statistics that can be maximized in estimation problems. The weighted-order statistic estimators are compared to the standard procedures in Monte Carlo simulations. Bias and robustness of the procedures are examined and example data sets analyzed including geochemical datamore » from the National Uranium Resource Evaluation Program.« less

Inverse statistical estimation via order statistics: a resolution of the ill-posed inverse problem of PERT scheduling

NASA Astrophysics Data System (ADS)

Pickard, William F.

2004-10-01

The classical PERT inverse statistics problem requires estimation of the mean, \\skew1\\bar{m} , and standard deviation, s, of a unimodal distribution given estimates of its mode, m, and of the smallest, a, and largest, b, values likely to be encountered. After placing the problem in historical perspective and showing that it is ill-posed because it is underdetermined, this paper offers an approach to resolve the ill-posedness: (a) by interpreting a and b modes of order statistic distributions; (b) by requiring also an estimate of the number of samples, N, considered in estimating the set {m, a, b}; and (c) by maximizing a suitable likelihood, having made the traditional assumption that the underlying distribution is beta. Exact formulae relating the four parameters of the beta distribution to {m, a, b, N} and the assumed likelihood function are then used to compute the four underlying parameters of the beta distribution; and from them, \\skew1\\bar{m} and s are computed using exact formulae.

Determination of hyporheic travel time distributions and other parameters from concurrent conservative and reactive tracer tests by local-in-global optimization

NASA Astrophysics Data System (ADS)

Knapp, Julia L. A.; Cirpka, Olaf A.

2017-06-01

The complexity of hyporheic flow paths requires reach-scale models of solute transport in streams that are flexible in their representation of the hyporheic passage. We use a model that couples advective-dispersive in-stream transport to hyporheic exchange with a shape-free distribution of hyporheic travel times. The model also accounts for two-site sorption and transformation of reactive solutes. The coefficients of the model are determined by fitting concurrent stream-tracer tests of conservative (fluorescein) and reactive (resazurin/resorufin) compounds. The flexibility of the shape-free models give rise to multiple local minima of the objective function in parameter estimation, thus requiring global-search algorithms, which is hindered by the large number of parameter values to be estimated. We present a local-in-global optimization approach, in which we use a Markov-Chain Monte Carlo method as global-search method to estimate a set of in-stream and hyporheic parameters. Nested therein, we infer the shape-free distribution of hyporheic travel times by a local Gauss-Newton method. The overall approach is independent of the initial guess and provides the joint posterior distribution of all parameters. We apply the described local-in-global optimization method to recorded tracer breakthrough curves of three consecutive stream sections, and infer section-wise hydraulic parameter distributions to analyze how hyporheic exchange processes differ between the stream sections.

An algorithm for computing moments-based flood quantile estimates when historical flood information is available

USGS Publications Warehouse

Cohn, T.A.; Lane, W.L.; Baier, W.G.

1997-01-01

This paper presents the expected moments algorithm (EMA), a simple and efficient method for incorporating historical and paleoflood information into flood frequency studies. EMA can utilize three types of at-site flood information: systematic stream gage record; information about the magnitude of historical floods; and knowledge of the number of years in the historical period when no large flood occurred. EMA employs an iterative procedure to compute method-of-moments parameter estimates. Initial parameter estimates are calculated from systematic stream gage data. These moments are then updated by including the measured historical peaks and the expected moments, given the previously estimated parameters, of the below-threshold floods from the historical period. The updated moments result in new parameter estimates, and the last two steps are repeated until the algorithm converges. Monte Carlo simulations compare EMA, Bulletin 17B's [United States Water Resources Council, 1982] historically weighted moments adjustment, and maximum likelihood estimators when fitting the three parameters of the log-Pearson type III distribution. These simulations demonstrate that EMA is more efficient than the Bulletin 17B method, and that it is nearly as efficient as maximum likelihood estimation (MLE). The experiments also suggest that EMA has two advantages over MLE when dealing with the log-Pearson type III distribution: It appears that EMA estimates always exist and that they are unique, although neither result has been proven. EMA can be used with binomial or interval-censored data and with any distributional family amenable to method-of-moments estimation.

An algorithm for computing moments-based flood quantile estimates when historical flood information is available

NASA Astrophysics Data System (ADS)

Cohn, T. A.; Lane, W. L.; Baier, W. G.

This paper presents the expected moments algorithm (EMA), a simple and efficient method for incorporating historical and paleoflood information into flood frequency studies. EMA can utilize three types of at-site flood information: systematic stream gage record; information about the magnitude of historical floods; and knowledge of the number of years in the historical period when no large flood occurred. EMA employs an iterative procedure to compute method-of-moments parameter estimates. Initial parameter estimates are calculated from systematic stream gage data. These moments are then updated by including the measured historical peaks and the expected moments, given the previously estimated parameters, of the below-threshold floods from the historical period. The updated moments result in new parameter estimates, and the last two steps are repeated until the algorithm converges. Monte Carlo simulations compare EMA, Bulletin 17B's [United States Water Resources Council, 1982] historically weighted moments adjustment, and maximum likelihood estimators when fitting the three parameters of the log-Pearson type III distribution. These simulations demonstrate that EMA is more efficient than the Bulletin 17B method, and that it is nearly as efficient as maximum likelihood estimation (MLE). The experiments also suggest that EMA has two advantages over MLE when dealing with the log-Pearson type III distribution: It appears that EMA estimates always exist and that they are unique, although neither result has been proven. EMA can be used with binomial or interval-censored data and with any distributional family amenable to method-of-moments estimation.

Estimation of Two-Parameter Logistic Item Response Curves. Research Report 83-1. Mathematical Sciences Technical Report No. 130.

ERIC Educational Resources Information Center

Tsutakawa, Robert K.

This paper presents a method for estimating certain characteristics of test items which are designed to measure ability, or knowledge, in a particular area. Under the assumption that ability parameters are sampled from a normal distribution, the EM algorithm is used to derive maximum likelihood estimates to item parameters of the two-parameter…

Some Calculated Research Results of the Working Process Parameters of the Low Thrust Rocket Engine Operating on Gaseous Oxygen-Hydrogen Fuel

NASA Astrophysics Data System (ADS)

Ryzhkov, V.; Morozov, I.

2018-01-01

The paper presents the calculating results of the combustion products parameters in the tract of the low thrust rocket engine with thrust P ∼ 100 N. The article contains the following data: streamlines, distribution of total temperature parameter in the longitudinal section of the engine chamber, static temperature distribution in the cross section of the engine chamber, velocity distribution of the combustion products in the outlet section of the engine nozzle, static temperature near the inner wall of the engine. The presented parameters allow to estimate the efficiency of the mixture formation processes, flow of combustion products in the engine chamber and to estimate the thermal state of the structure.

Analytical performance evaluation of SAR ATR with inaccurate or estimated models

NASA Astrophysics Data System (ADS)

DeVore, Michael D.

2004-09-01

Hypothesis testing algorithms for automatic target recognition (ATR) are often formulated in terms of some assumed distribution family. The parameter values corresponding to a particular target class together with the distribution family constitute a model for the target's signature. In practice such models exhibit inaccuracy because of incorrect assumptions about the distribution family and/or because of errors in the assumed parameter values, which are often determined experimentally. Model inaccuracy can have a significant impact on performance predictions for target recognition systems. Such inaccuracy often causes model-based predictions that ignore the difference between assumed and actual distributions to be overly optimistic. This paper reports on research to quantify the effect of inaccurate models on performance prediction and to estimate the effect using only trained parameters. We demonstrate that for large observation vectors the class-conditional probabilities of error can be expressed as a simple function of the difference between two relative entropies. These relative entropies quantify the discrepancies between the actual and assumed distributions and can be used to express the difference between actual and predicted error rates. Focusing on the problem of ATR from synthetic aperture radar (SAR) imagery, we present estimators of the probabilities of error in both ideal and plug-in tests expressed in terms of the trained model parameters. These estimators are defined in terms of unbiased estimates for the first two moments of the sample statistic. We present an analytical treatment of these results and include demonstrations from simulated radar data.

SUITABILITY OF USING IN VITRO AND COMPUTATIONALLY ESTIMATED PARAMETERS IN SIMPLIFIED PHARMACOKINETIC MODELS

EPA Science Inventory

A challenge in PBPK model development is estimating the parameters for absorption, distribution, metabolism, and excretion of the parent compound and metabolites of interest. One approach to reduce the number of parameters has been to simplify pharmacokinetic models by lumping p...

New spatial upscaling methods for multi-point measurements: From normal to p-normal

NASA Astrophysics Data System (ADS)

Liu, Feng; Li, Xin

2017-12-01

Careful attention must be given to determining whether the geophysical variables of interest are normally distributed, since the assumption of a normal distribution may not accurately reflect the probability distribution of some variables. As a generalization of the normal distribution, the p-normal distribution and its corresponding maximum likelihood estimation (the least power estimation, LPE) were introduced in upscaling methods for multi-point measurements. Six methods, including three normal-based methods, i.e., arithmetic average, least square estimation, block kriging, and three p-normal-based methods, i.e., LPE, geostatistics LPE and inverse distance weighted LPE are compared in two types of experiments: a synthetic experiment to evaluate the performance of the upscaling methods in terms of accuracy, stability and robustness, and a real-world experiment to produce real-world upscaling estimates using soil moisture data obtained from multi-scale observations. The results show that the p-normal-based methods produced lower mean absolute errors and outperformed the other techniques due to their universality and robustness. We conclude that introducing appropriate statistical parameters into an upscaling strategy can substantially improve the estimation, especially if the raw measurements are disorganized; however, further investigation is required to determine which parameter is the most effective among variance, spatial correlation information and parameter p.

Multichannel Speech Enhancement Based on Generalized Gamma Prior Distribution with Its Online Adaptive Estimation

NASA Astrophysics Data System (ADS)

Dat, Tran Huy; Takeda, Kazuya; Itakura, Fumitada

We present a multichannel speech enhancement method based on MAP speech spectral magnitude estimation using a generalized gamma model of speech prior distribution, where the model parameters are adapted from actual noisy speech in a frame-by-frame manner. The utilization of a more general prior distribution with its online adaptive estimation is shown to be effective for speech spectral estimation in noisy environments. Furthermore, the multi-channel information in terms of cross-channel statistics are shown to be useful to better adapt the prior distribution parameters to the actual observation, resulting in better performance of speech enhancement algorithm. We tested the proposed algorithm in an in-car speech database and obtained significant improvements of the speech recognition performance, particularly under non-stationary noise conditions such as music, air-conditioner and open window.

Distributed Estimation using Bayesian Consensus Filtering

DTIC Science & Technology

2014-06-06

Convergence rate analysis of distributed gossip (linear parameter) estimation: Fundamental limits and tradeoffs,” IEEE J. Sel. Topics Signal Process...Dimakis, S. Kar, J. Moura, M. Rabbat, and A. Scaglione, “ Gossip algorithms for distributed signal processing,” Proc. of the IEEE, vol. 98, no. 11, pp

Regional and longitudinal estimation of product lifespan distribution: a case study for automobiles and a simplified estimation method.

PubMed

Oguchi, Masahiro; Fuse, Masaaki

2015-02-03

Product lifespan estimates are important information for understanding progress toward sustainable consumption and estimating the stocks and end-of-life flows of products. Publications reported actual lifespan of products; however, quantitative data are still limited for many countries and years. This study presents regional and longitudinal estimation of lifespan distribution of consumer durables, taking passenger cars as an example, and proposes a simplified method for estimating product lifespan distribution. We estimated lifespan distribution parameters for 17 countries based on the age profile of in-use cars. Sensitivity analysis demonstrated that the shape parameter of the lifespan distribution can be replaced by a constant value for all the countries and years. This enabled a simplified estimation that does not require detailed data on the age profile. Applying the simplified method, we estimated the trend in average lifespans of passenger cars from 2000 to 2009 for 20 countries. Average lifespan differed greatly between countries (9-23 years) and was increasing in many countries. This suggests consumer behavior differs greatly among countries and has changed over time, even in developed countries. The results suggest that inappropriate assumptions of average lifespan may cause significant inaccuracy in estimating the stocks and end-of-life flows of products.

Estimation of Staphylococcus aureus growth parameters from turbidity data: characterization of strain variation and comparison of methods.

PubMed

Lindqvist, R

2006-07-01

Turbidity methods offer possibilities for generating data required for addressing microorganism variability in risk modeling given that the results of these methods correspond to those of viable count methods. The objectives of this study were to identify the best approach for determining growth parameters based on turbidity data and use of a Bioscreen instrument and to characterize variability in growth parameters of 34 Staphylococcus aureus strains of different biotypes isolated from broiler carcasses. Growth parameters were estimated by fitting primary growth models to turbidity growth curves or to detection times of serially diluted cultures either directly or by using an analysis of variance (ANOVA) approach. The maximum specific growth rates in chicken broth at 17 degrees C estimated by time to detection methods were in good agreement with viable count estimates, whereas growth models (exponential and Richards) underestimated growth rates. Time to detection methods were selected for strain characterization. The variation of growth parameters among strains was best described by either the logistic or lognormal distribution, but definitive conclusions require a larger data set. The distribution of the physiological state parameter ranged from 0.01 to 0.92 and was not significantly different from a normal distribution. Strain variability was important, and the coefficient of variation of growth parameters was up to six times larger among strains than within strains. It is suggested to apply a time to detection (ANOVA) approach using turbidity measurements for convenient and accurate estimation of growth parameters. The results emphasize the need to consider implications of strain variability for predictive modeling and risk assessment.

Probability Distribution Estimated From the Minimum, Maximum, and Most Likely Values: Applied to Turbine Inlet Temperature Uncertainty

NASA Technical Reports Server (NTRS)

Holland, Frederic A., Jr.

2004-01-01

Modern engineering design practices are tending more toward the treatment of design parameters as random variables as opposed to fixed, or deterministic, values. The probabilistic design approach attempts to account for the uncertainty in design parameters by representing them as a distribution of values rather than as a single value. The motivations for this effort include preventing excessive overdesign as well as assessing and assuring reliability, both of which are important for aerospace applications. However, the determination of the probability distribution is a fundamental problem in reliability analysis. A random variable is often defined by the parameters of the theoretical distribution function that gives the best fit to experimental data. In many cases the distribution must be assumed from very limited information or data. Often the types of information that are available or reasonably estimated are the minimum, maximum, and most likely values of the design parameter. For these situations the beta distribution model is very convenient because the parameters that define the distribution can be easily determined from these three pieces of information. Widely used in the field of operations research, the beta model is very flexible and is also useful for estimating the mean and standard deviation of a random variable given only the aforementioned three values. However, an assumption is required to determine the four parameters of the beta distribution from only these three pieces of information (some of the more common distributions, like the normal, lognormal, gamma, and Weibull distributions, have two or three parameters). The conventional method assumes that the standard deviation is a certain fraction of the range. The beta parameters are then determined by solving a set of equations simultaneously. A new method developed in-house at the NASA Glenn Research Center assumes a value for one of the beta shape parameters based on an analogy with the normal distribution (ref.1). This new approach allows for a very simple and direct algebraic solution without restricting the standard deviation. The beta parameters obtained by the new method are comparable to the conventional method (and identical when the distribution is symmetrical). However, the proposed method generally produces a less peaked distribution with a slightly larger standard deviation (up to 7 percent) than the conventional method in cases where the distribution is asymmetric or skewed. The beta distribution model has now been implemented into the Fast Probability Integration (FPI) module used in the NESSUS computer code for probabilistic analyses of structures (ref. 2).

Stochastic inversion of cross-borehole radar data from metalliferous vein detection

NASA Astrophysics Data System (ADS)

Zeng, Zhaofa; Huai, Nan; Li, Jing; Zhao, Xueyu; Liu, Cai; Hu, Yingsa; Zhang, Ling; Hu, Zuzhi; Yang, Hui

2017-12-01

In the exploration and evaluation of the metalliferous veins with a cross-borehole radar system, traditional linear inversion methods (least squares inversion, LSQR) only get indirect parameters (permittivity, resistivity, or velocity) to estimate the target structure. They cannot accurately reflect the geological parameters of the metalliferous veins’ media properties. In order to get the intrinsic geological parameters and internal distribution, in this paper, we build a metalliferous veins model based on the stochastic effective medium theory, and carry out stochastic inversion and parameter estimation based on the Monte Carlo sampling algorithm. Compared with conventional LSQR, the stochastic inversion can get higher resolution inversion permittivity and velocity of the target body. We can estimate more accurately the distribution characteristics of abnormality and target internal parameters. It provides a new research idea to evaluate the properties of complex target media.

Adjustable Parameter-Based Distributed Fault Estimation Observer Design for Multiagent Systems With Directed Graphs.

PubMed

Zhang, Ke; Jiang, Bin; Shi, Peng

2017-02-01

In this paper, a novel adjustable parameter (AP)-based distributed fault estimation observer (DFEO) is proposed for multiagent systems (MASs) with the directed communication topology. First, a relative output estimation error is defined based on the communication topology of MASs. Then a DFEO with AP is constructed with the purpose of improving the accuracy of fault estimation. Based on H ∞ and H 2 with pole placement, multiconstrained design is given to calculate the gain of DFEO. Finally, simulation results are presented to illustrate the feasibility and effectiveness of the proposed DFEO design with AP.

Estimating recharge rates with analytic element models and parameter estimation

USGS Publications Warehouse

Dripps, W.R.; Hunt, R.J.; Anderson, M.P.

2006-01-01

Quantifying the spatial and temporal distribution of recharge is usually a prerequisite for effective ground water flow modeling. In this study, an analytic element (AE) code (GFLOW) was used with a nonlinear parameter estimation code (UCODE) to quantify the spatial and temporal distribution of recharge using measured base flows as calibration targets. The ease and flexibility of AE model construction and evaluation make this approach well suited for recharge estimation. An AE flow model of an undeveloped watershed in northern Wisconsin was optimized to match median annual base flows at four stream gages for 1996 to 2000 to demonstrate the approach. Initial optimizations that assumed a constant distributed recharge rate provided good matches (within 5%) to most of the annual base flow estimates, but discrepancies of >12% at certain gages suggested that a single value of recharge for the entire watershed is inappropriate. Subsequent optimizations that allowed for spatially distributed recharge zones based on the distribution of vegetation types improved the fit and confirmed that vegetation can influence spatial recharge variability in this watershed. Temporally, the annual recharge values varied >2.5-fold between 1996 and 2000 during which there was an observed 1.7-fold difference in annual precipitation, underscoring the influence of nonclimatic factors on interannual recharge variability for regional flow modeling. The final recharge values compared favorably with more labor-intensive field measurements of recharge and results from studies, supporting the utility of using linked AE-parameter estimation codes for recharge estimation. Copyright ?? 2005 The Author(s).

Parameter estimation in nonlinear distributed systems - Approximation theory and convergence results

NASA Technical Reports Server (NTRS)

Banks, H. T.; Reich, Simeon; Rosen, I. G.

1988-01-01

An abstract approximation framework and convergence theory is described for Galerkin approximations applied to inverse problems involving nonlinear distributed parameter systems. Parameter estimation problems are considered and formulated as the minimization of a least-squares-like performance index over a compact admissible parameter set subject to state constraints given by an inhomogeneous nonlinear distributed system. The theory applies to systems whose dynamics can be described by either time-independent or nonstationary strongly maximal monotonic operators defined on a reflexive Banach space which is densely and continuously embedded in a Hilbert space. It is demonstrated that if readily verifiable conditions on the system's dependence on the unknown parameters are satisfied, and the usual Galerkin approximation assumption holds, then solutions to the approximating problems exist and approximate a solution to the original infinite-dimensional identification problem.

Estimating Non-Normal Latent Trait Distributions within Item Response Theory Using True and Estimated Item Parameters

ERIC Educational Resources Information Center

Sass, D. A.; Schmitt, T. A.; Walker, C. M.

2008-01-01

Item response theory (IRT) procedures have been used extensively to study normal latent trait distributions and have been shown to perform well; however, less is known concerning the performance of IRT with non-normal latent trait distributions. This study investigated the degree of latent trait estimation error under normal and non-normal…

On the problem of modeling for parameter identification in distributed structures

NASA Technical Reports Server (NTRS)

Norris, Mark A.; Meirovitch, Leonard

1988-01-01

Structures are often characterized by parameters, such as mass and stiffness, that are spatially distributed. Parameter identification of distributed structures is subject to many of the difficulties involved in the modeling problem, and the choice of the model can greatly affect the results of the parameter identification process. Analogously to control spillover in the control of distributed-parameter systems, identification spillover is shown to exist as well and its effect is to degrade the parameter estimates. Moreover, as in modeling by the Rayleigh-Ritz method, it is shown that, for a Rayleigh-Ritz type identification algorithm, an inclusion principle exists in the identification of distributed-parameter systems as well, so that the identified natural frequencies approach the actual natural frequencies monotonically from above.

Intratumor distribution and test-retest comparisons of physiological parameters quantified by dynamic contrast-enhanced MRI in rat U251 glioma.

PubMed

Aryal, Madhava P; Nagaraja, Tavarekere N; Brown, Stephen L; Lu, Mei; Bagher-Ebadian, Hassan; Ding, Guangliang; Panda, Swayamprava; Keenan, Kelly; Cabral, Glauber; Mikkelsen, Tom; Ewing, James R

2014-10-01

The distribution of dynamic contrast-enhanced MRI (DCE-MRI) parametric estimates in a rat U251 glioma model was analyzed. Using Magnevist as contrast agent (CA), 17 nude rats implanted with U251 cerebral glioma were studied by DCE-MRI twice in a 24 h interval. A data-driven analysis selected one of three models to estimate either (1) plasma volume (vp), (2) vp and forward volume transfer constant (K(trans)) or (3) vp, K(trans) and interstitial volume fraction (ve), constituting Models 1, 2 and 3, respectively. CA distribution volume (VD) was estimated in Model 3 regions by Logan plots. Regions of interest (ROIs) were selected by model. In the Model 3 ROI, descriptors of parameter distributions--mean, median, variance and skewness--were calculated and compared between the two time points for repeatability. All distributions of parametric estimates in Model 3 ROIs were positively skewed. Test-retest differences between population summaries for any parameter were not significant (p ≥ 0.10; Wilcoxon signed-rank and paired t tests). These and similar measures of parametric distribution and test-retest variance from other tumor models can be used to inform the choice of biomarkers that best summarize tumor status and treatment effects. Copyright © 2014 John Wiley & Sons, Ltd.

Quasi-Newton methods for parameter estimation in functional differential equations

NASA Technical Reports Server (NTRS)

Brewer, Dennis W.

1988-01-01

A state-space approach to parameter estimation in linear functional differential equations is developed using the theory of linear evolution equations. A locally convergent quasi-Newton type algorithm is applied to distributed systems with particular emphasis on parameters that induce unbounded perturbations of the state. The algorithm is computationally implemented on several functional differential equations, including coefficient and delay estimation in linear delay-differential equations.

IRT Item Parameter Recovery with Marginal Maximum Likelihood Estimation Using Loglinear Smoothing Models

ERIC Educational Resources Information Center

Casabianca, Jodi M.; Lewis, Charles

2015-01-01

Loglinear smoothing (LLS) estimates the latent trait distribution while making fewer assumptions about its form and maintaining parsimony, thus leading to more precise item response theory (IRT) item parameter estimates than standard marginal maximum likelihood (MML). This article provides the expectation-maximization algorithm for MML estimation…

Evaluation of dynamically downscaled extreme temperature using a spatially-aggregated generalized extreme value (GEV) model

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

Wang, Jiali; Han, Yuefeng; Stein, Michael L.

2016-02-10

The Weather Research and Forecast (WRF) model downscaling skill in extreme maximum daily temperature is evaluated by using the generalized extreme value (GEV) distribution. While the GEV distribution has been used extensively in climatology and meteorology for estimating probabilities of extreme events, accurately estimating GEV parameters based on data from a single pixel can be difficult, even with fairly long data records. This work proposes a simple method assuming that the shape parameter, the most difficult of the three parameters to estimate, does not vary over a relatively large region. This approach is applied to evaluate 31-year WRF-downscaled extreme maximummore » temperature through comparison with North American Regional Reanalysis (NARR) data. Uncertainty in GEV parameter estimates and the statistical significance in the differences of estimates between WRF and NARR are accounted for by conducting bootstrap resampling. Despite certain biases over parts of the United States, overall, WRF shows good agreement with NARR in the spatial pattern and magnitudes of GEV parameter estimates. Both WRF and NARR show a significant increase in extreme maximum temperature over the southern Great Plains and southeastern United States in January and over the western United States in July. The GEV model shows clear benefits from the regionally constant shape parameter assumption, for example, leading to estimates of the location and scale parameters of the model that show coherent spatial patterns.« less

Bayesian-MCMC-based parameter estimation of stealth aircraft RCS models

NASA Astrophysics Data System (ADS)

Xia, Wei; Dai, Xiao-Xia; Feng, Yuan

2015-12-01

When modeling a stealth aircraft with low RCS (Radar Cross Section), conventional parameter estimation methods may cause a deviation from the actual distribution, owing to the fact that the characteristic parameters are estimated via directly calculating the statistics of RCS. The Bayesian-Markov Chain Monte Carlo (Bayesian-MCMC) method is introduced herein to estimate the parameters so as to improve the fitting accuracies of fluctuation models. The parameter estimations of the lognormal and the Legendre polynomial models are reformulated in the Bayesian framework. The MCMC algorithm is then adopted to calculate the parameter estimates. Numerical results show that the distribution curves obtained by the proposed method exhibit improved consistence with the actual ones, compared with those fitted by the conventional method. The fitting accuracy could be improved by no less than 25% for both fluctuation models, which implies that the Bayesian-MCMC method might be a good candidate among the optimal parameter estimation methods for stealth aircraft RCS models. Project supported by the National Natural Science Foundation of China (Grant No. 61101173), the National Basic Research Program of China (Grant No. 613206), the National High Technology Research and Development Program of China (Grant No. 2012AA01A308), the State Scholarship Fund by the China Scholarship Council (CSC), and the Oversea Academic Training Funds, and University of Electronic Science and Technology of China (UESTC).

The Extended Erlang-Truncated Exponential distribution: Properties and application to rainfall data.

PubMed

Okorie, I E; Akpanta, A C; Ohakwe, J; Chikezie, D C

2017-06-01

The Erlang-Truncated Exponential ETE distribution is modified and the new lifetime distribution is called the Extended Erlang-Truncated Exponential EETE distribution. Some statistical and reliability properties of the new distribution are given and the method of maximum likelihood estimate was proposed for estimating the model parameters. The usefulness and flexibility of the EETE distribution was illustrated with an uncensored data set and its fit was compared with that of the ETE and three other three-parameter distributions. Results based on the minimized log-likelihood ([Formula: see text]), Akaike information criterion (AIC), Bayesian information criterion (BIC) and the generalized Cramér-von Mises [Formula: see text] statistics shows that the EETE distribution provides a more reasonable fit than the one based on the other competing distributions.

Estimating distribution parameters of annual maximum streamflows in Johor, Malaysia using TL-moments approach

NASA Astrophysics Data System (ADS)

Mat Jan, Nur Amalina; Shabri, Ani

2017-01-01

TL-moments approach has been used in an analysis to identify the best-fitting distributions to represent the annual series of maximum streamflow data over seven stations in Johor, Malaysia. The TL-moments with different trimming values are used to estimate the parameter of the selected distributions namely: Three-parameter lognormal (LN3) and Pearson Type III (P3) distribution. The main objective of this study is to derive the TL-moments ( t 1,0), t 1 = 1,2,3,4 methods for LN3 and P3 distributions. The performance of TL-moments ( t 1,0), t 1 = 1,2,3,4 was compared with L-moments through Monte Carlo simulation and streamflow data over a station in Johor, Malaysia. The absolute error is used to test the influence of TL-moments methods on estimated probability distribution functions. From the cases in this study, the results show that TL-moments with four trimmed smallest values from the conceptual sample (TL-moments [4, 0]) of LN3 distribution was the most appropriate in most of the stations of the annual maximum streamflow series in Johor, Malaysia.

The Inverse Problem for Confined Aquifer Flow: Identification and Estimation With Extensions

NASA Astrophysics Data System (ADS)

Loaiciga, Hugo A.; MariñO, Miguel A.

1987-01-01

The contributions of this work are twofold. First, a methodology for estimating the elements of parameter matrices in the governing equation of flow in a confined aquifer is developed. The estimation techniques for the distributed-parameter inverse problem pertain to linear least squares and generalized least squares methods. The linear relationship among the known heads and unknown parameters of the flow equation provides the background for developing criteria for determining the identifiability status of unknown parameters. Under conditions of exact or overidentification it is possible to develop statistically consistent parameter estimators and their asymptotic distributions. The estimation techniques, namely, two-stage least squares and three stage least squares, are applied to a specific groundwater inverse problem and compared between themselves and with an ordinary least squares estimator. The three-stage estimator provides the closer approximation to the actual parameter values, but it also shows relatively large standard errors as compared to the ordinary and two-stage estimators. The estimation techniques provide the parameter matrices required to simulate the unsteady groundwater flow equation. Second, a nonlinear maximum likelihood estimation approach to the inverse problem is presented. The statistical properties of maximum likelihood estimators are derived, and a procedure to construct confidence intervals and do hypothesis testing is given. The relative merits of the linear and maximum likelihood estimators are analyzed. Other topics relevant to the identification and estimation methodologies, i.e., a continuous-time solution to the flow equation, coping with noise-corrupted head measurements, and extension of the developed theory to nonlinear cases are also discussed. A simulation study is used to evaluate the methods developed in this study.

Targeted estimation of nuisance parameters to obtain valid statistical inference.

PubMed

van der Laan, Mark J

2014-01-01

In order to obtain concrete results, we focus on estimation of the treatment specific mean, controlling for all measured baseline covariates, based on observing independent and identically distributed copies of a random variable consisting of baseline covariates, a subsequently assigned binary treatment, and a final outcome. The statistical model only assumes possible restrictions on the conditional distribution of treatment, given the covariates, the so-called propensity score. Estimators of the treatment specific mean involve estimation of the propensity score and/or estimation of the conditional mean of the outcome, given the treatment and covariates. In order to make these estimators asymptotically unbiased at any data distribution in the statistical model, it is essential to use data-adaptive estimators of these nuisance parameters such as ensemble learning, and specifically super-learning. Because such estimators involve optimal trade-off of bias and variance w.r.t. the infinite dimensional nuisance parameter itself, they result in a sub-optimal bias/variance trade-off for the resulting real-valued estimator of the estimand. We demonstrate that additional targeting of the estimators of these nuisance parameters guarantees that this bias for the estimand is second order and thereby allows us to prove theorems that establish asymptotic linearity of the estimator of the treatment specific mean under regularity conditions. These insights result in novel targeted minimum loss-based estimators (TMLEs) that use ensemble learning with additional targeted bias reduction to construct estimators of the nuisance parameters. In particular, we construct collaborative TMLEs (C-TMLEs) with known influence curve allowing for statistical inference, even though these C-TMLEs involve variable selection for the propensity score based on a criterion that measures how effective the resulting fit of the propensity score is in removing bias for the estimand. As a particular special case, we also demonstrate the required targeting of the propensity score for the inverse probability of treatment weighted estimator using super-learning to fit the propensity score.

Estimating the Parameters of the Beta-Binomial Distribution.

ERIC Educational Resources Information Center

Wilcox, Rand R.

1979-01-01

For some situations the beta-binomial distribution might be used to describe the marginal distribution of test scores for a particular population of examinees. Several different methods of approximating the maximum likelihood estimate were investigated, and it was found that the Newton-Raphson method should be used when it yields admissable…

A Bayesian approach to identifying structural nonlinearity using free-decay response: Application to damage detection in composites

USGS Publications Warehouse

Nichols, J.M.; Link, W.A.; Murphy, K.D.; Olson, C.C.

2010-01-01

This work discusses a Bayesian approach to approximating the distribution of parameters governing nonlinear structural systems. Specifically, we use a Markov Chain Monte Carlo method for sampling the posterior parameter distributions thus producing both point and interval estimates for parameters. The method is first used to identify both linear and nonlinear parameters in a multiple degree-of-freedom structural systems using free-decay vibrations. The approach is then applied to the problem of identifying the location, size, and depth of delamination in a model composite beam. The influence of additive Gaussian noise on the response data is explored with respect to the quality of the resulting parameter estimates.

Atlas of relations between climatic parameters and distributions of important trees and shrubs in North America—Modern data for climatic estimation from vegetation inventories

USGS Publications Warehouse

Thompson, Robert S.; Anderson, Katherine H.; Pelltier, Richard T.; Strickland, Laura E.; Shafer, Sarah L.; Bartlein, Patrick J.

2012-01-01

Vegetation inventories (plant taxa present in a vegetation assemblage at a given site) can be used to estimate climatic parameters based on the identification of the range of a given parameter where all taxa in an assemblage overlap ("Mutual Climatic Range"). For the reconstruction of past climates from fossil or subfossil plant assemblages, we assembled the data necessary for such analyses for 530 woody plant taxa and eight climatic parameters in North America. Here we present examples of how these data can be used to obtain paleoclimatic estimates from botanical data in a straightforward, simple, and robust fashion. We also include matrices of climate parameter versus occurrence or nonoccurrence of the individual taxa. These relations are depicted graphically as histograms of the population distributions of the occurrences of a given taxon plotted against a given climatic parameter. This provides a new method for quantification of paleoclimatic parameters from fossil plant assemblages.

Use of Bayesian Inference in Crystallographic Structure Refinement via Full Diffraction Profile Analysis

PubMed Central

Fancher, Chris M.; Han, Zhen; Levin, Igor; Page, Katharine; Reich, Brian J.; Smith, Ralph C.; Wilson, Alyson G.; Jones, Jacob L.

2016-01-01

A Bayesian inference method for refining crystallographic structures is presented. The distribution of model parameters is stochastically sampled using Markov chain Monte Carlo. Posterior probability distributions are constructed for all model parameters to properly quantify uncertainty by appropriately modeling the heteroskedasticity and correlation of the error structure. The proposed method is demonstrated by analyzing a National Institute of Standards and Technology silicon standard reference material. The results obtained by Bayesian inference are compared with those determined by Rietveld refinement. Posterior probability distributions of model parameters provide both estimates and uncertainties. The new method better estimates the true uncertainties in the model as compared to the Rietveld method. PMID:27550221

An algebraic aspect of Pareto mixture parameter estimation using censored sample: A Bayesian approach.

PubMed

Saleem, Muhammad; Sharif, Kashif; Fahmi, Aliya

2018-04-27

Applications of Pareto distribution are common in reliability, survival and financial studies. In this paper, A Pareto mixture distribution is considered to model a heterogeneous population comprising of two subgroups. Each of two subgroups is characterized by the same functional form with unknown distinct shape and scale parameters. Bayes estimators have been derived using flat and conjugate priors using squared error loss function. Standard errors have also been derived for the Bayes estimators. An interesting feature of this study is the preparation of components of Fisher Information matrix.

A Bayesian inverse modeling approach to estimate soil hydraulic properties of a toposequence in southeastern Amazonia.

NASA Astrophysics Data System (ADS)

Stucchi Boschi, Raquel; Qin, Mingming; Gimenez, Daniel; Cooper, Miguel

2016-04-01

Modeling is an important tool for better understanding and assessing land use impacts on landscape processes. A key point for environmental modeling is the knowledge of soil hydraulic properties. However, direct determination of soil hydraulic properties is difficult and costly, particularly in vast and remote regions such as one constituting the Amazon Biome. One way to overcome this problem is to extrapolate accurately estimated data to pedologically similar sites. The van Genuchten (VG) parametric equation is the most commonly used for modeling SWRC. The use of a Bayesian approach in combination with the Markov chain Monte Carlo to estimate the VG parameters has several advantages compared to the widely used global optimization techniques. The Bayesian approach provides posterior distributions of parameters that are independent from the initial values and allow for uncertainty analyses. The main objectives of this study were: i) to estimate hydraulic parameters from data of pasture and forest sites by the Bayesian inverse modeling approach; and ii) to investigate the extrapolation of the estimated VG parameters to a nearby toposequence with pedologically similar soils to those used for its estimate. The parameters were estimated from volumetric water content and tension observations obtained after rainfall events during a 207-day period from pasture and forest sites located in the southeastern Amazon region. These data were used to run HYDRUS-1D under a Differential Evolution Adaptive Metropolis (DREAM) scheme 10,000 times, and only the last 2,500 times were used to calculate the posterior distributions of each hydraulic parameter along with 95% confidence intervals (CI) of volumetric water content and tension time series. Then, the posterior distributions were used to generate hydraulic parameters for two nearby toposequences composed by six soil profiles, three are under forest and three are under pasture. The parameters of the nearby site were accepted when the predicted tension time series were within the 95% CI which is derived from the calibration site using DREAM scheme.

Losses to single-family housing from ground motions in the 1994 Northridge, California, earthquake

USGS Publications Warehouse

Wesson, R.L.; Perkins, D.M.; Leyendecker, E.V.; Roth, R.J.; Petersen, M.D.

2004-01-01

The distributions of insured losses to single-family housing following the 1994 Northridge, California, earthquake for 234 ZIP codes can be satisfactorily modeled with gamma distributions. Regressions of the parameters in the gamma distribution on estimates of ground motion, derived from ShakeMap estimates or from interpolated observations, provide a basis for developing curves of conditional probability of loss given a ground motion. Comparison of the resulting estimates of aggregate loss with the actual aggregate loss gives satisfactory agreement for several different ground-motion parameters. Estimates of loss based on a deterministic spatial model of the earthquake ground motion, using standard attenuation relationships and NEHRP soil factors, give satisfactory results for some ground-motion parameters if the input ground motions are increased about one and one-half standard deviations above the median, reflecting the fact that the ground motions for the Northridge earthquake tended to be higher than the median ground motion for other earthquakes with similar magnitude. The results give promise for making estimates of insured losses to a similar building stock under future earthquake loading. ?? 2004, Earthquake Engineering Research Institute.

Development of an automated procedure for estimation of the spatial variation of runoff in large river basins

USDA-ARS?s Scientific Manuscript database

The use of distributed parameter models to address water resource management problems has increased in recent years. Calibration is necessary to reduce the uncertainties associated with model input parameters. Manual calibration of a distributed parameter model is a very time consuming effort. There...

Accuracy of time-domain and frequency-domain methods used to characterize catchment transit time distributions

NASA Astrophysics Data System (ADS)

Godsey, S. E.; Kirchner, J. W.

2008-12-01

The mean residence time - the average time that it takes rainfall to reach the stream - is a basic parameter used to characterize catchment processes. Heterogeneities in these processes lead to a distribution of travel times around the mean residence time. By examining this travel time distribution, we can better predict catchment response to contamination events. A catchment system with shorter residence times or narrower distributions will respond quickly to contamination events, whereas systems with longer residence times or longer-tailed distributions will respond more slowly to those same contamination events. The travel time distribution of a catchment is typically inferred from time series of passive tracers (e.g., water isotopes or chloride) in precipitation and streamflow. Variations in the tracer concentration in streamflow are usually damped compared to those in precipitation, because precipitation inputs from different storms (with different tracer signatures) are mixed within the catchment. Mathematically, this mixing process is represented by the convolution of the travel time distribution and the precipitation tracer inputs to generate the stream tracer outputs. Because convolution in the time domain is equivalent to multiplication in the frequency domain, it is relatively straightforward to estimate the parameters of the travel time distribution in either domain. In the time domain, the parameters describing the travel time distribution are typically estimated by maximizing the goodness of fit between the modeled and measured tracer outputs. In the frequency domain, the travel time distribution parameters can be estimated by fitting a power-law curve to the ratio of precipitation spectral power to stream spectral power. Differences between the methods of parameter estimation in the time and frequency domain mean that these two methods may respond differently to variations in data quality, record length and sampling frequency. Here we evaluate how well these two methods of travel time parameter estimation respond to different sources of uncertainty and compare the methods to one another. We do this by generating synthetic tracer input time series of different lengths, and convolve these with specified travel-time distributions to generate synthetic output time series. We then sample both the input and output time series at various sampling intervals and corrupt the time series with realistic error structures. Using these 'corrupted' time series, we infer the apparent travel time distribution, and compare it to the known distribution that was used to generate the synthetic data in the first place. This analysis allows us to quantify how different record lengths, sampling intervals, and error structures in the tracer measurements affect the apparent mean residence time and the apparent shape of the travel time distribution.

Approximation techniques for parameter estimation and feedback control for distributed models of large flexible structures

NASA Technical Reports Server (NTRS)

Banks, H. T.; Rosen, I. G.

1984-01-01

Approximation ideas are discussed that can be used in parameter estimation and feedback control for Euler-Bernoulli models of elastic systems. Focusing on parameter estimation problems, ways by which one can obtain convergence results for cubic spline based schemes for hybrid models involving an elastic cantilevered beam with tip mass and base acceleration are outlined. Sample numerical findings are also presented.

[Regulatory radiation risks' for the population and natural objects within the Semipalatinsk Test Site].

PubMed

Spiridonov, S I; Teten'kin, V L; Mukusheva, M K; Solomatin, V M

2008-01-01

Advisability of using risks as indicators for estimating radiation impacts on environmental objects and humans has been jusified. Results are presented from identification of dose burdens distribution to various cohorts of the population living within the Semipalatinsk Test Site (STS) and consuming contaminated farm products. Parameters of dose burden distributions are estimated for areas of livestock grazing and the most contaminated sectors within these areas. Dose distributions to meadow plants for the above areas have been found. Regulatory radiation risks for the STS population and meadow ecosystem components have been calculated. Based on the parameters estimated, levels of radiation exposure of the population and herbaceous plants have been compared.

A new Bayesian Earthquake Analysis Tool (BEAT)

NASA Astrophysics Data System (ADS)

Vasyura-Bathke, Hannes; Dutta, Rishabh; Jónsson, Sigurjón; Mai, Martin

2017-04-01

Modern earthquake source estimation studies increasingly use non-linear optimization strategies to estimate kinematic rupture parameters, often considering geodetic and seismic data jointly. However, the optimization process is complex and consists of several steps that need to be followed in the earthquake parameter estimation procedure. These include pre-describing or modeling the fault geometry, calculating the Green's Functions (often assuming a layered elastic half-space), and estimating the distributed final slip and possibly other kinematic source parameters. Recently, Bayesian inference has become popular for estimating posterior distributions of earthquake source model parameters given measured/estimated/assumed data and model uncertainties. For instance, some research groups consider uncertainties of the layered medium and propagate these to the source parameter uncertainties. Other groups make use of informative priors to reduce the model parameter space. In addition, innovative sampling algorithms have been developed that efficiently explore the often high-dimensional parameter spaces. Compared to earlier studies, these improvements have resulted in overall more robust source model parameter estimates that include uncertainties. However, the computational demands of these methods are high and estimation codes are rarely distributed along with the published results. Even if codes are made available, it is often difficult to assemble them into a single optimization framework as they are typically coded in different programing languages. Therefore, further progress and future applications of these methods/codes are hampered, while reproducibility and validation of results has become essentially impossible. In the spirit of providing open-access and modular codes to facilitate progress and reproducible research in earthquake source estimations, we undertook the effort of producing BEAT, a python package that comprises all the above-mentioned features in one single programing environment. The package is build on top of the pyrocko seismological toolbox (www.pyrocko.org) and makes use of the pymc3 module for Bayesian statistical model fitting. BEAT is an open-source package (https://github.com/hvasbath/beat) and we encourage and solicit contributions to the project. In this contribution, we present our strategy for developing BEAT, show application examples, and discuss future developments.

A Bayesian kriging approach for blending satellite and ground precipitation observations

USGS Publications Warehouse

Verdin, Andrew P.; Rajagopalan, Balaji; Kleiber, William; Funk, Christopher C.

2015-01-01

Drought and flood management practices require accurate estimates of precipitation. Gauge observations, however, are often sparse in regions with complicated terrain, clustered in valleys, and of poor quality. Consequently, the spatial extent of wet events is poorly represented. Satellite-derived precipitation data are an attractive alternative, though they tend to underestimate the magnitude of wet events due to their dependency on retrieval algorithms and the indirect relationship between satellite infrared observations and precipitation intensities. Here we offer a Bayesian kriging approach for blending precipitation gauge data and the Climate Hazards Group Infrared Precipitation satellite-derived precipitation estimates for Central America, Colombia, and Venezuela. First, the gauge observations are modeled as a linear function of satellite-derived estimates and any number of other variables—for this research we include elevation. Prior distributions are defined for all model parameters and the posterior distributions are obtained simultaneously via Markov chain Monte Carlo sampling. The posterior distributions of these parameters are required for spatial estimation, and thus are obtained prior to implementing the spatial kriging model. This functional framework is applied to model parameters obtained by sampling from the posterior distributions, and the residuals of the linear model are subject to a spatial kriging model. Consequently, the posterior distributions and uncertainties of the blended precipitation estimates are obtained. We demonstrate this method by applying it to pentadal and monthly total precipitation fields during 2009. The model's performance and its inherent ability to capture wet events are investigated. We show that this blending method significantly improves upon the satellite-derived estimates and is also competitive in its ability to represent wet events. This procedure also provides a means to estimate a full conditional distribution of the “true” observed precipitation value at each grid cell.

Model estimation of claim risk and premium for motor vehicle insurance by using Bayesian method

NASA Astrophysics Data System (ADS)

Sukono; Riaman; Lesmana, E.; Wulandari, R.; Napitupulu, H.; Supian, S.

2018-01-01

Risk models need to be estimated by the insurance company in order to predict the magnitude of the claim and determine the premiums charged to the insured. This is intended to prevent losses in the future. In this paper, we discuss the estimation of risk model claims and motor vehicle insurance premiums using Bayesian methods approach. It is assumed that the frequency of claims follow a Poisson distribution, while a number of claims assumed to follow a Gamma distribution. The estimation of parameters of the distribution of the frequency and amount of claims are made by using Bayesian methods. Furthermore, the estimator distribution of frequency and amount of claims are used to estimate the aggregate risk models as well as the value of the mean and variance. The mean and variance estimator that aggregate risk, was used to predict the premium eligible to be charged to the insured. Based on the analysis results, it is shown that the frequency of claims follow a Poisson distribution with parameter values λ is 5.827. While a number of claims follow the Gamma distribution with parameter values p is 7.922 and θ is 1.414. Therefore, the obtained values of the mean and variance of the aggregate claims respectively are IDR 32,667,489.88 and IDR 38,453,900,000,000.00. In this paper the prediction of the pure premium eligible charged to the insured is obtained, which amounting to IDR 2,722,290.82. The prediction of the claims and premiums aggregate can be used as a reference for the insurance company’s decision-making in management of reserves and premiums of motor vehicle insurance.

Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models.

PubMed

Garcia, Tanya P; Ma, Yanyuan

2017-10-01

We develop consistent and efficient estimation of parameters in general regression models with mismeasured covariates. We assume the model error and covariate distributions are unspecified, and the measurement error distribution is a general parametric distribution with unknown variance-covariance. We construct root- n consistent, asymptotically normal and locally efficient estimators using the semiparametric efficient score. We do not estimate any unknown distribution or model error heteroskedasticity. Instead, we form the estimator under possibly incorrect working distribution models for the model error, error-prone covariate, or both. Empirical results demonstrate robustness to different incorrect working models in homoscedastic and heteroskedastic models with error-prone covariates.

Bayesian calibration of terrestrial ecosystem models: A study of advanced Markov chain Monte Carlo methods

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

Lu, Dan; Ricciuto, Daniel; Walker, Anthony

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this study, a Differential Evolution Adaptive Metropolis (DREAM) algorithm was used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The DREAM is a multi-chainmore » method and uses differential evolution technique for chain movement, allowing it to be efficiently applied to high-dimensional problems, and can reliably estimate heavy-tailed and multimodal distributions that are difficult for single-chain schemes using a Gaussian proposal distribution. The results were evaluated against the popular Adaptive Metropolis (AM) scheme. DREAM indicated that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identified one mode. The calibration of DREAM resulted in a better model fit and predictive performance compared to the AM. DREAM provides means for a good exploration of the posterior distributions of model parameters. Lastly, it reduces the risk of false convergence to a local optimum and potentially improves the predictive performance of the calibrated model.« less

Bayesian calibration of terrestrial ecosystem models: A study of advanced Markov chain Monte Carlo methods

DOE PAGES

Lu, Dan; Ricciuto, Daniel; Walker, Anthony; ...

2017-02-22

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this study, a Differential Evolution Adaptive Metropolis (DREAM) algorithm was used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The DREAM is a multi-chainmore » method and uses differential evolution technique for chain movement, allowing it to be efficiently applied to high-dimensional problems, and can reliably estimate heavy-tailed and multimodal distributions that are difficult for single-chain schemes using a Gaussian proposal distribution. The results were evaluated against the popular Adaptive Metropolis (AM) scheme. DREAM indicated that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identified one mode. The calibration of DREAM resulted in a better model fit and predictive performance compared to the AM. DREAM provides means for a good exploration of the posterior distributions of model parameters. Lastly, it reduces the risk of false convergence to a local optimum and potentially improves the predictive performance of the calibrated model.« less

Sensitivity of NTCP parameter values against a change of dose calculation algorithm.

PubMed

Brink, Carsten; Berg, Martin; Nielsen, Morten

2007-09-01

Optimization of radiation treatment planning requires estimations of the normal tissue complication probability (NTCP). A number of models exist that estimate NTCP from a calculated dose distribution. Since different dose calculation algorithms use different approximations the dose distributions predicted for a given treatment will in general depend on the algorithm. The purpose of this work is to test whether the optimal NTCP parameter values change significantly when the dose calculation algorithm is changed. The treatment plans for 17 breast cancer patients have retrospectively been recalculated with a collapsed cone algorithm (CC) to compare the NTCP estimates for radiation pneumonitis with those obtained from the clinically used pencil beam algorithm (PB). For the PB calculations the NTCP parameters were taken from previously published values for three different models. For the CC calculations the parameters were fitted to give the same NTCP as for the PB calculations. This paper demonstrates that significant shifts of the NTCP parameter values are observed for three models, comparable in magnitude to the uncertainties of the published parameter values. Thus, it is important to quote the applied dose calculation algorithm when reporting estimates of NTCP parameters in order to ensure correct use of the models.

Sensitivity of NTCP parameter values against a change of dose calculation algorithm

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

Brink, Carsten; Berg, Martin; Nielsen, Morten

2007-09-15

Optimization of radiation treatment planning requires estimations of the normal tissue complication probability (NTCP). A number of models exist that estimate NTCP from a calculated dose distribution. Since different dose calculation algorithms use different approximations the dose distributions predicted for a given treatment will in general depend on the algorithm. The purpose of this work is to test whether the optimal NTCP parameter values change significantly when the dose calculation algorithm is changed. The treatment plans for 17 breast cancer patients have retrospectively been recalculated with a collapsed cone algorithm (CC) to compare the NTCP estimates for radiation pneumonitis withmore » those obtained from the clinically used pencil beam algorithm (PB). For the PB calculations the NTCP parameters were taken from previously published values for three different models. For the CC calculations the parameters were fitted to give the same NTCP as for the PB calculations. This paper demonstrates that significant shifts of the NTCP parameter values are observed for three models, comparable in magnitude to the uncertainties of the published parameter values. Thus, it is important to quote the applied dose calculation algorithm when reporting estimates of NTCP parameters in order to ensure correct use of the models.« less

Bayesian analysis of physiologically based toxicokinetic and toxicodynamic models.

PubMed

Hack, C Eric

2006-04-17

Physiologically based toxicokinetic (PBTK) and toxicodynamic (TD) models of bromate in animals and humans would improve our ability to accurately estimate the toxic doses in humans based on available animal studies. These mathematical models are often highly parameterized and must be calibrated in order for the model predictions of internal dose to adequately fit the experimentally measured doses. Highly parameterized models are difficult to calibrate and it is difficult to obtain accurate estimates of uncertainty or variability in model parameters with commonly used frequentist calibration methods, such as maximum likelihood estimation (MLE) or least squared error approaches. The Bayesian approach called Markov chain Monte Carlo (MCMC) analysis can be used to successfully calibrate these complex models. Prior knowledge about the biological system and associated model parameters is easily incorporated in this approach in the form of prior parameter distributions, and the distributions are refined or updated using experimental data to generate posterior distributions of parameter estimates. The goal of this paper is to give the non-mathematician a brief description of the Bayesian approach and Markov chain Monte Carlo analysis, how this technique is used in risk assessment, and the issues associated with this approach.

Calculation of Weibull strength parameters and Batdorf flow-density constants for volume- and surface-flaw-induced fracture in ceramics

NASA Technical Reports Server (NTRS)

Shantaram, S. Pai; Gyekenyesi, John P.

1989-01-01

The calculation of shape and scale parametes of the two-parameter Weibull distribution is described using the least-squares analysis and maximum likelihood methods for volume- and surface-flaw-induced fracture in ceramics with complete and censored samples. Detailed procedures are given for evaluating 90 percent confidence intervals for maximum likelihood estimates of shape and scale parameters, the unbiased estimates of the shape parameters, and the Weibull mean values and corresponding standard deviations. Furthermore, the necessary steps are described for detecting outliers and for calculating the Kolmogorov-Smirnov and the Anderson-Darling goodness-of-fit statistics and 90 percent confidence bands about the Weibull distribution. It also shows how to calculate the Batdorf flaw-density constants by using the Weibull distribution statistical parameters. The techniques described were verified with several example problems, from the open literature, and were coded in the Structural Ceramics Analysis and Reliability Evaluation (SCARE) design program.

Trans-dimensional inversion of microtremor array dispersion data with hierarchical autoregressive error models

NASA Astrophysics Data System (ADS)

Dettmer, Jan; Molnar, Sheri; Steininger, Gavin; Dosso, Stan E.; Cassidy, John F.

2012-02-01

This paper applies a general trans-dimensional Bayesian inference methodology and hierarchical autoregressive data-error models to the inversion of microtremor array dispersion data for shear wave velocity (vs) structure. This approach accounts for the limited knowledge of the optimal earth model parametrization (e.g. the number of layers in the vs profile) and of the data-error statistics in the resulting vs parameter uncertainty estimates. The assumed earth model parametrization influences estimates of parameter values and uncertainties due to different parametrizations leading to different ranges of data predictions. The support of the data for a particular model is often non-unique and several parametrizations may be supported. A trans-dimensional formulation accounts for this non-uniqueness by including a model-indexing parameter as an unknown so that groups of models (identified by the indexing parameter) are considered in the results. The earth model is parametrized in terms of a partition model with interfaces given over a depth-range of interest. In this work, the number of interfaces (layers) in the partition model represents the trans-dimensional model indexing. In addition, serial data-error correlations are addressed by augmenting the geophysical forward model with a hierarchical autoregressive error model that can account for a wide range of error processes with a small number of parameters. Hence, the limited knowledge about the true statistical distribution of data errors is also accounted for in the earth model parameter estimates, resulting in more realistic uncertainties and parameter values. Hierarchical autoregressive error models do not rely on point estimates of the model vector to estimate data-error statistics, and have no requirement for computing the inverse or determinant of a data-error covariance matrix. This approach is particularly useful for trans-dimensional inverse problems, as point estimates may not be representative of the state space that spans multiple subspaces of different dimensionalities. The order of the autoregressive process required to fit the data is determined here by posterior residual-sample examination and statistical tests. Inference for earth model parameters is carried out on the trans-dimensional posterior probability distribution by considering ensembles of parameter vectors. In particular, vs uncertainty estimates are obtained by marginalizing the trans-dimensional posterior distribution in terms of vs-profile marginal distributions. The methodology is applied to microtremor array dispersion data collected at two sites with significantly different geology in British Columbia, Canada. At both sites, results show excellent agreement with estimates from invasive measurements.

A Comparison of Limited-Information and Full-Information Methods in M"plus" for Estimating Item Response Theory Parameters for Nonnormal Populations

ERIC Educational Resources Information Center

DeMars, Christine E.

2012-01-01

In structural equation modeling software, either limited-information (bivariate proportions) or full-information item parameter estimation routines could be used for the 2-parameter item response theory (IRT) model. Limited-information methods assume the continuous variable underlying an item response is normally distributed. For skewed and…

Ramsay-Curve Item Response Theory for the Three-Parameter Logistic Item Response Model

ERIC Educational Resources Information Center

Woods, Carol M.

2008-01-01

In Ramsay-curve item response theory (RC-IRT), the latent variable distribution is estimated simultaneously with the item parameters of a unidimensional item response model using marginal maximum likelihood estimation. This study evaluates RC-IRT for the three-parameter logistic (3PL) model with comparisons to the normal model and to the empirical…

Modeling the Hyperdistribution of Item Parameters To Improve the Accuracy of Recovery in Estimation Procedures.

ERIC Educational Resources Information Center

Matthews-Lopez, Joy L.; Hombo, Catherine M.

The purpose of this study was to examine the recovery of item parameters in simulated Automatic Item Generation (AIG) conditions, using Markov chain Monte Carlo (MCMC) estimation methods to attempt to recover the generating distributions. To do this, variability in item and ability parameters was manipulated. Realistic AIG conditions were…

Recovery of Graded Response Model Parameters: A Comparison of Marginal Maximum Likelihood and Markov Chain Monte Carlo Estimation

ERIC Educational Resources Information Center

Kieftenbeld, Vincent; Natesan, Prathiba

2012-01-01

Markov chain Monte Carlo (MCMC) methods enable a fully Bayesian approach to parameter estimation of item response models. In this simulation study, the authors compared the recovery of graded response model parameters using marginal maximum likelihood (MML) and Gibbs sampling (MCMC) under various latent trait distributions, test lengths, and…

NASA Workshop on Distributed Parameter Modeling and Control of Flexible Aerospace Systems

NASA Technical Reports Server (NTRS)

Marks, Virginia B. (Compiler); Keckler, Claude R. (Compiler)

1994-01-01

Although significant advances have been made in modeling and controlling flexible systems, there remains a need for improvements in model accuracy and in control performance. The finite element models of flexible systems are unduly complex and are almost intractable to optimum parameter estimation for refinement using experimental data. Distributed parameter or continuum modeling offers some advantages and some challenges in both modeling and control. Continuum models often result in a significantly reduced number of model parameters, thereby enabling optimum parameter estimation. The dynamic equations of motion of continuum models provide the advantage of allowing the embedding of the control system dynamics, thus forming a complete set of system dynamics. There is also increased insight provided by the continuum model approach.

Uncertainty analysis of gross primary production partitioned from net ecosystem exchange measurements

NASA Astrophysics Data System (ADS)

Raj, R.; Hamm, N. A. S.; van der Tol, C.; Stein, A.

2015-08-01

Gross primary production (GPP), separated from flux tower measurements of net ecosystem exchange (NEE) of CO2, is used increasingly to validate process-based simulators and remote sensing-derived estimates of simulated GPP at various time steps. Proper validation should include the uncertainty associated with this separation at different time steps. This can be achieved by using a Bayesian framework. In this study, we estimated the uncertainty in GPP at half hourly time steps. We used a non-rectangular hyperbola (NRH) model to separate GPP from flux tower measurements of NEE at the Speulderbos forest site, The Netherlands. The NRH model included the variables that influence GPP, in particular radiation, and temperature. In addition, the NRH model provided a robust empirical relationship between radiation and GPP by including the degree of curvature of the light response curve. Parameters of the NRH model were fitted to the measured NEE data for every 10-day period during the growing season (April to October) in 2009. Adopting a Bayesian approach, we defined the prior distribution of each NRH parameter. Markov chain Monte Carlo (MCMC) simulation was used to update the prior distribution of each NRH parameter. This allowed us to estimate the uncertainty in the separated GPP at half-hourly time steps. This yielded the posterior distribution of GPP at each half hour and allowed the quantification of uncertainty. The time series of posterior distributions thus obtained allowed us to estimate the uncertainty at daily time steps. We compared the informative with non-informative prior distributions of the NRH parameters. The results showed that both choices of prior produced similar posterior distributions GPP. This will provide relevant and important information for the validation of process-based simulators in the future. Furthermore, the obtained posterior distributions of NEE and the NRH parameters are of interest for a range of applications.

A "total parameter estimation" method in the varification of distributed hydrological models

NASA Astrophysics Data System (ADS)

Wang, M.; Qin, D.; Wang, H.

2011-12-01

Conventionally hydrological models are used for runoff or flood forecasting, hence the determination of model parameters are common estimated based on discharge measurements at the catchment outlets. With the advancement in hydrological sciences and computer technology, distributed hydrological models based on the physical mechanism such as SWAT, MIKESHE, and WEP, have gradually become the mainstream models in hydrology sciences. However, the assessments of distributed hydrological models and model parameter determination still rely on runoff and occasionally, groundwater level measurements. It is essential in many countries, including China, to understand the local and regional water cycle: not only do we need to simulate the runoff generation process and for flood forecasting in wet areas, we also need to grasp the water cycle pathways and consumption process of transformation in arid and semi-arid regions for the conservation and integrated water resources management. As distributed hydrological model can simulate physical processes within a catchment, we can get a more realistic representation of the actual water cycle within the simulation model. Runoff is the combined result of various hydrological processes, using runoff for parameter estimation alone is inherits problematic and difficult to assess the accuracy. In particular, in the arid areas, such as the Haihe River Basin in China, runoff accounted for only 17% of the rainfall, and very concentrated during the rainy season from June to August each year. During other months, many of the perennial rivers within the river basin dry up. Thus using single runoff simulation does not fully utilize the distributed hydrological model in arid and semi-arid regions. This paper proposed a "total parameter estimation" method to verify the distributed hydrological models within various water cycle processes, including runoff, evapotranspiration, groundwater, and soil water; and apply it to the Haihe river basin in China. The application results demonstrate that this comprehensive testing method is very useful in the development of a distributed hydrological model and it provides a new way of thinking in hydrological sciences.

Bayesian Probability Theory

NASA Astrophysics Data System (ADS)

von der Linden, Wolfgang; Dose, Volker; von Toussaint, Udo

2014-06-01

Preface; Part I. Introduction: 1. The meaning of probability; 2. Basic definitions; 3. Bayesian inference; 4. Combinatrics; 5. Random walks; 6. Limit theorems; 7. Continuous distributions; 8. The central limit theorem; 9. Poisson processes and waiting times; Part II. Assigning Probabilities: 10. Transformation invariance; 11. Maximum entropy; 12. Qualified maximum entropy; 13. Global smoothness; Part III. Parameter Estimation: 14. Bayesian parameter estimation; 15. Frequentist parameter estimation; 16. The Cramer-Rao inequality; Part IV. Testing Hypotheses: 17. The Bayesian way; 18. The frequentist way; 19. Sampling distributions; 20. Bayesian vs frequentist hypothesis tests; Part V. Real World Applications: 21. Regression; 22. Inconsistent data; 23. Unrecognized signal contributions; 24. Change point problems; 25. Function estimation; 26. Integral equations; 27. Model selection; 28. Bayesian experimental design; Part VI. Probabilistic Numerical Techniques: 29. Numerical integration; 30. Monte Carlo methods; 31. Nested sampling; Appendixes; References; Index.

Channel-parameter estimation for satellite-to-submarine continuous-variable quantum key distribution

NASA Astrophysics Data System (ADS)

Guo, Ying; Xie, Cailang; Huang, Peng; Li, Jiawei; Zhang, Ling; Huang, Duan; Zeng, Guihua

2018-05-01

This paper deals with a channel-parameter estimation for continuous-variable quantum key distribution (CV-QKD) over a satellite-to-submarine link. In particular, we focus on the channel transmittances and the excess noise which are affected by atmospheric turbulence, surface roughness, zenith angle of the satellite, wind speed, submarine depth, etc. The estimation method is based on proposed algorithms and is applied to low-Earth orbits using the Monte Carlo approach. For light at 550 nm with a repetition frequency of 1 MHz, the effects of the estimated parameters on the performance of the CV-QKD system are assessed by a simulation by comparing the secret key bit rate in the daytime and at night. Our results show the feasibility of satellite-to-submarine CV-QKD, providing an unconditionally secure approach to achieve global networks for underwater communications.

Robustness of location estimators under t-distributions: a literature review

NASA Astrophysics Data System (ADS)

Sumarni, C.; Sadik, K.; Notodiputro, K. A.; Sartono, B.

2017-03-01

The assumption of normality is commonly used in estimation of parameters in statistical modelling, but this assumption is very sensitive to outliers. The t-distribution is more robust than the normal distribution since the t-distributions have longer tails. The robustness measures of location estimators under t-distributions are reviewed and discussed in this paper. For the purpose of illustration we use the onion yield data which includes outliers as a case study and showed that the t model produces better fit than the normal model.

Uncertainties of flood frequency estimation approaches based on continuous simulation using data resampling

NASA Astrophysics Data System (ADS)

Arnaud, Patrick; Cantet, Philippe; Odry, Jean

2017-11-01

Flood frequency analyses (FFAs) are needed for flood risk management. Many methods exist ranging from classical purely statistical approaches to more complex approaches based on process simulation. The results of these methods are associated with uncertainties that are sometimes difficult to estimate due to the complexity of the approaches or the number of parameters, especially for process simulation. This is the case of the simulation-based FFA approach called SHYREG presented in this paper, in which a rainfall generator is coupled with a simple rainfall-runoff model in an attempt to estimate the uncertainties due to the estimation of the seven parameters needed to estimate flood frequencies. The six parameters of the rainfall generator are mean values, so their theoretical distribution is known and can be used to estimate the generator uncertainties. In contrast, the theoretical distribution of the single hydrological model parameter is unknown; consequently, a bootstrap method is applied to estimate the calibration uncertainties. The propagation of uncertainty from the rainfall generator to the hydrological model is also taken into account. This method is applied to 1112 basins throughout France. Uncertainties coming from the SHYREG method and from purely statistical approaches are compared, and the results are discussed according to the length of the recorded observations, basin size and basin location. Uncertainties of the SHYREG method decrease as the basin size increases or as the length of the recorded flow increases. Moreover, the results show that the confidence intervals of the SHYREG method are relatively small despite the complexity of the method and the number of parameters (seven). This is due to the stability of the parameters and takes into account the dependence of uncertainties due to the rainfall model and the hydrological calibration. Indeed, the uncertainties on the flow quantiles are on the same order of magnitude as those associated with the use of a statistical law with two parameters (here generalised extreme value Type I distribution) and clearly lower than those associated with the use of a three-parameter law (here generalised extreme value Type II distribution). For extreme flood quantiles, the uncertainties are mostly due to the rainfall generator because of the progressive saturation of the hydrological model.

An empirical analysis of the distribution of the duration of overshoots in a stationary gaussian stochastic process

NASA Technical Reports Server (NTRS)

Parrish, R. S.; Carter, M. C.

1974-01-01

This analysis utilizes computer simulation and statistical estimation. Realizations of stationary gaussian stochastic processes with selected autocorrelation functions are computer simulated. Analysis of the simulated data revealed that the mean and the variance of a process were functionally dependent upon the autocorrelation parameter and crossing level. Using predicted values for the mean and standard deviation, by the method of moments, the distribution parameters was estimated. Thus, given the autocorrelation parameter, crossing level, mean, and standard deviation of a process, the probability of exceeding the crossing level for a particular length of time was calculated.

Estimation of Item Parameters and the GEM Algorithm.

ERIC Educational Resources Information Center

Tsutakawa, Robert K.

The models and procedures discussed in this paper are related to those presented in Bock and Aitkin (1981), where they considered the 2-parameter probit model and approximated a normally distributed prior distribution of abilities by a finite and discrete distribution. One purpose of this paper is to clarify the nature of the general EM (GEM)…

HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python.

PubMed

Wiecki, Thomas V; Sofer, Imri; Frank, Michael J

2013-01-01

The diffusion model is a commonly used tool to infer latent psychological processes underlying decision-making, and to link them to neural mechanisms based on response times. Although efficient open source software has been made available to quantitatively fit the model to data, current estimation methods require an abundance of response time measurements to recover meaningful parameters, and only provide point estimates of each parameter. In contrast, hierarchical Bayesian parameter estimation methods are useful for enhancing statistical power, allowing for simultaneous estimation of individual subject parameters and the group distribution that they are drawn from, while also providing measures of uncertainty in these parameters in the posterior distribution. Here, we present a novel Python-based toolbox called HDDM (hierarchical drift diffusion model), which allows fast and flexible estimation of the the drift-diffusion model and the related linear ballistic accumulator model. HDDM requires fewer data per subject/condition than non-hierarchical methods, allows for full Bayesian data analysis, and can handle outliers in the data. Finally, HDDM supports the estimation of how trial-by-trial measurements (e.g., fMRI) influence decision-making parameters. This paper will first describe the theoretical background of the drift diffusion model and Bayesian inference. We then illustrate usage of the toolbox on a real-world data set from our lab. Finally, parameter recovery studies show that HDDM beats alternative fitting methods like the χ(2)-quantile method as well as maximum likelihood estimation. The software and documentation can be downloaded at: http://ski.clps.brown.edu/hddm_docs/

Asymptotic Analysis Of The Total Least Squares ESPRIT Algorithm'

NASA Astrophysics Data System (ADS)

Ottersten, B. E.; Viberg, M.; Kailath, T.

1989-11-01

This paper considers the problem of estimating the parameters of multiple narrowband signals arriving at an array of sensors. Modern approaches to this problem often involve costly procedures for calculating the estimates. The ESPRIT (Estimation of Signal Parameters via Rotational Invariance Techniques) algorithm was recently proposed as a means for obtaining accurate estimates without requiring a costly search of the parameter space. This method utilizes an array invariance to arrive at a computationally efficient multidimensional estimation procedure. Herein, the asymptotic distribution of the estimation error is derived for the Total Least Squares (TLS) version of ESPRIT. The Cramer-Rao Bound (CRB) for the ESPRIT problem formulation is also derived and found to coincide with the variance of the asymptotic distribution through numerical examples. The method is also compared to least squares ESPRIT and MUSIC as well as to the CRB for a calibrated array. Simulations indicate that the theoretic expressions can be used to accurately predict the performance of the algorithm.

A Monte Carlo study of the impact of the choice of rectum volume definition on estimates of equivalent uniform doses and the volume parameter

NASA Astrophysics Data System (ADS)

Kvinnsland, Yngve; Muren, Ludvig Paul; Dahl, Olav

2004-08-01

Calculations of normal tissue complication probability (NTCP) values for the rectum are difficult because it is a hollow, non-rigid, organ. Finding the true cumulative dose distribution for a number of treatment fractions requires a CT scan before each treatment fraction. This is labour intensive, and several surrogate distributions have therefore been suggested, such as dose wall histograms, dose surface histograms and histograms for the solid rectum, with and without margins. In this study, a Monte Carlo method is used to investigate the relationships between the cumulative dose distributions based on all treatment fractions and the above-mentioned histograms that are based on one CT scan only, in terms of equivalent uniform dose. Furthermore, the effect of a specific choice of histogram on estimates of the volume parameter of the probit NTCP model was investigated. It was found that the solid rectum and the rectum wall histograms (without margins) gave equivalent uniform doses with an expected value close to the values calculated from the cumulative dose distributions in the rectum wall. With the number of patients available in this study the standard deviations of the estimates of the volume parameter were large, and it was not possible to decide which volume gave the best estimates of the volume parameter, but there were distinct differences in the mean values of the values obtained.

Efficient Round-Trip Time Optimization for Replica-Exchange Enveloping Distribution Sampling (RE-EDS).

PubMed

Sidler, Dominik; Cristòfol-Clough, Michael; Riniker, Sereina

2017-06-13

Replica-exchange enveloping distribution sampling (RE-EDS) allows the efficient estimation of free-energy differences between multiple end-states from a single molecular dynamics (MD) simulation. In EDS, a reference state is sampled, which can be tuned by two types of parameters, i.e., smoothness parameters(s) and energy offsets, such that all end-states are sufficiently sampled. However, the choice of these parameters is not trivial. Replica exchange (RE) or parallel tempering is a widely applied technique to enhance sampling. By combining EDS with the RE technique, the parameter choice problem could be simplified and the challenge shifted toward an optimal distribution of the replicas in the smoothness-parameter space. The choice of a certain replica distribution can alter the sampling efficiency significantly. In this work, global round-trip time optimization (GRTO) algorithms are tested for the use in RE-EDS simulations. In addition, a local round-trip time optimization (LRTO) algorithm is proposed for systems with slowly adapting environments, where a reliable estimate for the round-trip time is challenging to obtain. The optimization algorithms were applied to RE-EDS simulations of a system of nine small-molecule inhibitors of phenylethanolamine N-methyltransferase (PNMT). The energy offsets were determined using our recently proposed parallel energy-offset (PEOE) estimation scheme. While the multistate GRTO algorithm yielded the best replica distribution for the ligands in water, the multistate LRTO algorithm was found to be the method of choice for the ligands in complex with PNMT. With this, the 36 alchemical free-energy differences between the nine ligands were calculated successfully from a single RE-EDS simulation 10 ns in length. Thus, RE-EDS presents an efficient method for the estimation of relative binding free energies.

Validation of Bayesian analysis of compartmental kinetic models in medical imaging.

PubMed

Sitek, Arkadiusz; Li, Quanzheng; El Fakhri, Georges; Alpert, Nathaniel M

2016-10-01

Kinetic compartmental analysis is frequently used to compute physiologically relevant quantitative values from time series of images. In this paper, a new approach based on Bayesian analysis to obtain information about these parameters is presented and validated. The closed-form of the posterior distribution of kinetic parameters is derived with a hierarchical prior to model the standard deviation of normally distributed noise. Markov chain Monte Carlo methods are used for numerical estimation of the posterior distribution. Computer simulations of the kinetics of F18-fluorodeoxyglucose (FDG) are used to demonstrate drawing statistical inferences about kinetic parameters and to validate the theory and implementation. Additionally, point estimates of kinetic parameters and covariance of those estimates are determined using the classical non-linear least squares approach. Posteriors obtained using methods proposed in this work are accurate as no significant deviation from the expected shape of the posterior was found (one-sided P>0.08). It is demonstrated that the results obtained by the standard non-linear least-square methods fail to provide accurate estimation of uncertainty for the same data set (P<0.0001). The results of this work validate new methods for a computer simulations of FDG kinetics. Results show that in situations where the classical approach fails in accurate estimation of uncertainty, Bayesian estimation provides an accurate information about the uncertainties in the parameters. Although a particular example of FDG kinetics was used in the paper, the methods can be extended for different pharmaceuticals and imaging modalities. Copyright © 2016 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

Derivation of WECC Distributed PV System Model Parameters from Quasi-Static Time-Series Distribution System Simulations

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

Mather, Barry A; Boemer, Jens C.; Vittal, Eknath

The response of low voltage networks with high penetration of PV systems to transmission network faults will, in the future, determine the overall power system performance during certain hours of the year. The WECC distributed PV system model (PVD1) is designed to represent small-scale distribution-connected systems. Although default values are provided by WECC for the model parameters, tuning of those parameters seems to become important in order to accurately estimate the partial loss of distributed PV systems for bulk system studies. The objective of this paper is to describe a new methodology to determine the WECC distributed PV system (PVD1)more » model parameters and to derive parameter sets obtained for six distribution circuits of a Californian investor-owned utility with large amounts of distributed PV systems. The results indicate that the parameters for the partial loss of distributed PV systems may differ significantly from the default values provided by WECC.« less

A novel procedure for detecting and focusing moving objects with SAR based on the Wigner-Ville distribution

NASA Astrophysics Data System (ADS)

Barbarossa, S.; Farina, A.

A novel scheme for detecting moving targets with synthetic aperture radar (SAR) is presented. The proposed approach is based on the use of the Wigner-Ville distribution (WVD) for simultaneously detecting moving targets and estimating their motion kinematic parameters. The estimation plays a key role for focusing the target and correctly locating it with respect to the stationary background. The method has a number of advantages: (i) the detection is efficiently performed on the samples in the time-frequency domain, provided the WVD, without resorting to the use of a bank of filters, each one matched to possible values of the unknown target motion parameters; (ii) the estimation of the target motion parameters can be done on the same time-frequency domain by locating the line where the maximum energy of the WVD is concentrated. A validation of the approach is given by both analytical and simulation means. In addition, the estimation of the target kinematic parameters and the corresponding image focusing are also demonstrated.

Geochemical Characterization Using Geophysical Data and Markov Chain Monte Carlo Methods

NASA Astrophysics Data System (ADS)

Chen, J.; Hubbard, S.; Rubin, Y.; Murray, C.; Roden, E.; Majer, E.

2002-12-01

Although the spatial distribution of geochemical parameters is extremely important for many subsurface remediation approaches, traditional characterization of those parameters is invasive and laborious, and thus is rarely performed sufficiently to describe natural hydrogeological variability at the field-scale. This study is an effort to jointly use multiple sources of information, including noninvasive geophysical data, for geochemical characterization of the saturated and anaerobic portion of the DOE South Oyster Bacterial Transport Site in Virginia. Our data set includes hydrogeological and geochemical measurements from five boreholes and ground-penetrating radar (GPR) and seismic tomographic data along two profiles that traverse the boreholes. The primary geochemical parameters are the concentrations of extractable ferrous iron Fe(II) and ferric iron Fe(III). Since iron-reducing bacteria can reduce Fe(III) to Fe(II) under certain conditions, information about the spatial distributions of Fe(II) and Fe(III) may indicate both where microbial iron reduction has occurred and in which zone it is likely to occur in the future. In addition, as geochemical heterogeneity influences bacterial transport and activity, estimates of the geochemical parameters provide important input to numerical flow and contaminant transport models geared toward bioremediation. Motivated by our previous research, which demonstrated that crosshole geophysical data could be very useful for estimating hydrogeological parameters, we hypothesize in this study that geochemical and geophysical parameters may be linked through their mutual dependence on hydrogeological parameters such as lithofacies. We attempt to estimate geochemical parameters using both hydrogeological and geophysical measurements in a Bayesian framework. Within the two-dimensional study domain (12m x 6m vertical cross section divided into 0.25m x 0.25m pixels), geochemical and hydrogeological parameters were considered as data if they were available from direct measurements or as variables otherwise. To estimate the geochemical parameters, we first assigned a prior model for each variable and a likelihood model for each type of data, which together define posterior probability distributions for each variable on the domain. Since the posterior probability distribution may involve hundreds of variables, we used a Markov Chain Monte Carlo (MCMC) method to explore each variable by generating and subsequently evaluating hundreds of realizations. Results from this case study showed that although geophysical attributes are not necessarily directly related to geochemical parameters, geophysical data could be very useful for providing accurate and high-resolution information about geochemical parameter distribution through their joint and indirect connections with hydrogeological properties such as lithofacies. This case study also demonstrated that MCMC methods were particularly useful for geochemical parameter estimation using geophysical data because they allow incorporation into the procedure of spatial correlation information, measurement errors, and cross correlations among different types of parameters.

Application of the Approximate Bayesian Computation methods in the stochastic estimation of atmospheric contamination parameters for mobile sources

NASA Astrophysics Data System (ADS)

Kopka, Piotr; Wawrzynczak, Anna; Borysiewicz, Mieczyslaw

2016-11-01

In this paper the Bayesian methodology, known as Approximate Bayesian Computation (ABC), is applied to the problem of the atmospheric contamination source identification. The algorithm input data are on-line arriving concentrations of the released substance registered by the distributed sensors network. This paper presents the Sequential ABC algorithm in detail and tests its efficiency in estimation of probabilistic distributions of atmospheric release parameters of a mobile contamination source. The developed algorithms are tested using the data from Over-Land Atmospheric Diffusion (OLAD) field tracer experiment. The paper demonstrates estimation of seven parameters characterizing the contamination source, i.e.: contamination source starting position (x,y), the direction of the motion of the source (d), its velocity (v), release rate (q), start time of release (ts) and its duration (td). The online-arriving new concentrations dynamically update the probability distributions of search parameters. The atmospheric dispersion Second-order Closure Integrated PUFF (SCIPUFF) Model is used as the forward model to predict the concentrations at the sensors locations.

The beta Burr type X distribution properties with application.

PubMed

Merovci, Faton; Khaleel, Mundher Abdullah; Ibrahim, Noor Akma; Shitan, Mahendran

2016-01-01

We develop a new continuous distribution called the beta-Burr type X distribution that extends the Burr type X distribution. The properties provide a comprehensive mathematical treatment of this distribution. Further more, various structural properties of the new distribution are derived, that includes moment generating function and the rth moment thus generalizing some results in the literature. We also obtain expressions for the density, moment generating function and rth moment of the order statistics. We consider the maximum likelihood estimation to estimate the parameters. Additionally, the asymptotic confidence intervals for the parameters are derived from the Fisher information matrix. Finally, simulation study is carried at under varying sample size to assess the performance of this model. Illustration the real dataset indicates that this new distribution can serve as a good alternative model to model positive real data in many areas.

Inverse modeling for seawater intrusion in coastal aquifers: Insights about parameter sensitivities, variances, correlations and estimation procedures derived from the Henry problem

USGS Publications Warehouse

Sanz, E.; Voss, C.I.

2006-01-01

Inverse modeling studies employing data collected from the classic Henry seawater intrusion problem give insight into several important aspects of inverse modeling of seawater intrusion problems and effective measurement strategies for estimation of parameters for seawater intrusion. Despite the simplicity of the Henry problem, it embodies the behavior of a typical seawater intrusion situation in a single aquifer. Data collected from the numerical problem solution are employed without added noise in order to focus on the aspects of inverse modeling strategies dictated by the physics of variable-density flow and solute transport during seawater intrusion. Covariances of model parameters that can be estimated are strongly dependent on the physics. The insights gained from this type of analysis may be directly applied to field problems in the presence of data errors, using standard inverse modeling approaches to deal with uncertainty in data. Covariance analysis of the Henry problem indicates that in order to generally reduce variance of parameter estimates, the ideal places to measure pressure are as far away from the coast as possible, at any depth, and the ideal places to measure concentration are near the bottom of the aquifer between the center of the transition zone and its inland fringe. These observations are located in and near high-sensitivity regions of system parameters, which may be identified in a sensitivity analysis with respect to several parameters. However, both the form of error distribution in the observations and the observation weights impact the spatial sensitivity distributions, and different choices for error distributions or weights can result in significantly different regions of high sensitivity. Thus, in order to design effective sampling networks, the error form and weights must be carefully considered. For the Henry problem, permeability and freshwater inflow can be estimated with low estimation variance from only pressure or only concentration observations. Permeability, freshwater inflow, solute molecular diffusivity, and porosity can be estimated with roughly equivalent confidence using observations of only the logarithm of concentration. Furthermore, covariance analysis allows a logical reduction of the number of estimated parameters for ill-posed inverse seawater intrusion problems. Ill-posed problems may exhibit poor estimation convergence, have a non-unique solution, have multiple minima, or require excessive computational effort, and the condition often occurs when estimating too many or co-dependent parameters. For the Henry problem, such analysis allows selection of the two parameters that control system physics from among all possible system parameters. ?? 2005 Elsevier Ltd. All rights reserved.

Simultaneous Estimation of Microphysical Parameters and Atmospheric State Variables With Radar Data and Ensemble Square-root Kalman Filter

NASA Astrophysics Data System (ADS)

Tong, M.; Xue, M.

2006-12-01

An important source of model error for convective-scale data assimilation and prediction is microphysical parameterization. This study investigates the possibility of estimating up to five fundamental microphysical parameters, which are closely involved in the definition of drop size distribution of microphysical species in a commonly used single-moment ice microphysics scheme, using radar observations and the ensemble Kalman filter method. The five parameters include the intercept parameters for rain, snow and hail/graupel, and the bulk densities of hail/graupel and snow. Parameter sensitivity and identifiability are first examined. The ensemble square-root Kalman filter (EnSRF) is employed for simultaneous state and parameter estimation. OSS experiments are performed for a model-simulated supercell storm, in which the five microphysical parameters are estimated individually or in different combinations starting from different initial guesses. When error exists in only one of the microphysical parameters, the parameter can be successfully estimated without exception. The estimation of multiple parameters is found to be less robust, with end results of estimation being sensitive to the realization of the initial parameter perturbation. This is believed to be because of the reduced parameter identifiability and the existence of non-unique solutions. The results of state estimation are, however, always improved when simultaneous parameter estimation is performed, even when the estimated parameters values are not accurate.

Assessment of uncertainties of the models used in thermal-hydraulic computer codes

NASA Astrophysics Data System (ADS)

Gricay, A. S.; Migrov, Yu. A.

2015-09-01

The article deals with matters concerned with the problem of determining the statistical characteristics of variable parameters (the variation range and distribution law) in analyzing the uncertainty and sensitivity of calculation results to uncertainty in input data. A comparative analysis of modern approaches to uncertainty in input data is presented. The need to develop an alternative method for estimating the uncertainty of model parameters used in thermal-hydraulic computer codes, in particular, in the closing correlations of the loop thermal hydraulics block, is shown. Such a method shall feature the minimal degree of subjectivism and must be based on objective quantitative assessment criteria. The method includes three sequential stages: selecting experimental data satisfying the specified criteria, identifying the key closing correlation using a sensitivity analysis, and carrying out case calculations followed by statistical processing of the results. By using the method, one can estimate the uncertainty range of a variable parameter and establish its distribution law in the above-mentioned range provided that the experimental information is sufficiently representative. Practical application of the method is demonstrated taking as an example the problem of estimating the uncertainty of a parameter appearing in the model describing transition to post-burnout heat transfer that is used in the thermal-hydraulic computer code KORSAR. The performed study revealed the need to narrow the previously established uncertainty range of this parameter and to replace the uniform distribution law in the above-mentioned range by the Gaussian distribution law. The proposed method can be applied to different thermal-hydraulic computer codes. In some cases, application of the method can make it possible to achieve a smaller degree of conservatism in the expert estimates of uncertainties pertinent to the model parameters used in computer codes.

Estimating the Expected Value of Sample Information Using the Probabilistic Sensitivity Analysis Sample

PubMed Central

Oakley, Jeremy E.; Brennan, Alan; Breeze, Penny

2015-01-01

Health economic decision-analytic models are used to estimate the expected net benefits of competing decision options. The true values of the input parameters of such models are rarely known with certainty, and it is often useful to quantify the value to the decision maker of reducing uncertainty through collecting new data. In the context of a particular decision problem, the value of a proposed research design can be quantified by its expected value of sample information (EVSI). EVSI is commonly estimated via a 2-level Monte Carlo procedure in which plausible data sets are generated in an outer loop, and then, conditional on these, the parameters of the decision model are updated via Bayes rule and sampled in an inner loop. At each iteration of the inner loop, the decision model is evaluated. This is computationally demanding and may be difficult if the posterior distribution of the model parameters conditional on sampled data is hard to sample from. We describe a fast nonparametric regression-based method for estimating per-patient EVSI that requires only the probabilistic sensitivity analysis sample (i.e., the set of samples drawn from the joint distribution of the parameters and the corresponding net benefits). The method avoids the need to sample from the posterior distributions of the parameters and avoids the need to rerun the model. The only requirement is that sample data sets can be generated. The method is applicable with a model of any complexity and with any specification of model parameter distribution. We demonstrate in a case study the superior efficiency of the regression method over the 2-level Monte Carlo method. PMID:25810269

Estimating the Effective Sample Size of Tree Topologies from Bayesian Phylogenetic Analyses

PubMed Central

Lanfear, Robert; Hua, Xia; Warren, Dan L.

2016-01-01

Bayesian phylogenetic analyses estimate posterior distributions of phylogenetic tree topologies and other parameters using Markov chain Monte Carlo (MCMC) methods. Before making inferences from these distributions, it is important to assess their adequacy. To this end, the effective sample size (ESS) estimates how many truly independent samples of a given parameter the output of the MCMC represents. The ESS of a parameter is frequently much lower than the number of samples taken from the MCMC because sequential samples from the chain can be non-independent due to autocorrelation. Typically, phylogeneticists use a rule of thumb that the ESS of all parameters should be greater than 200. However, we have no method to calculate an ESS of tree topology samples, despite the fact that the tree topology is often the parameter of primary interest and is almost always central to the estimation of other parameters. That is, we lack a method to determine whether we have adequately sampled one of the most important parameters in our analyses. In this study, we address this problem by developing methods to estimate the ESS for tree topologies. We combine these methods with two new diagnostic plots for assessing posterior samples of tree topologies, and compare their performance on simulated and empirical data sets. Combined, the methods we present provide new ways to assess the mixing and convergence of phylogenetic tree topologies in Bayesian MCMC analyses. PMID:27435794

Estimation of discontinuous coefficients in parabolic systems: Applications to reservoir simulation

NASA Technical Reports Server (NTRS)

Lamm, P. D.

1984-01-01

Spline based techniques for estimating spatially varying parameters that appear in parabolic distributed systems (typical of those found in reservoir simulation problems) are presented. The problem of determining discontinuous coefficients, estimating both the functional shape and points of discontinuity for such parameters is discussed. Convergence results and a summary of numerical performance of the resulting algorithms are given.

Investigation of the Specht density estimator

NASA Technical Reports Server (NTRS)

Speed, F. M.; Rydl, L. M.

1971-01-01

The feasibility of using the Specht density estimator function on the IBM 360/44 computer is investigated. Factors such as storage, speed, amount of calculations, size of the smoothing parameter and sample size have an effect on the results. The reliability of the Specht estimator for normal and uniform distributions and the effects of the smoothing parameter and sample size are investigated.

New methods for estimating parameters of weibull functions to characterize future diameter distributions in forest stands

Treesearch

Quang V. Cao; Shanna M. McCarty

2006-01-01

Diameter distributions in a forest stand have been successfully characterized by use of the Weibull function. Of special interest are cases where parameters of a Weibull distribution that models a future stand are predicted, either directly or indirectly, from current stand density and dominant height. This study evaluated four methods of predicting the Weibull...

Uncertainty analysis of gross primary production partitioned from net ecosystem exchange measurements

NASA Astrophysics Data System (ADS)

Raj, Rahul; Hamm, Nicholas Alexander Samuel; van der Tol, Christiaan; Stein, Alfred

2016-03-01

Gross primary production (GPP) can be separated from flux tower measurements of net ecosystem exchange (NEE) of CO2. This is used increasingly to validate process-based simulators and remote-sensing-derived estimates of simulated GPP at various time steps. Proper validation includes the uncertainty associated with this separation. In this study, uncertainty assessment was done in a Bayesian framework. It was applied to data from the Speulderbos forest site, The Netherlands. We estimated the uncertainty in GPP at half-hourly time steps, using a non-rectangular hyperbola (NRH) model for its separation from the flux tower measurements. The NRH model provides a robust empirical relationship between radiation and GPP. It includes the degree of curvature of the light response curve, radiation and temperature. Parameters of the NRH model were fitted to the measured NEE data for every 10-day period during the growing season (April to October) in 2009. We defined the prior distribution of each NRH parameter and used Markov chain Monte Carlo (MCMC) simulation to estimate the uncertainty in the separated GPP from the posterior distribution at half-hourly time steps. This time series also allowed us to estimate the uncertainty at daily time steps. We compared the informative with the non-informative prior distributions of the NRH parameters and found that both choices produced similar posterior distributions of GPP. This will provide relevant and important information for the validation of process-based simulators in the future. Furthermore, the obtained posterior distributions of NEE and the NRH parameters are of interest for a range of applications.

Quantifying uncertainty in geoacoustic inversion. II. Application to broadband, shallow-water data.

PubMed

Dosso, Stan E; Nielsen, Peter L

2002-01-01

This paper applies the new method of fast Gibbs sampling (FGS) to estimate the uncertainties of seabed geoacoustic parameters in a broadband, shallow-water acoustic survey, with the goal of interpreting the survey results and validating the method for experimental data. FGS applies a Bayesian approach to geoacoustic inversion based on sampling the posterior probability density to estimate marginal probability distributions and parameter covariances. This requires knowledge of the statistical distribution of the data errors, including both measurement and theory errors, which is generally not available. Invoking the simplifying assumption of independent, identically distributed Gaussian errors allows a maximum-likelihood estimate of the data variance and leads to a practical inversion algorithm. However, it is necessary to validate these assumptions, i.e., to verify that the parameter uncertainties obtained represent meaningful estimates. To this end, FGS is applied to a geoacoustic experiment carried out at a site off the west coast of Italy where previous acoustic and geophysical studies have been performed. The parameter uncertainties estimated via FGS are validated by comparison with: (i) the variability in the results of inverting multiple independent data sets collected during the experiment; (ii) the results of FGS inversion of synthetic test cases designed to simulate the experiment and data errors; and (iii) the available geophysical ground truth. Comparisons are carried out for a number of different source bandwidths, ranges, and levels of prior information, and indicate that FGS provides reliable and stable uncertainty estimates for the geoacoustic inverse problem.

A new zonation algorithm with parameter estimation using hydraulic head and subsidence observations.

PubMed

Zhang, Meijing; Burbey, Thomas J; Nunes, Vitor Dos Santos; Borggaard, Jeff

2014-01-01

Parameter estimation codes such as UCODE_2005 are becoming well-known tools in groundwater modeling investigations. These programs estimate important parameter values such as transmissivity (T) and aquifer storage values (Sa ) from known observations of hydraulic head, flow, or other physical quantities. One drawback inherent in these codes is that the parameter zones must be specified by the user. However, such knowledge is often unknown even if a detailed hydrogeological description is available. To overcome this deficiency, we present a discrete adjoint algorithm for identifying suitable zonations from hydraulic head and subsidence measurements, which are highly sensitive to both elastic (Sske) and inelastic (Sskv) skeletal specific storage coefficients. With the advent of interferometric synthetic aperture radar (InSAR), distributed spatial and temporal subsidence measurements can be obtained. A synthetic conceptual model containing seven transmissivity zones, one aquifer storage zone and three interbed zones for elastic and inelastic storage coefficients were developed to simulate drawdown and subsidence in an aquifer interbedded with clay that exhibits delayed drainage. Simulated delayed land subsidence and groundwater head data are assumed to be the observed measurements, to which the discrete adjoint algorithm is called to create approximate spatial zonations of T, Sske , and Sskv . UCODE-2005 is then used to obtain the final optimal parameter values. Calibration results indicate that the estimated zonations calculated from the discrete adjoint algorithm closely approximate the true parameter zonations. This automation algorithm reduces the bias established by the initial distribution of zones and provides a robust parameter zonation distribution. © 2013, National Ground Water Association.

Establishment of a center of excellence for applied mathematical and statistical research

NASA Technical Reports Server (NTRS)

Woodward, W. A.; Gray, H. L.

1983-01-01

The state of the art was assessed with regards to efforts in support of the crop production estimation problem and alternative generic proportion estimation techniques were investigated. Topics covered include modeling the greeness profile (Badhwarmos model), parameter estimation using mixture models such as CLASSY, and minimum distance estimation as an alternative to maximum likelihood estimation. Approaches to the problem of obtaining proportion estimates when the underlying distributions are asymmetric are examined including the properties of Weibull distribution.

Application of a Threshold Method to Airborne-Spaceborne Attenuating-Wavelength Radars for the Estimation of Space-Time Rain-Rate Statistics.

NASA Astrophysics Data System (ADS)

Meneghini, Robert

1998-09-01

A method is proposed for estimating the area-average rain-rate distribution from attenuating-wavelength spaceborne or airborne radar data. Because highly attenuated radar returns yield unreliable estimates of the rain rate, these are eliminated by means of a proxy variable, Q, derived from the apparent radar reflectivity factors and a power law relating the attenuation coefficient and the reflectivity factor. In determining the probability distribution function of areawide rain rates, the elimination of attenuated measurements at high rain rates and the loss of data at light rain rates, because of low signal-to-noise ratios, leads to truncation of the distribution at the low and high ends. To estimate it over all rain rates, a lognormal distribution is assumed, the parameters of which are obtained from a nonlinear least squares fit to the truncated distribution. Implementation of this type of threshold method depends on the method used in estimating the high-resolution rain-rate estimates (e.g., either the standard Z-R or the Hitschfeld-Bordan estimate) and on the type of rain-rate estimate (either point or path averaged). To test the method, measured drop size distributions are used to characterize the rain along the radar beam. Comparisons with the standard single-threshold method or with the sample mean, taken over the high-resolution estimates, show that the present method usually provides more accurate determinations of the area-averaged rain rate if the values of the threshold parameter, QT, are chosen in the range from 0.2 to 0.4.

Quantifying Adventitious Error in a Covariance Structure as a Random Effect

PubMed Central

Wu, Hao; Browne, Michael W.

2017-01-01

We present an approach to quantifying errors in covariance structures in which adventitious error, identified as the process underlying the discrepancy between the population and the structured model, is explicitly modeled as a random effect with a distribution, and the dispersion parameter of this distribution to be estimated gives a measure of misspecification. Analytical properties of the resultant procedure are investigated and the measure of misspecification is found to be related to the RMSEA. An algorithm is developed for numerical implementation of the procedure. The consistency and asymptotic sampling distributions of the estimators are established under a new asymptotic paradigm and an assumption weaker than the standard Pitman drift assumption. Simulations validate the asymptotic sampling distributions and demonstrate the importance of accounting for the variations in the parameter estimates due to adventitious error. Two examples are also given as illustrations. PMID:25813463

A New Lifetime Distribution with Bathtube and Unimodal Hazard Function

NASA Astrophysics Data System (ADS)

Barriga, Gladys D. C.; Louzada-Neto, Francisco; Cancho, Vicente G.

2008-11-01

In this paper we propose a new lifetime distribution which accommodate bathtub-shaped, unimodal, increasing and decreasing hazard function. Some special particular cases are derived, including the standard Weibull distribution. Maximum likelihood estimation is considered for estimate the tree parameters present in the model. The methodology is illustrated in a real data set on industrial devices on a lite test.

Tree Biomass Estimation of Chinese fir (Cunninghamia lanceolata) Based on Bayesian Method

PubMed Central

Zhang, Jianguo

2013-01-01

Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.) is the most important conifer species for timber production with huge distribution area in southern China. Accurate estimation of biomass is required for accounting and monitoring Chinese forest carbon stocking. In the study, allometric equation was used to analyze tree biomass of Chinese fir. The common methods for estimating allometric model have taken the classical approach based on the frequency interpretation of probability. However, many different biotic and abiotic factors introduce variability in Chinese fir biomass model, suggesting that parameters of biomass model are better represented by probability distributions rather than fixed values as classical method. To deal with the problem, Bayesian method was used for estimating Chinese fir biomass model. In the Bayesian framework, two priors were introduced: non-informative priors and informative priors. For informative priors, 32 biomass equations of Chinese fir were collected from published literature in the paper. The parameter distributions from published literature were regarded as prior distributions in Bayesian model for estimating Chinese fir biomass. Therefore, the Bayesian method with informative priors was better than non-informative priors and classical method, which provides a reasonable method for estimating Chinese fir biomass. PMID:24278198

Tree biomass estimation of Chinese fir (Cunninghamia lanceolata) based on Bayesian method.

PubMed

Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo

2013-01-01

Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.) is the most important conifer species for timber production with huge distribution area in southern China. Accurate estimation of biomass is required for accounting and monitoring Chinese forest carbon stocking. In the study, allometric equation W = a(D2H)b was used to analyze tree biomass of Chinese fir. The common methods for estimating allometric model have taken the classical approach based on the frequency interpretation of probability. However, many different biotic and abiotic factors introduce variability in Chinese fir biomass model, suggesting that parameters of biomass model are better represented by probability distributions rather than fixed values as classical method. To deal with the problem, Bayesian method was used for estimating Chinese fir biomass model. In the Bayesian framework, two priors were introduced: non-informative priors and informative priors. For informative priors, 32 biomass equations of Chinese fir were collected from published literature in the paper. The parameter distributions from published literature were regarded as prior distributions in Bayesian model for estimating Chinese fir biomass. Therefore, the Bayesian method with informative priors was better than non-informative priors and classical method, which provides a reasonable method for estimating Chinese fir biomass.

Methods for the identification of material parameters in distributed models for flexible structures

NASA Technical Reports Server (NTRS)

Banks, H. T.; Crowley, J. M.; Rosen, I. G.

1986-01-01

Theoretical and numerical results are presented for inverse problems involving estimation of spatially varying parameters such as stiffness and damping in distributed models for elastic structures such as Euler-Bernoulli beams. An outline of algorithms used and a summary of computational experiences are presented.

Iterative Importance Sampling Algorithms for Parameter Estimation

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

Grout, Ray W; Morzfeld, Matthias; Day, Marcus S.

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov chain Monte Carlo (MCMC) is often used for the numerical solution of such problems. An alternative to MCMC is importance sampling, which can exhibit near perfect scaling with the number of cores on high performance computing systems because samples are drawn independently. However, finding a suitable proposal distribution is a challenging task. Several sampling algorithms have been proposed over the past years that take an iterative approach to constructing a proposal distribution. We investigate the applicabilitymore » of such algorithms by applying them to two realistic and challenging test problems, one in subsurface flow, and one in combustion modeling. More specifically, we implement importance sampling algorithms that iterate over the mean and covariance matrix of Gaussian or multivariate t-proposal distributions. Our implementation leverages massively parallel computers, and we present strategies to initialize the iterations using 'coarse' MCMC runs or Gaussian mixture models.« less

Comparison of Optimal Design Methods in Inverse Problems

PubMed Central

Banks, H. T.; Holm, Kathleen; Kappel, Franz

2011-01-01

Typical optimal design methods for inverse or parameter estimation problems are designed to choose optimal sampling distributions through minimization of a specific cost function related to the resulting error in parameter estimates. It is hoped that the inverse problem will produce parameter estimates with increased accuracy using data collected according to the optimal sampling distribution. Here we formulate the classical optimal design problem in the context of general optimization problems over distributions of sampling times. We present a new Prohorov metric based theoretical framework that permits one to treat succinctly and rigorously any optimal design criteria based on the Fisher Information Matrix (FIM). A fundamental approximation theory is also included in this framework. A new optimal design, SE-optimal design (standard error optimal design), is then introduced in the context of this framework. We compare this new design criteria with the more traditional D-optimal and E-optimal designs. The optimal sampling distributions from each design are used to compute and compare standard errors; the standard errors for parameters are computed using asymptotic theory or bootstrapping and the optimal mesh. We use three examples to illustrate ideas: the Verhulst-Pearl logistic population model [13], the standard harmonic oscillator model [13] and a popular glucose regulation model [16, 19, 29]. PMID:21857762

Improving control and estimation for distributed parameter systems utilizing mobile actuator-sensor network.

PubMed

Mu, Wenying; Cui, Baotong; Li, Wen; Jiang, Zhengxian

2014-07-01

This paper proposes a scheme for non-collocated moving actuating and sensing devices which is unitized for improving performance in distributed parameter systems. By Lyapunov stability theorem, each moving actuator/sensor agent velocity is obtained. To enhance state estimation of a spatially distributes process, two kinds of filters with consensus terms which penalize the disagreement of the estimates are considered. Both filters can result in the well-posedness of the collective dynamics of state errors and can converge to the plant state. Numerical simulations demonstrate that the effectiveness of such a moving actuator-sensor network in enhancing system performance and the consensus filters converge faster to the plant state when consensus terms are included. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Estimating Soil and Root Parameters of Biofuel Crops using a Hydrogeophysical Inversion

NASA Astrophysics Data System (ADS)

Kuhl, A.; Kendall, A. D.; Van Dam, R. L.; Hyndman, D. W.

2017-12-01

Transpiration is the dominant pathway for continental water exchange to the atmosphere, and therefore a crucial aspect of modeling water balances at many scales. The root water uptake dynamics that control transpiration are dependent on soil water availability, as well as the root distribution. However, the root distribution is determined by many factors beyond the plant species alone, including climate conditions and soil texture. Despite the significant contribution of transpiration to global water fluxes, modelling the complex critical zone processes that drive root water uptake remains a challenge. Geophysical tools such as electrical resistivity (ER), have been shown to be highly sensitive to water dynamics in the unsaturated zone. ER data can be temporally and spatially robust, covering large areas or long time periods non-invasively, which is an advantage over in-situ methods. Previous studies have shown the value of using hydrogeophysical inversions to estimate soil properties. Others have used hydrological inversions to estimate both soil properties and root distribution parameters. In this study, we combine these two approaches to create a coupled hydrogeophysical inversion that estimates root and retention curve parameters for a HYDRUS model. To test the feasibility of this new approach, we estimated daily water fluxes and root growth for several biofuel crops at a long-term ecological research site in Southwest Michigan, using monthly ER data from 2009 through 2011. Time domain reflectometry data at seven depths was used to validate modeled soil moisture estimates throughout the model period. This hydrogeophysical inversion method shows promise for improving root distribution and transpiration estimates across a wide variety of settings.

Inverse modeling of hydrologic parameters using surface flux and runoff observations in the Community Land Model

NASA Astrophysics Data System (ADS)

Sun, Y.; Hou, Z.; Huang, M.; Tian, F.; Leung, L. Ruby

2013-12-01

This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Both deterministic least-square fitting and stochastic Markov-chain Monte Carlo (MCMC)-Bayesian inversion approaches are evaluated by applying them to CLM4 at selected sites with different climate and soil conditions. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find that using model parameters calibrated by the sampling-based stochastic inversion approaches provides significant improvements in the model simulations compared to using default CLM4 parameter values, and that as more information comes in, the predictive intervals (ranges of posterior distributions) of the calibrated parameters become narrower. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.

Cable Overheating Risk Warning Method Based on Impedance Parameter Estimation in Distribution Network

NASA Astrophysics Data System (ADS)

Yu, Zhang; Xiaohui, Song; Jianfang, Li; Fei, Gao

2017-05-01

Cable overheating will lead to the cable insulation level reducing, speed up the cable insulation aging, even easy to cause short circuit faults. Cable overheating risk identification and warning is nessesary for distribution network operators. Cable overheating risk warning method based on impedance parameter estimation is proposed in the paper to improve the safty and reliability operation of distribution network. Firstly, cable impedance estimation model is established by using least square method based on the data from distribiton SCADA system to improve the impedance parameter estimation accuracy. Secondly, calculate the threshold value of cable impedance based on the historical data and the forecast value of cable impedance based on the forecasting data in future from distribiton SCADA system. Thirdly, establish risks warning rules library of cable overheating, calculate the cable impedance forecast value and analysis the change rate of impedance, and then warn the overheating risk of cable line based on the overheating risk warning rules library according to the variation relationship between impedance and line temperature rise. Overheating risk warning method is simulated in the paper. The simulation results shows that the method can identify the imedance and forecast the temperature rise of cable line in distribution network accurately. The result of overheating risk warning can provide decision basis for operation maintenance and repair.

Optimal methods for fitting probability distributions to propagule retention time in studies of zoochorous dispersal.

PubMed

Viana, Duarte S; Santamaría, Luis; Figuerola, Jordi

2016-02-01

Propagule retention time is a key factor in determining propagule dispersal distance and the shape of "seed shadows". Propagules dispersed by animal vectors are either ingested and retained in the gut until defecation or attached externally to the body until detachment. Retention time is a continuous variable, but it is commonly measured at discrete time points, according to pre-established sampling time-intervals. Although parametric continuous distributions have been widely fitted to these interval-censored data, the performance of different fitting methods has not been evaluated. To investigate the performance of five different fitting methods, we fitted parametric probability distributions to typical discretized retention-time data with known distribution using as data-points either the lower, mid or upper bounds of sampling intervals, as well as the cumulative distribution of observed values (using either maximum likelihood or non-linear least squares for parameter estimation); then compared the estimated and original distributions to assess the accuracy of each method. We also assessed the robustness of these methods to variations in the sampling procedure (sample size and length of sampling time-intervals). Fittings to the cumulative distribution performed better for all types of parametric distributions (lognormal, gamma and Weibull distributions) and were more robust to variations in sample size and sampling time-intervals. These estimated distributions had negligible deviations of up to 0.045 in cumulative probability of retention times (according to the Kolmogorov-Smirnov statistic) in relation to original distributions from which propagule retention time was simulated, supporting the overall accuracy of this fitting method. In contrast, fitting the sampling-interval bounds resulted in greater deviations that ranged from 0.058 to 0.273 in cumulative probability of retention times, which may introduce considerable biases in parameter estimates. We recommend the use of cumulative probability to fit parametric probability distributions to propagule retention time, specifically using maximum likelihood for parameter estimation. Furthermore, the experimental design for an optimal characterization of unimodal propagule retention time should contemplate at least 500 recovered propagules and sampling time-intervals not larger than the time peak of propagule retrieval, except in the tail of the distribution where broader sampling time-intervals may also produce accurate fits.

The Importance of Behavioral Thresholds and Objective Functions in Contaminant Transport Uncertainty Analysis

NASA Astrophysics Data System (ADS)

Sykes, J. F.; Kang, M.; Thomson, N. R.

2007-12-01

The TCE release from The Lockformer Company in Lisle Illinois resulted in a plume in a confined aquifer that is more than 4 km long and impacted more than 300 residential wells. Many of the wells are on the fringe of the plume and have concentrations that did not exceed 5 ppb. The settlement for the Chapter 11 bankruptcy protection of Lockformer involved the establishment of a trust fund that compensates individuals with cancers with payments being based on cancer type, estimated TCE concentration in the well and the duration of exposure to TCE. The estimation of early arrival times and hence low likelihood events is critical in the determination of the eligibility of an individual for compensation. Thus, an emphasis must be placed on the accuracy of the leading tail region in the likelihood distribution of possible arrival times at a well. The estimation of TCE arrival time, using a three-dimensional analytical solution, involved parameter estimation and uncertainty analysis. Parameters in the model included TCE source parameters, groundwater velocities, dispersivities and the TCE decay coefficient for both the confining layer and the bedrock aquifer. Numerous objective functions, which include the well-known L2-estimator, robust estimators (L1-estimators and M-estimators), penalty functions, and dead zones, were incorporated in the parameter estimation process to treat insufficiencies in both the model and observational data due to errors, biases, and limitations. The concept of equifinality was adopted and multiple maximum likelihood parameter sets were accepted if pre-defined physical criteria were met. The criteria ensured that a valid solution predicted TCE concentrations for all TCE impacted areas. Monte Carlo samples are found to be inadequate for uncertainty analysis of this case study due to its inability to find parameter sets that meet the predefined physical criteria. Successful results are achieved using a Dynamically-Dimensioned Search sampling methodology that inherently accounts for parameter correlations and does not require assumptions regarding parameter distributions. For uncertainty analysis, multiple parameter sets were obtained using a modified Cauchy's M-estimator. Penalty functions had to be incorporated into the objective function definitions to generate a sufficient number of acceptable parameter sets. The combined effect of optimization and the application of the physical criteria perform the function of behavioral thresholds by reducing anomalies and by removing parameter sets with high objective function values. The factors that are important to the creation of an uncertainty envelope for TCE arrival at wells are outlined in the work. In general, greater uncertainty appears to be present at the tails of the distribution. For a refinement of the uncertainty envelopes, the application of additional physical criteria or behavioral thresholds is recommended.

Calculation of Weibull strength parameters and Batdorf flow-density constants for volume- and surface-flaw-induced fracture in ceramics

NASA Technical Reports Server (NTRS)

Pai, Shantaram S.; Gyekenyesi, John P.

1988-01-01

The calculation of shape and scale parameters of the two-parameter Weibull distribution is described using the least-squares analysis and maximum likelihood methods for volume- and surface-flaw-induced fracture in ceramics with complete and censored samples. Detailed procedures are given for evaluating 90 percent confidence intervals for maximum likelihood estimates of shape and scale parameters, the unbiased estimates of the shape parameters, and the Weibull mean values and corresponding standard deviations. Furthermore, the necessary steps are described for detecting outliers and for calculating the Kolmogorov-Smirnov and the Anderson-Darling goodness-of-fit statistics and 90 percent confidence bands about the Weibull distribution. It also shows how to calculate the Batdorf flaw-density constants by uing the Weibull distribution statistical parameters. The techniques described were verified with several example problems, from the open literature, and were coded. The techniques described were verified with several example problems from the open literature, and were coded in the Structural Ceramics Analysis and Reliability Evaluation (SCARE) design program.

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions

NASA Technical Reports Server (NTRS)

Peters, B. C., Jr.; Walker, H. F.

1975-01-01

A general iterative procedure is given for determining the consistent maximum likelihood estimates of normal distributions. In addition, a local maximum of the log-likelihood function, Newtons's method, a method of scoring, and modifications of these procedures are discussed.

Bayesian estimation of source parameters and associated Coulomb failure stress changes for the 2005 Fukuoka (Japan) Earthquake

NASA Astrophysics Data System (ADS)

Dutta, Rishabh; Jónsson, Sigurjón; Wang, Teng; Vasyura-Bathke, Hannes

2018-04-01

Several researchers have studied the source parameters of the 2005 Fukuoka (northwestern Kyushu Island, Japan) earthquake (Mw 6.6) using teleseismic, strong motion and geodetic data. However, in all previous studies, errors of the estimated fault solutions have been neglected, making it impossible to assess the reliability of the reported solutions. We use Bayesian inference to estimate the location, geometry and slip parameters of the fault and their uncertainties using Interferometric Synthetic Aperture Radar and Global Positioning System data. The offshore location of the earthquake makes the fault parameter estimation challenging, with geodetic data coverage mostly to the southeast of the earthquake. To constrain the fault parameters, we use a priori constraints on the magnitude of the earthquake and the location of the fault with respect to the aftershock distribution and find that the estimated fault slip ranges from 1.5 to 2.5 m with decreasing probability. The marginal distributions of the source parameters show that the location of the western end of the fault is poorly constrained by the data whereas that of the eastern end, located closer to the shore, is better resolved. We propagate the uncertainties of the fault model and calculate the variability of Coulomb failure stress changes for the nearby Kego fault, located directly below Fukuoka city, showing that the main shock increased stress on the fault and brought it closer to failure.

Inferring the distribution of mutational effects on fitness in Drosophila.

PubMed

Loewe, Laurence; Charlesworth, Brian

2006-09-22

The properties of the distribution of deleterious mutational effects on fitness (DDME) are of fundamental importance for evolutionary genetics. Since it is extremely difficult to determine the nature of this distribution, several methods using various assumptions about the DDME have been developed, for the purpose of parameter estimation. We apply a newly developed method to DNA sequence polymorphism data from two Drosophila species and compare estimates of the parameters of the distribution of the heterozygous fitness effects of amino acid mutations for several different distribution functions. The results exclude normal and gamma distributions, since these predict too few effectively lethal mutations and power-law distributions as a result of predicting too many lethals. Only the lognormal distribution appears to fit both the diversity data and the frequency of lethals. This DDME arises naturally in complex systems when independent factors contribute multiplicatively to an increase in fitness-reducing damage. Several important parameters, such as the fraction of effectively neutral non-synonymous mutations and the harmonic mean of non-neutral selection coefficients, are robust to the form of the DDME. Our results suggest that the majority of non-synonymous mutations in Drosophila are under effective purifying selection.

A Bayesian inversion for slip distribution of 1 Apr 2007 Mw8.1 Solomon Islands Earthquake

NASA Astrophysics Data System (ADS)

Chen, T.; Luo, H.

2013-12-01

On 1 Apr 2007 the megathrust Mw8.1 Solomon Islands earthquake occurred in the southeast pacific along the New Britain subduction zone. 102 vertical displacement measurements over the southeastern end of the rupture zone from two field surveys after this event provide a unique constraint for slip distribution inversion. In conventional inversion method (such as bounded variable least squares) the smoothing parameter that determines the relative weight placed on fitting the data versus smoothing the slip distribution is often subjectively selected at the bend of the trade-off curve. Here a fully probabilistic inversion method[Fukuda,2008] is applied to estimate distributed slip and smoothing parameter objectively. The joint posterior probability density function of distributed slip and the smoothing parameter is formulated under a Bayesian framework and sampled with Markov chain Monte Carlo method. We estimate the spatial distribution of dip slip associated with the 1 Apr 2007 Solomon Islands earthquake with this method. Early results show a shallower dip angle than previous study and highly variable dip slip both along-strike and down-dip.

Tube-Load Model Parameter Estimation for Monitoring Arterial Hemodynamics

PubMed Central

Zhang, Guanqun; Hahn, Jin-Oh; Mukkamala, Ramakrishna

2011-01-01

A useful model of the arterial system is the uniform, lossless tube with parametric load. This tube-load model is able to account for wave propagation and reflection (unlike lumped-parameter models such as the Windkessel) while being defined by only a few parameters (unlike comprehensive distributed-parameter models). As a result, the parameters may be readily estimated by accurate fitting of the model to available arterial pressure and flow waveforms so as to permit improved monitoring of arterial hemodynamics. In this paper, we review tube-load model parameter estimation techniques that have appeared in the literature for monitoring wave reflection, large artery compliance, pulse transit time, and central aortic pressure. We begin by motivating the use of the tube-load model for parameter estimation. We then describe the tube-load model, its assumptions and validity, and approaches for estimating its parameters. We next summarize the various techniques and their experimental results while highlighting their advantages over conventional techniques. We conclude the review by suggesting future research directions and describing potential applications. PMID:22053157

Maximum Entropy Approach in Dynamic Contrast-Enhanced Magnetic Resonance Imaging.

PubMed

Farsani, Zahra Amini; Schmid, Volker J

2017-01-01

In the estimation of physiological kinetic parameters from Dynamic Contrast-Enhanced Magnetic Resonance Imaging (DCE-MRI) data, the determination of the arterial input function (AIF) plays a key role. This paper proposes a Bayesian method to estimate the physiological parameters of DCE-MRI along with the AIF in situations, where no measurement of the AIF is available. In the proposed algorithm, the maximum entropy method (MEM) is combined with the maximum a posterior approach (MAP). To this end, MEM is used to specify a prior probability distribution of the unknown AIF. The ability of this method to estimate the AIF is validated using the Kullback-Leibler divergence. Subsequently, the kinetic parameters can be estimated with MAP. The proposed algorithm is evaluated with a data set from a breast cancer MRI study. The application shows that the AIF can reliably be determined from the DCE-MRI data using MEM. Kinetic parameters can be estimated subsequently. The maximum entropy method is a powerful tool to reconstructing images from many types of data. This method is useful for generating the probability distribution based on given information. The proposed method gives an alternative way to assess the input function from the existing data. The proposed method allows a good fit of the data and therefore a better estimation of the kinetic parameters. In the end, this allows for a more reliable use of DCE-MRI. Schattauer GmbH.

Robust Alternatives to the Standard Deviation in Processing of Physics Experimental Data

NASA Astrophysics Data System (ADS)

Shulenin, V. P.

2016-10-01

Properties of robust estimations of the scale parameter are studied. It is noted that the median of absolute deviations and the modified estimation of the average Gini differences have asymptotically normal distributions and bounded influence functions, are B-robust estimations, and hence, unlike the estimation of the standard deviation, are protected from the presence of outliers in the sample. Results of comparison of estimations of the scale parameter are given for a Gaussian model with contamination. An adaptive variant of the modified estimation of the average Gini differences is considered.

Exponentiated power Lindley distribution.

PubMed

Ashour, Samir K; Eltehiwy, Mahmoud A

2015-11-01

A new generalization of the Lindley distribution is recently proposed by Ghitany et al. [1], called as the power Lindley distribution. Another generalization of the Lindley distribution was introduced by Nadarajah et al. [2], named as the generalized Lindley distribution. This paper proposes a more generalization of the Lindley distribution which generalizes the two. We refer to this new generalization as the exponentiated power Lindley distribution. The new distribution is important since it contains as special sub-models some widely well-known distributions in addition to the above two models, such as the Lindley distribution among many others. It also provides more flexibility to analyze complex real data sets. We study some statistical properties for the new distribution. We discuss maximum likelihood estimation of the distribution parameters. Least square estimation is used to evaluate the parameters. Three algorithms are proposed for generating random data from the proposed distribution. An application of the model to a real data set is analyzed using the new distribution, which shows that the exponentiated power Lindley distribution can be used quite effectively in analyzing real lifetime data.

Some Empirical Evidence for Latent Trait Model Selection.

ERIC Educational Resources Information Center

Hutten, Leah R.

The results of this study suggest that for purposes of estimating ability by latent trait methods, the Rasch model compares favorably with the three-parameter logistic model. Using estimated parameters to make predictions about 25 actual number-correct score distributions with samples of 1,000 cases each, those predicted by the Rasch model fit the…

Accounting for parameter uncertainty in the definition of parametric distributions used to describe individual patient variation in health economic models.

PubMed

Degeling, Koen; IJzerman, Maarten J; Koopman, Miriam; Koffijberg, Hendrik

2017-12-15

Parametric distributions based on individual patient data can be used to represent both stochastic and parameter uncertainty. Although general guidance is available on how parameter uncertainty should be accounted for in probabilistic sensitivity analysis, there is no comprehensive guidance on reflecting parameter uncertainty in the (correlated) parameters of distributions used to represent stochastic uncertainty in patient-level models. This study aims to provide this guidance by proposing appropriate methods and illustrating the impact of this uncertainty on modeling outcomes. Two approaches, 1) using non-parametric bootstrapping and 2) using multivariate Normal distributions, were applied in a simulation and case study. The approaches were compared based on point-estimates and distributions of time-to-event and health economic outcomes. To assess sample size impact on the uncertainty in these outcomes, sample size was varied in the simulation study and subgroup analyses were performed for the case-study. Accounting for parameter uncertainty in distributions that reflect stochastic uncertainty substantially increased the uncertainty surrounding health economic outcomes, illustrated by larger confidence ellipses surrounding the cost-effectiveness point-estimates and different cost-effectiveness acceptability curves. Although both approaches performed similar for larger sample sizes (i.e. n = 500), the second approach was more sensitive to extreme values for small sample sizes (i.e. n = 25), yielding infeasible modeling outcomes. Modelers should be aware that parameter uncertainty in distributions used to describe stochastic uncertainty needs to be reflected in probabilistic sensitivity analysis, as it could substantially impact the total amount of uncertainty surrounding health economic outcomes. If feasible, the bootstrap approach is recommended to account for this uncertainty.

Competing risk models in reliability systems, a weibull distribution model with bayesian analysis approach

NASA Astrophysics Data System (ADS)

Iskandar, Ismed; Satria Gondokaryono, Yudi

2016-02-01

In reliability theory, the most important problem is to determine the reliability of a complex system from the reliability of its components. The weakness of most reliability theories is that the systems are described and explained as simply functioning or failed. In many real situations, the failures may be from many causes depending upon the age and the environment of the system and its components. Another problem in reliability theory is one of estimating the parameters of the assumed failure models. The estimation may be based on data collected over censored or uncensored life tests. In many reliability problems, the failure data are simply quantitatively inadequate, especially in engineering design and maintenance system. The Bayesian analyses are more beneficial than the classical one in such cases. The Bayesian estimation analyses allow us to combine past knowledge or experience in the form of an apriori distribution with life test data to make inferences of the parameter of interest. In this paper, we have investigated the application of the Bayesian estimation analyses to competing risk systems. The cases are limited to the models with independent causes of failure by using the Weibull distribution as our model. A simulation is conducted for this distribution with the objectives of verifying the models and the estimators and investigating the performance of the estimators for varying sample size. The simulation data are analyzed by using Bayesian and the maximum likelihood analyses. The simulation results show that the change of the true of parameter relatively to another will change the value of standard deviation in an opposite direction. For a perfect information on the prior distribution, the estimation methods of the Bayesian analyses are better than those of the maximum likelihood. The sensitivity analyses show some amount of sensitivity over the shifts of the prior locations. They also show the robustness of the Bayesian analysis within the range between the true value and the maximum likelihood estimated value lines.

Approaches in highly parameterized inversion: bgaPEST, a Bayesian geostatistical approach implementation with PEST: documentation and instructions

USGS Publications Warehouse

Fienen, Michael N.; D'Oria, Marco; Doherty, John E.; Hunt, Randall J.

2013-01-01

The application bgaPEST is a highly parameterized inversion software package implementing the Bayesian Geostatistical Approach in a framework compatible with the parameter estimation suite PEST. Highly parameterized inversion refers to cases in which parameters are distributed in space or time and are correlated with one another. The Bayesian aspect of bgaPEST is related to Bayesian probability theory in which prior information about parameters is formally revised on the basis of the calibration dataset used for the inversion. Conceptually, this approach formalizes the conditionality of estimated parameters on the specific data and model available. The geostatistical component of the method refers to the way in which prior information about the parameters is used. A geostatistical autocorrelation function is used to enforce structure on the parameters to avoid overfitting and unrealistic results. Bayesian Geostatistical Approach is designed to provide the smoothest solution that is consistent with the data. Optionally, users can specify a level of fit or estimate a balance between fit and model complexity informed by the data. Groundwater and surface-water applications are used as examples in this text, but the possible uses of bgaPEST extend to any distributed parameter applications.

The evaluation of distributed damage in concrete based on sinusoidal modeling of the ultrasonic response.

PubMed

Sepehrinezhad, Alireza; Toufigh, Vahab

2018-05-25

Ultrasonic wave attenuation is an effective descriptor of distributed damage in inhomogeneous materials. Methods developed to measure wave attenuation have the potential to provide an in-site evaluation of existing concrete structures insofar as they are accurate and time-efficient. In this study, material classification and distributed damage evaluation were investigated based on the sinusoidal modeling of the response from the through-transmission ultrasonic tests on polymer concrete specimens. The response signal was modeled as single or the sum of damping sinusoids. Due to the inhomogeneous nature of concrete materials, model parameters may vary from one specimen to another. Therefore, these parameters are not known in advance and should be estimated while the response signal is being received. The modeling procedure used in this study involves a data-adaptive algorithm to estimate the parameters online. Data-adaptive algorithms are used due to a lack of knowledge of the model parameters. The damping factor was estimated as a descriptor of the distributed damage. The results were compared in two different cases as follows: (1) constant excitation frequency with varying concrete mixtures and (2) constant mixture with varying excitation frequencies. The specimens were also loaded up to their ultimate compressive strength to investigate the effect of distributed damage in the response signal. The results of the estimation indicated that the damping was highly sensitive to the change in material inhomogeneity, even in comparable mixtures. In addition to the proposed method, three methods were employed to compare the results based on their accuracy in the classification of materials and the evaluation of the distributed damage. It is shown that the estimated damping factor is not only sensitive to damage in the final stages of loading, but it is also applicable in evaluating micro damages in the earlier stages providing a reliable descriptor of damage. In addition, the modified amplitude ratio method is introduced as an improvement of the classical method. The proposed methods were validated to be effective descriptors of distributed damage. The presented models were also in good agreement with the experimental data. Copyright © 2018 Elsevier B.V. All rights reserved.

Estimating riparian understory vegetation cover with beta regression and copula models

USGS Publications Warehouse

Eskelson, Bianca N.I.; Madsen, Lisa; Hagar, Joan C.; Temesgen, Hailemariam

2011-01-01

Understory vegetation communities are critical components of forest ecosystems. As a result, the importance of modeling understory vegetation characteristics in forested landscapes has become more apparent. Abundance measures such as shrub cover are bounded between 0 and 1, exhibit heteroscedastic error variance, and are often subject to spatial dependence. These distributional features tend to be ignored when shrub cover data are analyzed. The beta distribution has been used successfully to describe the frequency distribution of vegetation cover. Beta regression models ignoring spatial dependence (BR) and accounting for spatial dependence (BRdep) were used to estimate percent shrub cover as a function of topographic conditions and overstory vegetation structure in riparian zones in western Oregon. The BR models showed poor explanatory power (pseudo-R2 ≤ 0.34) but outperformed ordinary least-squares (OLS) and generalized least-squares (GLS) regression models with logit-transformed response in terms of mean square prediction error and absolute bias. We introduce a copula (COP) model that is based on the beta distribution and accounts for spatial dependence. A simulation study was designed to illustrate the effects of incorrectly assuming normality, equal variance, and spatial independence. It showed that BR, BRdep, and COP models provide unbiased parameter estimates, whereas OLS and GLS models result in slightly biased estimates for two of the three parameters. On the basis of the simulation study, 93–97% of the GLS, BRdep, and COP confidence intervals covered the true parameters, whereas OLS and BR only resulted in 84–88% coverage, which demonstrated the superiority of GLS, BRdep, and COP over OLS and BR models in providing standard errors for the parameter estimates in the presence of spatial dependence.

On the issues of probability distribution of GPS carrier phase observations

NASA Astrophysics Data System (ADS)

Luo, X.; Mayer, M.; Heck, B.

2009-04-01

In common practice the observables related to Global Positioning System (GPS) are assumed to follow a Gauss-Laplace normal distribution. Actually, full knowledge of the observables' distribution is not required for parameter estimation by means of the least-squares algorithm based on the functional relation between observations and unknown parameters as well as the associated variance-covariance matrix. However, the probability distribution of GPS observations plays a key role in procedures for quality control (e.g. outlier and cycle slips detection, ambiguity resolution) and in reliability-related assessments of the estimation results. Under non-ideal observation conditions with respect to the factors impacting GPS data quality, for example multipath effects and atmospheric delays, the validity of the normal distribution postulate of GPS observations is in doubt. This paper presents a detailed analysis of the distribution properties of GPS carrier phase observations using double difference residuals. For this purpose 1-Hz observation data from the permanent SAPOS

Information fusion methods based on physical laws.

PubMed

Rao, Nageswara S V; Reister, David B; Barhen, Jacob

2005-01-01

We consider systems whose parameters satisfy certain easily computable physical laws. Each parameter is directly measured by a number of sensors, or estimated using measurements, or both. The measurement process may introduce both systematic and random errors which may then propagate into the estimates. Furthermore, the actual parameter values are not known since every parameter is measured or estimated, which makes the existing sample-based fusion methods inapplicable. We propose a fusion method for combining the measurements and estimators based on the least violation of physical laws that relate the parameters. Under fairly general smoothness and nonsmoothness conditions on the physical laws, we show the asymptotic convergence of our method and also derive distribution-free performance bounds based on finite samples. For suitable choices of the fuser classes, we show that for each parameter the fused estimate is probabilistically at least as good as its best measurement as well as best estimate. We illustrate the effectiveness of this method for a practical problem of fusing well-log data in methane hydrate exploration.

Maximum entropy approach to statistical inference for an ocean acoustic waveguide.

PubMed

Knobles, D P; Sagers, J D; Koch, R A

2012-02-01

A conditional probability distribution suitable for estimating the statistical properties of ocean seabed parameter values inferred from acoustic measurements is derived from a maximum entropy principle. The specification of the expectation value for an error function constrains the maximization of an entropy functional. This constraint determines the sensitivity factor (β) to the error function of the resulting probability distribution, which is a canonical form that provides a conservative estimate of the uncertainty of the parameter values. From the conditional distribution, marginal distributions for individual parameters can be determined from integration over the other parameters. The approach is an alternative to obtaining the posterior probability distribution without an intermediary determination of the likelihood function followed by an application of Bayes' rule. In this paper the expectation value that specifies the constraint is determined from the values of the error function for the model solutions obtained from a sparse number of data samples. The method is applied to ocean acoustic measurements taken on the New Jersey continental shelf. The marginal probability distribution for the values of the sound speed ratio at the surface of the seabed and the source levels of a towed source are examined for different geoacoustic model representations. © 2012 Acoustical Society of America

Estimation of the Nonlinear Random Coefficient Model when Some Random Effects Are Separable

ERIC Educational Resources Information Center

du Toit, Stephen H. C.; Cudeck, Robert

2009-01-01

A method is presented for marginal maximum likelihood estimation of the nonlinear random coefficient model when the response function has some linear parameters. This is done by writing the marginal distribution of the repeated measures as a conditional distribution of the response given the nonlinear random effects. The resulting distribution…

A Bayesian Approach to Determination of F, D, and Z Values Used in Steam Sterilization Validation.

PubMed

Faya, Paul; Stamey, James D; Seaman, John W

2017-01-01

For manufacturers of sterile drug products, steam sterilization is a common method used to provide assurance of the sterility of manufacturing equipment and products. The validation of sterilization processes is a regulatory requirement and relies upon the estimation of key resistance parameters of microorganisms. Traditional methods have relied upon point estimates for the resistance parameters. In this paper, we propose a Bayesian method for estimation of the well-known D T , z , and F o values that are used in the development and validation of sterilization processes. A Bayesian approach allows the uncertainty about these values to be modeled using probability distributions, thereby providing a fully risk-based approach to measures of sterility assurance. An example is given using the survivor curve and fraction negative methods for estimation of resistance parameters, and we present a means by which a probabilistic conclusion can be made regarding the ability of a process to achieve a specified sterility criterion. LAY ABSTRACT: For manufacturers of sterile drug products, steam sterilization is a common method used to provide assurance of the sterility of manufacturing equipment and products. The validation of sterilization processes is a regulatory requirement and relies upon the estimation of key resistance parameters of microorganisms. Traditional methods have relied upon point estimates for the resistance parameters. In this paper, we propose a Bayesian method for estimation of the critical process parameters that are evaluated in the development and validation of sterilization processes. A Bayesian approach allows the uncertainty about these parameters to be modeled using probability distributions, thereby providing a fully risk-based approach to measures of sterility assurance. An example is given using the survivor curve and fraction negative methods for estimation of resistance parameters, and we present a means by which a probabilistic conclusion can be made regarding the ability of a process to achieve a specified sterility criterion. © PDA, Inc. 2017.

A Sparse Bayesian Learning Algorithm for White Matter Parameter Estimation from Compressed Multi-shell Diffusion MRI.

PubMed

Pisharady, Pramod Kumar; Sotiropoulos, Stamatios N; Sapiro, Guillermo; Lenglet, Christophe

2017-09-01

We propose a sparse Bayesian learning algorithm for improved estimation of white matter fiber parameters from compressed (under-sampled q-space) multi-shell diffusion MRI data. The multi-shell data is represented in a dictionary form using a non-monoexponential decay model of diffusion, based on continuous gamma distribution of diffusivities. The fiber volume fractions with predefined orientations, which are the unknown parameters, form the dictionary weights. These unknown parameters are estimated with a linear un-mixing framework, using a sparse Bayesian learning algorithm. A localized learning of hyperparameters at each voxel and for each possible fiber orientations improves the parameter estimation. Our experiments using synthetic data from the ISBI 2012 HARDI reconstruction challenge and in-vivo data from the Human Connectome Project demonstrate the improvements.

Non-linear Parameter Estimates from Non-stationary MEG Data

PubMed Central

Martínez-Vargas, Juan D.; López, Jose D.; Baker, Adam; Castellanos-Dominguez, German; Woolrich, Mark W.; Barnes, Gareth

2016-01-01

We demonstrate a method to estimate key electrophysiological parameters from resting state data. In this paper, we focus on the estimation of head-position parameters. The recovery of these parameters is especially challenging as they are non-linearly related to the measured field. In order to do this we use an empirical Bayesian scheme to estimate the cortical current distribution due to a range of laterally shifted head-models. We compare different methods of approaching this problem from the division of M/EEG data into stationary sections and performing separate source inversions, to explaining all of the M/EEG data with a single inversion. We demonstrate this through estimation of head position in both simulated and empirical resting state MEG data collected using a head-cast. PMID:27597815

Modeling spatially-varying landscape change points in species occurrence thresholds

USGS Publications Warehouse

Wagner, Tyler; Midway, Stephen R.

2014-01-01

Predicting species distributions at scales of regions to continents is often necessary, as large-scale phenomena influence the distributions of spatially structured populations. Land use and land cover are important large-scale drivers of species distributions, and landscapes are known to create species occurrence thresholds, where small changes in a landscape characteristic results in abrupt changes in occurrence. The value of the landscape characteristic at which this change occurs is referred to as a change point. We present a hierarchical Bayesian threshold model (HBTM) that allows for estimating spatially varying parameters, including change points. Our model also allows for modeling estimated parameters in an effort to understand large-scale drivers of variability in land use and land cover on species occurrence thresholds. We use range-wide detection/nondetection data for the eastern brook trout (Salvelinus fontinalis), a stream-dwelling salmonid, to illustrate our HBTM for estimating and modeling spatially varying threshold parameters in species occurrence. We parameterized the model for investigating thresholds in landscape predictor variables that are measured as proportions, and which are therefore restricted to values between 0 and 1. Our HBTM estimated spatially varying thresholds in brook trout occurrence for both the proportion agricultural and urban land uses. There was relatively little spatial variation in change point estimates, although there was spatial variability in the overall shape of the threshold response and associated uncertainty. In addition, regional mean stream water temperature was correlated to the change point parameters for the proportion of urban land use, with the change point value increasing with increasing mean stream water temperature. We present a framework for quantify macrosystem variability in spatially varying threshold model parameters in relation to important large-scale drivers such as land use and land cover. Although the model presented is a logistic HBTM, it can easily be extended to accommodate other statistical distributions for modeling species richness or abundance.

Parameter Estimation for a Model of Space-Time Rainfall

NASA Astrophysics Data System (ADS)

Smith, James A.; Karr, Alan F.

1985-08-01

In this paper, parameter estimation procedures, based on data from a network of rainfall gages, are developed for a class of space-time rainfall models. The models, which are designed to represent the spatial distribution of daily rainfall, have three components, one that governs the temporal occurrence of storms, a second that distributes rain cells spatially for a given storm, and a third that determines the rainfall pattern within a rain cell. Maximum likelihood and method of moments procedures are developed. We illustrate that limitations on model structure are imposed by restricting data sources to rain gage networks. The estimation procedures are applied to a 240-mi2 (621 km2) catchment in the Potomac River basin.

Application of at-site peak-streamflow frequency analyses for very low annual exceedance probabilities

USGS Publications Warehouse

Asquith, William H.; Kiang, Julie E.; Cohn, Timothy A.

2017-07-17

The U.S. Geological Survey (USGS), in cooperation with the U.S. Nuclear Regulatory Commission, has investigated statistical methods for probabilistic flood hazard assessment to provide guidance on very low annual exceedance probability (AEP) estimation of peak-streamflow frequency and the quantification of corresponding uncertainties using streamgage-specific data. The term “very low AEP” implies exceptionally rare events defined as those having AEPs less than about 0.001 (or 1 × 10–3 in scientific notation or for brevity 10–3). Such low AEPs are of great interest to those involved with peak-streamflow frequency analyses for critical infrastructure, such as nuclear power plants. Flood frequency analyses at streamgages are most commonly based on annual instantaneous peak streamflow data and a probability distribution fit to these data. The fitted distribution provides a means to extrapolate to very low AEPs. Within the United States, the Pearson type III probability distribution, when fit to the base-10 logarithms of streamflow, is widely used, but other distribution choices exist. The USGS-PeakFQ software, implementing the Pearson type III within the Federal agency guidelines of Bulletin 17B (method of moments) and updates to the expected moments algorithm (EMA), was specially adapted for an “Extended Output” user option to provide estimates at selected AEPs from 10–3 to 10–6. Parameter estimation methods, in addition to product moments and EMA, include L-moments, maximum likelihood, and maximum product of spacings (maximum spacing estimation). This study comprehensively investigates multiple distributions and parameter estimation methods for two USGS streamgages (01400500 Raritan River at Manville, New Jersey, and 01638500 Potomac River at Point of Rocks, Maryland). The results of this study specifically involve the four methods for parameter estimation and up to nine probability distributions, including the generalized extreme value, generalized log-normal, generalized Pareto, and Weibull. Uncertainties in streamflow estimates for corresponding AEP are depicted and quantified as two primary forms: quantile (aleatoric [random sampling] uncertainty) and distribution-choice (epistemic [model] uncertainty). Sampling uncertainties of a given distribution are relatively straightforward to compute from analytical or Monte Carlo-based approaches. Distribution-choice uncertainty stems from choices of potentially applicable probability distributions for which divergence among the choices increases as AEP decreases. Conventional goodness-of-fit statistics, such as Cramér-von Mises, and L-moment ratio diagrams are demonstrated in order to hone distribution choice. The results generally show that distribution choice uncertainty is larger than sampling uncertainty for very low AEP values.

Estimation of beam material random field properties via sensitivity-based model updating using experimental frequency response functions

NASA Astrophysics Data System (ADS)

Machado, M. R.; Adhikari, S.; Dos Santos, J. M. C.; Arruda, J. R. F.

2018-03-01

Structural parameter estimation is affected not only by measurement noise but also by unknown uncertainties which are present in the system. Deterministic structural model updating methods minimise the difference between experimentally measured data and computational prediction. Sensitivity-based methods are very efficient in solving structural model updating problems. Material and geometrical parameters of the structure such as Poisson's ratio, Young's modulus, mass density, modal damping, etc. are usually considered deterministic and homogeneous. In this paper, the distributed and non-homogeneous characteristics of these parameters are considered in the model updating. The parameters are taken as spatially correlated random fields and are expanded in a spectral Karhunen-Loève (KL) decomposition. Using the KL expansion, the spectral dynamic stiffness matrix of the beam is expanded as a series in terms of discretized parameters, which can be estimated using sensitivity-based model updating techniques. Numerical and experimental tests involving a beam with distributed bending rigidity and mass density are used to verify the proposed method. This extension of standard model updating procedures can enhance the dynamic description of structural dynamic models.

Marginally specified priors for non-parametric Bayesian estimation

PubMed Central

Kessler, David C.; Hoff, Peter D.; Dunson, David B.

2014-01-01

Summary Prior specification for non-parametric Bayesian inference involves the difficult task of quantifying prior knowledge about a parameter of high, often infinite, dimension. A statistician is unlikely to have informed opinions about all aspects of such a parameter but will have real information about functionals of the parameter, such as the population mean or variance. The paper proposes a new framework for non-parametric Bayes inference in which the prior distribution for a possibly infinite dimensional parameter is decomposed into two parts: an informative prior on a finite set of functionals, and a non-parametric conditional prior for the parameter given the functionals. Such priors can be easily constructed from standard non-parametric prior distributions in common use and inherit the large support of the standard priors on which they are based. Additionally, posterior approximations under these informative priors can generally be made via minor adjustments to existing Markov chain approximation algorithms for standard non-parametric prior distributions. We illustrate the use of such priors in the context of multivariate density estimation using Dirichlet process mixture models, and in the modelling of high dimensional sparse contingency tables. PMID:25663813

A theoretical framework for convergence and continuous dependence of estimates in inverse problems for distributed parameter systems

NASA Technical Reports Server (NTRS)

Banks, H. T.; Ito, K.

1988-01-01

Numerical techniques for parameter identification in distributed-parameter systems are developed analytically. A general convergence and stability framework (for continuous dependence on observations) is derived for first-order systems on the basis of (1) a weak formulation in terms of sesquilinear forms and (2) the resolvent convergence form of the Trotter-Kato approximation. The extension of this framework to second-order systems is considered.

Estimating varying coefficients for partial differential equation models.

PubMed

Zhang, Xinyu; Cao, Jiguo; Carroll, Raymond J

2017-09-01

Partial differential equations (PDEs) are used to model complex dynamical systems in multiple dimensions, and their parameters often have important scientific interpretations. In some applications, PDE parameters are not constant but can change depending on the values of covariates, a feature that we call varying coefficients. We propose a parameter cascading method to estimate varying coefficients in PDE models from noisy data. Our estimates of the varying coefficients are shown to be consistent and asymptotically normally distributed. The performance of our method is evaluated by a simulation study and by an empirical study estimating three varying coefficients in a PDE model arising from LIDAR data. © 2017, The International Biometric Society.

Combined Parameter and State Estimation Problem in a Complex Domain: RF Hyperthermia Treatment Using Nanoparticles

NASA Astrophysics Data System (ADS)

Bermeo Varon, L. A.; Orlande, H. R. B.; Eliçabe, G. E.

2016-09-01

The particle filter methods have been widely used to solve inverse problems with sequential Bayesian inference in dynamic models, simultaneously estimating sequential state variables and fixed model parameters. This methods are an approximation of sequences of probability distributions of interest, that using a large set of random samples, with presence uncertainties in the model, measurements and parameters. In this paper the main focus is the solution combined parameters and state estimation in the radiofrequency hyperthermia with nanoparticles in a complex domain. This domain contains different tissues like muscle, pancreas, lungs, small intestine and a tumor which is loaded iron oxide nanoparticles. The results indicated that excellent agreements between estimated and exact value are obtained.

Detecting background changes in environments with dynamic foreground by separating probability distribution function mixtures using Pearson's method of moments

NASA Astrophysics Data System (ADS)

Jenkins, Colleen; Jordan, Jay; Carlson, Jeff

2007-02-01

This paper presents parameter estimation techniques useful for detecting background changes in a video sequence with extreme foreground activity. A specific application of interest is automated detection of the covert placement of threats (e.g., a briefcase bomb) inside crowded public facilities. We propose that a histogram of pixel intensity acquired from a fixed mounted camera over time for a series of images will be a mixture of two Gaussian functions: the foreground probability distribution function and background probability distribution function. We will use Pearson's Method of Moments to separate the two probability distribution functions. The background function can then be "remembered" and changes in the background can be detected. Subsequent comparisons of background estimates are used to detect changes. Changes are flagged to alert security forces to the presence and location of potential threats. Results are presented that indicate the significant potential for robust parameter estimation techniques as applied to video surveillance.

Diagnostics of Robust Growth Curve Modeling Using Student's "t" Distribution

ERIC Educational Resources Information Center

Tong, Xin; Zhang, Zhiyong

2012-01-01

Growth curve models with different types of distributions of random effects and of intraindividual measurement errors for robust analysis are compared. After demonstrating the influence of distribution specification on parameter estimation, 3 methods for diagnosing the distributions for both random effects and intraindividual measurement errors…

Kinetic compensation effect in logistic distributed activation energy model for lignocellulosic biomass pyrolysis.

PubMed

Xu, Di; Chai, Meiyun; Dong, Zhujun; Rahman, Md Maksudur; Yu, Xi; Cai, Junmeng

2018-06-04

The kinetic compensation effect in the logistic distributed activation energy model (DAEM) for lignocellulosic biomass pyrolysis was investigated. The sum of square error (SSE) surface tool was used to analyze two theoretically simulated logistic DAEM processes for cellulose and xylan pyrolysis. The logistic DAEM coupled with the pattern search method for parameter estimation was used to analyze the experimental data of cellulose pyrolysis. The results showed that many parameter sets of the logistic DAEM could fit the data at different heating rates very well for both simulated and experimental processes, and a perfect linear relationship between the logarithm of the frequency factor and the mean value of the activation energy distribution was found. The parameters of the logistic DAEM can be estimated by coupling the optimization method and isoconversional kinetic methods. The results would be helpful for chemical kinetic analysis using DAEM. Copyright © 2018 Elsevier Ltd. All rights reserved.

Hiereachical Bayesian Model for Combining Geochemical and Geophysical Data for Environmental Applications Software

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

Chen, Jinsong

2013-05-01

Development of a hierarchical Bayesian model to estimate the spatiotemporal distribution of aqueous geochemical parameters associated with in-situ bioremediation using surface spectral induced polarization (SIP) data and borehole geochemical measurements collected during a bioremediation experiment at a uranium-contaminated site near Rifle, Colorado. The SIP data are first inverted for Cole-Cole parameters including chargeability, time constant, resistivity at the DC frequency and dependence factor, at each pixel of two-dimensional grids using a previously developed stochastic method. Correlations between the inverted Cole-Cole parameters and the wellbore-based groundwater chemistry measurements indicative of key metabolic processes within the aquifer (e.g. ferrous iron, sulfate, uranium)more » were established and used as a basis for petrophysical model development. The developed Bayesian model consists of three levels of statistical sub-models: 1) data model, providing links between geochemical and geophysical attributes, 2) process model, describing the spatial and temporal variability of geochemical properties in the subsurface system, and 3) parameter model, describing prior distributions of various parameters and initial conditions. The unknown parameters are estimated using Markov chain Monte Carlo methods. By combining the temporally distributed geochemical data with the spatially distributed geophysical data, we obtain the spatio-temporal distribution of ferrous iron, sulfate and sulfide, and their associated uncertainity information. The obtained results can be used to assess the efficacy of the bioremediation treatment over space and time and to constrain reactive transport models.« less

Bayesian calibration of mechanistic aquatic biogeochemical models and benefits for environmental management

NASA Astrophysics Data System (ADS)

Arhonditsis, George B.; Papantou, Dimitra; Zhang, Weitao; Perhar, Gurbir; Massos, Evangelia; Shi, Molu

2008-09-01

Aquatic biogeochemical models have been an indispensable tool for addressing pressing environmental issues, e.g., understanding oceanic response to climate change, elucidation of the interplay between plankton dynamics and atmospheric CO 2 levels, and examination of alternative management schemes for eutrophication control. Their ability to form the scientific basis for environmental management decisions can be undermined by the underlying structural and parametric uncertainty. In this study, we outline how we can attain realistic predictive links between management actions and ecosystem response through a probabilistic framework that accommodates rigorous uncertainty analysis of a variety of error sources, i.e., measurement error, parameter uncertainty, discrepancy between model and natural system. Because model uncertainty analysis essentially aims to quantify the joint probability distribution of model parameters and to make inference about this distribution, we believe that the iterative nature of Bayes' Theorem is a logical means to incorporate existing knowledge and update the joint distribution as new information becomes available. The statistical methodology begins with the characterization of parameter uncertainty in the form of probability distributions, then water quality data are used to update the distributions, and yield posterior parameter estimates along with predictive uncertainty bounds. Our illustration is based on a six state variable (nitrate, ammonium, dissolved organic nitrogen, phytoplankton, zooplankton, and bacteria) ecological model developed for gaining insight into the mechanisms that drive plankton dynamics in a coastal embayment; the Gulf of Gera, Island of Lesvos, Greece. The lack of analytical expressions for the posterior parameter distributions was overcome using Markov chain Monte Carlo simulations; a convenient way to obtain representative samples of parameter values. The Bayesian calibration resulted in realistic reproduction of the key temporal patterns of the system, offered insights into the degree of information the data contain about model inputs, and also allowed the quantification of the dependence structure among the parameter estimates. Finally, our study uses two synthetic datasets to examine the ability of the updated model to provide estimates of predictive uncertainty for water quality variables of environmental management interest.

A robust ridge regression approach in the presence of both multicollinearity and outliers in the data

NASA Astrophysics Data System (ADS)

Shariff, Nurul Sima Mohamad; Ferdaos, Nur Aqilah

2017-08-01

Multicollinearity often leads to inconsistent and unreliable parameter estimates in regression analysis. This situation will be more severe in the presence of outliers it will cause fatter tails in the error distributions than the normal distributions. The well-known procedure that is robust to multicollinearity problem is the ridge regression method. This method however is expected to be affected by the presence of outliers due to some assumptions imposed in the modeling procedure. Thus, the robust version of existing ridge method with some modification in the inverse matrix and the estimated response value is introduced. The performance of the proposed method is discussed and comparisons are made with several existing estimators namely, Ordinary Least Squares (OLS), ridge regression and robust ridge regression based on GM-estimates. The finding of this study is able to produce reliable parameter estimates in the presence of both multicollinearity and outliers in the data.

An evaluation of percentile and maximum likelihood estimators of weibull paremeters

Treesearch

Stanley J. Zarnoch; Tommy R. Dell

1985-01-01

Two methods of estimating the three-parameter Weibull distribution were evaluated by computer simulation and field data comparison. Maximum likelihood estimators (MLB) with bias correction were calculated with the computer routine FITTER (Bailey 1974); percentile estimators (PCT) were those proposed by Zanakis (1979). The MLB estimators had superior smaller bias and...

A Broadband Microwave Radiometer Technique at X-band for Rain and Drop Size Distribution Estimation

NASA Technical Reports Server (NTRS)

Meneghini, R.

2005-01-01

Radiometric brightess temperatures below about 12 GHz provide accurate estimates of path attenuation through precipitation and cloud water. Multiple brightness temperature measurements at X-band frequencies can be used to estimate rainfall rate and parameters of the drop size distribution once correction for cloud water attenuation is made. Employing a stratiform storm model, calculations of the brightness temperatures at 9.5, 10 and 12 GHz are used to simulate estimates of path-averaged median mass diameter, number concentration and rainfall rate. The results indicate that reasonably accurate estimates of rainfall rate and information on the drop size distribution can be derived over ocean under low to moderate wind speed conditions.

Effects of LiDAR point density, sampling size and height threshold on estimation accuracy of crop biophysical parameters.

PubMed

Luo, Shezhou; Chen, Jing M; Wang, Cheng; Xi, Xiaohuan; Zeng, Hongcheng; Peng, Dailiang; Li, Dong

2016-05-30

Vegetation leaf area index (LAI), height, and aboveground biomass are key biophysical parameters. Corn is an important and globally distributed crop, and reliable estimations of these parameters are essential for corn yield forecasting, health monitoring and ecosystem modeling. Light Detection and Ranging (LiDAR) is considered an effective technology for estimating vegetation biophysical parameters. However, the estimation accuracies of these parameters are affected by multiple factors. In this study, we first estimated corn LAI, height and biomass (R² = 0.80, 0.874 and 0.838, respectively) using the original LiDAR data (7.32 points/m²), and the results showed that LiDAR data could accurately estimate these biophysical parameters. Second, comprehensive research was conducted on the effects of LiDAR point density, sampling size and height threshold on the estimation accuracy of LAI, height and biomass. Our findings indicated that LiDAR point density had an important effect on the estimation accuracy for vegetation biophysical parameters, however, high point density did not always produce highly accurate estimates, and reduced point density could deliver reasonable estimation results. Furthermore, the results showed that sampling size and height threshold were additional key factors that affect the estimation accuracy of biophysical parameters. Therefore, the optimal sampling size and the height threshold should be determined to improve the estimation accuracy of biophysical parameters. Our results also implied that a higher LiDAR point density, larger sampling size and height threshold were required to obtain accurate corn LAI estimation when compared with height and biomass estimations. In general, our results provide valuable guidance for LiDAR data acquisition and estimation of vegetation biophysical parameters using LiDAR data.

Improved dose-volume histogram estimates for radiopharmaceutical therapy by optimizing quantitative SPECT reconstruction parameters

NASA Astrophysics Data System (ADS)

Cheng, Lishui; Hobbs, Robert F.; Segars, Paul W.; Sgouros, George; Frey, Eric C.

2013-06-01

In radiopharmaceutical therapy, an understanding of the dose distribution in normal and target tissues is important for optimizing treatment. Three-dimensional (3D) dosimetry takes into account patient anatomy and the nonuniform uptake of radiopharmaceuticals in tissues. Dose-volume histograms (DVHs) provide a useful summary representation of the 3D dose distribution and have been widely used for external beam treatment planning. Reliable 3D dosimetry requires an accurate 3D radioactivity distribution as the input. However, activity distribution estimates from SPECT are corrupted by noise and partial volume effects (PVEs). In this work, we systematically investigated OS-EM based quantitative SPECT (QSPECT) image reconstruction in terms of its effect on DVHs estimates. A modified 3D NURBS-based Cardiac-Torso (NCAT) phantom that incorporated a non-uniform kidney model and clinically realistic organ activities and biokinetics was used. Projections were generated using a Monte Carlo (MC) simulation; noise effects were studied using 50 noise realizations with clinical count levels. Activity images were reconstructed using QSPECT with compensation for attenuation, scatter and collimator-detector response (CDR). Dose rate distributions were estimated by convolution of the activity image with a voxel S kernel. Cumulative DVHs were calculated from the phantom and QSPECT images and compared both qualitatively and quantitatively. We found that noise, PVEs, and ringing artifacts due to CDR compensation all degraded histogram estimates. Low-pass filtering and early termination of the iterative process were needed to reduce the effects of noise and ringing artifacts on DVHs, but resulted in increased degradations due to PVEs. Large objects with few features, such as the liver, had more accurate histogram estimates and required fewer iterations and more smoothing for optimal results. Smaller objects with fine details, such as the kidneys, required more iterations and less smoothing at early time points post-radiopharmaceutical administration but more smoothing and fewer iterations at later time points when the total organ activity was lower. The results of this study demonstrate the importance of using optimal reconstruction and regularization parameters. Optimal results were obtained with different parameters at each time point, but using a single set of parameters for all time points produced near-optimal dose-volume histograms.

The Beta-Geometric Model Applied to Fecundability in a Sample of Married Women

NASA Astrophysics Data System (ADS)

Adekanmbi, D. B.; Bamiduro, T. A.

2006-10-01

The time required to achieve pregnancy among married couples termed fecundability has been proposed to follow a beta-geometric distribution. The accuracy of the method used in estimating the parameters of the model has an implication on the goodness of fit of the model. In this study, the parameters of the model are estimated using the Method of Moments and Newton-Raphson estimation procedure. The goodness of fit of the model was considered, using estimates from the two methods of estimation, as well as the asymptotic relative efficiency of the estimates. A noticeable improvement in the fit of the model to the data on time to conception was observed, when the parameters are estimated by Newton-Raphson procedure, and thereby estimating reasonable expectations of fecundability for married female population in the country.

Image informative maps for component-wise estimating parameters of signal-dependent noise

NASA Astrophysics Data System (ADS)

Uss, Mykhail L.; Vozel, Benoit; Lukin, Vladimir V.; Chehdi, Kacem

2013-01-01

We deal with the problem of blind parameter estimation of signal-dependent noise from mono-component image data. Multispectral or color images can be processed in a component-wise manner. The main results obtained rest on the assumption that the image texture and noise parameters estimation problems are interdependent. A two-dimensional fractal Brownian motion (fBm) model is used for locally describing image texture. A polynomial model is assumed for the purpose of describing the signal-dependent noise variance dependence on image intensity. Using the maximum likelihood approach, estimates of both fBm-model and noise parameters are obtained. It is demonstrated that Fisher information (FI) on noise parameters contained in an image is distributed nonuniformly over intensity coordinates (an image intensity range). It is also shown how to find the most informative intensities and the corresponding image areas for a given noisy image. The proposed estimator benefits from these detected areas to improve the estimation accuracy of signal-dependent noise parameters. Finally, the potential estimation accuracy (Cramér-Rao Lower Bound, or CRLB) of noise parameters is derived, providing confidence intervals of these estimates for a given image. In the experiment, the proposed and existing state-of-the-art noise variance estimators are compared for a large image database using CRLB-based statistical efficiency criteria.

Kalman filter for statistical monitoring of forest cover across sub-continental regions [Symposium

Treesearch

Raymond L. Czaplewski

1991-01-01

The Kalman filter is a generalization of the composite estimator. The univariate composite estimate combines 2 prior estimates of population parameter with a weighted average where the scalar weight is inversely proportional to the variances. The composite estimator is a minimum variance estimator that requires no distributional assumptions other than estimates of the...

Implicit assimilation for marine ecological models

NASA Astrophysics Data System (ADS)

Weir, B.; Miller, R.; Spitz, Y. H.

2012-12-01

We use a new data assimilation method to estimate the parameters of a marine ecological model. At a given point in the ocean, the estimated values of the parameters determine the behaviors of the modeled planktonic groups, and thus indicate which species are dominant. To begin, we assimilate in situ observations, e.g., the Bermuda Atlantic Time-series Study, the Hawaii Ocean Time-series, and Ocean Weather Station Papa. From there, we estimate the parameters at surrounding points in space based on satellite observations of ocean color. Given the variation of the estimated parameters, we divide the ocean into regions meant to represent distinct ecosystems. An important feature of the data assimilation approach is that it refines the confidence limits of the optimal Gaussian approximation to the distribution of the parameters. This enables us to determine the ecological divisions with greater accuracy.

Research on Radar Micro-Doppler Feature Parameter Estimation of Propeller Aircraft

NASA Astrophysics Data System (ADS)

He, Zhihua; Tao, Feixiang; Duan, Jia; Luo, Jingsheng

2018-01-01

The micro-motion modulation effect of the rotated propellers to radar echo can be a steady feature for aircraft target recognition. Thus, micro-Doppler feature parameter estimation is a key to accurate target recognition. In this paper, the radar echo of rotated propellers is modelled and simulated. Based on which, the distribution characteristics of the micro-motion modulation energy in time, frequency and time-frequency domain are analyzed. The micro-motion modulation energy produced by the scattering points of rotating propellers is accumulated using the Inverse-Radon (I-Radon) transform, which can be used to accomplish the estimation of micro-modulation parameter. Finally, it is proved that the proposed parameter estimation method is effective with measured data. The micro-motion parameters of aircraft can be used as the features of radar target recognition.

Generalized Processing Tree Models: Jointly Modeling Discrete and Continuous Variables.

PubMed

Heck, Daniel W; Erdfelder, Edgar; Kieslich, Pascal J

2018-05-24

Multinomial processing tree models assume that discrete cognitive states determine observed response frequencies. Generalized processing tree (GPT) models extend this conceptual framework to continuous variables such as response times, process-tracing measures, or neurophysiological variables. GPT models assume finite-mixture distributions, with weights determined by a processing tree structure, and continuous components modeled by parameterized distributions such as Gaussians with separate or shared parameters across states. We discuss identifiability, parameter estimation, model testing, a modeling syntax, and the improved precision of GPT estimates. Finally, a GPT version of the feature comparison model of semantic categorization is applied to computer-mouse trajectories.

Proceedings of the Workshop on Applications of Distributed System Theory to the Control of Large Space Structures

NASA Technical Reports Server (NTRS)

Rodriguez, G. (Editor)

1983-01-01

Two general themes in the control of large space structures are addressed: control theory for distributed parameter systems and distributed control for systems requiring spatially-distributed multipoint sensing and actuation. Topics include modeling and control, stabilization, and estimation and identification.

Empirical Bayes estimation of proportions with application to cowbird parasitism rates

USGS Publications Warehouse

Link, W.A.; Hahn, D.C.

1996-01-01

Bayesian models provide a structure for studying collections of parameters such as are considered in the investigation of communities, ecosystems, and landscapes. This structure allows for improved estimation of individual parameters, by considering them in the context of a group of related parameters. Individual estimates are differentially adjusted toward an overall mean, with the magnitude of their adjustment based on their precision. Consequently, Bayesian estimation allows for a more credible identification of extreme values in a collection of estimates. Bayesian models regard individual parameters as values sampled from a specified probability distribution, called a prior. The requirement that the prior be known is often regarded as an unattractive feature of Bayesian analysis and may be the reason why Bayesian analyses are not frequently applied in ecological studies. Empirical Bayes methods provide an alternative approach that incorporates the structural advantages of Bayesian models while requiring a less stringent specification of prior knowledge. Rather than requiring that the prior distribution be known, empirical Bayes methods require only that it be in a certain family of distributions, indexed by hyperparameters that can be estimated from the available data. This structure is of interest per se, in addition to its value in allowing for improved estimation of individual parameters; for example, hypotheses regarding the existence of distinct subgroups in a collection of parameters can be considered under the empirical Bayes framework by allowing the hyperparameters to vary among subgroups. Though empirical Bayes methods have been applied in a variety of contexts, they have received little attention in the ecological literature. We describe the empirical Bayes approach in application to estimation of proportions, using data obtained in a community-wide study of cowbird parasitism rates for illustration. Since observed proportions based on small sample sizes are heavily adjusted toward the mean, extreme values among empirical Bayes estimates identify those species for which there is the greatest evidence of extreme parasitism rates. Applying a subgroup analysis to our data on cowbird parasitism rates, we conclude that parasitism rates for Neotropical Migrants as a group are no greater than those of Resident/Short-distance Migrant species in this forest community. Our data and analyses demonstrate that the parasitism rates for certain Neotropical Migrant species are remarkably low (Wood Thrush and Rose-breasted Grosbeak) while those for others are remarkably high (Ovenbird and Red-eyed Vireo).

Income dynamics with a stationary double Pareto distribution.

PubMed

Toda, Alexis Akira

2011-04-01

Once controlled for the trend, the distribution of personal income appears to be double Pareto, a distribution that obeys the power law exactly in both the upper and the lower tails. I propose a model of income dynamics with a stationary distribution that is consistent with this fact. Using US male wage data for 1970-1993, I estimate the power law exponent in two ways--(i) from each cross section, assuming that the distribution has converged to the stationary distribution, and (ii) from a panel directly estimating the parameters of the income dynamics model--and obtain the same value of 8.4.

Description of the National Hydrologic Model for use with the Precipitation-Runoff Modeling System (PRMS)

USGS Publications Warehouse

Regan, R. Steven; Markstrom, Steven L.; Hay, Lauren E.; Viger, Roland J.; Norton, Parker A.; Driscoll, Jessica M.; LaFontaine, Jacob H.

2018-01-08

This report documents several components of the U.S. Geological Survey National Hydrologic Model of the conterminous United States for use with the Precipitation-Runoff Modeling System (PRMS). It provides descriptions of the (1) National Hydrologic Model, (2) Geospatial Fabric for National Hydrologic Modeling, (3) PRMS hydrologic simulation code, (4) parameters and estimation methods used to compute spatially and temporally distributed default values as required by PRMS, (5) National Hydrologic Model Parameter Database, and (6) model extraction tool named Bandit. The National Hydrologic Model Parameter Database contains values for all PRMS parameters used in the National Hydrologic Model. The methods and national datasets used to estimate all the PRMS parameters are described. Some parameter values are derived from characteristics of topography, land cover, soils, geology, and hydrography using traditional Geographic Information System methods. Other parameters are set to long-established default values and computation of initial values. Additionally, methods (statistical, sensitivity, calibration, and algebraic) were developed to compute parameter values on the basis of a variety of nationally-consistent datasets. Values in the National Hydrologic Model Parameter Database can periodically be updated on the basis of new parameter estimation methods and as additional national datasets become available. A companion ScienceBase resource provides a set of static parameter values as well as images of spatially-distributed parameters associated with PRMS states and fluxes for each Hydrologic Response Unit across the conterminuous United States.

Regression without truth with Markov chain Monte-Carlo

NASA Astrophysics Data System (ADS)

Madan, Hennadii; Pernuš, Franjo; Likar, Boštjan; Å piclin, Žiga

2017-03-01

Regression without truth (RWT) is a statistical technique for estimating error model parameters of each method in a group of methods used for measurement of a certain quantity. A very attractive aspect of RWT is that it does not rely on a reference method or "gold standard" data, which is otherwise difficult RWT was used for a reference-free performance comparison of several methods for measuring left ventricular ejection fraction (EF), i.e. a percentage of blood leaving the ventricle each time the heart contracts, and has since been applied for various other quantitative imaging biomarkerss (QIBs). Herein, we show how Markov chain Monte-Carlo (MCMC), a computational technique for drawing samples from a statistical distribution with probability density function known only up to a normalizing coefficient, can be used to augment RWT to gain a number of important benefits compared to the original approach based on iterative optimization. For instance, the proposed MCMC-based RWT enables the estimation of joint posterior distribution of the parameters of the error model, straightforward quantification of uncertainty of the estimates, estimation of true value of the measurand and corresponding credible intervals (CIs), does not require a finite support for prior distribution of the measureand generally has a much improved robustness against convergence to non-global maxima. The proposed approach is validated using synthetic data that emulate the EF data for 45 patients measured with 8 different methods. The obtained results show that 90% CI of the corresponding parameter estimates contain the true values of all error model parameters and the measurand. A potential real-world application is to take measurements of a certain QIB several different methods and then use the proposed framework to compute the estimates of the true values and their uncertainty, a vital information for diagnosis based on QIB.

Estimating catchment-scale groundwater dynamics from recession analysis - enhanced constraining of hydrological models

NASA Astrophysics Data System (ADS)

Skaugen, Thomas; Mengistu, Zelalem

2016-12-01

In this study, we propose a new formulation of subsurface water storage dynamics for use in rainfall-runoff models. Under the assumption of a strong relationship between storage and runoff, the temporal distribution of catchment-scale storage is considered to have the same shape as the distribution of observed recessions (measured as the difference between the log of runoff values). The mean subsurface storage is estimated as the storage at steady state, where moisture input equals the mean annual runoff. An important contribution of the new formulation is that its parameters are derived directly from observed recession data and the mean annual runoff. The parameters are hence estimated prior to model calibration against runoff. The new storage routine is implemented in the parameter parsimonious distance distribution dynamics (DDD) model and has been tested for 73 catchments in Norway of varying size, mean elevation and landscape type. Runoff simulations for the 73 catchments from two model structures (DDD with calibrated subsurface storage and DDD with the new estimated subsurface storage) were compared. Little loss in precision of runoff simulations was found using the new estimated storage routine. For the 73 catchments, an average of the Nash-Sutcliffe efficiency criterion of 0.73 was obtained using the new estimated storage routine compared with 0.75 using calibrated storage routine. The average Kling-Gupta efficiency criterion was 0.80 and 0.81 for the new and old storage routine, respectively. Runoff recessions are more realistically modelled using the new approach since the root mean square error between the mean of observed and simulated recession characteristics was reduced by almost 50 % using the new storage routine. The parameters of the proposed storage routine are found to be significantly correlated to catchment characteristics, which is potentially useful for predictions in ungauged basins.

HIV Model Parameter Estimates from Interruption Trial Data including Drug Efficacy and Reservoir Dynamics

PubMed Central

Luo, Rutao; Piovoso, Michael J.; Martinez-Picado, Javier; Zurakowski, Ryan

2012-01-01

Mathematical models based on ordinary differential equations (ODE) have had significant impact on understanding HIV disease dynamics and optimizing patient treatment. A model that characterizes the essential disease dynamics can be used for prediction only if the model parameters are identifiable from clinical data. Most previous parameter identification studies for HIV have used sparsely sampled data from the decay phase following the introduction of therapy. In this paper, model parameters are identified from frequently sampled viral-load data taken from ten patients enrolled in the previously published AutoVac HAART interruption study, providing between 69 and 114 viral load measurements from 3–5 phases of viral decay and rebound for each patient. This dataset is considerably larger than those used in previously published parameter estimation studies. Furthermore, the measurements come from two separate experimental conditions, which allows for the direct estimation of drug efficacy and reservoir contribution rates, two parameters that cannot be identified from decay-phase data alone. A Markov-Chain Monte-Carlo method is used to estimate the model parameter values, with initial estimates obtained using nonlinear least-squares methods. The posterior distributions of the parameter estimates are reported and compared for all patients. PMID:22815727

Geophysical Parameter Estimation of Near Surface Materials Using Nuclear Magnetic Resonance

NASA Astrophysics Data System (ADS)

Keating, K.

2017-12-01

Proton nuclear magnetic resonance (NMR), a mature geophysical technology used in petroleum applications, has recently emerged as a promising tool for hydrogeophysicists. The NMR measurement, which can be made in the laboratory, in boreholes, and using a surface based instrument, are unique in that it is directly sensitive to water, via the initial signal magnitude, and thus provides a robust estimate of water content. In the petroleum industry rock physics models have been established that relate NMR relaxation times to pore size distributions and permeability. These models are often applied directly for hydrogeophysical applications, despite differences in the material in these two environments (e.g., unconsolidated versus consolidated, and mineral content). Furthermore, the rock physics models linking NMR relaxation times to pore size distributions do not account for partially saturated systems that are important for understanding flow in the vadose zone. In our research, we are developing and refining quantitative rock physics models that relate NMR parameters to hydrogeological parameters. Here we highlight the limitations of directly applying established rock physics models to estimate hydrogeological parameters from NMR measurements, and show some of the successes we have had in model improvement. Using examples drawn from both laboratory and field measurements, we focus on the use of NMR in partial saturated systems to estimate water content, pore-size distributions, and the water retention curve. Despite the challenges in interpreting the measurements, valuable information about hydrogeological parameters can be obtained from NMR relaxation data, and we conclude by outlining pathways for improving the interpretation of NMR data for hydrogeophysical investigations.

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

La Russa, D

Purpose: The purpose of this project is to develop a robust method of parameter estimation for a Poisson-based TCP model using Bayesian inference. Methods: Bayesian inference was performed using the PyMC3 probabilistic programming framework written in Python. A Poisson-based TCP regression model that accounts for clonogen proliferation was fit to observed rates of local relapse as a function of equivalent dose in 2 Gy fractions for a population of 623 stage-I non-small-cell lung cancer patients. The Slice Markov Chain Monte Carlo sampling algorithm was used to sample the posterior distributions, and was initiated using the maximum of the posterior distributionsmore » found by optimization. The calculation of TCP with each sample step required integration over the free parameter α, which was performed using an adaptive 24-point Gauss-Legendre quadrature. Convergence was verified via inspection of the trace plot and posterior distribution for each of the fit parameters, as well as with comparisons of the most probable parameter values with their respective maximum likelihood estimates. Results: Posterior distributions for α, the standard deviation of α (σ), the average tumour cell-doubling time (Td), and the repopulation delay time (Tk), were generated assuming α/β = 10 Gy, and a fixed clonogen density of 10{sup 7} cm−{sup 3}. Posterior predictive plots generated from samples from these posterior distributions are in excellent agreement with the observed rates of local relapse used in the Bayesian inference. The most probable values of the model parameters also agree well with maximum likelihood estimates. Conclusion: A robust method of performing Bayesian inference of TCP data using a complex TCP model has been established.« less

Hybrid method for determining the parameters of condenser microphones from measured membrane velocities and numerical calculations.

PubMed

Barrera-Figueroa, Salvador; Rasmussen, Knud; Jacobsen, Finn

2009-10-01

Typically, numerical calculations of the pressure, free-field, and random-incidence response of a condenser microphone are carried out on the basis of an assumed displacement distribution of the diaphragm of the microphone; the conventional assumption is that the displacement follows a Bessel function. This assumption is probably valid at frequencies below the resonance frequency. However, at higher frequencies the movement of the membrane is heavily coupled with the damping of the air film between membrane and backplate and with resonances in the back chamber of the microphone. A solution to this problem is to measure the velocity distribution of the membrane by means of a non-contact method, such as laser vibrometry. The measured velocity distribution can be used together with a numerical formulation such as the boundary element method for estimating the microphone response and other parameters, e.g., the acoustic center. In this work, such a hybrid method is presented and examined. The velocity distributions of a number of condenser microphones have been determined using a laser vibrometer, and these measured velocity distributions have been used for estimating microphone responses and other parameters. The agreement with experimental data is generally good. The method can be used as an alternative for validating the parameters of the microphones determined by classical calibration techniques.

Comparison of particle-tracking and lumped-parameter age-distribution models for evaluating vulnerability of production wells to contamination

USGS Publications Warehouse

Eberts, S.M.; Böhlke, J.K.; Kauffman, L.J.; Jurgens, B.C.

2012-01-01

Environmental age tracers have been used in various ways to help assess vulnerability of drinking-water production wells to contamination. The most appropriate approach will depend on the information that is available and that which is desired. To understand how the well will respond to changing nonpoint-source contaminant inputs at the water table, some representation of the distribution of groundwater ages in the well is needed. Such information for production wells is sparse and difficult to obtain, especially in areas lacking detailed field studies. In this study, age distributions derived from detailed groundwater-flow models with advective particle tracking were compared with those generated from lumped-parameter models to examine conditions in which estimates from simpler, less resource-intensive lumped-parameter models could be used in place of estimates from particle-tracking models. In each of four contrasting hydrogeologic settings in the USA, particle-tracking and lumped-parameter models yielded roughly similar age distributions and largely indistinguishable contaminant trends when based on similar conceptual models and calibrated to similar tracer data. Although model calibrations and predictions were variably affected by tracer limitations and conceptual ambiguities, results illustrated the importance of full age distributions, rather than apparent tracer ages or model mean ages, for trend analysis and forecasting.

A General Approach for Specifying Informative Prior Distributions for PBPK Model Parameters

EPA Science Inventory

Characterization of uncertainty in model predictions is receiving more interest as more models are being used in applications that are critical to human health. For models in which parameters reflect biological characteristics, it is often possible to provide estimates of paramet...

An iteratively reweighted least-squares approach to adaptive robust adjustment of parameters in linear regression models with autoregressive and t-distributed deviations

NASA Astrophysics Data System (ADS)

Kargoll, Boris; Omidalizarandi, Mohammad; Loth, Ina; Paffenholz, Jens-André; Alkhatib, Hamza

2018-03-01

In this paper, we investigate a linear regression time series model of possibly outlier-afflicted observations and autocorrelated random deviations. This colored noise is represented by a covariance-stationary autoregressive (AR) process, in which the independent error components follow a scaled (Student's) t-distribution. This error model allows for the stochastic modeling of multiple outliers and for an adaptive robust maximum likelihood (ML) estimation of the unknown regression and AR coefficients, the scale parameter, and the degree of freedom of the t-distribution. This approach is meant to be an extension of known estimators, which tend to focus only on the regression model, or on the AR error model, or on normally distributed errors. For the purpose of ML estimation, we derive an expectation conditional maximization either algorithm, which leads to an easy-to-implement version of iteratively reweighted least squares. The estimation performance of the algorithm is evaluated via Monte Carlo simulations for a Fourier as well as a spline model in connection with AR colored noise models of different orders and with three different sampling distributions generating the white noise components. We apply the algorithm to a vibration dataset recorded by a high-accuracy, single-axis accelerometer, focusing on the evaluation of the estimated AR colored noise model.

Reliability measurement for mixed mode failures of 33/11 kilovolt electric power distribution stations.

PubMed

Alwan, Faris M; Baharum, Adam; Hassan, Geehan S

2013-01-01

The reliability of the electrical distribution system is a contemporary research field due to diverse applications of electricity in everyday life and diverse industries. However a few research papers exist in literature. This paper proposes a methodology for assessing the reliability of 33/11 Kilovolt high-power stations based on average time between failures. The objective of this paper is to find the optimal fit for the failure data via time between failures. We determine the parameter estimation for all components of the station. We also estimate the reliability value of each component and the reliability value of the system as a whole. The best fitting distribution for the time between failures is a three parameter Dagum distribution with a scale parameter [Formula: see text] and shape parameters [Formula: see text] and [Formula: see text]. Our analysis reveals that the reliability value decreased by 38.2% in each 30 days. We believe that the current paper is the first to address this issue and its analysis. Thus, the results obtained in this research reflect its originality. We also suggest the practicality of using these results for power systems for both the maintenance of power systems models and preventive maintenance models.

Reliability Measurement for Mixed Mode Failures of 33/11 Kilovolt Electric Power Distribution Stations

PubMed Central

Alwan, Faris M.; Baharum, Adam; Hassan, Geehan S.

2013-01-01

The reliability of the electrical distribution system is a contemporary research field due to diverse applications of electricity in everyday life and diverse industries. However a few research papers exist in literature. This paper proposes a methodology for assessing the reliability of 33/11 Kilovolt high-power stations based on average time between failures. The objective of this paper is to find the optimal fit for the failure data via time between failures. We determine the parameter estimation for all components of the station. We also estimate the reliability value of each component and the reliability value of the system as a whole. The best fitting distribution for the time between failures is a three parameter Dagum distribution with a scale parameter and shape parameters and . Our analysis reveals that the reliability value decreased by 38.2% in each 30 days. We believe that the current paper is the first to address this issue and its analysis. Thus, the results obtained in this research reflect its originality. We also suggest the practicality of using these results for power systems for both the maintenance of power systems models and preventive maintenance models. PMID:23936346

Bayesian model selection: Evidence estimation based on DREAM simulation and bridge sampling

NASA Astrophysics Data System (ADS)

Volpi, Elena; Schoups, Gerrit; Firmani, Giovanni; Vrugt, Jasper A.

2017-04-01

Bayesian inference has found widespread application in Earth and Environmental Systems Modeling, providing an effective tool for prediction, data assimilation, parameter estimation, uncertainty analysis and hypothesis testing. Under multiple competing hypotheses, the Bayesian approach also provides an attractive alternative to traditional information criteria (e.g. AIC, BIC) for model selection. The key variable for Bayesian model selection is the evidence (or marginal likelihood) that is the normalizing constant in the denominator of Bayes theorem; while it is fundamental for model selection, the evidence is not required for Bayesian inference. It is computed for each hypothesis (model) by averaging the likelihood function over the prior parameter distribution, rather than maximizing it as by information criteria; the larger a model evidence the more support it receives among a collection of hypothesis as the simulated values assign relatively high probability density to the observed data. Hence, the evidence naturally acts as an Occam's razor, preferring simpler and more constrained models against the selection of over-fitted ones by information criteria that incorporate only the likelihood maximum. Since it is not particularly easy to estimate the evidence in practice, Bayesian model selection via the marginal likelihood has not yet found mainstream use. We illustrate here the properties of a new estimator of the Bayesian model evidence, which provides robust and unbiased estimates of the marginal likelihood; the method is coined Gaussian Mixture Importance Sampling (GMIS). GMIS uses multidimensional numerical integration of the posterior parameter distribution via bridge sampling (a generalization of importance sampling) of a mixture distribution fitted to samples of the posterior distribution derived from the DREAM algorithm (Vrugt et al., 2008; 2009). Some illustrative examples are presented to show the robustness and superiority of the GMIS estimator with respect to other commonly used approaches in the literature.

Extracting Prior Distributions from a Large Dataset of In-Situ Measurements to Support SWOT-based Estimation of River Discharge

NASA Astrophysics Data System (ADS)

Hagemann, M.; Gleason, C. J.

2017-12-01

The upcoming (2021) Surface Water and Ocean Topography (SWOT) NASA satellite mission aims, in part, to estimate discharge on major rivers worldwide using reach-scale measurements of stream width, slope, and height. Current formalizations of channel and floodplain hydraulics are insufficient to fully constrain this problem mathematically, resulting in an infinitely large solution set for any set of satellite observations. Recent work has reformulated this problem in a Bayesian statistical setting, in which the likelihood distributions derive directly from hydraulic flow-law equations. When coupled with prior distributions on unknown flow-law parameters, this formulation probabilistically constrains the parameter space, and results in a computationally tractable description of discharge. Using a curated dataset of over 200,000 in-situ acoustic Doppler current profiler (ADCP) discharge measurements from over 10,000 USGS gaging stations throughout the United States, we developed empirical prior distributions for flow-law parameters that are not observable by SWOT, but that are required in order to estimate discharge. This analysis quantified prior uncertainties on quantities including cross-sectional area, at-a-station hydraulic geometry width exponent, and discharge variability, that are dependent on SWOT-observable variables including reach-scale statistics of width and height. When compared against discharge estimation approaches that do not use this prior information, the Bayesian approach using ADCP-derived priors demonstrated consistently improved performance across a range of performance metrics. This Bayesian approach formally transfers information from in-situ gaging stations to remote-sensed estimation of discharge, in which the desired quantities are not directly observable. Further investigation using large in-situ datasets is therefore a promising way forward in improving satellite-based estimates of river discharge.

Financial market dynamics: superdiffusive or not?

NASA Astrophysics Data System (ADS)

Devi, Sandhya

2017-08-01

The behavior of stock market returns over a period of 1-60 d has been investigated for S&P 500 and Nasdaq within the framework of nonextensive Tsallis statistics. Even for such long terms, the distributions of the returns are non-Gaussian. They have fat tails indicating that the stock returns do not follow a random walk model. In this work, a good fit to a Tsallis q-Gaussian distribution is obtained for the distributions of all the returns using the method of Maximum Likelihood Estimate. For all the regions of data considered, the values of the scaling parameter q, estimated from 1 d returns, lie in the range 1.4-1.65. The estimated inverse mean square deviations (beta) show a power law behavior in time with exponent values between  -0.91 and  -1.1 indicating normal to mildly subdiffusive behavior. Quite often, the dynamics of market return distributions is modelled by a Fokker-Plank (FP) equation either with a linear drift and a nonlinear diffusion term or with just a nonlinear diffusion term. Both of these cases support a q-Gaussian distribution as a solution. The distributions obtained from current estimated parameters are compared with the solutions of the FP equations. For negligible drift term, the inverse mean square deviations (betaFP) from the FP model follow a power law with exponent values between  -1.25 and  -1.48 indicating superdiffusion. When the drift term is non-negligible, the corresponding betaFP do not follow a power law and become stationary after certain characteristic times that depend on the values of the drift parameter and q. Neither of these behaviors is supported by the results of the empirical fit.

Bias in error estimation when using cross-validation for model selection.

PubMed

Varma, Sudhir; Simon, Richard

2006-02-23

Cross-validation (CV) is an effective method for estimating the prediction error of a classifier. Some recent articles have proposed methods for optimizing classifiers by choosing classifier parameter values that minimize the CV error estimate. We have evaluated the validity of using the CV error estimate of the optimized classifier as an estimate of the true error expected on independent data. We used CV to optimize the classification parameters for two kinds of classifiers; Shrunken Centroids and Support Vector Machines (SVM). Random training datasets were created, with no difference in the distribution of the features between the two classes. Using these "null" datasets, we selected classifier parameter values that minimized the CV error estimate. 10-fold CV was used for Shrunken Centroids while Leave-One-Out-CV (LOOCV) was used for the SVM. Independent test data was created to estimate the true error. With "null" and "non null" (with differential expression between the classes) data, we also tested a nested CV procedure, where an inner CV loop is used to perform the tuning of the parameters while an outer CV is used to compute an estimate of the error. The CV error estimate for the classifier with the optimal parameters was found to be a substantially biased estimate of the true error that the classifier would incur on independent data. Even though there is no real difference between the two classes for the "null" datasets, the CV error estimate for the Shrunken Centroid with the optimal parameters was less than 30% on 18.5% of simulated training data-sets. For SVM with optimal parameters the estimated error rate was less than 30% on 38% of "null" data-sets. Performance of the optimized classifiers on the independent test set was no better than chance. The nested CV procedure reduces the bias considerably and gives an estimate of the error that is very close to that obtained on the independent testing set for both Shrunken Centroids and SVM classifiers for "null" and "non-null" data distributions. We show that using CV to compute an error estimate for a classifier that has itself been tuned using CV gives a significantly biased estimate of the true error. Proper use of CV for estimating true error of a classifier developed using a well defined algorithm requires that all steps of the algorithm, including classifier parameter tuning, be repeated in each CV loop. A nested CV procedure provides an almost unbiased estimate of the true error.

Bayesian approach to estimate AUC, partition coefficient and drug targeting index for studies with serial sacrifice design.

PubMed

Wang, Tianli; Baron, Kyle; Zhong, Wei; Brundage, Richard; Elmquist, William

2014-03-01

The current study presents a Bayesian approach to non-compartmental analysis (NCA), which provides the accurate and precise estimate of AUC 0 (∞) and any AUC 0 (∞) -based NCA parameter or derivation. In order to assess the performance of the proposed method, 1,000 simulated datasets were generated in different scenarios. A Bayesian method was used to estimate the tissue and plasma AUC 0 (∞) s and the tissue-to-plasma AUC 0 (∞) ratio. The posterior medians and the coverage of 95% credible intervals for the true parameter values were examined. The method was applied to laboratory data from a mice brain distribution study with serial sacrifice design for illustration. Bayesian NCA approach is accurate and precise in point estimation of the AUC 0 (∞) and the partition coefficient under a serial sacrifice design. It also provides a consistently good variance estimate, even considering the variability of the data and the physiological structure of the pharmacokinetic model. The application in the case study obtained a physiologically reasonable posterior distribution of AUC, with a posterior median close to the value estimated by classic Bailer-type methods. This Bayesian NCA approach for sparse data analysis provides statistical inference on the variability of AUC 0 (∞) -based parameters such as partition coefficient and drug targeting index, so that the comparison of these parameters following destructive sampling becomes statistically feasible.

On estimating the phase of periodic waveform in additive Gaussian noise, part 2

NASA Astrophysics Data System (ADS)

Rauch, L. L.

1984-11-01

Motivated by advances in signal processing technology that support more complex algorithms, a new look is taken at the problem of estimating the phase and other parameters of a periodic waveform in additive Gaussian noise. The general problem was introduced and the maximum a posteriori probability criterion with signal space interpretation was used to obtain the structures of optimum and some suboptimum phase estimators for known constant frequency and unknown constant phase with an a priori distribution. Optimal algorithms are obtained for some cases where the frequency is a parameterized function of time with the unknown parameters and phase having a joint a priori distribution. In the last section, the intrinsic and extrinsic geometry of hypersurfaces is introduced to provide insight to the estimation problem for the small noise and large noise cases.

On Estimating the Phase of Periodic Waveform in Additive Gaussian Noise, Part 2

NASA Technical Reports Server (NTRS)

Rauch, L. L.

1984-01-01

Motivated by advances in signal processing technology that support more complex algorithms, a new look is taken at the problem of estimating the phase and other parameters of a periodic waveform in additive Gaussian noise. The general problem was introduced and the maximum a posteriori probability criterion with signal space interpretation was used to obtain the structures of optimum and some suboptimum phase estimators for known constant frequency and unknown constant phase with an a priori distribution. Optimal algorithms are obtained for some cases where the frequency is a parameterized function of time with the unknown parameters and phase having a joint a priori distribution. In the last section, the intrinsic and extrinsic geometry of hypersurfaces is introduced to provide insight to the estimation problem for the small noise and large noise cases.

Modeling motor vehicle crashes using Poisson-gamma models: examining the effects of low sample mean values and small sample size on the estimation of the fixed dispersion parameter.

PubMed

Lord, Dominique

2006-07-01

There has been considerable research conducted on the development of statistical models for predicting crashes on highway facilities. Despite numerous advancements made for improving the estimation tools of statistical models, the most common probabilistic structure used for modeling motor vehicle crashes remains the traditional Poisson and Poisson-gamma (or Negative Binomial) distribution; when crash data exhibit over-dispersion, the Poisson-gamma model is usually the model of choice most favored by transportation safety modelers. Crash data collected for safety studies often have the unusual attributes of being characterized by low sample mean values. Studies have shown that the goodness-of-fit of statistical models produced from such datasets can be significantly affected. This issue has been defined as the "low mean problem" (LMP). Despite recent developments on methods to circumvent the LMP and test the goodness-of-fit of models developed using such datasets, no work has so far examined how the LMP affects the fixed dispersion parameter of Poisson-gamma models used for modeling motor vehicle crashes. The dispersion parameter plays an important role in many types of safety studies and should, therefore, be reliably estimated. The primary objective of this research project was to verify whether the LMP affects the estimation of the dispersion parameter and, if it is, to determine the magnitude of the problem. The secondary objective consisted of determining the effects of an unreliably estimated dispersion parameter on common analyses performed in highway safety studies. To accomplish the objectives of the study, a series of Poisson-gamma distributions were simulated using different values describing the mean, the dispersion parameter, and the sample size. Three estimators commonly used by transportation safety modelers for estimating the dispersion parameter of Poisson-gamma models were evaluated: the method of moments, the weighted regression, and the maximum likelihood method. In an attempt to complement the outcome of the simulation study, Poisson-gamma models were fitted to crash data collected in Toronto, Ont. characterized by a low sample mean and small sample size. The study shows that a low sample mean combined with a small sample size can seriously affect the estimation of the dispersion parameter, no matter which estimator is used within the estimation process. The probability the dispersion parameter becomes unreliably estimated increases significantly as the sample mean and sample size decrease. Consequently, the results show that an unreliably estimated dispersion parameter can significantly undermine empirical Bayes (EB) estimates as well as the estimation of confidence intervals for the gamma mean and predicted response. The paper ends with recommendations about minimizing the likelihood of producing Poisson-gamma models with an unreliable dispersion parameter for modeling motor vehicle crashes.

Zero-truncated negative binomial - Erlang distribution

NASA Astrophysics Data System (ADS)

Bodhisuwan, Winai; Pudprommarat, Chookait; Bodhisuwan, Rujira; Saothayanun, Luckhana

2017-11-01

The zero-truncated negative binomial-Erlang distribution is introduced. It is developed from negative binomial-Erlang distribution. In this work, the probability mass function is derived and some properties are included. The parameters of the zero-truncated negative binomial-Erlang distribution are estimated by using the maximum likelihood estimation. Finally, the proposed distribution is applied to real data, the number of methamphetamine in the Bangkok, Thailand. Based on the results, it shows that the zero-truncated negative binomial-Erlang distribution provided a better fit than the zero-truncated Poisson, zero-truncated negative binomial, zero-truncated generalized negative-binomial and zero-truncated Poisson-Lindley distributions for this data.

Estimation of channel parameters and background irradiance for free-space optical link.

PubMed

Khatoon, Afsana; Cowley, William G; Letzepis, Nick; Giggenbach, Dirk

2013-05-10

Free-space optical communication can experience severe fading due to optical scintillation in long-range links. Channel estimation is also corrupted by background and electrical noise. Accurate estimation of channel parameters and scintillation index (SI) depends on perfect removal of background irradiance. In this paper, we propose three different methods, the minimum-value (MV), mean-power (MP), and maximum-likelihood (ML) based methods, to remove the background irradiance from channel samples. The MV and MP methods do not require knowledge of the scintillation distribution. While the ML-based method assumes gamma-gamma scintillation, it can be easily modified to accommodate other distributions. Each estimator's performance is compared using simulation data as well as experimental measurements. The estimators' performance are evaluated from low- to high-SI areas using simulation data as well as experimental trials. The MV and MP methods have much lower complexity than the ML-based method. However, the ML-based method shows better SI and background-irradiance estimation performance.

An Alternative Two Stage Least Squares (2SLS) Estimator for Latent Variable Equations.

ERIC Educational Resources Information Center

Bollen, Kenneth A.

1996-01-01

An alternative two-stage least squares (2SLS) estimator of the parameters in LISREL type models is proposed and contrasted with existing estimators. The new 2SLS estimator allows observed and latent variables to originate from nonnormal distributions, is consistent, has a known asymptotic covariance matrix, and can be estimated with standard…

Estimated value of insurance premium due to Citarum River flood by using Bayesian method

NASA Astrophysics Data System (ADS)

Sukono; Aisah, I.; Tampubolon, Y. R. H.; Napitupulu, H.; Supian, S.; Subiyanto; Sidi, P.

2018-03-01

Citarum river flood in South Bandung, West Java Indonesia, often happens every year. It causes property damage, producing economic loss. The risk of loss can be mitigated by following the flood insurance program. In this paper, we discussed about the estimated value of insurance premiums due to Citarum river flood by Bayesian method. It is assumed that the risk data for flood losses follows the Pareto distribution with the right fat-tail. The estimation of distribution model parameters is done by using Bayesian method. First, parameter estimation is done with assumption that prior comes from Gamma distribution family, while observation data follow Pareto distribution. Second, flood loss data is simulated based on the probability of damage in each flood affected area. The result of the analysis shows that the estimated premium value of insurance based on pure premium principle is as follows: for the loss value of IDR 629.65 million of premium IDR 338.63 million; for a loss of IDR 584.30 million of its premium IDR 314.24 million; and the loss value of IDR 574.53 million of its premium IDR 308.95 million. The premium value estimator can be used as neither a reference in the decision of reasonable premium determination, so as not to incriminate the insured, nor it result in loss of the insurer.

Bayesian approach for three-dimensional aquifer characterization at the Hanford 300 Area

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

Murakami, Haruko; Chen, X.; Hahn, Melanie S.

2010-10-21

This study presents a stochastic, three-dimensional characterization of a heterogeneous hydraulic conductivity field within DOE's Hanford 300 Area site, Washington, by assimilating large-scale, constant-rate injection test data with small-scale, three-dimensional electromagnetic borehole flowmeter (EBF) measurement data. We first inverted the injection test data to estimate the transmissivity field, using zeroth-order temporal moments of pressure buildup curves. We applied a newly developed Bayesian geostatistical inversion framework, the method of anchored distributions (MAD), to obtain a joint posterior distribution of geostatistical parameters and local log-transmissivities at multiple locations. The unique aspects of MAD that make it suitable for this purpose are itsmore » ability to integrate multi-scale, multi-type data within a Bayesian framework and to compute a nonparametric posterior distribution. After we combined the distribution of transmissivities with depth-discrete relative-conductivity profile from EBF data, we inferred the three-dimensional geostatistical parameters of the log-conductivity field, using the Bayesian model-based geostatistics. Such consistent use of the Bayesian approach throughout the procedure enabled us to systematically incorporate data uncertainty into the final posterior distribution. The method was tested in a synthetic study and validated using the actual data that was not part of the estimation. Results showed broader and skewed posterior distributions of geostatistical parameters except for the mean, which suggests the importance of inferring the entire distribution to quantify the parameter uncertainty.« less

MODEST - JPL GEODETIC AND ASTROMETRIC VLBI MODELING AND PARAMETER ESTIMATION PROGRAM

NASA Technical Reports Server (NTRS)

Sovers, O. J.

1994-01-01

Observations of extragalactic radio sources in the gigahertz region of the radio frequency spectrum by two or more antennas, separated by a baseline as long as the diameter of the Earth, can be reduced, by radio interferometry techniques, to yield time delays and their rates of change. The Very Long Baseline Interferometric (VLBI) observables can be processed by the MODEST software to yield geodetic and astrometric parameters of interest in areas such as geophysical satellite and spacecraft tracking applications and geodynamics. As the accuracy of radio interferometry has improved, increasingly complete models of the delay and delay rate observables have been developed. MODEST is a delay model (MOD) and parameter estimation (EST) program that takes into account delay effects such as geometry, clock, troposphere, and the ionosphere. MODEST includes all known effects at the centimeter level in modeling. As the field evolves and new effects are discovered, these can be included in the model. In general, the model includes contributions to the observables from Earth orientation, antenna motion, clock behavior, atmospheric effects, and radio source structure. Within each of these categories, a number of unknown parameters may be estimated from the observations. Since all parts of the time delay model contain nearly linear parameter terms, a square-root-information filter (SRIF) linear least-squares algorithm is employed in parameter estimation. Flexibility (via dynamic memory allocation) in the MODEST code ensures that the same executable can process a wide array of problems. These range from a few hundred observations on a single baseline, yielding estimates of tens of parameters, to global solutions estimating tens of thousands of parameters from hundreds of thousands of observations at antennas widely distributed over the Earth's surface. Depending on memory and disk storage availability, large problems may be subdivided into more tractable pieces that are processed sequentially. MODEST is written in FORTRAN 77, C-language, and VAX ASSEMBLER for DEC VAX series computers running VMS. It requires 6Mb of RAM for execution. The standard distribution medium for this package is a 1600 BPI 9-track magnetic tape in DEC VAX BACKUP format. It is also available on a TK50 tape cartridge in DEC VAX BACKUP format. Instructions for use and sample input and output data are available on the distribution media. This program was released in 1993 and is a copyrighted work with all copyright vested in NASA.

The Efficacy of Consensus Tree Methods for Summarizing Phylogenetic Relationships from a Posterior Sample of Trees Estimated from Morphological Data.

PubMed

O'Reilly, Joseph E; Donoghue, Philip C J

2018-03-01

Consensus trees are required to summarize trees obtained through MCMC sampling of a posterior distribution, providing an overview of the distribution of estimated parameters such as topology, branch lengths, and divergence times. Numerous consensus tree construction methods are available, each presenting a different interpretation of the tree sample. The rise of morphological clock and sampled-ancestor methods of divergence time estimation, in which times and topology are coestimated, has increased the popularity of the maximum clade credibility (MCC) consensus tree method. The MCC method assumes that the sampled, fully resolved topology with the highest clade credibility is an adequate summary of the most probable clades, with parameter estimates from compatible sampled trees used to obtain the marginal distributions of parameters such as clade ages and branch lengths. Using both simulated and empirical data, we demonstrate that MCC trees, and trees constructed using the similar maximum a posteriori (MAP) method, often include poorly supported and incorrect clades when summarizing diffuse posterior samples of trees. We demonstrate that the paucity of information in morphological data sets contributes to the inability of MCC and MAP trees to accurately summarise of the posterior distribution. Conversely, majority-rule consensus (MRC) trees represent a lower proportion of incorrect nodes when summarizing the same posterior samples of trees. Thus, we advocate the use of MRC trees, in place of MCC or MAP trees, in attempts to summarize the results of Bayesian phylogenetic analyses of morphological data.

The Efficacy of Consensus Tree Methods for Summarizing Phylogenetic Relationships from a Posterior Sample of Trees Estimated from Morphological Data

PubMed Central

O’Reilly, Joseph E; Donoghue, Philip C J

2018-01-01

Abstract Consensus trees are required to summarize trees obtained through MCMC sampling of a posterior distribution, providing an overview of the distribution of estimated parameters such as topology, branch lengths, and divergence times. Numerous consensus tree construction methods are available, each presenting a different interpretation of the tree sample. The rise of morphological clock and sampled-ancestor methods of divergence time estimation, in which times and topology are coestimated, has increased the popularity of the maximum clade credibility (MCC) consensus tree method. The MCC method assumes that the sampled, fully resolved topology with the highest clade credibility is an adequate summary of the most probable clades, with parameter estimates from compatible sampled trees used to obtain the marginal distributions of parameters such as clade ages and branch lengths. Using both simulated and empirical data, we demonstrate that MCC trees, and trees constructed using the similar maximum a posteriori (MAP) method, often include poorly supported and incorrect clades when summarizing diffuse posterior samples of trees. We demonstrate that the paucity of information in morphological data sets contributes to the inability of MCC and MAP trees to accurately summarise of the posterior distribution. Conversely, majority-rule consensus (MRC) trees represent a lower proportion of incorrect nodes when summarizing the same posterior samples of trees. Thus, we advocate the use of MRC trees, in place of MCC or MAP trees, in attempts to summarize the results of Bayesian phylogenetic analyses of morphological data. PMID:29106675

Estimating parameters with pre-specified accuracies in distributed parameter systems using optimal experiment design

NASA Astrophysics Data System (ADS)

Potters, M. G.; Bombois, X.; Mansoori, M.; Hof, Paul M. J. Van den

2016-08-01

Estimation of physical parameters in dynamical systems driven by linear partial differential equations is an important problem. In this paper, we introduce the least costly experiment design framework for these systems. It enables parameter estimation with an accuracy that is specified by the experimenter prior to the identification experiment, while at the same time minimising the cost of the experiment. We show how to adapt the classical framework for these systems and take into account scaling and stability issues. We also introduce a progressive subdivision algorithm that further generalises the experiment design framework in the sense that it returns the lowest cost by finding the optimal input signal, and optimal sensor and actuator locations. Our methodology is then applied to a relevant problem in heat transfer studies: estimation of conductivity and diffusivity parameters in front-face experiments. We find good correspondence between numerical and theoretical results.

Limits of Predictability in Commuting Flows in the Absence of Data for Calibration

PubMed Central

Yang, Yingxiang; Herrera, Carlos; Eagle, Nathan; González, Marta C.

2014-01-01

The estimation of commuting flows at different spatial scales is a fundamental problem for different areas of study. Many current methods rely on parameters requiring calibration from empirical trip volumes. Their values are often not generalizable to cases without calibration data. To solve this problem we develop a statistical expression to calculate commuting trips with a quantitative functional form to estimate the model parameter when empirical trip data is not available. We calculate commuting trip volumes at scales from within a city to an entire country, introducing a scaling parameter α to the recently proposed parameter free radiation model. The model requires only widely available population and facility density distributions. The parameter can be interpreted as the influence of the region scale and the degree of heterogeneity in the facility distribution. We explore in detail the scaling limitations of this problem, namely under which conditions the proposed model can be applied without trip data for calibration. On the other hand, when empirical trip data is available, we show that the proposed model's estimation accuracy is as good as other existing models. We validated the model in different regions in the U.S., then successfully applied it in three different countries. PMID:25012599

Program for Weibull Analysis of Fatigue Data

NASA Technical Reports Server (NTRS)

Krantz, Timothy L.

2005-01-01

A Fortran computer program has been written for performing statistical analyses of fatigue-test data that are assumed to be adequately represented by a two-parameter Weibull distribution. This program calculates the following: (1) Maximum-likelihood estimates of the Weibull distribution; (2) Data for contour plots of relative likelihood for two parameters; (3) Data for contour plots of joint confidence regions; (4) Data for the profile likelihood of the Weibull-distribution parameters; (5) Data for the profile likelihood of any percentile of the distribution; and (6) Likelihood-based confidence intervals for parameters and/or percentiles of the distribution. The program can account for tests that are suspended without failure (the statistical term for such suspension of tests is "censoring"). The analytical approach followed in this program for the software is valid for type-I censoring, which is the removal of unfailed units at pre-specified times. Confidence regions and intervals are calculated by use of the likelihood-ratio method.

Calibrating Physical Parameters in House Models Using Aggregate AC Power Demand

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

Sun, Yannan; Stevens, Andrew J.; Lian, Jianming

For residential houses, the air conditioning (AC) units are one of the major resources that can provide significant flexibility in energy use for the purpose of demand response. To quantify the flexibility, the characteristics of all the houses need to be accurately estimated, so that certain house models can be used to predict the dynamics of the house temperatures in order to adjust the setpoints accordingly to provide demand response while maintaining the same comfort levels. In this paper, we propose an approach using the Reverse Monte Carlo modeling method and aggregate house models to calibrate the distribution parameters ofmore » the house models for a population of residential houses. Given the aggregate AC power demand for the population, the approach can successfully estimate the distribution parameters for the sensitive physical parameters based on our previous uncertainty quantification study, such as the mean of the floor areas of the houses.« less

Multi-chain Markov chain Monte Carlo methods for computationally expensive models

NASA Astrophysics Data System (ADS)

Huang, M.; Ray, J.; Ren, H.; Hou, Z.; Bao, J.

2017-12-01

Markov chain Monte Carlo (MCMC) methods are used to infer model parameters from observational data. The parameters are inferred as probability densities, thus capturing estimation error due to sparsity of the data, and the shortcomings of the model. Multiple communicating chains executing the MCMC method have the potential to explore the parameter space better, and conceivably accelerate the convergence to the final distribution. We present results from tests conducted with the multi-chain method to show how the acceleration occurs i.e., for loose convergence tolerances, the multiple chains do not make much of a difference. The ensemble of chains also seems to have the ability to accelerate the convergence of a few chains that might start from suboptimal starting points. Finally, we show the performance of the chains in the estimation of O(10) parameters using computationally expensive forward models such as the Community Land Model, where the sampling burden is distributed over multiple chains.

Linear functional minimization for inverse modeling

DOE PAGES

Barajas-Solano, David A.; Wohlberg, Brendt Egon; Vesselinov, Velimir Valentinov; ...

2015-06-01

In this paper, we present a novel inverse modeling strategy to estimate spatially distributed parameters of nonlinear models. The maximum a posteriori (MAP) estimators of these parameters are based on a likelihood functional, which contains spatially discrete measurements of the system parameters and spatiotemporally discrete measurements of the transient system states. The piecewise continuity prior for the parameters is expressed via Total Variation (TV) regularization. The MAP estimator is computed by minimizing a nonquadratic objective equipped with the TV operator. We apply this inversion algorithm to estimate hydraulic conductivity of a synthetic confined aquifer from measurements of conductivity and hydraulicmore » head. The synthetic conductivity field is composed of a low-conductivity heterogeneous intrusion into a high-conductivity heterogeneous medium. Our algorithm accurately reconstructs the location, orientation, and extent of the intrusion from the steady-state data only. Finally, addition of transient measurements of hydraulic head improves the parameter estimation, accurately reconstructing the conductivity field in the vicinity of observation locations.« less

Sequential Computerized Mastery Tests--Three Simulation Studies

ERIC Educational Resources Information Center

Wiberg, Marie

2006-01-01

A simulation study of a sequential computerized mastery test is carried out with items modeled with the 3 parameter logistic item response theory model. The examinees' responses are either identically distributed, not identically distributed, or not identically distributed together with estimation errors in the item characteristics. The…

Estimation of Ecosystem Parameters of the Community Land Model with DREAM: Evaluation of the Potential for Upscaling Net Ecosystem Exchange

NASA Astrophysics Data System (ADS)

Hendricks Franssen, H. J.; Post, H.; Vrugt, J. A.; Fox, A. M.; Baatz, R.; Kumbhar, P.; Vereecken, H.

2015-12-01

Estimation of net ecosystem exchange (NEE) by land surface models is strongly affected by uncertain ecosystem parameters and initial conditions. A possible approach is the estimation of plant functional type (PFT) specific parameters for sites with measurement data like NEE and application of the parameters at other sites with the same PFT and no measurements. This upscaling strategy was evaluated in this work for sites in Germany and France. Ecosystem parameters and initial conditions were estimated with NEE-time series of one year length, or a time series of only one season. The DREAM(zs) algorithm was used for the estimation of parameters and initial conditions. DREAM(zs) is not limited to Gaussian distributions and can condition to large time series of measurement data simultaneously. DREAM(zs) was used in combination with the Community Land Model (CLM) v4.5. Parameter estimates were evaluated by model predictions at the same site for an independent verification period. In addition, the parameter estimates were evaluated at other, independent sites situated >500km away with the same PFT. The main conclusions are: i) simulations with estimated parameters reproduced better the NEE measurement data in the verification periods, including the annual NEE-sum (23% improvement), annual NEE-cycle and average diurnal NEE course (error reduction by factor 1,6); ii) estimated parameters based on seasonal NEE-data outperformed estimated parameters based on yearly data; iii) in addition, those seasonal parameters were often also significantly different from their yearly equivalents; iv) estimated parameters were significantly different if initial conditions were estimated together with the parameters. We conclude that estimated PFT-specific parameters improve land surface model predictions significantly at independent verification sites and for independent verification periods so that their potential for upscaling is demonstrated. However, simulation results also indicate that possibly the estimated parameters mask other model errors. This would imply that their application at climatic time scales would not improve model predictions. A central question is whether the integration of many different data streams (e.g., biomass, remotely sensed LAI) could solve the problems indicated here.

Model error estimation for distributed systems described by elliptic equations

NASA Technical Reports Server (NTRS)

Rodriguez, G.

1983-01-01

A function space approach is used to develop a theory for estimation of the errors inherent in an elliptic partial differential equation model for a distributed parameter system. By establishing knowledge of the inevitable deficiencies in the model, the error estimates provide a foundation for updating the model. The function space solution leads to a specification of a method for computation of the model error estimates and development of model error analysis techniques for comparison between actual and estimated errors. The paper summarizes the model error estimation approach as well as an application arising in the area of modeling for static shape determination of large flexible systems.

Dependence of atmospheric refractive index structure parameter (Cn2) on the residence time and vertical distribution of aerosols.

PubMed

Anand, N; Satheesh, S K; Krishna Moorthy, K

2017-07-15

Effects of absorbing atmospheric aerosols in modulating the tropospheric refractive index structure parameter (Cn2) are estimated using high resolution radiosonde and multi-satellite data along with a radiative transfer model. We report the influence of variations in residence time and vertical distribution of aerosols in modulating Cn2 and why the aerosol induced atmospheric heating needs to be considered while estimating a free space optical communication link budget. The results show that performance of the link is seriously affected if large concentrations of absorbing aerosols reside for a long time in the atmospheric path.

Uncertainty and the Social Cost of Methane Using Bayesian Constrained Climate Models

NASA Astrophysics Data System (ADS)

Errickson, F. C.; Anthoff, D.; Keller, K.

2016-12-01

Social cost estimates of greenhouse gases are important for the design of sound climate policies and are also plagued by uncertainty. One major source of uncertainty stems from the simplified representation of the climate system used in the integrated assessment models that provide these social cost estimates. We explore how uncertainty over the social cost of methane varies with the way physical processes and feedbacks in the methane cycle are modeled by (i) coupling three different methane models to a simple climate model, (ii) using MCMC to perform a Bayesian calibration of the three coupled climate models that simulates direct sampling from the joint posterior probability density function (pdf) of model parameters, and (iii) producing probabilistic climate projections that are then used to calculate the Social Cost of Methane (SCM) with the DICE and FUND integrated assessment models. We find that including a temperature feedback in the methane cycle acts as an additional constraint during the calibration process and results in a correlation between the tropospheric lifetime of methane and several climate model parameters. This correlation is not seen in the models lacking this feedback. Several of the estimated marginal pdfs of the model parameters also exhibit different distributional shapes and expected values depending on the methane model used. As a result, probabilistic projections of the climate system out to the year 2300 exhibit different levels of uncertainty and magnitudes of warming for each of the three models under an RCP8.5 scenario. We find these differences in climate projections result in differences in the distributions and expected values for our estimates of the SCM. We also examine uncertainty about the SCM by performing a Monte Carlo analysis using a distribution for the climate sensitivity while holding all other climate model parameters constant. Our SCM estimates using the Bayesian calibration are lower and exhibit less uncertainty about extremely high values in the right tail of the distribution compared to the Monte Carlo approach. This finding has important climate policy implications and suggests previous work that accounts for climate model uncertainty by only varying the climate sensitivity parameter may overestimate the SCM.

Improving Forecasts Through Realistic Uncertainty Estimates: A Novel Data Driven Method for Model Uncertainty Quantification in Data Assimilation

NASA Astrophysics Data System (ADS)

Pathiraja, S. D.; Moradkhani, H.; Marshall, L. A.; Sharma, A.; Geenens, G.

2016-12-01

Effective combination of model simulations and observations through Data Assimilation (DA) depends heavily on uncertainty characterisation. Many traditional methods for quantifying model uncertainty in DA require some level of subjectivity (by way of tuning parameters or by assuming Gaussian statistics). Furthermore, the focus is typically on only estimating the first and second moments. We propose a data-driven methodology to estimate the full distributional form of model uncertainty, i.e. the transition density p(xt|xt-1). All sources of uncertainty associated with the model simulations are considered collectively, without needing to devise stochastic perturbations for individual components (such as model input, parameter and structural uncertainty). A training period is used to derive the distribution of errors in observed variables conditioned on hidden states. Errors in hidden states are estimated from the conditional distribution of observed variables using non-linear optimization. The theory behind the framework and case study applications are discussed in detail. Results demonstrate improved predictions and more realistic uncertainty bounds compared to a standard perturbation approach.

Branch and bound algorithm for accurate estimation of analytical isotropic bidirectional reflectance distribution function models.

PubMed

Yu, Chanki; Lee, Sang Wook

2016-05-20

We present a reliable and accurate global optimization framework for estimating parameters of isotropic analytical bidirectional reflectance distribution function (BRDF) models. This approach is based on a branch and bound strategy with linear programming and interval analysis. Conventional local optimization is often very inefficient for BRDF estimation since its fitting quality is highly dependent on initial guesses due to the nonlinearity of analytical BRDF models. The algorithm presented in this paper employs L₁-norm error minimization to estimate BRDF parameters in a globally optimal way and interval arithmetic to derive our feasibility problem and lower bounding function. Our method is developed for the Cook-Torrance model but with several normal distribution functions such as the Beckmann, Berry, and GGX functions. Experiments have been carried out to validate the presented method using 100 isotropic materials from the MERL BRDF database, and our experimental results demonstrate that the L₁-norm minimization provides a more accurate and reliable solution than the L₂-norm minimization.

Likelihood-based confidence intervals for estimating floods with given return periods

NASA Astrophysics Data System (ADS)

Martins, Eduardo Sávio P. R.; Clarke, Robin T.

1993-06-01

This paper discusses aspects of the calculation of likelihood-based confidence intervals for T-year floods, with particular reference to (1) the two-parameter gamma distribution; (2) the Gumbel distribution; (3) the two-parameter log-normal distribution, and other distributions related to the normal by Box-Cox transformations. Calculation of the confidence limits is straightforward using the Nelder-Mead algorithm with a constraint incorporated, although care is necessary to ensure convergence either of the Nelder-Mead algorithm, or of the Newton-Raphson calculation of maximum-likelihood estimates. Methods are illustrated using records from 18 gauging stations in the basin of the River Itajai-Acu, State of Santa Catarina, southern Brazil. A small and restricted simulation compared likelihood-based confidence limits with those given by use of the central limit theorem; for the same confidence probability, the confidence limits of the simulation were wider than those of the central limit theorem, which failed more frequently to contain the true quantile being estimated. The paper discusses possible applications of likelihood-based confidence intervals in other areas of hydrological analysis.

Monochloramine Cometabolism by Mixed-Culture Nitrifiers ...

EPA Pesticide Factsheets

The current research investigated monochloramine cometabolism by nitrifying mixed cultures grown under drinking water relevant conditions and harvested from sand-packed reactors before conducting suspended growth batch kinetic experiments. Three batch reactors were used in each experiment: (1) a positive control to estimate ammonia kinetic parameters, (2) a negative control to account for abiotic reactions, and (3) a cometabolism reactor to estimate cometabolism kinetic constants. Kinetic parameters were estimated in AQUASIM with a simultaneous fit to all experimental data. Cometabolism kinetics were best described by a first order model. Monochloramine cometabolism kinetics were similar to those of ammonia metabolism, and monochloramine cometabolism was a significant loss mechanism (30% of the observed monochloramine loss). These results demonstrated that monochloramine cometabolism occurred in mixed cultures similar to those found in drinking water distribution systems; thus, cometabolism may be a significant contribution to monochloramine loss during nitrification episodes in drinking water distribution systems. The results demonstrated that monochloramine cometabolism occurred in mixed cultures similar to those found in drinking water distribution systems; thus, cometabolism may be a significant contribution to monochloramine loss during nitrification episodes in drinking water distribution systems.

GROWTH AND INEQUALITY: MODEL EVALUATION BASED ON AN ESTIMATION-CALIBRATION STRATEGY

PubMed Central

Jeong, Hyeok; Townsend, Robert

2010-01-01

This paper evaluates two well-known models of growth with inequality that have explicit micro underpinnings related to household choice. With incomplete markets or transactions costs, wealth can constrain investment in business and the choice of occupation and also constrain the timing of entry into the formal financial sector. Using the Thai Socio-Economic Survey (SES), we estimate the distribution of wealth and the key parameters that best fit cross-sectional data on household choices and wealth. We then simulate the model economies for two decades at the estimated initial wealth distribution and analyze whether the model economies at those micro-fit parameter estimates can explain the observed macro and sectoral aspects of income growth and inequality change. Both models capture important features of Thai reality. Anomalies and comparisons across the two distinct models yield specific suggestions for improved research on the micro foundations of growth and inequality. PMID:20448833

PyDREAM: high-dimensional parameter inference for biological models in python.

PubMed

Shockley, Erin M; Vrugt, Jasper A; Lopez, Carlos F; Valencia, Alfonso

2018-02-15

Biological models contain many parameters whose values are difficult to measure directly via experimentation and therefore require calibration against experimental data. Markov chain Monte Carlo (MCMC) methods are suitable to estimate multivariate posterior model parameter distributions, but these methods may exhibit slow or premature convergence in high-dimensional search spaces. Here, we present PyDREAM, a Python implementation of the (Multiple-Try) Differential Evolution Adaptive Metropolis [DREAM(ZS)] algorithm developed by Vrugt and ter Braak (2008) and Laloy and Vrugt (2012). PyDREAM achieves excellent performance for complex, parameter-rich models and takes full advantage of distributed computing resources, facilitating parameter inference and uncertainty estimation of CPU-intensive biological models. PyDREAM is freely available under the GNU GPLv3 license from the Lopez lab GitHub repository at http://github.com/LoLab-VU/PyDREAM. c.lopez@vanderbilt.edu. Supplementary data are available at Bioinformatics online. © The Author(s) 2017. Published by Oxford University Press.

Model Calibration in Watershed Hydrology

NASA Technical Reports Server (NTRS)

Yilmaz, Koray K.; Vrugt, Jasper A.; Gupta, Hoshin V.; Sorooshian, Soroosh

2009-01-01

Hydrologic models use relatively simple mathematical equations to conceptualize and aggregate the complex, spatially distributed, and highly interrelated water, energy, and vegetation processes in a watershed. A consequence of process aggregation is that the model parameters often do not represent directly measurable entities and must, therefore, be estimated using measurements of the system inputs and outputs. During this process, known as model calibration, the parameters are adjusted so that the behavior of the model approximates, as closely and consistently as possible, the observed response of the hydrologic system over some historical period of time. This Chapter reviews the current state-of-the-art of model calibration in watershed hydrology with special emphasis on our own contributions in the last few decades. We discuss the historical background that has led to current perspectives, and review different approaches for manual and automatic single- and multi-objective parameter estimation. In particular, we highlight the recent developments in the calibration of distributed hydrologic models using parameter dimensionality reduction sampling, parameter regularization and parallel computing.

Parameter estimation problems for distributed systems using a multigrid method

NASA Technical Reports Server (NTRS)

Ta'asan, Shlomo; Dutt, Pravir

1990-01-01

The problem of estimating spatially varying coefficients of partial differential equations is considered from observation of the solution and of the right hand side of the equation. It is assumed that the observations are distributed in the domain and that enough observations are given. A method of discretization and an efficient multigrid method for solving the resulting discrete systems are described. Numerical results are presented for estimation of coefficients in an elliptic and a parabolic partial differential equation.

The Box-Cox power transformation on nursing sensitive indicators: Does it matter if structural effects are omitted during the estimation of the transformation parameter?

PubMed Central

2011-01-01

Background Many nursing and health related research studies have continuous outcome measures that are inherently non-normal in distribution. The Box-Cox transformation provides a powerful tool for developing a parsimonious model for data representation and interpretation when the distribution of the dependent variable, or outcome measure, of interest deviates from the normal distribution. The objectives of this study was to contrast the effect of obtaining the Box-Cox power transformation parameter and subsequent analysis of variance with or without a priori knowledge of predictor variables under the classic linear or linear mixed model settings. Methods Simulation data from a 3 × 4 factorial treatments design, along with the Patient Falls and Patient Injury Falls from the National Database of Nursing Quality Indicators (NDNQI®) for the 3rd quarter of 2007 from a convenience sample of over one thousand US hospitals were analyzed. The effect of the nonlinear monotonic transformation was contrasted in two ways: a) estimating the transformation parameter along with factors with potential structural effects, and b) estimating the transformation parameter first and then conducting analysis of variance for the structural effect. Results Linear model ANOVA with Monte Carlo simulation and mixed models with correlated error terms with NDNQI examples showed no substantial differences on statistical tests for structural effects if the factors with structural effects were omitted during the estimation of the transformation parameter. Conclusions The Box-Cox power transformation can still be an effective tool for validating statistical inferences with large observational, cross-sectional, and hierarchical or repeated measure studies under the linear or the mixed model settings without prior knowledge of all the factors with potential structural effects. PMID:21854614

The Box-Cox power transformation on nursing sensitive indicators: does it matter if structural effects are omitted during the estimation of the transformation parameter?

PubMed

Hou, Qingjiang; Mahnken, Jonathan D; Gajewski, Byron J; Dunton, Nancy

2011-08-19

Many nursing and health related research studies have continuous outcome measures that are inherently non-normal in distribution. The Box-Cox transformation provides a powerful tool for developing a parsimonious model for data representation and interpretation when the distribution of the dependent variable, or outcome measure, of interest deviates from the normal distribution. The objectives of this study was to contrast the effect of obtaining the Box-Cox power transformation parameter and subsequent analysis of variance with or without a priori knowledge of predictor variables under the classic linear or linear mixed model settings. Simulation data from a 3 × 4 factorial treatments design, along with the Patient Falls and Patient Injury Falls from the National Database of Nursing Quality Indicators (NDNQI® for the 3rd quarter of 2007 from a convenience sample of over one thousand US hospitals were analyzed. The effect of the nonlinear monotonic transformation was contrasted in two ways: a) estimating the transformation parameter along with factors with potential structural effects, and b) estimating the transformation parameter first and then conducting analysis of variance for the structural effect. Linear model ANOVA with Monte Carlo simulation and mixed models with correlated error terms with NDNQI examples showed no substantial differences on statistical tests for structural effects if the factors with structural effects were omitted during the estimation of the transformation parameter. The Box-Cox power transformation can still be an effective tool for validating statistical inferences with large observational, cross-sectional, and hierarchical or repeated measure studies under the linear or the mixed model settings without prior knowledge of all the factors with potential structural effects.

Melanoma Cell Colony Expansion Parameters Revealed by Approximate Bayesian Computation

PubMed Central

Vo, Brenda N.; Drovandi, Christopher C.; Pettitt, Anthony N.; Pettet, Graeme J.

2015-01-01

In vitro studies and mathematical models are now being widely used to study the underlying mechanisms driving the expansion of cell colonies. This can improve our understanding of cancer formation and progression. Although much progress has been made in terms of developing and analysing mathematical models, far less progress has been made in terms of understanding how to estimate model parameters using experimental in vitro image-based data. To address this issue, a new approximate Bayesian computation (ABC) algorithm is proposed to estimate key parameters governing the expansion of melanoma cell (MM127) colonies, including cell diffusivity, D, cell proliferation rate, λ, and cell-to-cell adhesion, q, in two experimental scenarios, namely with and without a chemical treatment to suppress cell proliferation. Even when little prior biological knowledge about the parameters is assumed, all parameters are precisely inferred with a small posterior coefficient of variation, approximately 2–12%. The ABC analyses reveal that the posterior distributions of D and q depend on the experimental elapsed time, whereas the posterior distribution of λ does not. The posterior mean values of D and q are in the ranges 226–268 µm2h−1, 311–351 µm2h−1 and 0.23–0.39, 0.32–0.61 for the experimental periods of 0–24 h and 24–48 h, respectively. Furthermore, we found that the posterior distribution of q also depends on the initial cell density, whereas the posterior distributions of D and λ do not. The ABC approach also enables information from the two experiments to be combined, resulting in greater precision for all estimates of D and λ. PMID:26642072

Probability distributions of the electroencephalogram envelope of preterm infants.

PubMed

Saji, Ryoya; Hirasawa, Kyoko; Ito, Masako; Kusuda, Satoshi; Konishi, Yukuo; Taga, Gentaro

2015-06-01

To determine the stationary characteristics of electroencephalogram (EEG) envelopes for prematurely born (preterm) infants and investigate the intrinsic characteristics of early brain development in preterm infants. Twenty neurologically normal sets of EEGs recorded in infants with a post-conceptional age (PCA) range of 26-44 weeks (mean 37.5 ± 5.0 weeks) were analyzed. Hilbert transform was applied to extract the envelope. We determined the suitable probability distribution of the envelope and performed a statistical analysis. It was found that (i) the probability distributions for preterm EEG envelopes were best fitted by lognormal distributions at 38 weeks PCA or less, and by gamma distributions at 44 weeks PCA; (ii) the scale parameter of the lognormal distribution had positive correlations with PCA as well as a strong negative correlation with the percentage of low-voltage activity; (iii) the shape parameter of the lognormal distribution had significant positive correlations with PCA; (iv) the statistics of mode showed significant linear relationships with PCA, and, therefore, it was considered a useful index in PCA prediction. These statistics, including the scale parameter of the lognormal distribution and the skewness and mode derived from a suitable probability distribution, may be good indexes for estimating stationary nature in developing brain activity in preterm infants. The stationary characteristics, such as discontinuity, asymmetry, and unimodality, of preterm EEGs are well indicated by the statistics estimated from the probability distribution of the preterm EEG envelopes. Copyright © 2014 International Federation of Clinical Neurophysiology. Published by Elsevier Ireland Ltd. All rights reserved.

GRID-BASED EXPLORATION OF COSMOLOGICAL PARAMETER SPACE WITH SNAKE

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

Mikkelsen, K.; Næss, S. K.; Eriksen, H. K., E-mail: kristin.mikkelsen@astro.uio.no

2013-11-10

We present a fully parallelized grid-based parameter estimation algorithm for investigating multidimensional likelihoods called Snake, and apply it to cosmological parameter estimation. The basic idea is to map out the likelihood grid-cell by grid-cell according to decreasing likelihood, and stop when a certain threshold has been reached. This approach improves vastly on the 'curse of dimensionality' problem plaguing standard grid-based parameter estimation simply by disregarding grid cells with negligible likelihood. The main advantages of this method compared to standard Metropolis-Hastings Markov Chain Monte Carlo methods include (1) trivial extraction of arbitrary conditional distributions; (2) direct access to Bayesian evidences; (3)more » better sampling of the tails of the distribution; and (4) nearly perfect parallelization scaling. The main disadvantage is, as in the case of brute-force grid-based evaluation, a dependency on the number of parameters, N{sub par}. One of the main goals of the present paper is to determine how large N{sub par} can be, while still maintaining reasonable computational efficiency; we find that N{sub par} = 12 is well within the capabilities of the method. The performance of the code is tested by comparing cosmological parameters estimated using Snake and the WMAP-7 data with those obtained using CosmoMC, the current standard code in the field. We find fully consistent results, with similar computational expenses, but shorter wall time due to the perfect parallelization scheme.« less

Calculation of the confidence intervals for transformation parameters in the registration of medical images

PubMed Central

Bansal, Ravi; Staib, Lawrence H.; Laine, Andrew F.; Xu, Dongrong; Liu, Jun; Posecion, Lainie F.; Peterson, Bradley S.

2010-01-01

Images from different individuals typically cannot be registered precisely because anatomical features within the images differ across the people imaged and because the current methods for image registration have inherent technological limitations that interfere with perfect registration. Quantifying the inevitable error in image registration is therefore of crucial importance in assessing the effects that image misregistration may have on subsequent analyses in an imaging study. We have developed a mathematical framework for quantifying errors in registration by computing the confidence intervals of the estimated parameters (3 translations, 3 rotations, and 1 global scale) for the similarity transformation. The presence of noise in images and the variability in anatomy across individuals ensures that estimated registration parameters are always random variables. We assume a functional relation among intensities across voxels in the images, and we use the theory of nonlinear, least-squares estimation to show that the parameters are multivariate Gaussian distributed. We then use the covariance matrix of this distribution to compute the confidence intervals of the transformation parameters. These confidence intervals provide a quantitative assessment of the registration error across the images. Because transformation parameters are nonlinearly related to the coordinates of landmark points in the brain, we subsequently show that the coordinates of those landmark points are also multivariate Gaussian distributed. Using these distributions, we then compute the confidence intervals of the coordinates for landmark points in the image. Each of these confidence intervals in turn provides a quantitative assessment of the registration error at a particular landmark point. Because our method is computationally intensive, however, its current implementation is limited to assessing the error of the parameters in the similarity transformation across images. We assessed the performance of our method in computing the error in estimated similarity parameters by applying that method to real world dataset. Our results showed that the size of the confidence intervals computed using our method decreased – i.e. our confidence in the registration of images from different individuals increased – for increasing amounts of blur in the images. Moreover, the size of the confidence intervals increased for increasing amounts of noise, misregistration, and differing anatomy. Thus, our method precisely quantified confidence in the registration of images that contain varying amounts of misregistration and varying anatomy across individuals. PMID:19138877

Probability distribution functions for intermittent scrape-off layer plasma fluctuations

NASA Astrophysics Data System (ADS)

Theodorsen, A.; Garcia, O. E.

2018-03-01

A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common applications of the model, the pulse amplitudes are assumed exponentially distributed, supported by conditional averaging of large-amplitude fluctuations in experimental measurement data. This basic assumption has two potential limitations. First, statistical analysis of measurement data using conditional averaging only reveals the tail of the amplitude distribution to be exponentially distributed. Second, exponentially distributed amplitudes leads to a positive definite signal which cannot capture fluctuations in for example electric potential and radial velocity. Assuming pulse amplitudes which are not positive definite often make finding a closed form for the probability density function (PDF) difficult, even if the characteristic function remains relatively simple. Thus estimating model parameters requires an approach based on the characteristic function, not the PDF. In this contribution, the effect of changing the amplitude distribution on the moments, PDF and characteristic function of the process is investigated and a parameter estimation method using the empirical characteristic function is presented and tested on synthetically generated data. This proves valuable for describing intermittent fluctuations of all plasma parameters in the boundary region of magnetized plasmas.

Global distribution of urban parameters derived from high-resolution global datasets for weather modelling

NASA Astrophysics Data System (ADS)

Kawano, N.; Varquez, A. C. G.; Dong, Y.; Kanda, M.

2016-12-01

Numerical model such as Weather Research and Forecasting model coupled with single-layer Urban Canopy Model (WRF-UCM) is one of the powerful tools to investigate urban heat island. Urban parameters such as average building height (Have), plain area index (λp) and frontal area index (λf), are necessary inputs for the model. In general, these parameters are uniformly assumed in WRF-UCM but this leads to unrealistic urban representation. Distributed urban parameters can also be incorporated into WRF-UCM to consider a detail urban effect. The problem is that distributed building information is not readily available for most megacities especially in developing countries. Furthermore, acquiring real building parameters often require huge amount of time and money. In this study, we investigated the potential of using globally available satellite-captured datasets for the estimation of the parameters, Have, λp, and λf. Global datasets comprised of high spatial resolution population dataset (LandScan by Oak Ridge National Laboratory), nighttime lights (NOAA), and vegetation fraction (NASA). True samples of Have, λp, and λf were acquired from actual building footprints from satellite images and 3D building database of Tokyo, New York, Paris, Melbourne, Istanbul, Jakarta and so on. Regression equations were then derived from the block-averaging of spatial pairs of real parameters and global datasets. Results show that two regression curves to estimate Have and λf from the combination of population and nightlight are necessary depending on the city's level of development. An index which can be used to decide which equation to use for a city is the Gross Domestic Product (GDP). On the other hand, λphas less dependence on GDP but indicated a negative relationship to vegetation fraction. Finally, a simplified but precise approximation of urban parameters through readily-available, high-resolution global datasets and our derived regressions can be utilized to estimate a global distribution of urban parameters for later incorporation into a weather model, thus allowing us to acquire a global understanding of urban climate (Global Urban Climatology). Acknowledgment: This research was supported by the Environment Research and Technology Development Fund (S-14) of the Ministry of the Environment, Japan.

Univariate and Bivariate Loglinear Models for Discrete Test Score Distributions.

ERIC Educational Resources Information Center

Holland, Paul W.; Thayer, Dorothy T.

2000-01-01

Applied the theory of exponential families of distributions to the problem of fitting the univariate histograms and discrete bivariate frequency distributions that often arise in the analysis of test scores. Considers efficient computation of the maximum likelihood estimates of the parameters using Newton's Method and computationally efficient…

Modeling the distribution of extreme share return in Malaysia using Generalized Extreme Value (GEV) distribution

NASA Astrophysics Data System (ADS)

Hasan, Husna; Radi, Noor Fadhilah Ahmad; Kassim, Suraiya

2012-05-01

Extreme share return in Malaysia is studied. The monthly, quarterly, half yearly and yearly maximum returns are fitted to the Generalized Extreme Value (GEV) distribution. The Augmented Dickey Fuller (ADF) and Phillips Perron (PP) tests are performed to test for stationarity, while Mann-Kendall (MK) test is for the presence of monotonic trend. Maximum Likelihood Estimation (MLE) is used to estimate the parameter while L-moments estimate (LMOM) is used to initialize the MLE optimization routine for the stationary model. Likelihood ratio test is performed to determine the best model. Sherman's goodness of fit test is used to assess the quality of convergence of the GEV distribution by these monthly, quarterly, half yearly and yearly maximum. Returns levels are then estimated for prediction and planning purposes. The results show all maximum returns for all selection periods are stationary. The Mann-Kendall test indicates the existence of trend. Thus, we ought to model for non-stationary model too. Model 2, where the location parameter is increasing with time is the best for all selection intervals. Sherman's goodness of fit test shows that monthly, quarterly, half yearly and yearly maximum converge to the GEV distribution. From the results, it seems reasonable to conclude that yearly maximum is better for the convergence to the GEV distribution especially if longer records are available. Return level estimates, which is the return level (in this study return amount) that is expected to be exceeded, an average, once every t time periods starts to appear in the confidence interval of T = 50 for quarterly, half yearly and yearly maximum.

Factoring out nondecision time in choice reaction time data: Theory and implications.

PubMed

Verdonck, Stijn; Tuerlinckx, Francis

2016-03-01

Choice reaction time (RT) experiments are an invaluable tool in psychology and neuroscience. A common assumption is that the total choice response time is the sum of a decision and a nondecision part (time spent on perceptual and motor processes). While the decision part is typically modeled very carefully (commonly with diffusion models), a simple and ad hoc distribution (mostly uniform) is assumed for the nondecision component. Nevertheless, it has been shown that the misspecification of the nondecision time can severely distort the decision model parameter estimates. In this article, we propose an alternative approach to the estimation of choice RT models that elegantly bypasses the specification of the nondecision time distribution by means of an unconventional convolution of data and decision model distributions (hence called the D*M approach). Once the decision model parameters have been estimated, it is possible to compute a nonparametric estimate of the nondecision time distribution. The technique is tested on simulated data, and is shown to systematically remove traditional estimation bias related to misspecified nondecision time, even for a relatively small number of observations. The shape of the actual underlying nondecision time distribution can also be recovered. Next, the D*M approach is applied to a selection of existing diffusion model application articles. For all of these studies, substantial quantitative differences with the original analyses are found. For one study, these differences radically alter its final conclusions, underlining the importance of our approach. Additionally, we find that strongly right skewed nondecision time distributions are not at all uncommon. (c) 2016 APA, all rights reserved).

Retrieval of Spatio-temporal Distributions of Particle Parameters from Multiwavelength Lidar Measurements Using the Linear Estimation Technique and Comparison with AERONET

NASA Technical Reports Server (NTRS)

Veselovskii, I.; Whiteman, D. N.; Korenskiy, M.; Kolgotin, A.; Dubovik, O.; Perez-Ramirez, D.; Suvorina, A.

2013-01-01

The results of the application of the linear estimation technique to multiwavelength Raman lidar measurements performed during the summer of 2011 in Greenbelt, MD, USA, are presented. We demonstrate that multiwavelength lidars are capable not only of providing vertical profiles of particle properties but also of revealing the spatio-temporal evolution of aerosol features. The nighttime 3 Beta + 1 alpha lidar measurements on 21 and 22 July were inverted to spatio-temporal distributions of particle microphysical parameters, such as volume, number density, effective radius and the complex refractive index. The particle volume and number density show strong variation during the night, while the effective radius remains approximately constant. The real part of the refractive index demonstrates a slight decreasing tendency in a region of enhanced extinction coefficient. The linear estimation retrievals are stable and provide time series of particle parameters as a function of height at 4 min resolution. AERONET observations are compared with multiwavelength lidar retrievals showing good agreement.

Bayesian generalized least squares regression with application to log Pearson type 3 regional skew estimation

NASA Astrophysics Data System (ADS)

Reis, D. S.; Stedinger, J. R.; Martins, E. S.

2005-10-01

This paper develops a Bayesian approach to analysis of a generalized least squares (GLS) regression model for regional analyses of hydrologic data. The new approach allows computation of the posterior distributions of the parameters and the model error variance using a quasi-analytic approach. Two regional skew estimation studies illustrate the value of the Bayesian GLS approach for regional statistical analysis of a shape parameter and demonstrate that regional skew models can be relatively precise with effective record lengths in excess of 60 years. With Bayesian GLS the marginal posterior distribution of the model error variance and the corresponding mean and variance of the parameters can be computed directly, thereby providing a simple but important extension of the regional GLS regression procedures popularized by Tasker and Stedinger (1989), which is sensitive to the likely values of the model error variance when it is small relative to the sampling error in the at-site estimator.

Parameter and observation importance in modelling virus transport in saturated porous media - Investigations in a homogenous system

USGS Publications Warehouse

Barth, Gilbert R.; Hill, M.C.

2005-01-01

This paper evaluates the importance of seven types of parameters to virus transport: hydraulic conductivity, porosity, dispersivity, sorption rate and distribution coefficient (representing physical-chemical filtration), and in-solution and adsorbed inactivation (representing virus inactivation). The first three parameters relate to subsurface transport in general while the last four, the sorption rate, distribution coefficient, and in-solution and adsorbed inactivation rates, represent the interaction of viruses with the porous medium and their ability to persist. The importance of four types of observations to estimate the virus-transport parameters are evaluated: hydraulic heads, flow, temporal moments of conservative-transport concentrations, and virus concentrations. The evaluations are conducted using one- and two-dimensional homogeneous simulations, designed from published field experiments, and recently developed sensitivity-analysis methods. Sensitivity to the transport-simulation time-step size is used to evaluate the importance of numerical solution difficulties. Results suggest that hydraulic conductivity, porosity, and sorption are most important to virus-transport predictions. Most observation types provide substantial information about hydraulic conductivity and porosity; only virus-concentration observations provide information about sorption and inactivation. The observations are not sufficient to estimate these important parameters uniquely. Even with all observation types, there is extreme parameter correlation between porosity and hydraulic conductivity and between the sorption rate and in-solution inactivation. Parameter estimation was accomplished by fixing values of porosity and in-solution inactivation.

Parameter-induced uncertainty quantification of crop yields, soil N2O and CO2 emission for 8 arable sites across Europe using the LandscapeDNDC model

NASA Astrophysics Data System (ADS)

Santabarbara, Ignacio; Haas, Edwin; Kraus, David; Herrera, Saul; Klatt, Steffen; Kiese, Ralf

2014-05-01

When using biogeochemical models to estimate greenhouse gas emissions at site to regional/national levels, the assessment and quantification of the uncertainties of simulation results are of significant importance. The uncertainties in simulation results of process-based ecosystem models may result from uncertainties of the process parameters that describe the processes of the model, model structure inadequacy as well as uncertainties in the observations. Data for development and testing of uncertainty analisys were corp yield observations, measurements of soil fluxes of nitrous oxide (N2O) and carbon dioxide (CO2) from 8 arable sites across Europe. Using the process-based biogeochemical model LandscapeDNDC for simulating crop yields, N2O and CO2 emissions, our aim is to assess the simulation uncertainty by setting up a Bayesian framework based on Metropolis-Hastings algorithm. Using Gelman statistics convergence criteria and parallel computing techniques, enable multi Markov Chains to run independently in parallel and create a random walk to estimate the joint model parameter distribution. Through means distribution we limit the parameter space, get probabilities of parameter values and find the complex dependencies among them. With this parameter distribution that determines soil-atmosphere C and N exchange, we are able to obtain the parameter-induced uncertainty of simulation results and compare them with the measurements data.

Estimating Intensities and/or Strong Motion Parameters Using Civilian Monitoring Videos: The May 12, 2008, Wenchuan Earthquake

NASA Astrophysics Data System (ADS)

Yang, Xiaolin; Wu, Zhongliang; Jiang, Changsheng; Xia, Min

2011-05-01

One of the important issues in macroseismology and engineering seismology is how to get as much intensity and/or strong motion data as possible. We collected and studied several cases in the May 12, 2008, Wenchuan earthquake, exploring the possibility of estimating intensities and/or strong ground motion parameters using civilian monitoring videos which were deployed originally for security purposes. We used 53 video recordings in different places to determine the intensity distribution of the earthquake, which is shown to be consistent with the intensity distribution mapped by field investigation, and even better than that given by the Community Internet Intensity Map. In some of the videos, the seismic wave propagation is clearly visible, and can be measured with the reference of some artificial objects such as cars and/or trucks. By measuring the propagating wave, strong motion parameters can be roughly but quantitatively estimated. As a demonstration of this `propagating-wave method', we used a series of civilian videos recorded in different parts of Sichuan and Shaanxi and estimated the local PGAs. The estimate is compared with the measurement reported by strong motion instruments. The result shows that civilian monitoring video provide a practical way of collecting and estimating intensity and/or strong motion parameters, having the advantage of being dynamic, and being able to be played back for further analysis, reflecting a new trend for macroseismology in our digital era.

Wave-height hazard analysis in Eastern Coast of Spain - Bayesian approach using generalized Pareto distribution

NASA Astrophysics Data System (ADS)

Egozcue, J. J.; Pawlowsky-Glahn, V.; Ortego, M. I.

2005-03-01

Standard practice of wave-height hazard analysis often pays little attention to the uncertainty of assessed return periods and occurrence probabilities. This fact favors the opinion that, when large events happen, the hazard assessment should change accordingly. However, uncertainty of the hazard estimates is normally able to hide the effect of those large events. This is illustrated using data from the Mediterranean coast of Spain, where the last years have been extremely disastrous. Thus, it is possible to compare the hazard assessment based on data previous to those years with the analysis including them. With our approach, no significant change is detected when the statistical uncertainty is taken into account. The hazard analysis is carried out with a standard model. Time-occurrence of events is assumed Poisson distributed. The wave-height of each event is modelled as a random variable which upper tail follows a Generalized Pareto Distribution (GPD). Moreover, wave-heights are assumed independent from event to event and also independent of their occurrence in time. A threshold for excesses is assessed empirically. The other three parameters (Poisson rate, shape and scale parameters of GPD) are jointly estimated using Bayes' theorem. Prior distribution accounts for physical features of ocean waves in the Mediterranean sea and experience with these phenomena. Posterior distribution of the parameters allows to obtain posterior distributions of other derived parameters like occurrence probabilities and return periods. Predictives are also available. Computations are carried out using the program BGPE v2.0.

Estimation of slip distribution using an inverse method based on spectral decomposition of Green's function utilizing Global Positioning System (GPS) data

NASA Astrophysics Data System (ADS)

Jin, Honglin; Kato, Teruyuki; Hori, Muneo

2007-07-01

An inverse method based on the spectral decomposition of the Green's function was employed for estimating a slip distribution. We conducted numerical simulations along the Philippine Sea plate (PH) boundary in southwest Japan using this method to examine how to determine the essential parameters which are the number of deformation function modes and their coefficients. Japanese GPS Earth Observation Network (GEONET) Global Positioning System (GPS) data were used for three years covering 1997-1999 to estimate interseismic back slip distribution in this region. The estimated maximum back slip rate is about 7 cm/yr, which is consistent with the Philippine Sea plate convergence rate. Areas of strong coupling are confined between depths of 10 and 30 km and three areas of strong coupling were delineated. These results are consistent with other studies that have estimated locations of coupling distribution.

Array distribution in data-parallel programs

NASA Technical Reports Server (NTRS)

Chatterjee, Siddhartha; Gilbert, John R.; Schreiber, Robert; Sheffler, Thomas J.

1994-01-01

We consider distribution at compile time of the array data in a distributed-memory implementation of a data-parallel program written in a language like Fortran 90. We allow dynamic redistribution of data and define a heuristic algorithmic framework that chooses distribution parameters to minimize an estimate of program completion time. We represent the program as an alignment-distribution graph. We propose a divide-and-conquer algorithm for distribution that initially assigns a common distribution to each node of the graph and successively refines this assignment, taking computation, realignment, and redistribution costs into account. We explain how to estimate the effect of distribution on computation cost and how to choose a candidate set of distributions. We present the results of an implementation of our algorithms on several test problems.

An improved approximate-Bayesian model-choice method for estimating shared evolutionary history

PubMed Central

2014-01-01

Background To understand biological diversification, it is important to account for large-scale processes that affect the evolutionary history of groups of co-distributed populations of organisms. Such events predict temporally clustered divergences times, a pattern that can be estimated using genetic data from co-distributed species. I introduce a new approximate-Bayesian method for comparative phylogeographical model-choice that estimates the temporal distribution of divergences across taxa from multi-locus DNA sequence data. The model is an extension of that implemented in msBayes. Results By reparameterizing the model, introducing more flexible priors on demographic and divergence-time parameters, and implementing a non-parametric Dirichlet-process prior over divergence models, I improved the robustness, accuracy, and power of the method for estimating shared evolutionary history across taxa. Conclusions The results demonstrate the improved performance of the new method is due to (1) more appropriate priors on divergence-time and demographic parameters that avoid prohibitively small marginal likelihoods for models with more divergence events, and (2) the Dirichlet-process providing a flexible prior on divergence histories that does not strongly disfavor models with intermediate numbers of divergence events. The new method yields more robust estimates of posterior uncertainty, and thus greatly reduces the tendency to incorrectly estimate models of shared evolutionary history with strong support. PMID:24992937

Decoding and modelling of time series count data using Poisson hidden Markov model and Markov ordinal logistic regression models.

PubMed

Sebastian, Tunny; Jeyaseelan, Visalakshi; Jeyaseelan, Lakshmanan; Anandan, Shalini; George, Sebastian; Bangdiwala, Shrikant I

2018-01-01

Hidden Markov models are stochastic models in which the observations are assumed to follow a mixture distribution, but the parameters of the components are governed by a Markov chain which is unobservable. The issues related to the estimation of Poisson-hidden Markov models in which the observations are coming from mixture of Poisson distributions and the parameters of the component Poisson distributions are governed by an m-state Markov chain with an unknown transition probability matrix are explained here. These methods were applied to the data on Vibrio cholerae counts reported every month for 11-year span at Christian Medical College, Vellore, India. Using Viterbi algorithm, the best estimate of the state sequence was obtained and hence the transition probability matrix. The mean passage time between the states were estimated. The 95% confidence interval for the mean passage time was estimated via Monte Carlo simulation. The three hidden states of the estimated Markov chain are labelled as 'Low', 'Moderate' and 'High' with the mean counts of 1.4, 6.6 and 20.2 and the estimated average duration of stay of 3, 3 and 4 months, respectively. Environmental risk factors were studied using Markov ordinal logistic regression analysis. No significant association was found between disease severity levels and climate components.

Estimating the Spatial Distribution of Groundwater Age Using Synoptic Surveys of Environmental Tracers in Streams

NASA Astrophysics Data System (ADS)

Gardner, W. P.

2017-12-01

A model which simulates tracer concentration in surface water as a function the age distribution of groundwater discharge is used to characterize groundwater flow systems at a variety of spatial scales. We develop the theory behind the model and demonstrate its application in several groundwater systems of local to regional scale. A 1-D stream transport model, which includes: advection, dispersion, gas exchange, first-order decay and groundwater inflow is coupled a lumped parameter model that calculates the concentration of environmental tracers in discharging groundwater as a function of the groundwater residence time distribution. The lumped parameters, which describe the residence time distribution, are allowed to vary spatially, and multiple environmental tracers can be simulated. This model allows us to calculate the longitudinal profile of tracer concentration in streams as a function of the spatially variable groundwater age distribution. By fitting model results to observations of stream chemistry and discharge, we can then estimate the spatial distribution of groundwater age. The volume of groundwater discharge to streams can be estimated using a subset of environmental tracers, applied tracers, synoptic stream gauging or other methods, and the age of groundwater then estimated using the previously calculated groundwater discharge and observed environmental tracer concentrations. Synoptic surveys of SF6, CFC's, 3H and 222Rn, along with measured stream discharge are used to estimate the groundwater inflow distribution and mean age for regional scale surveys of the Berland River in west-central Alberta. We find that groundwater entering the Berland has observable age, and that the age estimated using our stream survey is of similar order to limited samples from groundwater wells in the region. Our results show that the stream can be used as an easily accessible location to constrain the regional scale spatial distribution of groundwater age.

Regional Earthquake Shaking and Loss Estimation

NASA Astrophysics Data System (ADS)

Sesetyan, K.; Demircioglu, M. B.; Zulfikar, C.; Durukal, E.; Erdik, M.

2009-04-01

This study, conducted under the JRA-3 component of the EU NERIES Project, develops a methodology and software (ELER) for the rapid estimation of earthquake shaking and losses in the Euro-Mediterranean region. This multi-level methodology developed together with researchers from Imperial College, NORSAR and ETH-Zurich is capable of incorporating regional variability and sources of uncertainty stemming from ground motion predictions, fault finiteness, site modifications, inventory of physical and social elements subjected to earthquake hazard and the associated vulnerability relationships. GRM Risk Management, Inc. of Istanbul serves as sub-contractor tor the coding of the ELER software. The methodology encompasses the following general steps: 1. Finding of the most likely location of the source of the earthquake using regional seismotectonic data base and basic source parameters, and if and when possible, by the estimation of fault rupture parameters from rapid inversion of data from on-line stations. 2. Estimation of the spatial distribution of selected ground motion parameters through region specific ground motion attenuation relationships and using shear wave velocity distributions.(Shake Mapping) 4. Incorporation of strong ground motion and other empirical macroseismic data for the improvement of Shake Map 5. Estimation of the losses (damage, casualty and economic) at different levels of sophistication (0, 1 and 2) that commensurate with the availability of inventory of human built environment (Loss Mapping) Both Level 0 (similar to PAGER system of USGS) and Level 1 analyses of the ELER routine are based on obtaining intensity distributions analytically and estimating total number of casualties and their geographic distribution either using regionally adjusted intensity-casualty or magnitude-casualty correlations (Level 0) of using regional building inventory data bases (Level 1). Level 0 analysis is similar to the PAGER system being developed by USGS. For given basis source parameters the intensity distributions can be computed using: a)Regional intensity attenuation relationships, b)Intensity correlations with attenuation relationship based PGV, PGA, and Spectral Amplitudes and, c)Intensity correlations with synthetic Fourier Amplitude Spectrum. In Level 1 analysis EMS98 based building vulnerability relationships are used for regional estimates of building damage and the casualty distributions. Results obtained from pilot applications of the Level 0 and Level 1 analysis modes of the ELER software to the 1999 M 7.4 Kocaeli, 1995 M 6.1 Dinar, and 2007 M 5.4 Bingol earthquakes in terms of ground shaking and losses are presented and comparisons with the observed losses are made. The regional earthquake shaking and loss information is intented for dissemination in a timely manner to related agencies for the planning and coordination of the post-earthquake emergency response. However the same software can also be used for scenario earthquake loss estimation and related Monte-Carlo type simulations.

Distributed adaptive asymptotically consensus tracking control of uncertain Euler-Lagrange systems under directed graph condition.

PubMed

Wang, Wei; Wen, Changyun; Huang, Jiangshuai; Fan, Huijin

2017-11-01

In this paper, a backstepping based distributed adaptive control scheme is proposed for multiple uncertain Euler-Lagrange systems under directed graph condition. The common desired trajectory is allowed totally unknown by part of the subsystems and the linearly parameterized trajectory model assumed in currently available results is no longer needed. To compensate the effects due to unknown trajectory information, a smooth function of consensus errors and certain positive integrable functions are introduced in designing virtual control inputs. Besides, to overcome the difficulty of completely counteracting the coupling terms of distributed consensus errors and parameter estimation errors in the presence of asymmetric Laplacian matrix, extra information transmission of local parameter estimates are introduced among linked subsystem and adaptive gain technique is adopted to generate distributed torque inputs. It is shown that with the proposed distributed adaptive control scheme, global uniform boundedness of all the closed-loop signals and asymptotically output consensus tracking can be achieved. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

High-Speed Quantum Key Distribution Using Photonic Integrated Circuits

DTIC Science & Technology

2013-01-01

protocol [14] that uses energy-time entanglement of pairs of photons. We are employing the QPIC architecture to implement a novel high-dimensional disper...continuous Hilbert spaces using measures of the covariance matrix. Although we focus the discussion on a scheme employing entangled photon pairs...is the probability that parameter estimation fails [20]. The parameter ε̄ accounts for the accuracy of estimating the smooth min- entropy , which

Nested Sampling for Bayesian Model Comparison in the Context of Salmonella Disease Dynamics

PubMed Central

Dybowski, Richard; McKinley, Trevelyan J.; Mastroeni, Pietro; Restif, Olivier

2013-01-01

Understanding the mechanisms underlying the observed dynamics of complex biological systems requires the statistical assessment and comparison of multiple alternative models. Although this has traditionally been done using maximum likelihood-based methods such as Akaike's Information Criterion (AIC), Bayesian methods have gained in popularity because they provide more informative output in the form of posterior probability distributions. However, comparison between multiple models in a Bayesian framework is made difficult by the computational cost of numerical integration over large parameter spaces. A new, efficient method for the computation of posterior probabilities has recently been proposed and applied to complex problems from the physical sciences. Here we demonstrate how nested sampling can be used for inference and model comparison in biological sciences. We present a reanalysis of data from experimental infection of mice with Salmonella enterica showing the distribution of bacteria in liver cells. In addition to confirming the main finding of the original analysis, which relied on AIC, our approach provides: (a) integration across the parameter space, (b) estimation of the posterior parameter distributions (with visualisations of parameter correlations), and (c) estimation of the posterior predictive distributions for goodness-of-fit assessments of the models. The goodness-of-fit results suggest that alternative mechanistic models and a relaxation of the quasi-stationary assumption should be considered. PMID:24376528

Comparison of z-known GRBs with the Main Groups of Bright BATSE Events

NASA Technical Reports Server (NTRS)

Mitrofanov, Igor G.; Sanin, Anton B.; Anfimov, Dmitrij S.; Litvak, Maxim L.; Briggs, Michael S.; Paciesas, William S.; Pendleton, Geoffrey N.; Preece, Robert D.; Meegan, Charles A.; Whitaker, Ann F. (Technical Monitor)

2001-01-01

The small reference sample of six BATSE gamma-ray bursts with known redshifts from optical afterglows is compared with a comparison group of the 218 brightest BATSE bursts. These two groups are shown to be consistent both with respect to the distributions of the spectral peak parameter in the observer's frame and also with respect to the distributions of the frame-independent cosmological invariant parameter (CIP). Using the known values of the redshifts z for the reference sample, the rest-frame distribution of spectral parameters is built. The de-redshifted distribution of the spectral parameters of the reference sample is compared with distribution of these parameters for the comparison group after de-redshifting by the factor 1/(1+z), with z a free parameter. Requiring consistency between these two distributions produces a collective estimation of the best fitting redshifts z for the comparison group, z=1.8--3.6. These values can be considered as the average cosmological redshift of the sources of the brightest BATSE bursts. The most probable value of the peak energy of the spectrum in the rest frame is 920 keV, close to the rest mass of an electron-positron pair.

A statistical method for estimating rates of soil development and ages of geologic deposits: A design for soil-chronosequence studies

USGS Publications Warehouse

Switzer, P.; Harden, J.W.; Mark, R.K.

1988-01-01

A statistical method for estimating rates of soil development in a given region based on calibration from a series of dated soils is used to estimate ages of soils in the same region that are not dated directly. The method is designed specifically to account for sampling procedures and uncertainties that are inherent in soil studies. Soil variation and measurement error, uncertainties in calibration dates and their relation to the age of the soil, and the limited number of dated soils are all considered. Maximum likelihood (ML) is employed to estimate a parametric linear calibration curve, relating soil development to time or age on suitably transformed scales. Soil variation on a geomorphic surface of a certain age is characterized by replicate sampling of soils on each surface; such variation is assumed to have a Gaussian distribution. The age of a geomorphic surface is described by older and younger bounds. This technique allows age uncertainty to be characterized by either a Gaussian distribution or by a triangular distribution using minimum, best-estimate, and maximum ages. The calibration curve is taken to be linear after suitable (in certain cases logarithmic) transformations, if required, of the soil parameter and age variables. Soil variability, measurement error, and departures from linearity are described in a combined fashion using Gaussian distributions with variances particular to each sampled geomorphic surface and the number of sample replicates. Uncertainty in age of a geomorphic surface used for calibration is described using three parameters by one of two methods. In the first method, upper and lower ages are specified together with a coverage probability; this specification is converted to a Gaussian distribution with the appropriate mean and variance. In the second method, "absolute" older and younger ages are specified together with a most probable age; this specification is converted to an asymmetric triangular distribution with mode at the most probable age. The statistical variability of the ML-estimated calibration curve is assessed by a Monte Carlo method in which simulated data sets repeatedly are drawn from the distributional specification; calibration parameters are reestimated for each such simulation in order to assess their statistical variability. Several examples are used for illustration. The age of undated soils in a related setting may be estimated from the soil data using the fitted calibration curve. A second simulation to assess age estimate variability is described and applied to the examples. ?? 1988 International Association for Mathematical Geology.

Standard Errors and Confidence Intervals from Bootstrapping for Ramsay-Curve Item Response Theory Model Item Parameters

ERIC Educational Resources Information Center

Gu, Fei; Skorupski, William P.; Hoyle, Larry; Kingston, Neal M.

2011-01-01

Ramsay-curve item response theory (RC-IRT) is a nonparametric procedure that estimates the latent trait using splines, and no distributional assumption about the latent trait is required. For item parameters of the two-parameter logistic (2-PL), three-parameter logistic (3-PL), and polytomous IRT models, RC-IRT can provide more accurate estimates…

Benefits of seasonal forecasts of crop yields

NASA Astrophysics Data System (ADS)

Sakurai, G.; Okada, M.; Nishimori, M.; Yokozawa, M.

2017-12-01

Major factors behind recent fluctuations in food prices include increased biofuel production and oil price fluctuations. In addition, several extreme climate events that reduced worldwide food production coincided with upward spikes in food prices. The stabilization of crop yields is one of the most important tasks to stabilize food prices and thereby enhance food security. Recent development of technologies related to crop modeling and seasonal weather forecasting has made it possible to forecast future crop yields for maize and soybean. However, the effective use of these technologies remains limited. Here we present the potential benefits of seasonal crop-yield forecasts on a global scale for choice of planting day. For this purpose, we used a model (PRYSBI-2) that can well replicate past crop yields both for maize and soybean. This model system uses a Bayesian statistical approach to estimate the parameters of a basic process-based model of crop growth. The spatial variability of model parameters was considered by estimating the posterior distribution of the parameters from historical yield data by using the Markov-chain Monte Carlo (MCMC) method with a resolution of 1.125° × 1.125°. The posterior distributions of model parameters were estimated for each spatial grid with 30 000 MCMC steps of 10 chains each. By using this model and the estimated parameter distributions, we were able to estimate not only crop yield but also levels of associated uncertainty. We found that the global average crop yield increased about 30% as the result of the optimal selection of planting day and that the seasonal forecast of crop yield had a large benefit in and near the eastern part of Brazil and India for maize and the northern area of China for soybean. In these countries, the effects of El Niño and Indian Ocean dipole are large. The results highlight the importance of developing a system to forecast global crop yields.

ASYMPTOTIC DISTRIBUTION OF ΔAUC, NRIs, AND IDI BASED ON THEORY OF U-STATISTICS

PubMed Central

Demler, Olga V.; Pencina, Michael J.; Cook, Nancy R.; D’Agostino, Ralph B.

2017-01-01

The change in AUC (ΔAUC), the IDI, and NRI are commonly used measures of risk prediction model performance. Some authors have reported good validity of associated methods of estimating their standard errors (SE) and construction of confidence intervals, whereas others have questioned their performance. To address these issues we unite the ΔAUC, IDI, and three versions of the NRI under the umbrella of the U-statistics family. We rigorously show that the asymptotic behavior of ΔAUC, NRIs, and IDI fits the asymptotic distribution theory developed for U-statistics. We prove that the ΔAUC, NRIs, and IDI are asymptotically normal, unless they compare nested models under the null hypothesis. In the latter case, asymptotic normality and existing SE estimates cannot be applied to ΔAUC, NRIs, or IDI. In the former case SE formulas proposed in the literature are equivalent to SE formulas obtained from U-statistics theory if we ignore adjustment for estimated parameters. We use Sukhatme-Randles-deWet condition to determine when adjustment for estimated parameters is necessary. We show that adjustment is not necessary for SEs of the ΔAUC and two versions of the NRI when added predictor variables are significant and normally distributed. The SEs of the IDI and three-category NRI should always be adjusted for estimated parameters. These results allow us to define when existing formulas for SE estimates can be used and when resampling methods such as the bootstrap should be used instead when comparing nested models. We also use the U-statistic theory to develop a new SE estimate of ΔAUC. PMID:28627112

Asymptotic distribution of ∆AUC, NRIs, and IDI based on theory of U-statistics.

PubMed

Demler, Olga V; Pencina, Michael J; Cook, Nancy R; D'Agostino, Ralph B

2017-09-20

The change in area under the curve (∆AUC), the integrated discrimination improvement (IDI), and net reclassification index (NRI) are commonly used measures of risk prediction model performance. Some authors have reported good validity of associated methods of estimating their standard errors (SE) and construction of confidence intervals, whereas others have questioned their performance. To address these issues, we unite the ∆AUC, IDI, and three versions of the NRI under the umbrella of the U-statistics family. We rigorously show that the asymptotic behavior of ∆AUC, NRIs, and IDI fits the asymptotic distribution theory developed for U-statistics. We prove that the ∆AUC, NRIs, and IDI are asymptotically normal, unless they compare nested models under the null hypothesis. In the latter case, asymptotic normality and existing SE estimates cannot be applied to ∆AUC, NRIs, or IDI. In the former case, SE formulas proposed in the literature are equivalent to SE formulas obtained from U-statistics theory if we ignore adjustment for estimated parameters. We use Sukhatme-Randles-deWet condition to determine when adjustment for estimated parameters is necessary. We show that adjustment is not necessary for SEs of the ∆AUC and two versions of the NRI when added predictor variables are significant and normally distributed. The SEs of the IDI and three-category NRI should always be adjusted for estimated parameters. These results allow us to define when existing formulas for SE estimates can be used and when resampling methods such as the bootstrap should be used instead when comparing nested models. We also use the U-statistic theory to develop a new SE estimate of ∆AUC. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Modelling of extreme rainfall events in Peninsular Malaysia based on annual maximum and partial duration series

NASA Astrophysics Data System (ADS)

Zin, Wan Zawiah Wan; Shinyie, Wendy Ling; Jemain, Abdul Aziz

2015-02-01

In this study, two series of data for extreme rainfall events are generated based on Annual Maximum and Partial Duration Methods, derived from 102 rain-gauge stations in Peninsular from 1982-2012. To determine the optimal threshold for each station, several requirements must be satisfied and Adapted Hill estimator is employed for this purpose. A semi-parametric bootstrap is then used to estimate the mean square error (MSE) of the estimator at each threshold and the optimal threshold is selected based on the smallest MSE. The mean annual frequency is also checked to ensure that it lies in the range of one to five and the resulting data is also de-clustered to ensure independence. The two data series are then fitted to Generalized Extreme Value and Generalized Pareto distributions for annual maximum and partial duration series, respectively. The parameter estimation methods used are the Maximum Likelihood and the L-moment methods. Two goodness of fit tests are then used to evaluate the best-fitted distribution. The results showed that the Partial Duration series with Generalized Pareto distribution and Maximum Likelihood parameter estimation provides the best representation for extreme rainfall events in Peninsular Malaysia for majority of the stations studied. Based on these findings, several return values are also derived and spatial mapping are constructed to identify the distribution characteristic of extreme rainfall in Peninsular Malaysia.

Variation in the standard deviation of the lure rating distribution: Implications for estimates of recollection probability.

PubMed

Dopkins, Stephen; Varner, Kaitlin; Hoyer, Darin

2017-10-01

In word recognition semantic priming of test words increased the false-alarm rate and the mean of confidence ratings to lures. Such priming also increased the standard deviation of confidence ratings to lures and the slope of the z-ROC function, suggesting that the priming increased the standard deviation of the lure evidence distribution. The Unequal Variance Signal Detection (UVSD) model interpreted the priming as increasing the standard deviation of the lure evidence distribution. Without additional parameters the Dual Process Signal Detection (DPSD) model could only accommodate the results by fitting the data for related and unrelated primes separately, interpreting the priming, implausibly, as decreasing the probability of target recollection (DPSD). With an additional parameter, for the probability of false (lure) recollection the model could fit the data for related and unrelated primes together, interpreting the priming as increasing the probability of false recollection. These results suggest that DPSD estimates of target recollection probability will decrease with increases in the lure confidence/evidence standard deviation unless a parameter is included for false recollection. Unfortunately the size of a given lure confidence/evidence standard deviation relative to other possible lure confidence/evidence standard deviations is often unspecified by context. Hence the model often has no way of estimating false recollection probability and thereby correcting its estimates of target recollection probability.

Uncertainties in Parameters Estimated with Neural Networks: Application to Strong Gravitational Lensing

DOE PAGES

Perreault Levasseur, Laurence; Hezaveh, Yashar D.; Wechsler, Risa H.

2017-11-15

In Hezaveh et al. (2017) we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational lensing systems. Here we demonstrate a method for obtaining the uncertainties of these parameters. We review the framework of variational inference to obtain approximate posteriors of Bayesian neural networks and apply it to a network trained to estimate the parameters of the Singular Isothermal Ellipsoid plus external shear and total flux magnification. We show that the method can capture the uncertainties due to different levels of noise in the input data,more » as well as training and architecture-related errors made by the network. To evaluate the accuracy of the resulting uncertainties, we calculate the coverage probabilities of marginalized distributions for each lensing parameter. By tuning a single hyperparameter, the dropout rate, we obtain coverage probabilities approximately equal to the confidence levels for which they were calculated, resulting in accurate and precise uncertainty estimates. Our results suggest that neural networks can be a fast alternative to Monte Carlo Markov Chains for parameter uncertainty estimation in many practical applications, allowing more than seven orders of magnitude improvement in speed.« less

Uncertainties in Parameters Estimated with Neural Networks: Application to Strong Gravitational Lensing

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

Perreault Levasseur, Laurence; Hezaveh, Yashar D.; Wechsler, Risa H.

In Hezaveh et al. (2017) we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational lensing systems. Here we demonstrate a method for obtaining the uncertainties of these parameters. We review the framework of variational inference to obtain approximate posteriors of Bayesian neural networks and apply it to a network trained to estimate the parameters of the Singular Isothermal Ellipsoid plus external shear and total flux magnification. We show that the method can capture the uncertainties due to different levels of noise in the input data,more » as well as training and architecture-related errors made by the network. To evaluate the accuracy of the resulting uncertainties, we calculate the coverage probabilities of marginalized distributions for each lensing parameter. By tuning a single hyperparameter, the dropout rate, we obtain coverage probabilities approximately equal to the confidence levels for which they were calculated, resulting in accurate and precise uncertainty estimates. Our results suggest that neural networks can be a fast alternative to Monte Carlo Markov Chains for parameter uncertainty estimation in many practical applications, allowing more than seven orders of magnitude improvement in speed.« less

State-space models’ dirty little secrets: even simple linear Gaussian models can have estimation problems

NASA Astrophysics Data System (ADS)

Auger-Méthé, Marie; Field, Chris; Albertsen, Christoffer M.; Derocher, Andrew E.; Lewis, Mark A.; Jonsen, Ian D.; Mills Flemming, Joanna

2016-05-01

State-space models (SSMs) are increasingly used in ecology to model time-series such as animal movement paths and population dynamics. This type of hierarchical model is often structured to account for two levels of variability: biological stochasticity and measurement error. SSMs are flexible. They can model linear and nonlinear processes using a variety of statistical distributions. Recent ecological SSMs are often complex, with a large number of parameters to estimate. Through a simulation study, we show that even simple linear Gaussian SSMs can suffer from parameter- and state-estimation problems. We demonstrate that these problems occur primarily when measurement error is larger than biological stochasticity, the condition that often drives ecologists to use SSMs. Using an animal movement example, we show how these estimation problems can affect ecological inference. Biased parameter estimates of a SSM describing the movement of polar bears (Ursus maritimus) result in overestimating their energy expenditure. We suggest potential solutions, but show that it often remains difficult to estimate parameters. While SSMs are powerful tools, they can give misleading results and we urge ecologists to assess whether the parameters can be estimated accurately before drawing ecological conclusions from their results.

Parameter Estimation for the Dirichlet-Multinomial Distribution Using Supplementary Beta-Binomial Data.

DTIC Science & Technology

1987-07-01

multinomial distribution as a magazine exposure model. J. of Marketing Research . 21, 100-106. Lehmann, E.L. (1983). Theory of Point Estimation. John Wiley and... Marketing Research . 21, 89-99. V I flWflW WflW~WWMWSS tWN ,rw fl rwwrwwr-w~ w-. ~. - - -- .~ 𔃾 4’.) ~a 4’ ., 𔃾. ’-4. .4.: .4~ I .4. ~J3iAf a,’ -a’ 4

Finite-key analysis for quantum key distribution with weak coherent pulses based on Bernoulli sampling

NASA Astrophysics Data System (ADS)

Kawakami, Shun; Sasaki, Toshihiko; Koashi, Masato

2017-07-01

An essential step in quantum key distribution is the estimation of parameters related to the leaked amount of information, which is usually done by sampling of the communication data. When the data size is finite, the final key rate depends on how the estimation process handles statistical fluctuations. Many of the present security analyses are based on the method with simple random sampling, where hypergeometric distribution or its known bounds are used for the estimation. Here we propose a concise method based on Bernoulli sampling, which is related to binomial distribution. Our method is suitable for the Bennett-Brassard 1984 (BB84) protocol with weak coherent pulses [C. H. Bennett and G. Brassard, Proceedings of the IEEE Conference on Computers, Systems and Signal Processing (IEEE, New York, 1984), Vol. 175], reducing the number of estimated parameters to achieve a higher key generation rate compared to the method with simple random sampling. We also apply the method to prove the security of the differential-quadrature-phase-shift (DQPS) protocol in the finite-key regime. The result indicates that the advantage of the DQPS protocol over the phase-encoding BB84 protocol in terms of the key rate, which was previously confirmed in the asymptotic regime, persists in the finite-key regime.

Event-scale power law recession analysis: quantifying methodological uncertainty

NASA Astrophysics Data System (ADS)

Dralle, David N.; Karst, Nathaniel J.; Charalampous, Kyriakos; Veenstra, Andrew; Thompson, Sally E.

2017-01-01

The study of single streamflow recession events is receiving increasing attention following the presentation of novel theoretical explanations for the emergence of power law forms of the recession relationship, and drivers of its variability. Individually characterizing streamflow recessions often involves describing the similarities and differences between model parameters fitted to each recession time series. Significant methodological sensitivity has been identified in the fitting and parameterization of models that describe populations of many recessions, but the dependence of estimated model parameters on methodological choices has not been evaluated for event-by-event forms of analysis. Here, we use daily streamflow data from 16 catchments in northern California and southern Oregon to investigate how combinations of commonly used streamflow recession definitions and fitting techniques impact parameter estimates of a widely used power law recession model. Results are relevant to watersheds that are relatively steep, forested, and rain-dominated. The highly seasonal mediterranean climate of northern California and southern Oregon ensures study catchments explore a wide range of recession behaviors and wetness states, ideal for a sensitivity analysis. In such catchments, we show the following: (i) methodological decisions, including ones that have received little attention in the literature, can impact parameter value estimates and model goodness of fit; (ii) the central tendencies of event-scale recession parameter probability distributions are largely robust to methodological choices, in the sense that differing methods rank catchments similarly according to the medians of these distributions; (iii) recession parameter distributions are method-dependent, but roughly catchment-independent, such that changing the choices made about a particular method affects a given parameter in similar ways across most catchments; and (iv) the observed correlative relationship between the power-law recession scale parameter and catchment antecedent wetness varies depending on recession definition and fitting choices. Considering study results, we recommend a combination of four key methodological decisions to maximize the quality of fitted recession curves, and to minimize bias in the related populations of fitted recession parameters.

Estimation and Simulation of Slow Crack Growth Parameters from Constant Stress Rate Data

NASA Technical Reports Server (NTRS)

Salem, Jonathan A.; Weaver, Aaron S.

2003-01-01

Closed form, approximate functions for estimating the variances and degrees-of-freedom associated with the slow crack growth parameters n, D, B, and A(sup *) as measured using constant stress rate ('dynamic fatigue') testing were derived by using propagation of errors. Estimates made with the resulting functions and slow crack growth data for a sapphire window were compared to the results of Monte Carlo simulations. The functions for estimation of the variances of the parameters were derived both with and without logarithmic transformation of the initial slow crack growth equations. The transformation was performed to make the functions both more linear and more normal. Comparison of the Monte Carlo results and the closed form expressions derived with propagation of errors indicated that linearization is not required for good estimates of the variances of parameters n and D by the propagation of errors method. However, good estimates variances of the parameters B and A(sup *) could only be made when the starting slow crack growth equation was transformed and the coefficients of variation of the input parameters were not too large. This was partially a result of the skewered distributions of B and A(sup *). Parametric variation of the input parameters was used to determine an acceptable range for using closed form approximate equations derived from propagation of errors.

Compartmental analysis of [11C]flumazenil kinetics for the estimation of ligand transport rate and receptor distribution using positron emission tomography.

PubMed

Koeppe, R A; Holthoff, V A; Frey, K A; Kilbourn, M R; Kuhl, D E

1991-09-01

The in vivo kinetic behavior of [11C]flumazenil ([11C]FMZ), a non-subtype-specific central benzodiazepine antagonist, is characterized using compartmental analysis with the aim of producing an optimized data acquisition protocol and tracer kinetic model configuration for the assessment of [11C]FMZ binding to benzodiazepine receptors (BZRs) in human brain. The approach presented is simple, requiring only a single radioligand injection. Dynamic positron emission tomography data were acquired on 18 normal volunteers using a 60- to 90-min sequence of scans and were analyzed with model configurations that included a three-compartment, four-parameter model, a three-compartment, three-parameter model, with a fixed value for free plus nonspecific binding; and a two-compartment, two-parameter model. Statistical analysis indicated that a four-parameter model did not yield significantly better fits than a three-parameter model. Goodness of fit was improved for three- versus two-parameter configurations in regions with low receptor density, but not in regions with moderate to high receptor density. Thus, a two-compartment, two-parameter configuration was found to adequately describe the kinetic behavior of [11C]FMZ in human brain, with stable estimates of the model parameters obtainable from as little as 20-30 min of data. Pixel-by-pixel analysis yields functional images of transport rate (K1) and ligand distribution volume (DV"), and thus provides independent estimates of ligand delivery and BZR binding.

RnaSeqSampleSize: real data based sample size estimation for RNA sequencing.

PubMed

Zhao, Shilin; Li, Chung-I; Guo, Yan; Sheng, Quanhu; Shyr, Yu

2018-05-30

One of the most important and often neglected components of a successful RNA sequencing (RNA-Seq) experiment is sample size estimation. A few negative binomial model-based methods have been developed to estimate sample size based on the parameters of a single gene. However, thousands of genes are quantified and tested for differential expression simultaneously in RNA-Seq experiments. Thus, additional issues should be carefully addressed, including the false discovery rate for multiple statistic tests, widely distributed read counts and dispersions for different genes. To solve these issues, we developed a sample size and power estimation method named RnaSeqSampleSize, based on the distributions of gene average read counts and dispersions estimated from real RNA-seq data. Datasets from previous, similar experiments such as the Cancer Genome Atlas (TCGA) can be used as a point of reference. Read counts and their dispersions were estimated from the reference's distribution; using that information, we estimated and summarized the power and sample size. RnaSeqSampleSize is implemented in R language and can be installed from Bioconductor website. A user friendly web graphic interface is provided at http://cqs.mc.vanderbilt.edu/shiny/RnaSeqSampleSize/ . RnaSeqSampleSize provides a convenient and powerful way for power and sample size estimation for an RNAseq experiment. It is also equipped with several unique features, including estimation for interested genes or pathway, power curve visualization, and parameter optimization.

A Modified Cramer-von Mises and Anderson-Darling Test for the Weibull Distribution with Unknown Location and Scale Parameters.

DTIC Science & Technology

1981-12-01

preventing the generation of 16 6 negative location estimators. Because of the invariant pro- perty of the EDF statistics, this transformation will...likelihood. If the parameter estimation method developed by Harter and Moore is used, care must be taken to prevent the location estimators from being...vs A 2 Critical Values, Level-.Ol, n-30 128 , 0 6N m m • w - APPENDIX E Computer Prgrams 129 Program to Calculate the Cramer-von Mises Critical Values

Robust Methods for Moderation Analysis with a Two-Level Regression Model.

PubMed

Yang, Miao; Yuan, Ke-Hai

2016-01-01

Moderation analysis has many applications in social sciences. Most widely used estimation methods for moderation analysis assume that errors are normally distributed and homoscedastic. When these assumptions are not met, the results from a classical moderation analysis can be misleading. For more reliable moderation analysis, this article proposes two robust methods with a two-level regression model when the predictors do not contain measurement error. One method is based on maximum likelihood with Student's t distribution and the other is based on M-estimators with Huber-type weights. An algorithm for obtaining the robust estimators is developed. Consistent estimates of standard errors of the robust estimators are provided. The robust approaches are compared against normal-distribution-based maximum likelihood (NML) with respect to power and accuracy of parameter estimates through a simulation study. Results show that the robust approaches outperform NML under various distributional conditions. Application of the robust methods is illustrated through a real data example. An R program is developed and documented to facilitate the application of the robust methods.

Spatial distribution of water supply in the coterminous United States

Treesearch

Thomas C. Brown; Michael T. Hobbins; Jorge A. Ramirez

2008-01-01

Available water supply across the contiguous 48 states was estimated as precipitation minus evapotranspiration using data for the period 1953-1994. Precipitation estimates were taken from the Parameter- Elevation Regressions on Independent Slopes Model (PRISM). Evapotranspiration was estimated using two models, the Advection-Aridity model and the Zhang model. The...

Sequential fitting-and-separating reflectance components for analytical bidirectional reflectance distribution function estimation.

PubMed

Lee, Yu; Yu, Chanki; Lee, Sang Wook

2018-01-10

We present a sequential fitting-and-separating algorithm for surface reflectance components that separates individual dominant reflectance components and simultaneously estimates the corresponding bidirectional reflectance distribution function (BRDF) parameters from the separated reflectance values. We tackle the estimation of a Lafortune BRDF model, which combines a nonLambertian diffuse reflection and multiple specular reflectance components with a different specular lobe. Our proposed method infers the appropriate number of BRDF lobes and their parameters by separating and estimating each of the reflectance components using an interval analysis-based branch-and-bound method in conjunction with iterative K-ordered scale estimation. The focus of this paper is the estimation of the Lafortune BRDF model. Nevertheless, our proposed method can be applied to other analytical BRDF models such as the Cook-Torrance and Ward models. Experiments were carried out to validate the proposed method using isotropic materials from the Mitsubishi Electric Research Laboratories-Massachusetts Institute of Technology (MERL-MIT) BRDF database, and the results show that our method is superior to a conventional minimization algorithm.

Rain-rate data base development and rain-rate climate analysis

NASA Technical Reports Server (NTRS)

Crane, Robert K.

1993-01-01

The single-year rain-rate distribution data available within the archives of Consultative Committee for International Radio (CCIR) Study Group 5 were compiled into a data base for use in rain-rate climate modeling and for the preparation of predictions of attenuation statistics. The four year set of tip-time sequences provided by J. Goldhirsh for locations near Wallops Island were processed to compile monthly and annual distributions of rain rate and of event durations for intervals above and below preset thresholds. A four-year data set of tropical rain-rate tip-time sequences were acquired from the NASA TRMM program for 30 gauges near Darwin, Australia. They were also processed for inclusion in the CCIR data base and the expanded data base for monthly observations at the University of Oklahoma. The empirical rain-rate distributions (edfs) accepted for inclusion in the CCIR data base were used to estimate parameters for several rain-rate distribution models: the lognormal model, the Crane two-component model, and the three parameter model proposed by Moupfuma. The intent of this segment of the study is to obtain a limited set of parameters that can be mapped globally for use in rain attenuation predictions. If the form of the distribution can be established, then perhaps available climatological data can be used to estimate the parameters rather than requiring years of rain-rate observations to set the parameters. The two-component model provided the best fit to the Wallops Island data but the Moupfuma model provided the best fit to the Darwin data.

Estimation of a Ramsay-Curve Item Response Theory Model by the Metropolis-Hastings Robbins-Monro Algorithm. CRESST Report 834

ERIC Educational Resources Information Center

Monroe, Scott; Cai, Li

2013-01-01

In Ramsay curve item response theory (RC-IRT, Woods & Thissen, 2006) modeling, the shape of the latent trait distribution is estimated simultaneously with the item parameters. In its original implementation, RC-IRT is estimated via Bock and Aitkin's (1981) EM algorithm, which yields maximum marginal likelihood estimates. This method, however,…

Estimation of a Ramsay-Curve Item Response Theory Model by the Metropolis-Hastings Robbins-Monro Algorithm

ERIC Educational Resources Information Center

Monroe, Scott; Cai, Li

2014-01-01

In Ramsay curve item response theory (RC-IRT) modeling, the shape of the latent trait distribution is estimated simultaneously with the item parameters. In its original implementation, RC-IRT is estimated via Bock and Aitkin's EM algorithm, which yields maximum marginal likelihood estimates. This method, however, does not produce the…

Visual evaluation of kinetic characteristics of PET probe for neuroreceptors using a two-phase graphic plot analysis.

PubMed

Ito, Hiroshi; Ikoma, Yoko; Seki, Chie; Kimura, Yasuyuki; Kawaguchi, Hiroshi; Takuwa, Hiroyuki; Ichise, Masanori; Suhara, Tetsuya; Kanno, Iwao

2017-05-01

Objectives In PET studies for neuroreceptors, tracer kinetics are described by the two-tissue compartment model (2-TCM), and binding parameters, including the total distribution volume (V T ), non-displaceable distribution volume (V ND ), and binding potential (BP ND ), can be determined from model parameters estimated by kinetic analysis. The stability of binding parameter estimates depends on the kinetic characteristics of radioligands. To describe these kinetic characteristics, we previously developed a two-phase graphic plot analysis in which V ND and V T can be estimated from the x-intercept of regression lines for early and delayed phases, respectively. In this study, we applied this graphic plot analysis to visual evaluation of the kinetic characteristics of radioligands for neuroreceptors, and investigated a relationship between the shape of these graphic plots and the stability of binding parameters estimated by the kinetic analysis with 2-TCM in simulated brain tissue time-activity curves (TACs) with various binding parameters. Methods 90-min TACs were generated with the arterial input function and assumed kinetic parameters according to 2-TCM. Graphic plot analysis was applied to these simulated TACs, and the curvature of the plot for each TAC was evaluated visually. TACs with several noise levels were also generated with various kinetic parameters, and the bias and variation of binding parameters estimated by kinetic analysis were calculated in each TAC. These bias and variation were compared with the shape of graphic plots. Results The graphic plots showed larger curvature for TACs with higher specific binding and slower dissociation of specific binding. The quartile deviations of V ND and BP ND determined by kinetic analysis were smaller for radioligands with slow dissociation. Conclusions The larger curvature of graphic plots for radioligands with slow dissociation might indicate a stable determination of V ND and BP ND by kinetic analysis. For investigation of the kinetics of radioligands, such kinetic characteristics should be considered.

On the estimation of stellar parameters with uncertainty prediction from Generative Artificial Neural Networks: application to Gaia RVS simulated spectra

NASA Astrophysics Data System (ADS)

Dafonte, C.; Fustes, D.; Manteiga, M.; Garabato, D.; Álvarez, M. A.; Ulla, A.; Allende Prieto, C.

2016-10-01

Aims: We present an innovative artificial neural network (ANN) architecture, called Generative ANN (GANN), that computes the forward model, that is it learns the function that relates the unknown outputs (stellar atmospheric parameters, in this case) to the given inputs (spectra). Such a model can be integrated in a Bayesian framework to estimate the posterior distribution of the outputs. Methods: The architecture of the GANN follows the same scheme as a normal ANN, but with the inputs and outputs inverted. We train the network with the set of atmospheric parameters (Teff, log g, [Fe/H] and [α/ Fe]), obtaining the stellar spectra for such inputs. The residuals between the spectra in the grid and the estimated spectra are minimized using a validation dataset to keep solutions as general as possible. Results: The performance of both conventional ANNs and GANNs to estimate the stellar parameters as a function of the star brightness is presented and compared for different Galactic populations. GANNs provide significantly improved parameterizations for early and intermediate spectral types with rich and intermediate metallicities. The behaviour of both algorithms is very similar for our sample of late-type stars, obtaining residuals in the derivation of [Fe/H] and [α/ Fe] below 0.1 dex for stars with Gaia magnitude Grvs < 12, which accounts for a number in the order of four million stars to be observed by the Radial Velocity Spectrograph of the Gaia satellite. Conclusions: Uncertainty estimation of computed astrophysical parameters is crucial for the validation of the parameterization itself and for the subsequent exploitation by the astronomical community. GANNs produce not only the parameters for a given spectrum, but a goodness-of-fit between the observed spectrum and the predicted one for a given set of parameters. Moreover, they allow us to obtain the full posterior distribution over the astrophysical parameters space once a noise model is assumed. This can be used for novelty detection and quality assessment.

Flood Frequency Curves - Use of information on the likelihood of extreme floods

NASA Astrophysics Data System (ADS)

Faber, B.

2011-12-01

Investment in the infrastructure that reduces flood risk for flood-prone communities must incorporate information on the magnitude and frequency of flooding in that area. Traditionally, that information has been a probability distribution of annual maximum streamflows developed from the historical gaged record at a stream site. Practice in the United States fits a Log-Pearson type3 distribution to the annual maximum flows of an unimpaired streamflow record, using the method of moments to estimate distribution parameters. The procedure makes the assumptions that annual peak streamflow events are (1) independent, (2) identically distributed, and (3) form a representative sample of the overall probability distribution. Each of these assumptions can be challenged. We rarely have enough data to form a representative sample, and therefore must compute and display the uncertainty in the estimated flood distribution. But, is there a wet/dry cycle that makes precipitation less than independent between successive years? Are the peak flows caused by different types of events from different statistical populations? How does the watershed or climate changing over time (non-stationarity) affect the probability distribution floods? Potential approaches to avoid these assumptions vary from estimating trend and shift and removing them from early data (and so forming a homogeneous data set), to methods that estimate statistical parameters that vary with time. A further issue in estimating a probability distribution of flood magnitude (the flood frequency curve) is whether a purely statistical approach can accurately capture the range and frequency of floods that are of interest. A meteorologically-based analysis produces "probable maximum precipitation" (PMP) and subsequently a "probable maximum flood" (PMF) that attempts to describe an upper bound on flood magnitude in a particular watershed. This analysis can help constrain the upper tail of the probability distribution, well beyond the range of gaged data or even historical or paleo-flood data, which can be very important in risk analyses performed for flood risk management and dam and levee safety studies.

Statistical guides to estimating the number of undiscovered mineral deposits: an example with porphyry copper deposits

USGS Publications Warehouse

Singer, Donald A.; Menzie, W.D.; Cheng, Qiuming; Bonham-Carter, G. F.

2005-01-01

Estimating numbers of undiscovered mineral deposits is a fundamental part of assessing mineral resources. Some statistical tools can act as guides to low variance, unbiased estimates of the number of deposits. The primary guide is that the estimates must be consistent with the grade and tonnage models. Another statistical guide is the deposit density (i.e., the number of deposits per unit area of permissive rock in well-explored control areas). Preliminary estimates and confidence limits of the number of undiscovered deposits in a tract of given area may be calculated using linear regression and refined using frequency distributions with appropriate parameters. A Poisson distribution leads to estimates having lower relative variances than the regression estimates and implies a random distribution of deposits. Coefficients of variation are used to compare uncertainties of negative binomial, Poisson, or MARK3 empirical distributions that have the same expected number of deposits as the deposit density. Statistical guides presented here allow simple yet robust estimation of the number of undiscovered deposits in permissive terranes. 

Detection and Parameter Estimation of Chirped Radar Signals.

DTIC Science & Technology

2000-01-10

Wigner - Ville distribution ( WVD ): The WVD belongs to the Cohen’s class of energy distributions ...length. 28 6. Pseudo Wigner - Ville distribution (PWVD): The PWVD introduces a time-window to the WVD definition, thereby reducing the interferences...Frequency normalized to sampling frequency 26 Figure V.2: Wigner - Ville distribution ; time normalized to the pulse length 28 Figure V.3:

Particle size distributions by transmission electron microscopy: an interlaboratory comparison case study

PubMed Central

Rice, Stephen B; Chan, Christopher; Brown, Scott C; Eschbach, Peter; Han, Li; Ensor, David S; Stefaniak, Aleksandr B; Bonevich, John; Vladár, András E; Hight Walker, Angela R; Zheng, Jiwen; Starnes, Catherine; Stromberg, Arnold; Ye, Jia; Grulke, Eric A

2015-01-01

This paper reports an interlaboratory comparison that evaluated a protocol for measuring and analysing the particle size distribution of discrete, metallic, spheroidal nanoparticles using transmission electron microscopy (TEM). The study was focused on automated image capture and automated particle analysis. NIST RM8012 gold nanoparticles (30 nm nominal diameter) were measured for area-equivalent diameter distributions by eight laboratories. Statistical analysis was used to (1) assess the data quality without using size distribution reference models, (2) determine reference model parameters for different size distribution reference models and non-linear regression fitting methods and (3) assess the measurement uncertainty of a size distribution parameter by using its coefficient of variation. The interlaboratory area-equivalent diameter mean, 27.6 nm ± 2.4 nm (computed based on a normal distribution), was quite similar to the area-equivalent diameter, 27.6 nm, assigned to NIST RM8012. The lognormal reference model was the preferred choice for these particle size distributions as, for all laboratories, its parameters had lower relative standard errors (RSEs) than the other size distribution reference models tested (normal, Weibull and Rosin–Rammler–Bennett). The RSEs for the fitted standard deviations were two orders of magnitude higher than those for the fitted means, suggesting that most of the parameter estimate errors were associated with estimating the breadth of the distributions. The coefficients of variation for the interlaboratory statistics also confirmed the lognormal reference model as the preferred choice. From quasi-linear plots, the typical range for good fits between the model and cumulative number-based distributions was 1.9 fitted standard deviations less than the mean to 2.3 fitted standard deviations above the mean. Automated image capture, automated particle analysis and statistical evaluation of the data and fitting coefficients provide a framework for assessing nanoparticle size distributions using TEM for image acquisition. PMID:26361398

A general approach to double-moment normalization of drop size distributions

NASA Astrophysics Data System (ADS)

Lee, G. W.; Sempere-Torres, D.; Uijlenhoet, R.; Zawadzki, I.

2003-04-01

Normalization of drop size distributions (DSDs) is re-examined here. First, we present an extension of scaling normalization using one moment of the DSD as a parameter (as introduced by Sempere-Torres et al, 1994) to a scaling normalization using two moments as parameters of the normalization. It is shown that the normalization of Testud et al. (2001) is a particular case of the two-moment scaling normalization. Thus, a unified vision of the question of DSDs normalization and a good model representation of DSDs is given. Data analysis shows that from the point of view of moment estimation least square regression is slightly more effective than moment estimation from the normalized average DSD.

Inverse Modeling of Hydrologic Parameters Using Surface Flux and Runoff Observations in the Community Land Model

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

Sun, Yu; Hou, Zhangshuan; Huang, Maoyi

2013-12-10

This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Two inversion strategies, the deterministic least-square fitting and stochastic Markov-Chain Monte-Carlo (MCMC) - Bayesian inversion approaches, are evaluated by applying them to CLM4 at selected sites. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find thatmore » using model parameters calibrated by the least-square fitting provides little improvements in the model simulations but the sampling-based stochastic inversion approaches are consistent - as more information comes in, the predictive intervals of the calibrated parameters become narrower and the misfits between the calculated and observed responses decrease. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to the different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.« less

NWP model forecast skill optimization via closure parameter variations

NASA Astrophysics Data System (ADS)

Järvinen, H.; Ollinaho, P.; Laine, M.; Solonen, A.; Haario, H.

2012-04-01

We present results of a novel approach to tune predictive skill of numerical weather prediction (NWP) models. These models contain tunable parameters which appear in parameterizations schemes of sub-grid scale physical processes. The current practice is to specify manually the numerical parameter values, based on expert knowledge. We developed recently a concept and method (QJRMS 2011) for on-line estimation of the NWP model parameters via closure parameter variations. The method called EPPES ("Ensemble prediction and parameter estimation system") utilizes ensemble prediction infra-structure for parameter estimation in a very cost-effective way: practically no new computations are introduced. The approach provides an algorithmic decision making tool for model parameter optimization in operational NWP. In EPPES, statistical inference about the NWP model tunable parameters is made by (i) generating an ensemble of predictions so that each member uses different model parameter values, drawn from a proposal distribution, and (ii) feeding-back the relative merits of the parameter values to the proposal distribution, based on evaluation of a suitable likelihood function against verifying observations. In this presentation, the method is first illustrated in low-order numerical tests using a stochastic version of the Lorenz-95 model which effectively emulates the principal features of ensemble prediction systems. The EPPES method correctly detects the unknown and wrongly specified parameters values, and leads to an improved forecast skill. Second, results with an ensemble prediction system emulator, based on the ECHAM5 atmospheric GCM show that the model tuning capability of EPPES scales up to realistic models and ensemble prediction systems. Finally, preliminary results of EPPES in the context of ECMWF forecasting system are presented.

Estimation of Parameters from Discrete Random Nonstationary Time Series

NASA Astrophysics Data System (ADS)

Takayasu, H.; Nakamura, T.

For the analysis of nonstationary stochastic time series we introduce a formulation to estimate the underlying time-dependent parameters. This method is designed for random events with small numbers that are out of the applicability range of the normal distribution. The method is demonstrated for numerical data generated by a known system, and applied to time series of traffic accidents, batting average of a baseball player and sales volume of home electronics.

Bayesian Framework Approach for Prognostic Studies in Electrolytic Capacitor under Thermal Overstress Conditions

DTIC Science & Technology

2012-09-01

make end of life ( EOL ) and remaining useful life (RUL) estimations. Model-based prognostics approaches perform these tasks with the help of first...in parameters Degradation Modeling Parameter estimation Prediction Thermal / Electrical Stress Experimental Data State Space model RUL EOL ...distribution at given single time point kP , and use this for multi-step predictions to EOL . There are several methods which exits for selecting the sigma

An initial-abstraction, constant-loss model for unit hydrograph modeling for applicable watersheds in Texas

USGS Publications Warehouse

Asquith, William H.; Roussel, Meghan C.

2007-01-01

Estimation of representative hydrographs from design storms, which are known as design hydrographs, provides for cost-effective, riskmitigated design of drainage structures such as bridges, culverts, roadways, and other infrastructure. During 2001?07, the U.S. Geological Survey (USGS), in cooperation with the Texas Department of Transportation, investigated runoff hydrographs, design storms, unit hydrographs,and watershed-loss models to enhance design hydrograph estimation in Texas. Design hydrographs ideally should mimic the general volume, peak, and shape of observed runoff hydrographs. Design hydrographs commonly are estimated in part by unit hydrographs. A unit hydrograph is defined as the runoff hydrograph that results from a unit pulse of excess rainfall uniformly distributed over the watershed at a constant rate for a specific duration. A time-distributed, watershed-loss model is required for modeling by unit hydrographs. This report develops a specific time-distributed, watershed-loss model known as an initial-abstraction, constant-loss model. For this watershed-loss model, a watershed is conceptualized to have the capacity to store or abstract an absolute depth of rainfall at and near the beginning of a storm. Depths of total rainfall less than this initial abstraction do not produce runoff. The watershed also is conceptualized to have the capacity to remove rainfall at a constant rate (loss) after the initial abstraction is satisfied. Additional rainfall inputs after the initial abstraction is satisfied contribute to runoff if the rainfall rate (intensity) is larger than the constant loss. The initial abstraction, constant-loss model thus is a two-parameter model. The initial-abstraction, constant-loss model is investigated through detailed computational and statistical analysis of observed rainfall and runoff data for 92 USGS streamflow-gaging stations (watersheds) in Texas with contributing drainage areas from 0.26 to 166 square miles. The analysis is limited to a previously described, watershed-specific, gamma distribution model of the unit hydrograph. In particular, the initial-abstraction, constant-loss model is tuned to the gamma distribution model of the unit hydrograph. A complex computational analysis of observed rainfall and runoff for the 92 watersheds was done to determine, by storm, optimal values of initial abstraction and constant loss. Optimal parameter values for a given storm were defined as those values that produced a modeled runoff hydrograph with volume equal to the observed runoff hydrograph and also minimized the residual sum of squares of the two hydrographs. Subsequently, the means of the optimal parameters were computed on a watershed-specific basis. These means for each watershed are considered the most representative, are tabulated, and are used in further statistical analyses. Statistical analyses of watershed-specific, initial abstraction and constant loss include documentation of the distribution of each parameter using the generalized lambda distribution. The analyses show that watershed development has substantial influence on initial abstraction and limited influence on constant loss. The means and medians of the 92 watershed-specific parameters are tabulated with respect to watershed development; although they have considerable uncertainty, these parameters can be used for parameter prediction for ungaged watersheds. The statistical analyses of watershed-specific, initial abstraction and constant loss also include development of predictive procedures for estimation of each parameter for ungaged watersheds. Both regression equations and regression trees for estimation of initial abstraction and constant loss are provided. The watershed characteristics included in the regression analyses are (1) main-channel length, (2) a binary factor representing watershed development, (3) a binary factor representing watersheds with an abundance of rocky and thin-soiled terrain, and (4) curve numb

Implementation of an Integrated On-Board Aircraft Engine Diagnostic Architecture

NASA Technical Reports Server (NTRS)

Armstrong, Jeffrey B.; Simon, Donald L.

2012-01-01

An on-board diagnostic architecture for aircraft turbofan engine performance trending, parameter estimation, and gas-path fault detection and isolation has been developed and evaluated in a simulation environment. The architecture incorporates two independent models: a realtime self-tuning performance model providing parameter estimates and a performance baseline model for diagnostic purposes reflecting long-term engine degradation trends. This architecture was evaluated using flight profiles generated from a nonlinear model with realistic fleet engine health degradation distributions and sensor noise. The architecture was found to produce acceptable estimates of engine health and unmeasured parameters, and the integrated diagnostic algorithms were able to perform correct fault isolation in approximately 70 percent of the tested cases

The Information Content of Interferometric Synthetic Aperture Radar: Vegetation and Underlying Surface Topography

NASA Technical Reports Server (NTRS)

Treuhaft, Robert N.

1996-01-01

This paper first gives a heuristic description of the sensitivity of Interferometric Synthetic Aperture Radar to vertical vegetation distributions and underlying surface topography. A parameter estimation scenario is then described in which the Interferometric Synthetic Aperture Radar cross-correlation amplitude and phase are the observations from which vegetation and surface topographic parameters are estimated. It is shown that, even in the homogeneous-layer model of the vegetation, the number of parameters needed to describe the vegetation and underlying topography exceeds the number of Interferometric Synthetic Aperture Radar observations for single-baseline, single-frequency, single-incidence-angle, single-polarization Interferometric Synthetic Aperture Radar. Using ancillary ground-truth data to compensate for the underdetermination of the parameters, forest depths are estimated from the INSAR data. A recently-analyzed multibaseline data set is also discussed and the potential for stand-alone Interferometric Synthetic Aperture Radar parameter estimation is assessed. The potential of combining the information content of Interferometric Synthetic Aperture Radar with that of infrared/optical remote sensing data is briefly discussed.

The Information Content of Interferometric Synthetic Aperture Radar: Vegetation and Underlying Surface Topography

NASA Technical Reports Server (NTRS)

Treuhaft, Robert N.

1996-01-01

Drawing from recently submitted work, this paper first gives a heuristic description of the sensitivity of interferometric synthetic aperture radar (INSAR) to vertical vegetation distribution and under laying surface topography. A parameter estimation scenario is then described in which the INSAR cross correlation amplitude and phase are the observations from which vegetation and surface topographic parameters are estimated. It is shown that, even in the homogeneous layer model of the vegetation, the number of parameters needed to describe the vegetation and underlying topography exceeds the number of INSAR observations for single baseline, single frequency, single incidence-angle, single polarization INSAR. Using ancillary ground truth data to compensate for the under determination of the parameters, forest depths are estimated from the INSAR data. A recently analyzed multi-baseline data set is also discussed and the potential for stand alone INSAR parameter estimation is assessed. The potential of combining the information content of INSAR with that of infrared/optical remote sensing data is briefly discussed.

BayeSED: A General Approach to Fitting the Spectral Energy Distribution of Galaxies

NASA Astrophysics Data System (ADS)

Han, Yunkun; Han, Zhanwen

2014-11-01

We present a newly developed version of BayeSED, a general Bayesian approach to the spectral energy distribution (SED) fitting of galaxies. The new BayeSED code has been systematically tested on a mock sample of galaxies. The comparison between the estimated and input values of the parameters shows that BayeSED can recover the physical parameters of galaxies reasonably well. We then applied BayeSED to interpret the SEDs of a large Ks -selected sample of galaxies in the COSMOS/UltraVISTA field with stellar population synthesis models. Using the new BayeSED code, a Bayesian model comparison of stellar population synthesis models has been performed for the first time. We found that the 2003 model by Bruzual & Charlot, statistically speaking, has greater Bayesian evidence than the 2005 model by Maraston for the Ks -selected sample. In addition, while setting the stellar metallicity as a free parameter obviously increases the Bayesian evidence of both models, varying the initial mass function has a notable effect only on the Maraston model. Meanwhile, the physical parameters estimated with BayeSED are found to be generally consistent with those obtained using the popular grid-based FAST code, while the former parameters exhibit more natural distributions. Based on the estimated physical parameters of the galaxies in the sample, we qualitatively classified the galaxies in the sample into five populations that may represent galaxies at different evolution stages or in different environments. We conclude that BayeSED could be a reliable and powerful tool for investigating the formation and evolution of galaxies from the rich multi-wavelength observations currently available. A binary version of the BayeSED code parallelized with Message Passing Interface is publicly available at https://bitbucket.org/hanyk/bayesed.

BayeSED: A GENERAL APPROACH TO FITTING THE SPECTRAL ENERGY DISTRIBUTION OF GALAXIES

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

Han, Yunkun; Han, Zhanwen, E-mail: hanyk@ynao.ac.cn, E-mail: zhanwenhan@ynao.ac.cn

2014-11-01

We present a newly developed version of BayeSED, a general Bayesian approach to the spectral energy distribution (SED) fitting of galaxies. The new BayeSED code has been systematically tested on a mock sample of galaxies. The comparison between the estimated and input values of the parameters shows that BayeSED can recover the physical parameters of galaxies reasonably well. We then applied BayeSED to interpret the SEDs of a large K{sub s} -selected sample of galaxies in the COSMOS/UltraVISTA field with stellar population synthesis models. Using the new BayeSED code, a Bayesian model comparison of stellar population synthesis models has beenmore » performed for the first time. We found that the 2003 model by Bruzual and Charlot, statistically speaking, has greater Bayesian evidence than the 2005 model by Maraston for the K{sub s} -selected sample. In addition, while setting the stellar metallicity as a free parameter obviously increases the Bayesian evidence of both models, varying the initial mass function has a notable effect only on the Maraston model. Meanwhile, the physical parameters estimated with BayeSED are found to be generally consistent with those obtained using the popular grid-based FAST code, while the former parameters exhibit more natural distributions. Based on the estimated physical parameters of the galaxies in the sample, we qualitatively classified the galaxies in the sample into five populations that may represent galaxies at different evolution stages or in different environments. We conclude that BayeSED could be a reliable and powerful tool for investigating the formation and evolution of galaxies from the rich multi-wavelength observations currently available. A binary version of the BayeSED code parallelized with Message Passing Interface is publicly available at https://bitbucket.org/hanyk/bayesed.« less

Performance of two predictive uncertainty estimation approaches for conceptual Rainfall-Runoff Model: Bayesian Joint Inference and Hydrologic Uncertainty Post-processing

NASA Astrophysics Data System (ADS)

Hernández-López, Mario R.; Romero-Cuéllar, Jonathan; Camilo Múnera-Estrada, Juan; Coccia, Gabriele; Francés, Félix

2017-04-01

It is noticeably important to emphasize the role of uncertainty particularly when the model forecasts are used to support decision-making and water management. This research compares two approaches for the evaluation of the predictive uncertainty in hydrological modeling. First approach is the Bayesian Joint Inference of hydrological and error models. Second approach is carried out through the Model Conditional Processor using the Truncated Normal Distribution in the transformed space. This comparison is focused on the predictive distribution reliability. The case study is applied to two basins included in the Model Parameter Estimation Experiment (MOPEX). These two basins, which have different hydrological complexity, are the French Broad River (North Carolina) and the Guadalupe River (Texas). The results indicate that generally, both approaches are able to provide similar predictive performances. However, the differences between them can arise in basins with complex hydrology (e.g. ephemeral basins). This is because obtained results with Bayesian Joint Inference are strongly dependent on the suitability of the hypothesized error model. Similarly, the results in the case of the Model Conditional Processor are mainly influenced by the selected model of tails or even by the selected full probability distribution model of the data in the real space, and by the definition of the Truncated Normal Distribution in the transformed space. In summary, the different hypotheses that the modeler choose on each of the two approaches are the main cause of the different results. This research also explores a proper combination of both methodologies which could be useful to achieve less biased hydrological parameter estimation. For this approach, firstly the predictive distribution is obtained through the Model Conditional Processor. Secondly, this predictive distribution is used to derive the corresponding additive error model which is employed for the hydrological parameter estimation with the Bayesian Joint Inference methodology.

Tissue Viscoelasticity Imaging Using Vibration and Ultrasound Coupler Gel

NASA Astrophysics Data System (ADS)

Yamakawa, Makoto; Shiina, Tsuyoshi

2012-07-01

In tissue diagnosis, both elasticity and viscosity are important indexes. Therefore, we propose a method for evaluating tissue viscoelasticity by applying vibration that is usually performed in elastography and using an ultrasound coupler gel with known viscoelasticity. In this method, we use three viscoelasticity parameters based on the coupler strain and tissue strain: the strain ratio as an elasticity parameter, and the phase difference and the normalized hysteresis loop area as viscosity parameters. In the agar phantom experiment, using these viscoelasticity parameters, we were able to estimate the viscoelasticity distribution of the phantom. In particular, the strain ratio and the phase difference were robust to strain estimation error.

A statistical methodology for estimating transport parameters: Theory and applications to one-dimensional advectivec-dispersive systems

USGS Publications Warehouse

Wagner, Brian J.; Gorelick, Steven M.

1986-01-01

A simulation nonlinear multiple-regression methodology for estimating parameters that characterize the transport of contaminants is developed and demonstrated. Finite difference contaminant transport simulation is combined with a nonlinear weighted least squares multiple-regression procedure. The technique provides optimal parameter estimates and gives statistics for assessing the reliability of these estimates under certain general assumptions about the distributions of the random measurement errors. Monte Carlo analysis is used to estimate parameter reliability for a hypothetical homogeneous soil column for which concentration data contain large random measurement errors. The value of data collected spatially versus data collected temporally was investigated for estimation of velocity, dispersion coefficient, effective porosity, first-order decay rate, and zero-order production. The use of spatial data gave estimates that were 2–3 times more reliable than estimates based on temporal data for all parameters except velocity. Comparison of estimated linear and nonlinear confidence intervals based upon Monte Carlo analysis showed that the linear approximation is poor for dispersion coefficient and zero-order production coefficient when data are collected over time. In addition, examples demonstrate transport parameter estimation for two real one-dimensional systems. First, the longitudinal dispersivity and effective porosity of an unsaturated soil are estimated using laboratory column data. We compare the reliability of estimates based upon data from individual laboratory experiments versus estimates based upon pooled data from several experiments. Second, the simulation nonlinear regression procedure is extended to include an additional governing equation that describes delayed storage during contaminant transport. The model is applied to analyze the trends, variability, and interrelationship of parameters in a mourtain stream in northern California.

WATGIS: A GIS-Based Lumped Parameter Water Quality Model

Treesearch

Glenn P. Fernandez; George M. Chescheir; R. Wayne Skaggs; Devendra M. Amatya

2002-01-01

A Geographic Information System (GIS)­based, lumped parameter water quality model was developed to estimate the spatial and temporal nitrogen­loading patterns for lower coastal plain watersheds in eastern North Carolina. The model uses a spatially distributed delivery ratio (DR) parameter to account for nitrogen retention or loss along a drainage network. Delivery...

Computational Algorithms or Identification of Distributed Parameter Systems

DTIC Science & Technology

1993-04-24

delay-differential equations, Volterra integral equations, and partial differential equations with memory terms . In particular we investigated a...tested for estimating parameters in a Volterra integral equation arising from a viscoelastic model of a flexible structure with Boltzmann damping. In...particular, one of the parameters identified was the order of the derivative in Volterra integro-differential equations containing fractional

Segmentation and intensity estimation of microarray images using a gamma-t mixture model.

PubMed

Baek, Jangsun; Son, Young Sook; McLachlan, Geoffrey J

2007-02-15

We present a new approach to the analysis of images for complementary DNA microarray experiments. The image segmentation and intensity estimation are performed simultaneously by adopting a two-component mixture model. One component of this mixture corresponds to the distribution of the background intensity, while the other corresponds to the distribution of the foreground intensity. The intensity measurement is a bivariate vector consisting of red and green intensities. The background intensity component is modeled by the bivariate gamma distribution, whose marginal densities for the red and green intensities are independent three-parameter gamma distributions with different parameters. The foreground intensity component is taken to be the bivariate t distribution, with the constraint that the mean of the foreground is greater than that of the background for each of the two colors. The degrees of freedom of this t distribution are inferred from the data but they could be specified in advance to reduce the computation time. Also, the covariance matrix is not restricted to being diagonal and so it allows for nonzero correlation between R and G foreground intensities. This gamma-t mixture model is fitted by maximum likelihood via the EM algorithm. A final step is executed whereby nonparametric (kernel) smoothing is undertaken of the posterior probabilities of component membership. The main advantages of this approach are: (1) it enjoys the well-known strengths of a mixture model, namely flexibility and adaptability to the data; (2) it considers the segmentation and intensity simultaneously and not separately as in commonly used existing software, and it also works with the red and green intensities in a bivariate framework as opposed to their separate estimation via univariate methods; (3) the use of the three-parameter gamma distribution for the background red and green intensities provides a much better fit than the normal (log normal) or t distributions; (4) the use of the bivariate t distribution for the foreground intensity provides a model that is less sensitive to extreme observations; (5) as a consequence of the aforementioned properties, it allows segmentation to be undertaken for a wide range of spot shapes, including doughnut, sickle shape and artifacts. We apply our method for gridding, segmentation and estimation to cDNA microarray real images and artificial data. Our method provides better segmentation results in spot shapes as well as intensity estimation than Spot and spotSegmentation R language softwares. It detected blank spots as well as bright artifact for the real data, and estimated spot intensities with high-accuracy for the synthetic data. The algorithms were implemented in Matlab. The Matlab codes implementing both the gridding and segmentation/estimation are available upon request. Supplementary material is available at Bioinformatics online.

Transformation to equivalent dimensions—a new methodology to study earthquake clustering

NASA Astrophysics Data System (ADS)

Lasocki, Stanislaw

2014-05-01

A seismic event is represented by a point in a parameter space, quantified by the vector of parameter values. Studies of earthquake clustering involve considering distances between such points in multidimensional spaces. However, the metrics of earthquake parameters are different, hence the metric in a multidimensional parameter space cannot be readily defined. The present paper proposes a solution of this metric problem based on a concept of probabilistic equivalence of earthquake parameters. Under this concept the lengths of parameter intervals are equivalent if the probability for earthquakes to take values from either interval is the same. Earthquake clustering is studied in an equivalent rather than the original dimensions space, where the equivalent dimension (ED) of a parameter is its cumulative distribution function. All transformed parameters are of linear scale in [0, 1] interval and the distance between earthquakes represented by vectors in any ED space is Euclidean. The unknown, in general, cumulative distributions of earthquake parameters are estimated from earthquake catalogues by means of the model-free non-parametric kernel estimation method. Potential of the transformation to EDs is illustrated by two examples of use: to find hierarchically closest neighbours in time-space and to assess temporal variations of earthquake clustering in a specific 4-D phase space.

Post-processing procedure for industrial quantum key distribution systems

NASA Astrophysics Data System (ADS)

Kiktenko, Evgeny; Trushechkin, Anton; Kurochkin, Yury; Fedorov, Aleksey

2016-08-01

We present algorithmic solutions aimed on post-processing procedure for industrial quantum key distribution systems with hardware sifting. The main steps of the procedure are error correction, parameter estimation, and privacy amplification. Authentication of classical public communication channel is also considered.

Quantitative estimation of climatic parameters from vegetation data in North America by the mutual climatic range technique

USGS Publications Warehouse

Anderson, Katherine H.; Bartlein, Patrick J.; Strickland, Laura E.; Pelltier, Richard T.; Thompson, Robert S.; Shafer, Sarah L.

2012-01-01

The mutual climatic range (MCR) technique is perhaps the most widely used method for estimating past climatic parameters from fossil assemblages, largely because it can be conducted on a simple list of the taxa present in an assemblage. When applied to plant macrofossil data, this unweighted approach (MCRun) will frequently identify a large range for a given climatic parameter where the species in an assemblage can theoretically live together. To narrow this range, we devised a new weighted approach (MCRwt) that employs information from the modern relations between climatic parameters and plant distributions to lessen the influence of the "tails" of the distributions of the climatic data associated with the taxa in an assemblage. To assess the performance of the MCR approaches, we applied them to a set of modern climatic data and plant distributions on a 25-km grid for North America, and compared observed and estimated climatic values for each grid point. In general, MCRwt was superior to MCRun in providing smaller anomalies, less bias, and better correlations between observed and estimated values. However, by the same measures, the results of Modern Analog Technique (MAT) approaches were superior to MCRwt. Although this might be reason to favor MAT approaches, they are based on assumptions that may not be valid for paleoclimatic reconstructions, including that: 1) the absence of a taxon from a fossil sample is meaningful, 2) plant associations were largely unaffected by past changes in either levels of atmospheric carbon dioxide or in the seasonal distributions of solar radiation, and 3) plant associations of the past are adequately represented on the modern landscape. To illustrate the application of these MCR and MAT approaches to paleoclimatic reconstructions, we applied them to a Pleistocene paleobotanical assemblage from the western United States. From our examinations of the estimates of modern and past climates from vegetation assemblages, we conclude that the MCRun technique provides reliable and unbiased estimates of the ranges of possible climatic conditions that can reasonably be associated with these assemblages. The application of MCRwt and MAT approaches can further constrain these estimates and may provide a systematic way to assess uncertainty. The data sets required for MCR analyses in North America are provided in a parallel publication.

A distributed transmit beamforming synchronization strategy for multi-element radar systems

NASA Astrophysics Data System (ADS)

Xiao, Manlin; Li, Xingwen; Xu, Jikang

2017-02-01

The distributed transmit beamforming has recently been discussed as an energy-effective technique in wireless communication systems. A common ground of various techniques is that the destination node transmits a beacon signal or feedback to assist source nodes to synchronize signals. However, this approach is not appropriate for a radar system since the destination is a non-cooperative target of an unknown location. In our paper, we propose a novel synchronization strategy for a distributed multiple-element beamfoming radar system. Source nodes estimate parameters of beacon signals transmitted from others to get their local synchronization information. The channel information of the phase propagation delay is transmitted to nodes via the reflected beacon signals as well. Next, each node generates appropriate parameters to form a beamforming signal at the target. Transmit beamforming signals of all nodes will combine coherently at the target compensating for different propagation delay. We analyse the influence of the local oscillation accuracy and the parameter estimation errors on the performance of the proposed synchronization scheme. The results of numerical simulations illustrate that this synchronization scheme is effective to enable the transmit beamforming in a distributed multi-element radar system.

Using pairs of physiological models to estimate temporal variation in amphibian body temperature.

PubMed

Roznik, Elizabeth A; Alford, Ross A

2014-10-01

Physical models are often used to estimate ectotherm body temperatures, but designing accurate models for amphibians is difficult because they can vary in cutaneous resistance to evaporative water loss. To account for this variability, a recently published technique requires a pair of agar models that mimic amphibians with 0% and 100% resistance to evaporative water loss; the temperatures of these models define the lower and upper boundaries of possible amphibian body temperatures for the location in which they are placed. The goal of our study was to develop a method for using these pairs of models to estimate parameters describing the distributions of body temperatures of frogs under field conditions. We radiotracked green-eyed treefrogs (Litoria serrata) and collected semi-continuous thermal data using both temperature-sensitive radiotransmitters with an automated datalogging receiver, and pairs of agar models placed in frog locations, and we collected discrete thermal data using a non-contact infrared thermometer when frogs were located. We first examined the accuracy of temperature-sensitive transmitters in estimating frog body temperatures by comparing transmitter data with direct temperature measurements taken simultaneously for the same individuals. We then compared parameters (mean, minimum, maximum, standard deviation) characterizing the distributions of temperatures of individual frogs estimated from data collected using each of the three methods. We found strong relationships between thermal parameters estimated from data collected using automated radiotelemetry and both types of thermal models. These relationships were stronger for data collected using automated radiotelemetry and impermeable thermal models, suggesting that in the field, L. serrata has a relatively high resistance to evaporative water loss. Our results demonstrate that placing pairs of thermal models in frog locations can provide accurate estimates of the distributions of temperatures experienced by individual frogs, and that comparing temperatures from model pairs to direct measurements collected simultaneously on frogs can be used to broadly characterize the skin resistance of a species, and to select which model type is most appropriate for estimating temperature distributions for that species. Copyright © 2014 Elsevier Ltd. All rights reserved.

Estimating equivalence with quantile regression

USGS Publications Warehouse

Cade, B.S.

2011-01-01

Equivalence testing and corresponding confidence interval estimates are used to provide more enlightened statistical statements about parameter estimates by relating them to intervals of effect sizes deemed to be of scientific or practical importance rather than just to an effect size of zero. Equivalence tests and confidence interval estimates are based on a null hypothesis that a parameter estimate is either outside (inequivalence hypothesis) or inside (equivalence hypothesis) an equivalence region, depending on the question of interest and assignment of risk. The former approach, often referred to as bioequivalence testing, is often used in regulatory settings because it reverses the burden of proof compared to a standard test of significance, following a precautionary principle for environmental protection. Unfortunately, many applications of equivalence testing focus on establishing average equivalence by estimating differences in means of distributions that do not have homogeneous variances. I discuss how to compare equivalence across quantiles of distributions using confidence intervals on quantile regression estimates that detect differences in heterogeneous distributions missed by focusing on means. I used one-tailed confidence intervals based on inequivalence hypotheses in a two-group treatment-control design for estimating bioequivalence of arsenic concentrations in soils at an old ammunition testing site and bioequivalence of vegetation biomass at a reclaimed mining site. Two-tailed confidence intervals based both on inequivalence and equivalence hypotheses were used to examine quantile equivalence for negligible trends over time for a continuous exponential model of amphibian abundance. ?? 2011 by the Ecological Society of America.

Detecting changes in ultrasound backscattered statistics by using Nakagami parameters: Comparisons of moment-based and maximum likelihood estimators.

PubMed

Lin, Jen-Jen; Cheng, Jung-Yu; Huang, Li-Fei; Lin, Ying-Hsiu; Wan, Yung-Liang; Tsui, Po-Hsiang

2017-05-01

The Nakagami distribution is an approximation useful to the statistics of ultrasound backscattered signals for tissue characterization. Various estimators may affect the Nakagami parameter in the detection of changes in backscattered statistics. In particular, the moment-based estimator (MBE) and maximum likelihood estimator (MLE) are two primary methods used to estimate the Nakagami parameters of ultrasound signals. This study explored the effects of the MBE and different MLE approximations on Nakagami parameter estimations. Ultrasound backscattered signals of different scatterer number densities were generated using a simulation model, and phantom experiments and measurements of human liver tissues were also conducted to acquire real backscattered echoes. Envelope signals were employed to estimate the Nakagami parameters by using the MBE, first- and second-order approximations of MLE (MLE 1 and MLE 2 , respectively), and Greenwood approximation (MLE gw ) for comparisons. The simulation results demonstrated that, compared with the MBE and MLE 1 , the MLE 2 and MLE gw enabled more stable parameter estimations with small sample sizes. Notably, the required data length of the envelope signal was 3.6 times the pulse length. The phantom and tissue measurement results also showed that the Nakagami parameters estimated using the MLE 2 and MLE gw could simultaneously differentiate various scatterer concentrations with lower standard deviations and reliably reflect physical meanings associated with the backscattered statistics. Therefore, the MLE 2 and MLE gw are suggested as estimators for the development of Nakagami-based methodologies for ultrasound tissue characterization. Copyright © 2017 Elsevier B.V. All rights reserved.

Can you trust the parametric standard errors in nonlinear least squares? Yes, with provisos.

PubMed

Tellinghuisen, Joel

2018-04-01

Questions about the reliability of parametric standard errors (SEs) from nonlinear least squares (LS) algorithms have led to a general mistrust of these precision estimators that is often unwarranted. The importance of non-Gaussian parameter distributions is illustrated by converting linear models to nonlinear by substituting e A , ln A, and 1/A for a linear parameter a. Monte Carlo (MC) simulations characterize parameter distributions in more complex cases, including when data have varying uncertainty and should be weighted, but weights are neglected. This situation leads to loss of precision and erroneous parametric SEs, as is illustrated for the Lineweaver-Burk analysis of enzyme kinetics data and the analysis of isothermal titration calorimetry data. Non-Gaussian parameter distributions are generally asymmetric and biased. However, when the parametric SE is <10% of the magnitude of the parameter, both the bias and the asymmetry can usually be ignored. Sometimes nonlinear estimators can be redefined to give more normal distributions and better convergence properties. Variable data uncertainty, or heteroscedasticity, can sometimes be handled by data transforms but more generally requires weighted LS, which in turn require knowledge of the data variance. Parametric SEs are rigorously correct in linear LS under the usual assumptions, and are a trustworthy approximation in nonlinear LS provided they are sufficiently small - a condition favored by the abundant, precise data routinely collected in many modern instrumental methods. Copyright © 2018 Elsevier B.V. All rights reserved.

Estimating fracture spacing from natural tracers in shale-gas production

NASA Astrophysics Data System (ADS)

Bauer, S. J.; McKenna, S. A.; Heath, J. E.; Gardner, P.

2012-12-01

Resource appraisal and long-term recovery potential of shale gas relies on the characteristics of the fracture networks created within the formation. Both well testing and analysis of micro-seismic data can provide information on fracture characteristics, but approaches that directly utilize observations of gas transport through the fractures are not well-developed. We examine transport of natural tracers and analyze the breakthrough curves (BTC's) of these tracers with a multi-rate mass transfer (MMT) model to elucidate fracture characteristics. The focus here is on numerical simulation studies to determine constraints on the ability to accurately estimate fracture network characteristics as a function of the diffusion coefficients of the natural tracers, the number and timing of observations, the flow rates from the well, and the noise in the observations. Traditional tracer testing approaches for dual-porosity systems analyze the BTC of an injected tracer to obtain fracture spacing considering a single spacing value. An alternative model is the MMT model where diffusive mass transfer occurs simultaneously over a range of matrix block sizes defined by a statistical distribution (e.g., log-normal, gamma, or power-law). The goal of the estimation is defining the parameters of the fracture spacing distribution. The MMT model has not yet been applied to analysis of natural in situ natural tracers. Natural tracers are omnipresent in the subsurface, potentially obviating the needed for introduced tracers, and could be used to improve upon fracture characteristics estimated from pressure transient and decline curve production analysis. Results of this study provide guidance for data collection and analysis of natural tracers in fractured shale formations. Parameter estimation on simulated BTC's will provide guidance on the necessary timing of BTC sampling in field experiments. The MMT model can result in non-unique or nonphysical parameter estimates. We address this with Bayesian estimation approaches that can define uncertainty in estimated parameters as a posterior probability distribution. We will also use Bayesian estimation to examine model identifiability (e.g., selecting between parametric distributions of fracture spacing) from various BTC's. Application of the MMT model to natural tracers and hydraulic fractures in shale will require extension of the model to account for partitioning of the tracers between multiple phases and different mass transfer behavior in mixed gas-liquid (e.g., oil or groundwater rich) systems. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

Electron-hole pairs generation rate estimation irradiated by isotope Nickel-63 in silicone using GEANT4

NASA Astrophysics Data System (ADS)

Kovalev, I. V.; Sidorov, V. G.; Zelenkov, P. V.; Khoroshko, A. Y.; Lelekov, A. T.

2015-10-01

To optimize parameters of beta-electrical converter of isotope Nickel-63 radiation, model of the distribution of EHP generation rate in semiconductor must be derived. By using Monte-Carlo methods in GEANT4 system with ultra-low energy electron physics models this distribution in silicon calculated and approximated with Gauss function. Maximal efficient isotope layer thickness and maximal energy efficiency of EHP generation were estimated.

Deriving movement properties and the effect of the environment from the Brownian bridge movement model in monkeys and birds.

PubMed

Buchin, Kevin; Sijben, Stef; van Loon, E Emiel; Sapir, Nir; Mercier, Stéphanie; Marie Arseneau, T Jean; Willems, Erik P

2015-01-01

The Brownian bridge movement model (BBMM) provides a biologically sound approximation of the movement path of an animal based on discrete location data, and is a powerful method to quantify utilization distributions. Computing the utilization distribution based on the BBMM while calculating movement parameters directly from the location data, may result in inconsistent and misleading results. We show how the BBMM can be extended to also calculate derived movement parameters. Furthermore we demonstrate how to integrate environmental context into a BBMM-based analysis. We develop a computational framework to analyze animal movement based on the BBMM. In particular, we demonstrate how a derived movement parameter (relative speed) and its spatial distribution can be calculated in the BBMM. We show how to integrate our framework with the conceptual framework of the movement ecology paradigm in two related but acutely different ways, focusing on the influence that the environment has on animal movement. First, we demonstrate an a posteriori approach, in which the spatial distribution of average relative movement speed as obtained from a "contextually naïve" model is related to the local vegetation structure within the monthly ranging area of a group of wild vervet monkeys. Without a model like the BBMM it would not be possible to estimate such a spatial distribution of a parameter in a sound way. Second, we introduce an a priori approach in which atmospheric information is used to calculate a crucial parameter of the BBMM to investigate flight properties of migrating bee-eaters. This analysis shows significant differences in the characteristics of flight modes, which would have not been detected without using the BBMM. Our algorithm is the first of its kind to allow BBMM-based computation of movement parameters beyond the utilization distribution, and we present two case studies that demonstrate two fundamentally different ways in which our algorithm can be applied to estimate the spatial distribution of average relative movement speed, while interpreting it in a biologically meaningful manner, across a wide range of environmental scenarios and ecological contexts. Therefore movement parameters derived from the BBMM can provide a powerful method for movement ecology research.

Approximate Bayesian estimation of extinction rate in the Finnish Daphnia magna metapopulation.

PubMed

Robinson, John D; Hall, David W; Wares, John P

2013-05-01

Approximate Bayesian computation (ABC) is useful for parameterizing complex models in population genetics. In this study, ABC was applied to simultaneously estimate parameter values for a model of metapopulation coalescence and test two alternatives to a strict metapopulation model in the well-studied network of Daphnia magna populations in Finland. The models shared four free parameters: the subpopulation genetic diversity (θS), the rate of gene flow among patches (4Nm), the founding population size (N0) and the metapopulation extinction rate (e) but differed in the distribution of extinction rates across habitat patches in the system. The three models had either a constant extinction rate in all populations (strict metapopulation), one population that was protected from local extinction (i.e. a persistent source), or habitat-specific extinction rates drawn from a distribution with specified mean and variance. Our model selection analysis favoured the model including a persistent source population over the two alternative models. Of the closest 750,000 data sets in Euclidean space, 78% were simulated under the persistent source model (estimated posterior probability = 0.769). This fraction increased to more than 85% when only the closest 150,000 data sets were considered (estimated posterior probability = 0.774). Approximate Bayesian computation was then used to estimate parameter values that might produce the observed set of summary statistics. Our analysis provided posterior distributions for e that included the point estimate obtained from previous data from the Finnish D. magna metapopulation. Our results support the use of ABC and population genetic data for testing the strict metapopulation model and parameterizing complex models of demography. © 2013 Blackwell Publishing Ltd.

Quadratic Frequency Modulation Signals Parameter Estimation Based on Two-Dimensional Product Modified Parameterized Chirp Rate-Quadratic Chirp Rate Distribution.

PubMed

Qu, Zhiyu; Qu, Fuxin; Hou, Changbo; Jing, Fulong

2018-05-19

In an inverse synthetic aperture radar (ISAR) imaging system for targets with complex motion, the azimuth echo signals of the target are always modeled as multicomponent quadratic frequency modulation (QFM) signals. The chirp rate (CR) and quadratic chirp rate (QCR) estimation of QFM signals is very important to solve the ISAR image defocus problem. For multicomponent QFM (multi-QFM) signals, the conventional QR and QCR estimation algorithms suffer from the cross-term and poor anti-noise ability. This paper proposes a novel estimation algorithm called a two-dimensional product modified parameterized chirp rate-quadratic chirp rate distribution (2D-PMPCRD) for QFM signals parameter estimation. The 2D-PMPCRD employs a multi-scale parametric symmetric self-correlation function and modified nonuniform fast Fourier transform-Fast Fourier transform to transform the signals into the chirp rate-quadratic chirp rate (CR-QCR) domains. It can greatly suppress the cross-terms while strengthening the auto-terms by multiplying different CR-QCR domains with different scale factors. Compared with high order ambiguity function-integrated cubic phase function and modified Lv's distribution, the simulation results verify that the 2D-PMPCRD acquires higher anti-noise performance and obtains better cross-terms suppression performance for multi-QFM signals with reasonable computation cost.

Measurement of surface physical properties and radiation balance for KUREX-91 study

NASA Technical Reports Server (NTRS)

Walter-Shea, Elizabeth A.; Blad, Blaine L.; Mesarch, Mark A.; Hays, Cynthia J.

1992-01-01

Biophysical properties and radiation balance components were measured at the Streletskaya Steppe Reserve of the Russian Republic in July 1991. Steppe vegetation parameters characterized include leaf area index (LAI), leaf angle distribution, mean tilt angle, canopy height, leaf spectral properties, leaf water potential, fraction of absorbed photosynthetically active radiation (APAR), and incoming and outgoing shortwave and longwave radiation. Research results, biophysical parameters, radiation balance estimates, and sun-view geometry effects on estimating APAR are discussed. Incoming and outgoing radiation streams are estimated using bidirectional spectral reflectances and bidirectional thermal emittances. Good agreement between measured and modeled estimates of the radiation balance were obtained.

Estimating procedure times for surgeries by determining location parameters for the lognormal model.

PubMed

Spangler, William E; Strum, David P; Vargas, Luis G; May, Jerrold H

2004-05-01

We present an empirical study of methods for estimating the location parameter of the lognormal distribution. Our results identify the best order statistic to use, and indicate that using the best order statistic instead of the median may lead to less frequent incorrect rejection of the lognormal model, more accurate critical value estimates, and higher goodness-of-fit. Using simulation data, we constructed and compared two models for identifying the best order statistic, one based on conventional nonlinear regression and the other using a data mining/machine learning technique. Better surgical procedure time estimates may lead to improved surgical operations.

A testable model of earthquake probability based on changes in mean event size

NASA Astrophysics Data System (ADS)

Imoto, Masajiro

2003-02-01

We studied changes in mean event size using data on microearthquakes obtained from a local network in Kanto, central Japan, from a viewpoint that a mean event size tends to increase as the critical point is approached. A parameter describing changes was defined using a simple weighting average procedure. In order to obtain the distribution of the parameter in the background, we surveyed values of the parameter from 1982 to 1999 in a 160 × 160 × 80 km volume. The 16 events of M5.5 or larger in this volume were selected as target events. The conditional distribution of the parameter was estimated from the 16 values, each of which referred to the value immediately prior to each target event. The distribution of the background becomes a function of symmetry, the center of which corresponds to no change in b value. In contrast, the conditional distribution exhibits an asymmetric feature, which tends to decrease the b value. The difference in the distributions between the two groups was significant and provided us a hazard function for estimating earthquake probabilities. Comparing the hazard function with a Poisson process, we obtained an Akaike Information Criterion (AIC) reduction of 24. This reduction agreed closely with the probability gains of a retrospective study in a range of 2-4. A successful example of the proposed model can be seen in the earthquake of 3 June 2000, which is the only event during the period of prospective testing.

Spatio-Temporal Fluctuations of the Earthquake Magnitude Distribution: Robust Estimation and Predictive Power

NASA Astrophysics Data System (ADS)

Olsen, S.; Zaliapin, I.

2008-12-01

We establish positive correlation between the local spatio-temporal fluctuations of the earthquake magnitude distribution and the occurrence of regional earthquakes. In order to accomplish this goal, we develop a sequential Bayesian statistical estimation framework for the b-value (slope of the Gutenberg-Richter's exponential approximation to the observed magnitude distribution) and for the ratio a(t) between the earthquake intensities in two non-overlapping magnitude intervals. The time-dependent dynamics of these parameters is analyzed using Markov Chain Models (MCM). The main advantage of this approach over the traditional window-based estimation is its "soft" parameterization, which allows one to obtain stable results with realistically small samples. We furthermore discuss a statistical methodology for establishing lagged correlations between continuous and point processes. The developed methods are applied to the observed seismicity of California, Nevada, and Japan on different temporal and spatial scales. We report an oscillatory dynamics of the estimated parameters, and find that the detected oscillations are positively correlated with the occurrence of large regional earthquakes, as well as with small events with magnitudes as low as 2.5. The reported results have important implications for further development of earthquake prediction and seismic hazard assessment methods.

Regional groundwater characteristics and hydraulic conductivity based on geological units in Korean peninsula

NASA Astrophysics Data System (ADS)

Kim, Y.; Suk, H.

2011-12-01

In this study, about 2,000 deep observation wells, stream and/or river distribution, and river's density were analyzed to identify regional groundwater flow trend, based on the regional groundwater survey of four major river watersheds including Geum river, Han river, Youngsan-Seomjin river, and Nakdong river in Korea. Hydrogeologial data were collected to analyze regional groundwater flow characteristics according to geological units. Additionally, hydrological soil type data were collected to estimate direct runoff through SCS-CN method. Temperature and precipitation data were used to quantify infiltration rate. The temperature and precipitation data were also used to quantify evaporation by Thornthwaite method and to evaluate groundwater recharge, respectively. Understanding the regional groundwater characteristics requires the database of groundwater flow parameters, but most hydrogeological data include limited information such as groundwater level and well configuration. In this study, therefore, groundwater flow parameters such as hydraulic conductivities or transmissivities were estimated using observed groundwater level by inverse model, namely PEST (Non-linear Parameter ESTimation). Since groundwater modeling studies have some uncertainties in data collection, conceptualization, and model results, model calibration should be performed. The calibration may be manually performed by changing parameters step by step, or various parameters are simultaneously changed by automatic procedure using PEST program. In this study, both manual and automatic procedures were employed to calibrate and estimate hydraulic parameter distributions. In summary, regional groundwater survey data obtained from four major river watersheds and various data of hydrology, meteorology, geology, soil, and topography in Korea were used to estimate hydraulic conductivities using PEST program. Especially, in order to estimate hydraulic conductivity effectively, it is important to perform in such a way that areas of same or similar hydrogeological characteristics should be grouped into zones. Keywords: regional groundwater, database, hydraulic conductivity, PEST, Korean peninsular Acknowledgements: This work was supported by the Radioactive Waste Management of the Korea Institute of Energy Technology Evaluation and Planning (KETEP) grant funded by the Korea government Ministry of Knowledge Economy (2011T100200152)

Numerical Uncertainty Analysis for Computational Fluid Dynamics using Student T Distribution -- Application of CFD Uncertainty Analysis Compared to Exact Analytical Solution

NASA Technical Reports Server (NTRS)

Groves, Curtis E.; Ilie, marcel; Shallhorn, Paul A.

2014-01-01

Computational Fluid Dynamics (CFD) is the standard numerical tool used by Fluid Dynamists to estimate solutions to many problems in academia, government, and industry. CFD is known to have errors and uncertainties and there is no universally adopted method to estimate such quantities. This paper describes an approach to estimate CFD uncertainties strictly numerically using inputs and the Student-T distribution. The approach is compared to an exact analytical solution of fully developed, laminar flow between infinite, stationary plates. It is shown that treating all CFD input parameters as oscillatory uncertainty terms coupled with the Student-T distribution can encompass the exact solution.

A generalized gamma mixture model for ultrasonic tissue characterization.

PubMed

Vegas-Sanchez-Ferrero, Gonzalo; Aja-Fernandez, Santiago; Palencia, Cesar; Martin-Fernandez, Marcos

2012-01-01

Several statistical models have been proposed in the literature to describe the behavior of speckles. Among them, the Nakagami distribution has proven to very accurately characterize the speckle behavior in tissues. However, it fails when describing the heavier tails caused by the impulsive response of a speckle. The Generalized Gamma (GG) distribution (which also generalizes the Nakagami distribution) was proposed to overcome these limitations. Despite the advantages of the distribution in terms of goodness of fitting, its main drawback is the lack of a closed-form maximum likelihood (ML) estimates. Thus, the calculation of its parameters becomes difficult and not attractive. In this work, we propose (1) a simple but robust methodology to estimate the ML parameters of GG distributions and (2) a Generalized Gama Mixture Model (GGMM). These mixture models are of great value in ultrasound imaging when the received signal is characterized by a different nature of tissues. We show that a better speckle characterization is achieved when using GG and GGMM rather than other state-of-the-art distributions and mixture models. Results showed the better performance of the GG distribution in characterizing the speckle of blood and myocardial tissue in ultrasonic images.

A Generalized Gamma Mixture Model for Ultrasonic Tissue Characterization

PubMed Central

Palencia, Cesar; Martin-Fernandez, Marcos

2012-01-01

Several statistical models have been proposed in the literature to describe the behavior of speckles. Among them, the Nakagami distribution has proven to very accurately characterize the speckle behavior in tissues. However, it fails when describing the heavier tails caused by the impulsive response of a speckle. The Generalized Gamma (GG) distribution (which also generalizes the Nakagami distribution) was proposed to overcome these limitations. Despite the advantages of the distribution in terms of goodness of fitting, its main drawback is the lack of a closed-form maximum likelihood (ML) estimates. Thus, the calculation of its parameters becomes difficult and not attractive. In this work, we propose (1) a simple but robust methodology to estimate the ML parameters of GG distributions and (2) a Generalized Gama Mixture Model (GGMM). These mixture models are of great value in ultrasound imaging when the received signal is characterized by a different nature of tissues. We show that a better speckle characterization is achieved when using GG and GGMM rather than other state-of-the-art distributions and mixture models. Results showed the better performance of the GG distribution in characterizing the speckle of blood and myocardial tissue in ultrasonic images. PMID:23424602

Improvement of Parameter Estimations in Tumor Growth Inhibition Models on Xenografted Animals: Handling Sacrifice Censoring and Error Caused by Experimental Measurement on Larger Tumor Sizes.

PubMed

Pierrillas, Philippe B; Tod, Michel; Amiel, Magali; Chenel, Marylore; Henin, Emilie

2016-09-01

The purpose of this study was to explore the impact of censoring due to animal sacrifice on parameter estimates and tumor volume calculated from two diameters in larger tumors during tumor growth experiments in preclinical studies. The type of measurement error that can be expected was also investigated. Different scenarios were challenged using the stochastic simulation and estimation process. One thousand datasets were simulated under the design of a typical tumor growth study in xenografted mice, and then, eight approaches were used for parameter estimation with the simulated datasets. The distribution of estimates and simulation-based diagnostics were computed for comparison. The different approaches were robust regarding the choice of residual error and gave equivalent results. However, by not considering missing data induced by sacrificing the animal, parameter estimates were biased and led to false inferences in terms of compound potency; the threshold concentration for tumor eradication when ignoring censoring was 581 ng.ml(-1), but the true value was 240 ng.ml(-1).

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions

NASA Technical Reports Server (NTRS)

Peters, B. C., Jr.; Walker, H. F.

1978-01-01

This paper addresses the problem of obtaining numerically maximum-likelihood estimates of the parameters for a mixture of normal distributions. In recent literature, a certain successive-approximations procedure, based on the likelihood equations, was shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, we introduce a general iterative procedure, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. We show that, with probability 1 as the sample size grows large, this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. We also show that the step-size which yields optimal local convergence rates for large samples is determined in a sense by the 'separation' of the component normal densities and is bounded below by a number between 1 and 2.

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions, 2

NASA Technical Reports Server (NTRS)

Peters, B. C., Jr.; Walker, H. F.

1976-01-01

The problem of obtaining numerically maximum likelihood estimates of the parameters for a mixture of normal distributions is addressed. In recent literature, a certain successive approximations procedure, based on the likelihood equations, is shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, a general iterative procedure is introduced, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. With probability 1 as the sample size grows large, it is shown that this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. The step-size which yields optimal local convergence rates for large samples is determined in a sense by the separation of the component normal densities and is bounded below by a number between 1 and 2.

Atomic hydrogen distribution. [in Titan atmospheric model

NASA Technical Reports Server (NTRS)

Tabarie, N.

1974-01-01

Several possible H2 vertical distributions in Titan's atmosphere are considered with the constraint of 5 km-A a total quantity. Approximative calculations show that hydrogen distribution is quite sensitive to two other parameters of Titan's atmosphere: the temperature and the presence of other constituents. The escape fluxes of H and H2 are also estimated as well as the consequent distributions trapped in the Saturnian system.

SED Modeling of 20 Massive Young Stellar Objects

NASA Astrophysics Data System (ADS)

Tanti, Kamal Kumar

In this paper, we present the spectral energy distributions (SEDs) modeling of twenty massive young stellar objects (MYSOs) and subsequently estimated different physical and structural/geometrical parameters for each of the twenty central YSO outflow candidates, along with their associated circumstellar disks and infalling envelopes. The SEDs for each of the MYSOs been reconstructed by using 2MASS, MSX, IRAS, IRAC & MIPS, SCUBA, WISE, SPIRE and IRAM data, with the help of a SED Fitting Tool, that uses a grid of 2D radiative transfer models. Using the detailed analysis of SEDs and subsequent estimation of physical and geometrical parameters for the central YSO sources along with its circumstellar disks and envelopes, the cumulative distribution of the stellar, disk and envelope parameters can be analyzed. This leads to a better understanding of massive star formation processes in their respective star forming regions in different molecular clouds.

"TNOs are Cool": A survey of the trans-Neptunian region. XIII. Statistical analysis of multiple trans-Neptunian objects observed with Herschel Space Observatory

NASA Astrophysics Data System (ADS)

Kovalenko, I. D.; Doressoundiram, A.; Lellouch, E.; Vilenius, E.; Müller, T.; Stansberry, J.

2017-11-01

Context. Gravitationally bound multiple systems provide an opportunity to estimate the mean bulk density of the objects, whereas this characteristic is not available for single objects. Being a primitive population of the outer solar system, binary and multiple trans-Neptunian objects (TNOs) provide unique information about bulk density and internal structure, improving our understanding of their formation and evolution. Aims: The goal of this work is to analyse parameters of multiple trans-Neptunian systems, observed with Herschel and Spitzer space telescopes. Particularly, statistical analysis is done for radiometric size and geometric albedo, obtained from photometric observations, and for estimated bulk density. Methods: We use Monte Carlo simulation to estimate the real size distribution of TNOs. For this purpose, we expand the dataset of diameters by adopting the Minor Planet Center database list with available values of the absolute magnitude therein, and the albedo distribution derived from Herschel radiometric measurements. We use the 2-sample Anderson-Darling non-parametric statistical method for testing whether two samples of diameters, for binary and single TNOs, come from the same distribution. Additionally, we use the Spearman's coefficient as a measure of rank correlations between parameters. Uncertainties of estimated parameters together with lack of data are taken into account. Conclusions about correlations between parameters are based on statistical hypothesis testing. Results: We have found that the difference in size distributions of multiple and single TNOs is biased by small objects. The test on correlations between parameters shows that the effective diameter of binary TNOs strongly correlates with heliocentric orbital inclination and with magnitude difference between components of binary system. The correlation between diameter and magnitude difference implies that small and large binaries are formed by different mechanisms. Furthermore, the statistical test indicates, although not significant with the sample size, that a moderately strong correlation exists between diameter and bulk density. Herschel is an ESA space observatory with science instruments provided by European-led Principal Investigator consortia and with important participation from NASA.

Estimation of Community Land Model parameters for an improved assessment of net carbon fluxes at European sites

NASA Astrophysics Data System (ADS)

Post, Hanna; Vrugt, Jasper A.; Fox, Andrew; Vereecken, Harry; Hendricks Franssen, Harrie-Jan

2017-03-01

The Community Land Model (CLM) contains many parameters whose values are uncertain and thus require careful estimation for model application at individual sites. Here we used Bayesian inference with the DiffeRential Evolution Adaptive Metropolis (DREAM(zs)) algorithm to estimate eight CLM v.4.5 ecosystem parameters using 1 year records of half-hourly net ecosystem CO2 exchange (NEE) observations of four central European sites with different plant functional types (PFTs). The posterior CLM parameter distributions of each site were estimated per individual season and on a yearly basis. These estimates were then evaluated using NEE data from an independent evaluation period and data from "nearby" FLUXNET sites at 600 km distance to the original sites. Latent variables (multipliers) were used to treat explicitly uncertainty in the initial carbon-nitrogen pools. The posterior parameter estimates were superior to their default values in their ability to track and explain the measured NEE data of each site. The seasonal parameter values reduced with more than 50% (averaged over all sites) the bias in the simulated NEE values. The most consistent performance of CLM during the evaluation period was found for the posterior parameter values of the forest PFTs, and contrary to the C3-grass and C3-crop sites, the latent variables of the initial pools further enhanced the quality-of-fit. The carbon sink function of the forest PFTs significantly increased with the posterior parameter estimates. We thus conclude that land surface model predictions of carbon stocks and fluxes require careful consideration of uncertain ecological parameters and initial states.

Estimation of position and velocity for a low dynamic vehicle in near space using nonresolved photometric and astrometric data.

PubMed

Jing, Nan; Li, Chuang; Chong, Yaqin

2017-01-20

An estimation method for indirectly observable parameters for a typical low dynamic vehicle (LDV) is presented. The estimation method utilizes apparent magnitude, azimuth angle, and elevation angle to estimate the position and velocity of a typical LDV, such as a high altitude balloon (HAB). In order to validate the accuracy of the estimated parameters gained from an unscented Kalman filter, two sets of experiments are carried out to obtain the nonresolved photometric and astrometric data. In the experiments, a HAB launch is planned; models of the HAB dynamics and kinematics and observation models are built to use as time update and measurement update functions, respectively. When the HAB is launched, a ground-based optoelectronic detector is used to capture the object images, which are processed using aperture photometry technology to obtain the time-varying apparent magnitude of the HAB. Two sets of actual and estimated parameters are given to clearly indicate the parameter differences. Two sets of errors between the actual and estimated parameters are also given to show how the estimated position and velocity differ with respect to the observation time. The similar distribution curve results from the two scenarios, which agree within 3σ, verify that nonresolved photometric and astrometric data can be used to estimate the indirectly observable state parameters (position and velocity) for a typical LDV. This technique can be applied to small and dim space objects in the future.

Multivariate models for prediction of rheological characteristics of filamentous fermentation broth from the size distribution.

PubMed

Petersen, Nanna; Stocks, Stuart; Gernaey, Krist V

2008-05-01

The main purpose of this article is to demonstrate that principal component analysis (PCA) and partial least squares regression (PLSR) can be used to extract information from particle size distribution data and predict rheological properties. Samples from commercially relevant Aspergillus oryzae fermentations conducted in 550 L pilot scale tanks were characterized with respect to particle size distribution, biomass concentration, and rheological properties. The rheological properties were described using the Herschel-Bulkley model. Estimation of all three parameters in the Herschel-Bulkley model (yield stress (tau(y)), consistency index (K), and flow behavior index (n)) resulted in a large standard deviation of the parameter estimates. The flow behavior index was not found to be correlated with any of the other measured variables and previous studies have suggested a constant value of the flow behavior index in filamentous fermentations. It was therefore chosen to fix this parameter to the average value thereby decreasing the standard deviation of the estimates of the remaining rheological parameters significantly. Using a PLSR model, a reasonable prediction of apparent viscosity (micro(app)), yield stress (tau(y)), and consistency index (K), could be made from the size distributions, biomass concentration, and process information. This provides a predictive method with a high predictive power for the rheology of fermentation broth, and with the advantages over previous models that tau(y) and K can be predicted as well as micro(app). Validation on an independent test set yielded a root mean square error of 1.21 Pa for tau(y), 0.209 Pa s(n) for K, and 0.0288 Pa s for micro(app), corresponding to R(2) = 0.95, R(2) = 0.94, and R(2) = 0.95 respectively. Copyright 2007 Wiley Periodicals, Inc.

Comparison of optimal design methods in inverse problems

NASA Astrophysics Data System (ADS)

Banks, H. T.; Holm, K.; Kappel, F.

2011-07-01

Typical optimal design methods for inverse or parameter estimation problems are designed to choose optimal sampling distributions through minimization of a specific cost function related to the resulting error in parameter estimates. It is hoped that the inverse problem will produce parameter estimates with increased accuracy using data collected according to the optimal sampling distribution. Here we formulate the classical optimal design problem in the context of general optimization problems over distributions of sampling times. We present a new Prohorov metric-based theoretical framework that permits one to treat succinctly and rigorously any optimal design criteria based on the Fisher information matrix. A fundamental approximation theory is also included in this framework. A new optimal design, SE-optimal design (standard error optimal design), is then introduced in the context of this framework. We compare this new design criterion with the more traditional D-optimal and E-optimal designs. The optimal sampling distributions from each design are used to compute and compare standard errors; the standard errors for parameters are computed using asymptotic theory or bootstrapping and the optimal mesh. We use three examples to illustrate ideas: the Verhulst-Pearl logistic population model (Banks H T and Tran H T 2009 Mathematical and Experimental Modeling of Physical and Biological Processes (Boca Raton, FL: Chapman and Hall/CRC)), the standard harmonic oscillator model (Banks H T and Tran H T 2009) and a popular glucose regulation model (Bergman R N, Ider Y Z, Bowden C R and Cobelli C 1979 Am. J. Physiol. 236 E667-77 De Gaetano A and Arino O 2000 J. Math. Biol. 40 136-68 Toffolo G, Bergman R N, Finegood D T, Bowden C R and Cobelli C 1980 Diabetes 29 979-90).

Does an uneven sample size distribution across settings matter in cross-classified multilevel modeling? Results of a simulation study.

PubMed

Milliren, Carly E; Evans, Clare R; Richmond, Tracy K; Dunn, Erin C

2018-06-06

Recent advances in multilevel modeling allow for modeling non-hierarchical levels (e.g., youth in non-nested schools and neighborhoods) using cross-classified multilevel models (CCMM). Current practice is to cluster samples from one context (e.g., schools) and utilize the observations however they are distributed from the second context (e.g., neighborhoods). However, it is unknown whether an uneven distribution of sample size across these contexts leads to incorrect estimates of random effects in CCMMs. Using the school and neighborhood data structure in Add Health, we examined the effect of neighborhood sample size imbalance on the estimation of variance parameters in models predicting BMI. We differentially assigned students from a given school to neighborhoods within that school's catchment area using three scenarios of (im)balance. 1000 random datasets were simulated for each of five combinations of school- and neighborhood-level variance and imbalance scenarios, for a total of 15,000 simulated data sets. For each simulation, we calculated 95% CIs for the variance parameters to determine whether the true simulated variance fell within the interval. Across all simulations, the "true" school and neighborhood variance parameters were estimated 93-96% of the time. Only 5% of models failed to capture neighborhood variance; 6% failed to capture school variance. These results suggest that there is no systematic bias in the ability of CCMM to capture the true variance parameters regardless of the distribution of students across neighborhoods. Ongoing efforts to use CCMM are warranted and can proceed without concern for the sample imbalance across contexts. Copyright © 2018 Elsevier Ltd. All rights reserved.

Robust inference in the negative binomial regression model with an application to falls data.

PubMed

Aeberhard, William H; Cantoni, Eva; Heritier, Stephane

2014-12-01

A popular way to model overdispersed count data, such as the number of falls reported during intervention studies, is by means of the negative binomial (NB) distribution. Classical estimating methods are well-known to be sensitive to model misspecifications, taking the form of patients falling much more than expected in such intervention studies where the NB regression model is used. We extend in this article two approaches for building robust M-estimators of the regression parameters in the class of generalized linear models to the NB distribution. The first approach achieves robustness in the response by applying a bounded function on the Pearson residuals arising in the maximum likelihood estimating equations, while the second approach achieves robustness by bounding the unscaled deviance components. For both approaches, we explore different choices for the bounding functions. Through a unified notation, we show how close these approaches may actually be as long as the bounding functions are chosen and tuned appropriately, and provide the asymptotic distributions of the resulting estimators. Moreover, we introduce a robust weighted maximum likelihood estimator for the overdispersion parameter, specific to the NB distribution. Simulations under various settings show that redescending bounding functions yield estimates with smaller biases under contamination while keeping high efficiency at the assumed model, and this for both approaches. We present an application to a recent randomized controlled trial measuring the effectiveness of an exercise program at reducing the number of falls among people suffering from Parkinsons disease to illustrate the diagnostic use of such robust procedures and their need for reliable inference. © 2014, The International Biometric Society.

Using type IV Pearson distribution to calculate the probabilities of underrun and overrun of lists of multiple cases.

PubMed

Wang, Jihan; Yang, Kai

2014-07-01

An efficient operating room needs both little underutilised and overutilised time to achieve optimal cost efficiency. The probabilities of underrun and overrun of lists of cases can be estimated by a well defined duration distribution of the lists. To propose a method of predicting the probabilities of underrun and overrun of lists of cases using Type IV Pearson distribution to support case scheduling. Six years of data were collected. The first 5 years of data were used to fit distributions and estimate parameters. The data from the last year were used as testing data to validate the proposed methods. The percentiles of the duration distribution of lists of cases were calculated by Type IV Pearson distribution and t-distribution. Monte Carlo simulation was conducted to verify the accuracy of percentiles defined by the proposed methods. Operating rooms in John D. Dingell VA Medical Center, United States, from January 2005 to December 2011. Differences between the proportion of lists of cases that were completed within the percentiles of the proposed duration distribution of the lists and the corresponding percentiles. Compared with the t-distribution, the proposed new distribution is 8.31% (0.38) more accurate on average and 14.16% (0.19) more accurate in calculating the probabilities at the 10th and 90th percentiles of the distribution, which is a major concern of operating room schedulers. The absolute deviations between the percentiles defined by Type IV Pearson distribution and those from Monte Carlo simulation varied from 0.20  min (0.01) to 0.43  min (0.03). Operating room schedulers can rely on the most recent 10 cases with the same combination of surgeon and procedure(s) for distribution parameter estimation to plan lists of cases. Values are mean (SEM). The proposed Type IV Pearson distribution is more accurate than t-distribution to estimate the probabilities of underrun and overrun of lists of cases. However, as not all the individual case durations followed log-normal distributions, there was some deviation from the true duration distribution of the lists.

Blind Deconvolution for Distributed Parameter Systems with Unbounded Input and Output and Determining Blood Alcohol Concentration from Transdermal Biosensor Data.

PubMed

Rosen, I G; Luczak, Susan E; Weiss, Jordan

2014-03-15

We develop a blind deconvolution scheme for input-output systems described by distributed parameter systems with boundary input and output. An abstract functional analytic theory based on results for the linear quadratic control of infinite dimensional systems with unbounded input and output operators is presented. The blind deconvolution problem is then reformulated as a series of constrained linear and nonlinear optimization problems involving infinite dimensional dynamical systems. A finite dimensional approximation and convergence theory is developed. The theory is applied to the problem of estimating blood or breath alcohol concentration (respectively, BAC or BrAC) from biosensor-measured transdermal alcohol concentration (TAC) in the field. A distributed parameter model with boundary input and output is proposed for the transdermal transport of ethanol from the blood through the skin to the sensor. The problem of estimating BAC or BrAC from the TAC data is formulated as a blind deconvolution problem. A scheme to identify distinct drinking episodes in TAC data based on a Hodrick Prescott filter is discussed. Numerical results involving actual patient data are presented.

Finite-size analysis of continuous-variable measurement-device-independent quantum key distribution

NASA Astrophysics Data System (ADS)

Zhang, Xueying; Zhang, Yichen; Zhao, Yijia; Wang, Xiangyu; Yu, Song; Guo, Hong

2017-10-01

We study the impact of the finite-size effect on the continuous-variable measurement-device-independent quantum key distribution (CV-MDI QKD) protocol, mainly considering the finite-size effect on the parameter estimation procedure. The central-limit theorem and maximum likelihood estimation theorem are used to estimate the parameters. We also analyze the relationship between the number of exchanged signals and the optimal modulation variance in the protocol. It is proved that when Charlie's position is close to Bob, the CV-MDI QKD protocol has the farthest transmission distance in the finite-size scenario. Finally, we discuss the impact of finite-size effects related to the practical detection in the CV-MDI QKD protocol. The overall results indicate that the finite-size effect has a great influence on the secret-key rate of the CV-MDI QKD protocol and should not be ignored.

Evaluation of X-band polarimetric radar estimation of rainfall and rain drop size distribution parameters in West Africa

NASA Astrophysics Data System (ADS)

Koffi, A. K.; Gosset, M.; Zahiri, E.-P.; Ochou, A. D.; Kacou, M.; Cazenave, F.; Assamoi, P.

2014-06-01

As part of the African Monsoon Multidisciplinary Analysis (AMMA) field campaign an X-band dual-polarization Doppler radar was deployed in Benin, West-Africa, in 2006 and 2007, together with a reinforced rain gauge network and several optical disdrometers. Based on this data set, a comparative study of several rainfall estimators that use X-band polarimetric radar data is presented. In tropical convective systems as encountered in Benin, microwave attenuation by rain is significant and quantitative precipitation estimation (QPE) at X-band is a challenge. Here, several algorithms based on the combined use of reflectivity, differential reflectivity and differential phase shift are evaluated against rain gauges and disdrometers. Four rainfall estimators were tested on twelve rainy events: the use of attenuation corrected reflectivity only (estimator R(ZH)), the use of the specific phase shift only R(KDP), the combination of specific phase shift and differential reflectivity R(KDP,ZDR) and an estimator that uses three radar parameters R(ZH,ZDR,KDP). The coefficients of the power law relationships between rain rate and radar variables were adjusted either based on disdrometer data and simulation, or on radar-gauges observations. The three polarimetric based algorithms with coefficients predetermined on observations outperform the R(ZH) estimator for rain rates above 10 mm/h which explain most of the rainfall in the studied region. For the highest rain rates (above 30 mm/h) R(KDP) shows even better scores, and given its performances and its simplicity of implementation, is recommended. The radar based retrieval of two parameters of the rain drop size distribution, the normalized intercept parameter NW and the volumetric median diameter Dm was evaluated on four rainy days thanks to disdrometers. The frequency distributions of the two parameters retrieved by the radar are very close to those observed with the disdrometer. NW retrieval based on a combination of ZH-KDP-ZDR works well whatever the a priori assumption made on the drop shapes. Dm retrieval based on ZDR alone performs well, but if satisfactory ZDR measurements are not available, the combination ZH-KDP provides satisfactory results for both Dm and NW if an appropriate a priori assumption on drop shape is made.

Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student’s t-distribution*

PubMed Central

Leão, William L.; Chen, Ming-Hui

2017-01-01

A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor’s 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model. PMID:29333210

M-dwarf exoplanet surface density distribution. A log-normal fit from 0.07 to 400 AU

NASA Astrophysics Data System (ADS)

Meyer, Michael R.; Amara, Adam; Reggiani, Maddalena; Quanz, Sascha P.

2018-04-01

Aims: We fit a log-normal function to the M-dwarf orbital surface density distribution of gas giant planets, over the mass range 1-10 times that of Jupiter, from 0.07 to 400 AU. Methods: We used a Markov chain Monte Carlo approach to explore the likelihoods of various parameter values consistent with point estimates of the data given our assumed functional form. Results: This fit is consistent with radial velocity, microlensing, and direct-imaging observations, is well-motivated from theoretical and phenomenological points of view, and predicts results of future surveys. We present probability distributions for each parameter and a maximum likelihood estimate solution. Conclusions: We suggest that this function makes more physical sense than other widely used functions, and we explore the implications of our results on the design of future exoplanet surveys.

Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student's t-distribution.

PubMed

Leão, William L; Abanto-Valle, Carlos A; Chen, Ming-Hui

2017-01-01

A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor's 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model.

Sensitivity of postplanning target and OAR coverage estimates to dosimetric margin distribution sampling parameters

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

Xu Huijun; Gordon, J. James; Siebers, Jeffrey V.

2011-02-15

Purpose: A dosimetric margin (DM) is the margin in a specified direction between a structure and a specified isodose surface, corresponding to a prescription or tolerance dose. The dosimetric margin distribution (DMD) is the distribution of DMs over all directions. Given a geometric uncertainty model, representing inter- or intrafraction setup uncertainties or internal organ motion, the DMD can be used to calculate coverage Q, which is the probability that a realized target or organ-at-risk (OAR) dose metric D{sub v} exceeds the corresponding prescription or tolerance dose. Postplanning coverage evaluation quantifies the percentage of uncertainties for which target and OAR structuresmore » meet their intended dose constraints. The goal of the present work is to evaluate coverage probabilities for 28 prostate treatment plans to determine DMD sampling parameters that ensure adequate accuracy for postplanning coverage estimates. Methods: Normally distributed interfraction setup uncertainties were applied to 28 plans for localized prostate cancer, with prescribed dose of 79.2 Gy and 10 mm clinical target volume to planning target volume (CTV-to-PTV) margins. Using angular or isotropic sampling techniques, dosimetric margins were determined for the CTV, bladder and rectum, assuming shift invariance of the dose distribution. For angular sampling, DMDs were sampled at fixed angular intervals {omega} (e.g., {omega}=1 deg., 2 deg., 5 deg., 10 deg., 20 deg.). Isotropic samples were uniformly distributed on the unit sphere resulting in variable angular increments, but were calculated for the same number of sampling directions as angular DMDs, and accordingly characterized by the effective angular increment {omega}{sub eff}. In each direction, the DM was calculated by moving the structure in radial steps of size {delta}(=0.1,0.2,0.5,1 mm) until the specified isodose was crossed. Coverage estimation accuracy {Delta}Q was quantified as a function of the sampling parameters {omega} or {omega}{sub eff} and {delta}. Results: The accuracy of coverage estimates depends on angular and radial DMD sampling parameters {omega} or {omega}{sub eff} and {delta}, as well as the employed sampling technique. Target |{Delta}Q|<1% and OAR |{Delta}Q|<3% can be achieved with sampling parameters {omega} or {omega}{sub eff}=20 deg., {delta}=1 mm. Better accuracy (target |{Delta}Q|<0.5% and OAR |{Delta}Q|<{approx}1%) can be achieved with {omega} or {omega}{sub eff}=10 deg., {delta}=0.5 mm. As the number of sampling points decreases, the isotropic sampling method maintains better accuracy than fixed angular sampling. Conclusions: Coverage estimates for post-planning evaluation are essential since coverage values of targets and OARs often differ from the values implied by the static margin-based plans. Finer sampling of the DMD enables more accurate assessment of the effect of geometric uncertainties on coverage estimates prior to treatment. DMD sampling with {omega} or {omega}{sub eff}=10 deg. and {delta}=0.5 mm should be adequate for planning purposes.« less

Sensitivity of postplanning target and OAR coverage estimates to dosimetric margin distribution sampling parameters.

PubMed

Xu, Huijun; Gordon, J James; Siebers, Jeffrey V

2011-02-01

A dosimetric margin (DM) is the margin in a specified direction between a structure and a specified isodose surface, corresponding to a prescription or tolerance dose. The dosimetric margin distribution (DMD) is the distribution of DMs over all directions. Given a geometric uncertainty model, representing inter- or intrafraction setup uncertainties or internal organ motion, the DMD can be used to calculate coverage Q, which is the probability that a realized target or organ-at-risk (OAR) dose metric D, exceeds the corresponding prescription or tolerance dose. Postplanning coverage evaluation quantifies the percentage of uncertainties for which target and OAR structures meet their intended dose constraints. The goal of the present work is to evaluate coverage probabilities for 28 prostate treatment plans to determine DMD sampling parameters that ensure adequate accuracy for postplanning coverage estimates. Normally distributed interfraction setup uncertainties were applied to 28 plans for localized prostate cancer, with prescribed dose of 79.2 Gy and 10 mm clinical target volume to planning target volume (CTV-to-PTV) margins. Using angular or isotropic sampling techniques, dosimetric margins were determined for the CTV, bladder and rectum, assuming shift invariance of the dose distribution. For angular sampling, DMDs were sampled at fixed angular intervals w (e.g., w = 1 degree, 2 degrees, 5 degrees, 10 degrees, 20 degrees). Isotropic samples were uniformly distributed on the unit sphere resulting in variable angular increments, but were calculated for the same number of sampling directions as angular DMDs, and accordingly characterized by the effective angular increment omega eff. In each direction, the DM was calculated by moving the structure in radial steps of size delta (=0.1, 0.2, 0.5, 1 mm) until the specified isodose was crossed. Coverage estimation accuracy deltaQ was quantified as a function of the sampling parameters omega or omega eff and delta. The accuracy of coverage estimates depends on angular and radial DMD sampling parameters omega or omega eff and delta, as well as the employed sampling technique. Target deltaQ/ < l% and OAR /deltaQ/ < 3% can be achieved with sampling parameters omega or omega eef = 20 degrees, delta =1 mm. Better accuracy (target /deltaQ < 0.5% and OAR /deltaQ < approximately 1%) can be achieved with omega or omega eff = 10 degrees, delta = 0.5 mm. As the number of sampling points decreases, the isotropic sampling method maintains better accuracy than fixed angular sampling. Coverage estimates for post-planning evaluation are essential since coverage values of targets and OARs often differ from the values implied by the static margin-based plans. Finer sampling of the DMD enables more accurate assessment of the effect of geometric uncertainties on coverage estimates prior to treatment. DMD sampling with omega or omega eff = 10 degrees and delta = 0.5 mm should be adequate for planning purposes.

On the Use of the Beta Distribution in Probabilistic Resource Assessments

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

Olea, Ricardo A., E-mail: olea@usgs.gov

2011-12-15

The triangular distribution is a popular choice when it comes to modeling bounded continuous random variables. Its wide acceptance derives mostly from its simple analytic properties and the ease with which modelers can specify its three parameters through the extremes and the mode. On the negative side, hardly any real process follows a triangular distribution, which from the outset puts at a disadvantage any model employing triangular distributions. At a time when numerical techniques such as the Monte Carlo method are displacing analytic approaches in stochastic resource assessments, easy specification remains the most attractive characteristic of the triangular distribution. Themore » beta distribution is another continuous distribution defined within a finite interval offering wider flexibility in style of variation, thus allowing consideration of models in which the random variables closely follow the observed or expected styles of variation. Despite its more complex definition, generation of values following a beta distribution is as straightforward as generating values following a triangular distribution, leaving the selection of parameters as the main impediment to practically considering beta distributions. This contribution intends to promote the acceptance of the beta distribution by explaining its properties and offering several suggestions to facilitate the specification of its two shape parameters. In general, given the same distributional parameters, use of the beta distributions in stochastic modeling may yield significantly different results, yet better estimates, than the triangular distribution.« less

Analytical estimation of annual runoff distribution in ungauged seasonally dry basins based on a first order Taylor expansion of the Fu's equation

NASA Astrophysics Data System (ADS)

Caracciolo, D.; Deidda, R.; Viola, F.

2017-11-01

The assessment of the mean annual runoff and its interannual variability in a basin is the first and fundamental task for several activities related to water resources management and water quality analysis. The scarcity of observed runoff data is a common problem worldwide so that the runoff estimation in ungauged basins is still an open question. In this context, the main aim of this work is to propose and test a simple tool able to estimate the probability distribution of the annual surface runoff in ungauged river basins in arid and semi-arid areas using a simplified Fu's parameterization of the Budyko's curve at regional scale. Starting from a method recently developed to derive the distribution of annual runoff, under the assumption of negligible inter-annual change in basin water storage, we here generalize the application to any catchment where the parameter of the Fu's curve is known. Specifically, we provide a closed-form expression of the annual runoff distribution as a function of the mean and standard deviation of annual rainfall and potential evapotranspiration, and the Fu's parameter. The proposed method is based on a first order Taylor expansion of the Fu's equation and allows calculating the probability density function of annual runoff in seasonally dry arid and semi-arid geographic context around the world by taking advantage of simple easy-to-find climatic data and the many studies with estimates of the Fu's parameter worldwide. The computational simplicity of the proposed tool makes it a valuable supporting tool in the field of water resources assessment for practitioners, regional agencies and authorities.

Reconstruction of far-field tsunami amplitude distributions from earthquake sources

USGS Publications Warehouse

Geist, Eric L.; Parsons, Thomas E.

2016-01-01

The probability distribution of far-field tsunami amplitudes is explained in relation to the distribution of seismic moment at subduction zones. Tsunami amplitude distributions at tide gauge stations follow a similar functional form, well described by a tapered Pareto distribution that is parameterized by a power-law exponent and a corner amplitude. Distribution parameters are first established for eight tide gauge stations in the Pacific, using maximum likelihood estimation. A procedure is then developed to reconstruct the tsunami amplitude distribution that consists of four steps: (1) define the distribution of seismic moment at subduction zones; (2) establish a source-station scaling relation from regression analysis; (3) transform the seismic moment distribution to a tsunami amplitude distribution for each subduction zone; and (4) mix the transformed distribution for all subduction zones to an aggregate tsunami amplitude distribution specific to the tide gauge station. The tsunami amplitude distribution is adequately reconstructed for four tide gauge stations using globally constant seismic moment distribution parameters established in previous studies. In comparisons to empirical tsunami amplitude distributions from maximum likelihood estimation, the reconstructed distributions consistently exhibit higher corner amplitude values, implying that in most cases, the empirical catalogs are too short to include the largest amplitudes. Because the reconstructed distribution is based on a catalog of earthquakes that is much larger than the tsunami catalog, it is less susceptible to the effects of record-breaking events and more indicative of the actual distribution of tsunami amplitudes.

Results and Error Estimates from GRACE Forward Modeling over Greenland, Canada, and Alaska

NASA Astrophysics Data System (ADS)

Bonin, J. A.; Chambers, D. P.

2012-12-01

Forward modeling using a weighted least squares technique allows GRACE information to be projected onto a pre-determined collection of local basins. This decreases the impact of spatial leakage, allowing estimates of mass change to be better localized. The technique is especially valuable where models of current-day mass change are poor, such as over Greenland and Antarctica. However, the accuracy of the forward model technique has not been determined, nor is it known how the distribution of the local basins affects the results. We use a "truth" model composed of hydrology and ice-melt slopes as an example case, to estimate the uncertainties of this forward modeling method and expose those design parameters which may result in an incorrect high-resolution mass distribution. We then apply these optimal parameters in a forward model estimate created from RL05 GRACE data. We compare the resulting mass slopes with the expected systematic errors from the simulation, as well as GIA and basic trend-fitting uncertainties. We also consider whether specific regions (such as Ellesmere Island and Baffin Island) can be estimated reliably using our optimal basin layout.

Derivatives of logarithmic stationary distributions for policy gradient reinforcement learning.

PubMed

Morimura, Tetsuro; Uchibe, Eiji; Yoshimoto, Junichiro; Peters, Jan; Doya, Kenji

2010-02-01

Most conventional policy gradient reinforcement learning (PGRL) algorithms neglect (or do not explicitly make use of) a term in the average reward gradient with respect to the policy parameter. That term involves the derivative of the stationary state distribution that corresponds to the sensitivity of its distribution to changes in the policy parameter. Although the bias introduced by this omission can be reduced by setting the forgetting rate gamma for the value functions close to 1, these algorithms do not permit gamma to be set exactly at gamma = 1. In this article, we propose a method for estimating the log stationary state distribution derivative (LSD) as a useful form of the derivative of the stationary state distribution through backward Markov chain formulation and a temporal difference learning framework. A new policy gradient (PG) framework with an LSD is also proposed, in which the average reward gradient can be estimated by setting gamma = 0, so it becomes unnecessary to learn the value functions. We also test the performance of the proposed algorithms using simple benchmark tasks and show that these can improve the performances of existing PG methods.

Orbit/attitude estimation with LANDSAT Landmark data

NASA Technical Reports Server (NTRS)

Hall, D. L.; Waligora, S.

1979-01-01

The use of LANDSAT landmark data for orbit/attitude and camera bias estimation was studied. The preliminary results of these investigations are presented. The Goddard Trajectory Determination System (GTDS) error analysis capability was used to perform error analysis studies. A number of questions were addressed including parameter observability and sensitivity, effects on the solve-for parameter errors of data span, density, and distribution an a priori covariance weighting. The use of the GTDS differential correction capability with acutal landmark data was examined. The rms line and element observation residuals were studied as a function of the solve-for parameter set, a priori covariance weighting, force model, attitude model and data characteristics. Sample results are presented. Finally, verfication and preliminary system evaluation of the LANDSAT NAVPAK system for sequential (extended Kalman Filter) estimation of orbit, and camera bias parameters is given.

Wearable Sensor Localization Considering Mixed Distributed Sources in Health Monitoring Systems

PubMed Central

Wan, Liangtian; Han, Guangjie; Wang, Hao; Shu, Lei; Feng, Nanxing; Peng, Bao

2016-01-01

In health monitoring systems, the base station (BS) and the wearable sensors communicate with each other to construct a virtual multiple input and multiple output (VMIMO) system. In real applications, the signal that the BS received is a distributed source because of the scattering, reflection, diffraction and refraction in the propagation path. In this paper, a 2D direction-of-arrival (DOA) estimation algorithm for incoherently-distributed (ID) and coherently-distributed (CD) sources is proposed based on multiple VMIMO systems. ID and CD sources are separated through the second-order blind identification (SOBI) algorithm. The traditional estimating signal parameters via the rotational invariance technique (ESPRIT)-based algorithm is valid only for one-dimensional (1D) DOA estimation for the ID source. By constructing the signal subspace, two rotational invariant relationships are constructed. Then, we extend the ESPRIT to estimate 2D DOAs for ID sources. For DOA estimation of CD sources, two rational invariance relationships are constructed based on the application of generalized steering vectors (GSVs). Then, the ESPRIT-based algorithm is used for estimating the eigenvalues of two rational invariance matrices, which contain the angular parameters. The expressions of azimuth and elevation for ID and CD sources have closed forms, which means that the spectrum peak searching is avoided. Therefore, compared to the traditional 2D DOA estimation algorithms, the proposed algorithm imposes significantly low computational complexity. The intersecting point of two rays, which come from two different directions measured by two uniform rectangle arrays (URA), can be regarded as the location of the biosensor (wearable sensor). Three BSs adopting the smart antenna (SA) technique cooperate with each other to locate the wearable sensors using the angulation positioning method. Simulation results demonstrate the effectiveness of the proposed algorithm. PMID:26985896

Wearable Sensor Localization Considering Mixed Distributed Sources in Health Monitoring Systems.

PubMed

Wan, Liangtian; Han, Guangjie; Wang, Hao; Shu, Lei; Feng, Nanxing; Peng, Bao

2016-03-12

In health monitoring systems, the base station (BS) and the wearable sensors communicate with each other to construct a virtual multiple input and multiple output (VMIMO) system. In real applications, the signal that the BS received is a distributed source because of the scattering, reflection, diffraction and refraction in the propagation path. In this paper, a 2D direction-of-arrival (DOA) estimation algorithm for incoherently-distributed (ID) and coherently-distributed (CD) sources is proposed based on multiple VMIMO systems. ID and CD sources are separated through the second-order blind identification (SOBI) algorithm. The traditional estimating signal parameters via the rotational invariance technique (ESPRIT)-based algorithm is valid only for one-dimensional (1D) DOA estimation for the ID source. By constructing the signal subspace, two rotational invariant relationships are constructed. Then, we extend the ESPRIT to estimate 2D DOAs for ID sources. For DOA estimation of CD sources, two rational invariance relationships are constructed based on the application of generalized steering vectors (GSVs). Then, the ESPRIT-based algorithm is used for estimating the eigenvalues of two rational invariance matrices, which contain the angular parameters. The expressions of azimuth and elevation for ID and CD sources have closed forms, which means that the spectrum peak searching is avoided. Therefore, compared to the traditional 2D DOA estimation algorithms, the proposed algorithm imposes significantly low computational complexity. The intersecting point of two rays, which come from two different directions measured by two uniform rectangle arrays (URA), can be regarded as the location of the biosensor (wearable sensor). Three BSs adopting the smart antenna (SA) technique cooperate with each other to locate the wearable sensors using the angulation positioning method. Simulation results demonstrate the effectiveness of the proposed algorithm.

Modeling absolute differences in life expectancy with a censored skew-normal regression approach

PubMed Central

Clough-Gorr, Kerri; Zwahlen, Marcel

2015-01-01

Parameter estimates from commonly used multivariable parametric survival regression models do not directly quantify differences in years of life expectancy. Gaussian linear regression models give results in terms of absolute mean differences, but are not appropriate in modeling life expectancy, because in many situations time to death has a negative skewed distribution. A regression approach using a skew-normal distribution would be an alternative to parametric survival models in the modeling of life expectancy, because parameter estimates can be interpreted in terms of survival time differences while allowing for skewness of the distribution. In this paper we show how to use the skew-normal regression so that censored and left-truncated observations are accounted for. With this we model differences in life expectancy using data from the Swiss National Cohort Study and from official life expectancy estimates and compare the results with those derived from commonly used survival regression models. We conclude that a censored skew-normal survival regression approach for left-truncated observations can be used to model differences in life expectancy across covariates of interest. PMID:26339544

Analysis of life tables with grouping and withdrawals.

PubMed

Lindley, D V

1979-09-01

A number of individuals is observed at the beginning of a period. At the end of the period the number is surviving, the number who have died and the number who have withdrawn are noted. From these three numbers it is required to estimate the death rate for the period. All relevant quantities are supposed independent and identically distributed for the individuals. The likelihood is calculated and found to depend on two parameters, other than the death rate, and to be unidenttifiable so that no consistent estimators exist. For large numbers, the posterior distribution of the death rate is approximated by a normal distribution whose mean is the root of a quadratic equation and whose variance is the sum of two terms; the first is proportional to the reciprocal of the number of individuals, as usually happens with a consistent estimator; the second does not tend to zero and depends on initial opinions about one of the nuisance parameters. The paper is a simple exercise in the routine use of coherent, Bayesian methodology. Numerical calucations illustrate the results.

On the upper tail of Italian firms’ size distribution

NASA Astrophysics Data System (ADS)

Cirillo, Pasquale; Hüsler, Jürg

2009-04-01

In this paper we analyze the upper tail of the size distribution of Italian companies with limited liability belonging to the CEBI database. Size is defined in terms of net worth. In particular, we show that the largest firms follow a power law distribution, according to the well-known Pareto law, for which we give estimates of the shape parameter. Such a behavior seems to be quite persistent over time, view that for almost 20 years of observations, the shape parameter is always in the vicinity of 1.8. The power law hypothesis is also positively tested using graphical and analytical methods.

Uncertainties in Parameters Estimated with Neural Networks: Application to Strong Gravitational Lensing

NASA Astrophysics Data System (ADS)

Perreault Levasseur, Laurence; Hezaveh, Yashar D.; Wechsler, Risa H.

2017-11-01

In Hezaveh et al. we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational-lensing systems. Here we demonstrate a method for obtaining the uncertainties of these parameters. We review the framework of variational inference to obtain approximate posteriors of Bayesian neural networks and apply it to a network trained to estimate the parameters of the Singular Isothermal Ellipsoid plus external shear and total flux magnification. We show that the method can capture the uncertainties due to different levels of noise in the input data, as well as training and architecture-related errors made by the network. To evaluate the accuracy of the resulting uncertainties, we calculate the coverage probabilities of marginalized distributions for each lensing parameter. By tuning a single variational parameter, the dropout rate, we obtain coverage probabilities approximately equal to the confidence levels for which they were calculated, resulting in accurate and precise uncertainty estimates. Our results suggest that the application of approximate Bayesian neural networks to astrophysical modeling problems can be a fast alternative to Monte Carlo Markov Chains, allowing orders of magnitude improvement in speed.

Regularity of a renewal process estimated from binary data.

PubMed

Rice, John D; Strawderman, Robert L; Johnson, Brent A

2017-10-09

Assessment of the regularity of a sequence of events over time is important for clinical decision-making as well as informing public health policy. Our motivating example involves determining the effect of an intervention on the regularity of HIV self-testing behavior among high-risk individuals when exact self-testing times are not recorded. Assuming that these unobserved testing times follow a renewal process, the goals of this work are to develop suitable methods for estimating its distributional parameters when only the presence or absence of at least one event per subject in each of several observation windows is recorded. We propose two approaches to estimation and inference: a likelihood-based discrete survival model using only time to first event; and a potentially more efficient quasi-likelihood approach based on the forward recurrence time distribution using all available data. Regularity is quantified and estimated by the coefficient of variation (CV) of the interevent time distribution. Focusing on the gamma renewal process, where the shape parameter of the corresponding interevent time distribution has a monotone relationship with its CV, we conduct simulation studies to evaluate the performance of the proposed methods. We then apply them to our motivating example, concluding that the use of text message reminders significantly improves the regularity of self-testing, but not its frequency. A discussion on interesting directions for further research is provided. © 2017, The International Biometric Society.

System statistical reliability model and analysis

NASA Technical Reports Server (NTRS)

Lekach, V. S.; Rood, H.

1973-01-01

A digital computer code was developed to simulate the time-dependent behavior of the 5-kwe reactor thermoelectric system. The code was used to determine lifetime sensitivity coefficients for a number of system design parameters, such as thermoelectric module efficiency and degradation rate, radiator absorptivity and emissivity, fuel element barrier defect constant, beginning-of-life reactivity, etc. A probability distribution (mean and standard deviation) was estimated for each of these design parameters. Then, error analysis was used to obtain a probability distribution for the system lifetime (mean = 7.7 years, standard deviation = 1.1 years). From this, the probability that the system will achieve the design goal of 5 years lifetime is 0.993. This value represents an estimate of the degradation reliability of the system.

W-phase estimation of first-order rupture distribution for megathrust earthquakes

NASA Astrophysics Data System (ADS)

Benavente, Roberto; Cummins, Phil; Dettmer, Jan

2014-05-01

Estimating the rupture pattern for large earthquakes during the first hour after the origin time can be crucial for rapid impact assessment and tsunami warning. However, the estimation of coseismic slip distribution models generally involves complex methodologies that are difficult to implement rapidly. Further, while model parameter uncertainty can be crucial for meaningful estimation, they are often ignored. In this work we develop a finite fault inversion for megathrust earthquakes which rapidly generates good first order estimates and uncertainties of spatial slip distributions. The algorithm uses W-phase waveforms and a linear automated regularization approach to invert for rupture models of some recent megathrust earthquakes. The W phase is a long period (100-1000 s) wave which arrives together with the P wave. Because it is fast, has small amplitude and a long-period character, the W phase is regularly used to estimate point source moment tensors by the NEIC and PTWC, among others, within an hour of earthquake occurrence. We use W-phase waveforms processed in a manner similar to that used for such point-source solutions. The inversion makes use of 3 component W-phase records retrieved from the Global Seismic Network. The inverse problem is formulated by a multiple time window method, resulting in a linear over-parametrized problem. The over-parametrization is addressed by Tikhonov regularization and regularization parameters are chosen according to the discrepancy principle by grid search. Noise on the data is addressed by estimating the data covariance matrix from data residuals. The matrix is obtained by starting with an a priori covariance matrix and then iteratively updating the matrix based on the residual errors of consecutive inversions. Then, a covariance matrix for the parameters is computed using a Bayesian approach. The application of this approach to recent megathrust earthquakes produces models which capture the most significant features of their slip distributions. Also, reliable solutions are generally obtained with data in a 30-minute window following the origin time, suggesting that a real-time system could obtain solutions in less than one hour following the origin time.

Bayesian Estimation of the DINA Model with Gibbs Sampling

ERIC Educational Resources Information Center

Culpepper, Steven Andrew

2015-01-01

A Bayesian model formulation of the deterministic inputs, noisy "and" gate (DINA) model is presented. Gibbs sampling is employed to simulate from the joint posterior distribution of item guessing and slipping parameters, subject attribute parameters, and latent class probabilities. The procedure extends concepts in Béguin and Glas,…

Modelling topographic potential for erosion and deposition using GIS

Treesearch

Helena Mitasova; Louis R. Iverson

1996-01-01

Modelling of erosion and deposition in complex terrain within a geographical information system (GIS) requires a high resolution digital elevation model (DEM), reliable estimation of topographic parameters, and formulation of erosion models adequate for digital representation of spatially distributed parameters. Regularized spline with tension was integrated within a...

USE OF CONTINUOUS MEASUREMENTS OF INTEGRAL AEROSOL PARAMETERS TO ESTIMATE PARTICLE SURFACE AREA

EPA Science Inventory

This study was undertaken because of interest in using particle surface area as an indicator for studies of the health effects of particulate matter. First, we wished to determine the integral parameter of the size distribution measured by the electrical aerosol detector. Secon...

Behavior of sensitivities in the one-dimensional advection-dispersion equation: Implications for parameter estimation and sampling design

USGS Publications Warehouse

Knopman, Debra S.; Voss, Clifford I.

1987-01-01

The spatial and temporal variability of sensitivities has a significant impact on parameter estimation and sampling design for studies of solute transport in porous media. Physical insight into the behavior of sensitivities is offered through an analysis of analytically derived sensitivities for the one-dimensional form of the advection-dispersion equation. When parameters are estimated in regression models of one-dimensional transport, the spatial and temporal variability in sensitivities influences variance and covariance of parameter estimates. Several principles account for the observed influence of sensitivities on parameter uncertainty. (1) Information about a physical parameter may be most accurately gained at points in space and time with a high sensitivity to the parameter. (2) As the distance of observation points from the upstream boundary increases, maximum sensitivity to velocity during passage of the solute front increases and the consequent estimate of velocity tends to have lower variance. (3) The frequency of sampling must be “in phase” with the S shape of the dispersion sensitivity curve to yield the most information on dispersion. (4) The sensitivity to the dispersion coefficient is usually at least an order of magnitude less than the sensitivity to velocity. (5) The assumed probability distribution of random error in observations of solute concentration determines the form of the sensitivities. (6) If variance in random error in observations is large, trends in sensitivities of observation points may be obscured by noise and thus have limited value in predicting variance in parameter estimates among designs. (7) Designs that minimize the variance of one parameter may not necessarily minimize the variance of other parameters. (8) The time and space interval over which an observation point is sensitive to a given parameter depends on the actual values of the parameters in the underlying physical system.

Estimating Age Distributions of Base Flow in Watersheds Underlain by Single and Dual Porosity Formations Using Groundwater Transport Simulation and Weighted Weibull Functions

NASA Astrophysics Data System (ADS)

Sanford, W. E.

2015-12-01

Age distributions of base flow to streams are important to estimate for predicting the timing of water-quality responses to changes in distributed inputs of nutrients or pollutants at the land surface. Simple models of shallow aquifers will predict exponential age distributions, but more realistic 3-D stream-aquifer geometries will cause deviations from an exponential curve. In addition, in fractured rock terrains the dual nature of the effective and total porosity of the system complicates the age distribution further. In this study shallow groundwater flow and advective transport were simulated in two regions in the Eastern United States—the Delmarva Peninsula and the upper Potomac River basin. The former is underlain by layers of unconsolidated sediment, while the latter consists of folded and fractured sedimentary rocks. Transport of groundwater to streams was simulated using the USGS code MODPATH within 175 and 275 watersheds, respectively. For the fractured rock terrain, calculations were also performed along flow pathlines to account for exchange between mobile and immobile flow zones. Porosities at both sites were calibrated using environmental tracer data (3H, 3He, CFCs and SF6) in wells and springs, and with a 30-year tritium record from the Potomac River. Carbonate and siliciclastic rocks were calibrated to have mobile porosity values of one and six percent, and immobile porosity values of 18 and 12 percent, respectively. The age distributions were fitted to Weibull functions. Whereas an exponential function has one parameter that controls the median age of the distribution, a Weibull function has an extra parameter that controls the slope of the curve. A weighted Weibull function was also developed that potentially allows for four parameters, two that control the median age and two that control the slope, one of each weighted toward early or late arrival times. For both systems the two-parameter Weibull function nearly always produced a substantially better fit to the data than the one-parameter exponential function. For the single porosity system it was found that the use of three parameters was often optimal for accurately describing the base-flow age distribution, whereas for the dual porosity system the fourth parameter was often required to fit the more complicated response curves.

Performance in population models for count data, part II: a new SAEM algorithm

PubMed Central

Savic, Radojka; Lavielle, Marc

2009-01-01

Analysis of count data from clinical trials using mixed effect analysis has recently become widely used. However, algorithms available for the parameter estimation, including LAPLACE and Gaussian quadrature (GQ), are associated with certain limitations, including bias in parameter estimates and the long analysis runtime. The stochastic approximation expectation maximization (SAEM) algorithm has proven to be a very efficient and powerful tool in the analysis of continuous data. The aim of this study was to implement and investigate the performance of a new SAEM algorithm for application to count data. A new SAEM algorithm was implemented in MATLAB for estimation of both, parameters and the Fisher information matrix. Stochastic Monte Carlo simulations followed by re-estimation were performed according to scenarios used in previous studies (part I) to investigate properties of alternative algorithms (1). A single scenario was used to explore six probability distribution models. For parameter estimation, the relative bias was less than 0.92% and 4.13 % for fixed and random effects, for all models studied including ones accounting for over- or under-dispersion. Empirical and estimated relative standard errors were similar, with distance between them being <1.7 % for all explored scenarios. The longest CPU time was 95s for parameter estimation and 56s for SE estimation. The SAEM algorithm was extended for analysis of count data. It provides accurate estimates of both, parameters and standard errors. The estimation is significantly faster compared to LAPLACE and GQ. The algorithm is implemented in Monolix 3.1, (beta-version available in July 2009). PMID:19680795

TracerLPM (Version 1): An Excel® workbook for interpreting groundwater age distributions from environmental tracer data

USGS Publications Warehouse

Jurgens, Bryant C.; Böhlke, J.K.; Eberts, Sandra M.

2012-01-01

TracerLPM is an interactive Excel® (2007 or later) workbook program for evaluating groundwater age distributions from environmental tracer data by using lumped parameter models (LPMs). Lumped parameter models are mathematical models of transport based on simplified aquifer geometry and flow configurations that account for effects of hydrodynamic dispersion or mixing within the aquifer, well bore, or discharge area. Five primary LPMs are included in the workbook: piston-flow model (PFM), exponential mixing model (EMM), exponential piston-flow model (EPM), partial exponential model (PEM), and dispersion model (DM). Binary mixing models (BMM) can be created by combining primary LPMs in various combinations. Travel time through the unsaturated zone can be included as an additional parameter. TracerLPM also allows users to enter age distributions determined from other methods, such as particle tracking results from numerical groundwater-flow models or from other LPMs not included in this program. Tracers of both young groundwater (anthropogenic atmospheric gases and isotopic substances indicating post-1940s recharge) and much older groundwater (carbon-14 and helium-4) can be interpreted simultaneously so that estimates of the groundwater age distribution for samples with a wide range of ages can be constrained. TracerLPM is organized to permit a comprehensive interpretive approach consisting of hydrogeologic conceptualization, visual examination of data and models, and best-fit parameter estimation. Groundwater age distributions can be evaluated by comparing measured and modeled tracer concentrations in two ways: (1) multiple tracers analyzed simultaneously can be evaluated against each other for concordance with modeled concentrations (tracer-tracer application) or (2) tracer time-series data can be evaluated for concordance with modeled trends (tracer-time application). Groundwater-age estimates can also be obtained for samples with a single tracer measurement at one point in time; however, prior knowledge of an appropriate LPM is required because the mean age is often non-unique. LPM output concentrations depend on model parameters and sample date. All of the LPMs have a parameter for mean age. The EPM, PEM, and DM have an additional parameter that characterizes the degree of age mixing in the sample. BMMs have a parameter for the fraction of the first component in the mixture. An LPM, together with its parameter values, provides a description of the age distribution or the fractional contribution of water for every age of recharge contained within a sample. For the PFM, the age distribution is a unit pulse at one distinct age. For the other LPMs, the age distribution can be much broader and span decades, centuries, millennia, or more. For a sample with a mixture of groundwater ages, the reported interpretation of tracer data includes the LPM name, the mean age, and the values of any other independent model parameters. TracerLPM also can be used for simulating the responses of wells, springs, streams, or other groundwater discharge receptors to nonpoint-source contaminants that are introduced in recharge, such as nitrate. This is done by combining an LPM or user-defined age distribution with information on contaminant loading at the water table. Information on historic contaminant loading can be used to help evaluate a model's ability to match real world conditions and understand observed contaminant trends, while information on future contaminant loading scenarios can be used to forecast potential contaminant trends.

Bayesian calibration of terrestrial ecosystem models: a study of advanced Markov chain Monte Carlo methods

NASA Astrophysics Data System (ADS)

Lu, Dan; Ricciuto, Daniel; Walker, Anthony; Safta, Cosmin; Munger, William

2017-09-01

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this work, a differential evolution adaptive Metropolis (DREAM) algorithm is used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The calibration of DREAM results in a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. The result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.

Estimation of kinematic parameters in CALIFA galaxies: no-assumption on internal dynamics

NASA Astrophysics Data System (ADS)

García-Lorenzo, B.; Barrera-Ballesteros, J.; CALIFA Team

2016-06-01

We propose a simple approach to homogeneously estimate kinematic parameters of a broad variety of galaxies (elliptical, spirals, irregulars or interacting systems). This methodology avoids the use of any kinematical model or any assumption on internal dynamics. This simple but novel approach allows us to determine: the frequency of kinematic distortions, systemic velocity, kinematic center, and kinematic position angles which are directly measured from the two dimensional-distributions of radial velocities. We test our analysis tools using the CALIFA Survey

The numerical evaluation of maximum-likelihood estimates of the parameters for a mixture of normal distributions from partially identified samples

NASA Technical Reports Server (NTRS)

Walker, H. F.

1976-01-01

Likelihood equations determined by the two types of samples which are necessary conditions for a maximum-likelihood estimate were considered. These equations suggest certain successive approximations iterative procedures for obtaining maximum likelihood estimates. The procedures, which are generalized steepest ascent (deflected gradient) procedures, contain those of Hosmer as a special case.

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

Bertholon, François; Harant, Olivier; Bourlon, Bertrand

This article introduces a joined Bayesian estimation of gas samples issued from a gas chromatography column (GC) coupled with a NEMS sensor based on Giddings Eyring microscopic molecular stochastic model. The posterior distribution is sampled using a Monte Carlo Markov Chain and Gibbs sampling. Parameters are estimated using the posterior mean. This estimation scheme is finally applied on simulated and real datasets using this molecular stochastic forward model.

Realistic sampling of anisotropic correlogram parameters for conditional simulation of daily rainfields

NASA Astrophysics Data System (ADS)

Gyasi-Agyei, Yeboah

2018-01-01

This paper has established a link between the spatial structure of radar rainfall, which more robustly describes the spatial structure, and gauge rainfall for improved daily rainfield simulation conditioned on the limited gauged data for regions with or without radar records. A two-dimensional anisotropic exponential function that has parameters of major and minor axes lengths, and direction, is used to describe the correlogram (spatial structure) of daily rainfall in the Gaussian domain. The link is a copula-based joint distribution of the radar-derived correlogram parameters that uses the gauge-derived correlogram parameters and maximum daily temperature as covariates of the Box-Cox power exponential margins and Gumbel copula. While the gauge-derived, radar-derived and the copula-derived correlogram parameters reproduced the mean estimates similarly using leave-one-out cross-validation of ordinary kriging, the gauge-derived parameters yielded higher standard deviation (SD) of the Gaussian quantile which reflects uncertainty in over 90% of cases. However, the distribution of the SD generated by the radar-derived and the copula-derived parameters could not be distinguished. For the validation case, the percentage of cases of higher SD by the gauge-derived parameter sets decreased to 81.2% and 86.6% for the non-calibration and the calibration periods, respectively. It has been observed that 1% reduction in the Gaussian quantile SD can cause over 39% reduction in the SD of the median rainfall estimate, actual reduction being dependent on the distribution of rainfall of the day. Hence the main advantage of using the most correct radar correlogram parameters is to reduce the uncertainty associated with conditional simulations that rely on SD through kriging.

Genetic parameters for racing records in trotters using linear and generalized linear models.

PubMed

Suontama, M; van der Werf, J H J; Juga, J; Ojala, M

2012-09-01

Heritability and repeatability and genetic and phenotypic correlations were estimated for trotting race records with linear and generalized linear models using 510,519 records on 17,792 Finnhorses and 513,161 records on 25,536 Standardbred trotters. Heritability and repeatability were estimated for single racing time and earnings traits with linear models, and logarithmic scale was used for racing time and fourth-root scale for earnings to correct for nonnormality. Generalized linear models with a gamma distribution were applied for single racing time and with a multinomial distribution for single earnings traits. In addition, genetic parameters for annual earnings were estimated with linear models on the observed and fourth-root scales. Racing success traits of single placings, winnings, breaking stride, and disqualifications were analyzed using generalized linear models with a binomial distribution. Estimates of heritability were greatest for racing time, which ranged from 0.32 to 0.34. Estimates of heritability were low for single earnings with all distributions, ranging from 0.01 to 0.09. Annual earnings were closer to normal distribution than single earnings. Heritability estimates were moderate for annual earnings on the fourth-root scale, 0.19 for Finnhorses and 0.27 for Standardbred trotters. Heritability estimates for binomial racing success variables ranged from 0.04 to 0.12, being greatest for winnings and least for breaking stride. Genetic correlations among racing traits were high, whereas phenotypic correlations were mainly low to moderate, except correlations between racing time and earnings were high. On the basis of a moderate heritability and moderate to high repeatability for racing time and annual earnings, selection of horses for these traits is effective when based on a few repeated records. Because of high genetic correlations, direct selection for racing time and annual earnings would also result in good genetic response in racing success.

Leads Detection Using Mixture Statistical Distribution Based CRF Algorithm from Sentinel-1 Dual Polarization SAR Imagery

NASA Astrophysics Data System (ADS)

Zhang, Yu; Li, Fei; Zhang, Shengkai; Zhu, Tingting

2017-04-01

Synthetic Aperture Radar (SAR) is significantly important for polar remote sensing since it can provide continuous observations in all days and all weather. SAR can be used for extracting the surface roughness information characterized by the variance of dielectric properties and different polarization channels, which make it possible to observe different ice types and surface structure for deformation analysis. In November, 2016, Chinese National Antarctic Research Expedition (CHINARE) 33rd cruise has set sails in sea ice zone in Antarctic. Accurate leads spatial distribution in sea ice zone for routine planning of ship navigation is essential. In this study, the semantic relationship between leads and sea ice categories has been described by the Conditional Random Fields (CRF) model, and leads characteristics have been modeled by statistical distributions in SAR imagery. In the proposed algorithm, a mixture statistical distribution based CRF is developed by considering the contexture information and the statistical characteristics of sea ice for improving leads detection in Sentinel-1A dual polarization SAR imagery. The unary potential and pairwise potential in CRF model is constructed by integrating the posteriori probability estimated from statistical distributions. For mixture statistical distribution parameter estimation, Method of Logarithmic Cumulants (MoLC) is exploited for single statistical distribution parameters estimation. The iteration based Expectation Maximal (EM) algorithm is investigated to calculate the parameters in mixture statistical distribution based CRF model. In the posteriori probability inference, graph-cut energy minimization method is adopted in the initial leads detection. The post-processing procedures including aspect ratio constrain and spatial smoothing approaches are utilized to improve the visual result. The proposed method is validated on Sentinel-1A SAR C-band Extra Wide Swath (EW) Ground Range Detected (GRD) imagery with a pixel spacing of 40 meters near Prydz Bay area, East Antarctica. Main work is listed as follows: 1) A mixture statistical distribution based CRF algorithm has been developed for leads detection from Sentinel-1A dual polarization images. 2) The assessment of the proposed mixture statistical distribution based CRF method and single distribution based CRF algorithm has been presented. 3) The preferable parameters sets including statistical distributions, the aspect ratio threshold and spatial smoothing window size have been provided. In the future, the proposed algorithm will be developed for the operational Sentinel series data sets processing due to its less time consuming cost and high accuracy in leads detection.

Automatic Calibration of a Semi-Distributed Hydrologic Model Using Particle Swarm Optimization

NASA Astrophysics Data System (ADS)

Bekele, E. G.; Nicklow, J. W.

2005-12-01

Hydrologic simulation models need to be calibrated and validated before using them for operational predictions. Spatially-distributed hydrologic models generally have a large number of parameters to capture the various physical characteristics of a hydrologic system. Manual calibration of such models is a very tedious and daunting task, and its success depends on the subjective assessment of a particular modeler, which includes knowledge of the basic approaches and interactions in the model. In order to alleviate these shortcomings, an automatic calibration model, which employs an evolutionary optimization technique known as Particle Swarm Optimizer (PSO) for parameter estimation, is developed. PSO is a heuristic search algorithm that is inspired by social behavior of bird flocking or fish schooling. The newly-developed calibration model is integrated to the U.S. Department of Agriculture's Soil and Water Assessment Tool (SWAT). SWAT is a physically-based, semi-distributed hydrologic model that was developed to predict the long term impacts of land management practices on water, sediment and agricultural chemical yields in large complex watersheds with varying soils, land use, and management conditions. SWAT was calibrated for streamflow and sediment concentration. The calibration process involves parameter specification, whereby sensitive model parameters are identified, and parameter estimation. In order to reduce the number of parameters to be calibrated, parameterization was performed. The methodology is applied to a demonstration watershed known as Big Creek, which is located in southern Illinois. Application results show the effectiveness of the approach and model predictions are significantly improved.

Development and application of a probability distribution retrieval scheme to the remote sensing of clouds and precipitation

NASA Astrophysics Data System (ADS)

McKague, Darren Shawn

2001-12-01

The statistical properties of clouds and precipitation on a global scale are important to our understanding of climate. Inversion methods exist to retrieve the needed cloud and precipitation properties from satellite data pixel-by-pixel that can then be summarized over large data sets to obtain the desired statistics. These methods can be quite computationally expensive, and typically don't provide errors on the statistics. A new method is developed to directly retrieve probability distributions of parameters from the distribution of measured radiances. The method also provides estimates of the errors on the retrieved distributions. The method can retrieve joint distributions of parameters that allows for the study of the connection between parameters. A forward radiative transfer model creates a mapping from retrieval parameter space to radiance space. A Monte Carlo procedure uses the mapping to transform probability density from the observed radiance histogram to a two- dimensional retrieval property probability distribution function (PDF). An estimate of the uncertainty in the retrieved PDF is calculated from random realizations of the radiance to retrieval parameter PDF transformation given the uncertainty of the observed radiances, the radiance PDF, the forward radiative transfer, the finite number of prior state vectors, and the non-unique mapping to retrieval parameter space. The retrieval method is also applied to the remote sensing of precipitation from SSM/I microwave data. A method of stochastically generating hydrometeor fields based on the fields from a numerical cloud model is used to create the precipitation parameter radiance space transformation. The impact of vertical and horizontal variability within the hydrometeor fields has a significant impact on algorithm performance. Beamfilling factors are computed from the simulated hydrometeor fields. The beamfilling factors vary quite a bit depending upon the horizontal structure of the rain. The algorithm is applied to SSM/I images from the eastern tropical Pacific and is compared to PDFs of rain rate computed using pixel-by-pixel retrievals from Wilheit and from Liu and Curry. Differences exist between the three methods, but good general agreement is seen between the PDF retrieval algorithm and the algorithm of Liu and Curry. (Abstract shortened by UMI.)

Annual Rainfall Maxima: Theoretical Estimation of the GEV Shape Parameter k Using Multifractal Models

NASA Astrophysics Data System (ADS)

Veneziano, D.; Langousis, A.; Lepore, C.

2009-12-01

The annual maximum of the average rainfall intensity in a period of duration d, Iyear(d), is typically assumed to have generalized extreme value (GEV) distribution. The shape parameter k of that distribution is especially difficult to estimate from either at-site or regional data, making it important to constraint k using theoretical arguments. In the context of multifractal representations of rainfall, we observe that standard theoretical estimates of k from extreme value (EV) and extreme excess (EE) theories do not apply, while estimates from large deviation (LD) theory hold only for very small d. We then propose a new theoretical estimator based on fitting GEV models to the numerically calculated distribution of Iyear(d). A standard result from EV and EE theories is that k depends on the tail behavior of the average rainfall in d, I(d). This result holds if Iyear(d) is the maximum of a sufficiently large number n of variables, all distributed like I(d); therefore its applicability hinges on whether n = 1yr/d is large enough and the tail of I(d) is sufficiently well known. One typically assumes that at least for small d the former condition is met, but poor knowledge of the upper tail of I(d) remains an obstacle for all d. In fact, in the case of multifractal rainfall, also the first condition is not met because, irrespective of d, 1yr/d is too small (Veneziano et al., 2009, WRR, in press). Applying large deviation (LD) theory to this multifractal case, we find that, as d → 0, Iyear(d) approaches a GEV distribution whose shape parameter kLD depends on a region of the distribution of I(d) well below the upper tail, is always positive (in the EV2 range), is much larger than the value predicted by EV and EE theories, and can be readily found from the scaling properties of I(d). The scaling properties of rainfall can be inferred also from short records, but the limitation remains that the result holds under d → 0 not for finite d. Therefore, for different reasons, none of the above asymptotic theories applies to Iyear(d). In practice, one is interested in the distribution of Iyear(d) over a finite range of averaging durations d and return periods T. Using multifractal representations of rainfall, we have numerically calculated the distribution of Iyear(d) and found that, although not GEV, the distribution can be accurately approximated by a GEV model. The best-fitting parameter k depends on d, but is insensitive to the scaling properties of rainfall and the range of return periods T used for fitting. We have obtained a default expression for k(d) and compared it with estimates from historical rainfall records. The theoretical function tracks well the empirical dependence on d, although it generally overestimates the empirical k values, possibly due to deviations of rainfall from perfect scaling. This issue is under investigation.

Techniques for determining partial size distribution of particulate matter: Laser diffraction versus electrical sensing zone

USDA-ARS?s Scientific Manuscript database

The study of health impacts, emission estimation of particulate matter (PM), and development of new control technologies require knowledge of PM characteristics. Among these PM characteristics, the particle size distribution (PSD) is perhaps the most important physical parameter governing particle b...

A Bayesian Nonparametric Meta-Analysis Model

ERIC Educational Resources Information Center

Karabatsos, George; Talbott, Elizabeth; Walker, Stephen G.

2015-01-01

In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal effect-size population distribution, conditionally on parameters and covariates. For estimating the mean overall…

Bayesian parameter estimation for the Wnt pathway: an infinite mixture models approach.

PubMed

Koutroumpas, Konstantinos; Ballarini, Paolo; Votsi, Irene; Cournède, Paul-Henry

2016-09-01

Likelihood-free methods, like Approximate Bayesian Computation (ABC), have been extensively used in model-based statistical inference with intractable likelihood functions. When combined with Sequential Monte Carlo (SMC) algorithms they constitute a powerful approach for parameter estimation and model selection of mathematical models of complex biological systems. A crucial step in the ABC-SMC algorithms, significantly affecting their performance, is the propagation of a set of parameter vectors through a sequence of intermediate distributions using Markov kernels. In this article, we employ Dirichlet process mixtures (DPMs) to design optimal transition kernels and we present an ABC-SMC algorithm with DPM kernels. We illustrate the use of the proposed methodology using real data for the canonical Wnt signaling pathway. A multi-compartment model of the pathway is developed and it is compared to an existing model. The results indicate that DPMs are more efficient in the exploration of the parameter space and can significantly improve ABC-SMC performance. In comparison to alternative sampling schemes that are commonly used, the proposed approach can bring potential benefits in the estimation of complex multimodal distributions. The method is used to estimate the parameters and the initial state of two models of the Wnt pathway and it is shown that the multi-compartment model fits better the experimental data. Python scripts for the Dirichlet Process Gaussian Mixture model and the Gibbs sampler are available at https://sites.google.com/site/kkoutroumpas/software konstantinos.koutroumpas@ecp.fr. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Predicting nonstationary flood frequencies: Evidence supports an updated stationarity thesis in the United States

NASA Astrophysics Data System (ADS)

Luke, Adam; Vrugt, Jasper A.; AghaKouchak, Amir; Matthew, Richard; Sanders, Brett F.

2017-07-01

Nonstationary extreme value analysis (NEVA) can improve the statistical representation of observed flood peak distributions compared to stationary (ST) analysis, but management of flood risk relies on predictions of out-of-sample distributions for which NEVA has not been comprehensively evaluated. In this study, we apply split-sample testing to 1250 annual maximum discharge records in the United States and compare the predictive capabilities of NEVA relative to ST extreme value analysis using a log-Pearson Type III (LPIII) distribution. The parameters of the LPIII distribution in the ST and nonstationary (NS) models are estimated from the first half of each record using Bayesian inference. The second half of each record is reserved to evaluate the predictions under the ST and NS models. The NS model is applied for prediction by (1) extrapolating the trend of the NS model parameters throughout the evaluation period and (2) using the NS model parameter values at the end of the fitting period to predict with an updated ST model (uST). Our analysis shows that the ST predictions are preferred, overall. NS model parameter extrapolation is rarely preferred. However, if fitting period discharges are influenced by physical changes in the watershed, for example from anthropogenic activity, the uST model is strongly preferred relative to ST and NS predictions. The uST model is therefore recommended for evaluation of current flood risk in watersheds that have undergone physical changes. Supporting information includes a MATLAB® program that estimates the (ST/NS/uST) LPIII parameters from annual peak discharge data through Bayesian inference.

The critical role of uncertainty in projections of hydrological extremes

NASA Astrophysics Data System (ADS)

Meresa, Hadush K.; Romanowicz, Renata J.

2017-08-01

This paper aims to quantify the uncertainty in projections of future hydrological extremes in the Biala Tarnowska River at Koszyce gauging station, south Poland. The approach followed is based on several climate projections obtained from the EURO-CORDEX initiative, raw and bias-corrected realizations of catchment precipitation, and flow simulations derived using multiple hydrological model parameter sets. The projections cover the 21st century. Three sources of uncertainty are considered: one related to climate projection ensemble spread, the second related to the uncertainty in hydrological model parameters and the third related to the error in fitting theoretical distribution models to annual extreme flow series. The uncertainty of projected extreme indices related to hydrological model parameters was conditioned on flow observations from the reference period using the generalized likelihood uncertainty estimation (GLUE) approach, with separate criteria for high- and low-flow extremes. Extreme (low and high) flow quantiles were estimated using the generalized extreme value (GEV) distribution at different return periods and were based on two different lengths of the flow time series. A sensitivity analysis based on the analysis of variance (ANOVA) shows that the uncertainty introduced by the hydrological model parameters can be larger than the climate model variability and the distribution fit uncertainty for the low-flow extremes whilst for the high-flow extremes higher uncertainty is observed from climate models than from hydrological parameter and distribution fit uncertainties. This implies that ignoring one of the three uncertainty sources may cause great risk to future hydrological extreme adaptations and water resource planning and management.

Sequential updating of multimodal hydrogeologic parameter fields using localization and clustering techniques

NASA Astrophysics Data System (ADS)

Sun, Alexander Y.; Morris, Alan P.; Mohanty, Sitakanta

2009-07-01

Estimated parameter distributions in groundwater models may contain significant uncertainties because of data insufficiency. Therefore, adaptive uncertainty reduction strategies are needed to continuously improve model accuracy by fusing new observations. In recent years, various ensemble Kalman filters have been introduced as viable tools for updating high-dimensional model parameters. However, their usefulness is largely limited by the inherent assumption of Gaussian error statistics. Hydraulic conductivity distributions in alluvial aquifers, for example, are usually non-Gaussian as a result of complex depositional and diagenetic processes. In this study, we combine an ensemble Kalman filter with grid-based localization and a Gaussian mixture model (GMM) clustering techniques for updating high-dimensional, multimodal parameter distributions via dynamic data assimilation. We introduce innovative strategies (e.g., block updating and dimension reduction) to effectively reduce the computational costs associated with these modified ensemble Kalman filter schemes. The developed data assimilation schemes are demonstrated numerically for identifying the multimodal heterogeneous hydraulic conductivity distributions in a binary facies alluvial aquifer. Our results show that localization and GMM clustering are very promising techniques for assimilating high-dimensional, multimodal parameter distributions, and they outperform the corresponding global ensemble Kalman filter analysis scheme in all scenarios considered.

Astrocytic tracer dynamics estimated from [1-¹¹C]-acetate PET measurements.

PubMed

Arnold, Andrea; Calvetti, Daniela; Gjedde, Albert; Iversen, Peter; Somersalo, Erkki

2015-12-01

We address the problem of estimating the unknown parameters of a model of tracer kinetics from sequences of positron emission tomography (PET) scan data using a statistical sequential algorithm for the inference of magnitudes of dynamic parameters. The method, based on Bayesian statistical inference, is a modification of a recently proposed particle filtering and sequential Monte Carlo algorithm, where instead of preassigning the accuracy in the propagation of each particle, we fix the time step and account for the numerical errors in the innovation term. We apply the algorithm to PET images of [1-¹¹C]-acetate-derived tracer accumulation, estimating the transport rates in a three-compartment model of astrocytic uptake and metabolism of the tracer for a cohort of 18 volunteers from 3 groups, corresponding to healthy control individuals, cirrhotic liver and hepatic encephalopathy patients. The distribution of the parameters for the individuals and for the groups presented within the Bayesian framework support the hypothesis that the parameters for the hepatic encephalopathy group follow a significantly different distribution than the other two groups. The biological implications of the findings are also discussed. © The Authors 2014. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

A Parametric k-Means Algorithm

PubMed Central

Tarpey, Thaddeus

2007-01-01

Summary The k points that optimally represent a distribution (usually in terms of a squared error loss) are called the k principal points. This paper presents a computationally intensive method that automatically determines the principal points of a parametric distribution. Cluster means from the k-means algorithm are nonparametric estimators of principal points. A parametric k-means approach is introduced for estimating principal points by running the k-means algorithm on a very large simulated data set from a distribution whose parameters are estimated using maximum likelihood. Theoretical and simulation results are presented comparing the parametric k-means algorithm to the usual k-means algorithm and an example on determining sizes of gas masks is used to illustrate the parametric k-means algorithm. PMID:17917692

Estimating catchment scale groundwater dynamics from recession analysis - enhanced constraining of hydrological models

NASA Astrophysics Data System (ADS)

Skaugen, T.; Mengistu, Z.

2015-10-01

In this study we propose a new formulation of subsurface water storage dynamics for use in rainfall-runoff models. Under the assumption of a strong relationship between storage and runoff, the temporal distribution of storage is considered to have the same shape as the distribution of observed recessions (measured as the difference between the log of runoff values). The mean subsurface storage is estimated as the storage at steady-state, where moisture input equals the mean annual runoff. An important contribution of the new formulation is that its parameters are derived directly from observed recession data and the mean annual runoff and hence estimated prior to calibration. Key principles guiding the evaluation of the new subsurface storage routine have been (a) to minimize the number of parameters to be estimated through the, often arbitrary fitting to optimize runoff predictions (calibration) and (b) maximize the range of testing conditions (i.e. large-sample hydrology). The new storage routine has been implemented in the already parameter parsimonious Distance Distribution Dynamics (DDD) model and tested for 73 catchments in Norway of varying size, mean elevations and landscape types. Runoff simulations for the 73 catchments from two model structures; DDD with calibrated subsurface storage and DDD with the new estimated subsurface storage were compared. No loss in precision of runoff simulations was found using the new estimated storage routine. For the 73 catchments, an average of the Nash-Sutcliffe Efficiency criterion of 0.68 was found using the new estimated storage routine compared with 0.66 using calibrated storage routine. The average Kling-Gupta Efficiency criterion was 0.69 and 0.70 for the new and old storage routine, respectively. Runoff recessions are more realistically modelled using the new approach since the root mean square error between the mean of observed and simulated recessions was reduced by almost 50 % using the new storage routine.

Selecting Summary Statistics in Approximate Bayesian Computation for Calibrating Stochastic Models

PubMed Central

Burr, Tom

2013-01-01

Approximate Bayesian computation (ABC) is an approach for using measurement data to calibrate stochastic computer models, which are common in biology applications. ABC is becoming the “go-to” option when the data and/or parameter dimension is large because it relies on user-chosen summary statistics rather than the full data and is therefore computationally feasible. One technical challenge with ABC is that the quality of the approximation to the posterior distribution of model parameters depends on the user-chosen summary statistics. In this paper, the user requirement to choose effective summary statistics in order to accurately estimate the posterior distribution of model parameters is investigated and illustrated by example, using a model and corresponding real data of mitochondrial DNA population dynamics. We show that for some choices of summary statistics, the posterior distribution of model parameters is closely approximated and for other choices of summary statistics, the posterior distribution is not closely approximated. A strategy to choose effective summary statistics is suggested in cases where the stochastic computer model can be run at many trial parameter settings, as in the example. PMID:24288668

Selecting summary statistics in approximate Bayesian computation for calibrating stochastic models.

PubMed

Burr, Tom; Skurikhin, Alexei

2013-01-01

Approximate Bayesian computation (ABC) is an approach for using measurement data to calibrate stochastic computer models, which are common in biology applications. ABC is becoming the "go-to" option when the data and/or parameter dimension is large because it relies on user-chosen summary statistics rather than the full data and is therefore computationally feasible. One technical challenge with ABC is that the quality of the approximation to the posterior distribution of model parameters depends on the user-chosen summary statistics. In this paper, the user requirement to choose effective summary statistics in order to accurately estimate the posterior distribution of model parameters is investigated and illustrated by example, using a model and corresponding real data of mitochondrial DNA population dynamics. We show that for some choices of summary statistics, the posterior distribution of model parameters is closely approximated and for other choices of summary statistics, the posterior distribution is not closely approximated. A strategy to choose effective summary statistics is suggested in cases where the stochastic computer model can be run at many trial parameter settings, as in the example.

Structure of the Large Magellanic Cloud from near infrared magnitudes of red clump stars

NASA Astrophysics Data System (ADS)

Subramanian, S.; Subramaniam, A.

2013-04-01

Context. The structural parameters of the disk of the Large Magellanic Cloud (LMC) are estimated. Aims: We used the JH photometric data of red clump (RC) stars from the Magellanic Cloud Point Source Catalog (MCPSC) obtained from the InfraRed Survey Facility (IRSF) to estimate the structural parameters of the LMC disk, such as the inclination, i, and the position angle of the line of nodes (PAlon), φ. Methods: The observed LMC region is divided into several sub-regions, and stars in each region are cross-identified with the optically identified RC stars to obtain the near infrared magnitudes. The peak values of H magnitude and (J - H) colour of the observed RC distribution are obtained by fitting a profile to the distributions and by taking the average value of magnitude and colour of the RC stars in the bin with largest number. Then the dereddened peak H0 magnitude of the RC stars in each sub-region is obtained from the peak values of H magnitude and (J - H) colour of the observed RC distribution. The right ascension (RA), declination (Dec), and relative distance from the centre of each sub-region are converted into x,y, and z Cartesian coordinates. A weighted least square plane fitting method is applied to this x,y,z data to estimate the structural parameters of the LMC disk. Results: An intrinsic (J - H)0 colour of 0.40 ± 0.03 mag in the Simultaneous three-colour InfraRed Imager for Unbiased Survey (SIRIUS) IRSF filter system is estimated for the RC stars in the LMC and a reddening map based on (J - H) colour of the RC stars is presented. When the peaks of the RC distribution were identified by averaging, an inclination of 25°.7 ± 1°.6 and a PAlon = 141°.5 ± 4°.5 were obtained. We estimate a distance modulus, μ = 18.47 ± 0.1 mag to the LMC. Extra-planar features which are both in front and behind the fitted plane are identified. They match with the optically identified extra-planar features. The bar of the LMC is found to be part of the disk within 500 pc. Conclusions: The estimates of the structural parameters are found to be independent of the photometric bands used for the analysis. The radial variation of the structural parameters are also studied. We find that the inner disk, within ~3°.0, is less inclined and has a larger value of PAlon when compared to the outer disk. Our estimates are compared with the literature values, and the possible reasons for the small discrepancies found are discussed.

Detection of mastitis in dairy cattle by use of mixture models for repeated somatic cell scores: a Bayesian approach via Gibbs sampling.

PubMed

Odegård, J; Jensen, J; Madsen, P; Gianola, D; Klemetsdal, G; Heringstad, B

2003-11-01

The distribution of somatic cell scores could be regarded as a mixture of at least two components depending on a cow's udder health status. A heteroscedastic two-component Bayesian normal mixture model with random effects was developed and implemented via Gibbs sampling. The model was evaluated using datasets consisting of simulated somatic cell score records. Somatic cell score was simulated as a mixture representing two alternative udder health statuses ("healthy" or "diseased"). Animals were assigned randomly to the two components according to the probability of group membership (Pm). Random effects (additive genetic and permanent environment), when included, had identical distributions across mixture components. Posterior probabilities of putative mastitis were estimated for all observations, and model adequacy was evaluated using measures of sensitivity, specificity, and posterior probability of misclassification. Fitting different residual variances in the two mixture components caused some bias in estimation of parameters. When the components were difficult to disentangle, so were their residual variances, causing bias in estimation of Pm and of location parameters of the two underlying distributions. When all variance components were identical across mixture components, the mixture model analyses returned parameter estimates essentially without bias and with a high degree of precision. Including random effects in the model increased the probability of correct classification substantially. No sizable differences in probability of correct classification were found between models in which a single cow effect (ignoring relationships) was fitted and models where this effect was split into genetic and permanent environmental components, utilizing relationship information. When genetic and permanent environmental effects were fitted, the between-replicate variance of estimates of posterior means was smaller because the model accounted for random genetic drift.

Obtaining parsimonious hydraulic conductivity fields using head and transport observations: A Bayesian geostatistical parameter estimation approach

NASA Astrophysics Data System (ADS)

Fienen, M.; Hunt, R.; Krabbenhoft, D.; Clemo, T.

2009-08-01

Flow path delineation is a valuable tool for interpreting the subsurface hydrogeochemical environment. Different types of data, such as groundwater flow and transport, inform different aspects of hydrogeologic parameter values (hydraulic conductivity in this case) which, in turn, determine flow paths. This work combines flow and transport information to estimate a unified set of hydrogeologic parameters using the Bayesian geostatistical inverse approach. Parameter flexibility is allowed by using a highly parameterized approach with the level of complexity informed by the data. Despite the effort to adhere to the ideal of minimal a priori structure imposed on the problem, extreme contrasts in parameters can result in the need to censor correlation across hydrostratigraphic bounding surfaces. These partitions segregate parameters into facies associations. With an iterative approach in which partitions are based on inspection of initial estimates, flow path interpretation is progressively refined through the inclusion of more types of data. Head observations, stable oxygen isotopes (18O/16O ratios), and tritium are all used to progressively refine flow path delineation on an isthmus between two lakes in the Trout Lake watershed, northern Wisconsin, United States. Despite allowing significant parameter freedom by estimating many distributed parameter values, a smooth field is obtained.

Obtaining parsimonious hydraulic conductivity fields using head and transport observations: A Bayesian geostatistical parameter estimation approach

USGS Publications Warehouse

Fienen, M.; Hunt, R.; Krabbenhoft, D.; Clemo, T.

2009-01-01

Flow path delineation is a valuable tool for interpreting the subsurface hydrogeochemical environment. Different types of data, such as groundwater flow and transport, inform different aspects of hydrogeologic parameter values (hydraulic conductivity in this case) which, in turn, determine flow paths. This work combines flow and transport information to estimate a unified set of hydrogeologic parameters using the Bayesian geostatistical inverse approach. Parameter flexibility is allowed by using a highly parameterized approach with the level of complexity informed by the data. Despite the effort to adhere to the ideal of minimal a priori structure imposed on the problem, extreme contrasts in parameters can result in the need to censor correlation across hydrostratigraphic bounding surfaces. These partitions segregate parameters into facies associations. With an iterative approach in which partitions are based on inspection of initial estimates, flow path interpretation is progressively refined through the inclusion of more types of data. Head observations, stable oxygen isotopes (18O/16O ratios), and tritium are all used to progressively refine flow path delineation on an isthmus between two lakes in the Trout Lake watershed, northern Wisconsin, United States. Despite allowing significant parameter freedom by estimating many distributed parameter values, a smooth field is obtained.

Application of the Junge- and Pankow-equation for estimating indoor gas/particle distribution and exposure to SVOCs

NASA Astrophysics Data System (ADS)

Salthammer, Tunga; Schripp, Tobias

2015-04-01

In the indoor environment, distribution and dynamics of an organic compound between gas phase, particle phase and settled dust must be known for estimating human exposure. This, however, requires a detailed understanding of the environmentally important compound parameters, their interrelation and of the algorithms for calculating partitioning coefficients. The parameters of major concern are: (I) saturation vapor pressure (PS) (of the subcooled liquid); (II) Henry's law constant (H); (III) octanol/water partition coefficient (KOW); (IV) octanol/air partition coefficient (KOA); (V) air/water partition coefficient (KAW) and (VI) settled dust properties like density and organic content. For most of the relevant compounds reliable experimental data are not available and calculated gas/particle distributions can widely differ due to the uncertainty in predicted Ps and KOA values. This is not a big problem if the target compound is of low (<10-6 Pa) or high (>10-2 Pa) volatility, but in the intermediate region even small changes in Ps or KOA will have a strong impact on the result. Moreover, the related physical processes might bear large uncertainties. The KOA value can only be used for particle absorption from the gas phase if the organic portion of the particle or dust is high. The Junge- and Pankow-equation for calculating the gas/particle distribution coefficient KP do not consider the physical and chemical properties of the particle surface area. It is demonstrated by error propagation theory and Monte-Carlo simulations that parameter uncertainties from estimation methods for molecular properties and variations of indoor conditions might strongly influence the calculated distribution behavior of compounds in the indoor environment.

Improvement and comparison of likelihood functions for model calibration and parameter uncertainty analysis within a Markov chain Monte Carlo scheme

NASA Astrophysics Data System (ADS)

Cheng, Qin-Bo; Chen, Xi; Xu, Chong-Yu; Reinhardt-Imjela, Christian; Schulte, Achim

2014-11-01

In this study, the likelihood functions for uncertainty analysis of hydrological models are compared and improved through the following steps: (1) the equivalent relationship between the Nash-Sutcliffe Efficiency coefficient (NSE) and the likelihood function with Gaussian independent and identically distributed residuals is proved; (2) a new estimation method of the Box-Cox transformation (BC) parameter is developed to improve the effective elimination of the heteroscedasticity of model residuals; and (3) three likelihood functions-NSE, Generalized Error Distribution with BC (BC-GED) and Skew Generalized Error Distribution with BC (BC-SGED)-are applied for SWAT-WB-VSA (Soil and Water Assessment Tool - Water Balance - Variable Source Area) model calibration in the Baocun watershed, Eastern China. Performances of calibrated models are compared using the observed river discharges and groundwater levels. The result shows that the minimum variance constraint can effectively estimate the BC parameter. The form of the likelihood function significantly impacts on the calibrated parameters and the simulated results of high and low flow components. SWAT-WB-VSA with the NSE approach simulates flood well, but baseflow badly owing to the assumption of Gaussian error distribution, where the probability of the large error is low, but the small error around zero approximates equiprobability. By contrast, SWAT-WB-VSA with the BC-GED or BC-SGED approach mimics baseflow well, which is proved in the groundwater level simulation. The assumption of skewness of the error distribution may be unnecessary, because all the results of the BC-SGED approach are nearly the same as those of the BC-GED approach.

Assessment of optimum threshold and particle shape parameter for the image analysis of aggregate size distribution of concrete sections

NASA Astrophysics Data System (ADS)

Ozen, Murat; Guler, Murat

2014-02-01

Aggregate gradation is one of the key design parameters affecting the workability and strength properties of concrete mixtures. Estimating aggregate gradation from hardened concrete samples can offer valuable insights into the quality of mixtures in terms of the degree of segregation and the amount of deviation from the specified gradation limits. In this study, a methodology is introduced to determine the particle size distribution of aggregates from 2D cross sectional images of concrete samples. The samples used in the study were fabricated from six mix designs by varying the aggregate gradation, aggregate source and maximum aggregate size with five replicates of each design combination. Each sample was cut into three pieces using a diamond saw and then scanned to obtain the cross sectional images using a desktop flatbed scanner. An algorithm is proposed to determine the optimum threshold for the image analysis of the cross sections. A procedure was also suggested to determine a suitable particle shape parameter to be used in the analysis of aggregate size distribution within each cross section. Results of analyses indicated that the optimum threshold hence the pixel distribution functions may be different even for the cross sections of an identical concrete sample. Besides, the maximum ferret diameter is the most suitable shape parameter to estimate the size distribution of aggregates when computed based on the diagonal sieve opening. The outcome of this study can be of practical value for the practitioners to evaluate concrete in terms of the degree of segregation and the bounds of mixture's gradation achieved during manufacturing.

The κ-generalized distribution: A new descriptive model for the size distribution of incomes

NASA Astrophysics Data System (ADS)

Clementi, F.; Di Matteo, T.; Gallegati, M.; Kaniadakis, G.

2008-05-01

This paper proposes the κ-generalized distribution as a model for describing the distribution and dispersion of income within a population. Formulas for the shape, moments and standard tools for inequality measurement-such as the Lorenz curve and the Gini coefficient-are given. A method for parameter estimation is also discussed. The model is shown to fit extremely well the data on personal income distribution in Australia and in the United States.

Electron acoustic nonlinear structures in planetary magnetospheres

NASA Astrophysics Data System (ADS)

Shah, K. H.; Qureshi, M. N. S.; Masood, W.; Shah, H. A.

2018-04-01

In this paper, we have studied linear and nonlinear propagation of electron acoustic waves (EAWs) comprising cold and hot populations in which the ions form the neutralizing background. The hot electrons have been assumed to follow the generalized ( r , q ) distribution which has the advantage that it mimics most of the distribution functions observed in space plasmas. Interestingly, it has been found that unlike Maxwellian and kappa distributions, the electron acoustic waves admit not only rarefactive structures but also allow the formation of compressive solitary structures for generalized ( r , q ) distribution. It has been found that the flatness parameter r , tail parameter q , and the nonlinear propagation velocity u affect the propagation characteristics of nonlinear EAWs. Using the plasmas parameters, typically found in Saturn's magnetosphere and the Earth's auroral region, where two populations of electrons and electron acoustic solitary waves (EASWs) have been observed, we have given an estimate of the scale lengths over which these nonlinear waves are expected to form and how the size of these structures would vary with the change in the shape of the distribution function and with the change of the plasma parameters.

Influence of Averaging Preprocessing on Image Analysis with a Markov Random Field Model

NASA Astrophysics Data System (ADS)

Sakamoto, Hirotaka; Nakanishi-Ohno, Yoshinori; Okada, Masato

2018-02-01

This paper describes our investigations into the influence of averaging preprocessing on the performance of image analysis. Averaging preprocessing involves a trade-off: image averaging is often undertaken to reduce noise while the number of image data available for image analysis is decreased. We formulated a process of generating image data by using a Markov random field (MRF) model to achieve image analysis tasks such as image restoration and hyper-parameter estimation by a Bayesian approach. According to the notions of Bayesian inference, posterior distributions were analyzed to evaluate the influence of averaging. There are three main results. First, we found that the performance of image restoration with a predetermined value for hyper-parameters is invariant regardless of whether averaging is conducted. We then found that the performance of hyper-parameter estimation deteriorates due to averaging. Our analysis of the negative logarithm of the posterior probability, which is called the free energy based on an analogy with statistical mechanics, indicated that the confidence of hyper-parameter estimation remains higher without averaging. Finally, we found that when the hyper-parameters are estimated from the data, the performance of image restoration worsens as averaging is undertaken. We conclude that averaging adversely influences the performance of image analysis through hyper-parameter estimation.

Metocean design parameter estimation for fixed platform based on copula functions

NASA Astrophysics Data System (ADS)

Zhai, Jinjin; Yin, Qilin; Dong, Sheng

2017-08-01

Considering the dependent relationship among wave height, wind speed, and current velocity, we construct novel trivariate joint probability distributions via Archimedean copula functions. Total 30-year data of wave height, wind speed, and current velocity in the Bohai Sea are hindcast and sampled for case study. Four kinds of distributions, namely, Gumbel distribution, lognormal distribution, Weibull distribution, and Pearson Type III distribution, are candidate models for marginal distributions of wave height, wind speed, and current velocity. The Pearson Type III distribution is selected as the optimal model. Bivariate and trivariate probability distributions of these environmental conditions are established based on four bivariate and trivariate Archimedean copulas, namely, Clayton, Frank, Gumbel-Hougaard, and Ali-Mikhail-Haq copulas. These joint probability models can maximize marginal information and the dependence among the three variables. The design return values of these three variables can be obtained by three methods: univariate probability, conditional probability, and joint probability. The joint return periods of different load combinations are estimated by the proposed models. Platform responses (including base shear, overturning moment, and deck displacement) are further calculated. For the same return period, the design values of wave height, wind speed, and current velocity obtained by the conditional and joint probability models are much smaller than those by univariate probability. Considering the dependence among variables, the multivariate probability distributions provide close design parameters to actual sea state for ocean platform design.

Karhunen-Loeve Estimation of the Power Spectrum Parameters from the Angular Distribution of Galaxies in Early Sloan Digital Sky Survey Data

NASA Technical Reports Server (NTRS)

Szalay, Alexander S.; Jain, Bhuvnesh; Matsubara, Takahiko; Scranton, Ryan; Vogeley, Michael S.; Connolly, Andrew; Dodelson, Scott; Eisenstein, Daniel; Frieman, Joshua A.; Gunn, James E.

2003-01-01

We present measurements of parameters of the three-dimensional power spectrum of galaxy clustering from 222 square degrees of early imaging data in the Sloan Digital Sky Survey (SDSS). The projected galaxy distribution on the sky is expanded over a set of Karhunen-Loeve (KL) eigenfunctions, which optimize the signal-to-noise ratio in our analysis. A maximum likelihood analysis is used to estimate parameters that set the shape and amplitude of the three-dimensional power spectrum of galaxies in the SDSS magnitude-limited sample with r* less than 21. Our best estimates are gamma = 0.188 +/- 0.04 and sigma(sub 8L) = 0.915 +/- 0.06 (statistical errors only), for a flat universe with a cosmological constant. We demonstrate that our measurements contain signal from scales at or beyond the peak of the three-dimensional power spectrum. We discuss how the results scale with systematic uncertainties, like the radial selection function. We find that the central values satisfy the analytically estimated scaling relation. We have also explored the effects of evolutionary corrections, various truncations of the KL basis, seeing, sample size, and limiting magnitude. We find that the impact of most of these uncertainties stay within the 2 sigma uncertainties of our fiducial result.

A modified weighted function method for parameter estimation of Pearson type three distribution

NASA Astrophysics Data System (ADS)

Liang, Zhongmin; Hu, Yiming; Li, Binquan; Yu, Zhongbo

2014-04-01

In this paper, an unconventional method called Modified Weighted Function (MWF) is presented for the conventional moment estimation of a probability distribution function. The aim of MWF is to estimate the coefficient of variation (CV) and coefficient of skewness (CS) from the original higher moment computations to the first-order moment calculations. The estimators for CV and CS of Pearson type three distribution function (PE3) were derived by weighting the moments of the distribution with two weight functions, which were constructed by combining two negative exponential-type functions. The selection of these weight functions was based on two considerations: (1) to relate weight functions to sample size in order to reflect the relationship between the quantity of sample information and the role of weight function and (2) to allocate more weights to data close to medium-tail positions in a sample series ranked in an ascending order. A Monte-Carlo experiment was conducted to simulate a large number of samples upon which statistical properties of MWF were investigated. For the PE3 parent distribution, results of MWF were compared to those of the original Weighted Function (WF) and Linear Moments (L-M). The results indicate that MWF was superior to WF and slightly better than L-M, in terms of statistical unbiasness and effectiveness. In addition, the robustness of MWF, WF, and L-M were compared by designing the Monte-Carlo experiment that samples are obtained from Log-Pearson type three distribution (LPE3), three parameter Log-Normal distribution (LN3), and Generalized Extreme Value distribution (GEV), respectively, but all used as samples from the PE3 distribution. The results show that in terms of statistical unbiasness, no one method possesses the absolutely overwhelming advantage among MWF, WF, and L-M, while in terms of statistical effectiveness, the MWF is superior to WF and L-M.

Construction and identification of a D-Vine model applied to the probability distribution of modal parameters in structural dynamics

NASA Astrophysics Data System (ADS)

Dubreuil, S.; Salaün, M.; Rodriguez, E.; Petitjean, F.

2018-01-01

This study investigates the construction and identification of the probability distribution of random modal parameters (natural frequencies and effective parameters) in structural dynamics. As these parameters present various types of dependence structures, the retained approach is based on pair copula construction (PCC). A literature review leads us to choose a D-Vine model for the construction of modal parameters probability distributions. Identification of this model is based on likelihood maximization which makes it sensitive to the dimension of the distribution, namely the number of considered modes in our context. To this respect, a mode selection preprocessing step is proposed. It allows the selection of the relevant random modes for a given transfer function. The second point, addressed in this study, concerns the choice of the D-Vine model. Indeed, D-Vine model is not uniquely defined. Two strategies are proposed and compared. The first one is based on the context of the study whereas the second one is purely based on statistical considerations. Finally, the proposed approaches are numerically studied and compared with respect to their capabilities, first in the identification of the probability distribution of random modal parameters and second in the estimation of the 99 % quantiles of some transfer functions.

Quantifying model-structure- and parameter-driven uncertainties in spring wheat phenology prediction with Bayesian analysis

DOE PAGES

Alderman, Phillip D.; Stanfill, Bryan

2016-10-06

Recent international efforts have brought renewed emphasis on the comparison of different agricultural systems models. Thus far, analysis of model-ensemble simulated results has not clearly differentiated between ensemble prediction uncertainties due to model structural differences per se and those due to parameter value uncertainties. Additionally, despite increasing use of Bayesian parameter estimation approaches with field-scale crop models, inadequate attention has been given to the full posterior distributions for estimated parameters. The objectives of this study were to quantify the impact of parameter value uncertainty on prediction uncertainty for modeling spring wheat phenology using Bayesian analysis and to assess the relativemore » contributions of model-structure-driven and parameter-value-driven uncertainty to overall prediction uncertainty. This study used a random walk Metropolis algorithm to estimate parameters for 30 spring wheat genotypes using nine phenology models based on multi-location trial data for days to heading and days to maturity. Across all cases, parameter-driven uncertainty accounted for between 19 and 52% of predictive uncertainty, while model-structure-driven uncertainty accounted for between 12 and 64%. Here, this study demonstrated the importance of quantifying both model-structure- and parameter-value-driven uncertainty when assessing overall prediction uncertainty in modeling spring wheat phenology. More generally, Bayesian parameter estimation provided a useful framework for quantifying and analyzing sources of prediction uncertainty.« less

Estimation of distribution overlap of urn models.

PubMed

Hampton, Jerrad; Lladser, Manuel E

2012-01-01

A classical problem in statistics is estimating the expected coverage of a sample, which has had applications in gene expression, microbial ecology, optimization, and even numismatics. Here we consider a related extension of this problem to random samples of two discrete distributions. Specifically, we estimate what we call the dissimilarity probability of a sample, i.e., the probability of a draw from one distribution not being observed in [Formula: see text] draws from another distribution. We show our estimator of dissimilarity to be a [Formula: see text]-statistic and a uniformly minimum variance unbiased estimator of dissimilarity over the largest appropriate range of [Formula: see text]. Furthermore, despite the non-Markovian nature of our estimator when applied sequentially over [Formula: see text], we show it converges uniformly in probability to the dissimilarity parameter, and we present criteria when it is approximately normally distributed and admits a consistent jackknife estimator of its variance. As proof of concept, we analyze V35 16S rRNA data to discern between various microbial environments. Other potential applications concern any situation where dissimilarity of two discrete distributions may be of interest. For instance, in SELEX experiments, each urn could represent a random RNA pool and each draw a possible solution to a particular binding site problem over that pool. The dissimilarity of these pools is then related to the probability of finding binding site solutions in one pool that are absent in the other.

Using a Betabinomial distribution to estimate the prevalence of adherence to physical activity guidelines among children and youth.

PubMed

Garriguet, Didier

2016-04-01

Estimates of the prevalence of adherence to physical activity guidelines in the population are generally the result of averaging individual probability of adherence based on the number of days people meet the guidelines and the number of days they are assessed. Given this number of active and inactive days (days assessed minus days active), the conditional probability of meeting the guidelines that has been used in the past is a Beta (1 + active days, 1 + inactive days) distribution assuming the probability p of a day being active is bounded by 0 and 1 and averages 50%. A change in the assumption about the distribution of p is required to better match the discrete nature of the data and to better assess the probability of adherence when the percentage of active days in the population differs from 50%. Using accelerometry data from the Canadian Health Measures Survey, the probability of adherence to physical activity guidelines is estimated using a conditional probability given the number of active and inactive days distributed as a Betabinomial(n, a + active days , β + inactive days) assuming that p is randomly distributed as Beta(a, β) where the parameters a and β are estimated by maximum likelihood. The resulting Betabinomial distribution is discrete. For children aged 6 or older, the probability of meeting physical activity guidelines 7 out of 7 days is similar to published estimates. For pre-schoolers, the Betabinomial distribution yields higher estimates of adherence to the guidelines than the Beta distribution, in line with the probability of being active on any given day. In estimating the probability of adherence to physical activity guidelines, the Betabinomial distribution has several advantages over the previously used Beta distribution. It is a discrete distribution and maximizes the richness of accelerometer data.

On the use of Bayesian Monte-Carlo in evaluation of nuclear data

NASA Astrophysics Data System (ADS)

De Saint Jean, Cyrille; Archier, Pascal; Privas, Edwin; Noguere, Gilles

2017-09-01

As model parameters, necessary ingredients of theoretical models, are not always predicted by theory, a formal mathematical framework associated to the evaluation work is needed to obtain the best set of parameters (resonance parameters, optical models, fission barrier, average width, multigroup cross sections) with Bayesian statistical inference by comparing theory to experiment. The formal rule related to this methodology is to estimate the posterior density probability function of a set of parameters by solving an equation of the following type: pdf(posterior) ˜ pdf(prior) × a likelihood function. A fitting procedure can be seen as an estimation of the posterior density probability of a set of parameters (referred as x→?) knowing a prior information on these parameters and a likelihood which gives the probability density function of observing a data set knowing x→?. To solve this problem, two major paths could be taken: add approximations and hypothesis and obtain an equation to be solved numerically (minimum of a cost function or Generalized least Square method, referred as GLS) or use Monte-Carlo sampling of all prior distributions and estimate the final posterior distribution. Monte Carlo methods are natural solution for Bayesian inference problems. They avoid approximations (existing in traditional adjustment procedure based on chi-square minimization) and propose alternative in the choice of probability density distribution for priors and likelihoods. This paper will propose the use of what we are calling Bayesian Monte Carlo (referred as BMC in the rest of the manuscript) in the whole energy range from thermal, resonance and continuum range for all nuclear reaction models at these energies. Algorithms will be presented based on Monte-Carlo sampling and Markov chain. The objectives of BMC are to propose a reference calculation for validating the GLS calculations and approximations, to test probability density distributions effects and to provide the framework of finding global minimum if several local minimums exist. Application to resolved resonance, unresolved resonance and continuum evaluation as well as multigroup cross section data assimilation will be presented.

Methods for fitting a parametric probability distribution to most probable number data.

PubMed

Williams, Michael S; Ebel, Eric D

2012-07-02

Every year hundreds of thousands, if not millions, of samples are collected and analyzed to assess microbial contamination in food and water. The concentration of pathogenic organisms at the end of the production process is low for most commodities, so a highly sensitive screening test is used to determine whether the organism of interest is present in a sample. In some applications, samples that test positive are subjected to quantitation. The most probable number (MPN) technique is a common method to quantify the level of contamination in a sample because it is able to provide estimates at low concentrations. This technique uses a series of dilution count experiments to derive estimates of the concentration of the microorganism of interest. An application for these data is food-safety risk assessment, where the MPN concentration estimates can be fitted to a parametric distribution to summarize the range of potential exposures to the contaminant. Many different methods (e.g., substitution methods, maximum likelihood and regression on order statistics) have been proposed to fit microbial contamination data to a distribution, but the development of these methods rarely considers how the MPN technique influences the choice of distribution function and fitting method. An often overlooked aspect when applying these methods is whether the data represent actual measurements of the average concentration of microorganism per milliliter or the data are real-valued estimates of the average concentration, as is the case with MPN data. In this study, we propose two methods for fitting MPN data to a probability distribution. The first method uses a maximum likelihood estimator that takes average concentration values as the data inputs. The second is a Bayesian latent variable method that uses the counts of the number of positive tubes at each dilution to estimate the parameters of the contamination distribution. The performance of the two fitting methods is compared for two data sets that represent Salmonella and Campylobacter concentrations on chicken carcasses. The results demonstrate a bias in the maximum likelihood estimator that increases with reductions in average concentration. The Bayesian method provided unbiased estimates of the concentration distribution parameters for all data sets. We provide computer code for the Bayesian fitting method. Published by Elsevier B.V.

In Search of the Largest Possible Tsunami: An Example Following the 2011 Japan Tsunami

NASA Astrophysics Data System (ADS)

Geist, E. L.; Parsons, T.

2012-12-01

Many tsunami hazard assessments focus on estimating the largest possible tsunami: i.e., the worst-case scenario. This is typically performed by examining historic and prehistoric tsunami data or by estimating the largest source that can produce a tsunami. We demonstrate that worst-case assessments derived from tsunami and tsunami-source catalogs are greatly affected by sampling bias. Both tsunami and tsunami sources are well represented by a Pareto distribution. It is intuitive to assume that there is some limiting size (i.e., runup or seismic moment) for which a Pareto distribution is truncated or tapered. Likelihood methods are used to determine whether a limiting size can be determined from existing catalogs. Results from synthetic catalogs indicate that several observations near the limiting size are needed for accurate parameter estimation. Accordingly, the catalog length needed to empirically determine the limiting size is dependent on the difference between the limiting size and the observation threshold, with larger catalog lengths needed for larger limiting-threshold size differences. Most, if not all, tsunami catalogs and regional tsunami source catalogs are of insufficient length to determine the upper bound on tsunami runup. As an example, estimates of the empirical tsunami runup distribution are obtained from the Miyako tide gauge station in Japan, which recorded the 2011 Tohoku-oki tsunami as the largest tsunami among 51 other events. Parameter estimation using a tapered Pareto distribution is made both with and without the Tohoku-oki event. The catalog without the 2011 event appears to have a low limiting tsunami runup. However, this is an artifact of undersampling. Including the 2011 event, the catalog conforms more to a pure Pareto distribution with no confidence in estimating a limiting runup. Estimating the size distribution of regional tsunami sources is subject to the same sampling bias. Physical attenuation mechanisms such as wave breaking likely limit the maximum tsunami runup at a particular site. However, historic and prehistoric data alone cannot determine the upper bound on tsunami runup. Because of problems endemic to sampling Pareto distributions of tsunamis and their sources, we recommend that tsunami hazard assessment be based on a specific design probability of exceedance following a pure Pareto distribution, rather than attempting to determine the worst-case scenario.

A comparison of minimum distance and maximum likelihood techniques for proportion estimation

NASA Technical Reports Server (NTRS)

Woodward, W. A.; Schucany, W. R.; Lindsey, H.; Gray, H. L.

1982-01-01

The estimation of mixing proportions P sub 1, P sub 2,...P sub m in the mixture density f(x) = the sum of the series P sub i F sub i(X) with i = 1 to M is often encountered in agricultural remote sensing problems in which case the p sub i's usually represent crop proportions. In these remote sensing applications, component densities f sub i(x) have typically been assumed to be normally distributed, and parameter estimation has been accomplished using maximum likelihood (ML) techniques. Minimum distance (MD) estimation is examined as an alternative to ML where, in this investigation, both procedures are based upon normal components. Results indicate that ML techniques are superior to MD when component distributions actually are normal, while MD estimation provides better estimates than ML under symmetric departures from normality. When component distributions are not symmetric, however, it is seen that neither of these normal based techniques provides satisfactory results.

Estimating spatially distributed soil texture using time series of thermal remote sensing - a case study in central Europe

NASA Astrophysics Data System (ADS)

Müller, Benjamin; Bernhardt, Matthias; Jackisch, Conrad; Schulz, Karsten

2016-09-01

For understanding water and solute transport processes, knowledge about the respective hydraulic properties is necessary. Commonly, hydraulic parameters are estimated via pedo-transfer functions using soil texture data to avoid cost-intensive measurements of hydraulic parameters in the laboratory. Therefore, current soil texture information is only available at a coarse spatial resolution of 250 to 1000 m. Here, a method is presented to derive high-resolution (15 m) spatial topsoil texture patterns for the meso-scale Attert catchment (Luxembourg, 288 km2) from 28 images of ASTER (advanced spaceborne thermal emission and reflection radiometer) thermal remote sensing. A principle component analysis of the images reveals the most dominant thermal patterns (principle components, PCs) that are related to 212 fractional soil texture samples. Within a multiple linear regression framework, distributed soil texture information is estimated and related uncertainties are assessed. An overall root mean squared error (RMSE) of 12.7 percentage points (pp) lies well within and even below the range of recent studies on soil texture estimation, while requiring sparser sample setups and a less diverse set of basic spatial input. This approach will improve the generation of spatially distributed topsoil maps, particularly for hydrologic modeling purposes, and will expand the usage of thermal remote sensing products.

Reliability Estimation of Parameters of Helical Wind Turbine with Vertical Axis

PubMed Central

Dumitrascu, Adela-Eliza; Lepadatescu, Badea; Dumitrascu, Dorin-Ion; Nedelcu, Anisor; Ciobanu, Doina Valentina

2015-01-01

Due to the prolonged use of wind turbines they must be characterized by high reliability. This can be achieved through a rigorous design, appropriate simulation and testing, and proper construction. The reliability prediction and analysis of these systems will lead to identifying the critical components, increasing the operating time, minimizing failure rate, and minimizing maintenance costs. To estimate the produced energy by the wind turbine, an evaluation approach based on the Monte Carlo simulation model is developed which enables us to estimate the probability of minimum and maximum parameters. In our simulation process we used triangular distributions. The analysis of simulation results has been focused on the interpretation of the relative frequency histograms and cumulative distribution curve (ogive diagram), which indicates the probability of obtaining the daily or annual energy output depending on wind speed. The experimental researches consist in estimation of the reliability and unreliability functions and hazard rate of the helical vertical axis wind turbine designed and patented to climatic conditions for Romanian regions. Also, the variation of power produced for different wind speeds, the Weibull distribution of wind probability, and the power generated were determined. The analysis of experimental results indicates that this type of wind turbine is efficient at low wind speed. PMID:26167524

Reliability Estimation of Parameters of Helical Wind Turbine with Vertical Axis.

PubMed

Dumitrascu, Adela-Eliza; Lepadatescu, Badea; Dumitrascu, Dorin-Ion; Nedelcu, Anisor; Ciobanu, Doina Valentina

2015-01-01

Due to the prolonged use of wind turbines they must be characterized by high reliability. This can be achieved through a rigorous design, appropriate simulation and testing, and proper construction. The reliability prediction and analysis of these systems will lead to identifying the critical components, increasing the operating time, minimizing failure rate, and minimizing maintenance costs. To estimate the produced energy by the wind turbine, an evaluation approach based on the Monte Carlo simulation model is developed which enables us to estimate the probability of minimum and maximum parameters. In our simulation process we used triangular distributions. The analysis of simulation results has been focused on the interpretation of the relative frequency histograms and cumulative distribution curve (ogive diagram), which indicates the probability of obtaining the daily or annual energy output depending on wind speed. The experimental researches consist in estimation of the reliability and unreliability functions and hazard rate of the helical vertical axis wind turbine designed and patented to climatic conditions for Romanian regions. Also, the variation of power produced for different wind speeds, the Weibull distribution of wind probability, and the power generated were determined. The analysis of experimental results indicates that this type of wind turbine is efficient at low wind speed.

Optical Coherence Tomography Noise Reduction Using Anisotropic Local Bivariate Gaussian Mixture Prior in 3D Complex Wavelet Domain.

PubMed

Rabbani, Hossein; Sonka, Milan; Abramoff, Michael D

2013-01-01

In this paper, MMSE estimator is employed for noise-free 3D OCT data recovery in 3D complex wavelet domain. Since the proposed distribution for noise-free data plays a key role in the performance of MMSE estimator, a priori distribution for the pdf of noise-free 3D complex wavelet coefficients is proposed which is able to model the main statistical properties of wavelets. We model the coefficients with a mixture of two bivariate Gaussian pdfs with local parameters which are able to capture the heavy-tailed property and inter- and intrascale dependencies of coefficients. In addition, based on the special structure of OCT images, we use an anisotropic windowing procedure for local parameters estimation that results in visual quality improvement. On this base, several OCT despeckling algorithms are obtained based on using Gaussian/two-sided Rayleigh noise distribution and homomorphic/nonhomomorphic model. In order to evaluate the performance of the proposed algorithm, we use 156 selected ROIs from 650 × 512 × 128 OCT dataset in the presence of wet AMD pathology. Our simulations show that the best MMSE estimator using local bivariate mixture prior is for the nonhomomorphic model in the presence of Gaussian noise which results in an improvement of 7.8 ± 1.7 in CNR.

A Bayesian beta distribution model for estimating rainfall IDF curves in a changing climate

NASA Astrophysics Data System (ADS)

Lima, Carlos H. R.; Kwon, Hyun-Han; Kim, Jin-Young

2016-09-01

The estimation of intensity-duration-frequency (IDF) curves for rainfall data comprises a classical task in hydrology studies to support a variety of water resources projects, including urban drainage and the design of flood control structures. In a changing climate, however, traditional approaches based on historical records of rainfall and on the stationary assumption can be inadequate and lead to poor estimates of rainfall intensity quantiles. Climate change scenarios built on General Circulation Models offer a way to access and estimate future changes in spatial and temporal rainfall patterns at the daily scale at the utmost, which is not as fine temporal resolution as required (e.g. hours) to directly estimate IDF curves. In this paper we propose a novel methodology based on a four-parameter beta distribution to estimate IDF curves conditioned on the observed (or simulated) daily rainfall, which becomes the time-varying upper bound of the updated nonstationary beta distribution. The inference is conducted in a Bayesian framework that provides a better way to take into account the uncertainty in the model parameters when building the IDF curves. The proposed model is tested using rainfall data from four stations located in South Korea and projected climate change Representative Concentration Pathways (RCPs) scenarios 6 and 8.5 from the Met Office Hadley Centre HadGEM3-RA model. The results show that the developed model fits the historical data as good as the traditional Generalized Extreme Value (GEV) distribution but is able to produce future IDF curves that significantly differ from the historically based IDF curves. The proposed model predicts for the stations and RCPs scenarios analysed in this work an increase in the intensity of extreme rainfalls of short duration with long return periods.

Spatially distributed groundwater recharge estimated using a water-budget model for the Island of Maui, Hawai`i, 1978–2007

USGS Publications Warehouse

Johnson, Adam G.; Engott, John A.; Bassiouni, Maoya; Rotzoll, Kolja

2014-12-14

Demand for freshwater on the Island of Maui is expected to grow. To evaluate the availability of fresh groundwater, estimates of groundwater recharge are needed. A water-budget model with a daily computation interval was developed and used to estimate the spatial distribution of recharge on Maui for average climate conditions (1978–2007 rainfall and 2010 land cover) and for drought conditions (1998–2002 rainfall and 2010 land cover). For average climate conditions, mean annual recharge for Maui is about 1,309 million gallons per day, or about 44 percent of precipitation (rainfall and fog interception). Recharge for average climate conditions is about 39 percent of total water inflow consisting of precipitation, irrigation, septic leachate, and seepage from reservoirs and cesspools. Most recharge occurs on the wet, windward slopes of Haleakalā and on the wet, uplands of West Maui Mountain. Dry, coastal areas generally have low recharge. In the dry isthmus, however, irrigated fields have greater recharge than nearby unirrigated areas. For drought conditions, mean annual recharge for Maui is about 1,010 million gallons per day, which is 23 percent less than recharge for average climate conditions. For individual aquifer-system areas used for groundwater management, recharge for drought conditions is about 8 to 51 percent less than recharge for average climate conditions. The spatial distribution of rainfall is the primary factor determining spatially distributed recharge estimates for most areas on Maui. In wet areas, recharge estimates are also sensitive to water-budget parameters that are related to runoff, fog interception, and forest-canopy evaporation. In dry areas, recharge estimates are most sensitive to irrigated crop areas and parameters related to evapotranspiration.

Consistent Parameter and Transfer Function Estimation using Context Free Grammars

NASA Astrophysics Data System (ADS)

Klotz, Daniel; Herrnegger, Mathew; Schulz, Karsten

2017-04-01

This contribution presents a method for the inference of transfer functions for rainfall-runoff models. Here, transfer functions are defined as parametrized (functional) relationships between a set of spatial predictors (e.g. elevation, slope or soil texture) and model parameters. They are ultimately used for estimation of consistent, spatially distributed model parameters from a limited amount of lumped global parameters. Additionally, they provide a straightforward method for parameter extrapolation from one set of basins to another and can even be used to derive parameterizations for multi-scale models [see: Samaniego et al., 2010]. Yet, currently an actual knowledge of the transfer functions is often implicitly assumed. As a matter of fact, for most cases these hypothesized transfer functions can rarely be measured and often remain unknown. Therefore, this contribution presents a general method for the concurrent estimation of the structure of transfer functions and their respective (global) parameters. Note, that by consequence an estimation of the distributed parameters of the rainfall-runoff model is also undertaken. The method combines two steps to achieve this. The first generates different possible transfer functions. The second then estimates the respective global transfer function parameters. The structural estimation of the transfer functions is based on the context free grammar concept. Chomsky first introduced context free grammars in linguistics [Chomsky, 1956]. Since then, they have been widely applied in computer science. But, to the knowledge of the authors, they have so far not been used in hydrology. Therefore, the contribution gives an introduction to context free grammars and shows how they can be constructed and used for the structural inference of transfer functions. This is enabled by new methods from evolutionary computation, such as grammatical evolution [O'Neill, 2001], which make it possible to exploit the constructed grammar as a search space for equations. The parametrization of the transfer functions is then achieved through a second optimization routine. The contribution explores different aspects of the described procedure through a set of experiments. These experiments can be divided into three categories: (1) The inference of transfer functions from directly measurable parameters; (2) The estimation of global parameters for given transfer functions from runoff data; and (3) The estimation of sets of completely unknown transfer functions from runoff data. The conducted tests reveal different potentials and limits of the procedure. In concrete it is shown that example (1) and (2) work remarkably well. Example (3) is much more dependent on the setup. In general, it can be said that in that case much more data is needed to derive transfer function estimations, even for simple models and setups. References: - Chomsky, N. (1956): Three Models for the Description of Language. IT IRETr. 2(3), p 113-124 - O'Neil, M. (2001): Grammatical Evolution. IEEE ToEC, Vol.5, No. 4 - Samaniego, L.; Kumar, R.; Attinger, S. (2010): Multiscale parameter regionalization of a grid-based hydrologic model at the mesoscale. WWR, Vol. 46, W05523, doi:10.1029/2008WR007327

A new catalogue of Galactic novae: investigation of the MMRD relation and spatial distribution

NASA Astrophysics Data System (ADS)

Özdönmez, Aykut; Ege, Ergün; Güver, Tolga; Ak, Tansel

2018-05-01

In this study, a new Galactic novae catalogue is introduced collecting important parameters of these sources such as their light-curve parameters, classifications, full width half-maximum (FWHM) of Hα line, distances and interstellar reddening estimates. The catalogue is also published on a website with a search option via a SQL query and an online tool to re-calculate the distance/reddening of a nova from the derived reddening-distance relations. Using the novae in the catalogue, the existence of a maximum magnitude-rate of decline (MMRD) relation in the Galaxy is investigated. Although an MMRD relation was obtained, a significant scattering in the resulting MMRD distribution still exists. We suggest that the MMRD relation likely depends on other parameters in addition to the decline time, as FWHM Hα, the light-curve shapes. Using two different samples depending on the distances in the catalogue and from the derived MMRD relation, the spatial distributions of Galactic novae as a function of their spectral and speed classes were studied. The investigation on the Galactic model parameters implies that best estimates for the local outburst density are 3.6 and 4.2 × 10-10 pc-3 yr-1 with a scale height of 148 and 175 pc, while the space density changes in the range of 0.4-16 × 10-6 pc-3. The local outburst density and scale height obtained in this study infer that the disc nova rate in the Galaxy is in the range of ˜20 to ˜100 yr-1 with an average estimate 67^{+21}_{-17} yr-1.

Probabilistic treatment of the uncertainty from the finite size of weighted Monte Carlo data

NASA Astrophysics Data System (ADS)

Glüsenkamp, Thorsten

2018-06-01

Parameter estimation in HEP experiments often involves Monte Carlo simulation to model the experimental response function. A typical application are forward-folding likelihood analyses with re-weighting, or time-consuming minimization schemes with a new simulation set for each parameter value. Problematically, the finite size of such Monte Carlo samples carries intrinsic uncertainty that can lead to a substantial bias in parameter estimation if it is neglected and the sample size is small. We introduce a probabilistic treatment of this problem by replacing the usual likelihood functions with novel generalized probability distributions that incorporate the finite statistics via suitable marginalization. These new PDFs are analytic, and can be used to replace the Poisson, multinomial, and sample-based unbinned likelihoods, which covers many use cases in high-energy physics. In the limit of infinite statistics, they reduce to the respective standard probability distributions. In the general case of arbitrary Monte Carlo weights, the expressions involve the fourth Lauricella function FD, for which we find a new finite-sum representation in a certain parameter setting. The result also represents an exact form for Carlson's Dirichlet average Rn with n > 0, and thereby an efficient way to calculate the probability generating function of the Dirichlet-multinomial distribution, the extended divided difference of a monomial, or arbitrary moments of univariate B-splines. We demonstrate the bias reduction of our approach with a typical toy Monte Carlo problem, estimating the normalization of a peak in a falling energy spectrum, and compare the results with previously published methods from the literature.

SAHARA: A package of PC computer programs for estimating both log-hyperbolic grain-size parameters and standard moments

NASA Astrophysics Data System (ADS)

Christiansen, Christian; Hartmann, Daniel

This paper documents a package of menu-driven POLYPASCAL87 computer programs for handling grouped observations data from both sieving (increment data) and settling tube procedures (cumulative data). The package is designed deliberately for use on IBM-compatible personal computers. Two of the programs solve the numerical problem of determining the estimates of the four (main) parameters of the log-hyperbolic distribution and their derivatives. The package also contains a program for determining the mean, sorting, skewness. and kurtosis according to the standard moments. Moreover, the package contains procedures for smoothing and grouping of settling tube data. A graphic part of the package plots the data in a log-log plot together with the estimated log-hyperbolic curve. Along with the plot follows all estimated parameters. Another graphic option is a plot of the log-hyperbolic shape triangle with the (χ,ζ) position of the sample.

The use of copulas to practical estimation of multivariate stochastic differential equation mixed effects models

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

Rupšys, P.

A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.

On the Use of the Beta Distribution in Probabilistic Resource Assessments

USGS Publications Warehouse

Olea, R.A.

2011-01-01

The triangular distribution is a popular choice when it comes to modeling bounded continuous random variables. Its wide acceptance derives mostly from its simple analytic properties and the ease with which modelers can specify its three parameters through the extremes and the mode. On the negative side, hardly any real process follows a triangular distribution, which from the outset puts at a disadvantage any model employing triangular distributions. At a time when numerical techniques such as the Monte Carlo method are displacing analytic approaches in stochastic resource assessments, easy specification remains the most attractive characteristic of the triangular distribution. The beta distribution is another continuous distribution defined within a finite interval offering wider flexibility in style of variation, thus allowing consideration of models in which the random variables closely follow the observed or expected styles of variation. Despite its more complex definition, generation of values following a beta distribution is as straightforward as generating values following a triangular distribution, leaving the selection of parameters as the main impediment to practically considering beta distributions. This contribution intends to promote the acceptance of the beta distribution by explaining its properties and offering several suggestions to facilitate the specification of its two shape parameters. In general, given the same distributional parameters, use of the beta distributions in stochastic modeling may yield significantly different results, yet better estimates, than the triangular distribution. ?? 2011 International Association for Mathematical Geology (outside the USA).

Derivation of Hunt equation for suspension distribution using Shannon entropy theory

NASA Astrophysics Data System (ADS)

Kundu, Snehasis

2017-12-01

In this study, the Hunt equation for computing suspension concentration in sediment-laden flows is derived using Shannon entropy theory. Considering the inverse of the void ratio as a random variable and using principle of maximum entropy, probability density function and cumulative distribution function of suspension concentration is derived. A new and more general cumulative distribution function for the flow domain is proposed which includes several specific other models of CDF reported in literature. This general form of cumulative distribution function also helps to derive the Rouse equation. The entropy based approach helps to estimate model parameters using suspension data of sediment concentration which shows the advantage of using entropy theory. Finally model parameters in the entropy based model are also expressed as functions of the Rouse number to establish a link between the parameters of the deterministic and probabilistic approaches.

Estimation of blood flow heterogeneity in human skeletal muscle using intravascular tracer data: importance for modeling transcapillary exchange.

PubMed

Vicini, P; Bonadonna, R C; Lehtovirta, M; Groop, L C; Cobelli, C

1998-01-01

Distributed models of blood-tissue exchange are widely used to measure kinetic events of various solutes from multiple tracer dilution experiments. Their use requires, however, a careful description of blood flow heterogeneity along the capillary bed. Since they have mostly been applied in animal studies, direct measurement of the heterogeneity distribution was possible, e.g., with the invasive microsphere method. Here we apply distributed modeling to a dual tracer experiment in humans, performed using an intravascular (indocyanine green dye, subject to distribution along the vascular tree and confined to the capillary bed) and an extracellular ([3H]-D-mannitol, tracing passive transcapillary transfer across the capillary membrane in the interstitial fluid) tracer. The goal is to measure relevant parameters of transcapillary exchange in human skeletal muscle. We show that assuming an accurate description of blood flow heterogeneity is crucial for modeling, and in particular that assuming for skeletal muscle the well-studied cardiac muscle blood flow heterogeneity is inappropriate. The same reason prevents the use of the common method of estimating the input function of the distributed model via deconvolution, which assumes a known blood flow heterogeneity, either defined from literature or measured, when possible. We present a novel approach for the estimation of blood flow heterogeneity in each individual from the intravascular tracer data. When this newly estimated blood flow heterogeneity is used, a more satisfactory model fit is obtained and it is possible to reliably measure parameters of capillary membrane permeability-surface product and interstitial fluid volume describing transcapillary transfer in vivo.

Information fusion in regularized inversion of tomographic pumping tests

USGS Publications Warehouse

Bohling, Geoffrey C.; ,

2008-01-01

In this chapter we investigate a simple approach to incorporating geophysical information into the analysis of tomographic pumping tests for characterization of the hydraulic conductivity (K) field in an aquifer. A number of authors have suggested a tomographic approach to the analysis of hydraulic tests in aquifers - essentially simultaneous analysis of multiple tests or stresses on the flow system - in order to improve the resolution of the estimated parameter fields. However, even with a large amount of hydraulic data in hand, the inverse problem is still plagued by non-uniqueness and ill-conditioning and the parameter space for the inversion needs to be constrained in some sensible fashion in order to obtain plausible estimates of aquifer properties. For seismic and radar tomography problems, the parameter space is often constrained through the application of regularization terms that impose penalties on deviations of the estimated parameters from a prior or background model, with the tradeoff between data fit and model norm explored through systematic analysis of results for different levels of weighting on the regularization terms. In this study we apply systematic regularized inversion to analysis of tomographic pumping tests in an alluvial aquifer, taking advantage of the steady-shape flow regime exhibited in these tests to expedite the inversion process. In addition, we explore the possibility of incorporating geophysical information into the inversion through a regularization term relating the estimated K distribution to ground penetrating radar velocity and attenuation distributions through a smoothing spline model. ?? 2008 Springer-Verlag Berlin Heidelberg.

Computational system identification of continuous-time nonlinear systems using approximate Bayesian computation

NASA Astrophysics Data System (ADS)

Krishnanathan, Kirubhakaran; Anderson, Sean R.; Billings, Stephen A.; Kadirkamanathan, Visakan

2016-11-01

In this paper, we derive a system identification framework for continuous-time nonlinear systems, for the first time using a simulation-focused computational Bayesian approach. Simulation approaches to nonlinear system identification have been shown to outperform regression methods under certain conditions, such as non-persistently exciting inputs and fast-sampling. We use the approximate Bayesian computation (ABC) algorithm to perform simulation-based inference of model parameters. The framework has the following main advantages: (1) parameter distributions are intrinsically generated, giving the user a clear description of uncertainty, (2) the simulation approach avoids the difficult problem of estimating signal derivatives as is common with other continuous-time methods, and (3) as noted above, the simulation approach improves identification under conditions of non-persistently exciting inputs and fast-sampling. Term selection is performed by judging parameter significance using parameter distributions that are intrinsically generated as part of the ABC procedure. The results from a numerical example demonstrate that the method performs well in noisy scenarios, especially in comparison to competing techniques that rely on signal derivative estimation.

Estimating Tree Height-Diameter Models with the Bayesian Method

PubMed Central

Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei

2014-01-01

Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the “best” model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2. PMID:24711733

Estimating tree height-diameter models with the Bayesian method.

PubMed

Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei

2014-01-01

Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the "best" model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2.

On-line estimation of error covariance parameters for atmospheric data assimilation

NASA Technical Reports Server (NTRS)

Dee, Dick P.

1995-01-01

A simple scheme is presented for on-line estimation of covariance parameters in statistical data assimilation systems. The scheme is based on a maximum-likelihood approach in which estimates are produced on the basis of a single batch of simultaneous observations. Simple-sample covariance estimation is reasonable as long as the number of available observations exceeds the number of tunable parameters by two or three orders of magnitude. Not much is known at present about model error associated with actual forecast systems. Our scheme can be used to estimate some important statistical model error parameters such as regionally averaged variances or characteristic correlation length scales. The advantage of the single-sample approach is that it does not rely on any assumptions about the temporal behavior of the covariance parameters: time-dependent parameter estimates can be continuously adjusted on the basis of current observations. This is of practical importance since it is likely to be the case that both model error and observation error strongly depend on the actual state of the atmosphere. The single-sample estimation scheme can be incorporated into any four-dimensional statistical data assimilation system that involves explicit calculation of forecast error covariances, including optimal interpolation (OI) and the simplified Kalman filter (SKF). The computational cost of the scheme is high but not prohibitive; on-line estimation of one or two covariance parameters in each analysis box of an operational bozed-OI system is currently feasible. A number of numerical experiments performed with an adaptive SKF and an adaptive version of OI, using a linear two-dimensional shallow-water model and artificially generated model error are described. The performance of the nonadaptive versions of these methods turns out to depend rather strongly on correct specification of model error parameters. These parameters are estimated under a variety of conditions, including uniformly distributed model error and time-dependent model error statistics.

Parameter estimation and forecasting for multiplicative log-normal cascades.

PubMed

Leövey, Andrés E; Lux, Thomas

2012-04-01

We study the well-known multiplicative log-normal cascade process in which the multiplication of Gaussian and log normally distributed random variables yields time series with intermittent bursts of activity. Due to the nonstationarity of this process and the combinatorial nature of such a formalism, its parameters have been estimated mostly by fitting the numerical approximation of the associated non-Gaussian probability density function to empirical data, cf. Castaing et al. [Physica D 46, 177 (1990)]. More recently, alternative estimators based upon various moments have been proposed by Beck [Physica D 193, 195 (2004)] and Kiyono et al. [Phys. Rev. E 76, 041113 (2007)]. In this paper, we pursue this moment-based approach further and develop a more rigorous generalized method of moments (GMM) estimation procedure to cope with the documented difficulties of previous methodologies. We show that even under uncertainty about the actual number of cascade steps, our methodology yields very reliable results for the estimated intermittency parameter. Employing the Levinson-Durbin algorithm for best linear forecasts, we also show that estimated parameters can be used for forecasting the evolution of the turbulent flow. We compare forecasting results from the GMM and Kiyono et al.'s procedure via Monte Carlo simulations. We finally test the applicability of our approach by estimating the intermittency parameter and forecasting of volatility for a sample of financial data from stock and foreign exchange markets.

An economic model of friendship and enmity for measuring social balance in networks

NASA Astrophysics Data System (ADS)

Lee, Kyu-Min; Shin, Euncheol; You, Seungil

2017-12-01

We propose a dynamic economic model of networks where agents can be friends or enemies with one another. This is a decentralized relationship model in that agents decide whether to change their relationships so as to minimize their imbalanced triads. In this model, there is a single parameter, which we call social temperature, that captures the degree to which agents care about social balance in their relationships. We show that the global structure of relationship configuration converges to a unique stationary distribution. Using this stationary distribution, we characterize the maximum likelihood estimator of the social temperature parameter. Since the estimator is computationally challenging to calculate from real social network datasets, we provide a simple simulation algorithm and verify its performance with real social network datasets.

Quantifying Key Climate Parameter Uncertainties Using an Earth System Model with a Dynamic 3D Ocean

NASA Astrophysics Data System (ADS)

Olson, R.; Sriver, R. L.; Goes, M. P.; Urban, N.; Matthews, D.; Haran, M.; Keller, K.

2011-12-01

Climate projections hinge critically on uncertain climate model parameters such as climate sensitivity, vertical ocean diffusivity and anthropogenic sulfate aerosol forcings. Climate sensitivity is defined as the equilibrium global mean temperature response to a doubling of atmospheric CO2 concentrations. Vertical ocean diffusivity parameterizes sub-grid scale ocean vertical mixing processes. These parameters are typically estimated using Intermediate Complexity Earth System Models (EMICs) that lack a full 3D representation of the oceans, thereby neglecting the effects of mixing on ocean dynamics and meridional overturning. We improve on these studies by employing an EMIC with a dynamic 3D ocean model to estimate these parameters. We carry out historical climate simulations with the University of Victoria Earth System Climate Model (UVic ESCM) varying parameters that affect climate sensitivity, vertical ocean mixing, and effects of anthropogenic sulfate aerosols. We use a Bayesian approach whereby the likelihood of each parameter combination depends on how well the model simulates surface air temperature and upper ocean heat content. We use a Gaussian process emulator to interpolate the model output to an arbitrary parameter setting. We use Markov Chain Monte Carlo method to estimate the posterior probability distribution function (pdf) of these parameters. We explore the sensitivity of the results to prior assumptions about the parameters. In addition, we estimate the relative skill of different observations to constrain the parameters. We quantify the uncertainty in parameter estimates stemming from climate variability, model and observational errors. We explore the sensitivity of key decision-relevant climate projections to these parameters. We find that climate sensitivity and vertical ocean diffusivity estimates are consistent with previously published results. The climate sensitivity pdf is strongly affected by the prior assumptions, and by the scaling parameter for the aerosols. The estimation method is computationally fast and can be used with more complex models where climate sensitivity is diagnosed rather than prescribed. The parameter estimates can be used to create probabilistic climate projections using the UVic ESCM model in future studies.

Near-infrared scattering as a dust diagnostic

NASA Astrophysics Data System (ADS)

Saajasto, Mika; Juvela, Mika; Malinen, Johanna

2018-06-01

Context. Regarding the evolution of dust grains from diffuse regions of space to dense molecular cloud cores, many questions remain open. Scattering at near-infrared wavelengths, or "cloudshine", can provide information on cloud structure, dust properties, and the radiation field that is complementary to mid-infrared "coreshine" and observations of dust emission at longer wavelengths. Aims: We examine the possibility of using near-infrared scattering to constrain the local radiation field and the dust properties, the scattering and absorption efficiency, the size distribution of the grains, and the maximum grain size. Methods: We use radiative transfer modelling to examine the constraints provided by the J, H, and K bands in combination with mid-infrared surface brightness at 3.6 μm. We use spherical one-dimensional and elliptical three-dimensional cloud models to study the observable effects of different grain size distributions with varying absorption and scattering properties. As an example, we analyse observations of a molecular cloud in Taurus, TMC-1N. Results: The observed surface brightness ratios of the bands change when the dust properties are changed. However, even a change of ±10% in the surface brightness of one band changes the estimated power-law exponent of the size distribution γ by up to 30% and the estimated strength of the radiation field KISRF by up to 60%. The maximum grain size Amax and γ are always strongly anti-correlated. For example, overestimating the surface brightness by 10% changes the estimated radiation field strength by 20% and the exponent of the size distribution by 15%. The analysis of our synthetic observations indicates that the relative uncertainty of the parameter distributions are on average Amax, γ 25%, and the deviation between the estimated and correct values ΔQ < 15%. For the TMC-1N observations, a maximum grain size Amax > 1.5μm and a size distribution with γ > 4.0 have high probability. The mass weighted average grain size is ⟨am⟩ = 0.113μm. Conclusions: We show that scattered infrared light can be used to derive meaningful limits for the dust parameters. However, errors in the surface brightness data can result in considerable uncertainties on the derived parameters.

INFERRING THE ECCENTRICITY DISTRIBUTION

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

Hogg, David W.; Bovy, Jo; Myers, Adam D., E-mail: david.hogg@nyu.ed

2010-12-20

Standard maximum-likelihood estimators for binary-star and exoplanet eccentricities are biased high, in the sense that the estimated eccentricity tends to be larger than the true eccentricity. As with most non-trivial observables, a simple histogram of estimated eccentricities is not a good estimate of the true eccentricity distribution. Here, we develop and test a hierarchical probabilistic method for performing the relevant meta-analysis, that is, inferring the true eccentricity distribution, taking as input the likelihood functions for the individual star eccentricities, or samplings of the posterior probability distributions for the eccentricities (under a given, uninformative prior). The method is a simple implementationmore » of a hierarchical Bayesian model; it can also be seen as a kind of heteroscedastic deconvolution. It can be applied to any quantity measured with finite precision-other orbital parameters, or indeed any astronomical measurements of any kind, including magnitudes, distances, or photometric redshifts-so long as the measurements have been communicated as a likelihood function or a posterior sampling.« less

A heteroskedastic error covariance matrix estimator using a first-order conditional autoregressive Markov simulation for deriving asympotical efficient estimates from ecological sampled Anopheles arabiensis aquatic habitat covariates

PubMed Central

Jacob, Benjamin G; Griffith, Daniel A; Muturi, Ephantus J; Caamano, Erick X; Githure, John I; Novak, Robert J

2009-01-01

Background Autoregressive regression coefficients for Anopheles arabiensis aquatic habitat models are usually assessed using global error techniques and are reported as error covariance matrices. A global statistic, however, will summarize error estimates from multiple habitat locations. This makes it difficult to identify where there are clusters of An. arabiensis aquatic habitats of acceptable prediction. It is therefore useful to conduct some form of spatial error analysis to detect clusters of An. arabiensis aquatic habitats based on uncertainty residuals from individual sampled habitats. In this research, a method of error estimation for spatial simulation models was demonstrated using autocorrelation indices and eigenfunction spatial filters to distinguish among the effects of parameter uncertainty on a stochastic simulation of ecological sampled Anopheles aquatic habitat covariates. A test for diagnostic checking error residuals in an An. arabiensis aquatic habitat model may enable intervention efforts targeting productive habitats clusters, based on larval/pupal productivity, by using the asymptotic distribution of parameter estimates from a residual autocovariance matrix. The models considered in this research extends a normal regression analysis previously considered in the literature. Methods Field and remote-sampled data were collected during July 2006 to December 2007 in Karima rice-village complex in Mwea, Kenya. SAS 9.1.4® was used to explore univariate statistics, correlations, distributions, and to generate global autocorrelation statistics from the ecological sampled datasets. A local autocorrelation index was also generated using spatial covariance parameters (i.e., Moran's Indices) in a SAS/GIS® database. The Moran's statistic was decomposed into orthogonal and uncorrelated synthetic map pattern components using a Poisson model with a gamma-distributed mean (i.e. negative binomial regression). The eigenfunction values from the spatial configuration matrices were then used to define expectations for prior distributions using a Markov chain Monte Carlo (MCMC) algorithm. A set of posterior means were defined in WinBUGS 1.4.3®. After the model had converged, samples from the conditional distributions were used to summarize the posterior distribution of the parameters. Thereafter, a spatial residual trend analyses was used to evaluate variance uncertainty propagation in the model using an autocovariance error matrix. Results By specifying coefficient estimates in a Bayesian framework, the covariate number of tillers was found to be a significant predictor, positively associated with An. arabiensis aquatic habitats. The spatial filter models accounted for approximately 19% redundant locational information in the ecological sampled An. arabiensis aquatic habitat data. In the residual error estimation model there was significant positive autocorrelation (i.e., clustering of habitats in geographic space) based on log-transformed larval/pupal data and the sampled covariate depth of habitat. Conclusion An autocorrelation error covariance matrix and a spatial filter analyses can prioritize mosquito control strategies by providing a computationally attractive and feasible description of variance uncertainty estimates for correctly identifying clusters of prolific An. arabiensis aquatic habitats based on larval/pupal productivity. PMID:19772590

Estimation in a discrete tail rate family of recapture sampling models

NASA Technical Reports Server (NTRS)

Gupta, Rajan; Lee, Larry D.

1990-01-01

In the context of recapture sampling design for debugging experiments the problem of estimating the error or hitting rate of the faults remaining in a system is considered. Moment estimators are derived for a family of models in which the rate parameters are assumed proportional to the tail probabilities of a discrete distribution on the positive integers. The estimators are shown to be asymptotically normal and fully efficient. Their fixed sample properties are compared, through simulation, with those of the conditional maximum likelihood estimators.

Application of parameter estimation to aircraft stability and control: The output-error approach

NASA Technical Reports Server (NTRS)

Maine, Richard E.; Iliff, Kenneth W.

1986-01-01

The practical application of parameter estimation methodology to the problem of estimating aircraft stability and control derivatives from flight test data is examined. The primary purpose of the document is to present a comprehensive and unified picture of the entire parameter estimation process and its integration into a flight test program. The document concentrates on the output-error method to provide a focus for detailed examination and to allow us to give specific examples of situations that have arisen. The document first derives the aircraft equations of motion in a form suitable for application to estimation of stability and control derivatives. It then discusses the issues that arise in adapting the equations to the limitations of analysis programs, using a specific program for an example. The roles and issues relating to mass distribution data, preflight predictions, maneuver design, flight scheduling, instrumentation sensors, data acquisition systems, and data processing are then addressed. Finally, the document discusses evaluation and the use of the analysis results.

Relationships between digital signal processing and control and estimation theory

NASA Technical Reports Server (NTRS)

Willsky, A. S.

1978-01-01

Research areas associated with digital signal processing and control and estimation theory are identified. Particular attention is given to image processing, system identification problems (parameter identification, linear prediction, least squares, Kalman filtering), stability analyses (the use of the Liapunov theory, frequency domain criteria, passivity), and multiparameter systems, distributed processes, and random fields.

Safety assessment of a shallow foundation using the random finite element method

NASA Astrophysics Data System (ADS)

Zaskórski, Łukasz; Puła, Wojciech

2015-04-01

A complex structure of soil and its random character are reasons why soil modeling is a cumbersome task. Heterogeneity of soil has to be considered even within a homogenous layer of soil. Therefore an estimation of shear strength parameters of soil for the purposes of a geotechnical analysis causes many problems. In applicable standards (Eurocode 7) there is not presented any explicit method of an evaluation of characteristic values of soil parameters. Only general guidelines can be found how these values should be estimated. Hence many approaches of an assessment of characteristic values of soil parameters are presented in literature and can be applied in practice. In this paper, the reliability assessment of a shallow strip footing was conducted using a reliability index β. Therefore some approaches of an estimation of characteristic values of soil properties were compared by evaluating values of reliability index β which can be achieved by applying each of them. Method of Orr and Breysse, Duncan's method, Schneider's method, Schneider's method concerning influence of fluctuation scales and method included in Eurocode 7 were examined. Design values of the bearing capacity based on these approaches were referred to the stochastic bearing capacity estimated by the random finite element method (RFEM). Design values of the bearing capacity were conducted for various widths and depths of a foundation in conjunction with design approaches DA defined in Eurocode. RFEM was presented by Griffiths and Fenton (1993). It combines deterministic finite element method, random field theory and Monte Carlo simulations. Random field theory allows to consider a random character of soil parameters within a homogenous layer of soil. For this purpose a soil property is considered as a separate random variable in every element of a mesh in the finite element method with proper correlation structure between points of given area. RFEM was applied to estimate which theoretical probability distribution fits the empirical probability distribution of bearing capacity basing on 3000 realizations. Assessed probability distribution was applied to compute design values of the bearing capacity and related reliability indices β. Conducted analysis were carried out for a cohesion soil. Hence a friction angle and a cohesion were defined as a random parameters and characterized by two dimensional random fields. A friction angle was described by a bounded distribution as it differs within limited range. While a lognormal distribution was applied in case of a cohesion. Other properties - Young's modulus, Poisson's ratio and unit weight were assumed as deterministic values because they have negligible influence on the stochastic bearing capacity. Griffiths D. V., & Fenton G. A. (1993). Seepage beneath water retaining structures founded on spatially random soil. Géotechnique, 43(6), 577-587.