Development of uncertainty-based work injury model using Bayesian structural equation modelling.
Chatterjee, Snehamoy
2014-01-01
This paper proposed a Bayesian method-based structural equation model (SEM) of miners' work injury for an underground coal mine in India. The environmental and behavioural variables for work injury were identified and causal relationships were developed. For Bayesian modelling, prior distributions of SEM parameters are necessary to develop the model. In this paper, two approaches were adopted to obtain prior distribution for factor loading parameters and structural parameters of SEM. In the first approach, the prior distributions were considered as a fixed distribution function with specific parameter values, whereas, in the second approach, prior distributions of the parameters were generated from experts' opinions. The posterior distributions of these parameters were obtained by applying Bayesian rule. The Markov Chain Monte Carlo sampling in the form Gibbs sampling was applied for sampling from the posterior distribution. The results revealed that all coefficients of structural and measurement model parameters are statistically significant in experts' opinion-based priors, whereas, two coefficients are not statistically significant when fixed prior-based distributions are applied. The error statistics reveals that Bayesian structural model provides reasonably good fit of work injury with high coefficient of determination (0.91) and less mean squared error as compared to traditional SEM.
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.
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
NASA Astrophysics Data System (ADS)
Touhidul Mustafa, Syed Md.; Nossent, Jiri; Ghysels, Gert; Huysmans, Marijke
2017-04-01
Transient numerical groundwater flow models have been used to understand and forecast groundwater flow systems under anthropogenic and climatic effects, but the reliability of the predictions is strongly influenced by different sources of uncertainty. Hence, researchers in hydrological sciences are developing and applying methods for uncertainty quantification. Nevertheless, spatially distributed flow models pose significant challenges for parameter and spatially distributed input estimation and uncertainty quantification. In this study, we present a general and flexible approach for input and parameter estimation and uncertainty analysis of groundwater models. The proposed approach combines a fully distributed groundwater flow model (MODFLOW) with the DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm. To avoid over-parameterization, the uncertainty of the spatially distributed model input has been represented by multipliers. The posterior distributions of these multipliers and the regular model parameters were estimated using DREAM. The proposed methodology has been applied in an overexploited aquifer in Bangladesh where groundwater pumping and recharge data are highly uncertain. The results confirm that input uncertainty does have a considerable effect on the model predictions and parameter distributions. Additionally, our approach also provides a new way to optimize the spatially distributed recharge and pumping data along with the parameter values under uncertain input conditions. It can be concluded from our approach that considering model input uncertainty along with parameter uncertainty is important for obtaining realistic model predictions and a correct estimation of the uncertainty bounds.
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.
Recovering Parameters of Johnson's SB Distribution
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...
Distributed activation energy model parameters of some Turkish coals
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gunes, M.; Gunes, S.K.
2008-07-01
A multi-reaction model based on distributed activation energy has been applied to some Turkish coals. The kinetic parameters of distributed activation energy model were calculated via computer program developed for this purpose. It was observed that the values of mean of activation energy distribution vary between 218 and 248 kJ/mol, and the values of standard deviation of activation energy distribution vary between 32 and 70 kJ/mol. The correlations between kinetic parameters of the distributed activation energy model and certain properties of coal have been investigated.
NASA Astrophysics Data System (ADS)
Saputro, D. R. S.; Amalia, F.; Widyaningsih, P.; Affan, R. C.
2018-05-01
Bayesian method is a method that can be used to estimate the parameters of multivariate multiple regression model. Bayesian method has two distributions, there are prior and posterior distributions. Posterior distribution is influenced by the selection of prior distribution. Jeffreys’ prior distribution is a kind of Non-informative prior distribution. This prior is used when the information about parameter not available. Non-informative Jeffreys’ prior distribution is combined with the sample information resulting the posterior distribution. Posterior distribution is used to estimate the parameter. The purposes of this research is to estimate the parameters of multivariate regression model using Bayesian method with Non-informative Jeffreys’ prior distribution. Based on the results and discussion, parameter estimation of β and Σ which were obtained from expected value of random variable of marginal posterior distribution function. The marginal posterior distributions for β and Σ are multivariate normal and inverse Wishart. However, in calculation of the expected value involving integral of a function which difficult to determine the value. Therefore, approach is needed by generating of random samples according to the posterior distribution characteristics of each parameter using Markov chain Monte Carlo (MCMC) Gibbs sampling algorithm.
The evolution of Zipf's law indicative of city development
NASA Astrophysics Data System (ADS)
Chen, Yanguang
2016-02-01
Zipf's law of city-size distributions can be expressed by three types of mathematical models: one-parameter form, two-parameter form, and three-parameter form. The one-parameter and one of the two-parameter models are familiar to urban scientists. However, the three-parameter model and another type of two-parameter model have not attracted attention. This paper is devoted to exploring the conditions and scopes of application of these Zipf models. By mathematical reasoning and empirical analysis, new discoveries are made as follows. First, if the size distribution of cities in a geographical region cannot be described with the one- or two-parameter model, maybe it can be characterized by the three-parameter model with a scaling factor and a scale-translational factor. Second, all these Zipf models can be unified by hierarchical scaling laws based on cascade structure. Third, the patterns of city-size distributions seem to evolve from three-parameter mode to two-parameter mode, and then to one-parameter mode. Four-year census data of Chinese cities are employed to verify the three-parameter Zipf's law and the corresponding hierarchical structure of rank-size distributions. This study is revealing for people to understand the scientific laws of social systems and the property of urban development.
NASA Astrophysics Data System (ADS)
Chen, Y.; Li, J.; Xu, H.
2015-10-01
Physically based distributed hydrological models discrete the terrain of the whole catchment into a number of grid cells at fine resolution, and assimilate different terrain data and precipitation to different cells, and are regarded to have the potential to improve the catchment hydrological processes simulation and prediction capability. In the early stage, physically based distributed hydrological models are assumed to derive model parameters from the terrain properties directly, so there is no need to calibrate model parameters, but unfortunately, the uncertanties associated with this model parameter deriving is very high, which impacted their application in flood forecasting, so parameter optimization may also be necessary. There are two main purposes for this study, the first is to propose a parameter optimization method for physically based distributed hydrological models in catchment flood forecasting by using PSO algorithm and to test its competence and to improve its performances, the second is to explore the possibility of improving physically based distributed hydrological models capability in cathcment flood forecasting by parameter optimization. In this paper, based on the scalar concept, a general framework for parameter optimization of the PBDHMs for catchment flood forecasting is first proposed that could be used for all PBDHMs. Then, with Liuxihe model as the study model, which is a physically based distributed hydrological model proposed for catchment flood forecasting, the improverd Particle Swarm Optimization (PSO) algorithm is developed for the parameter optimization of Liuxihe model in catchment flood forecasting, the improvements include to adopt the linear decreasing inertia weight strategy to change the inertia weight, and the arccosine function strategy to adjust the acceleration coefficients. This method has been tested in two catchments in southern China with different sizes, and the results show that the improved PSO algorithm could be used for Liuxihe model parameter optimization effectively, and could improve the model capability largely in catchment flood forecasting, thus proven that parameter optimization is necessary to improve the flood forecasting capability of physically based distributed hydrological model. It also has been found that the appropriate particle number and the maximum evolution number of PSO algorithm used for Liuxihe model catchment flood forcasting is 20 and 30, respectively.
Bayesian Parameter Inference and Model Selection by Population Annealing in Systems Biology
Murakami, Yohei
2014-01-01
Parameter inference and model selection are very important for mathematical modeling in systems biology. Bayesian statistics can be used to conduct both parameter inference and model selection. Especially, the framework named approximate Bayesian computation is often used for parameter inference and model selection in systems biology. However, Monte Carlo methods needs to be used to compute Bayesian posterior distributions. In addition, the posterior distributions of parameters are sometimes almost uniform or very similar to their prior distributions. In such cases, it is difficult to choose one specific value of parameter with high credibility as the representative value of the distribution. To overcome the problems, we introduced one of the population Monte Carlo algorithms, population annealing. Although population annealing is usually used in statistical mechanics, we showed that population annealing can be used to compute Bayesian posterior distributions in the approximate Bayesian computation framework. To deal with un-identifiability of the representative values of parameters, we proposed to run the simulations with the parameter ensemble sampled from the posterior distribution, named “posterior parameter ensemble”. We showed that population annealing is an efficient and convenient algorithm to generate posterior parameter ensemble. We also showed that the simulations with the posterior parameter ensemble can, not only reproduce the data used for parameter inference, but also capture and predict the data which was not used for parameter inference. Lastly, we introduced the marginal likelihood in the approximate Bayesian computation framework for Bayesian model selection. We showed that population annealing enables us to compute the marginal likelihood in the approximate Bayesian computation framework and conduct model selection depending on the Bayes factor. PMID:25089832
1981-12-01
CONCERNING THE RELIABILITY OF A SYSTEM MODELED BY A TWO-PARAMETER WEIBULL DISTRIBUTION THESIS AFIT/GOR/MA/81D-8 Philippe A. Lussier 2nd Lt USAF... MODELED BY A TWO-PARAMETER WEIBULL DISTRIBUTION THESIS Presented to the Faculty of the School of Engineering of the Air Force Institute of Technology...repetitions are used for these test procedures. vi Sequential Testing of Hypotheses Concerning the Reliability of a System Modeled by a Two-Parameter
NASA Astrophysics Data System (ADS)
Demirel, M. C.; Mai, J.; Stisen, S.; Mendiguren González, G.; Koch, J.; Samaniego, L. E.
2016-12-01
Distributed hydrologic models are traditionally calibrated and evaluated against observations of streamflow. Spatially distributed remote sensing observations offer a great opportunity to enhance spatial model calibration schemes. For that it is important to identify the model parameters that can change spatial patterns before the satellite based hydrologic model calibration. Our study is based on two main pillars: first we use spatial sensitivity analysis to identify the key parameters controlling the spatial distribution of actual evapotranspiration (AET). Second, we investigate the potential benefits of incorporating spatial patterns from MODIS data to calibrate the mesoscale Hydrologic Model (mHM). This distributed model is selected as it allows for a change in the spatial distribution of key soil parameters through the calibration of pedo-transfer function parameters and includes options for using fully distributed daily Leaf Area Index (LAI) directly as input. In addition the simulated AET can be estimated at the spatial resolution suitable for comparison to the spatial patterns observed using MODIS data. We introduce a new dynamic scaling function employing remotely sensed vegetation to downscale coarse reference evapotranspiration. In total, 17 parameters of 47 mHM parameters are identified using both sequential screening and Latin hypercube one-at-a-time sampling methods. The spatial patterns are found to be sensitive to the vegetation parameters whereas streamflow dynamics are sensitive to the PTF parameters. The results of multi-objective model calibration show that calibration of mHM against observed streamflow does not reduce the spatial errors in AET while they improve only the streamflow simulations. We will further examine the results of model calibration using only multi spatial objective functions measuring the association between observed AET and simulated AET maps and another case including spatial and streamflow metrics together.
Cooley, Richard L.
1993-01-01
Calibration data (observed values corresponding to model-computed values of dependent variables) are incorporated into a general method of computing exact Scheffé-type confidence intervals analogous to the confidence intervals developed in part 1 (Cooley, this issue) for a function of parameters derived from a groundwater flow model. Parameter uncertainty is specified by a distribution of parameters conditioned on the calibration data. This distribution was obtained as a posterior distribution by applying Bayes' theorem to the hydrogeologically derived prior distribution of parameters from part 1 and a distribution of differences between the calibration data and corresponding model-computed dependent variables. Tests show that the new confidence intervals can be much smaller than the intervals of part 1 because the prior parameter variance-covariance structure is altered so that combinations of parameters that give poor model fit to the data are unlikely. The confidence intervals of part 1 and the new confidence intervals can be effectively employed in a sequential method of model construction whereby new information is used to reduce confidence interval widths at each stage.
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.
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
NASA Astrophysics Data System (ADS)
Chen, Y.; Li, J.; Xu, H.
2016-01-01
Physically based distributed hydrological models (hereafter referred to as PBDHMs) divide the terrain of the whole catchment into a number of grid cells at fine resolution and assimilate different terrain data and precipitation to different cells. They are regarded to have the potential to improve the catchment hydrological process simulation and prediction capability. In the early stage, physically based distributed hydrological models are assumed to derive model parameters from the terrain properties directly, so there is no need to calibrate model parameters. However, unfortunately the uncertainties associated with this model derivation are very high, which impacted their application in flood forecasting, so parameter optimization may also be necessary. There are two main purposes for this study: the first is to propose a parameter optimization method for physically based distributed hydrological models in catchment flood forecasting by using particle swarm optimization (PSO) algorithm and to test its competence and to improve its performances; the second is to explore the possibility of improving physically based distributed hydrological model capability in catchment flood forecasting by parameter optimization. In this paper, based on the scalar concept, a general framework for parameter optimization of the PBDHMs for catchment flood forecasting is first proposed that could be used for all PBDHMs. Then, with the Liuxihe model as the study model, which is a physically based distributed hydrological model proposed for catchment flood forecasting, the improved PSO algorithm is developed for the parameter optimization of the Liuxihe model in catchment flood forecasting. The improvements include adoption of the linearly decreasing inertia weight strategy to change the inertia weight and the arccosine function strategy to adjust the acceleration coefficients. This method has been tested in two catchments in southern China with different sizes, and the results show that the improved PSO algorithm could be used for the Liuxihe model parameter optimization effectively and could improve the model capability largely in catchment flood forecasting, thus proving that parameter optimization is necessary to improve the flood forecasting capability of physically based distributed hydrological models. It also has been found that the appropriate particle number and the maximum evolution number of PSO algorithm used for the Liuxihe model catchment flood forecasting are 20 and 30 respectively.
NASA Astrophysics Data System (ADS)
Kelleher, Christa; McGlynn, Brian; Wagener, Thorsten
2017-07-01
Distributed catchment models are widely used tools for predicting hydrologic behavior. While distributed models require many parameters to describe a system, they are expected to simulate behavior that is more consistent with observed processes. However, obtaining a single set of acceptable parameters can be problematic, as parameter equifinality often results in several behavioral
sets that fit observations (typically streamflow). In this study, we investigate the extent to which equifinality impacts a typical distributed modeling application. We outline a hierarchical approach to reduce the number of behavioral sets based on regional, observation-driven, and expert-knowledge-based constraints. For our application, we explore how each of these constraint classes reduced the number of behavioral
parameter sets and altered distributions of spatiotemporal simulations, simulating a well-studied headwater catchment, Stringer Creek, Montana, using the distributed hydrology-soil-vegetation model (DHSVM). As a demonstrative exercise, we investigated model performance across 10 000 parameter sets. Constraints on regional signatures, the hydrograph, and two internal measurements of snow water equivalent time series reduced the number of behavioral parameter sets but still left a small number with similar goodness of fit. This subset was ultimately further reduced by incorporating pattern expectations of groundwater table depth across the catchment. Our results suggest that utilizing a hierarchical approach based on regional datasets, observations, and expert knowledge to identify behavioral parameter sets can reduce equifinality and bolster more careful application and simulation of spatiotemporal processes via distributed modeling at the catchment scale.
NASA Astrophysics Data System (ADS)
Syam, Nur Syamsi; Maeng, Seongjin; Kim, Myo Gwang; Lim, Soo Yeon; Lee, Sang Hoon
2018-05-01
A large dead time of a Geiger Mueller (GM) detector may cause a large count loss in radiation measurements and consequently may cause distortion of the Poisson statistic of radiation events into a new distribution. The new distribution will have different statistical parameters compared to the original distribution. Therefore, the variance, skewness, and excess kurtosis in association with the observed count rate of the time interval distribution for well-known nonparalyzable, paralyzable, and nonparalyzable-paralyzable hybrid dead time models of a Geiger Mueller detector were studied using Monte Carlo simulation (GMSIM). These parameters were then compared with the statistical parameters of a perfect detector to observe the change in the distribution. The results show that the behaviors of the statistical parameters for the three dead time models were different. The values of the skewness and the excess kurtosis of the nonparalyzable model are equal or very close to those of the perfect detector, which are ≅2 for skewness, and ≅6 for excess kurtosis, while the statistical parameters in the paralyzable and hybrid model obtain minimum values that occur around the maximum observed count rates. The different trends of the three models resulting from the GMSIM simulation can be used to distinguish the dead time behavior of a GM counter; i.e. whether the GM counter can be described best by using the nonparalyzable, paralyzable, or hybrid model. In a future study, these statistical parameters need to be analyzed further to determine the possibility of using them to determine a dead time for each model, particularly for paralyzable and hybrid models.
NASA Astrophysics Data System (ADS)
Zuo, Weiguang; Liu, Ming; Fan, Tianhui; Wang, Pengtao
2018-06-01
This paper presents the probability distribution of the slamming pressure from an experimental study of regular wave slamming on an elastically supported horizontal deck. The time series of the slamming pressure during the wave impact were first obtained through statistical analyses on experimental data. The exceeding probability distribution of the maximum slamming pressure peak and distribution parameters were analyzed, and the results show that the exceeding probability distribution of the maximum slamming pressure peak accords with the three-parameter Weibull distribution. Furthermore, the range and relationships of the distribution parameters were studied. The sum of the location parameter D and the scale parameter L was approximately equal to 1.0, and the exceeding probability was more than 36.79% when the random peak was equal to the sample average during the wave impact. The variation of the distribution parameters and slamming pressure under different model conditions were comprehensively presented, and the parameter values of the Weibull distribution of wave-slamming pressure peaks were different due to different test models. The parameter values were found to decrease due to the increased stiffness of the elastic support. The damage criterion of the structure model caused by the wave impact was initially discussed, and the structure model was destroyed when the average slamming time was greater than a certain value during the duration of the wave impact. The conclusions of the experimental study were then described.
Distribution system model calibration with big data from AMI and PV inverters
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
Papanastasiou, Giorgos; Williams, Michelle C; Kershaw, Lucy E; Dweck, Marc R; Alam, Shirjel; Mirsadraee, Saeed; Connell, Martin; Gray, Calum; MacGillivray, Tom; Newby, David E; Semple, Scott Ik
2015-02-17
Mathematical modeling of cardiovascular magnetic resonance perfusion data allows absolute quantification of myocardial blood flow. Saturation of left ventricle signal during standard contrast administration can compromise the input function used when applying these models. This saturation effect is evident during application of standard Fermi models in single bolus perfusion data. Dual bolus injection protocols have been suggested to eliminate saturation but are much less practical in the clinical setting. The distributed parameter model can also be used for absolute quantification but has not been applied in patients with coronary artery disease. We assessed whether distributed parameter modeling might be less dependent on arterial input function saturation than Fermi modeling in healthy volunteers. We validated the accuracy of each model in detecting reduced myocardial blood flow in stenotic vessels versus gold-standard invasive methods. Eight healthy subjects were scanned using a dual bolus cardiac perfusion protocol at 3T. We performed both single and dual bolus analysis of these data using the distributed parameter and Fermi models. For the dual bolus analysis, a scaled pre-bolus arterial input function was used. In single bolus analysis, the arterial input function was extracted from the main bolus. We also performed analysis using both models of single bolus data obtained from five patients with coronary artery disease and findings were compared against independent invasive coronary angiography and fractional flow reserve. Statistical significance was defined as two-sided P value < 0.05. Fermi models overestimated myocardial blood flow in healthy volunteers due to arterial input function saturation in single bolus analysis compared to dual bolus analysis (P < 0.05). No difference was observed in these volunteers when applying distributed parameter-myocardial blood flow between single and dual bolus analysis. In patients, distributed parameter modeling was able to detect reduced myocardial blood flow at stress (<2.5 mL/min/mL of tissue) in all 12 stenotic vessels compared to only 9 for Fermi modeling. Comparison of single bolus versus dual bolus values suggests that distributed parameter modeling is less dependent on arterial input function saturation than Fermi modeling. Distributed parameter modeling showed excellent accuracy in detecting reduced myocardial blood flow in all stenotic vessels.
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...
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
A Parameter Communication Optimization Strategy for Distributed Machine Learning in Sensors.
Zhang, Jilin; Tu, Hangdi; Ren, Yongjian; Wan, Jian; Zhou, Li; Li, Mingwei; Wang, Jue; Yu, Lifeng; Zhao, Chang; Zhang, Lei
2017-09-21
In order to utilize the distributed characteristic of sensors, distributed machine learning has become the mainstream approach, but the different computing capability of sensors and network delays greatly influence the accuracy and the convergence rate of the machine learning model. Our paper describes a reasonable parameter communication optimization strategy to balance the training overhead and the communication overhead. We extend the fault tolerance of iterative-convergent machine learning algorithms and propose the Dynamic Finite Fault Tolerance (DFFT). Based on the DFFT, we implement a parameter communication optimization strategy for distributed machine learning, named Dynamic Synchronous Parallel Strategy (DSP), which uses the performance monitoring model to dynamically adjust the parameter synchronization strategy between worker nodes and the Parameter Server (PS). This strategy makes full use of the computing power of each sensor, ensures the accuracy of the machine learning model, and avoids the situation that the model training is disturbed by any tasks unrelated to the sensors.
Rafal Podlaski; Francis A. Roesch
2013-01-01
Study assessed the usefulness of various methods for choosing the initial values for the numerical procedures for estimating the parameters of mixture distributions and analysed variety of mixture models to approximate empirical diameter at breast height (dbh) distributions. Two-component mixtures of either the Weibull distribution or the gamma distribution were...
Ciecior, Willy; Röhlig, Klaus-Jürgen; Kirchner, Gerald
2018-10-01
In the present paper, deterministic as well as first- and second-order probabilistic biosphere modeling approaches are compared. Furthermore, the sensitivity of the influence of the probability distribution function shape (empirical distribution functions and fitted lognormal probability functions) representing the aleatory uncertainty (also called variability) of a radioecological model parameter as well as the role of interacting parameters are studied. Differences in the shape of the output distributions for the biosphere dose conversion factor from first-order Monte Carlo uncertainty analysis using empirical and fitted lognormal distribution functions for input parameters suggest that a lognormal approximation is possibly not always an adequate representation of the aleatory uncertainty of a radioecological parameter. Concerning the comparison of the impact of aleatory and epistemic parameter uncertainty on the biosphere dose conversion factor, the latter here is described using uncertain moments (mean, variance) while the distribution itself represents the aleatory uncertainty of the parameter. From the results obtained, the solution space of second-order Monte Carlo simulation is much larger than that from first-order Monte Carlo simulation. Therefore, the influence of epistemic uncertainty of a radioecological parameter on the output result is much larger than that one caused by its aleatory uncertainty. Parameter interactions are only of significant influence in the upper percentiles of the distribution of results as well as only in the region of the upper percentiles of the model parameters. Copyright © 2018 Elsevier Ltd. All rights reserved.
Selecting Summary Statistics in Approximate Bayesian Computation for Calibrating Stochastic Models
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.
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.
On the Use of the Beta Distribution in Probabilistic Resource Assessments
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).
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
Extended Czjzek model applied to NMR parameter distributions in sodium metaphosphate glass
NASA Astrophysics Data System (ADS)
Vasconcelos, Filipe; Cristol, Sylvain; Paul, Jean-François; Delevoye, Laurent; Mauri, Francesco; Charpentier, Thibault; Le Caër, Gérard
2013-06-01
The extended Czjzek model (ECM) is applied to the distribution of NMR parameters of a simple glass model (sodium metaphosphate, NaPO3) obtained by molecular dynamics (MD) simulations. Accurate NMR tensors, electric field gradient (EFG) and chemical shift anisotropy (CSA) are calculated from density functional theory (DFT) within the well-established PAW/GIPAW framework. The theoretical results are compared to experimental high-resolution solid-state NMR data and are used to validate the considered structural model. The distributions of the calculated coupling constant CQ ∝ |Vzz| and the asymmetry parameter ηQ that characterize the quadrupolar interaction are discussed in terms of structural considerations with the help of a simple point charge model. Finally, the ECM analysis is shown to be relevant for studying the distribution of CSA tensor parameters and gives new insight into the structural characterization of disordered systems by solid-state NMR.
Extended Czjzek model applied to NMR parameter distributions in sodium metaphosphate glass.
Vasconcelos, Filipe; Cristol, Sylvain; Paul, Jean-François; Delevoye, Laurent; Mauri, Francesco; Charpentier, Thibault; Le Caër, Gérard
2013-06-26
The extended Czjzek model (ECM) is applied to the distribution of NMR parameters of a simple glass model (sodium metaphosphate, NaPO3) obtained by molecular dynamics (MD) simulations. Accurate NMR tensors, electric field gradient (EFG) and chemical shift anisotropy (CSA) are calculated from density functional theory (DFT) within the well-established PAW/GIPAW framework. The theoretical results are compared to experimental high-resolution solid-state NMR data and are used to validate the considered structural model. The distributions of the calculated coupling constant C(Q) is proportional to |V(zz)| and the asymmetry parameter η(Q) that characterize the quadrupolar interaction are discussed in terms of structural considerations with the help of a simple point charge model. Finally, the ECM analysis is shown to be relevant for studying the distribution of CSA tensor parameters and gives new insight into the structural characterization of disordered systems by solid-state NMR.
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.
Some properties of a 5-parameter bivariate probability distribution
NASA Technical Reports Server (NTRS)
Tubbs, J. D.; Brewer, D. W.; Smith, O. E.
1983-01-01
A five-parameter bivariate gamma distribution having two shape parameters, two location parameters and a correlation parameter was developed. This more general bivariate gamma distribution reduces to the known four-parameter distribution. The five-parameter distribution gives a better fit to the gust data. The statistical properties of this general bivariate gamma distribution and a hypothesis test were investigated. Although these developments have come too late in the Shuttle program to be used directly as design criteria for ascent wind gust loads, the new wind gust model has helped to explain the wind profile conditions which cause large dynamic loads. Other potential applications of the newly developed five-parameter bivariate gamma distribution are in the areas of reliability theory, signal noise, and vibration mechanics.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Knudsen, J.K.; Smith, C.L.
The steps involved to incorporate parameter uncertainty into the Nuclear Regulatory Commission (NRC) accident sequence precursor (ASP) models is covered in this paper. Three different uncertainty distributions (i.e., lognormal, beta, gamma) were evaluated to Determine the most appropriate distribution. From the evaluation, it was Determined that the lognormal distribution will be used for the ASP models uncertainty parameters. Selection of the uncertainty parameters for the basic events is also discussed. This paper covers the process of determining uncertainty parameters for the supercomponent basic events (i.e., basic events that are comprised of more than one component which can have more thanmore » one failure mode) that are utilized in the ASP models. Once this is completed, the ASP model is ready to be utilized to propagate parameter uncertainty for event assessments.« less
NASA Astrophysics Data System (ADS)
Frey, M. P.; Stamm, C.; Schneider, M. K.; Reichert, P.
2011-12-01
A distributed hydrological model was used to simulate the distribution of fast runoff formation as a proxy for critical source areas for herbicide pollution in a small agricultural catchment in Switzerland. We tested to what degree predictions based on prior knowledge without local measurements could be improved upon relying on observed discharge. This learning process consisted of five steps: For the prior prediction (step 1), knowledge of the model parameters was coarse and predictions were fairly uncertain. In the second step, discharge data were used to update the prior parameter distribution. Effects of uncertainty in input data and model structure were accounted for by an autoregressive error model. This step decreased the width of the marginal distributions of parameters describing the lower boundary (percolation rates) but hardly affected soil hydraulic parameters. Residual analysis (step 3) revealed model structure deficits. We modified the model, and in the subsequent Bayesian updating (step 4) the widths of the posterior marginal distributions were reduced for most parameters compared to those of the prior. This incremental procedure led to a strong reduction in the uncertainty of the spatial prediction. Thus, despite only using spatially integrated data (discharge), the spatially distributed effect of the improved model structure can be expected to improve the spatially distributed predictions also. The fifth step consisted of a test with independent spatial data on herbicide losses and revealed ambiguous results. The comparison depended critically on the ratio of event to preevent water that was discharged. This ratio cannot be estimated from hydrological data only. The results demonstrate that the value of local data is strongly dependent on a correct model structure. An iterative procedure of Bayesian updating, model testing, and model modification is suggested.
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.
NASA Astrophysics Data System (ADS)
Skaugen, Thomas; Weltzien, Ingunn
2016-04-01
The traditional catchment hydrological model with its many free calibration parameters is not a well suited tool for prediction under conditions for which is has not been calibrated. Important tasks for hydrological modelling such as prediction in ungauged basins and assessing hydrological effects of climate change are hence not solved satisfactory. In order to reduce the number of calibration parameters in hydrological models we have introduced a new model which uses a dynamic gamma distribution as the spatial frequency distribution of snow water equivalent (SWE). The parameters are estimated from observed spatial variability of precipitation and the magnitude of accumulation and melting events and are hence not subject to calibration. The relationship between spatial mean and variance of precipitation is found to follow a pattern where decreasing temporal correlation with increasing accumulation or duration of the event leads to a levelling off or even a decrease of the spatial variance. The new model for snow distribution is implemented in the, already parameter parsimonious, DDD (Distance Distribution Dynamics) hydrological model and was tested for 71 Norwegian catchments. We compared the new snow distribution model with the current operational snow distribution model where a fixed, calibrated coefficient of variation parameterizes a log-normal model for snow distribution. Results show that the precision of runoff simulations is equal, but that the new snow distribution model better simulates snow covered area (SCA) when compared with MODIS satellite derived snow cover. In addition, SWE is simulated more realistically in that seasonal snow is melted out and the building up of "snow towers" is prevented and hence spurious trends in SWE.
NASA Astrophysics Data System (ADS)
Han, Suyue; Chang, Gary Han; Schirmer, Clemens; Modarres-Sadeghi, Yahya
2016-11-01
We construct a reduced-order model (ROM) to study the Wall Shear Stress (WSS) distributions in image-based patient-specific aneurysms models. The magnitude of WSS has been shown to be a critical factor in growth and rupture of human aneurysms. We start the process by running a training case using Computational Fluid Dynamics (CFD) simulation with time-varying flow parameters, such that these parameters cover the range of parameters of interest. The method of snapshot Proper Orthogonal Decomposition (POD) is utilized to construct the reduced-order bases using the training CFD simulation. The resulting ROM enables us to study the flow patterns and the WSS distributions over a range of system parameters computationally very efficiently with a relatively small number of modes. This enables comprehensive analysis of the model system across a range of physiological conditions without the need to re-compute the simulation for small changes in the system parameters.
Wang, Qianqian; Zhao, Jing; Gong, Yong; Hao, Qun; Peng, Zhong
2017-11-20
A hybrid artificial bee colony (ABC) algorithm inspired by the best-so-far solution and bacterial chemotaxis was introduced to optimize the parameters of the five-parameter bidirectional reflectance distribution function (BRDF) model. To verify the performance of the hybrid ABC algorithm, we measured BRDF of three kinds of samples and simulated the undetermined parameters of the five-parameter BRDF model using the hybrid ABC algorithm and the genetic algorithm, respectively. The experimental results demonstrate that the hybrid ABC algorithm outperforms the genetic algorithm in convergence speed, accuracy, and time efficiency under the same conditions.
Bustamante, Carlos D.; Valero-Cuevas, Francisco J.
2010-01-01
The field of complex biomechanical modeling has begun to rely on Monte Carlo techniques to investigate the effects of parameter variability and measurement uncertainty on model outputs, search for optimal parameter combinations, and define model limitations. However, advanced stochastic methods to perform data-driven explorations, such as Markov chain Monte Carlo (MCMC), become necessary as the number of model parameters increases. Here, we demonstrate the feasibility and, what to our knowledge is, the first use of an MCMC approach to improve the fitness of realistically large biomechanical models. We used a Metropolis–Hastings algorithm to search increasingly complex parameter landscapes (3, 8, 24, and 36 dimensions) to uncover underlying distributions of anatomical parameters of a “truth model” of the human thumb on the basis of simulated kinematic data (thumbnail location, orientation, and linear and angular velocities) polluted by zero-mean, uncorrelated multivariate Gaussian “measurement noise.” Driven by these data, ten Markov chains searched each model parameter space for the subspace that best fit the data (posterior distribution). As expected, the convergence time increased, more local minima were found, and marginal distributions broadened as the parameter space complexity increased. In the 36-D scenario, some chains found local minima but the majority of chains converged to the true posterior distribution (confirmed using a cross-validation dataset), thus demonstrating the feasibility and utility of these methods for realistically large biomechanical problems. PMID:19272906
Control of Distributed Parameter Systems
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
A Parameter Communication Optimization Strategy for Distributed Machine Learning in Sensors
Zhang, Jilin; Tu, Hangdi; Ren, Yongjian; Wan, Jian; Zhou, Li; Li, Mingwei; Wang, Jue; Yu, Lifeng; Zhao, Chang; Zhang, Lei
2017-01-01
In order to utilize the distributed characteristic of sensors, distributed machine learning has become the mainstream approach, but the different computing capability of sensors and network delays greatly influence the accuracy and the convergence rate of the machine learning model. Our paper describes a reasonable parameter communication optimization strategy to balance the training overhead and the communication overhead. We extend the fault tolerance of iterative-convergent machine learning algorithms and propose the Dynamic Finite Fault Tolerance (DFFT). Based on the DFFT, we implement a parameter communication optimization strategy for distributed machine learning, named Dynamic Synchronous Parallel Strategy (DSP), which uses the performance monitoring model to dynamically adjust the parameter synchronization strategy between worker nodes and the Parameter Server (PS). This strategy makes full use of the computing power of each sensor, ensures the accuracy of the machine learning model, and avoids the situation that the model training is disturbed by any tasks unrelated to the sensors. PMID:28934163
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…
Distributed Evaluation of Local Sensitivity Analysis (DELSA), with application to hydrologic models
Rakovec, O.; Hill, Mary C.; Clark, M.P.; Weerts, A. H.; Teuling, A. J.; Uijlenhoet, R.
2014-01-01
This paper presents a hybrid local-global sensitivity analysis method termed the Distributed Evaluation of Local Sensitivity Analysis (DELSA), which is used here to identify important and unimportant parameters and evaluate how model parameter importance changes as parameter values change. DELSA uses derivative-based “local” methods to obtain the distribution of parameter sensitivity across the parameter space, which promotes consideration of sensitivity analysis results in the context of simulated dynamics. This work presents DELSA, discusses how it relates to existing methods, and uses two hydrologic test cases to compare its performance with the popular global, variance-based Sobol' method. The first test case is a simple nonlinear reservoir model with two parameters. The second test case involves five alternative “bucket-style” hydrologic models with up to 14 parameters applied to a medium-sized catchment (200 km2) in the Belgian Ardennes. Results show that in both examples, Sobol' and DELSA identify similar important and unimportant parameters, with DELSA enabling more detailed insight at much lower computational cost. For example, in the real-world problem the time delay in runoff is the most important parameter in all models, but DELSA shows that for about 20% of parameter sets it is not important at all and alternative mechanisms and parameters dominate. Moreover, the time delay was identified as important in regions producing poor model fits, whereas other parameters were identified as more important in regions of the parameter space producing better model fits. The ability to understand how parameter importance varies through parameter space is critical to inform decisions about, for example, additional data collection and model development. The ability to perform such analyses with modest computational requirements provides exciting opportunities to evaluate complicated models as well as many alternative models.
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.
Advances in parameter estimation techniques applied to flexible structures
NASA Technical Reports Server (NTRS)
Maben, Egbert; Zimmerman, David C.
1994-01-01
In this work, various parameter estimation techniques are investigated in the context of structural system identification utilizing distributed parameter models and 'measured' time-domain data. Distributed parameter models are formulated using the PDEMOD software developed by Taylor. Enhancements made to PDEMOD for this work include the following: (1) a Wittrick-Williams based root solving algorithm; (2) a time simulation capability; and (3) various parameter estimation algorithms. The parameter estimations schemes will be contrasted using the NASA Mini-Mast as the focus structure.
Albert, Carlo; Ulzega, Simone; Stoop, Ruedi
2016-04-01
Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In many situations, the dominant sources of uncertainty must be included into the model for making reliable predictions. This naturally leads to stochastic models. Stochastic models render parameter inference much harder, as the aim then is to find a distribution of likely parameter values. In Bayesian statistics, which is a consistent framework for data-driven learning, this so-called posterior distribution can be used to make probabilistic predictions. We propose a novel, exact, and very efficient approach for generating posterior parameter distributions for stochastic differential equation models calibrated to measured time series. The algorithm is inspired by reinterpreting the posterior distribution as a statistical mechanics partition function of an object akin to a polymer, where the measurements are mapped on heavier beads compared to those of the simulated data. To arrive at distribution samples, we employ a Hamiltonian Monte Carlo approach combined with a multiple time-scale integration. A separation of time scales naturally arises if either the number of measurement points or the number of simulation points becomes large. Furthermore, at least for one-dimensional problems, we can decouple the harmonic modes between measurement points and solve the fastest part of their dynamics analytically. Our approach is applicable to a wide range of inference problems and is highly parallelizable.
NASA Astrophysics Data System (ADS)
Davis, A. D.; Heimbach, P.; Marzouk, Y.
2017-12-01
We develop a Bayesian inverse modeling framework for predicting future ice sheet volume with associated formal uncertainty estimates. Marine ice sheets are drained by fast-flowing ice streams, which we simulate using a flowline model. Flowline models depend on geometric parameters (e.g., basal topography), parameterized physical processes (e.g., calving laws and basal sliding), and climate parameters (e.g., surface mass balance), most of which are unknown or uncertain. Given observations of ice surface velocity and thickness, we define a Bayesian posterior distribution over static parameters, such as basal topography. We also define a parameterized distribution over variable parameters, such as future surface mass balance, which we assume are not informed by the data. Hyperparameters are used to represent climate change scenarios, and sampling their distributions mimics internal variation. For example, a warming climate corresponds to increasing mean surface mass balance but an individual sample may have periods of increasing or decreasing surface mass balance. We characterize the predictive distribution of ice volume by evaluating the flowline model given samples from the posterior distribution and the distribution over variable parameters. Finally, we determine the effect of climate change on future ice sheet volume by investigating how changing the hyperparameters affects the predictive distribution. We use state-of-the-art Bayesian computation to address computational feasibility. Characterizing the posterior distribution (using Markov chain Monte Carlo), sampling the full range of variable parameters and evaluating the predictive model is prohibitively expensive. Furthermore, the required resolution of the inferred basal topography may be very high, which is often challenging for sampling methods. Instead, we leverage regularity in the predictive distribution to build a computationally cheaper surrogate over the low dimensional quantity of interest (future ice sheet volume). Continual surrogate refinement guarantees asymptotic sampling from the predictive distribution. Directly characterizing the predictive distribution in this way allows us to assess the ice sheet's sensitivity to climate variability and change.
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.
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.
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.
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.
Transmuted of Rayleigh Distribution with Estimation and Application on Noise Signal
NASA Astrophysics Data System (ADS)
Ahmed, Suhad; Qasim, Zainab
2018-05-01
This paper deals with transforming one parameter Rayleigh distribution, into transmuted probability distribution through introducing a new parameter (λ), since this studied distribution is necessary in representing signal data distribution and failure data model the value of this transmuted parameter |λ| ≤ 1, is also estimated as well as the original parameter (⊖) by methods of moments and maximum likelihood using different sample size (n=25, 50, 75, 100) and comparing the results of estimation by statistical measure (mean square error, MSE).
ERIC Educational Resources Information Center
Molenaar, Peter C. M.; Nesselroade, John R.
1998-01-01
Pseudo-Maximum Likelihood (p-ML) and Asymptotically Distribution Free (ADF) estimation methods for estimating dynamic factor model parameters within a covariance structure framework were compared through a Monte Carlo simulation. Both methods appear to give consistent model parameter estimates, but only ADF gives standard errors and chi-square…
Study of Parameters And Methods of LL-Ⅳ Distributed Hydrological Model in DMIP2
NASA Astrophysics Data System (ADS)
Li, L.; Wu, J.; Wang, X.; Yang, C.; Zhao, Y.; Zhou, H.
2008-05-01
: The Physics-based distributed hydrological model is considered as an important developing period from the traditional experience-hydrology to the physical hydrology. The Hydrology Laboratory of the NOAA National Weather Service proposes the first and second phase of the Distributed Model Intercomparison Project (DMIP),that it is a great epoch-making work. LL distributed hydrological model has been developed to the fourth generation since it was established in 1997 on the Fengman-I district reservoir area (11000 km2).The LL-I distributed hydrological model was born with the applications of flood control system in the Fengman-I in China. LL-II was developed under the DMIP-I support, it is combined with GIS, RS, GPS, radar rainfall measurement.LL-III was established along with Applications of LL Distributed Model on Water Resources which was supported by the 973-projects of The Ministry of Science and Technology of the People's Republic of China. LL-Ⅳ was developed to face China's water problem. Combined with Blue River and the Baron Fork River basin of DMIP-II, the convection-diffusion equation of non-saturated and saturated seepage was derived from the soil water dynamics and continuous equation. In view of the technical characteristics of the model, the advantage of using convection-diffusion equation to compute confluence overall is longer period of predictable, saving memory space, fast budgeting, clear physical concepts, etc. The determination of parameters of hydrological model is the key, including experience coefficients and parameters of physical parameters. There are methods of experience, inversion, and the optimization to determine the model parameters, and each has advantages and disadvantages. This paper briefly introduces the LL-Ⅳ distribution hydrological model equations, and particularly introduces methods of parameters determination and simulation results on Blue River and Baron Fork River basin for DMIP-II. The soil moisture diffusion coefficient and coefficient of hydraulic conductivity are involved all through the LL-Ⅳ distribution of runoff and slope convergence model, used mainly empirical formula to determine. It's used optimization methods to calculate the two parameters of evaporation capacity (coefficient of bare land and vegetation land), two parameters of interception and wave velocity of Overland Flow, interflow and groundwater. The approach of determining wave velocity of River Network confluence and diffusion coefficient is: 1. Estimate roughness based mainly on digital information such as land use, soil texture, etc. 2.Establish the empirical formula. Another method is called convection-diffusion numerical inversion.
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
Spatiotemporal distribution modeling of PET tracer uptake in solid tumors.
Soltani, Madjid; Sefidgar, Mostafa; Bazmara, Hossein; Casey, Michael E; Subramaniam, Rathan M; Wahl, Richard L; Rahmim, Arman
2017-02-01
Distribution of PET tracer uptake is elaborately modeled via a general equation used for solute transport modeling. This model can be used to incorporate various transport parameters of a solid tumor such as hydraulic conductivity of the microvessel wall, transvascular permeability as well as interstitial space parameters. This is especially significant because tracer delivery and drug delivery to solid tumors are determined by similar underlying tumor transport phenomena, and quantifying the former can enable enhanced prediction of the latter. We focused on the commonly utilized FDG PET tracer. First, based on a mathematical model of angiogenesis, the capillary network of a solid tumor and normal tissues around it were generated. The coupling mathematical method, which simultaneously solves for blood flow in the capillary network as well as fluid flow in the interstitium, is used to calculate pressure and velocity distributions. Subsequently, a comprehensive spatiotemporal distribution model (SDM) is applied to accurately model distribution of PET tracer uptake, specifically FDG in this work, within solid tumors. The different transport mechanisms, namely convention and diffusion from vessel to tissue and in tissue, are elaborately calculated across the domain of interest and effect of each parameter on tracer distribution is investigated. The results show the convection terms to have negligible effect on tracer transport and the SDM can be solved after eliminating these terms. The proposed framework of spatiotemporal modeling for PET tracers can be utilized to comprehensively assess the impact of various parameters on the spatiotemporal distribution of PET tracers.
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.
Global Sensitivity Analysis and Parameter Calibration for an Ecosystem Carbon Model
NASA Astrophysics Data System (ADS)
Safta, C.; Ricciuto, D. M.; Sargsyan, K.; Najm, H. N.; Debusschere, B.; Thornton, P. E.
2013-12-01
We present uncertainty quantification results for a process-based ecosystem carbon model. The model employs 18 parameters and is driven by meteorological data corresponding to years 1992-2006 at the Harvard Forest site. Daily Net Ecosystem Exchange (NEE) observations were available to calibrate the model parameters and test the performance of the model. Posterior distributions show good predictive capabilities for the calibrated model. A global sensitivity analysis was first performed to determine the important model parameters based on their contribution to the variance of NEE. We then proceed to calibrate the model parameters in a Bayesian framework. The daily discrepancies between measured and predicted NEE values were modeled as independent and identically distributed Gaussians with prescribed daily variance according to the recorded instrument error. All model parameters were assumed to have uninformative priors with bounds set according to expert opinion. The global sensitivity results show that the rate of leaf fall (LEAFALL) is responsible for approximately 25% of the total variance in the average NEE for 1992-2005. A set of 4 other parameters, Nitrogen use efficiency (NUE), base rate for maintenance respiration (BR_MR), growth respiration fraction (RG_FRAC), and allocation to plant stem pool (ASTEM) contribute between 5% and 12% to the variance in average NEE, while the rest of the parameters have smaller contributions. The posterior distributions, sampled with a Markov Chain Monte Carlo algorithm, exhibit significant correlations between model parameters. However LEAFALL, the most important parameter for the average NEE, is not informed by the observational data, while less important parameters show significant updates between their prior and posterior densities. The Fisher information matrix values, indicating which parameters are most informed by the experimental observations, are examined to augment the comparison between the calibration and global sensitivity analysis results.
Modelling road accident blackspots data with the discrete generalized Pareto distribution.
Prieto, Faustino; Gómez-Déniz, Emilio; Sarabia, José María
2014-10-01
This study shows how road traffic networks events, in particular road accidents on blackspots, can be modelled with simple probabilistic distributions. We considered the number of crashes and the number of fatalities on Spanish blackspots in the period 2003-2007, from Spanish General Directorate of Traffic (DGT). We modelled those datasets, respectively, with the discrete generalized Pareto distribution (a discrete parametric model with three parameters) and with the discrete Lomax distribution (a discrete parametric model with two parameters, and particular case of the previous model). For that, we analyzed the basic properties of both parametric models: cumulative distribution, survival, probability mass, quantile and hazard functions, genesis and rth-order moments; applied two estimation methods of their parameters: the μ and (μ+1) frequency method and the maximum likelihood method; used two goodness-of-fit tests: Chi-square test and discrete Kolmogorov-Smirnov test based on bootstrap resampling; and compared them with the classical negative binomial distribution in terms of absolute probabilities and in models including covariates. We found that those probabilistic models can be useful to describe the road accident blackspots datasets analyzed. Copyright © 2014 Elsevier Ltd. All rights reserved.
ERIC Educational Resources Information Center
Xu, Xueli; Jia, Yue
2011-01-01
Estimation of item response model parameters and ability distribution parameters has been, and will remain, an important topic in the educational testing field. Much research has been dedicated to addressing this task. Some studies have focused on item parameter estimation when the latent ability was assumed to follow a normal distribution,…
Tzavidis, Nikos; Salvati, Nicola; Schmid, Timo; Flouri, Eirini; Midouhas, Emily
2016-02-01
Multilevel modelling is a popular approach for longitudinal data analysis. Statistical models conventionally target a parameter at the centre of a distribution. However, when the distribution of the data is asymmetric, modelling other location parameters, e.g. percentiles, may be more informative. We present a new approach, M -quantile random-effects regression, for modelling multilevel data. The proposed method is used for modelling location parameters of the distribution of the strengths and difficulties questionnaire scores of children in England who participate in the Millennium Cohort Study. Quantile mixed models are also considered. The analyses offer insights to child psychologists about the differential effects of risk factors on children's outcomes.
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)…
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.
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.
A fortran program for Monte Carlo simulation of oil-field discovery sequences
Bohling, Geoffrey C.; Davis, J.C.
1993-01-01
We have developed a program for performing Monte Carlo simulation of oil-field discovery histories. A synthetic parent population of fields is generated as a finite sample from a distribution of specified form. The discovery sequence then is simulated by sampling without replacement from this parent population in accordance with a probabilistic discovery process model. The program computes a chi-squared deviation between synthetic and actual discovery sequences as a function of the parameters of the discovery process model, the number of fields in the parent population, and the distributional parameters of the parent population. The program employs the three-parameter log gamma model for the distribution of field sizes and employs a two-parameter discovery process model, allowing the simulation of a wide range of scenarios. ?? 1993.
Stochastic modelling of non-stationary financial assets
NASA Astrophysics Data System (ADS)
Estevens, Joana; Rocha, Paulo; Boto, João P.; Lind, Pedro G.
2017-11-01
We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be modelled with Langevin equations, which are derived directly from their series of values. Having the evolution equations of the log-normal parameters, we reconstruct the statistics of the first moments of volume-price distributions which fit well the empirical data. Finally, the proposed framework is general enough to study other non-stationary stochastic variables in other research fields, namely, biology, medicine, and geology.
Thermomechanical Fractional Model of TEMHD Rotational Flow
Hamza, F.; Abd El-Latief, A.; Khatan, W.
2017-01-01
In this work, the fractional mathematical model of an unsteady rotational flow of Xanthan gum (XG) between two cylinders in the presence of a transverse magnetic field has been studied. This model consists of two fractional parameters α and β representing thermomechanical effects. The Laplace transform is used to obtain the numerical solutions. The fractional parameter influence has been discussed graphically for the functions field distribution (temperature, velocity, stress and electric current distributions). The relationship between the rotation of both cylinders and the fractional parameters has been discussed on the functions field distribution for small and large values of time. PMID:28045941
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.
NASA Astrophysics Data System (ADS)
da Silva, Ricardo Siqueira; Kumar, Lalit; Shabani, Farzin; Picanço, Marcelo Coutinho
2018-04-01
A sensitivity analysis can categorize levels of parameter influence on a model's output. Identifying parameters having the most influence facilitates establishing the best values for parameters of models, providing useful implications in species modelling of crops and associated insect pests. The aim of this study was to quantify the response of species models through a CLIMEX sensitivity analysis. Using open-field Solanum lycopersicum and Neoleucinodes elegantalis distribution records, and 17 fitting parameters, including growth and stress parameters, comparisons were made in model performance by altering one parameter value at a time, in comparison to the best-fit parameter values. Parameters that were found to have a greater effect on the model results are termed "sensitive". Through the use of two species, we show that even when the Ecoclimatic Index has a major change through upward or downward parameter value alterations, the effect on the species is dependent on the selection of suitability categories and regions of modelling. Two parameters were shown to have the greatest sensitivity, dependent on the suitability categories of each species in the study. Results enhance user understanding of which climatic factors had a greater impact on both species distributions in our model, in terms of suitability categories and areas, when parameter values were perturbed by higher or lower values, compared to the best-fit parameter values. Thus, the sensitivity analyses have the potential to provide additional information for end users, in terms of improving management, by identifying the climatic variables that are most sensitive.
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
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
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.
Numerical details and SAS programs for parameter recovery of the SB distribution
Bernard R. Parresol; Teresa Fidalgo Fonseca; Carlos Pacheco Marques
2010-01-01
The four-parameter SB distribution has seen widespread use in growth-and-yield modeling because it covers a broad spectrum of shapes, fitting both positively and negatively skewed data and bimodal configurations. Two recent parameter recovery schemes, an approach whereby characteristics of a statistical distribution are equated with attributes of...
NASA Astrophysics Data System (ADS)
Guerrero, J.; Halldin, S.; Xu, C.; Lundin, L.
2011-12-01
Distributed hydrological models are important tools in water management as they account for the spatial variability of the hydrological data, as well as being able to produce spatially distributed outputs. They can directly incorporate and assess potential changes in the characteristics of our basins. A recognized problem for models in general is equifinality, which is only exacerbated for distributed models who tend to have a large number of parameters. We need to deal with the fundamentally ill-posed nature of the problem that such models force us to face, i.e. a large number of parameters and very few variables that can be used to constrain them, often only the catchment discharge. There is a growing but yet limited literature showing how the internal states of a distributed model can be used to calibrate/validate its predictions. In this paper, a distributed version of WASMOD, a conceptual rainfall runoff model with only three parameters, combined with a routing algorithm based on the high-resolution HydroSHEDS data was used to simulate the discharge in the Paso La Ceiba basin in Honduras. The parameter space was explored using Monte-Carlo simulations and the region of space containing the parameter-sets that were considered behavioral according to two different criteria was delimited using the geometric concept of alpha-shapes. The discharge data from five internal sub-basins was used to aid in the calibration of the model and to answer the following questions: Can this information improve the simulations at the outlet of the catchment, or decrease their uncertainty? Also, after reducing the number of model parameters needing calibration through sensitivity analysis: Is it possible to relate them to basin characteristics? The analysis revealed that in most cases the internal discharge data can be used to reduce the uncertainty in the discharge at the outlet, albeit with little improvement in the overall simulation results.
Application of Statistically Derived CPAS Parachute Parameters
NASA Technical Reports Server (NTRS)
Romero, Leah M.; Ray, Eric S.
2013-01-01
The Capsule Parachute Assembly System (CPAS) Analysis Team is responsible for determining parachute inflation parameters and dispersions that are ultimately used in verifying system requirements. A model memo is internally released semi-annually documenting parachute inflation and other key parameters reconstructed from flight test data. Dispersion probability distributions published in previous versions of the model memo were uniform because insufficient data were available for determination of statistical based distributions. Uniform distributions do not accurately represent the expected distributions since extreme parameter values are just as likely to occur as the nominal value. CPAS has taken incremental steps to move away from uniform distributions. Model Memo version 9 (MMv9) made the first use of non-uniform dispersions, but only for the reefing cutter timing, for which a large number of sample was available. In order to maximize the utility of the available flight test data, clusters of parachutes were reconstructed individually starting with Model Memo version 10. This allowed for statistical assessment for steady-state drag area (CDS) and parachute inflation parameters such as the canopy fill distance (n), profile shape exponent (expopen), over-inflation factor (C(sub k)), and ramp-down time (t(sub k)) distributions. Built-in MATLAB distributions were applied to the histograms, and parameters such as scale (sigma) and location (mu) were output. Engineering judgment was used to determine the "best fit" distribution based on the test data. Results include normal, log normal, and uniform (where available data remains insufficient) fits of nominal and failure (loss of parachute and skipped stage) cases for all CPAS parachutes. This paper discusses the uniform methodology that was previously used, the process and result of the statistical assessment, how the dispersions were incorporated into Monte Carlo analyses, and the application of the distributions in trajectory benchmark testing assessments with parachute inflation parameters, drag area, and reefing cutter timing used by CPAS.
The impacts of precipitation amount simulation on hydrological modeling in Nordic watersheds
NASA Astrophysics Data System (ADS)
Li, Zhi; Brissette, Fancois; Chen, Jie
2013-04-01
Stochastic modeling of daily precipitation is very important for hydrological modeling, especially when no observed data are available. Precipitation is usually modeled by two component model: occurrence generation and amount simulation. For occurrence simulation, the most common method is the first-order two-state Markov chain due to its simplification and good performance. However, various probability distributions have been reported to simulate precipitation amount, and spatiotemporal differences exist in the applicability of different distribution models. Therefore, assessing the applicability of different distribution models is necessary in order to provide more accurate precipitation information. Six precipitation probability distributions (exponential, Gamma, Weibull, skewed normal, mixed exponential, and hybrid exponential/Pareto distributions) are directly and indirectly evaluated on their ability to reproduce the original observed time series of precipitation amount. Data from 24 weather stations and two watersheds (Chute-du-Diable and Yamaska watersheds) in the province of Quebec (Canada) are used for this assessment. Various indices or statistics, such as the mean, variance, frequency distribution and extreme values are used to quantify the performance in simulating the precipitation and discharge. Performance in reproducing key statistics of the precipitation time series is well correlated to the number of parameters of the distribution function, and the three-parameter precipitation models outperform the other models, with the mixed exponential distribution being the best at simulating daily precipitation. The advantage of using more complex precipitation distributions is not as clear-cut when the simulated time series are used to drive a hydrological model. While the advantage of using functions with more parameters is not nearly as obvious, the mixed exponential distribution appears nonetheless as the best candidate for hydrological modeling. The implications of choosing a distribution function with respect to hydrological modeling and climate change impact studies are also discussed.
Evaluation of bacterial run and tumble motility parameters through trajectory analysis
NASA Astrophysics Data System (ADS)
Liang, Xiaomeng; Lu, Nanxi; Chang, Lin-Ching; Nguyen, Thanh H.; Massoudieh, Arash
2018-04-01
In this paper, a method for extraction of the behavior parameters of bacterial migration based on the run and tumble conceptual model is described. The methodology is applied to the microscopic images representing the motile movement of flagellated Azotobacter vinelandii. The bacterial cells are considered to change direction during both runs and tumbles as is evident from the movement trajectories. An unsupervised cluster analysis was performed to fractionate each bacterial trajectory into run and tumble segments, and then the distribution of parameters for each mode were extracted by fitting mathematical distributions best representing the data. A Gaussian copula was used to model the autocorrelation in swimming velocity. For both run and tumble modes, Gamma distribution was found to fit the marginal velocity best, and Logistic distribution was found to represent better the deviation angle than other distributions considered. For the transition rate distribution, log-logistic distribution and log-normal distribution, respectively, was found to do a better job than the traditionally agreed exponential distribution. A model was then developed to mimic the motility behavior of bacteria at the presence of flow. The model was applied to evaluate its ability to describe observed patterns of bacterial deposition on surfaces in a micro-model experiment with an approach velocity of 200 μm/s. It was found that the model can qualitatively reproduce the attachment results of the micro-model setting.
NASA Astrophysics Data System (ADS)
Zhang, Jiangjiang; Lin, Guang; Li, Weixuan; Wu, Laosheng; Zeng, Lingzao
2018-03-01
Ensemble smoother (ES) has been widely used in inverse modeling of hydrologic systems. However, for problems where the distribution of model parameters is multimodal, using ES directly would be problematic. One popular solution is to use a clustering algorithm to identify each mode and update the clusters with ES separately. However, this strategy may not be very efficient when the dimension of parameter space is high or the number of modes is large. Alternatively, we propose in this paper a very simple and efficient algorithm, i.e., the iterative local updating ensemble smoother (ILUES), to explore multimodal distributions of model parameters in nonlinear hydrologic systems. The ILUES algorithm works by updating local ensembles of each sample with ES to explore possible multimodal distributions. To achieve satisfactory data matches in nonlinear problems, we adopt an iterative form of ES to assimilate the measurements multiple times. Numerical cases involving nonlinearity and multimodality are tested to illustrate the performance of the proposed method. It is shown that overall the ILUES algorithm can well quantify the parametric uncertainties of complex hydrologic models, no matter whether the multimodal distribution exists.
The Impact of Uncertain Physical Parameters on HVAC Demand Response
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sun, Yannan; Elizondo, Marcelo A.; Lu, Shuai
HVAC units are currently one of the major resources providing demand response (DR) in residential buildings. Models of HVAC with DR function can improve understanding of its impact on power system operations and facilitate the deployment of DR technologies. This paper investigates the importance of various physical parameters and their distributions to the HVAC response to DR signals, which is a key step to the construction of HVAC models for a population of units with insufficient data. These parameters include the size of floors, insulation efficiency, the amount of solid mass in the house, and efficiency of the HVAC units.more » These parameters are usually assumed to follow Gaussian or Uniform distributions. We study the effect of uncertainty in the chosen parameter distributions on the aggregate HVAC response to DR signals, during transient phase and in steady state. We use a quasi-Monte Carlo sampling method with linear regression and Prony analysis to evaluate sensitivity of DR output to the uncertainty in the distribution parameters. The significance ranking on the uncertainty sources is given for future guidance in the modeling of HVAC demand response.« less
A note about Gaussian statistics on a sphere
NASA Astrophysics Data System (ADS)
Chave, Alan D.
2015-11-01
The statistics of directional data on a sphere can be modelled either using the Fisher distribution that is conditioned on the magnitude being unity, in which case the sample space is confined to the unit sphere, or using the latitude-longitude marginal distribution derived from a trivariate Gaussian model that places no constraint on the magnitude. These two distributions are derived from first principles and compared. The Fisher distribution more closely approximates the uniform distribution on a sphere for a given small value of the concentration parameter, while the latitude-longitude marginal distribution is always slightly larger than the Fisher distribution at small off-axis angles for large values of the concentration parameter. Asymptotic analysis shows that the two distributions only become equivalent in the limit of large concentration parameter and very small off-axis angle.
Temporal rainfall estimation using input data reduction and model inversion
NASA Astrophysics Data System (ADS)
Wright, A. J.; Vrugt, J. A.; Walker, J. P.; Pauwels, V. R. N.
2016-12-01
Floods are devastating natural hazards. To provide accurate, precise and timely flood forecasts there is a need to understand the uncertainties associated with temporal rainfall and model parameters. The estimation of temporal rainfall and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of rainfall input to be considered when estimating model parameters and provides the ability to estimate rainfall from poorly gauged catchments. Current methods to estimate temporal rainfall distributions from streamflow are unable to adequately explain and invert complex non-linear hydrologic systems. This study uses the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia. The reduction of rainfall to DWT coefficients allows the input rainfall time series to be simultaneously estimated along with model parameters. The estimation process is conducted using multi-chain Markov chain Monte Carlo simulation with the DREAMZS algorithm. The use of a likelihood function that considers both rainfall and streamflow error allows for model parameter and temporal rainfall distributions to be estimated. Estimation of the wavelet approximation coefficients of lower order decomposition structures was able to estimate the most realistic temporal rainfall distributions. These rainfall estimates were all able to simulate streamflow that was superior to the results of a traditional calibration approach. It is shown that the choice of wavelet has a considerable impact on the robustness of the inversion. The results demonstrate that streamflow data contains sufficient information to estimate temporal rainfall and model parameter distributions. The extent and variance of rainfall time series that are able to simulate streamflow that is superior to that simulated by a traditional calibration approach is a demonstration of equifinality. The use of a likelihood function that considers both rainfall and streamflow error combined with the use of the DWT as a model data reduction technique allows the joint inference of hydrologic model parameters along with rainfall.
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
Dynamics of a distributed drill string system: Characteristic parameters and stability maps
NASA Astrophysics Data System (ADS)
Aarsnes, Ulf Jakob F.; van de Wouw, Nathan
2018-03-01
This paper involves the dynamic (stability) analysis of distributed drill-string systems. A minimal set of parameters characterizing the linearized, axial-torsional dynamics of a distributed drill string coupled through the bit-rock interaction is derived. This is found to correspond to five parameters for a simple drill string and eight parameters for a two-sectioned drill-string (e.g., corresponding to the pipe and collar sections of a drilling system). These dynamic characterizations are used to plot the inverse gain margin of the system, parametrized in the non-dimensional parameters, effectively creating a stability map covering the full range of realistic physical parameters. This analysis reveals a complex spectrum of dynamics not evident in stability analysis with lumped models, thus indicating the importance of analysis using distributed models. Moreover, it reveals trends concerning stability properties depending on key system parameters useful in the context of system and control design aiming at the mitigation of vibrations.
Made-to-measure modelling of observed galaxy dynamics
NASA Astrophysics Data System (ADS)
Bovy, Jo; Kawata, Daisuke; Hunt, Jason A. S.
2018-01-01
Amongst dynamical modelling techniques, the made-to-measure (M2M) method for modelling steady-state systems is amongst the most flexible, allowing non-parametric distribution functions in complex gravitational potentials to be modelled efficiently using N-body particles. Here, we propose and test various improvements to the standard M2M method for modelling observed data, illustrated using the simple set-up of a one-dimensional harmonic oscillator. We demonstrate that nuisance parameters describing the modelled system's orientation with respect to the observer - e.g. an external galaxy's inclination or the Sun's position in the Milky Way - as well as the parameters of an external gravitational field can be optimized simultaneously with the particle weights. We develop a method for sampling from the high-dimensional uncertainty distribution of the particle weights. We combine this in a Gibbs sampler with samplers for the nuisance and potential parameters to explore the uncertainty distribution of the full set of parameters. We illustrate our M2M improvements by modelling the vertical density and kinematics of F-type stars in Gaia DR1. The novel M2M method proposed here allows full probabilistic modelling of steady-state dynamical systems, allowing uncertainties on the non-parametric distribution function and on nuisance parameters to be taken into account when constraining the dark and baryonic masses of stellar systems.
NASA Astrophysics Data System (ADS)
Zhu, Gaofeng; Li, Xin; Ma, Jinzhu; Wang, Yunquan; Liu, Shaomin; Huang, Chunlin; Zhang, Kun; Hu, Xiaoli
2018-04-01
Sequential Monte Carlo (SMC) samplers have become increasing popular for estimating the posterior parameter distribution with the non-linear dependency structures and multiple modes often present in hydrological models. However, the explorative capabilities and efficiency of the sampler depends strongly on the efficiency in the move step of SMC sampler. In this paper we presented a new SMC sampler entitled the Particle Evolution Metropolis Sequential Monte Carlo (PEM-SMC) algorithm, which is well suited to handle unknown static parameters of hydrologic model. The PEM-SMC sampler is inspired by the works of Liang and Wong (2001) and operates by incorporating the strengths of the genetic algorithm, differential evolution algorithm and Metropolis-Hasting algorithm into the framework of SMC. We also prove that the sampler admits the target distribution to be a stationary distribution. Two case studies including a multi-dimensional bimodal normal distribution and a conceptual rainfall-runoff hydrologic model by only considering parameter uncertainty and simultaneously considering parameter and input uncertainty show that PEM-SMC sampler is generally superior to other popular SMC algorithms in handling the high dimensional problems. The study also indicated that it may be important to account for model structural uncertainty by using multiplier different hydrological models in the SMC framework in future study.
NASA Technical Reports Server (NTRS)
Smith, O. E.; Adelfang, S. I.; Tubbs, J. D.
1982-01-01
A five-parameter gamma distribution (BGD) having two shape parameters, two location parameters, and a correlation parameter is investigated. This general BGD is expressed as a double series and as a single series of the modified Bessel function. It reduces to the known special case for equal shape parameters. Practical functions for computer evaluations for the general BGD and for special cases are presented. Applications to wind gust modeling for the ascent flight of the space shuttle are illustrated.
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.
Statistical distributions of earthquake numbers: consequence of branching process
NASA Astrophysics Data System (ADS)
Kagan, Yan Y.
2010-03-01
We discuss various statistical distributions of earthquake numbers. Previously, we derived several discrete distributions to describe earthquake numbers for the branching model of earthquake occurrence: these distributions are the Poisson, geometric, logarithmic and the negative binomial (NBD). The theoretical model is the `birth and immigration' population process. The first three distributions above can be considered special cases of the NBD. In particular, a point branching process along the magnitude (or log seismic moment) axis with independent events (immigrants) explains the magnitude/moment-frequency relation and the NBD of earthquake counts in large time/space windows, as well as the dependence of the NBD parameters on the magnitude threshold (magnitude of an earthquake catalogue completeness). We discuss applying these distributions, especially the NBD, to approximate event numbers in earthquake catalogues. There are many different representations of the NBD. Most can be traced either to the Pascal distribution or to the mixture of the Poisson distribution with the gamma law. We discuss advantages and drawbacks of both representations for statistical analysis of earthquake catalogues. We also consider applying the NBD to earthquake forecasts and describe the limits of the application for the given equations. In contrast to the one-parameter Poisson distribution so widely used to describe earthquake occurrence, the NBD has two parameters. The second parameter can be used to characterize clustering or overdispersion of a process. We determine the parameter values and their uncertainties for several local and global catalogues, and their subdivisions in various time intervals, magnitude thresholds, spatial windows, and tectonic categories. The theoretical model of how the clustering parameter depends on the corner (maximum) magnitude can be used to predict future earthquake number distribution in regions where very large earthquakes have not yet occurred.
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.
Power law versus exponential state transition dynamics: application to sleep-wake architecture.
Chu-Shore, Jesse; Westover, M Brandon; Bianchi, Matt T
2010-12-02
Despite the common experience that interrupted sleep has a negative impact on waking function, the features of human sleep-wake architecture that best distinguish sleep continuity versus fragmentation remain elusive. In this regard, there is growing interest in characterizing sleep architecture using models of the temporal dynamics of sleep-wake stage transitions. In humans and other mammals, the state transitions defining sleep and wake bout durations have been described with exponential and power law models, respectively. However, sleep-wake stage distributions are often complex, and distinguishing between exponential and power law processes is not always straightforward. Although mono-exponential distributions are distinct from power law distributions, multi-exponential distributions may in fact resemble power laws by appearing linear on a log-log plot. To characterize the parameters that may allow these distributions to mimic one another, we systematically fitted multi-exponential-generated distributions with a power law model, and power law-generated distributions with multi-exponential models. We used the Kolmogorov-Smirnov method to investigate goodness of fit for the "incorrect" model over a range of parameters. The "zone of mimicry" of parameters that increased the risk of mistakenly accepting power law fitting resembled empiric time constants obtained in human sleep and wake bout distributions. Recognizing this uncertainty in model distinction impacts interpretation of transition dynamics (self-organizing versus probabilistic), and the generation of predictive models for clinical classification of normal and pathological sleep architecture.
A Variance Distribution Model of Surface EMG Signals Based on Inverse Gamma Distribution.
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.
NASA Astrophysics Data System (ADS)
Dunn, S. M.; Lilly, A.
2001-10-01
There are now many examples of hydrological models that utilise the capabilities of Geographic Information Systems to generate spatially distributed predictions of behaviour. However, the spatial variability of hydrological parameters relating to distributions of soils and vegetation can be hard to establish. In this paper, the relationship between a soil hydrological classification Hydrology of Soil Types (HOST) and the spatial parameters of a conceptual catchment-scale model is investigated. A procedure involving inverse modelling using Monte-Carlo simulations on two catchments is developed to identify relative values for soil related parameters of the DIY model. The relative values determine the internal variability of hydrological processes as a function of the soil type. For three out of the four soil parameters studied, the variability between HOST classes was found to be consistent across two catchments when tested independently. Problems in identifying values for the fourth 'fast response distance' parameter have highlighted a potential limitation with the present structure of the model. The present assumption that this parameter can be related simply to soil type rather than topography appears to be inadequate. With the exclusion of this parameter, calibrated parameter sets from one catchment can be converted into equivalent parameter sets for the alternate catchment on the basis of their HOST distributions, to give a reasonable simulation of flow. Following further testing on different catchments, and modifications to the definition of the fast response distance parameter, the technique provides a methodology whereby it is possible to directly derive spatial soil parameters for new catchments.
A General Approach for Specifying Informative Prior Distributions for PBPK Model Parameters
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...
Incorporating rainfall uncertainty in a SWAT model: the river Zenne basin (Belgium) case study
NASA Astrophysics Data System (ADS)
Tolessa Leta, Olkeba; Nossent, Jiri; van Griensven, Ann; Bauwens, Willy
2013-04-01
The European Union Water Framework Directive (EU-WFD) called its member countries to achieve a good ecological status for all inland and coastal water bodies by 2015. According to recent studies, the river Zenne (Belgium) is far from this objective. Therefore, an interuniversity and multidisciplinary project "Towards a Good Ecological Status in the river Zenne (GESZ)" was launched to evaluate the effects of wastewater management plans on the river. In this project, different models have been developed and integrated using the Open Modelling Interface (OpenMI). The hydrologic, semi-distributed Soil and Water Assessment Tool (SWAT) is hereby used as one of the model components in the integrated modelling chain in order to model the upland catchment processes. The assessment of the uncertainty of SWAT is an essential aspect of the decision making process, in order to design robust management strategies that take the predicted uncertainties into account. Model uncertainty stems from the uncertainties on the model parameters, the input data (e.g, rainfall), the calibration data (e.g., stream flows) and on the model structure itself. The objective of this paper is to assess the first three sources of uncertainty in a SWAT model of the river Zenne basin. For the assessment of rainfall measurement uncertainty, first, we identified independent rainfall periods, based on the daily precipitation and stream flow observations and using the Water Engineering Time Series PROcessing tool (WETSPRO). Secondly, we assigned a rainfall multiplier parameter for each of the independent rainfall periods, which serves as a multiplicative input error corruption. Finally, we treated these multipliers as latent parameters in the model optimization and uncertainty analysis (UA). For parameter uncertainty assessment, due to the high number of parameters of the SWAT model, first, we screened out its most sensitive parameters using the Latin Hypercube One-factor-At-a-Time (LH-OAT) technique. Subsequently, we only considered the most sensitive parameters for parameter optimization and UA. To explicitly account for the stream flow uncertainty, we assumed that the stream flow measurement error increases linearly with the stream flow value. To assess the uncertainty and infer posterior distributions of the parameters, we used a Markov Chain Monte Carlo (MCMC) sampler - differential evolution adaptive metropolis (DREAM) that uses sampling from an archive of past states to generate candidate points in each individual chain. It is shown that the marginal posterior distributions of the rainfall multipliers vary widely between individual events, as a consequence of rainfall measurement errors and the spatial variability of the rain. Only few of the rainfall events are well defined. The marginal posterior distributions of the SWAT model parameter values are well defined and identified by DREAM, within their prior ranges. The posterior distributions of output uncertainty parameter values also show that the stream flow data is highly uncertain. The approach of using rainfall multipliers to treat rainfall uncertainty for a complex model has an impact on the model parameter marginal posterior distributions and on the model results Corresponding author: Tel.: +32 (0)2629 3027; fax: +32(0)2629 3022. E-mail: otolessa@vub.ac.be
A Bayesian Alternative for Multi-objective Ecohydrological Model Specification
NASA Astrophysics Data System (ADS)
Tang, Y.; Marshall, L. A.; Sharma, A.; Ajami, H.
2015-12-01
Process-based ecohydrological models combine the study of hydrological, physical, biogeochemical and ecological processes of the catchments, which are usually more complex and parametric than conceptual hydrological models. Thus, appropriate calibration objectives and model uncertainty analysis are essential for ecohydrological modeling. In recent years, Bayesian inference has become one of the most popular tools for quantifying the uncertainties in hydrological modeling with the development of Markov Chain Monte Carlo (MCMC) techniques. Our study aims to develop appropriate prior distributions and likelihood functions that minimize the model uncertainties and bias within a Bayesian ecohydrological framework. In our study, a formal Bayesian approach is implemented in an ecohydrological model which combines a hydrological model (HyMOD) and a dynamic vegetation model (DVM). Simulations focused on one objective likelihood (Streamflow/LAI) and multi-objective likelihoods (Streamflow and LAI) with different weights are compared. Uniform, weakly informative and strongly informative prior distributions are used in different simulations. The Kullback-leibler divergence (KLD) is used to measure the dis(similarity) between different priors and corresponding posterior distributions to examine the parameter sensitivity. Results show that different prior distributions can strongly influence posterior distributions for parameters, especially when the available data is limited or parameters are insensitive to the available data. We demonstrate differences in optimized parameters and uncertainty limits in different cases based on multi-objective likelihoods vs. single objective likelihoods. We also demonstrate the importance of appropriately defining the weights of objectives in multi-objective calibration according to different data types.
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.
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.
Mixed Poisson distributions in exact solutions of stochastic autoregulation models.
Iyer-Biswas, Srividya; Jayaprakash, C
2014-11-01
In this paper we study the interplay between stochastic gene expression and system design using simple stochastic models of autoactivation and autoinhibition. Using the Poisson representation, a technique whose particular usefulness in the context of nonlinear gene regulation models we elucidate, we find exact results for these feedback models in the steady state. Further, we exploit this representation to analyze the parameter spaces of each model, determine which dimensionless combinations of rates are the shape determinants for each distribution, and thus demarcate where in the parameter space qualitatively different behaviors arise. These behaviors include power-law-tailed distributions, bimodal distributions, and sub-Poisson distributions. We also show how these distribution shapes change when the strength of the feedback is tuned. Using our results, we reexamine how well the autoinhibition and autoactivation models serve their conventionally assumed roles as paradigms for noise suppression and noise exploitation, respectively.
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.
Calibrating binary lumped parameter models
NASA Astrophysics Data System (ADS)
Morgenstern, Uwe; Stewart, Mike
2017-04-01
Groundwater at its discharge point is a mixture of water from short and long flowlines, and therefore has a distribution of ages rather than a single age. Various transfer functions describe the distribution of ages within the water sample. Lumped parameter models (LPMs), which are mathematical models of water transport based on simplified aquifer geometry and flow configuration can account for such mixing of groundwater of different age, usually representing the age distribution with two parameters, the mean residence time, and the mixing parameter. Simple lumped parameter models can often match well the measured time varying age tracer concentrations, and therefore are a good representation of the groundwater mixing at these sites. Usually a few tracer data (time series and/or multi-tracer) can constrain both parameters. With the building of larger data sets of age tracer data throughout New Zealand, including tritium, SF6, CFCs, and recently Halon-1301, and time series of these tracers, we realised that for a number of wells the groundwater ages using a simple lumped parameter model were inconsistent between the different tracer methods. Contamination or degradation of individual tracers is unlikely because the different tracers show consistent trends over years and decades. This points toward a more complex mixing of groundwaters with different ages for such wells than represented by the simple lumped parameter models. Binary (or compound) mixing models are able to represent a more complex mixing, with mixing of water of two different age distributions. The problem related to these models is that they usually have 5 parameters which makes them data-hungry and therefore difficult to constrain all parameters. Two or more age tracers with different input functions, with multiple measurements over time, can provide the required information to constrain the parameters of the binary mixing model. We obtained excellent results using tritium time series encompassing the passage of the bomb-tritium through the aquifer, and SF6 with its steep gradient currently in the input. We will show age tracer data from drinking water wells that enabled identification of young water ingression into wells, which poses the risk of bacteriological contamination from the surface into the drinking water.
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).
More Effective Distributed ML via a Stale Synchronous Parallel Parameter Server
Ho, Qirong; Cipar, James; Cui, Henggang; Kim, Jin Kyu; Lee, Seunghak; Gibbons, Phillip B.; Gibson, Garth A.; Ganger, Gregory R.; Xing, Eric P.
2014-01-01
We propose a parameter server system for distributed ML, which follows a Stale Synchronous Parallel (SSP) model of computation that maximizes the time computational workers spend doing useful work on ML algorithms, while still providing correctness guarantees. The parameter server provides an easy-to-use shared interface for read/write access to an ML model’s values (parameters and variables), and the SSP model allows distributed workers to read older, stale versions of these values from a local cache, instead of waiting to get them from a central storage. This significantly increases the proportion of time workers spend computing, as opposed to waiting. Furthermore, the SSP model ensures ML algorithm correctness by limiting the maximum age of the stale values. We provide a proof of correctness under SSP, as well as empirical results demonstrating that the SSP model achieves faster algorithm convergence on several different ML problems, compared to fully-synchronous and asynchronous schemes. PMID:25400488
Predicting in ungauged basins using a parsimonious rainfall-runoff model
NASA Astrophysics Data System (ADS)
Skaugen, Thomas; Olav Peerebom, Ivar; Nilsson, Anna
2015-04-01
Prediction in ungauged basins is a demanding, but necessary test for hydrological model structures. Ideally, the relationship between model parameters and catchment characteristics (CC) should be hydrologically justifiable. Many studies, however, report on failure to obtain significant correlations between model parameters and CCs. Under the hypothesis that the lack of correlations stems from non-identifiability of model parameters caused by overparameterization, the relatively new parameter parsimonious DDD (Distance Distribution Dynamics) model was tested for predictions in ungauged basins in Norway. In DDD, the capacity of the subsurface water reservoir M is the only parameter to be calibrated whereas the runoff dynamics is completely parameterised from observed characteristics derived from GIS and runoff recession analysis. Water is conveyed through the soils to the river network by waves with celerities determined by the level of saturation in the catchment. The distributions of distances between points in the catchment to the nearest river reach and of the river network give, together with the celerities, distributions of travel times, and, consequently unit hydrographs. DDD has 6 parameters less to calibrate in the runoff module than, for example, the well-known Swedish HBV model. In this study, multiple regression equations relating CCs and model parameters were trained from 84 calibrated catchments located all over Norway and all model parameters showed significant correlations with catchment characteristics. The significant correlation coefficients (with p- value < 0.05) ranged from 0.22-0.55. The suitability of DDD for predictions in ungauged basins was tested for 17 catchments not used to estimate the multiple regression equations. For 10 of the 17 catchments, deviations in Nash-Suthcliffe Efficiency (NSE) criteria between the calibrated and regionalised model were less than 0.1. The median NSE for the regionalised DDD for the 17 catchments, for two different time series was 0.66 and 0.72. Deviations in NSE between calibrated and regionalised models are well explained by the deviations between calibrated and regressed parameters describing spatial snow distribution and snowmelt, respectively. This latter result indicates the topic for further improvements in the model structure of DDD.
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.
Inferring Spatial Variations of Microstructural Properties from Macroscopic Mechanical Response
Liu, Tengxiao; Hall, Timothy J.; Barbone, Paul E.; Oberai, Assad A.
2016-01-01
Disease alters tissue microstructure, which in turn affects the macroscopic mechanical properties of tissue. In elasticity imaging, the macroscopic response is measured and is used to infer the spatial distribution of the elastic constitutive parameters. When an empirical constitutive model is used these parameters cannot be linked to the microstructure. However, when the constitutive model is derived from a microstructural representation of the material, it allows for the possibility of inferring the local averages of the spatial distribution of the microstructural parameters. This idea forms the basis of this study. In particular, we first derive a constitutive model by homogenizing the mechanical response of a network of elastic, tortuous fibers. Thereafter, we use this model in an inverse problem to determine the spatial distribution of the microstructural parameters. We solve the inverse problem as a constrained minimization problem, and develop efficient methods for solving it. We apply these methods to displacement fields obtained by deforming gelatin-agar co-gels, and determine the spatial distribution of agar concentration and fiber tortuosity, thereby demonstrating that it is possible to image local averages of microstructural parameters from macroscopic measurements of deformation. PMID:27655420
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.
Quantifying parameter uncertainty in stochastic models using the Box Cox transformation
NASA Astrophysics Data System (ADS)
Thyer, Mark; Kuczera, George; Wang, Q. J.
2002-08-01
The Box-Cox transformation is widely used to transform hydrological data to make it approximately Gaussian. Bayesian evaluation of parameter uncertainty in stochastic models using the Box-Cox transformation is hindered by the fact that there is no analytical solution for the posterior distribution. However, the Markov chain Monte Carlo method known as the Metropolis algorithm can be used to simulate the posterior distribution. This method properly accounts for the nonnegativity constraint implicit in the Box-Cox transformation. Nonetheless, a case study using the AR(1) model uncovered a practical problem with the implementation of the Metropolis algorithm. The use of a multivariate Gaussian jump distribution resulted in unacceptable convergence behaviour. This was rectified by developing suitable parameter transformations for the mean and variance of the AR(1) process to remove the strong nonlinear dependencies with the Box-Cox transformation parameter. Applying this methodology to the Sydney annual rainfall data and the Burdekin River annual runoff data illustrates the efficacy of these parameter transformations and demonstrate the value of quantifying parameter uncertainty.
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.
Ensemble Forecasting of Coronal Mass Ejections Using the WSA-ENLIL with CONED Model
NASA Technical Reports Server (NTRS)
Emmons, D.; Acebal, A.; Pulkkinen, A.; Taktakishvili, A.; MacNeice, P.; Odstricil, D.
2013-01-01
The combination of the Wang-Sheeley-Arge (WSA) coronal model, ENLIL heliospherical model version 2.7, and CONED Model version 1.3 (WSA-ENLIL with CONED Model) was employed to form ensemble forecasts for 15 halo coronal mass ejections (halo CMEs). The input parameter distributions were formed from 100 sets of CME cone parameters derived from the CONED Model. The CONED Model used image processing along with the bootstrap approach to automatically calculate cone parameter distributions from SOHO/LASCO imagery based on techniques described by Pulkkinen et al. (2010). The input parameter distributions were used as input to WSA-ENLIL to calculate the temporal evolution of the CMEs, which were analyzed to determine the propagation times to the L1 Lagrangian point and the maximum Kp indices due to the impact of the CMEs on the Earth's magnetosphere. The Newell et al. (2007) Kp index formula was employed to calculate the maximum Kp indices based on the predicted solar wind parameters near Earth assuming two magnetic field orientations: a completely southward magnetic field and a uniformly distributed clock-angle in the Newell et al. (2007) Kp index formula. The forecasts for 5 of the 15 events had accuracy such that the actual propagation time was within the ensemble average plus or minus one standard deviation. Using the completely southward magnetic field assumption, 10 of the 15 events contained the actual maximum Kp index within the range of the ensemble forecast, compared to 9 of the 15 events when using a uniformly distributed clock angle.
Probability distribution functions for unit hydrographs with optimization using genetic algorithm
NASA Astrophysics Data System (ADS)
Ghorbani, Mohammad Ali; Singh, Vijay P.; Sivakumar, Bellie; H. Kashani, Mahsa; Atre, Atul Arvind; Asadi, Hakimeh
2017-05-01
A unit hydrograph (UH) of a watershed may be viewed as the unit pulse response function of a linear system. In recent years, the use of probability distribution functions (pdfs) for determining a UH has received much attention. In this study, a nonlinear optimization model is developed to transmute a UH into a pdf. The potential of six popular pdfs, namely two-parameter gamma, two-parameter Gumbel, two-parameter log-normal, two-parameter normal, three-parameter Pearson distribution, and two-parameter Weibull is tested on data from the Lighvan catchment in Iran. The probability distribution parameters are determined using the nonlinear least squares optimization method in two ways: (1) optimization by programming in Mathematica; and (2) optimization by applying genetic algorithm. The results are compared with those obtained by the traditional linear least squares method. The results show comparable capability and performance of two nonlinear methods. The gamma and Pearson distributions are the most successful models in preserving the rising and recession limbs of the unit hydographs. The log-normal distribution has a high ability in predicting both the peak flow and time to peak of the unit hydrograph. The nonlinear optimization method does not outperform the linear least squares method in determining the UH (especially for excess rainfall of one pulse), but is comparable.
NASA Astrophysics Data System (ADS)
Syaina, L. P.; Majidi, M. A.
2018-04-01
Single impurity Anderson model describes a system consisting of non-interacting conduction electrons coupled with a localized orbital having strongly interacting electrons at a particular site. This model has been proven successful to explain the phenomenon of metal-insulator transition through Anderson localization. Despite the well-understood behaviors of the model, little has been explored theoretically on how the model properties gradually evolve as functions of hybridization parameter, interaction energy, impurity concentration, and temperature. Here, we propose to do a theoretical study on those aspects of a single impurity Anderson model using the distributional exact diagonalization method. We solve the model Hamiltonian by randomly generating sampling distribution of some conducting electron energy levels with various number of occupying electrons. The resulting eigenvalues and eigenstates are then used to define the local single-particle Green function for each sampled electron energy distribution using Lehmann representation. Later, we extract the corresponding self-energy of each distribution, then average over all the distributions and construct the local Green function of the system to calculate the density of states. We repeat this procedure for various values of those controllable parameters, and discuss our results in connection with the criteria of the occurrence of metal-insulator transition in this system.
Photometric model of diffuse surfaces described as a distribution of interfaced Lambertian facets.
Simonot, Lionel
2009-10-20
The Lambertian model for diffuse reflection is widely used for the sake of its simplicity. Nevertheless, this model is known to be inaccurate in describing a lot of real-world objects, including those that present a matte surface. To overcome this difficulty, we propose a photometric model where the surfaces are described as a distribution of facets where each facet consists of a flat interface on a Lambertian background. Compared to the Lambertian model, it includes two additional physical parameters: an interface roughness parameter and the ratio between the refractive indices of the background binder and of the upper medium. The Torrance-Sparrow model--distribution of strictly specular facets--and the Oren-Nayar model--distribution of strictly Lambertian facets--appear as special cases.
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.
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.
Voronoi Cell Patterns: theoretical model and application to submonolayer growth
NASA Astrophysics Data System (ADS)
González, Diego Luis; Einstein, T. L.
2012-02-01
We use a simple fragmentation model to describe the statistical behavior of the Voronoi cell patterns generated by a homogeneous and isotropic set of points in 1D and in 2D. In particular, we are interested in the distribution of sizes of these Voronoi cells. Our model is completely defined by two probability distributions in 1D and again in 2D, the probability to add a new point inside an existing cell and the probability that this new point is at a particular position relative to the preexisting point inside this cell. In 1D the first distribution depends on a single parameter while the second distribution is defined through a fragmentation kernel; in 2D both distributions depend on a single parameter. The fragmentation kernel and the control parameters are closely related to the physical properties of the specific system under study. We apply our model to describe the Voronoi cell patterns of island nucleation for critical island sizes i=0,1,2,3. Experimental results for the Voronoi cells of InAs/GaAs quantum dots are also described by our model.
Jurgens, Bryant; Böhlke, John Karl; Kauffman, Leon J.; Belitz, Kenneth; Esser, Bradley K.
2016-01-01
A partial exponential lumped parameter model (PEM) was derived to determine age distributions and nitrate trends in long-screened production wells. The PEM can simulate age distributions for wells screened over any finite interval of an aquifer that has an exponential distribution of age with depth. The PEM has 3 parameters – the ratio of saturated thickness to the top and bottom of the screen and mean age, but these can be reduced to 1 parameter (mean age) by using well construction information and estimates of the saturated thickness. The PEM was tested with data from 30 production wells in a heterogeneous alluvial fan aquifer in California, USA. Well construction data were used to guide parameterization of a PEM for each well and mean age was calibrated to measured environmental tracer data (3H, 3He, CFC-113, and 14C). Results were compared to age distributions generated for individual wells using advective particle tracking models (PTMs). Age distributions from PTMs were more complex than PEM distributions, but PEMs provided better fits to tracer data, partly because the PTMs did not simulate 14C accurately in wells that captured varying amounts of old groundwater recharged at lower rates prior to groundwater development and irrigation. Nitrate trends were simulated independently of the calibration process and the PEM provided good fits for at least 11 of 24 wells. This work shows that the PEM, and lumped parameter models (LPMs) in general, can often identify critical features of the age distributions in wells that are needed to explain observed tracer data and nonpoint source contaminant trends, even in systems where aquifer heterogeneity and water-use complicate distributions of age. While accurate PTMs are preferable for understanding and predicting aquifer-scale responses to water use and contaminant transport, LPMs can be sensitive to local conditions near individual wells that may be inaccurately represented or missing in an aquifer-scale flow model.
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.
Cheng, Mingjian; Guo, Ya; Li, Jiangting; Zheng, Xiaotong; Guo, Lixin
2018-04-20
We introduce an alternative distribution to the gamma-gamma (GG) distribution, called inverse Gaussian gamma (IGG) distribution, which can efficiently describe moderate-to-strong irradiance fluctuations. The proposed stochastic model is based on a modulation process between small- and large-scale irradiance fluctuations, which are modeled by gamma and inverse Gaussian distributions, respectively. The model parameters of the IGG distribution are directly related to atmospheric parameters. The accuracy of the fit among the IGG, log-normal, and GG distributions with the experimental probability density functions in moderate-to-strong turbulence are compared, and results indicate that the newly proposed IGG model provides an excellent fit to the experimental data. As the receiving diameter is comparable with the atmospheric coherence radius, the proposed IGG model can reproduce the shape of the experimental data, whereas the GG and LN models fail to match the experimental data. The fundamental channel statistics of a free-space optical communication system are also investigated in an IGG-distributed turbulent atmosphere, and a closed-form expression for the outage probability of the system is derived with Meijer's G-function.
Reducing calibration parameters to increase insight in catchment organization and similarity
NASA Astrophysics Data System (ADS)
Skaugen, Thomas; Onof, Christian
2013-04-01
Ideally, hydrological models should be built from equations parameterised from observed catchment characteristics and data. This state of affairs may never be reached, but a governing principle in hydrological modelling should be to keep the number of calibration parameters to a minimum. A reduced number of parameters to be calibrated, while maintaining the accuracy and detail required by modern hydrological models, will reduce parameter and model structure uncertainty and improve model diagnostics. The dynamics of runoff for small catchments are derived from the distribution of distances from points in the catchments to the nearest stream in a catchment. This distribution is unique for each catchment and can be determined from a geographical information system (GIS). The distribution of distances, will, when a celerity of (subsurface) flow is introduced, provide a distribution of travel times, or a unit hydrograph (UH). For spatially varying levels of saturation deficit we have different celerities and, hence, different UHs. Runoff is derived from the super-positioning of the different UHs. This study shows how celerities can be estimated if we assume that recession events represent the superpositioned UH for different levels of saturation deficit. The performance of the DDD (Distance Distribution Dynamics) model is compared to that of the Swedish HBV model and is found to perform equally well for eight Norwegian catchments although the number of parameters to be calibrated in the module concerning soil moisture and runoff dynamics is reduced from 7 in the HBV model to 1 in the DDD model. It is also shown that the DDD model has a more realistic representation of the subsurface hydrology. The transparency of the DDD model makes model diagnostics more easy and experience with DDD shows that differences in model performance may be related to differences in catchment characteristics. More specifically, it appears that the hydrological dynamics of bogs have to be taken especially into account when modelling Norwegian catchments.
NASA Astrophysics Data System (ADS)
Volk, J. M.; Turner, M. A.; Huntington, J. L.; Gardner, M.; Tyler, S.; Sheneman, L.
2016-12-01
Many distributed models that simulate watershed hydrologic processes require a collection of multi-dimensional parameters as input, some of which need to be calibrated before the model can be applied. The Precipitation Runoff Modeling System (PRMS) is a physically-based and spatially distributed hydrologic model that contains a considerable number of parameters that often need to be calibrated. Modelers can also benefit from uncertainty analysis of these parameters. To meet these needs, we developed a modular framework in Python to conduct PRMS parameter optimization, uncertainty analysis, interactive visual inspection of parameters and outputs, and other common modeling tasks. Here we present results for multi-step calibration of sensitive parameters controlling solar radiation, potential evapo-transpiration, and streamflow in a PRMS model that we applied to the snow-dominated Dry Creek watershed in Idaho. We also demonstrate how our modular approach enables the user to use a variety of parameter optimization and uncertainty methods or easily define their own, such as Monte Carlo random sampling, uniform sampling, or even optimization methods such as the downhill simplex method or its commonly used, more robust counterpart, shuffled complex evolution.
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.
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.
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.
Model-based Bayesian inference for ROC data analysis
NASA Astrophysics Data System (ADS)
Lei, Tianhu; Bae, K. Ty
2013-03-01
This paper presents a study of model-based Bayesian inference to Receiver Operating Characteristics (ROC) data. The model is a simple version of general non-linear regression model. Different from Dorfman model, it uses a probit link function with a covariate variable having zero-one two values to express binormal distributions in a single formula. Model also includes a scale parameter. Bayesian inference is implemented by Markov Chain Monte Carlo (MCMC) method carried out by Bayesian analysis Using Gibbs Sampling (BUGS). Contrast to the classical statistical theory, Bayesian approach considers model parameters as random variables characterized by prior distributions. With substantial amount of simulated samples generated by sampling algorithm, posterior distributions of parameters as well as parameters themselves can be accurately estimated. MCMC-based BUGS adopts Adaptive Rejection Sampling (ARS) protocol which requires the probability density function (pdf) which samples are drawing from be log concave with respect to the targeted parameters. Our study corrects a common misconception and proves that pdf of this regression model is log concave with respect to its scale parameter. Therefore, ARS's requirement is satisfied and a Gaussian prior which is conjugate and possesses many analytic and computational advantages is assigned to the scale parameter. A cohort of 20 simulated data sets and 20 simulations from each data set are used in our study. Output analysis and convergence diagnostics for MCMC method are assessed by CODA package. Models and methods by using continuous Gaussian prior and discrete categorical prior are compared. Intensive simulations and performance measures are given to illustrate our practice in the framework of model-based Bayesian inference using MCMC method.
Nishino, Ko; Lombardi, Stephen
2011-01-01
We introduce a novel parametric bidirectional reflectance distribution function (BRDF) model that can accurately encode a wide variety of real-world isotropic BRDFs with a small number of parameters. The key observation we make is that a BRDF may be viewed as a statistical distribution on a unit hemisphere. We derive a novel directional statistics distribution, which we refer to as the hemispherical exponential power distribution, and model real-world isotropic BRDFs as mixtures of it. We derive a canonical probabilistic method for estimating the parameters, including the number of components, of this novel directional statistics BRDF model. We show that the model captures the full spectrum of real-world isotropic BRDFs with high accuracy, but a small footprint. We also demonstrate the advantages of the novel BRDF model by showing its use for reflection component separation and for exploring the space of isotropic BRDFs.
Influence of different dose calculation algorithms on the estimate of NTCP for lung complications.
Hedin, Emma; Bäck, Anna
2013-09-06
Due to limitations and uncertainties in dose calculation algorithms, different algorithms can predict different dose distributions and dose-volume histograms for the same treatment. This can be a problem when estimating the normal tissue complication probability (NTCP) for patient-specific dose distributions. Published NTCP model parameters are often derived for a different dose calculation algorithm than the one used to calculate the actual dose distribution. The use of algorithm-specific NTCP model parameters can prevent errors caused by differences in dose calculation algorithms. The objective of this work was to determine how to change the NTCP model parameters for lung complications derived for a simple correction-based pencil beam dose calculation algorithm, in order to make them valid for three other common dose calculation algorithms. NTCP was calculated with the relative seriality (RS) and Lyman-Kutcher-Burman (LKB) models. The four dose calculation algorithms used were the pencil beam (PB) and collapsed cone (CC) algorithms employed by Oncentra, and the pencil beam convolution (PBC) and anisotropic analytical algorithm (AAA) employed by Eclipse. Original model parameters for lung complications were taken from four published studies on different grades of pneumonitis, and new algorithm-specific NTCP model parameters were determined. The difference between original and new model parameters was presented in relation to the reported model parameter uncertainties. Three different types of treatments were considered in the study: tangential and locoregional breast cancer treatment and lung cancer treatment. Changing the algorithm without the derivation of new model parameters caused changes in the NTCP value of up to 10 percentage points for the cases studied. Furthermore, the error introduced could be of the same magnitude as the confidence intervals of the calculated NTCP values. The new NTCP model parameters were tabulated as the algorithm was varied from PB to PBC, AAA, or CC. Moving from the PB to the PBC algorithm did not require new model parameters; however, moving from PB to AAA or CC did require a change in the NTCP model parameters, with CC requiring the largest change. It was shown that the new model parameters for a given algorithm are different for the different treatment types.
NASA Astrophysics Data System (ADS)
Neri, Mattia; Toth, Elena
2017-04-01
The study presents the implementation of different regionalisation approaches for the transfer of model parameters from similar and/or neighbouring gauged basin to an ungauged catchment, and in particular it uses a semi-distributed continuously-simulating conceptual rainfall-runoff model for simulating daily streamflows. The case study refers to a set of Apennine catchments (in the Emilia-Romagna region, Italy), that, given the spatial proximity, are assumed to belong to the same hydrologically homogeneous region and are used, alternatively, as donors and regionalised basins. The model is a semi-distributed version of the HBV model (TUWien model) in which the catchment is divided in zones of different altitude that contribute separately to the total outlet flow. The model includes a snow module, whose application in the Apennine area has been, so far, very limited, even if snow accumulation and melting phenomena do have an important role in the study basins. Two methods, both widely applied in the recent literature, are applied for regionalising the model: i) "parameters averaging", where each parameter is obtained as a weighted mean of the parameters obtained, through calibration, on the donor catchments ii) "output averaging", where the model is run over the ungauged basin using the entire set of parameters of each donor basin and the simulated outputs are then averaged. In the first approach, the parameters are regionalised independently from each other, in the second one, instead, the correlation among the parameters is maintained. Since the model is a semi-distributed one, where each elevation zone contributes separately, the study proposes to test also a modified version of the second approach ("output averaging"), where each zone is considered as an autonomous entity, whose parameters are transposed to the ungauged sub-basin corresponding to the same elevation zone. The study explores also the choice of the weights to be used for averaging the parameters (in the "parameters averaging" approach) or for averaging the simulated streamflow (in the "output averaging" approach): in particular, weights are estimated as a function of the similarity/distance of the ungauged basin/zone to the donors, on the basis of a set of geo-morphological catchment descriptors. The predictive accuracy of the different regionalisation methods is finally assessed by jack-knife cross-validation against the observed daily runoff for all the study catchments.
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
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.
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
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.
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...
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.
Burgette, Lane F; Reiter, Jerome P
2013-06-01
Multinomial outcomes with many levels can be challenging to model. Information typically accrues slowly with increasing sample size, yet the parameter space expands rapidly with additional covariates. Shrinking all regression parameters towards zero, as often done in models of continuous or binary response variables, is unsatisfactory, since setting parameters equal to zero in multinomial models does not necessarily imply "no effect." We propose an approach to modeling multinomial outcomes with many levels based on a Bayesian multinomial probit (MNP) model and a multiple shrinkage prior distribution for the regression parameters. The prior distribution encourages the MNP regression parameters to shrink toward a number of learned locations, thereby substantially reducing the dimension of the parameter space. Using simulated data, we compare the predictive performance of this model against two other recently-proposed methods for big multinomial models. The results suggest that the fully Bayesian, multiple shrinkage approach can outperform these other methods. We apply the multiple shrinkage MNP to simulating replacement values for areal identifiers, e.g., census tract indicators, in order to protect data confidentiality in public use datasets.
Hydrologic Model Selection using Markov chain Monte Carlo methods
NASA Astrophysics Data System (ADS)
Marshall, L.; Sharma, A.; Nott, D.
2002-12-01
Estimation of parameter uncertainty (and in turn model uncertainty) allows assessment of the risk in likely applications of hydrological models. Bayesian statistical inference provides an ideal means of assessing parameter uncertainty whereby prior knowledge about the parameter is combined with information from the available data to produce a probability distribution (the posterior distribution) that describes uncertainty about the parameter and serves as a basis for selecting appropriate values for use in modelling applications. Widespread use of Bayesian techniques in hydrology has been hindered by difficulties in summarizing and exploring the posterior distribution. These difficulties have been largely overcome by recent advances in Markov chain Monte Carlo (MCMC) methods that involve random sampling of the posterior distribution. This study presents an adaptive MCMC sampling algorithm which has characteristics that are well suited to model parameters with a high degree of correlation and interdependence, as is often evident in hydrological models. The MCMC sampling technique is used to compare six alternative configurations of a commonly used conceptual rainfall-runoff model, the Australian Water Balance Model (AWBM), using 11 years of daily rainfall runoff data from the Bass river catchment in Australia. The alternative configurations considered fall into two classes - those that consider model errors to be independent of prior values, and those that model the errors as an autoregressive process. Each such class consists of three formulations that represent increasing levels of complexity (and parameterisation) of the original model structure. The results from this study point both to the importance of using Bayesian approaches in evaluating model performance, as well as the simplicity of the MCMC sampling framework that has the ability to bring such approaches within the reach of the applied hydrological community.
NASA Astrophysics Data System (ADS)
Hutton, C.; Wagener, T.; Freer, J. E.; Duffy, C.; Han, D.
2015-12-01
Distributed models offer the potential to resolve catchment systems in more detail, and therefore simulate the hydrological impacts of spatial changes in catchment forcing (e.g. landscape change). Such models may contain a large number of model parameters which are computationally expensive to calibrate. Even when calibration is possible, insufficient data can result in model parameter and structural equifinality. In order to help reduce the space of feasible models and supplement traditional outlet discharge calibration data, semi-quantitative information (e.g. knowledge of relative groundwater levels), may also be used to identify behavioural models when applied to constrain spatially distributed predictions of states and fluxes. The challenge is to combine these different sources of information together to identify a behavioural region of state-space, and efficiently search a large, complex parameter space to identify behavioural parameter sets that produce predictions that fall within this behavioural region. Here we present a methodology to incorporate different sources of data to efficiently calibrate distributed catchment models. Metrics of model performance may be derived from multiple sources of data (e.g. perceptual understanding and measured or regionalised hydrologic signatures). For each metric, an interval or inequality is used to define the behaviour of the catchment system, accounting for data uncertainties. These intervals are then combined to produce a hyper-volume in state space. The state space is then recast as a multi-objective optimisation problem, and the Borg MOEA is applied to first find, and then populate the hyper-volume, thereby identifying acceptable model parameter sets. We apply the methodology to calibrate the PIHM model at Plynlimon, UK by incorporating perceptual and hydrologic data into the calibration problem. Furthermore, we explore how to improve calibration efficiency through search initialisation from shorter model runs.
A Hierarchical Bayesian Model for Calibrating Estimates of Species Divergence Times
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
Nested Sampling for Bayesian Model Comparison in the Context of Salmonella Disease Dynamics
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
Considering inventory distributions in a stochastic periodic inventory routing system
NASA Astrophysics Data System (ADS)
Yadollahi, Ehsan; Aghezzaf, El-Houssaine
2017-07-01
Dealing with the stochasticity of parameters is one of the critical issues in business and industry nowadays. Supply chain planners have difficulties in forecasting stochastic parameters of a distribution system. Demand rates of customers during their lead time are one of these parameters. In addition, holding a huge level of inventory at the retailers is costly and inefficient. To cover the uncertainty of forecasting demand rates, researchers have proposed the usage of safety stock to avoid stock-out. However, finding the precise level of safety stock depends on forecasting the statistical distribution of demand rates and their variations in different settings among the planning horizon. In this paper the demand rate distributions and its parameters are taken into account for each time period in a stochastic periodic IRP. An analysis of the achieved statistical distribution of the inventory and safety stock level is provided to measure the effects of input parameters on the output indicators. Different values for coefficient of variation are applied to the customers' demand rate in the optimization model. The outcome of the deterministic equivalent model of SPIRP is simulated in form of an illustrative case.
Abanto-Valle, C. A.; Bandyopadhyay, D.; Lachos, V. H.; Enriquez, I.
2009-01-01
A Bayesian analysis of stochastic volatility (SV) models using the class of symmetric scale mixtures of normal (SMN) distributions is considered. In the face of non-normality, this provides an appealing robust alternative to the routine use of the normal distribution. Specific distributions examined include the normal, student-t, slash and the variance gamma distributions. Using a Bayesian paradigm, an efficient Markov chain Monte Carlo (MCMC) algorithm is introduced for parameter estimation. Moreover, the mixing parameters obtained as a by-product of the scale mixture representation can be used to identify outliers. The methods developed are applied to analyze daily stock returns data on S&P500 index. Bayesian model selection criteria as well as out-of- sample forecasting results reveal that the SV models based on heavy-tailed SMN distributions provide significant improvement in model fit as well as prediction to the S&P500 index data over the usual normal model. PMID:20730043
A wideband channel model for land mobile satellite systems
NASA Technical Reports Server (NTRS)
Jahn, Axel; Buonomo, Sergio; Sforza, Mario; Lutz, Erich
1995-01-01
A wideband channel model for Land Mobile Satellite (LMS) services is presented which characterizes the time-varying transmission channel between a satellite and a mobile user terminal. The channel model statistic parameters are the results of fitting procedures to measured data. The data used for fitting have a time resolution of 33 ns corresponding to a bandwidth of 30 MHz. Thus, the model is capable to characterize the channel behaviour for a wide range of services e.g., voice transmission, digital audio broadcasting (DAB), and spread spectrum modulation schemes. The model is presented for different environments and scenarios. The model is derived for a quasi-mobile user with hand-held terminal being in two different environments: rural and urban. The parameters needed for the description are (a) the number of echoes, (b) the distribution of the echo power, and (c) the distribution of the echo delay. It is shown that the direct path follows a Rician distribution whereas the reflected paths are Rayleigh/lognormal distributed. The parameters are given for an elevation angle of 25 deg.
Ferrari, Ulisse
2016-08-01
Maximum entropy models provide the least constrained probability distributions that reproduce statistical properties of experimental datasets. In this work we characterize the learning dynamics that maximizes the log-likelihood in the case of large but finite datasets. We first show how the steepest descent dynamics is not optimal as it is slowed down by the inhomogeneous curvature of the model parameters' space. We then provide a way for rectifying this space which relies only on dataset properties and does not require large computational efforts. We conclude by solving the long-time limit of the parameters' dynamics including the randomness generated by the systematic use of Gibbs sampling. In this stochastic framework, rather than converging to a fixed point, the dynamics reaches a stationary distribution, which for the rectified dynamics reproduces the posterior distribution of the parameters. We sum up all these insights in a "rectified" data-driven algorithm that is fast and by sampling from the parameters' posterior avoids both under- and overfitting along all the directions of the parameters' space. Through the learning of pairwise Ising models from the recording of a large population of retina neurons, we show how our algorithm outperforms the steepest descent method.
The beta Burr type X distribution properties with application.
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.
NASA Astrophysics Data System (ADS)
Galliano, Frédéric
2018-05-01
This article presents a new dust spectral energy distribution (SED) model, named HerBIE, aimed at eliminating the noise-induced correlations and large scatter obtained when performing least-squares fits. The originality of this code is to apply the hierarchical Bayesian approach to full dust models, including realistic optical properties, stochastic heating, and the mixing of physical conditions in the observed regions. We test the performances of our model by applying it to synthetic observations. We explore the impact on the recovered parameters of several effects: signal-to-noise ratio, SED shape, sample size, the presence of intrinsic correlations, the wavelength coverage, and the use of different SED model components. We show that this method is very efficient: the recovered parameters are consistently distributed around their true values. We do not find any clear bias, even for the most degenerate parameters, or with extreme signal-to-noise ratios.
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.
Bayesian analysis of physiologically based toxicokinetic and toxicodynamic models.
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.
Voronoi cell patterns: Theoretical model and applications
NASA Astrophysics Data System (ADS)
González, Diego Luis; Einstein, T. L.
2011-11-01
We use a simple fragmentation model to describe the statistical behavior of the Voronoi cell patterns generated by a homogeneous and isotropic set of points in 1D and in 2D. In particular, we are interested in the distribution of sizes of these Voronoi cells. Our model is completely defined by two probability distributions in 1D and again in 2D, the probability to add a new point inside an existing cell and the probability that this new point is at a particular position relative to the preexisting point inside this cell. In 1D the first distribution depends on a single parameter while the second distribution is defined through a fragmentation kernel; in 2D both distributions depend on a single parameter. The fragmentation kernel and the control parameters are closely related to the physical properties of the specific system under study. We use our model to describe the Voronoi cell patterns of several systems. Specifically, we study the island nucleation with irreversible attachment, the 1D car-parking problem, the formation of second-level administrative divisions, and the pattern formed by the Paris Métro stations.
Stochastic parameter estimation in nonlinear time-delayed vibratory systems with distributed delay
NASA Astrophysics Data System (ADS)
Torkamani, Shahab; Butcher, Eric A.
2013-07-01
The stochastic estimation of parameters and states in linear and nonlinear time-delayed vibratory systems with distributed delay is explored. The approach consists of first employing a continuous time approximation to approximate the delayed integro-differential system with a large set of ordinary differential equations having stochastic excitations. Then the problem of state and parameter estimation in the resulting stochastic ordinary differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the augmented filtering problem, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states. Similarly, the upper bound of the distributed delay can also be estimated by the proposed technique. As an illustrative example to a practical problem in vibrations, the parameter, delay upper bound, and state estimation from noise-corrupted measurements in a distributed force model widely used for modeling machine tool vibrations in the turning operation is investigated.
Volcanic Ash Data Assimilation System for Atmospheric Transport Model
NASA Astrophysics Data System (ADS)
Ishii, K.; Shimbori, T.; Sato, E.; Tokumoto, T.; Hayashi, Y.; Hashimoto, A.
2017-12-01
The Japan Meteorological Agency (JMA) has two operations for volcanic ash forecasts, which are Volcanic Ash Fall Forecast (VAFF) and Volcanic Ash Advisory (VAA). In these operations, the forecasts are calculated by atmospheric transport models including the advection process, the turbulent diffusion process, the gravitational fall process and the deposition process (wet/dry). The initial distribution of volcanic ash in the models is the most important but uncertain factor. In operations, the model of Suzuki (1983) with many empirical assumptions is adopted to the initial distribution. This adversely affects the reconstruction of actual eruption plumes.We are developing a volcanic ash data assimilation system using weather radars and meteorological satellite observation, in order to improve the initial distribution of the atmospheric transport models. Our data assimilation system is based on the three-dimensional variational data assimilation method (3D-Var). Analysis variables are ash concentration and size distribution parameters which are mutually independent. The radar observation is expected to provide three-dimensional parameters such as ash concentration and parameters of ash particle size distribution. On the other hand, the satellite observation is anticipated to provide two-dimensional parameters of ash clouds such as mass loading, top height and particle effective radius. In this study, we estimate the thickness of ash clouds using vertical wind shear of JMA numerical weather prediction, and apply for the volcanic ash data assimilation system.
A size-structured model of bacterial growth and reproduction.
Ellermeyer, S F; Pilyugin, S S
2012-01-01
We consider a size-structured bacterial population model in which the rate of cell growth is both size- and time-dependent and the average per capita reproduction rate is specified as a model parameter. It is shown that the model admits classical solutions. The population-level and distribution-level behaviours of these solutions are then determined in terms of the model parameters. The distribution-level behaviour is found to be different from that found in similar models of bacterial population dynamics. Rather than convergence to a stable size distribution, we find that size distributions repeat in cycles. This phenomenon is observed in similar models only under special assumptions on the functional form of the size-dependent growth rate factor. Our main results are illustrated with examples, and we also provide an introductory study of the bacterial growth in a chemostat within the framework of our model.
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.
Inference of directional selection and mutation parameters assuming equilibrium.
Vogl, Claus; Bergman, Juraj
2015-12-01
In a classical study, Wright (1931) proposed a model for the evolution of a biallelic locus under the influence of mutation, directional selection and drift. He derived the equilibrium distribution of the allelic proportion conditional on the scaled mutation rate, the mutation bias and the scaled strength of directional selection. The equilibrium distribution can be used for inference of these parameters with genome-wide datasets of "site frequency spectra" (SFS). Assuming that the scaled mutation rate is low, Wright's model can be approximated by a boundary-mutation model, where mutations are introduced into the population exclusively from sites fixed for the preferred or unpreferred allelic states. With the boundary-mutation model, inference can be partitioned: (i) the shape of the SFS distribution within the polymorphic region is determined by random drift and directional selection, but not by the mutation parameters, such that inference of the selection parameter relies exclusively on the polymorphic sites in the SFS; (ii) the mutation parameters can be inferred from the amount of polymorphic and monomorphic preferred and unpreferred alleles, conditional on the selection parameter. Herein, we derive maximum likelihood estimators for the mutation and selection parameters in equilibrium and apply the method to simulated SFS data as well as empirical data from a Madagascar population of Drosophila simulans. Copyright © 2015 Elsevier Inc. All rights reserved.
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
Disentangling Disadvantage: Can We Distinguish Good Teaching from Classroom Composition?
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.
flexsurv: A Platform for Parametric Survival Modeling in R
Jackson, Christopher H.
2018-01-01
flexsurv is an R package for fully-parametric modeling of survival data. Any parametric time-to-event distribution may be fitted if the user supplies a probability density or hazard function, and ideally also their cumulative versions. Standard survival distributions are built in, including the three and four-parameter generalized gamma and F distributions. Any parameter of any distribution can be modeled as a linear or log-linear function of covariates. The package also includes the spline model of Royston and Parmar (2002), in which both baseline survival and covariate effects can be arbitrarily flexible parametric functions of time. The main model-fitting function, flexsurvreg, uses the familiar syntax of survreg from the standard survival package (Therneau 2016). Censoring or left-truncation are specified in ‘Surv’ objects. The models are fitted by maximizing the full log-likelihood, and estimates and confidence intervals for any function of the model parameters can be printed or plotted. flexsurv also provides functions for fitting and predicting from fully-parametric multi-state models, and connects with the mstate package (de Wreede, Fiocco, and Putter 2011). This article explains the methods and design principles of the package, giving several worked examples of its use. PMID:29593450
Merlé, Y; Mentré, F
1995-02-01
In this paper 3 criteria to design experiments for Bayesian estimation of the parameters of nonlinear models with respect to their parameters, when a prior distribution is available, are presented: the determinant of the Bayesian information matrix, the determinant of the pre-posterior covariance matrix, and the expected information provided by an experiment. A procedure to simplify the computation of these criteria is proposed in the case of continuous prior distributions and is compared with the criterion obtained from a linearization of the model about the mean of the prior distribution for the parameters. This procedure is applied to two models commonly encountered in the area of pharmacokinetics and pharmacodynamics: the one-compartment open model with bolus intravenous single-dose injection and the Emax model. They both involve two parameters. Additive as well as multiplicative gaussian measurement errors are considered with normal prior distributions. Various combinations of the variances of the prior distribution and of the measurement error are studied. Our attention is restricted to designs with limited numbers of measurements (1 or 2 measurements). This situation often occurs in practice when Bayesian estimation is performed. The optimal Bayesian designs that result vary with the variances of the parameter distribution and with the measurement error. The two-point optimal designs sometimes differ from the D-optimal designs for the mean of the prior distribution and may consist of replicating measurements. For the studied cases, the determinant of the Bayesian information matrix and its linearized form lead to the same optimal designs. In some cases, the pre-posterior covariance matrix can be far from its lower bound, namely, the inverse of the Bayesian information matrix, especially for the Emax model and a multiplicative measurement error. The expected information provided by the experiment and the determinant of the pre-posterior covariance matrix generally lead to the same designs except for the Emax model and the multiplicative measurement error. Results show that these criteria can be easily computed and that they could be incorporated in modules for designing experiments.
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.
Determination of deuterium–tritium critical burn-up parameter by four temperature theory
DOE Office of Scientific and Technical Information (OSTI.GOV)
Nazirzadeh, M.; Ghasemizad, A.; Khanbabei, B.
Conditions for thermonuclear burn-up of an equimolar mixture of deuterium-tritium in non-equilibrium plasma have been investigated by four temperature theory. The photon distribution shape significantly affects the nature of thermonuclear burn. In three temperature model, the photon distribution is Planckian but in four temperature theory the photon distribution has a pure Planck form below a certain cut-off energy and then for photon energy above this cut-off energy makes a transition to Bose-Einstein distribution with a finite chemical potential. The objective was to develop four temperature theory in a plasma to calculate the critical burn up parameter which depends upon initialmore » density, the plasma components initial temperatures, and hot spot size. All the obtained results from four temperature theory model are compared with 3 temperature model. It is shown that the values of critical burn-up parameter calculated by four temperature theory are smaller than those of three temperature model.« less
Generalized Processing Tree Models: Jointly Modeling Discrete and Continuous Variables.
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.
Diffraction of cosine-Gaussian-correlated Schell-model beams.
Pan, Liuzhan; Ding, Chaoliang; Wang, Haixia
2014-05-19
The expression of spectral density of cosine-Gaussian-correlated Schell-model (CGSM) beams diffracted by an aperture is derived, and used to study the changes in the spectral density distribution of CGSM beams upon propagation, where the effect of aperture diffraction is emphasized. It is shown that, comparing with that of GSM beams, the spectral density distribution of CGSM beams diffracted by an aperture has dip and shows dark hollow intensity distribution when the order-parameter n is big enough. The central intensity increases with increasing truncation parameter of aperture. The comparative study of spectral density distributions of CGSM beams with aperture and that of without aperture is performed. Furthermore, the effect of order-parameter n and spatial coherence of CGSM beams on the spectral density distribution is discussed in detail. The results obtained may be useful in optical particulate manipulation.
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…
Kuhlmann, Levin; Manton, Jonathan H; Heyse, Bjorn; Vereecke, Hugo E M; Lipping, Tarmo; Struys, Michel M R F; Liley, David T J
2017-04-01
Tracking brain states with electrophysiological measurements often relies on short-term averages of extracted features and this may not adequately capture the variability of brain dynamics. The objective is to assess the hypotheses that this can be overcome by tracking distributions of linear models using anesthesia data, and that anesthetic brain state tracking performance of linear models is comparable to that of a high performing depth of anesthesia monitoring feature. Individuals' brain states are classified by comparing the distribution of linear (auto-regressive moving average-ARMA) model parameters estimated from electroencephalographic (EEG) data obtained with a sliding window to distributions of linear model parameters for each brain state. The method is applied to frontal EEG data from 15 subjects undergoing propofol anesthesia and classified by the observers assessment of alertness/sedation (OAA/S) scale. Classification of the OAA/S score was performed using distributions of either ARMA parameters or the benchmark feature, Higuchi fractal dimension. The highest average testing sensitivity of 59% (chance sensitivity: 17%) was found for ARMA (2,1) models and Higuchi fractal dimension achieved 52%, however, no statistical difference was observed. For the same ARMA case, there was no statistical difference if medians are used instead of distributions (sensitivity: 56%). The model-based distribution approach is not necessarily more effective than a median/short-term average approach, however, it performs well compared with a distribution approach based on a high performing anesthesia monitoring measure. These techniques hold potential for anesthesia monitoring and may be generally applicable for tracking brain states.
The social architecture of capitalism
NASA Astrophysics Data System (ADS)
Wright, Ian
2005-02-01
A dynamic model of the social relations between workers and capitalists is introduced. The model self-organises into a dynamic equilibrium with statistical properties that are in close qualitative and in many cases quantitative agreement with a broad range of known empirical distributions of developed capitalism, including the power-law firm size distribution, the Laplace firm and GDP growth distribution, the lognormal firm demises distribution, the exponential recession duration distribution, the lognormal-Pareto income distribution, and the gamma-like firm rate-of-profit distribution. Normally these distributions are studied in isolation, but this model unifies and connects them within a single causal framework. The model also generates business cycle phenomena, including fluctuating wage and profit shares in national income about values consistent with empirical studies. The generation of an approximately lognormal-Pareto income distribution and an exponential-Pareto wealth distribution demonstrates that the power-law regime of the income distribution can be explained by an additive process on a power-law network that models the social relation between employers and employees organised in firms, rather than a multiplicative process that models returns to investment in financial markets. A testable consequence of the model is the conjecture that the rate-of-profit distribution is consistent with a parameter-mix of a ratio of normal variates with means and variances that depend on a firm size parameter that is distributed according to a power-law.
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…
The application of the pilot points in groundwater numerical inversion model
NASA Astrophysics Data System (ADS)
Hu, Bin; Teng, Yanguo; Cheng, Lirong
2015-04-01
Numerical inversion simulation of groundwater has been widely applied in groundwater. Compared to traditional forward modeling, inversion model has more space to study. Zones and inversing modeling cell by cell are conventional methods. Pilot points is a method between them. The traditional inverse modeling method often uses software dividing the model into several zones with a few parameters needed to be inversed. However, distribution is usually too simple for modeler and result of simulation deviation. Inverse cell by cell will get the most actual parameter distribution in theory, but it need computational complexity greatly and quantity of survey data for geological statistical simulation areas. Compared to those methods, pilot points distribute a set of points throughout the different model domains for parameter estimation. Property values are assigned to model cells by Kriging to ensure geological units within the parameters of heterogeneity. It will reduce requirements of simulation area geological statistics and offset the gap between above methods. Pilot points can not only save calculation time, increase fitting degree, but also reduce instability of numerical model caused by numbers of parameters and other advantages. In this paper, we use pilot point in a field which structure formation heterogeneity and hydraulics parameter was unknown. We compare inversion modeling results of zones and pilot point methods. With the method of comparative analysis, we explore the characteristic of pilot point in groundwater inversion model. First, modeler generates an initial spatially correlated field given a geostatistical model by the description of the case site with the software named Groundwater Vistas 6. Defining Kriging to obtain the value of the field functions over the model domain on the basis of their values at measurement and pilot point locations (hydraulic conductivity), then we assign pilot points to the interpolated field which have been divided into 4 zones. And add range of disturbance values to inversion targets to calculate the value of hydraulic conductivity. Third, after inversion calculation (PEST), the interpolated field will minimize an objective function measuring the misfit between calculated and measured data. It's an optimization problem to find the optimum value of parameters. After the inversion modeling, the following major conclusion can be found out: (1) In a field structure formation is heterogeneity, the results of pilot point method is more real: better fitting result of parameters, more stable calculation of numerical simulation (stable residual distribution). Compared to zones, it is better of reflecting the heterogeneity of study field. (2) Pilot point method ensures that each parameter is sensitive and not entirely dependent on other parameters. Thus it guarantees the relative independence and authenticity of parameters evaluation results. However, it costs more time to calculate than zones. Key words: groundwater; pilot point; inverse model; heterogeneity; hydraulic conductivity
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…
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.
An EOQ Model with Two-Parameter Weibull Distribution Deterioration and Price-Dependent Demand
ERIC Educational Resources Information Center
Mukhopadhyay, Sushanta; Mukherjee, R. N.; Chaudhuri, K. S.
2005-01-01
An inventory replenishment policy is developed for a deteriorating item and price-dependent demand. The rate of deterioration is taken to be time-proportional and the time to deterioration is assumed to follow a two-parameter Weibull distribution. A power law form of the price dependence of demand is considered. The model is solved analytically…
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.
Exponentiated power Lindley distribution.
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.
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.
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.
Bayesian calibration of the Community Land Model using surrogates
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ray, Jaideep; Hou, Zhangshuan; Huang, Maoyi
2014-02-01
We present results from the Bayesian calibration of hydrological parameters of the Community Land Model (CLM), which is often used in climate simulations and Earth system models. A statistical inverse problem is formulated for three hydrological parameters, conditional on observations of latent heat surface fluxes over 48 months. Our calibration method uses polynomial and Gaussian process surrogates of the CLM, and solves the parameter estimation problem using a Markov chain Monte Carlo sampler. Posterior probability densities for the parameters are developed for two sites with different soil and vegetation covers. Our method also allows us to examine the structural errormore » in CLM under two error models. We find that surrogate models can be created for CLM in most cases. The posterior distributions are more predictive than the default parameter values in CLM. Climatologically averaging the observations does not modify the parameters' distributions significantly. The structural error model reveals a correlation time-scale which can be used to identify the physical process that could be contributing to it. While the calibrated CLM has a higher predictive skill, the calibration is under-dispersive.« less
Bayesian inference for OPC modeling
NASA Astrophysics Data System (ADS)
Burbine, Andrew; Sturtevant, John; Fryer, David; Smith, Bruce W.
2016-03-01
The use of optical proximity correction (OPC) demands increasingly accurate models of the photolithographic process. Model building and inference techniques in the data science community have seen great strides in the past two decades which make better use of available information. This paper aims to demonstrate the predictive power of Bayesian inference as a method for parameter selection in lithographic models by quantifying the uncertainty associated with model inputs and wafer data. Specifically, the method combines the model builder's prior information about each modelling assumption with the maximization of each observation's likelihood as a Student's t-distributed random variable. Through the use of a Markov chain Monte Carlo (MCMC) algorithm, a model's parameter space is explored to find the most credible parameter values. During parameter exploration, the parameters' posterior distributions are generated by applying Bayes' rule, using a likelihood function and the a priori knowledge supplied. The MCMC algorithm used, an affine invariant ensemble sampler (AIES), is implemented by initializing many walkers which semiindependently explore the space. The convergence of these walkers to global maxima of the likelihood volume determine the parameter values' highest density intervals (HDI) to reveal champion models. We show that this method of parameter selection provides insights into the data that traditional methods do not and outline continued experiments to vet the method.
Neuert, Mark A C; Dunning, Cynthia E
2013-09-01
Strain energy-based adaptive material models are used to predict bone resorption resulting from stress shielding induced by prosthetic joint implants. Generally, such models are governed by two key parameters: a homeostatic strain-energy state (K) and a threshold deviation from this state required to initiate bone reformation (s). A refinement procedure has been performed to estimate these parameters in the femur and glenoid; this study investigates the specific influences of these parameters on resulting density distributions in the distal ulna. A finite element model of a human ulna was created using micro-computed tomography (µCT) data, initialized to a homogeneous density distribution, and subjected to approximate in vivo loading. Values for K and s were tested, and the resulting steady-state density distribution compared with values derived from µCT images. The sensitivity of these parameters to initial conditions was examined by altering the initial homogeneous density value. The refined model parameters selected were then applied to six additional human ulnae to determine their performance across individuals. Model accuracy using the refined parameters was found to be comparable with that found in previous studies of the glenoid and femur, and gross bone structures, such as the cortical shell and medullary canal, were reproduced. The model was found to be insensitive to initial conditions; however, a fair degree of variation was observed between the six specimens. This work represents an important contribution to the study of changes in load transfer in the distal ulna following the implementation of commercial orthopedic implants.
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.
A dam-reservoir module for a semi-distributed hydrological model
NASA Astrophysics Data System (ADS)
de Lavenne, Alban; Thirel, Guillaume; Andréassian, Vazken; Perrin, Charles; Ramos, Maria-Helena
2017-04-01
Developing modeling tools that help to assess the spatial distribution of water resources is a key issue to achieve better solutions for the optimal management of water availability among users in a river basin. Streamflow dynamics depends on (i) the spatial variability of rainfall, (ii) the heterogeneity of catchment behavior and response, and (iii) local human regulations (e.g., reservoirs) that store and control surface water. These aspects can be successfully handled by distributed or semi-distributed hydrological models. In this study, we develop a dam-reservoir module within a semi-distributed rainfall-runoff model (de Lavenne et al. 2016). The model runs at the daily time step, and has five parameters for each sub-catchment as well as a streamflow velocity parameter for flow routing. Its structure is based on two stores, one for runoff production and one for routing. The calibration of the model is performed from upstream to downstream sub-catchments, which efficiently uses spatially-distributed streamflow measurements. In a previous study, Payan et al. (2008) described a strategy to implement a dam module within a lumped rainfall-runoff model. Here we propose to adapt this strategy to a semi-distributed hydrological modelling framework. In this way, the specific location of existing reservoirs inside a river basin is explicitly accounted for. Our goal is to develop a tool that can provide answers to the different issues involved in spatial water management in human-influenced contexts and at large modelling scales. The approach is tested for the Seine basin in France. Results are shown for model performance with and without the dam module. Also, a comparison with the lumped GR5J model highlights the improvements obtained in model performance by considering human influences more explicitly, and by facilitating parameter identifiability. This work opens up new perspectives for streamflow naturalization analyses and scenario-based spatial assessment of water resources under global change. References de Lavenne, A.; Thirel, G.; Andréassian, V.; Perrin, C. & Ramos, M.-H. (2016), 'Spatial variability of the parameters of a semi-distributed hydrological model', PIAHS 373, 87-94. Payan, J.-L.; Perrin, C.; Andréassian, V. & Michel, C. (2008), 'How can man-made water reservoirs be accounted for in a lumped rainfall-runoff model?', Water Resour. Res. 44(3), W03420.
NASA Astrophysics Data System (ADS)
Zhang, Yu-Xia; Liao, Hao; Medo, Matus; Shang, Ming-Sheng; Yeung, Chi Ho
2016-05-01
In this paper we analyze the contrary behaviors of the informed investors and uniformed investors, and then construct a competition model with two groups of agents, namely agents who intend to stay in minority and those who intend to stay in majority. We find two kinds of competitions, inter- and intra-groups. The model shows periodic fluctuation feature. The average distribution of strategies illustrates a prominent central peak which is relevant to the peak-fat-tail character of price change distribution in stock markets. Furthermore, in the modified model the tolerance time parameter makes the agents diversified. Finally, we compare the strategies distribution with the price change distribution in real stock market, and we conclude that contrary behavior rules and tolerance time parameter are indeed valid in the description of market model.
Modeling Women's Menstrual Cycles using PICI Gates in Bayesian Network.
Zagorecki, Adam; Łupińska-Dubicka, Anna; Voortman, Mark; Druzdzel, Marek J
2016-03-01
A major difficulty in building Bayesian network (BN) models is the size of conditional probability tables, which grow exponentially in the number of parents. One way of dealing with this problem is through parametric conditional probability distributions that usually require only a number of parameters that is linear in the number of parents. In this paper, we introduce a new class of parametric models, the Probabilistic Independence of Causal Influences (PICI) models, that aim at lowering the number of parameters required to specify local probability distributions, but are still capable of efficiently modeling a variety of interactions. A subset of PICI models is decomposable and this leads to significantly faster inference as compared to models that cannot be decomposed. We present an application of the proposed method to learning dynamic BNs for modeling a woman's menstrual cycle. We show that PICI models are especially useful for parameter learning from small data sets and lead to higher parameter accuracy than when learning CPTs.
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.
Influence of different dose calculation algorithms on the estimate of NTCP for lung complications
Bäck, Anna
2013-01-01
Due to limitations and uncertainties in dose calculation algorithms, different algorithms can predict different dose distributions and dose‐volume histograms for the same treatment. This can be a problem when estimating the normal tissue complication probability (NTCP) for patient‐specific dose distributions. Published NTCP model parameters are often derived for a different dose calculation algorithm than the one used to calculate the actual dose distribution. The use of algorithm‐specific NTCP model parameters can prevent errors caused by differences in dose calculation algorithms. The objective of this work was to determine how to change the NTCP model parameters for lung complications derived for a simple correction‐based pencil beam dose calculation algorithm, in order to make them valid for three other common dose calculation algorithms. NTCP was calculated with the relative seriality (RS) and Lyman‐Kutcher‐Burman (LKB) models. The four dose calculation algorithms used were the pencil beam (PB) and collapsed cone (CC) algorithms employed by Oncentra, and the pencil beam convolution (PBC) and anisotropic analytical algorithm (AAA) employed by Eclipse. Original model parameters for lung complications were taken from four published studies on different grades of pneumonitis, and new algorithm‐specific NTCP model parameters were determined. The difference between original and new model parameters was presented in relation to the reported model parameter uncertainties. Three different types of treatments were considered in the study: tangential and locoregional breast cancer treatment and lung cancer treatment. Changing the algorithm without the derivation of new model parameters caused changes in the NTCP value of up to 10 percentage points for the cases studied. Furthermore, the error introduced could be of the same magnitude as the confidence intervals of the calculated NTCP values. The new NTCP model parameters were tabulated as the algorithm was varied from PB to PBC, AAA, or CC. Moving from the PB to the PBC algorithm did not require new model parameters; however, moving from PB to AAA or CC did require a change in the NTCP model parameters, with CC requiring the largest change. It was shown that the new model parameters for a given algorithm are different for the different treatment types. PACS numbers: 87.53.‐j, 87.53.Kn, 87.55.‐x, 87.55.dh, 87.55.kd PMID:24036865
Determining fundamental properties of matter created in ultrarelativistic heavy-ion collisions
NASA Astrophysics Data System (ADS)
Novak, J.; Novak, K.; Pratt, S.; Vredevoogd, J.; Coleman-Smith, C. E.; Wolpert, R. L.
2014-03-01
Posterior distributions for physical parameters describing relativistic heavy-ion collisions, such as the viscosity of the quark-gluon plasma, are extracted through a comparison of hydrodynamic-based transport models to experimental results from 100AGeV+100AGeV Au +Au collisions at the Relativistic Heavy Ion Collider. By simultaneously varying six parameters and by evaluating several classes of observables, we are able to explore the complex intertwined dependencies of observables on model parameters. The methods provide a full multidimensional posterior distribution for the model output, including a range of acceptable values for each parameter, and reveal correlations between them. The breadth of observables and the number of parameters considered here go beyond previous studies in this field. The statistical tools, which are based upon Gaussian process emulators, are tested in detail and should be extendable to larger data sets and a higher number of parameters.
Modeling of magnitude distributions by the generalized truncated exponential distribution
NASA Astrophysics Data System (ADS)
Raschke, Mathias
2015-01-01
The probability distribution of the magnitude can be modeled by an exponential distribution according to the Gutenberg-Richter relation. Two alternatives are the truncated exponential distribution (TED) and the cutoff exponential distribution (CED). The TED is frequently used in seismic hazard analysis although it has a weak point: when two TEDs with equal parameters except the upper bound magnitude are mixed, then the resulting distribution is not a TED. Inversely, it is also not possible to split a TED of a seismic region into TEDs of subregions with equal parameters except the upper bound magnitude. This weakness is a principal problem as seismic regions are constructed scientific objects and not natural units. We overcome it by the generalization of the abovementioned exponential distributions: the generalized truncated exponential distribution (GTED). Therein, identical exponential distributions are mixed by the probability distribution of the correct cutoff points. This distribution model is flexible in the vicinity of the upper bound magnitude and is equal to the exponential distribution for smaller magnitudes. Additionally, the exponential distributions TED and CED are special cases of the GTED. We discuss the possible ways of estimating its parameters and introduce the normalized spacing for this purpose. Furthermore, we present methods for geographic aggregation and differentiation of the GTED and demonstrate the potential and universality of our simple approach by applying it to empirical data. The considerable improvement by the GTED in contrast to the TED is indicated by a large difference between the corresponding values of the Akaike information criterion.
Constraining the noise-free distribution of halo spin parameters
NASA Astrophysics Data System (ADS)
Benson, Andrew J.
2017-11-01
Any measurement made using an N-body simulation is subject to noise due to the finite number of particles used to sample the dark matter distribution function, and the lack of structure below the simulation resolution. This noise can be particularly significant when attempting to measure intrinsically small quantities, such as halo spin. In this work, we develop a model to describe the effects of particle noise on halo spin parameters. This model is calibrated using N-body simulations in which the particle noise can be treated as a Poisson process on the underlying dark matter distribution function, and we demonstrate that this calibrated model reproduces measurements of halo spin parameter error distributions previously measured in N-body convergence studies. Utilizing this model, along with previous measurements of the distribution of halo spin parameters in N-body simulations, we place constraints on the noise-free distribution of halo spins. We find that the noise-free median spin is 3 per cent lower than that measured directly from the N-body simulation, corresponding to a shift of approximately 40 times the statistical uncertainty in this measurement arising purely from halo counting statistics. We also show that measurement of the spin of an individual halo to 10 per cent precision requires at least 4 × 104 particles in the halo - for haloes containing 200 particles, the fractional error on spins measured for individual haloes is of order unity. N-body simulations should be viewed as the results of a statistical experiment applied to a model of dark matter structure formation. When viewed in this way, it is clear that determination of any quantity from such a simulation should be made through forward modelling of the effects of particle noise.
Frequency distributions and correlations of solar X-ray flare parameters
NASA Technical Reports Server (NTRS)
Crosby, Norma B.; Aschwanden, Markus J.; Dennis, Brian R.
1993-01-01
Frequency distributions of flare parameters are determined from over 12,000 solar flares. The flare duration, the peak counting rate, the peak hard X-ray flux, the total energy in electrons, and the peak energy flux in electrons are among the parameters studied. Linear regression fits, as well as the slopes of the frequency distributions, are used to determine the correlations between these parameters. The relationship between the variations of the frequency distributions and the solar activity cycle is also investigated. Theoretical models for the frequency distribution of flare parameters are dependent on the probability of flaring and the temporal evolution of the flare energy build-up. The results of this study are consistent with stochastic flaring and exponential energy build-up. The average build-up time constant is found to be 0.5 times the mean time between flares.
NASA Astrophysics Data System (ADS)
Ferrari, Ulisse
A maximal entropy model provides the least constrained probability distribution that reproduces experimental averages of an observables set. In this work we characterize the learning dynamics that maximizes the log-likelihood in the case of large but finite datasets. We first show how the steepest descent dynamics is not optimal as it is slowed down by the inhomogeneous curvature of the model parameters space. We then provide a way for rectifying this space which relies only on dataset properties and does not require large computational efforts. We conclude by solving the long-time limit of the parameters dynamics including the randomness generated by the systematic use of Gibbs sampling. In this stochastic framework, rather than converging to a fixed point, the dynamics reaches a stationary distribution, which for the rectified dynamics reproduces the posterior distribution of the parameters. We sum up all these insights in a ``rectified'' Data-Driven algorithm that is fast and by sampling from the parameters posterior avoids both under- and over-fitting along all the directions of the parameters space. Through the learning of pairwise Ising models from the recording of a large population of retina neurons, we show how our algorithm outperforms the steepest descent method. This research was supported by a Grant from the Human Brain Project (HBP CLAP).
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.
PyDREAM: high-dimensional parameter inference for biological models in python.
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.
Bayesian Hierarchical Random Intercept Model Based on Three Parameter Gamma Distribution
NASA Astrophysics Data System (ADS)
Wirawati, Ika; Iriawan, Nur; Irhamah
2017-06-01
Hierarchical data structures are common throughout many areas of research. Beforehand, the existence of this type of data was less noticed in the analysis. The appropriate statistical analysis to handle this type of data is the hierarchical linear model (HLM). This article will focus only on random intercept model (RIM), as a subclass of HLM. This model assumes that the intercept of models in the lowest level are varied among those models, and their slopes are fixed. The differences of intercepts were suspected affected by some variables in the upper level. These intercepts, therefore, are regressed against those upper level variables as predictors. The purpose of this paper would demonstrate a proven work of the proposed two level RIM of the modeling on per capita household expenditure in Maluku Utara, which has five characteristics in the first level and three characteristics of districts/cities in the second level. The per capita household expenditure data in the first level were captured by the three parameters Gamma distribution. The model, therefore, would be more complex due to interaction of many parameters for representing the hierarchical structure and distribution pattern of the data. To simplify the estimation processes of parameters, the computational Bayesian method couple with Markov Chain Monte Carlo (MCMC) algorithm and its Gibbs Sampling are employed.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lu, Dan; Ricciuto, Daniel M.; Walker, Anthony P.
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 inmore » 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. Here, 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.« less
Lu, Dan; Ricciuto, Daniel M.; Walker, Anthony P.; ...
2017-09-27
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 inmore » 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. Here, 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.« less
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.
WATGIS: A GIS-Based Lumped Parameter Water Quality Model
Glenn P. Fernandez; George M. Chescheir; R. Wayne Skaggs; Devendra M. Amatya
2002-01-01
A Geographic Information System (GIS)Âbased, lumped parameter water quality model was developed to estimate the spatial and temporal nitrogenÂloading 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...
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…
Stochastic analysis of particle movement over a dune bed
Lee, Baum K.; Jobson, Harvey E.
1977-01-01
Stochastic models are available that can be used to predict the transport and dispersion of bed-material sediment particles in an alluvial channel. These models are based on the proposition that the movement of a single bed-material sediment particle consists of a series of steps of random length separated by rest periods of random duration and, therefore, application of the models requires a knowledge of the probability distributions of the step lengths, the rest periods, the elevation of particle deposition, and the elevation of particle erosion. The procedure was tested by determining distributions from bed profiles formed in a large laboratory flume with a coarse sand as the bed material. The elevation of particle deposition and the elevation of particle erosion can be considered to be identically distributed, and their distribution can be described by either a ' truncated Gaussian ' or a ' triangular ' density function. The conditional probability distribution of the rest period given the elevation of particle deposition closely followed the two-parameter gamma distribution. The conditional probability distribution of the step length given the elevation of particle erosion and the elevation of particle deposition also closely followed the two-parameter gamma density function. For a given flow, the scale and shape parameters describing the gamma probability distributions can be expressed as functions of bed-elevation. (Woodard-USGS)
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.
The Effect of Roughness Model on Scattering Properties of Ice Crystals.
NASA Technical Reports Server (NTRS)
Geogdzhayev, Igor V.; Van Diedenhoven, Bastiaan
2016-01-01
We compare stochastic models of microscale surface roughness assuming uniform and Weibull distributions of crystal facet tilt angles to calculate scattering by roughened hexagonal ice crystals using the geometric optics (GO) approximation. Both distributions are determined by similar roughness parameters, while the Weibull model depends on the additional shape parameter. Calculations were performed for two visible wavelengths (864 nm and 410 nm) for roughness values between 0.2 and 0.7 and Weibull shape parameters between 0 and 1.0 for crystals with aspect ratios of 0.21, 1 and 4.8. For this range of parameters we find that, for a given roughness level, varying the Weibull shape parameter can change the asymmetry parameter by up to about 0.05. The largest effect of the shape parameter variation on the phase function is found in the backscattering region, while the degree of linear polarization is most affected at the side-scattering angles. For high roughness, scattering properties calculated using the uniform and Weibull models are in relatively close agreement for a given roughness parameter, especially when a Weibull shape parameter of 0.75 is used. For smaller roughness values, a shape parameter close to unity provides a better agreement. Notable differences are observed in the phase function over the scattering angle range from 5deg to 20deg, where the uniform roughness model produces a plateau while the Weibull model does not.
Local operators in kinetic wealth distribution
NASA Astrophysics Data System (ADS)
Andrecut, M.
2016-05-01
The statistical mechanics approach to wealth distribution is based on the conservative kinetic multi-agent model for money exchange, where the local interaction rule between the agents is analogous to the elastic particle scattering process. Here, we discuss the role of a class of conservative local operators, and we show that, depending on the values of their parameters, they can be used to generate all the relevant distributions. We also show numerically that in order to generate the power-law tail, an heterogeneous risk aversion model is required. By changing the parameters of these operators, one can also fine tune the resulting distributions in order to provide support for the emergence of a more egalitarian wealth distribution.
Population Synthesis of Radio and Y-ray Normal, Isolated Pulsars Using Markov Chain Monte Carlo
NASA Astrophysics Data System (ADS)
Billman, Caleb; Gonthier, P. L.; Harding, A. K.
2013-04-01
We present preliminary results of a population statistics study of normal pulsars (NP) from the Galactic disk using Markov Chain Monte Carlo techniques optimized according to two different methods. The first method compares the detected and simulated cumulative distributions of series of pulsar characteristics, varying the model parameters to maximize the overall agreement. The advantage of this method is that the distributions do not have to be binned. The other method varies the model parameters to maximize the log of the maximum likelihood obtained from the comparisons of four-two dimensional distributions of radio and γ-ray pulsar characteristics. The advantage of this method is that it provides a confidence region of the model parameter space. The computer code simulates neutron stars at birth using Monte Carlo procedures and evolves them to the present assuming initial spatial, kick velocity, magnetic field, and period distributions. Pulsars are spun down to the present and given radio and γ-ray emission characteristics, implementing an empirical γ-ray luminosity model. A comparison group of radio NPs detected in ten-radio surveys is used to normalize the simulation, adjusting the model radio luminosity to match a birth rate. We include the Fermi pulsars in the forthcoming second pulsar catalog. We present preliminary results comparing the simulated and detected distributions of radio and γ-ray NPs along with a confidence region in the parameter space of the assumed models. We express our gratitude for the generous support of the National Science Foundation (REU and RUI), Fermi Guest Investigator Program and the NASA Astrophysics Theory and Fundamental Program.
Distributed parameterization of complex terrain
NASA Astrophysics Data System (ADS)
Band, Lawrence E.
1991-03-01
This paper addresses the incorporation of high resolution topography, soils and vegetation information into the simulation of land surface processes in atmospheric circulation models (ACM). Recent work has concentrated on detailed representation of one-dimensional exchange processes, implicitly assuming surface homogeneity over the atmospheric grid cell. Two approaches that could be taken to incorporate heterogeneity are the integration of a surface model over distributed, discrete portions of the landscape, or over a distribution function of the model parameters. However, the computational burden and parameter intensive nature of current land surface models in ACM limits the number of independent model runs and parameterizations that are feasible to accomplish for operational purposes. Therefore, simplications in the representation of the vertical exchange processes may be necessary to incorporate the effects of landscape variability and horizontal divergence of energy and water. The strategy is then to trade off the detail and rigor of point exchange calculations for the ability to repeat those calculations over extensive, complex terrain. It is clear the parameterization process for this approach must be automated such that large spatial databases collected from remotely sensed images, digital terrain models and digital maps can be efficiently summarized and transformed into the appropriate parameter sets. Ideally, the landscape should be partitioned into surface units that maximize between unit variance while minimizing within unit variance, although it is recognized that some level of surface heterogeneity will be retained at all scales. Therefore, the geographic data processing necessary to automate the distributed parameterization should be able to estimate or predict parameter distributional information within each surface unit.
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.
ERIC Educational Resources Information Center
Haberman, Shelby J.; von Davier, Matthias; Lee, Yi-Hsuan
2008-01-01
Multidimensional item response models can be based on multivariate normal ability distributions or on multivariate polytomous ability distributions. For the case of simple structure in which each item corresponds to a unique dimension of the ability vector, some applications of the two-parameter logistic model to empirical data are employed to…
Numerical weather prediction model tuning via ensemble prediction system
NASA Astrophysics Data System (ADS)
Jarvinen, H.; Laine, M.; Ollinaho, P.; Solonen, A.; Haario, H.
2011-12-01
This paper discusses a novel approach to tune predictive skill of numerical weather prediction (NWP) models. NWP models contain tunable parameters which appear in parameterizations schemes of sub-grid scale physical processes. Currently, numerical values of these parameters are specified manually. In a recent dual manuscript (QJRMS, revised) we developed a new concept and method for on-line estimation of the NWP model parameters. The EPPES ("Ensemble prediction and parameter estimation system") method requires only minimal changes to the existing operational ensemble prediction infra-structure and it seems very cost-effective because 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 each member of the ensemble of predictions using 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 the 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 atmospheric general circulation model based ensemble prediction system show that the NWP model tuning capacity of EPPES scales up to realistic models and ensemble prediction systems. Finally, a global top-end NWP model tuning exercise with preliminary results is published.
Optimal design of stimulus experiments for robust discrimination of biochemical reaction networks.
Flassig, R J; Sundmacher, K
2012-12-01
Biochemical reaction networks in the form of coupled ordinary differential equations (ODEs) provide a powerful modeling tool for understanding the dynamics of biochemical processes. During the early phase of modeling, scientists have to deal with a large pool of competing nonlinear models. At this point, discrimination experiments can be designed and conducted to obtain optimal data for selecting the most plausible model. Since biological ODE models have widely distributed parameters due to, e.g. biologic variability or experimental variations, model responses become distributed. Therefore, a robust optimal experimental design (OED) for model discrimination can be used to discriminate models based on their response probability distribution functions (PDFs). In this work, we present an optimal control-based methodology for designing optimal stimulus experiments aimed at robust model discrimination. For estimating the time-varying model response PDF, which results from the nonlinear propagation of the parameter PDF under the ODE dynamics, we suggest using the sigma-point approach. Using the model overlap (expected likelihood) as a robust discrimination criterion to measure dissimilarities between expected model response PDFs, we benchmark the proposed nonlinear design approach against linearization with respect to prediction accuracy and design quality for two nonlinear biological reaction networks. As shown, the sigma-point outperforms the linearization approach in the case of widely distributed parameter sets and/or existing multiple steady states. Since the sigma-point approach scales linearly with the number of model parameter, it can be applied to large systems for robust experimental planning. An implementation of the method in MATLAB/AMPL is available at http://www.uni-magdeburg.de/ivt/svt/person/rf/roed.html. flassig@mpi-magdeburg.mpg.de Supplementary data are are available at Bioinformatics online.
Bayes Factor Covariance Testing in Item Response Models.
Fox, Jean-Paul; Mulder, Joris; Sinharay, Sandip
2017-12-01
Two marginal one-parameter item response theory models are introduced, by integrating out the latent variable or random item parameter. It is shown that both marginal response models are multivariate (probit) models with a compound symmetry covariance structure. Several common hypotheses concerning the underlying covariance structure are evaluated using (fractional) Bayes factor tests. The support for a unidimensional factor (i.e., assumption of local independence) and differential item functioning are evaluated by testing the covariance components. The posterior distribution of common covariance components is obtained in closed form by transforming latent responses with an orthogonal (Helmert) matrix. This posterior distribution is defined as a shifted-inverse-gamma, thereby introducing a default prior and a balanced prior distribution. Based on that, an MCMC algorithm is described to estimate all model parameters and to compute (fractional) Bayes factor tests. Simulation studies are used to show that the (fractional) Bayes factor tests have good properties for testing the underlying covariance structure of binary response data. The method is illustrated with two real data studies.
Influence of grain boundaries on the distribution of components in binary alloys
NASA Astrophysics Data System (ADS)
L'vov, P. E.; Svetukhin, V. V.
2017-12-01
Based on the free-energy density functional method (the Cahn-Hilliard equation), a phenomenological model that describes the influence of grain boundaries on the distribution of components in binary alloys has been developed. The model is built on the assumption of the difference between the interaction parameters of solid solution components in the bulk and at the grain boundary. The difference scheme based on the spectral method is proposed to solve the Cahn-Hilliard equation with interaction parameters depending on coordinates. Depending on the ratio between the interaction parameters in the bulk and at the grain boundary, temperature, and alloy composition, the model can give rise to different types of distribution of a dissolved component, namely, either depletion or enrichment of the grain-boundary area, preferential grainboundary precipitation, competitive precipitation in the bulk and at the grain boundary, etc.
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
Systematics of capture and fusion dynamics in heavy-ion collisions
NASA Astrophysics Data System (ADS)
Wang, Bing; Wen, Kai; Zhao, Wei-Juan; Zhao, En-Guang; Zhou, Shan-Gui
2017-03-01
We perform a systematic study of capture excitation functions by using an empirical coupled-channel (ECC) model. In this model, a barrier distribution is used to take effectively into account the effects of couplings between the relative motion and intrinsic degrees of freedom. The shape of the barrier distribution is of an asymmetric Gaussian form. The effect of neutron transfer channels is also included in the barrier distribution. Based on the interaction potential between the projectile and the target, empirical formulas are proposed to determine the parameters of the barrier distribution. Theoretical estimates for barrier distributions and calculated capture cross sections together with experimental cross sections of 220 reaction systems with 182 ⩽ZPZT ⩽ 1640 are tabulated. The results show that the ECC model together with the empirical formulas for parameters of the barrier distribution work quite well in the energy region around the Coulomb barrier. This ECC model can provide prediction of capture cross sections for the synthesis of superheavy nuclei as well as valuable information on capture and fusion dynamics.
NASA Astrophysics Data System (ADS)
Starn, J. J.; Belitz, K.; Carlson, C.
2017-12-01
Groundwater residence-time distributions (RTDs) are critical for assessing susceptibility of water resources to contamination. This novel approach for estimating regional RTDs was to first simulate groundwater flow using existing regional digital data sets in 13 intermediate size watersheds (each an average of 7,000 square kilometers) that are representative of a wide range of glacial systems. RTDs were simulated with particle tracking. We refer to these models as "general models" because they are based on regional, as opposed to site-specific, digital data. Parametric RTDs were created from particle RTDs by fitting 1- and 2-component Weibull, gamma, and inverse Gaussian distributions, thus reducing a large number of particle travel times to 3 to 7 parameters (shape, location, and scale for each component plus a mixing fraction) for each modeled area. The scale parameter of these distributions is related to the mean exponential age; the shape parameter controls departure from the ideal exponential distribution and is partly a function of interaction with bedrock and with drainage density. Given the flexible shape and mathematical similarity of these distributions, any of them are potentially a good fit to particle RTDs. The 1-component gamma distribution provided a good fit to basin-wide particle RTDs. RTDs at monitoring wells and streams often have more complicated shapes than basin-wide RTDs, caused in part by heterogeneity in the model, and generally require 2-component distributions. A machine learning model was trained on the RTD parameters using features derived from regionally available watershed characteristics such as recharge rate, material thickness, and stream density. RTDs appeared to vary systematically across the landscape in relation to watershed features. This relation was used to produce maps of useful metrics with respect to risk-based thresholds, such as the time to first exceedance, time to maximum concentration, time above the threshold (exposure time), and the time until last exceedance; thus, the parameters of groundwater residence time are measures of the intrinsic susceptibility of groundwater to contamination.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jiang, Huaiguang
This work proposes an approach for distribution system load forecasting, which aims to provide highly accurate short-term load forecasting with high resolution utilizing a support vector regression (SVR) based forecaster and a two-step hybrid parameters optimization method. Specifically, because the load profiles in distribution systems contain abrupt deviations, a data normalization is designed as the pretreatment for the collected historical load data. Then an SVR model is trained by the load data to forecast the future load. For better performance of SVR, a two-step hybrid optimization algorithm is proposed to determine the best parameters. In the first step of themore » hybrid optimization algorithm, a designed grid traverse algorithm (GTA) is used to narrow the parameters searching area from a global to local space. In the second step, based on the result of the GTA, particle swarm optimization (PSO) is used to determine the best parameters in the local parameter space. After the best parameters are determined, the SVR model is used to forecast the short-term load deviation in the distribution system.« less
A physically based catchment partitioning method for hydrological analysis
NASA Astrophysics Data System (ADS)
Menduni, Giovanni; Riboni, Vittoria
2000-07-01
We propose a partitioning method for the topographic surface, which is particularly suitable for hydrological distributed modelling and shallow-landslide distributed modelling. The model provides variable mesh size and appears to be a natural evolution of contour-based digital terrain models. The proposed method allows the drainage network to be derived from the contour lines. The single channels are calculated via a search for the steepest downslope lines. Then, for each network node, the contributing area is determined by means of a search for both steepest upslope and downslope lines. This leads to the basin being partitioned into physically based finite elements delimited by irregular polygons. In particular, the distributed computation of local geomorphological parameters (i.e. aspect, average slope and elevation, main stream length, concentration time, etc.) can be performed easily for each single element. The contributing area system, together with the information on the distribution of geomorphological parameters provide a useful tool for distributed hydrological modelling and simulation of environmental processes such as erosion, sediment transport and shallow landslides.
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...
Measuring Dark Matter With MilkyWay@home
NASA Astrophysics Data System (ADS)
Shelton, Siddhartha; Newberg, Heidi Jo; Arsenault, Matthew; Bauer, Jacob; Desell, Travis; Judd, Roland; Magdon-Ismail, Malik; Newby, Matthew; Rice, Colin; Thompson, Jeffrey; Ulin, Steve; Weiss, Jake; Widrow, Larry
2016-01-01
We perform N-body simulations of two component dwarf galaxies (dark matter and stars follow separate distributions) falling into the Milky Way and the forming of tidal streams. Using MilkyWay@home we optimize the parameters of the progenitor dwarf galaxy and the orbital time to fit the simulated distribution of stars along the tidal stream to the observed distribution of stars. Our initial dwarf galaxy models are constructed with two separate Plummer profiles (one for the dark matter and one for the baryonic matter), sampled using a generalized distribution function for spherically symmetric systems. We perform rigorous testing to ensure that our simulated galaxies are in virial equilibrium, and stable over a simulation time. The N-body simulations are performed using a Barnes-Hut Tree algorithm. Optimization traverses the likelihood surface from our six model parameters using particle swarm and differential evolution methods. We have generated simulated data with known model parameters that are similar to those of the Orphan Stream. We show that we are able to recover a majority of our model parameters, and most importantly the mass-to-light ratio of the now disrupted progenitor galaxy, using MilkyWay@home. This research is supported by generous gifts from the Marvin Clan, Babette Josephs, Manit Limlamai, and the MilkyWay@home volunteers.
Matschek, Janine; Bullinger, Eric; von Haeseler, Friedrich; Skalej, Martin; Findeisen, Rolf
2017-02-01
Radiofrequency ablation is a valuable tool in the treatment of many diseases, especially cancer. However, controlled heating up to apoptosis of the desired target tissue in complex situations, e.g. in the spine, is challenging and requires experienced interventionalists. For such challenging situations a mathematical model of radiofrequency ablation allows to understand, improve and optimise the outcome of the medical therapy. The main contribution of this work is the derivation of a tailored, yet expandable mathematical model, for the simulation, analysis, planning and control of radiofrequency ablation in complex situations. The dynamic model consists of partial differential equations that describe the potential and temperature distribution during intervention. To account for multipolar operation, time-dependent boundary conditions are introduced. Spatially distributed parameters, like tissue conductivity and blood perfusion, allow to describe the complex 3D environment representing diverse involved tissue types in the spine. To identify the key parameters affecting the prediction quality of the model, the influence of the parameters on the temperature distribution is investigated via a sensitivity analysis. Simulations underpin the quality of the derived model and the analysis approach. The proposed modelling and analysis schemes set the basis for intervention planning, state- and parameter estimation, and control. Copyright © 2016. Published by Elsevier Inc.
NASA Astrophysics Data System (ADS)
Kamal Chowdhury, AFM; Lockart, Natalie; Willgoose, Garry; Kuczera, George; Kiem, Anthony; Parana Manage, Nadeeka
2016-04-01
Stochastic simulation of rainfall is often required in the simulation of streamflow and reservoir levels for water security assessment. As reservoir water levels generally vary on monthly to multi-year timescales, it is important that these rainfall series accurately simulate the multi-year variability. However, the underestimation of multi-year variability is a well-known issue in daily rainfall simulation. Focusing on this issue, we developed a hierarchical Markov Chain (MC) model in a traditional two-part MC-Gamma Distribution modelling structure, but with a new parameterization technique. We used two parameters of first-order MC process (transition probabilities of wet-to-wet and dry-to-dry days) to simulate the wet and dry days, and two parameters of Gamma distribution (mean and standard deviation of wet day rainfall) to simulate wet day rainfall depths. We found that use of deterministic Gamma parameter values results in underestimation of multi-year variability of rainfall depths. Therefore, we calculated the Gamma parameters for each month of each year from the observed data. Then, for each month, we fitted a multi-variate normal distribution to the calculated Gamma parameter values. In the model, we stochastically sampled these two Gamma parameters from the multi-variate normal distribution for each month of each year and used them to generate rainfall depth in wet days using the Gamma distribution. In another study, Mehrotra and Sharma (2007) proposed a semi-parametric Markov model. They also used a first-order MC process for rainfall occurrence simulation. But, the MC parameters were modified by using an additional factor to incorporate the multi-year variability. Generally, the additional factor is analytically derived from the rainfall over a pre-specified past periods (e.g. last 30, 180, or 360 days). They used a non-parametric kernel density process to simulate the wet day rainfall depths. In this study, we have compared the performance of our hierarchical MC model with the semi-parametric model in preserving rainfall variability in daily, monthly, and multi-year scales. To calibrate the parameters of both models and assess their ability to preserve observed statistics, we have used ground based data from 15 raingauge stations around Australia, which consist a wide range of climate zones including coastal, monsoonal, and arid climate characteristics. In preliminary results, both models show comparative performances in preserving the multi-year variability of rainfall depth and occurrence. However, the semi-parametric model shows a tendency of overestimating the mean rainfall depth, while our model shows a tendency of overestimating the number of wet days. We will discuss further the relative merits of the both models for hydrology simulation in the presentation.
Herrmann, Frank; Baghdadi, Nicolas; Blaschek, Michael; Deidda, Roberto; Duttmann, Rainer; La Jeunesse, Isabelle; Sellami, Haykel; Vereecken, Harry; Wendland, Frank
2016-02-01
We used observed climate data, an ensemble of four GCM-RCM combinations (global and regional climate models) and the water balance model mGROWA to estimate present and future groundwater recharge for the intensively-used Thau lagoon catchment in southern France. In addition to a highly resolved soil map, soil moisture distributions obtained from SAR-images (Synthetic Aperture Radar) were used to derive the spatial distribution of soil parameters covering the full simulation domain. Doing so helped us to assess the impact of different soil parameter sources on the modelled groundwater recharge levels. Groundwater recharge was simulated in monthly time steps using the ensemble approach and analysed in its spatial and temporal variability. The soil parameters originating from both sources led to very similar groundwater recharge rates, proving that soil parameters derived from SAR images may replace traditionally used soil maps in regions where soil maps are sparse or missing. Additionally, we showed that the variance in different GCM-RCMs influences the projected magnitude of future groundwater recharge change significantly more than the variance in the soil parameter distributions derived from the two different sources. For the period between 1950 and 2100, climate change impacts based on the climate model ensemble indicated that overall groundwater recharge will possibly show a low to moderate decrease in the Thau catchment. However, as no clear trend resulted from the ensemble simulations, reliable recommendations for adapting the regional groundwater management to changed available groundwater volumes could not be derived. Copyright © 2015 Elsevier B.V. All rights reserved.
Jiang, Huaiguang; Zhang, Yingchen; Muljadi, Eduard; ...
2016-01-01
This paper proposes an approach for distribution system load forecasting, which aims to provide highly accurate short-term load forecasting with high resolution utilizing a support vector regression (SVR) based forecaster and a two-step hybrid parameters optimization method. Specifically, because the load profiles in distribution systems contain abrupt deviations, a data normalization is designed as the pretreatment for the collected historical load data. Then an SVR model is trained by the load data to forecast the future load. For better performance of SVR, a two-step hybrid optimization algorithm is proposed to determine the best parameters. In the first step of themore » hybrid optimization algorithm, a designed grid traverse algorithm (GTA) is used to narrow the parameters searching area from a global to local space. In the second step, based on the result of the GTA, particle swarm optimization (PSO) is used to determine the best parameters in the local parameter space. After the best parameters are determined, the SVR model is used to forecast the short-term load deviation in the distribution system. The performance of the proposed approach is compared to some classic methods in later sections of the paper.« less
Universal inverse power-law distribution for temperature and rainfall in the UK region
NASA Astrophysics Data System (ADS)
Selvam, A. M.
2014-06-01
Meteorological parameters, such as temperature, rainfall, pressure, etc., exhibit selfsimilar space-time fractal fluctuations generic to dynamical systems in nature such as fluid flows, spread of forest fires, earthquakes, etc. The power spectra of fractal fluctuations display inverse power-law form signifying long-range correlations. A general systems theory model predicts universal inverse power-law form incorporating the golden mean for the fractal fluctuations. The model predicted distribution was compared with observed distribution of fractal fluctuations of all size scales (small, large and extreme values) in the historic month-wise temperature (maximum and minimum) and total rainfall for the four stations Oxford, Armagh, Durham and Stornoway in the UK region, for data periods ranging from 92 years to 160 years. For each parameter, the two cumulative probability distributions, namely cmax and cmin starting from respectively maximum and minimum data value were used. The results of the study show that (i) temperature distributions (maximum and minimum) follow model predicted distribution except for Stornowy, minimum temperature cmin. (ii) Rainfall distribution for cmin follow model predicted distribution for all the four stations. (iii) Rainfall distribution for cmax follows model predicted distribution for the two stations Armagh and Stornoway. The present study suggests that fractal fluctuations result from the superimposition of eddy continuum fluctuations.
The Effect of Nondeterministic Parameters on Shock-Associated Noise Prediction Modeling
NASA Technical Reports Server (NTRS)
Dahl, Milo D.; Khavaran, Abbas
2010-01-01
Engineering applications for aircraft noise prediction contain models for physical phenomenon that enable solutions to be computed quickly. These models contain parameters that have an uncertainty not accounted for in the solution. To include uncertainty in the solution, nondeterministic computational methods are applied. Using prediction models for supersonic jet broadband shock-associated noise, fixed model parameters are replaced by probability distributions to illustrate one of these methods. The results show the impact of using nondeterministic parameters both on estimating the model output uncertainty and on the model spectral level prediction. In addition, a global sensitivity analysis is used to determine the influence of the model parameters on the output, and to identify the parameters with the least influence on model output.
Interpretation of environmental tracers in groundwater systems with stagnant water zones.
Maloszewski, Piotr; Stichler, Willibald; Zuber, Andrzej
2004-03-01
Lumped-parameter models are commonly applied for determining the age of water from time records of transient environmental tracers. The simplest models (e.g. piston flow or exponential) are also applicable for dating based on the decay or accumulation of tracers in groundwater systems. The models are based on the assumption that the transit time distribution function (exit age distribution function) of the tracer particles in the investigated system adequately represents the distribution of flow lines and is described by a simple function. A chosen or fitted function (called the response function) describes the transit time distribution of a tracer which would be observed at the output (discharge area, spring, stream, or pumping wells) in the case of an instantaneous injection at the entrance (recharge area). Due to large space and time scales, response functions are not measurable in groundwater systems, therefore, functions known from other fields of science, mainly from chemical engineering, are usually used. The type of response function and the values of its parameters define the lumped-parameter model of a system. The main parameter is the mean transit time of tracer through the system, which under favourable conditions may represent the mean age of mobile water. The parameters of the model are found by fitting calculated concentrations to the experimental records of concentrations measured at the outlet. The mean transit time of tracer (often called the tracer age), whether equal to the mean age of water or not, serves in adequate combinations with other data for determining other useful parameters, e.g. the recharge rate or the content of water in the system. The transit time distribution and its mean value serve for confirmation or determination of the conceptual model of the system and/or estimation of its potential vulnerability to anthropogenic pollution. In the interpretation of environmental tracer data with the aid of the lumped-parameter models, the influence of diffusion exchange between mobile water and stagnant or quasi-stagnant water is seldom considered, though it leads to large differences between tracer and water ages. Therefore, the article is focused on the transit time distribution functions of the most common lumped-parameter models, particularly those applicable for the interpretation of environmental tracer data in double-porosity aquifers, or aquifers in which aquitard diffusion may play an important role. A case study is recalled for a confined aquifer in which the diffusion exchange with aquitard most probably strongly influenced the transport of environmental tracers. Another case study presented is related to the interpretation of environmental tracer data obtained from lysimeters installed in the unsaturated zone with a fraction of stagnant water.
Schmidt, Philip J; Pintar, Katarina D M; Fazil, Aamir M; Topp, Edward
2013-09-01
Dose-response models are the essential link between exposure assessment and computed risk values in quantitative microbial risk assessment, yet the uncertainty that is inherent to computed risks because the dose-response model parameters are estimated using limited epidemiological data is rarely quantified. Second-order risk characterization approaches incorporating uncertainty in dose-response model parameters can provide more complete information to decisionmakers by separating variability and uncertainty to quantify the uncertainty in computed risks. Therefore, the objective of this work is to develop procedures to sample from posterior distributions describing uncertainty in the parameters of exponential and beta-Poisson dose-response models using Bayes's theorem and Markov Chain Monte Carlo (in OpenBUGS). The theoretical origins of the beta-Poisson dose-response model are used to identify a decomposed version of the model that enables Bayesian analysis without the need to evaluate Kummer confluent hypergeometric functions. Herein, it is also established that the beta distribution in the beta-Poisson dose-response model cannot address variation among individual pathogens, criteria to validate use of the conventional approximation to the beta-Poisson model are proposed, and simple algorithms to evaluate actual beta-Poisson probabilities of infection are investigated. The developed MCMC procedures are applied to analysis of a case study data set, and it is demonstrated that an important region of the posterior distribution of the beta-Poisson dose-response model parameters is attributable to the absence of low-dose data. This region includes beta-Poisson models for which the conventional approximation is especially invalid and in which many beta distributions have an extreme shape with questionable plausibility. © Her Majesty the Queen in Right of Canada 2013. Reproduced with the permission of the Minister of the Public Health Agency of Canada.
Modelling topographic potential for erosion and deposition using GIS
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...
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…
NASA Astrophysics Data System (ADS)
Li, J.
2017-12-01
Large-watershed flood simulation and forecasting is very important for a distributed hydrological model in the application. There are some challenges including the model's spatial resolution effect, model performance and accuracy and so on. To cope with the challenge of the model's spatial resolution effect, different model resolution including 1000m*1000m, 600m*600m, 500m*500m, 400m*400m, 200m*200m were used to build the distributed hydrological model—Liuxihe model respectively. The purpose is to find which one is the best resolution for Liuxihe model in Large-watershed flood simulation and forecasting. This study sets up a physically based distributed hydrological model for flood forecasting of the Liujiang River basin in south China. Terrain data digital elevation model (DEM), soil type and land use type are downloaded from the website freely. The model parameters are optimized by using an improved Particle Swarm Optimization(PSO) algorithm; And parameter optimization could reduce the parameter uncertainty that exists for physically deriving model parameters. The different model resolution (200m*200m—1000m*1000m ) are proposed for modeling the Liujiang River basin flood with the Liuxihe model in this study. The best model's spatial resolution effect for flood simulation and forecasting is 200m*200m.And with the model's spatial resolution reduction, the model performance and accuracy also become worse and worse. When the model resolution is 1000m*1000m, the flood simulation and forecasting result is the worst, also the river channel divided based on this resolution is differs from the actual one. To keep the model with an acceptable performance, minimum model spatial resolution is needed. The suggested threshold model spatial resolution for modeling the Liujiang River basin flood is a 500m*500m grid cell, but the model spatial resolution with a 200m*200m grid cell is recommended in this study to keep the model at a best performance.
NASA Astrophysics Data System (ADS)
Klaas, D. K. S. Y.; Imteaz, M. A.; Sudiayem, I.; Klaas, E. M. E.; Klaas, E. C. M.
2017-10-01
In groundwater modelling, robust parameterisation of sub-surface parameters is crucial towards obtaining an agreeable model performance. Pilot point is an alternative in parameterisation step to correctly configure the distribution of parameters into a model. However, the methodology given by the current studies are considered less practical to be applied on real catchment conditions. In this study, a practical approach of using geometric features of pilot point and distribution of hydraulic gradient over the catchment area is proposed to efficiently configure pilot point distribution in the calibration step of a groundwater model. A development of new pilot point distribution, Head Zonation-based (HZB) technique, which is based on the hydraulic gradient distribution of groundwater flow, is presented. Seven models of seven zone ratios (1, 5, 10, 15, 20, 25 and 30) using HZB technique were constructed on an eogenetic karst catchment in Rote Island, Indonesia and their performances were assessed. This study also concludes some insights into the trade-off between restricting and maximising the number of pilot points and offers a new methodology for selecting pilot point properties and distribution method in the development of a physically-based groundwater model.
Fisher information and Cramér-Rao lower bound for experimental design in parallel imaging.
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.
Automatic Determination of the Conic Coronal Mass Ejection Model Parameters
NASA Technical Reports Server (NTRS)
Pulkkinen, A.; Oates, T.; Taktakishvili, A.
2009-01-01
Characterization of the three-dimensional structure of solar transients using incomplete plane of sky data is a difficult problem whose solutions have potential for societal benefit in terms of space weather applications. In this paper transients are characterized in three dimensions by means of conic coronal mass ejection (CME) approximation. A novel method for the automatic determination of cone model parameters from observed halo CMEs is introduced. The method uses both standard image processing techniques to extract the CME mass from white-light coronagraph images and a novel inversion routine providing the final cone parameters. A bootstrap technique is used to provide model parameter distributions. When combined with heliospheric modeling, the cone model parameter distributions will provide direct means for ensemble predictions of transient propagation in the heliosphere. An initial validation of the automatic method is carried by comparison to manually determined cone model parameters. It is shown using 14 halo CME events that there is reasonable agreement, especially between the heliocentric locations of the cones derived with the two methods. It is argued that both the heliocentric locations and the opening half-angles of the automatically determined cones may be more realistic than those obtained from the manual analysis
NASA Astrophysics Data System (ADS)
Mascaro, Giuseppe
2018-04-01
This study uses daily rainfall records of a dense network of 240 gauges in central Arizona to gain insights on (i) the variability of the seasonal distributions of rainfall extremes; (ii) how the seasonal distributions affect the shape of the annual distribution; and (iii) the presence of spatial patterns and orographic control for these distributions. For this aim, recent methodological advancements in peak-over-threshold analysis and application of the Generalized Pareto Distribution (GPD) were used to assess the suitability of the GPD hypothesis and improve the estimation of its parameters, while limiting the effect of short sample sizes. The distribution of daily rainfall extremes was found to be heavy-tailed (i.e., GPD shape parameter ξ > 0) during the summer season, dominated by convective monsoonal thunderstorms. The exponential distribution (a special case of GPD with ξ = 0) was instead showed to be appropriate for modeling wintertime daily rainfall extremes, mainly caused by cold fronts transported by westerly flow. The annual distribution exhibited a mixed behavior, with lighter upper tails than those found in summer. A hybrid model mixing the two seasonal distributions was demonstrated capable of reproducing the annual distribution. Organized spatial patterns, mainly controlled by elevation, were observed for the GPD scale parameter, while ξ did not show any clear control of location or orography. The quantiles returned by the GPD were found to be very similar to those provided by the National Oceanic and Atmospheric Administration (NOAA) Atlas 14, which used the Generalized Extreme Value (GEV) distribution. Results of this work are useful to improve statistical modeling of daily rainfall extremes at high spatial resolution and provide diagnostic tools for assessing the ability of climate models to simulate extreme events.
Rigorous Results for the Distribution of Money on Connected Graphs
NASA Astrophysics Data System (ADS)
Lanchier, Nicolas; Reed, Stephanie
2018-05-01
This paper is concerned with general spatially explicit versions of three stochastic models for the dynamics of money that have been introduced and studied numerically by statistical physicists: the uniform reshuffling model, the immediate exchange model and the model with saving propensity. All three models consist of systems of economical agents that consecutively engage in pairwise monetary transactions. Computer simulations performed in the physics literature suggest that, when the number of agents and the average amount of money per agent are large, the limiting distribution of money as time goes to infinity approaches the exponential distribution for the first model, the gamma distribution with shape parameter two for the second model and a distribution similar but not exactly equal to a gamma distribution whose shape parameter depends on the saving propensity for the third model. The main objective of this paper is to give rigorous proofs of these conjectures and also extend these conjectures to generalizations of the first two models and a variant of the third model that include local rather than global interactions, i.e., instead of choosing the two interacting agents uniformly at random from the system, the agents are located on the vertex set of a general connected graph and can only interact with their neighbors.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mestrovic, Ante; Clark, Brenda G.; Department of Medical Physics, British Columbia Cancer Agency, Vancouver, British Columbia
2005-11-01
Purpose: To develop a method of predicting the values of dose distribution parameters of different radiosurgery techniques for treatment of arteriovenous malformation (AVM) based on internal geometric parameters. Methods and Materials: For each of 18 previously treated AVM patients, four treatment plans were created: circular collimator arcs, dynamic conformal arcs, fixed conformal fields, and intensity-modulated radiosurgery. An algorithm was developed to characterize the target and critical structure shape complexity and the position of the critical structures with respect to the target. Multiple regression was employed to establish the correlation between the internal geometric parameters and the dose distribution for differentmore » treatment techniques. The results from the model were applied to predict the dosimetric outcomes of different radiosurgery techniques and select the optimal radiosurgery technique for a number of AVM patients. Results: Several internal geometric parameters showing statistically significant correlation (p < 0.05) with the treatment planning results for each technique were identified. The target volume and the average minimum distance between the target and the critical structures were the most effective predictors for normal tissue dose distribution. The structure overlap volume with the target and the mean distance between the target and the critical structure were the most effective predictors for critical structure dose distribution. The predicted values of dose distribution parameters of different radiosurgery techniques were in close agreement with the original data. Conclusions: A statistical model has been described that successfully predicts the values of dose distribution parameters of different radiosurgery techniques and may be used to predetermine the optimal technique on a patient-to-patient basis.« less
Distribution-centric 3-parameter thermodynamic models of partition gas chromatography.
Blumberg, Leonid M
2017-03-31
If both parameters (the entropy, ΔS, and the enthalpy, ΔH) of the classic van't Hoff model of dependence of distribution coefficients (K) of analytes on temperature (T) are treated as the temperature-independent constants then the accuracy of the model is known to be insufficient for the needed accuracy of retention time prediction. A more accurate 3-parameter Clarke-Glew model offers a way to treat ΔS and ΔH as functions, ΔS(T) and ΔH(T), of T. A known T-centric construction of these functions is based on relating them to the reference values (ΔS ref and ΔH ref ) corresponding to a predetermined reference temperature (T ref ). Choosing a single T ref for all analytes in a complex sample or in a large database might lead to practically irrelevant values of ΔS ref and ΔH ref for those analytes that have too small or too large retention factors at T ref . Breaking all analytes in several subsets each with its own T ref leads to discontinuities in the analyte parameters. These problems are avoided in the K-centric modeling where ΔS(T) and ΔS(T) and other analyte parameters are described in relation to their values corresponding to a predetermined reference distribution coefficient (K Ref ) - the same for all analytes. In this report, the mathematics of the K-centric modeling are described and the properties of several types of K-centric parameters are discussed. It has been shown that the earlier introduced characteristic parameters of the analyte-column interaction (the characteristic temperature, T char , and the characteristic thermal constant, θ char ) are a special chromatographically convenient case of the K-centric parameters. Transformations of T-centric parameters into K-centric ones and vice-versa as well as the transformations of one set of K-centric parameters into another set and vice-versa are described. Copyright © 2017 Elsevier B.V. All rights reserved.
A Comparative Study of Distribution System Parameter Estimation Methods
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sun, Yannan; Williams, Tess L.; Gourisetti, Sri Nikhil Gup
2016-07-17
In this paper, we compare two parameter estimation methods for distribution systems: residual sensitivity analysis and state-vector augmentation with a Kalman filter. These two methods were originally proposed for transmission systems, and are still the most commonly used methods for parameter estimation. Distribution systems have much lower measurement redundancy than transmission systems. Therefore, estimating parameters is much more difficult. To increase the robustness of parameter estimation, the two methods are applied with combined measurement snapshots (measurement sets taken at different points in time), so that the redundancy for computing the parameter values is increased. The advantages and disadvantages of bothmore » methods are discussed. The results of this paper show that state-vector augmentation is a better approach for parameter estimation in distribution systems. Simulation studies are done on a modified version of IEEE 13-Node Test Feeder with varying levels of measurement noise and non-zero error in the other system model parameters.« less
Foglia, L.; Hill, Mary C.; Mehl, Steffen W.; Burlando, P.
2009-01-01
We evaluate the utility of three interrelated means of using data to calibrate the fully distributed rainfall‐runoff model TOPKAPI as applied to the Maggia Valley drainage area in Switzerland. The use of error‐based weighting of observation and prior information data, local sensitivity analysis, and single‐objective function nonlinear regression provides quantitative evaluation of sensitivity of the 35 model parameters to the data, identification of data types most important to the calibration, and identification of correlations among parameters that contribute to nonuniqueness. Sensitivity analysis required only 71 model runs, and regression required about 50 model runs. The approach presented appears to be ideal for evaluation of models with long run times or as a preliminary step to more computationally demanding methods. The statistics used include composite scaled sensitivities, parameter correlation coefficients, leverage, Cook's D, and DFBETAS. Tests suggest predictive ability of the calibrated model typical of hydrologic models.
Schuck, P
2000-03-01
A new method for the size-distribution analysis of polymers by sedimentation velocity analytical ultracentrifugation is described. It exploits the ability of Lamm equation modeling to discriminate between the spreading of the sedimentation boundary arising from sample heterogeneity and from diffusion. Finite element solutions of the Lamm equation for a large number of discrete noninteracting species are combined with maximum entropy regularization to represent a continuous size-distribution. As in the program CONTIN, the parameter governing the regularization constraint is adjusted by variance analysis to a predefined confidence level. Estimates of the partial specific volume and the frictional ratio of the macromolecules are used to calculate the diffusion coefficients, resulting in relatively high-resolution sedimentation coefficient distributions c(s) or molar mass distributions c(M). It can be applied to interference optical data that exhibit systematic noise components, and it does not require solution or solvent plateaus to be established. More details on the size-distribution can be obtained than from van Holde-Weischet analysis. The sensitivity to the values of the regularization parameter and to the shape parameters is explored with the help of simulated sedimentation data of discrete and continuous model size distributions, and by applications to experimental data of continuous and discrete protein mixtures.
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…
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…
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.
Comparison of distributed reacceleration and leaky-box models of cosmic-ray abundances (Z = 3-28)
NASA Technical Reports Server (NTRS)
Letaw, John R.; Silberberg, Rein; Tsao, C. H.
1993-01-01
A large collection of elemental and isotopic cosmic-ray data has been analyzed using the leaky-box transport model with and without reacceleration in the interstellar medium. Abundances of isotopes and elements with charges Z = 3-28 and energies E = 10 MeV/nucleon-1 TeV/nucleon were explored. Our results demonstrate that reacceleration models make detailed and accurate predictions with the same number of parameters or fewer as standard leaky-box models. Ad hoc fitting parameters in the standard model are replaced by astrophysically significant reacceleration parameters. Distributed reacceleration models explain the peak in secondary-to-primary ratios around 1 GeV/nucleon. They diminish the discrepancy between rigidity-dependent leakage and energy-independent anisotropy. They also offer the possibility of understanding isotopic anomalies at low energy.
NASA Technical Reports Server (NTRS)
Rosero, Enrique; Yang, Zong-Liang; Wagener, Thorsten; Gulden, Lindsey E.; Yatheendradas, Soni; Niu, Guo-Yue
2009-01-01
We use sensitivity analysis to identify the parameters that are most responsible for shaping land surface model (LSM) simulations and to understand the complex interactions in three versions of the Noah LSM: the standard version (STD), a version enhanced with a simple groundwater module (GW), and version augmented by a dynamic phenology module (DV). We use warm season, high-frequency, near-surface states and turbulent fluxes collected over nine sites in the US Southern Great Plains. We quantify changes in the pattern of sensitive parameters, the amount and nature of the interaction between parameters, and the covariance structure of the distribution of behavioral parameter sets. Using Sobol s total and first-order sensitivity indexes, we show that very few parameters directly control the variance of the model output. Significant parameter interaction occurs so that not only the optimal parameter values differ between models, but the relationships between parameters change. GW decreases parameter interaction and appears to improve model realism, especially at wetter sites. DV increases parameter interaction and decreases identifiability, implying it is overparameterized and/or underconstrained. A case study at a wet site shows GW has two functional modes: one that mimics STD and a second in which GW improves model function by decoupling direct evaporation and baseflow. Unsupervised classification of the posterior distributions of behavioral parameter sets cannot group similar sites based solely on soil or vegetation type, helping to explain why transferability between sites and models is not straightforward. This evidence suggests a priori assignment of parameters should also consider climatic differences.
NASA Astrophysics Data System (ADS)
Li, Jiangtao; Zhao, Zheng; Li, Longjie; He, Jiaxin; Li, Chenjie; Wang, Yifeng; Su, Can
2017-09-01
A transmission line transformer has potential advantages for nanosecond pulse generation including excellent frequency response and no leakage inductance. The wave propagation process in a secondary mode line is indispensable due to an obvious inside transient electromagnetic transition in this scenario. The equivalent model of the transmission line transformer is crucial for predicting the output waveform and evaluating the effects of magnetic cores on output performance. However, traditional lumped parameter models are not sufficient for nanosecond pulse generation due to the natural neglect of wave propagations in secondary mode lines based on a lumped parameter assumption. In this paper, a distributed parameter model of transmission line transformer was established to investigate wave propagation in the secondary mode line and its influential factors through theoretical analysis and experimental verification. The wave propagation discontinuity in the secondary mode line induced by magnetic cores is emphasized. Characteristics of the magnetic core under a nanosecond pulse were obtained by experiments. Distribution and formation of the secondary mode current were determined for revealing essential wave propagation processes in secondary mode lines. The output waveform and efficiency were found to be affected dramatically by wave propagation discontinuity in secondary mode lines induced by magnetic cores. The proposed distributed parameter model was proved more suitable for nanosecond pulse generation in aspects of secondary mode current, output efficiency, and output waveform. In depth, comprehension of underlying mechanisms and a broader view of the working principle of the transmission line transformer for nanosecond pulse generation can be obtained through this research.
Li, Jiangtao; Zhao, Zheng; Li, Longjie; He, Jiaxin; Li, Chenjie; Wang, Yifeng; Su, Can
2017-09-01
A transmission line transformer has potential advantages for nanosecond pulse generation including excellent frequency response and no leakage inductance. The wave propagation process in a secondary mode line is indispensable due to an obvious inside transient electromagnetic transition in this scenario. The equivalent model of the transmission line transformer is crucial for predicting the output waveform and evaluating the effects of magnetic cores on output performance. However, traditional lumped parameter models are not sufficient for nanosecond pulse generation due to the natural neglect of wave propagations in secondary mode lines based on a lumped parameter assumption. In this paper, a distributed parameter model of transmission line transformer was established to investigate wave propagation in the secondary mode line and its influential factors through theoretical analysis and experimental verification. The wave propagation discontinuity in the secondary mode line induced by magnetic cores is emphasized. Characteristics of the magnetic core under a nanosecond pulse were obtained by experiments. Distribution and formation of the secondary mode current were determined for revealing essential wave propagation processes in secondary mode lines. The output waveform and efficiency were found to be affected dramatically by wave propagation discontinuity in secondary mode lines induced by magnetic cores. The proposed distributed parameter model was proved more suitable for nanosecond pulse generation in aspects of secondary mode current, output efficiency, and output waveform. In depth, comprehension of underlying mechanisms and a broader view of the working principle of the transmission line transformer for nanosecond pulse generation can be obtained through this research.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Qin, N; Shen, C; Tian, Z
Purpose: Monte Carlo (MC) simulation is typically regarded as the most accurate dose calculation method for proton therapy. Yet for real clinical cases, the overall accuracy also depends on that of the MC beam model. Commissioning a beam model to faithfully represent a real beam requires finely tuning a set of model parameters, which could be tedious given the large number of pencil beams to commmission. This abstract reports an automatic beam-model commissioning method for pencil-beam scanning proton therapy via an optimization approach. Methods: We modeled a real pencil beam with energy and spatial spread following Gaussian distributions. Mean energy,more » and energy and spatial spread are model parameters. To commission against a real beam, we first performed MC simulations to calculate dose distributions of a set of ideal (monoenergetic, zero-size) pencil beams. Dose distribution for a real pencil beam is hence linear superposition of doses for those ideal pencil beams with weights in the Gaussian form. We formulated the commissioning task as an optimization problem, such that the calculated central axis depth dose and lateral profiles at several depths match corresponding measurements. An iterative algorithm combining conjugate gradient method and parameter fitting was employed to solve the optimization problem. We validated our method in simulation studies. Results: We calculated dose distributions for three real pencil beams with nominal energies 83, 147 and 199 MeV using realistic beam parameters. These data were regarded as measurements and used for commission. After commissioning, average difference in energy and beam spread between determined values and ground truth were 4.6% and 0.2%. With the commissioned model, we recomputed dose. Mean dose differences from measurements were 0.64%, 0.20% and 0.25%. Conclusion: The developed automatic MC beam-model commissioning method for pencil-beam scanning proton therapy can determine beam model parameters with satisfactory accuracy.« less
Minsley, Burke J.
2011-01-01
A meaningful interpretation of geophysical measurements requires an assessment of the space of models that are consistent with the data, rather than just a single, ‘best’ model which does not convey information about parameter uncertainty. For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequencydomain electromagnetic (FDEM) data acquired from airborne or ground-based systems. By sampling the distribution of models that are consistent with measured data and any prior knowledge, valuable inferences can be made about parameter values such as the likely depth to an interface, the distribution of possible resistivity values as a function of depth and non-unique relationships between parameters. The trans-dimensional aspect of the algorithm allows the number of layers to be a free parameter that is controlled by the data, where models with fewer layers are inherently favoured, which provides a natural measure of parsimony and a significant degree of flexibility in parametrization. The MCMC algorithm is used with synthetic examples to illustrate how the distribution of acceptable models is affected by the choice of prior information, the system geometry and configuration and the uncertainty in the measured system elevation. An airborne FDEM data set that was acquired for the purpose of hydrogeological characterization is also studied. The results compare favorably with traditional least-squares analysis, borehole resistivity and lithology logs from the site, and also provide new information about parameter uncertainty necessary for model assessment.
Schürmann, Tim; Beckerle, Philipp; Preller, Julia; Vogt, Joachim; Christ, Oliver
2016-12-19
In product development for lower limb prosthetic devices, a set of special criteria needs to be met. Prosthetic devices have a direct impact on the rehabilitation process after an amputation with both perceived technological and psychological aspects playing an important role. However, available psychometric questionnaires fail to consider the important links between these two dimensions. In this article a probabilistic latent trait model is proposed with seven technical and psychological factors which measure satisfaction with the prosthesis. The results of a first study are used to determine the basic parameters of the statistical model. These distributions represent hypotheses about factor loadings between manifest items and latent factors of the proposed psychometric questionnaire. A study was conducted and analyzed to form hypotheses for the prior distributions of the questionnaire's measurement model. An expert agreement study conducted on 22 experts was used to determine the prior distribution of item-factor loadings in the model. Model parameters that had to be specified as part of the measurement model were informed prior distributions on the item-factor loadings. For the current 70 items in the questionnaire, each factor loading was set to represent the certainty with which experts had assigned the items to their respective factors. Considering only the measurement model and not the structural model of the questionnaire, 70 out of 217 informed prior distributions on parameters were set. The use of preliminary studies to set prior distributions in latent trait models, while being a relatively new approach in psychological research, provides helpful information towards the design of a seven factor questionnaire that means to identify relations between technical and psychological factors in prosthetic product design and rehabilitation medicine.
Population Synthesis of Radio & Gamma-Ray Millisecond Pulsars
NASA Astrophysics Data System (ADS)
Frederick, Sara; Gonthier, P. L.; Harding, A. K.
2014-01-01
In recent years, the number of known gamma-ray millisecond pulsars (MSPs) in the Galactic disk has risen substantially thanks to confirmed detections by Fermi Gamma-ray Space Telescope (Fermi). We have developed a new population synthesis of gamma-ray and radio MSPs in the galaxy which uses Markov Chain Monte Carlo techniques to explore the large and small worlds of the model parameter space and allows for comparisons of the simulated and detected MSP distributions. The simulation employs empirical radio and gamma-ray luminosity models that are dependent upon the pulsar period and period derivative with freely varying exponents. Parameters associated with the birth distributions are also free to vary. The computer code adjusts the magnitudes of the model luminosities to reproduce the number of MSPs detected by a group of ten radio surveys, thus normalizing the simulation and predicting the MSP birth rates in the Galaxy. Computing many Markov chains leads to preferred sets of model parameters that are further explored through two statistical methods. Marginalized plots define confidence regions in the model parameter space using maximum likelihood methods. A secondary set of confidence regions is determined in parallel using Kuiper statistics calculated from comparisons of cumulative distributions. These two techniques provide feedback to affirm the results and to check for consistency. Radio flux and dispersion measure constraints have been imposed on the simulated gamma-ray distributions in order to reproduce realistic detection conditions. The simulated and detected distributions agree well for both sets of radio and gamma-ray pulsar characteristics, as evidenced by our various comparisons.
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.
Redshift-space distortions with the halo occupation distribution - II. Analytic model
NASA Astrophysics Data System (ADS)
Tinker, Jeremy L.
2007-01-01
We present an analytic model for the galaxy two-point correlation function in redshift space. The cosmological parameters of the model are the matter density Ωm, power spectrum normalization σ8, and velocity bias of galaxies αv, circumventing the linear theory distortion parameter β and eliminating nuisance parameters for non-linearities. The model is constructed within the framework of the halo occupation distribution (HOD), which quantifies galaxy bias on linear and non-linear scales. We model one-halo pairwise velocities by assuming that satellite galaxy velocities follow a Gaussian distribution with dispersion proportional to the virial dispersion of the host halo. Two-halo velocity statistics are a combination of virial motions and host halo motions. The velocity distribution function (DF) of halo pairs is a complex function with skewness and kurtosis that vary substantially with scale. Using a series of collisionless N-body simulations, we demonstrate that the shape of the velocity DF is determined primarily by the distribution of local densities around a halo pair, and at fixed density the velocity DF is close to Gaussian and nearly independent of halo mass. We calibrate a model for the conditional probability function of densities around halo pairs on these simulations. With this model, the full shape of the halo velocity DF can be accurately calculated as a function of halo mass, radial separation, angle and cosmology. The HOD approach to redshift-space distortions utilizes clustering data from linear to non-linear scales to break the standard degeneracies inherent in previous models of redshift-space clustering. The parameters of the occupation function are well constrained by real-space clustering alone, separating constraints on bias and cosmology. We demonstrate the ability of the model to separately constrain Ωm,σ8 and αv in models that are constructed to have the same value of β at large scales as well as the same finger-of-god distortions at small scales.
A Knowledge Generation Model via the Hypernetwork
Liu, Jian-Guo; Yang, Guang-Yong; Hu, Zhao-Long
2014-01-01
The influence of the statistical properties of the network on the knowledge diffusion has been extensively studied. However, the structure evolution and the knowledge generation processes are always integrated simultaneously. By introducing the Cobb-Douglas production function and treating the knowledge growth as a cooperative production of knowledge, in this paper, we present two knowledge-generation dynamic evolving models based on different evolving mechanisms. The first model, named “HDPH model,” adopts the hyperedge growth and the hyperdegree preferential attachment mechanisms. The second model, named “KSPH model,” adopts the hyperedge growth and the knowledge stock preferential attachment mechanisms. We investigate the effect of the parameters on the total knowledge stock of the two models. The hyperdegree distribution of the HDPH model can be theoretically analyzed by the mean-field theory. The analytic result indicates that the hyperdegree distribution of the HDPH model obeys the power-law distribution and the exponent is . Furthermore, we present the distributions of the knowledge stock for different parameters . The findings indicate that our proposed models could be helpful for deeply understanding the scientific research cooperation. PMID:24626143
A knowledge generation model via the hypernetwork.
Liu, Jian-Guo; Yang, Guang-Yong; Hu, Zhao-Long
2014-01-01
The influence of the statistical properties of the network on the knowledge diffusion has been extensively studied. However, the structure evolution and the knowledge generation processes are always integrated simultaneously. By introducing the Cobb-Douglas production function and treating the knowledge growth as a cooperative production of knowledge, in this paper, we present two knowledge-generation dynamic evolving models based on different evolving mechanisms. The first model, named "HDPH model," adopts the hyperedge growth and the hyperdegree preferential attachment mechanisms. The second model, named "KSPH model," adopts the hyperedge growth and the knowledge stock preferential attachment mechanisms. We investigate the effect of the parameters (α,β) on the total knowledge stock of the two models. The hyperdegree distribution of the HDPH model can be theoretically analyzed by the mean-field theory. The analytic result indicates that the hyperdegree distribution of the HDPH model obeys the power-law distribution and the exponent is γ = 2 + 1/m. Furthermore, we present the distributions of the knowledge stock for different parameters (α,β). The findings indicate that our proposed models could be helpful for deeply understanding the scientific research cooperation.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Burger, D.E.
1979-11-01
The extraction of morphological parameters from biological cells by analysis of light-scatter patterns is described. A light-scattering measurement system has been designed and constructed that allows one to visually examine and photographically record biological cells or cell models and measure the light-scatter pattern of an individual cell or cell model. Using a laser or conventional illumination, the imaging system consists of a modified microscope with a 35 mm camera attached to record the cell image or light-scatter pattern. Models of biological cells were fabricated. The dynamic range and angular distributions of light scattered from these models was compared to calculatedmore » distributions. Spectrum analysis techniques applied on the light-scatter data give the sought after morphological cell parameters. These results compared favorably to shape parameters of the fabricated cell models confirming the mathematical model procedure. For nucleated biological material, correct nuclear and cell eccentricity as well as the nuclear and cytoplasmic diameters were determined. A method for comparing the flow equivalent of nuclear and cytoplasmic size to the actual dimensions is shown. This light-scattering experiment provides baseline information for automated cytology. In its present application, it involves correlating average size as measured in flow cytology to the actual dimensions determined from this technique. (ERB)« less
NASA Astrophysics Data System (ADS)
Schenke, Björn; Tribedy, Prithwish; Venugopalan, Raju
2012-09-01
The event-by-event multiplicity distribution, the energy densities and energy density weighted eccentricity moments ɛn (up to n=6) at early times in heavy-ion collisions at both the BNL Relativistic Heavy Ion Collider (RHIC) (s=200GeV) and the CERN Large Hardron Collider (LHC) (s=2.76TeV) are computed in the IP-Glasma model. This framework combines the impact parameter dependent saturation model (IP-Sat) for nucleon parton distributions (constrained by HERA deeply inelastic scattering data) with an event-by-event classical Yang-Mills description of early-time gluon fields in heavy-ion collisions. The model produces multiplicity distributions that are convolutions of negative binomial distributions without further assumptions or parameters. In the limit of large dense systems, the n-particle gluon distribution predicted by the Glasma-flux tube model is demonstrated to be nonperturbatively robust. In the general case, the effect of additional geometrical fluctuations is quantified. The eccentricity moments are compared to the MC-KLN model; a noteworthy feature is that fluctuation dominated odd moments are consistently larger than in the MC-KLN model.
Distribution and avoidance of debris on epoxy resin during UV ns-laser scanning processes
NASA Astrophysics Data System (ADS)
Veltrup, Markus; Lukasczyk, Thomas; Ihde, Jörg; Mayer, Bernd
2018-05-01
In this paper the distribution of debris generated by a nanosecond UV laser (248 nm) on epoxy resin and the prevention of the corresponding re-deposition effects by parameter selection for a ns-laser scanning process were investigated. In order to understand the mechanisms behind the debris generation, in-situ particle measurements were performed during laser treatment. These measurements enabled the determination of the ablation threshold of the epoxy resin as well as the particle density and size distribution in relation to the applied laser parameters. The experiments showed that it is possible to reduce debris on the surface with an adapted selection of pulse overlap with respect to laser fluence. A theoretical model for the parameter selection was developed and tested. Based on this model, the correct choice of laser parameters with reduced laser fluence resulted in a surface without any re-deposited micro-particles.
A generalized gamma mixture model for ultrasonic tissue characterization.
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
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
Latitude Distribution of Sunspots: Analysis Using Sunspot Data and a Dynamo Model
NASA Astrophysics Data System (ADS)
Mandal, Sudip; Karak, Bidya Binay; Banerjee, Dipankar
2017-12-01
In this paper, we explore the evolution of sunspot latitude distribution and explore its relations with the cycle strength. With the progress of the solar cycle, the distributions in two hemispheres from mid-latitudes propagate toward the equator and then (before the usual solar minimum) these two distributions touch each other. By visualizing the evolution of the distributions in two hemispheres, we separate the solar cycles by excluding this hemispheric overlap. From these isolated solar cycles in two hemispheres, we generate latitude distributions for each cycle, starting from cycle 8 to cycle 23. We find that the parameters of these distributions, namely the central latitude (C), width (δ), and height (H), evolve with the cycle number, and they show some hemispheric asymmetries. Although the asymmetries in these parameters persist for a few successive cycles, they get corrected within a few cycles, and the new asymmetries appear again. In agreement with the previous study, we find that distribution parameters are correlated with the strengths of the cycles, although these correlations are significantly different in two hemispheres. The general trend features, i.e., (i) stronger cycles that begin sunspot eruptions at relatively higher latitudes, and (ii) stronger cycles that have wider bands of sunspot emergence latitudes, are confirmed when combining the data from two hemispheres. We explore these features using a flux transport dynamo model with stochastic fluctuations. We find that these features are correctly reproduced in this model. The solar cycle evolution of the distribution center is also in good agreement with observations. Possible explanations of the observed features based on this dynamo model are presented.
Control of Groundwater Remediation Process as Distributed Parameter System
NASA Astrophysics Data System (ADS)
Mendel, M.; Kovács, T.; Hulkó, G.
2014-12-01
Pollution of groundwater requires the implementation of appropriate solutions which can be deployed for several years. The case of local groundwater contamination and its subsequent spread may result in contamination of drinking water sources or other disasters. This publication aims to design and demonstrate control of pumping wells for a model task of groundwater remediation. The task consists of appropriately spaced soil with input parameters, pumping wells and control system. Model of controlled system is made in the program MODFLOW using the finitedifference method as distributed parameter system. Control problem is solved by DPS Blockset for MATLAB & Simulink.
NASA Astrophysics Data System (ADS)
Kundu, Snehasis
2018-09-01
In this study vertical distribution of sediment particles in steady uniform turbulent open channel flow over erodible bed is investigated using fractional advection-diffusion equation (fADE). Unlike previous investigations on fADE to investigate the suspension distribution, in this study the modified Atangana-Baleanu-Caputo fractional derivative with a non-singular and non-local kernel is employed. The proposed fADE is solved and an analytical model for finding vertical suspension distribution is obtained. The model is validated against experimental as well as field measurements of Missouri River, Mississippi River and Rio Grande conveyance channel and is compared with the Rouse equation and other fractional model found in literature. A quantitative error analysis shows that the proposed model is able to predict the vertical distribution of particles more appropriately than previous models. The validation results shows that the fractional model can be equally applied to all size of particles with an appropriate choice of the order of the fractional derivative α. It is also found that besides particle diameter, parameter α depends on the mass density of particle and shear velocity of the flow. To predict this parameter, a multivariate regression is carried out and a relation is proposed for easy application of the model. From the results for sand and plastic particles, it is found that the parameter α is more sensitive to mass density than the particle diameter. The rationality of the dependence of α on particle and flow characteristics has been justified physically.
Zhang, Ridong; Tao, Jili; Lu, Renquan; Jin, Qibing
2018-02-01
Modeling of distributed parameter systems is difficult because of their nonlinearity and infinite-dimensional characteristics. Based on principal component analysis (PCA), a hybrid modeling strategy that consists of a decoupled linear autoregressive exogenous (ARX) model and a nonlinear radial basis function (RBF) neural network model are proposed. The spatial-temporal output is first divided into a few dominant spatial basis functions and finite-dimensional temporal series by PCA. Then, a decoupled ARX model is designed to model the linear dynamics of the dominant modes of the time series. The nonlinear residual part is subsequently parameterized by RBFs, where genetic algorithm is utilized to optimize their hidden layer structure and the parameters. Finally, the nonlinear spatial-temporal dynamic system is obtained after the time/space reconstruction. Simulation results of a catalytic rod and a heat conduction equation demonstrate the effectiveness of the proposed strategy compared to several other methods.
NASA Astrophysics Data System (ADS)
Hernández, Mario R.; Francés, Félix
2015-04-01
One phase of the hydrological models implementation process, significantly contributing to the hydrological predictions uncertainty, is the calibration phase in which values of the unknown model parameters are tuned by optimizing an objective function. An unsuitable error model (e.g. Standard Least Squares or SLS) introduces noise into the estimation of the parameters. The main sources of this noise are the input errors and the hydrological model structural deficiencies. Thus, the biased calibrated parameters cause the divergence model phenomenon, where the errors variance of the (spatially and temporally) forecasted flows far exceeds the errors variance in the fitting period, and provoke the loss of part or all of the physical meaning of the modeled processes. In other words, yielding a calibrated hydrological model which works well, but not for the right reasons. Besides, an unsuitable error model yields a non-reliable predictive uncertainty assessment. Hence, with the aim of prevent all these undesirable effects, this research focuses on the Bayesian joint inference (BJI) of both the hydrological and error model parameters, considering a general additive (GA) error model that allows for correlation, non-stationarity (in variance and bias) and non-normality of model residuals. As hydrological model, it has been used a conceptual distributed model called TETIS, with a particular split structure of the effective model parameters. Bayesian inference has been performed with the aid of a Markov Chain Monte Carlo (MCMC) algorithm called Dream-ZS. MCMC algorithm quantifies the uncertainty of the hydrological and error model parameters by getting the joint posterior probability distribution, conditioned on the observed flows. The BJI methodology is a very powerful and reliable tool, but it must be used correctly this is, if non-stationarity in errors variance and bias is modeled, the Total Laws must be taken into account. The results of this research show that the application of BJI with a GA error model outperforms the hydrological parameters robustness (diminishing the divergence model phenomenon) and improves the reliability of the streamflow predictive distribution, in respect of the results of a bad error model as SLS. Finally, the most likely prediction in a validation period, for both BJI+GA and SLS error models shows a similar performance.
Bayesian inversions of a dynamic vegetation model in four European grassland sites
NASA Astrophysics Data System (ADS)
Minet, J.; Laloy, E.; Tychon, B.; François, L.
2015-01-01
Eddy covariance data from four European grassland sites are used to probabilistically invert the CARAIB dynamic vegetation model (DVM) with ten unknown parameters, using the DREAM(ZS) Markov chain Monte Carlo (MCMC) sampler. We compare model inversions considering both homoscedastic and heteroscedastic eddy covariance residual errors, with variances either fixed a~priori or jointly inferred with the model parameters. Agreements between measured and simulated data during calibration are comparable with previous studies, with root-mean-square error (RMSE) of simulated daily gross primary productivity (GPP), ecosystem respiration (RECO) and evapotranspiration (ET) ranging from 1.73 to 2.19 g C m-2 day-1, 1.04 to 1.56 g C m-2 day-1, and 0.50 to 1.28 mm day-1, respectively. In validation, mismatches between measured and simulated data are larger, but still with Nash-Sutcliffe efficiency scores above 0.5 for three out of the four sites. Although measurement errors associated with eddy covariance data are known to be heteroscedastic, we showed that assuming a classical linear heteroscedastic model of the residual errors in the inversion do not fully remove heteroscedasticity. Since the employed heteroscedastic error model allows for larger deviations between simulated and measured data as the magnitude of the measured data increases, this error model expectedly lead to poorer data fitting compared to inversions considering a constant variance of the residual errors. Furthermore, sampling the residual error variances along with model parameters results in overall similar model parameter posterior distributions as those obtained by fixing these variances beforehand, while slightly improving model performance. Despite the fact that the calibrated model is generally capable of fitting the data within measurement errors, systematic bias in the model simulations are observed. These are likely due to model inadequacies such as shortcomings in the photosynthesis modelling. Besides model behaviour, difference between model parameter posterior distributions among the four grassland sites are also investigated. It is shown that the marginal distributions of the specific leaf area and characteristic mortality time parameters can be explained by site-specific ecophysiological characteristics. Lastly, the possibility of finding a common set of parameters among the four experimental sites is discussed.
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.
Sensitivity Analysis of the Bone Fracture Risk Model
NASA Technical Reports Server (NTRS)
Lewandowski, Beth; Myers, Jerry; Sibonga, Jean Diane
2017-01-01
Introduction: The probability of bone fracture during and after spaceflight is quantified to aid in mission planning, to determine required astronaut fitness standards and training requirements and to inform countermeasure research and design. Probability is quantified with a probabilistic modeling approach where distributions of model parameter values, instead of single deterministic values, capture the parameter variability within the astronaut population and fracture predictions are probability distributions with a mean value and an associated uncertainty. Because of this uncertainty, the model in its current state cannot discern an effect of countermeasures on fracture probability, for example between use and non-use of bisphosphonates or between spaceflight exercise performed with the Advanced Resistive Exercise Device (ARED) or on devices prior to installation of ARED on the International Space Station. This is thought to be due to the inability to measure key contributors to bone strength, for example, geometry and volumetric distributions of bone mass, with areal bone mineral density (BMD) measurement techniques. To further the applicability of model, we performed a parameter sensitivity study aimed at identifying those parameter uncertainties that most effect the model forecasts in order to determine what areas of the model needed enhancements for reducing uncertainty. Methods: The bone fracture risk model (BFxRM), originally published in (Nelson et al) is a probabilistic model that can assess the risk of astronaut bone fracture. This is accomplished by utilizing biomechanical models to assess the applied loads; utilizing models of spaceflight BMD loss in at-risk skeletal locations; quantifying bone strength through a relationship between areal BMD and bone failure load; and relating fracture risk index (FRI), the ratio of applied load to bone strength, to fracture probability. There are many factors associated with these calculations including environmental factors, factors associated with the fall event, mass and anthropometric values of the astronaut, BMD characteristics, characteristics of the relationship between BMD and bone strength and bone fracture characteristics. The uncertainty in these factors is captured through the use of parameter distributions and the fracture predictions are probability distributions with a mean value and an associated uncertainty. To determine parameter sensitivity, a correlation coefficient is found between the sample set of each model parameter and the calculated fracture probabilities. Each parameters contribution to the variance is found by squaring the correlation coefficients, dividing by the sum of the squared correlation coefficients, and multiplying by 100. Results: Sensitivity analyses of BFxRM simulations of preflight, 0 days post-flight and 365 days post-flight falls onto the hip revealed a subset of the twelve factors within the model which cause the most variation in the fracture predictions. These factors include the spring constant used in the hip biomechanical model, the midpoint FRI parameter within the equation used to convert FRI to fracture probability and preflight BMD values. Future work: Plans are underway to update the BFxRM by incorporating bone strength information from finite element models (FEM) into the bone strength portion of the BFxRM. Also, FEM bone strength information along with fracture outcome data will be incorporated into the FRI to fracture probability.
A Conway-Maxwell-Poisson (CMP) model to address data dispersion on positron emission tomography.
Santarelli, Maria Filomena; Della Latta, Daniele; Scipioni, Michele; Positano, Vincenzo; Landini, Luigi
2016-10-01
Positron emission tomography (PET) in medicine exploits the properties of positron-emitting unstable nuclei. The pairs of γ- rays emitted after annihilation are revealed by coincidence detectors and stored as projections in a sinogram. It is well known that radioactive decay follows a Poisson distribution; however, deviation from Poisson statistics occurs on PET projection data prior to reconstruction due to physical effects, measurement errors, correction of deadtime, scatter, and random coincidences. A model that describes the statistical behavior of measured and corrected PET data can aid in understanding the statistical nature of the data: it is a prerequisite to develop efficient reconstruction and processing methods and to reduce noise. The deviation from Poisson statistics in PET data could be described by the Conway-Maxwell-Poisson (CMP) distribution model, which is characterized by the centring parameter λ and the dispersion parameter ν, the latter quantifying the deviation from a Poisson distribution model. In particular, the parameter ν allows quantifying over-dispersion (ν<1) or under-dispersion (ν>1) of data. A simple and efficient method for λ and ν parameters estimation is introduced and assessed using Monte Carlo simulation for a wide range of activity values. The application of the method to simulated and experimental PET phantom data demonstrated that the CMP distribution parameters could detect deviation from the Poisson distribution both in raw and corrected PET data. It may be usefully implemented in image reconstruction algorithms and quantitative PET data analysis, especially in low counting emission data, as in dynamic PET data, where the method demonstrated the best accuracy. Copyright © 2016 Elsevier Ltd. All rights reserved.
Factorization and reduction methods for optimal control of distributed parameter systems
NASA Technical Reports Server (NTRS)
Burns, J. A.; Powers, R. K.
1985-01-01
A Chandrasekhar-type factorization method is applied to the linear-quadratic optimal control problem for distributed parameter systems. An aeroelastic control problem is used as a model example to demonstrate that if computationally efficient algorithms, such as those of Chandrasekhar-type, are combined with the special structure often available to a particular problem, then an abstract approximation theory developed for distributed parameter control theory becomes a viable method of solution. A numerical scheme based on averaging approximations is applied to hereditary control problems. Numerical examples are given.
NASA Astrophysics Data System (ADS)
Chaney, N.; Wood, E. F.
2014-12-01
The increasing accessibility of high-resolution land data (< 100 m) and high performance computing allows improved parameterizations of subgrid hydrologic processes in macroscale land surface models. Continental scale fully distributed modeling at these spatial scales is possible; however, its practicality for operational use is still unknown due to uncertainties in input data, model parameters, and storage requirements. To address these concerns, we propose a modeling framework that provides the spatial detail of a fully distributed model yet maintains the benefits of a semi-distributed model. In this presentation we will introduce DTOPLATS-MP, a coupling between the NOAH-MP land surface model and the Dynamic TOPMODEL hydrologic model. This new model captures a catchment's spatial heterogeneity by clustering high-resolution land datasets (soil, topography, and land cover) into hundreds of hydrologic similar units (HSUs). A prior DEM analysis defines the connections between each HSU. At each time step, the 1D land surface model updates each HSU; the HSUs then interact laterally via the subsurface and surface. When compared to the fully distributed form of the model, this framework allows a significant decrease in computation and storage while providing most of the same information and enabling parameter transferability. As a proof of concept, we will show how this new modeling framework can be run over CONUS at a 30-meter spatial resolution. For each catchment in the WBD HUC-12 dataset, the model is run between 2002 and 2012 using available high-resolution continental scale land and meteorological datasets over CONUS (dSSURGO, NLCD, NED, and NCEP Stage IV). For each catchment, the model is run with 1000 model parameter sets obtained from a Latin hypercube sample. This exercise will illustrate the feasibility of running the model operationally at continental scales while accounting for model parameter uncertainty.
Modeling spatially-varying landscape change points in species occurrence thresholds
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.
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…
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.
Năpăruş, Magdalena; Kuntner, Matjaž
2012-01-01
Although numerous studies model species distributions, these models are almost exclusively on single species, while studies of evolutionary lineages are preferred as they by definition study closely related species with shared history and ecology. Hermit spiders, genus Nephilengys, represent an ecologically important but relatively species-poor lineage with a globally allopatric distribution. Here, we model Nephilengys global habitat suitability based on known localities and four ecological parameters. We geo-referenced 751 localities for the four most studied Nephilengys species: N. cruentata (Africa, New World), N. livida (Madagascar), N. malabarensis (S-SE Asia), and N. papuana (Australasia). For each locality we overlaid four ecological parameters: elevation, annual mean temperature, annual mean precipitation, and land cover. We used linear backward regression within ArcGIS to select two best fit parameters per species model, and ModelBuilder to map areas of high, moderate and low habitat suitability for each species within its directional distribution. For Nephilengys cruentata suitable habitats are mid elevation tropics within Africa (natural range), a large part of Brazil and the Guianas (area of synanthropic spread), and even North Africa, Mediterranean, and Arabia. Nephilengys livida is confined to its known range with suitable habitats being mid-elevation natural and cultivated lands. Nephilengys malabarensis, however, ranges across the Equator throughout Asia where the model predicts many areas of high ecological suitability in the wet tropics. Its directional distribution suggests the species may potentially spread eastwards to New Guinea where the suitable areas of N. malabarensis largely surpass those of the native N. papuana, a species that prefers dry forests of Australian (sub)tropics. Our model is a customizable GIS tool intended to predict current and future potential distributions of globally distributed terrestrial lineages. Its predictive potential may be tested in foreseeing species distribution shifts due to habitat destruction and global climate change.
Năpăruş, Magdalena; Kuntner, Matjaž
2012-01-01
Background Although numerous studies model species distributions, these models are almost exclusively on single species, while studies of evolutionary lineages are preferred as they by definition study closely related species with shared history and ecology. Hermit spiders, genus Nephilengys, represent an ecologically important but relatively species-poor lineage with a globally allopatric distribution. Here, we model Nephilengys global habitat suitability based on known localities and four ecological parameters. Methodology/Principal Findings We geo-referenced 751 localities for the four most studied Nephilengys species: N. cruentata (Africa, New World), N. livida (Madagascar), N. malabarensis (S-SE Asia), and N. papuana (Australasia). For each locality we overlaid four ecological parameters: elevation, annual mean temperature, annual mean precipitation, and land cover. We used linear backward regression within ArcGIS to select two best fit parameters per species model, and ModelBuilder to map areas of high, moderate and low habitat suitability for each species within its directional distribution. For Nephilengys cruentata suitable habitats are mid elevation tropics within Africa (natural range), a large part of Brazil and the Guianas (area of synanthropic spread), and even North Africa, Mediterranean, and Arabia. Nephilengys livida is confined to its known range with suitable habitats being mid-elevation natural and cultivated lands. Nephilengys malabarensis, however, ranges across the Equator throughout Asia where the model predicts many areas of high ecological suitability in the wet tropics. Its directional distribution suggests the species may potentially spread eastwards to New Guinea where the suitable areas of N. malabarensis largely surpass those of the native N. papuana, a species that prefers dry forests of Australian (sub)tropics. Conclusions Our model is a customizable GIS tool intended to predict current and future potential distributions of globally distributed terrestrial lineages. Its predictive potential may be tested in foreseeing species distribution shifts due to habitat destruction and global climate change. PMID:22238692
Limits of Predictability in Commuting Flows in the Absence of Data for Calibration
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
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.
Estimating riparian understory vegetation cover with beta regression and copula models
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.
NASA Astrophysics Data System (ADS)
Ulfah, S.; Awalludin, S. A.; Wahidin
2018-01-01
Advection-diffusion model is one of the mathematical models, which can be used to understand the distribution of air pollutant in the atmosphere. It uses the 2D advection-diffusion model with time-dependent to simulate air pollution distribution in order to find out whether the pollutants are more concentrated at ground level or near the source of emission under particular atmospheric conditions such as stable, unstable, and neutral conditions. Wind profile, eddy diffusivity, and temperature are considered in the model as parameters. The model is solved by using explicit finite difference method, which is then visualized by a computer program developed using Lazarus programming software. The results show that the atmospheric conditions alone influencing the level of concentration of pollutants is not conclusive as the parameters in the model have their own effect on each atmospheric condition.
NASA Astrophysics Data System (ADS)
Merdan, Ziya; Karakuş, Özlem
2016-11-01
The six dimensional Ising model with nearest-neighbor pair interactions has been simulated and verified numerically on the Creutz Cellular Automaton by using five bit demons near the infinite-lattice critical temperature with the linear dimensions L=4,6,8,10. The order parameter probability distribution for six dimensional Ising model has been calculated at the critical temperature. The constants of the analytical function have been estimated by fitting to probability function obtained numerically at the finite size critical point.
NASA Astrophysics Data System (ADS)
Nesti, Alice; Mediero, Luis; Garrote, Luis; Caporali, Enrica
2010-05-01
An automatic probabilistic calibration method for distributed rainfall-runoff models is presented. The high number of parameters in hydrologic distributed models makes special demands on the optimization procedure to estimate model parameters. With the proposed technique it is possible to reduce the complexity of calibration while maintaining adequate model predictions. The first step of the calibration procedure of the main model parameters is done manually with the aim to identify their variation range. Afterwards a Monte-Carlo technique is applied, which consists on repetitive model simulations with randomly generated parameters. The Monte Carlo Analysis Toolbox (MCAT) includes a number of analysis methods to evaluate the results of these Monte Carlo parameter sampling experiments. The study investigates the use of a global sensitivity analysis as a screening tool to reduce the parametric dimensionality of multi-objective hydrological model calibration problems, while maximizing the information extracted from hydrological response data. The method is applied to the calibration of the RIBS flood forecasting model in the Harod river basin, placed on Israel. The Harod basin has an extension of 180 km2. The catchment has a Mediterranean climate and it is mainly characterized by a desert landscape, with a soil that is able to absorb large quantities of rainfall and at the same time is capable to generate high peaks of discharge. Radar rainfall data with 6 minute temporal resolution are available as input to the model. The aim of the study is the validation of the model for real-time flood forecasting, in order to evaluate the benefits of improved precipitation forecasting within the FLASH European project.
Reallocation in modal aerosol models: impacts on predicting aerosol radiative effects
NASA Astrophysics Data System (ADS)
Korhola, T.; Kokkola, H.; Korhonen, H.; Partanen, A.-I.; Laaksonen, A.; Lehtinen, K. E. J.; Romakkaniemi, S.
2013-08-01
In atmospheric modelling applications the aerosol particle size distribution is commonly represented by modal approach, in which particles in different size ranges are described with log-normal modes within predetermined size ranges. Such method includes numerical reallocation of particles from a mode to another for example during particle growth, leading to potentially artificial changes in the aerosol size distribution. In this study we analysed how this reallocation affects climatologically relevant parameters: cloud droplet number concentration, aerosol-cloud interaction coefficient and light extinction coefficient. We compared these parameters between a modal model with and without reallocation routines, and a high resolution sectional model that was considered as a reference model. We analysed the relative differences of the parameters in different experiments that were designed to cover a wide range of dynamic aerosol processes occurring in the atmosphere. According to our results, limiting the allowed size ranges of the modes and the following numerical remapping of the distribution by reallocation, leads on average to underestimation of cloud droplet number concentration (up to 100%) and overestimation of light extinction (up to 20%). The analysis of aerosol first indirect effect is more complicated as the ACI parameter can be either over- or underestimated by the reallocating model, depending on the conditions. However, for example in the case of atmospheric new particle formation events followed by rapid particle growth, the reallocation can cause around average 10% overestimation of the ACI parameter. Thus it is shown that the reallocation affects the ability of a model to estimate aerosol climate effects accurately, and this should be taken into account when using and developing aerosol models.
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
NASA Technical Reports Server (NTRS)
Sidik, S. M.
1972-01-01
The error variance of the process prior multivariate normal distributions of the parameters of the models are assumed to be specified, prior probabilities of the models being correct. A rule for termination of sampling is proposed. Upon termination, the model with the largest posterior probability is chosen as correct. If sampling is not terminated, posterior probabilities of the models and posterior distributions of the parameters are computed. An experiment was chosen to maximize the expected Kullback-Leibler information function. Monte Carlo simulation experiments were performed to investigate large and small sample behavior of the sequential adaptive procedure.
Parameter Recovery for the 1-P HGLLM with Non-Normally Distributed Level-3 Residuals
ERIC Educational Resources Information Center
Kara, Yusuf; Kamata, Akihito
2017-01-01
A multilevel Rasch model using a hierarchical generalized linear model is one approach to multilevel item response theory (IRT) modeling and is referred to as a one-parameter hierarchical generalized linear logistic model (1-P HGLLM). Although it has the flexibility to model nested structure of data with covariates, the model assumes the normality…
Sensitivity of NTCP parameter values against a change of dose calculation algorithm.
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
Predictions from star formation in the multiverse
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bousso, Raphael; Leichenauer, Stefan
2010-03-15
We compute trivariate probability distributions in the landscape, scanning simultaneously over the cosmological constant, the primordial density contrast, and spatial curvature. We consider two different measures for regulating the divergences of eternal inflation, and three different models for observers. In one model, observers are assumed to arise in proportion to the entropy produced by stars; in the others, they arise at a fixed time (5 or 10x10{sup 9} years) after star formation. The star formation rate, which underlies all our observer models, depends sensitively on the three scanning parameters. We employ a recently developed model of star formation in themore » multiverse, a considerable refinement over previous treatments of the astrophysical and cosmological properties of different pocket universes. For each combination of observer model and measure, we display all single and bivariate probability distributions, both with the remaining parameter(s) held fixed and marginalized. Our results depend only weakly on the observer model but more strongly on the measure. Using the causal diamond measure, the observed parameter values (or bounds) lie within the central 2{sigma} of nearly all probability distributions we compute, and always within 3{sigma}. This success is encouraging and rather nontrivial, considering the large size and dimension of the parameter space. The causal patch measure gives similar results as long as curvature is negligible. If curvature dominates, the causal patch leads to a novel runaway: it prefers a negative value of the cosmological constant, with the smallest magnitude available in the landscape.« less
Polarizable atomic multipole-based force field for DOPC and POPE membrane lipids
NASA Astrophysics Data System (ADS)
Chu, Huiying; Peng, Xiangda; Li, Yan; Zhang, Yuebin; Min, Hanyi; Li, Guohui
2018-04-01
A polarizable atomic multipole-based force field for the membrane bilayer models 1,2-dioleoyl-phosphocholine (DOPC) and 1-palmitoyl-2-oleoyl-phosphatidylethanolamine (POPE) has been developed. The force field adopts the same framework as the Atomic Multipole Optimized Energetics for Biomolecular Applications (AMOEBA) model, in which the charge distribution of each atom is represented by the permanent atomic monopole, dipole and quadrupole moments. Many-body polarization including the inter- and intra-molecular polarization is modelled in a consistent manner with distributed atomic polarizabilities. The van der Waals parameters were first transferred from existing AMOEBA parameters for small organic molecules and then optimised by fitting to ab initio intermolecular interaction energies between models and a water molecule. Molecular dynamics simulations of the two aqueous DOPC and POPE membrane bilayer systems, consisting of 72 model molecules, were then carried out to validate the force field parameters. Membrane width, area per lipid, volume per lipid, deuterium order parameters, electron density profile, etc. were consistent with experimental values.
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,…
Derivation of low flow frequency distributions under human activities and its implications
NASA Astrophysics Data System (ADS)
Gao, Shida; Liu, Pan; Pan, Zhengke; Ming, Bo; Guo, Shenglian; Xiong, Lihua
2017-06-01
Low flow, refers to a minimum streamflow in dry seasons, is crucial to water supply, agricultural irrigation and navigation. Human activities, such as groundwater pumping, influence low flow severely. In order to derive the low flow frequency distribution functions under human activities, this study incorporates groundwater pumping and return flow as variables in the recession process. Steps are as follows: (1) the original low flow without human activities is assumed to follow a Pearson type three distribution, (2) the probability distribution of climatic dry spell periods is derived based on a base flow recession model, (3) the base flow recession model is updated under human activities, and (4) the low flow distribution under human activities is obtained based on the derived probability distribution of dry spell periods and the updated base flow recession model. Linear and nonlinear reservoir models are used to describe the base flow recession, respectively. The Wudinghe basin is chosen for the case study, with daily streamflow observations during 1958-2000. Results show that human activities change the location parameter of the low flow frequency curve for the linear reservoir model, while alter the frequency distribution function for the nonlinear one. It is indicated that alter the parameters of the low flow frequency distribution is not always feasible to tackle the changing environment.
NASA Astrophysics Data System (ADS)
Kopka, P.; Wawrzynczak, A.; Borysiewicz, M.
2015-09-01
In many areas of application, a central problem is a solution to the inverse problem, especially estimation of the unknown model parameters to model the underlying dynamics of a physical system precisely. In this situation, the Bayesian inference is a powerful tool to combine observed data with prior knowledge to gain the probability distribution of searched parameters. We have applied the modern methodology named Sequential Approximate Bayesian Computation (S-ABC) to the problem of tracing the atmospheric contaminant source. The ABC is technique commonly used in the Bayesian analysis of complex models and dynamic system. Sequential methods can significantly increase the efficiency of the ABC. In the presented algorithm, the input data are the on-line arriving concentrations of released substance registered by distributed sensor network from OVER-LAND ATMOSPHERIC DISPERSION (OLAD) experiment. The algorithm output are the probability distributions of a contamination source parameters i.e. its particular location, release rate, speed and direction of the movement, start time and duration. The stochastic approach presented in this paper is completely general and can be used in other fields where the parameters of the model bet fitted to the observable data should be found.
NASA Astrophysics Data System (ADS)
Li, Cheng; Tian, Jun-Long; Wang, Ning
2013-11-01
The nucleon-nucleon interaction is investigated by using the ImQMD model with the three sets of parameters IQ1, IQ2 and IQ3 in which the corresponding incompressibility coefficients of nuclear matter are different. Fusion excitation function and the charge distribution of fragments are calculated for reaction systems 40Ca+40Ca at different incident energies. It is found that obvious differences in the charge distribution were observed at the energy region 10-25A MeV by adopting the three sets of parameters, while the results were close to each other at energy region of 30-45A MeV for the reaction system. It indicates that the Fermi energy region is a sensitive energy region to explore the N-N interaction. The fragment multiplicity spectrum for 238U+197Au at 15A MeV are reproduced by the ImQMD model with the set of parameter IQ3. It is concluded that charge distribution of the fragments and the fragment multiplicity spectrum are good observables for studying N-N interaction, and IQ3 is a suitable set of parameters for the ImQMD model.
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
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.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Goldstein, Peter
2014-01-24
This report describes the sensitivity of predicted nuclear fallout to a variety of model input parameters, including yield, height of burst, particle and activity size distribution parameters, wind speed, wind direction, topography, and precipitation. We investigate sensitivity over a wide but plausible range of model input parameters. In addition, we investigate a specific example with a relatively narrow range to illustrate the potential for evaluating uncertainties in predictions when there are more precise constraints on model parameters.
Dynamic Modelling under Uncertainty: The Case of Trypanosoma brucei Energy Metabolism
Achcar, Fiona; Kerkhoven, Eduard J.; Bakker, Barbara M.; Barrett, Michael P.; Breitling, Rainer
2012-01-01
Kinetic models of metabolism require detailed knowledge of kinetic parameters. However, due to measurement errors or lack of data this knowledge is often uncertain. The model of glycolysis in the parasitic protozoan Trypanosoma brucei is a particularly well analysed example of a quantitative metabolic model, but so far it has been studied with a fixed set of parameters only. Here we evaluate the effect of parameter uncertainty. In order to define probability distributions for each parameter, information about the experimental sources and confidence intervals for all parameters were collected. We created a wiki-based website dedicated to the detailed documentation of this information: the SilicoTryp wiki (http://silicotryp.ibls.gla.ac.uk/wiki/Glycolysis). Using information collected in the wiki, we then assigned probability distributions to all parameters of the model. This allowed us to sample sets of alternative models, accurately representing our degree of uncertainty. Some properties of the model, such as the repartition of the glycolytic flux between the glycerol and pyruvate producing branches, are robust to these uncertainties. However, our analysis also allowed us to identify fragilities of the model leading to the accumulation of 3-phosphoglycerate and/or pyruvate. The analysis of the control coefficients revealed the importance of taking into account the uncertainties about the parameters, as the ranking of the reactions can be greatly affected. This work will now form the basis for a comprehensive Bayesian analysis and extension of the model considering alternative topologies. PMID:22379410
Brownian motion model with stochastic parameters for asset prices
NASA Astrophysics Data System (ADS)
Ching, Soo Huei; Hin, Pooi Ah
2013-09-01
The Brownian motion model may not be a completely realistic model for asset prices because in real asset prices the drift μ and volatility σ may change over time. Presently we consider a model in which the parameter x = (μ,σ) is such that its value x (t + Δt) at a short time Δt ahead of the present time t depends on the value of the asset price at time t + Δt as well as the present parameter value x(t) and m-1 other parameter values before time t via a conditional distribution. The Malaysian stock prices are used to compare the performance of the Brownian motion model with fixed parameter with that of the model with stochastic parameter.
Computational methods for the control of distributed parameter systems
NASA Technical Reports Server (NTRS)
Burns, J. A.; Cliff, E. M.; Powers, R. K.
1985-01-01
It is shown that care must be taken to ensure that finite dimensional approximations of distributed parameter systems preserve important system properties (i.e., controllability, observability, stabilizability, detectability, etc.). It is noted that, if the particular scheme used to construct the finite dimensional model does not take into account these system properties, the model may not be suitable for control design and analysis. These ideas are illustrated by a simple example, i.e., a cable-spring-mass system.
Maximum entropy approach to statistical inference for an ocean acoustic waveguide.
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
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.
NASA Astrophysics Data System (ADS)
de Lavenne, Alban; Thirel, Guillaume; Andréassian, Vazken; Perrin, Charles; Ramos, Maria-Helena
2016-04-01
Semi-distributed hydrological models aim to provide useful information to understand and manage the spatial distribution of water resources. However, their evaluation is often limited to independent and single evaluations at each sub-catchment within larger catchments. This enables to qualify model performance at different points, but does not provide a coherent assessment of the overall spatial consistency of the model. To cope with these methodological deficiencies, we propose a two-step strategy. First, we apply a sequential spatial calibration procedure to define spatially consistent model parameters. Secondly, we evaluate the hydrological simulations using variables that involve some dependency between sub-catchments to evaluate the overall coherence of model outputs. In this study, we particularly choose to look at the simulated Intercatchment Groundwater Flows (IGF). The idea is that the water that is lost in one place should be recovered somewhere else within the catchment to guarantee a spatially coherent water balance in time. The model used is a recently developed daily semi-distributed model, which is based on a spatial distribution of the lumped GR5J model. The model has five parameters for each sub-catchments and a streamflow velocity parameter for flow routing between them. It implements two reservoirs, one for production and one for routing, and estimates IGF according to the level of the second in a way that catchment can release water to IGF during high flows and receive water through IGF during low flows. The calibration of the model is performed from upstream to downstream, making an efficient use of spatially distributed streamflow measurements. To take model uncertainty into account, we implemented three variants of the original model structure, each one computing in a different way the IGF in each sub-catchment. The study is applied on over 1000 catchments in France. By exploring a wide area and a variability of hydrometeorological conditions, we aim to detect IGF even between catchments which can be quite distant from one another.
Uncertainty Evaluation and Appropriate Distribution for the RDHM in the Rockies
NASA Astrophysics Data System (ADS)
Kim, J.; Bastidas, L. A.; Clark, E. P.
2010-12-01
The problems that hydrologic models have in properly reproducing the processes involved in mountainous areas, and in particular the Rocky Mountains, are widely acknowledged. Herein, we present an application of the National Weather Service RDHM distributed model over the Durango River basin in Colorado. We focus primarily in the assessment of the model prediction uncertainty associated with the parameter estimation and the comparison of the model performance using parameters obtained with a priori estimation following the procedure of Koren et al., and those obtained via inverse modeling using a variety of Markov chain Monte Carlo based optimization algorithms. The model evaluation is based on traditional procedures as well as non-traditional ones based on the use of shape matching functions, which are more appropriate for the evaluation of distributed information (e.g. Hausdorff distance, earth movers distance). The variables used for the model performance evaluation are discharge (with internal nodes), snow cover and snow water equivalent. An attempt to establish the proper degree of distribution, for the Durango basin with the RDHM model, is also presented.
Annealed Importance Sampling for Neural Mass Models
Penny, Will; Sengupta, Biswa
2016-01-01
Neural Mass Models provide a compact description of the dynamical activity of cell populations in neocortical regions. Moreover, models of regional activity can be connected together into networks, and inferences made about the strength of connections, using M/EEG data and Bayesian inference. To date, however, Bayesian methods have been largely restricted to the Variational Laplace (VL) algorithm which assumes that the posterior distribution is Gaussian and finds model parameters that are only locally optimal. This paper explores the use of Annealed Importance Sampling (AIS) to address these restrictions. We implement AIS using proposals derived from Langevin Monte Carlo (LMC) which uses local gradient and curvature information for efficient exploration of parameter space. In terms of the estimation of Bayes factors, VL and AIS agree about which model is best but report different degrees of belief. Additionally, AIS finds better model parameters and we find evidence of non-Gaussianity in their posterior distribution. PMID:26942606
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.
Height extrapolation of wind data
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mikhail, A.S.
1982-11-01
Hourly average data for a period of 1 year from three tall meteorological towers - the Erie tower in Colorado, the Goodnoe Hills tower in Washington and the WKY-TV tower in Oklahoma - were used to analyze the wind shear exponent variabiilty with various parameters such as thermal stability, anemometer level wind speed, projection height and surface roughness. Different proposed models for prediction of height variability of short-term average wind speeds were discussed. Other models that predict the height dependence of Weilbull distribution parameters were tested. The observed power law exponent for all three towers showed strong dependence on themore » anemometer level wind speed and stability (nighttime and daytime). It also exhibited a high degree of dependence on extrapolation height with respect to anemometer height. These dependences became less severe as the anemometer level wind speeds were increased due to the turbulent mixing of the atmospheric boundary layer. The three models used for Weibull distribution parameter extrapolation were he velocity-dependent power law model (Justus), the velocity, surface roughness, and height-dependent model (Mikhail) and the velocity and surface roughness-dependent model (NASA). The models projected the scale parameter C fairly accurately for the Goodnoe Hills and WKY-TV towers and were less accurate for the Erie tower. However, all models overestimated the C value. The maximum error for the Mikhail model was less than 2% for Goodnoe Hills, 6% for WKY-TV and 28% for Erie. The error associated with the prediction of the shape factor (K) was similar for the NASA, Mikhail and Justus models. It ranged from 20 to 25%. The effect of the misestimation of hub-height distribution parameters (C and K) on average power output is briefly discussed.« less
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.
Real-Time Ensemble Forecasting of Coronal Mass Ejections Using the Wsa-Enlil+Cone Model
NASA Astrophysics Data System (ADS)
Mays, M. L.; Taktakishvili, A.; Pulkkinen, A. A.; Odstrcil, D.; MacNeice, P. J.; Rastaetter, L.; LaSota, J. A.
2014-12-01
Ensemble forecasting of coronal mass ejections (CMEs) provides significant information in that it provides an estimation of the spread or uncertainty in CME arrival time predictions. Real-time ensemble modeling of CME propagation is performed by forecasters at the Space Weather Research Center (SWRC) using the WSA-ENLIL+cone model available at the Community Coordinated Modeling Center (CCMC). To estimate the effect of uncertainties in determining CME input parameters on arrival time predictions, a distribution of n (routinely n=48) CME input parameter sets are generated using the CCMC Stereo CME Analysis Tool (StereoCAT) which employs geometrical triangulation techniques. These input parameters are used to perform n different simulations yielding an ensemble of solar wind parameters at various locations of interest, including a probability distribution of CME arrival times (for hits), and geomagnetic storm strength (for Earth-directed hits). We present the results of ensemble simulations for a total of 38 CME events in 2013-2014. For 28 of the ensemble runs containing hits, the observed CME arrival was within the range of ensemble arrival time predictions for 14 runs (half). The average arrival time prediction was computed for each of the 28 ensembles predicting hits and using the actual arrival time, an average absolute error of 10.0 hours (RMSE=11.4 hours) was found for all 28 ensembles, which is comparable to current forecasting errors. Some considerations for the accuracy of ensemble CME arrival time predictions include the importance of the initial distribution of CME input parameters, particularly the mean and spread. When the observed arrivals are not within the predicted range, this still allows the ruling out of prediction errors caused by tested CME input parameters. Prediction errors can also arise from ambient model parameters such as the accuracy of the solar wind background, and other limitations. Additionally the ensemble modeling sysem was used to complete a parametric event case study of the sensitivity of the CME arrival time prediction to free parameters for ambient solar wind model and CME. The parameter sensitivity study suggests future directions for the system, such as running ensembles using various magnetogram inputs to the WSA model.
Comparison of Two Methods Used to Model Shape Parameters of Pareto Distributions
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.
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…
USDA-ARS?s Scientific Manuscript database
Multi-angle remote sensing has been proved useful for mapping vegetation community types in desert regions. Based on Multi-angle Imaging Spectro-Radiometer (MISR) multi-angular images, this study compares roles played by Bidirectional Reflectance Distribution Function (BRDF) model parameters with th...
Statistical modeling of space shuttle environmental data
NASA Technical Reports Server (NTRS)
Tubbs, J. D.; Brewer, D. W.
1983-01-01
Statistical models which use a class of bivariate gamma distribution are examined. Topics discussed include: (1) the ratio of positively correlated gamma varieties; (2) a method to determine if unequal shape parameters are necessary in bivariate gamma distribution; (3) differential equations for modal location of a family of bivariate gamma distribution; and (4) analysis of some wind gust data using the analytical results developed for modeling application.
Unified phenology model with Bayesian calibration for several European species in Belgium
NASA Astrophysics Data System (ADS)
Fu, Y. S. H.; Demarée, G.; Hamdi, R.; Deckmyn, A.; Deckmyn, G.; Janssens, I. A.
2009-04-01
Plant phenology is a good bio-indicator for climate change, and this has brought a significant increase of interest. Many kinds of phenology models have been developed to analyze and predict the phenological response to climate change, and those models have been summarized into one kind of unified model, which could be applied to different species and environments. In our study, we selected seven European woody plant species (Betula verrucosa, Quercus robur pedunculata, Fagus sylvatica, Fraxinus excelsior, Symphoricarpus racemosus, Aesculus hippocastanum, Robinia pseudoacacia) occurring in five sites distributed across Belgium. For those sites and tree species, phenological observations such as bud burst were available for the period 1956 - 2002. We also obtained regional downscaled climatic data for each of these sites, and combined both data sets to test the unified model. We used a Bayesian approach to generate distributions of model parameters from the observation data. In this poster presentation, we compare parameter distributions between different species and between different sites for individual species. The results of the unified model show a good agreement with the observations, except for Fagus sylvatica. The failure to reproduce the bud burst data for Fagus sylvatica suggest that the other factors not included in the unified model affect the phenology of this species. The parameter series show differences among species as we expected. However, they also differed strongly for the same species among sites.Further work should elucidate the mechanism that explains why model parameters differ among species and sites.
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.
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…
Decision Models for Determining the Optimal Life Test Sampling Plans
NASA Astrophysics Data System (ADS)
Nechval, Nicholas A.; Nechval, Konstantin N.; Purgailis, Maris; Berzins, Gundars; Strelchonok, Vladimir F.
2010-11-01
Life test sampling plan is a technique, which consists of sampling, inspection, and decision making in determining the acceptance or rejection of a batch of products by experiments for examining the continuous usage time of the products. In life testing studies, the lifetime is usually assumed to be distributed as either a one-parameter exponential distribution, or a two-parameter Weibull distribution with the assumption that the shape parameter is known. Such oversimplified assumptions can facilitate the follow-up analyses, but may overlook the fact that the lifetime distribution can significantly affect the estimation of the failure rate of a product. Moreover, sampling costs, inspection costs, warranty costs, and rejection costs are all essential, and ought to be considered in choosing an appropriate sampling plan. The choice of an appropriate life test sampling plan is a crucial decision problem because a good plan not only can help producers save testing time, and reduce testing cost; but it also can positively affect the image of the product, and thus attract more consumers to buy it. This paper develops the frequentist (non-Bayesian) decision models for determining the optimal life test sampling plans with an aim of cost minimization by identifying the appropriate number of product failures in a sample that should be used as a threshold in judging the rejection of a batch. The two-parameter exponential and Weibull distributions with two unknown parameters are assumed to be appropriate for modelling the lifetime of a product. A practical numerical application is employed to demonstrate the proposed approach.
A Bayesian kriging approach for blending satellite and ground precipitation observations
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.
The generalized truncated exponential distribution as a model for earthquake magnitudes
NASA Astrophysics Data System (ADS)
Raschke, Mathias
2015-04-01
The random distribution of small, medium and large earthquake magnitudes follows an exponential distribution (ED) according to the Gutenberg-Richter relation. But a magnitude distribution is truncated in the range of very large magnitudes because the earthquake energy is finite and the upper tail of the exponential distribution does not fit well observations. Hence the truncated exponential distribution (TED) is frequently applied for the modelling of the magnitude distributions in the seismic hazard and risk analysis. The TED has a weak point: when two TEDs with equal parameters, except the upper bound magnitude, are mixed, then the resulting distribution is not a TED. Inversely, it is also not possible to split a TED of a seismic region into TEDs of subregions with equal parameters, except the upper bound magnitude. This weakness is a principal problem as seismic regions are constructed scientific objects and not natural units. It also applies to alternative distribution models. The presented generalized truncated exponential distribution (GTED) overcomes this weakness. The ED and the TED are special cases of the GTED. Different issues of the statistical inference are also discussed and an example of empirical data is presented in the current contribution.
Houghton, J.C.
1988-01-01
The truncated shifted Pareto (TSP) distribution, a variant of the two-parameter Pareto distribution, in which one parameter is added to shift the distribution right and left and the right-hand side is truncated, is used to model size distributions of oil and gas fields for resource assessment. Assumptions about limits to the left-hand and right-hand side reduce the number of parameters to two. The TSP distribution has advantages over the more customary lognormal distribution because it has a simple analytic expression, allowing exact computation of several statistics of interest, has a "J-shape," and has more flexibility in the thickness of the right-hand tail. Oil field sizes from the Minnelusa play in the Powder River Basin, Wyoming and Montana, are used as a case study. Probability plotting procedures allow easy visualization of the fit and help the assessment. ?? 1988 International Association for Mathematical Geology.
Yu, Manzhu; Yang, Chaowei
2016-01-01
Dust storms are devastating natural disasters that cost billions of dollars and many human lives every year. Using the Non-Hydrostatic Mesoscale Dust Model (NMM-dust), this research studies how different spatiotemporal resolutions of two input parameters (soil moisture and greenness vegetation fraction) impact the sensitivity and accuracy of a dust model. Experiments are conducted by simulating dust concentration during July 1-7, 2014, for the target area covering part of Arizona and California (31, 37, -118, -112), with a resolution of ~ 3 km. Using ground-based and satellite observations, this research validates the temporal evolution and spatial distribution of dust storm output from the NMM-dust, and quantifies model error using measurements of four evaluation metrics (mean bias error, root mean square error, correlation coefficient and fractional gross error). Results showed that the default configuration of NMM-dust (with a low spatiotemporal resolution of both input parameters) generates an overestimation of Aerosol Optical Depth (AOD). Although it is able to qualitatively reproduce the temporal trend of the dust event, the default configuration of NMM-dust cannot fully capture its actual spatial distribution. Adjusting the spatiotemporal resolution of soil moisture and vegetation cover datasets showed that the model is sensitive to both parameters. Increasing the spatiotemporal resolution of soil moisture effectively reduces model's overestimation of AOD, while increasing the spatiotemporal resolution of vegetation cover changes the spatial distribution of reproduced dust storm. The adjustment of both parameters enables NMM-dust to capture the spatial distribution of dust storms, as well as reproducing more accurate dust concentration.
Computational Control of Flexible Aerospace Systems
NASA Technical Reports Server (NTRS)
Sharpe, Lonnie, Jr.; Shen, Ji Yao
1994-01-01
The main objective of this project is to establish a distributed parameter modeling technique for structural analysis, parameter estimation, vibration suppression and control synthesis of large flexible aerospace structures. This report concentrates on the research outputs produced in the last two years of the project. The main accomplishments can be summarized as follows. A new version of the PDEMOD Code had been completed. A theoretical investigation of the NASA MSFC two-dimensional ground-based manipulator facility by using distributed parameter modelling technique has been conducted. A new mathematical treatment for dynamic analysis and control of large flexible manipulator systems has been conceived, which may provide a embryonic form of a more sophisticated mathematical model for future modified versions of the PDEMOD Codes.
NASA Astrophysics Data System (ADS)
Andreev, M. Yu.; Mingaleva, G. I.; Mingalev, V. S.
2007-08-01
A previously developed model of the high-latitude ionosphere is used to calculate the distribution of the ionospheric parameters in the polar region. A specific method for specifying input parameters of the mathematical model, using the experimental data obtained by the method of satellite radio tomography, is used in this case. The spatial distributions of the ionospheric parameters characterized by a complex inhomogeneous structure in the high-latitude region, calculated with the help of the mathematical model, are used to simulate the HF propagation along the meridionally oriented radio paths extending from middle to high latitudes. The method for improving the HF communication between a midlatitude transmitter and a polar-cap receiver is proposed.
Minsley, B.J.
2011-01-01
A meaningful interpretation of geophysical measurements requires an assessment of the space of models that are consistent with the data, rather than just a single, 'best' model which does not convey information about parameter uncertainty. For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequency-domain electromagnetic (FDEM) data acquired from airborne or ground-based systems. By sampling the distribution of models that are consistent with measured data and any prior knowledge, valuable inferences can be made about parameter values such as the likely depth to an interface, the distribution of possible resistivity values as a function of depth and non-unique relationships between parameters. The trans-dimensional aspect of the algorithm allows the number of layers to be a free parameter that is controlled by the data, where models with fewer layers are inherently favoured, which provides a natural measure of parsimony and a significant degree of flexibility in parametrization. The MCMC algorithm is used with synthetic examples to illustrate how the distribution of acceptable models is affected by the choice of prior information, the system geometry and configuration and the uncertainty in the measured system elevation. An airborne FDEM data set that was acquired for the purpose of hydrogeological characterization is also studied. The results compare favourably with traditional least-squares analysis, borehole resistivity and lithology logs from the site, and also provide new information about parameter uncertainty necessary for model assessment. ?? 2011. Geophysical Journal International ?? 2011 RAS.
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.
Unifying distance-based goodness-of-fit indicators for hydrologic model assessment
NASA Astrophysics Data System (ADS)
Cheng, Qinbo; Reinhardt-Imjela, Christian; Chen, Xi; Schulte, Achim
2014-05-01
The goodness-of-fit indicator, i.e. efficiency criterion, is very important for model calibration. However, recently the knowledge about the goodness-of-fit indicators is all empirical and lacks a theoretical support. Based on the likelihood theory, a unified distance-based goodness-of-fit indicator termed BC-GED model is proposed, which uses the Box-Cox (BC) transformation to remove the heteroscedasticity of model errors and the generalized error distribution (GED) with zero-mean to fit the distribution of model errors after BC. The BC-GED model can unify all recent distance-based goodness-of-fit indicators, and reveals the mean square error (MSE) and the mean absolute error (MAE) that are widely used goodness-of-fit indicators imply statistic assumptions that the model errors follow the Gaussian distribution and the Laplace distribution with zero-mean, respectively. The empirical knowledge about goodness-of-fit indicators can be also easily interpreted by BC-GED model, e.g. the sensitivity to high flow of the goodness-of-fit indicators with large power of model errors results from the low probability of large model error in the assumed distribution of these indicators. In order to assess the effect of the parameters (i.e. the BC transformation parameter λ and the GED kurtosis coefficient β also termed the power of model errors) of BC-GED model on hydrologic model calibration, six cases of BC-GED model were applied in Baocun watershed (East China) with SWAT-WB-VSA model. Comparison of the inferred model parameters and model simulation results among the six indicators demonstrates these indicators can be clearly separated two classes by the GED kurtosis β: β >1 and β ≤ 1. SWAT-WB-VSA calibrated by the class β >1 of distance-based goodness-of-fit indicators captures high flow very well and mimics the baseflow very badly, but it calibrated by the class β ≤ 1 mimics the baseflow very well, because first the larger value of β, the greater emphasis is put on high flow and second the derivative of GED probability density function at zero is zero as β >1, but discontinuous as β ≤ 1, and even infinity as β < 1 with which the maximum likelihood estimation can guarantee the model errors approach zero as well as possible. The BC-GED that estimates the parameters (i.e. λ and β) of BC-GED model as well as hydrologic model parameters is the best distance-based goodness-of-fit indicator because not only the model validation using groundwater levels is very good, but also the model errors fulfill the statistic assumption best. However, in some cases of model calibration with a few observations e.g. calibration of single-event model, for avoiding estimation of the parameters of BC-GED model the MAE i.e. the boundary indicator (β = 1) of the two classes, can replace the BC-GED, because the model validation of MAE is best.
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.
Comparison of Optimal Design Methods in Inverse Problems
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
NASA Astrophysics Data System (ADS)
Liu, Y. R.; Li, Y. P.; Huang, G. H.; Zhang, J. L.; Fan, Y. R.
2017-10-01
In this study, a Bayesian-based multilevel factorial analysis (BMFA) method is developed to assess parameter uncertainties and their effects on hydrological model responses. In BMFA, Differential Evolution Adaptive Metropolis (DREAM) algorithm is employed to approximate the posterior distributions of model parameters with Bayesian inference; factorial analysis (FA) technique is used for measuring the specific variations of hydrological responses in terms of posterior distributions to investigate the individual and interactive effects of parameters on model outputs. BMFA is then applied to a case study of the Jinghe River watershed in the Loess Plateau of China to display its validity and applicability. The uncertainties of four sensitive parameters, including soil conservation service runoff curve number to moisture condition II (CN2), soil hydraulic conductivity (SOL_K), plant available water capacity (SOL_AWC), and soil depth (SOL_Z), are investigated. Results reveal that (i) CN2 has positive effect on peak flow, implying that the concentrated rainfall during rainy season can cause infiltration-excess surface flow, which is an considerable contributor to peak flow in this watershed; (ii) SOL_K has positive effect on average flow, implying that the widely distributed cambisols can lead to medium percolation capacity; (iii) the interaction between SOL_AWC and SOL_Z has noticeable effect on the peak flow and their effects are dependent upon each other, which discloses that soil depth can significant influence the processes of plant uptake of soil water in this watershed. Based on the above findings, the significant parameters and the relationship among uncertain parameters can be specified, such that hydrological model's capability for simulating/predicting water resources of the Jinghe River watershed can be improved.
Steve P. Verrill; Frank C. Owens; David E. Kretschmann; Rubin Shmulsky
2017-01-01
It is common practice to assume that a two-parameter Weibull probability distribution is suitable for modeling lumber properties. Verrill and co-workers demonstrated theoretically and empirically that the modulus of rupture (MOR) distribution of visually graded or machine stress rated (MSR) lumber is not distributed as a Weibull. Instead, the tails of the MOR...
A new model to predict weak-lensing peak counts. II. Parameter constraint strategies
NASA Astrophysics Data System (ADS)
Lin, Chieh-An; Kilbinger, Martin
2015-11-01
Context. Peak counts have been shown to be an excellent tool for extracting the non-Gaussian part of the weak lensing signal. Recently, we developed a fast stochastic forward model to predict weak-lensing peak counts. Our model is able to reconstruct the underlying distribution of observables for analysis. Aims: In this work, we explore and compare various strategies for constraining a parameter using our model, focusing on the matter density Ωm and the density fluctuation amplitude σ8. Methods: First, we examine the impact from the cosmological dependency of covariances (CDC). Second, we perform the analysis with the copula likelihood, a technique that makes a weaker assumption than does the Gaussian likelihood. Third, direct, non-analytic parameter estimations are applied using the full information of the distribution. Fourth, we obtain constraints with approximate Bayesian computation (ABC), an efficient, robust, and likelihood-free algorithm based on accept-reject sampling. Results: We find that neglecting the CDC effect enlarges parameter contours by 22% and that the covariance-varying copula likelihood is a very good approximation to the true likelihood. The direct techniques work well in spite of noisier contours. Concerning ABC, the iterative process converges quickly to a posterior distribution that is in excellent agreement with results from our other analyses. The time cost for ABC is reduced by two orders of magnitude. Conclusions: The stochastic nature of our weak-lensing peak count model allows us to use various techniques that approach the true underlying probability distribution of observables, without making simplifying assumptions. Our work can be generalized to other observables where forward simulations provide samples of the underlying distribution.
Multifractal model of magnetic susceptibility distributions in some igneous rocks
Gettings, Mark E.
2012-01-01
Measurements of in-situ magnetic susceptibility were compiled from mainly Precambrian crystalline basement rocks beneath the Colorado Plateau and ranges in Arizona, Colorado, and New Mexico. The susceptibility meter used measures about 30 cm3 of rock and measures variations in the modal distribution of magnetic minerals that form a minor component volumetrically in these coarsely crystalline granitic to granodioritic rocks. Recent measurements include 50–150 measurements on each outcrop, and show that the distribution of magnetic susceptibilities is highly variable, multimodal and strongly non-Gaussian. Although the distribution of magnetic susceptibility is well known to be multifractal, the small number of data points at an outcrop precludes calculation of the multifractal spectrum by conventional methods. Instead, a brute force approach was adopted using multiplicative cascade models to fit the outcrop scale variability of magnetic minerals. Model segment proportion and length parameters resulted in 26 676 models to span parameter space. Distributions at each outcrop were normalized to unity magnetic susceptibility and added to compare all data for a rock body accounting for variations in petrology and alteration. Once the best-fitting model was found, the equation relating the segment proportion and length parameters was solved numerically to yield the multifractal spectrum estimate. For the best fits, the relative density (the proportion divided by the segment length) of one segment tends to be dominant and the other two densities are smaller and nearly equal. No other consistent relationships between the best fit parameters were identified. The multifractal spectrum estimates appear to distinguish between metamorphic gneiss sites and sites on plutons, even if the plutons have been metamorphosed. In particular, rocks that have undergone multiple tectonic events tend to have a larger range of scaling exponents.
Three-dimensional particle-particle simulations: Dependence of relaxation time on plasma parameter
NASA Astrophysics Data System (ADS)
Zhao, Yinjian
2018-05-01
A particle-particle simulation model is applied to investigate the dependence of the relaxation time on the plasma parameter in a three-dimensional unmagnetized plasma. It is found that the relaxation time increases linearly as the plasma parameter increases within the range of the plasma parameter from 2 to 10; when the plasma parameter equals 2, the relaxation time is independent of the total number of particles, but when the plasma parameter equals 10, the relaxation time slightly increases as the total number of particles increases, which indicates the transition of a plasma from collisional to collisionless. In addition, ions with initial Maxwell-Boltzmann (MB) distribution are found to stay in the MB distribution during the whole simulation time, and the mass of ions does not significantly affect the relaxation time of electrons. This work also shows the feasibility of the particle-particle model when using GPU parallel computing techniques.
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
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
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).
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
DOE Office of Scientific and Technical Information (OSTI.GOV)
Fernandes, P. A.; Lynch, K. A.
Here, we define the observational parameter regime necessary for observing low-altitude ionospheric origins of high-latitude ion upflow/outflow. We present measurement challenges and identify a new analysis technique which mitigates these impediments. To probe the initiation of auroral ion upflow, it is necessary to examine the thermal ion population at 200-350 km, where typical thermal energies are tenths of eV. Interpretation of the thermal ion distribution function measurement requires removal of payload sheath and ram effects. We use a 3-D Maxwellian model to quantify how observed ionospheric parameters such as density, temperature, and flows affect in situ measurements of the thermalmore » ion distribution function. We define the viable acceptance window of a typical top-hat electrostatic analyzer in this regime and show that the instrument's energy resolution prohibits it from directly observing the shape of the particle spectra. To extract detailed information about measured particle population, we define two intermediate parameters from the measured distribution function, then use a Maxwellian model to replicate possible measured parameters for comparison to the data. Liouville's theorem and the thin-sheath approximation allow us to couple the measured and modeled intermediate parameters such that measurements inside the sheath provide information about plasma outside the sheath. We apply this technique to sounding rocket data to show that careful windowing of the data and Maxwellian models allows for extraction of the best choice of geophysical parameters. More widespread use of this analysis technique will help our community expand its observational database of the seed regions of ionospheric outflows.« less
Distribution-Connected PV's Response to Voltage Sags at Transmission-Scale
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mather, Barry; Ding, Fei
The ever increasing amount of residential- and commercial-scale distribution-connected PV generation being installed and operated on the U.S.'s electric power system necessitates the use of increased fidelity representative distribution system models for transmission stability studies in order to ensure the continued safe and reliable operation of the grid. This paper describes a distribution model-based analysis that determines the amount of distribution-connected PV that trips off-line for a given voltage sag seen at the distribution circuit's substation. Such sags are what could potentially be experienced over a wide area of an interconnection during a transmission-level line fault. The results of thismore » analysis show that the voltage diversity of the distribution system does cause different amounts of PV generation to be lost for differing severity of voltage sags. The variation of the response is most directly a function of the loading of the distribution system. At low load levels the inversion of the circuit's voltage profile results in considerable differences in the aggregated response of distribution-connected PV Less variation is seen in the response to specific PV deployment scenarios, unless pushed to extremes, and in the total amount of PV penetration attained. A simplified version of the combined CMPLDW and PVD1 models is compared to the results from the model-based analysis. Furthermore, the parameters of the simplified model are tuned to better match the determined response. The resulting tuning parameters do not match the expected physical model of the distribution system and PV systems and thus may indicate that another modeling approach would be warranted.« less
Bayesian inversions of a dynamic vegetation model at four European grassland sites
NASA Astrophysics Data System (ADS)
Minet, J.; Laloy, E.; Tychon, B.; Francois, L.
2015-05-01
Eddy covariance data from four European grassland sites are used to probabilistically invert the CARAIB (CARbon Assimilation In the Biosphere) dynamic vegetation model (DVM) with 10 unknown parameters, using the DREAM(ZS) (DiffeRential Evolution Adaptive Metropolis) Markov chain Monte Carlo (MCMC) sampler. We focus on comparing model inversions, considering both homoscedastic and heteroscedastic eddy covariance residual errors, with variances either fixed a priori or jointly inferred together with the model parameters. Agreements between measured and simulated data during calibration are comparable with previous studies, with root mean square errors (RMSEs) of simulated daily gross primary productivity (GPP), ecosystem respiration (RECO) and evapotranspiration (ET) ranging from 1.73 to 2.19, 1.04 to 1.56 g C m-2 day-1 and 0.50 to 1.28 mm day-1, respectively. For the calibration period, using a homoscedastic eddy covariance residual error model resulted in a better agreement between measured and modelled data than using a heteroscedastic residual error model. However, a model validation experiment showed that CARAIB models calibrated considering heteroscedastic residual errors perform better. Posterior parameter distributions derived from using a heteroscedastic model of the residuals thus appear to be more robust. This is the case even though the classical linear heteroscedastic error model assumed herein did not fully remove heteroscedasticity of the GPP residuals. Despite the fact that the calibrated model is generally capable of fitting the data within measurement errors, systematic bias in the model simulations are observed. These are likely due to model inadequacies such as shortcomings in the photosynthesis modelling. Besides the residual error treatment, differences between model parameter posterior distributions among the four grassland sites are also investigated. It is shown that the marginal distributions of the specific leaf area and characteristic mortality time parameters can be explained by site-specific ecophysiological characteristics.
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.
NASA Astrophysics Data System (ADS)
Batac, Rene C.; Paguirigan, Antonino A., Jr.; Tarun, Anjali B.; Longjas, Anthony G.
2017-04-01
We propose a cellular automata model for earthquake occurrences patterned after the sandpile model of self-organized criticality (SOC). By incorporating a single parameter describing the probability to target the most susceptible site, the model successfully reproduces the statistical signatures of seismicity. The energy distributions closely follow power-law probability density functions (PDFs) with a scaling exponent of around -1. 6, consistent with the expectations of the Gutenberg-Richter (GR) law, for a wide range of the targeted triggering probability values. Additionally, for targeted triggering probabilities within the range 0.004-0.007, we observe spatiotemporal distributions that show bimodal behavior, which is not observed previously for the original sandpile. For this critical range of values for the probability, model statistics show remarkable comparison with long-period empirical data from earthquakes from different seismogenic regions. The proposed model has key advantages, the foremost of which is the fact that it simultaneously captures the energy, space, and time statistics of earthquakes by just introducing a single parameter, while introducing minimal parameters in the simple rules of the sandpile. We believe that the critical targeting probability parameterizes the memory that is inherently present in earthquake-generating regions.
Distributed modelling of hydrologic regime at three subcatchments of Kopaninský tok catchment
NASA Astrophysics Data System (ADS)
Žlábek, Pavel; Tachecí, Pavel; Kaplická, Markéta; Bystřický, Václav
2010-05-01
Kopaninský tok catchment is situated in crystalline area of Bohemo-Moravian highland hilly region, with cambisol cover and prevailing agricultural land use. It is a subject of long term (since 1980's) observation. Time series (discharge, precipitation, climatic parameters...) are nowadays available in 10 min. time step, water quality average daily composit samples plus samples during events are available. Soil survey resulting in reference soil hydraulic properties for horizons and vegetation cover survey incl. LAI measurement has been done. All parameters were analysed and used for establishing of distributed mathematical models of P6, P52 and P53 subcatchments, using MIKE SHE 2009 WM deterministic hydrologic modelling system. The aim is to simulate long-term hydrologic regime as well as rainfall-runoff events, serving the base for modelling of nitrate regime and agricultural management influence in the next step. Mentioned subcatchments differs in ratio of artificial drainage area, soil types, land use and slope angle. The models are set-up in a regular computational grid of 2 m size. Basic time step was set to 2 hrs, total simulated period covers 3 years. Runoff response and moisture regime is compared using spatially distributed simulation results. Sensitivity analysis revealed most important parameters influencing model response. Importance of spatial distribution of initial conditions was underlined. Further on, different runoff components in terms of their origin, flow paths and travel time were separated using a combination of two runoff separation techniques (a digital filter and a simple conceptual model GROUND) in 12 subcatchments of Kopaninský tok catchment. These two methods were chosen based on a number of methods testing. Ordinations diagrams performed with Canoco software were used to evaluate influence of different catchment parameters on different runoff components. A canonical ordination method analyses (RDA) was used to explain one data set (runoff components - either volumes of each runoff component or occurence of baseflow) with another data set (catchment parameters - proportion of arable land, proportion of forest, proportion of vulnerable zones with high infiltration capacity, average slope, topographic index and runoff coefficient). The influence was analysed both for long-term runoff balance and selected rainfall-runoff events. Keywords: small catchment, water balance modelling, rainfall-runoff modelling, distributed deterministic model, runoff separation, sensitivity analysis
A superstatistical model of metastasis and cancer survival
NASA Astrophysics Data System (ADS)
Leon Chen, L.; Beck, Christian
2008-05-01
We introduce a superstatistical model for the progression statistics of malignant cancer cells. The metastatic cascade is modeled as a complex nonequilibrium system with several macroscopic pathways and inverse-chi-square distributed parameters of the underlying Poisson processes. The predictions of the model are in excellent agreement with observed survival-time probability distributions of breast cancer patients.
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.
Numerical simulation of asphalt mixtures fracture using continuum models
NASA Astrophysics Data System (ADS)
Szydłowski, Cezary; Górski, Jarosław; Stienss, Marcin; Smakosz, Łukasz
2018-01-01
The paper considers numerical models of fracture processes of semi-circular asphalt mixture specimens subjected to three-point bending. Parameter calibration of the asphalt mixture constitutive models requires advanced, complex experimental test procedures. The highly non-homogeneous material is numerically modelled by a quasi-continuum model. The computational parameters are averaged data of the components, i.e. asphalt, aggregate and the air voids composing the material. The model directly captures random nature of material parameters and aggregate distribution in specimens. Initial results of the analysis are presented here.
NASA Astrophysics Data System (ADS)
Mockler, E. M.; Chun, K. P.; Sapriza-Azuri, G.; Bruen, M.; Wheater, H. S.
2016-11-01
Predictions of river flow dynamics provide vital information for many aspects of water management including water resource planning, climate adaptation, and flood and drought assessments. Many of the subjective choices that modellers make including model and criteria selection can have a significant impact on the magnitude and distribution of the output uncertainty. Hydrological modellers are tasked with understanding and minimising the uncertainty surrounding streamflow predictions before communicating the overall uncertainty to decision makers. Parameter uncertainty in conceptual rainfall-runoff models has been widely investigated, and model structural uncertainty and forcing data have been receiving increasing attention. This study aimed to assess uncertainties in streamflow predictions due to forcing data and the identification of behavioural parameter sets in 31 Irish catchments. By combining stochastic rainfall ensembles and multiple parameter sets for three conceptual rainfall-runoff models, an analysis of variance model was used to decompose the total uncertainty in streamflow simulations into contributions from (i) forcing data, (ii) identification of model parameters and (iii) interactions between the two. The analysis illustrates that, for our subjective choices, hydrological model selection had a greater contribution to overall uncertainty, while performance criteria selection influenced the relative intra-annual uncertainties in streamflow predictions. Uncertainties in streamflow predictions due to the method of determining parameters were relatively lower for wetter catchments, and more evenly distributed throughout the year when the Nash-Sutcliffe Efficiency of logarithmic values of flow (lnNSE) was the evaluation criterion.
Development of a distributed-parameter mathematical model for simulation of cryogenic wind tunnels
NASA Technical Reports Server (NTRS)
Tripp, J. S.
1983-01-01
A one-dimensional distributed-parameter dynamic model of a cryogenic wind tunnel was developed which accounts for internal and external heat transfer, viscous momentum losses, and slotted-test-section dynamics. Boundary conditions imposed by liquid-nitrogen injection, gas venting, and the tunnel fan were included. A time-dependent numerical solution to the resultant set of partial differential equations was obtained on a CDC CYBER 203 vector-processing digital computer at a usable computational rate. Preliminary computational studies were performed by using parameters of the Langley 0.3-Meter Transonic Cryogenic Tunnel. Studies were performed by using parameters from the National Transonic Facility (NTF). The NTF wind-tunnel model was used in the design of control loops for Mach number, total temperature, and total pressure and for determining interactions between the control loops. It was employed in the application of optimal linear-regulator theory and eigenvalue-placement techniques to develop Mach number control laws.
NASA Astrophysics Data System (ADS)
Zhang, Kai; Ma, Xiaopeng; Li, Yanlai; Wu, Haiyang; Cui, Chenyu; Zhang, Xiaoming; Zhang, Hao; Yao, Jun
Hydraulic fracturing is an important measure for the development of tight reservoirs. In order to describe the distribution of hydraulic fractures, micro-seismic diagnostic was introduced into petroleum fields. Micro-seismic events may reveal important information about static characteristics of hydraulic fracturing. However, this method is limited to reflect the distribution area of the hydraulic fractures and fails to provide specific parameters. Therefore, micro-seismic technology is integrated with history matching to predict the hydraulic fracture parameters in this paper. Micro-seismic source location is used to describe the basic shape of hydraulic fractures. After that, secondary modeling is considered to calibrate the parameters information of hydraulic fractures by using DFM (discrete fracture model) and history matching method. In consideration of fractal feature of hydraulic fracture, fractal fracture network model is established to evaluate this method in numerical experiment. The results clearly show the effectiveness of the proposed approach to estimate the parameters of hydraulic fractures.
Modeling the Effects of Solar Cell Distribution on Optical Cross Section for Solar Panel Simulation
2012-09-01
cell material. The solar panel was created as a CAD model and simulated with the imaging facility parameters with TASAT. TASAT uses a BRDF to apply...1 MODELING THE EFFECTS OF SOLAR CELL DISTRIBUTION ON OPTICAL CROSS SECTION FOR SOLAR PANEL SIMULATION Kelly Feirstine Meiling Klein... model of a solar panel with various solar cell tip and tilt distribution statistics. Modeling a solar panel as a single sheet of “solar cell” material
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.
Emulation for probabilistic weather forecasting
NASA Astrophysics Data System (ADS)
Cornford, Dan; Barillec, Remi
2010-05-01
Numerical weather prediction models are typically very expensive to run due to their complexity and resolution. Characterising the sensitivity of the model to its initial condition and/or to its parameters requires numerous runs of the model, which is impractical for all but the simplest models. To produce probabilistic forecasts requires knowledge of the distribution of the model outputs, given the distribution over the inputs, where the inputs include the initial conditions, boundary conditions and model parameters. Such uncertainty analysis for complex weather prediction models seems a long way off, given current computing power, with ensembles providing only a partial answer. One possible way forward that we develop in this work is the use of statistical emulators. Emulators provide an efficient statistical approximation to the model (or simulator) while quantifying the uncertainty introduced. In the emulator framework, a Gaussian process is fitted to the simulator response as a function of the simulator inputs using some training data. The emulator is essentially an interpolator of the simulator output and the response in unobserved areas is dictated by the choice of covariance structure and parameters in the Gaussian process. Suitable parameters are inferred from the data in a maximum likelihood, or Bayesian framework. Once trained, the emulator allows operations such as sensitivity analysis or uncertainty analysis to be performed at a much lower computational cost. The efficiency of emulators can be further improved by exploiting the redundancy in the simulator output through appropriate dimension reduction techniques. We demonstrate this using both Principal Component Analysis on the model output and a new reduced-rank emulator in which an optimal linear projection operator is estimated jointly with other parameters, in the context of simple low order models, such as the Lorenz 40D system. We present the application of emulators to probabilistic weather forecasting, where the construction of the emulator training set replaces the traditional ensemble model runs. Thus the actual forecast distributions are computed using the emulator conditioned on the ‘ensemble runs' which are chosen to explore the plausible input space using relatively crude experimental design methods. One benefit here is that the ensemble does not need to be a sample from the true distribution of the input space, rather it should cover that input space in some sense. The probabilistic forecasts are computed using Monte Carlo methods sampling from the input distribution and using the emulator to produce the output distribution. Finally we discuss the limitations of this approach and briefly mention how we might use similar methods to learn the model error within a framework that incorporates a data assimilation like aspect, using emulators and learning complex model error representations. We suggest future directions for research in the area that will be necessary to apply the method to more realistic numerical weather prediction models.
Marginally specified priors for non-parametric Bayesian estimation
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
Gaussian copula as a likelihood function for environmental models
NASA Astrophysics Data System (ADS)
Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.
2017-12-01
Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an interesting departure from the usage of fully parametric distributions as likelihood functions - and they could help us to better capture the statistical properties of errors and make more reliable predictions.
ERIC Educational Resources Information Center
van der Linden, Wim J.
2011-01-01
A critical component of test speededness is the distribution of the test taker's total time on the test. A simple set of constraints on the item parameters in the lognormal model for response times is derived that can be used to control the distribution when assembling a new test form. As the constraints are linear in the item parameters, they can…
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
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.
NASA Astrophysics Data System (ADS)
Skaugen, Thomas; Weltzien, Ingunn H.
2016-09-01
Snow is an important and complicated element in hydrological modelling. The traditional catchment hydrological model with its many free calibration parameters, also in snow sub-models, is not a well-suited tool for predicting conditions for which it has not been calibrated. Such conditions include prediction in ungauged basins and assessing hydrological effects of climate change. In this study, a new model for the spatial distribution of snow water equivalent (SWE), parameterized solely from observed spatial variability of precipitation, is compared with the current snow distribution model used in the operational flood forecasting models in Norway. The former model uses a dynamic gamma distribution and is called Snow Distribution_Gamma, (SD_G), whereas the latter model has a fixed, calibrated coefficient of variation, which parameterizes a log-normal model for snow distribution and is called Snow Distribution_Log-Normal (SD_LN). The two models are implemented in the parameter parsimonious rainfall-runoff model Distance Distribution Dynamics (DDD), and their capability for predicting runoff, SWE and snow-covered area (SCA) is tested and compared for 71 Norwegian catchments. The calibration period is 1985-2000 and validation period is 2000-2014. Results show that SDG better simulates SCA when compared with MODIS satellite-derived snow cover. In addition, SWE is simulated more realistically in that seasonal snow is melted out and the building up of "snow towers" and giving spurious positive trends in SWE, typical for SD_LN, is prevented. The precision of runoff simulations using SDG is slightly inferior, with a reduction in Nash-Sutcliffe and Kling-Gupta efficiency criterion of 0.01, but it is shown that the high precision in runoff prediction using SD_LN is accompanied with erroneous simulations of SWE.
Tube-Load Model Parameter Estimation for Monitoring Arterial Hemodynamics
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
N-mixture models for estimating population size from spatially replicated counts
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.
Carreira, Guido Correia; Gemeinhardt, Ole; Gorenflo, Rudolf; Beyersdorff, Dirk; Franiel, Tobias; Plendl, Johanna; Lüdemann, Lutz
2011-06-01
Dynamic contrast-enhanced magnetic resonance imaging commonly uses compartment models to estimate tissue parameters in general and perfusion parameters in particular. Compartment models assume a homogeneous distribution of the injected tracer throughout the compartment volume. Since tracer distribution within a compartment cannot be assessed, the parameters obtained by means of a compartment model might differ from the actual physical values. This work systematically examines the widely used permeability-surface-limited one-compartment model to determine the reliability of the parameters obtained by comparing them with their actual values. A computer simulation was used to model spatial tracer distribution within the interstitial volume using diffusion of contrast agent in tissue. Vascular parameters were varied as well as tissue parameters. The vascular parameters used were capillary radius (4 and 12 μm), capillary permeability (from 0.03 to 3.3 μm/s) and intercapillary distances from 30 to 300 μm. The tissue parameters used were tortuosity (λ), porosity (α) and interstitial volume fraction (v(e)). Our results suggest that the permeability-surface-limited compartment model generally underestimates capillary permeability for capillaries with a radius of 4 μm by factors from ≈0.03 for α=0.04, to ≈ 0.1 for α=0.2, to ≈ 0.5 for α=1.0. An overestimation of actual capillary permeability for capillaries with a radius of 12 μm by a factor of ≥1.3 was found for α=1.0, while α=0.2 yielded an underestimation by a factor of ≈0.3 and α=0.04 by a factor of ≈ 0.03. The interstitial volume fraction, v(e), obtained by the compartment model differed with increasing intercapillary distances and for low vessel permeability, whereas v(e) was found to be estimated approximately accurately for P=0.3 μm/s and P=3.3 μm/s for vessel distances <100 μm. Copyright © 2011 Elsevier Inc. All rights reserved.
Dong, Ren G; Dong, Jennie H; Wu, John Z; Rakheja, Subhash
2007-01-01
The objective of this study is to develop analytical models for simulating driving-point biodynamic responses distributed at the fingers and palm of the hand under vibration along the forearm direction (z(h)-axis). Two different clamp-like model structures are formulated to analyze the distributed responses at the fingers-handle and palm-handle interfaces, as opposed to the single driving point invariably considered in the reported models. The parameters of the proposed four- and five degrees-of-freedom models are identified through minimization of an rms error function of the model and measured responses under different hand actions, namely, fingers pull, push only, grip only, and combined push and grip. The results show that the responses predicted from both models agree reasonably well with the measured data in terms of distributed as well total impedance magnitude and phase. The variations in the identified model parameters under different hand actions are further discussed in view of the biological system behavior. The proposed models are considered to serve as useful tools for design and assessment of vibration isolation methods, and for developing a hand-arm simulator for vibration analysis of power tools.
In vitro ovine articular chondrocyte proliferation: experiments and modelling.
Mancuso, L; Liuzzo, M I; Fadda, S; Pisu, M; Cincotti, A; Arras, M; La Nasa, G; Concas, A; Cao, G
2010-06-01
This study focuses on analysis of in vitro cultures of chondrocytes from ovine articular cartilage. Isolated cells were seeded in Petri dishes, then expanded to confluence and phenotypically characterized by flow cytometry. The sigmoidal temporal profile of total counts was obtained by classic haemocytometry and corresponding cell size distributions were measured electronically using a Coulter Counter. A mathematical model recently proposed (1) was adopted for quantitative interpretation of these experimental data. The model is based on a 1-D (that is, mass-structured), single-staged population balance approach capable of taking into account contact inhibition at confluence. The model's parameters were determined by fitting measured total cell counts and size distributions. Model reliability was verified by predicting cell proliferation counts and corresponding size distributions at culture times longer than those used when tuning the model's parameters. It was found that adoption of cell mass as the intrinsic characteristic of a growing chondrocyte population enables sigmoidal temporal profiles of total counts in the Petri dish, as well as cell size distributions at 'balanced growth', to be adequately predicted.
Estimating recharge rates with analytic element models and parameter estimation
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).
Milly, P.C.D.; Shmakin, A.B.
2002-01-01
Land water and energy balances vary around the globe because of variations in amount and temporal distribution of water and energy supplies and because of variations in land characteristics. The former control (water and energy supplies) explains much more variance in water and energy balances than the latter (land characteristics). A largely untested hypothesis underlying most global models of land water and energy balance is the assumption that parameter values based on estimated geographic distributions of soil and vegetation characteristics improve the performance of the models relative to the use of globally constant land parameters. This hypothesis is tested here through an evaluation of the improvement in performance of one land model associated with the introduction of geographic information on land characteristics. The capability of the model to reproduce annual runoff ratios of large river basins, with and without information on the global distribution of albedo, rooting depth, and stomatal resistance, is assessed. To allow a fair comparison, the model is calibrated in both cases by adjusting globally constant scale factors for snow-free albedo, non-water-stressed bulk stomatal resistance, and critical root density (which is used to determine effective root-zone depth). The test is made in stand-alone mode, that is, using prescribed radiative and atmospheric forcing. Model performance is evaluated by comparing modeled runoff ratios with observed runoff ratios for a set of basins where precipitation biases have been shown to be minimal. The withholding of information on global variations in these parameters leads to a significant degradation of the capability of the model to simulate the annual runoff ratio. An additional set of optimization experiments, in which the parameters are examined individually, reveals that the stomatal resistance is, by far, the parameter among these three whose spatial variations add the most predictive power to the model in stand-alone mode. Further single-parameter experiments with surface roughness length, available water capacity, thermal conductivity, and thermal diffusivity show very little sensitivity to estimated global variations in these parameters. Finally, it is found that even the constant-parameter model performance exceeds that of the Budyko and generalized Turc-Pike water-balance equations, suggesting that the model benefits also from information on the geographic variability of the temporal structure of forcing.
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.
Calibration of micromechanical parameters for DEM simulations by using the particle filter
NASA Astrophysics Data System (ADS)
Cheng, Hongyang; Shuku, Takayuki; Thoeni, Klaus; Yamamoto, Haruyuki
2017-06-01
The calibration of DEM models is typically accomplished by trail and error. However, the procedure lacks of objectivity and has several uncertainties. To deal with these issues, the particle filter is employed as a novel approach to calibrate DEM models of granular soils. The posterior probability distribution of the microparameters that give numerical results in good agreement with the experimental response of a Toyoura sand specimen is approximated by independent model trajectories, referred as `particles', based on Monte Carlo sampling. The soil specimen is modeled by polydisperse packings with different numbers of spherical grains. Prepared in `stress-free' states, the packings are subjected to triaxial quasistatic loading. Given the experimental data, the posterior probability distribution is incrementally updated, until convergence is reached. The resulting `particles' with higher weights are identified as the calibration results. The evolutions of the weighted averages and posterior probability distribution of the micro-parameters are plotted to show the advantage of using a particle filter, i.e., multiple solutions are identified for each parameter with known probabilities of reproducing the experimental response.
Pozzobon, Victor; Perre, Patrick
2018-01-21
This work provides a model and the associated set of parameters allowing for microalgae population growth computation under intermittent lightning. Han's model is coupled with a simple microalgae growth model to yield a relationship between illumination and population growth. The model parameters were obtained by fitting a dataset available in literature using Particle Swarm Optimization method. In their work, authors grew microalgae in excess of nutrients under flashing conditions. Light/dark cycles used for these experimentations are quite close to those found in photobioreactor, i.e. ranging from several seconds to one minute. In this work, in addition to producing the set of parameters, Particle Swarm Optimization robustness was assessed. To do so, two different swarm initialization techniques were used, i.e. uniform and random distribution throughout the search-space. Both yielded the same results. In addition, swarm distribution analysis reveals that the swarm converges to a unique minimum. Thus, the produced set of parameters can be trustfully used to link light intensity to population growth rate. Furthermore, the set is capable to describe photodamages effects on population growth. Hence, accounting for light overexposure effect on algal growth. Copyright © 2017 Elsevier Ltd. All rights reserved.
Bonded-cell model for particle fracture.
Nguyen, Duc-Hanh; Azéma, Emilien; Sornay, Philippe; Radjai, Farhang
2015-02-01
Particle degradation and fracture play an important role in natural granular flows and in many applications of granular materials. We analyze the fracture properties of two-dimensional disklike particles modeled as aggregates of rigid cells bonded along their sides by a cohesive Mohr-Coulomb law and simulated by the contact dynamics method. We show that the compressive strength scales with tensile strength between cells but depends also on the friction coefficient and a parameter describing cell shape distribution. The statistical scatter of compressive strength is well described by the Weibull distribution function with a shape parameter varying from 6 to 10 depending on cell shape distribution. We show that this distribution may be understood in terms of percolating critical intercellular contacts. We propose a random-walk model of critical contacts that leads to particle size dependence of the compressive strength in good agreement with our simulation data.
NASA Astrophysics Data System (ADS)
Zhang, Wei; Cho, Chongdu; Piao, Changhao; Choi, Hojoon
2016-01-01
This paper presents a novel method for identifying the main parameters affecting the stress distribution of the components used in assembly modeling of proton exchange membrane fuel cell (PEMFC) stack. This method is a combination of an approximation model and Sobol's method, which allows a fast global sensitivity analysis for a set of uncertain parameters using only a limited number of calculations. Seven major parameters, i.e., Young's modulus of the end plate and the membrane electrode assembly (MEA), the contact stiffness between the MEA and bipolar plate (BPP), the X and Y positions of the bolts, the pressure of each bolt, and the thickness of the end plate, are investigated regarding their effect on four metrics, i.e., the maximum stresses of the MEA, BPP, and end plate, and the stress distribution percentage of the MEA. The analysis reveals the individual effects of each parameter and its interactions with the other parameters. The results show that the X position of a bolt has a major influence on the maximum stresses of the BPP and end plate, whereas the thickness of the end plate has the strongest effect on both the maximum stress and the stress distribution percentage of the MEA.
Progressive Learning of Topic Modeling Parameters: A Visual Analytics Framework.
El-Assady, Mennatallah; Sevastjanova, Rita; Sperrle, Fabian; Keim, Daniel; Collins, Christopher
2018-01-01
Topic modeling algorithms are widely used to analyze the thematic composition of text corpora but remain difficult to interpret and adjust. Addressing these limitations, we present a modular visual analytics framework, tackling the understandability and adaptability of topic models through a user-driven reinforcement learning process which does not require a deep understanding of the underlying topic modeling algorithms. Given a document corpus, our approach initializes two algorithm configurations based on a parameter space analysis that enhances document separability. We abstract the model complexity in an interactive visual workspace for exploring the automatic matching results of two models, investigating topic summaries, analyzing parameter distributions, and reviewing documents. The main contribution of our work is an iterative decision-making technique in which users provide a document-based relevance feedback that allows the framework to converge to a user-endorsed topic distribution. We also report feedback from a two-stage study which shows that our technique results in topic model quality improvements on two independent measures.
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.
Analysis of the NAEG model of transuranic radionuclide transport and dose
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kercher, J.R.; Anspaugh, L.R.
We analyze the model for estimating the dose from /sup 239/Pu developed for the Nevada Applied Ecology Group (NAEG) by using sensitivity analysis and uncertainty analysis. Sensitivity analysis results suggest that the air pathway is the critical pathway for the organs receiving the highest dose. Soil concentration and the factors controlling air concentration are the most important parameters. The only organ whose dose is sensitive to parameters in the ingestion pathway is the GI tract. The air pathway accounts for 100% of the dose to lung, upper respiratory tract, and thoracic lymph nodes; and 95% of its dose via ingestion.more » Leafy vegetable ingestion accounts for 70% of the dose from the ingestion pathway regardless of organ, peeled vegetables 20%; accidental soil ingestion 5%; ingestion of beef liver 4%; beef muscle 1%. Only a handful of model parameters control the dose for any one organ. The number of important parameters is usually less than 10. Uncertainty analysis indicates that choosing a uniform distribution for the input parameters produces a lognormal distribution of the dose. The ratio of the square root of the variance to the mean is three times greater for the doses than it is for the individual parameters. As found by the sensitivity analysis, the uncertainty analysis suggests that only a few parameters control the dose for each organ. All organs have similar distributions and variance to mean ratios except for the lymph modes. 16 references, 9 figures, 13 tables.« less
NASA Astrophysics Data System (ADS)
Jiang, Sanyuan; Jomaa, Seifeddine; Büttner, Olaf; Rode, Michael
2014-05-01
Hydrological water quality modeling is increasingly used for investigating runoff and nutrient transport processes as well as watershed management but it is mostly unclear how data availablity determins model identification. In this study, the HYPE (HYdrological Predictions for the Environment) model, which is a process-based, semi-distributed hydrological water quality model, was applied in two different mesoscale catchments (Selke (463 km2) and Weida (99 km2)) located in central Germany to simulate discharge and inorganic nitrogen (IN) transport. PEST and DREAM(ZS) were combined with the HYPE model to conduct parameter calibration and uncertainty analysis. Split-sample test was used for model calibration (1994-1999) and validation (1999-2004). IN concentration and daily IN load were found to be highly correlated with discharge, indicating that IN leaching is mainly controlled by runoff. Both dynamics and balances of water and IN load were well captured with NSE greater than 0.83 during validation period. Multi-objective calibration (calibrating hydrological and water quality parameters simultaneously) was found to outperform step-wise calibration in terms of model robustness. Multi-site calibration was able to improve model performance at internal sites, decrease parameter posterior uncertainty and prediction uncertainty. Nitrogen-process parameters calibrated using continuous daily averages of nitrate-N concentration observations produced better and more robust simulations of IN concentration and load, lower posterior parameter uncertainty and IN concentration prediction uncertainty compared to the calibration against uncontinuous biweekly nitrate-N concentration measurements. Both PEST and DREAM(ZS) are efficient in parameter calibration. However, DREAM(ZS) is more sound in terms of parameter identification and uncertainty analysis than PEST because of its capability to evolve parameter posterior distributions and estimate prediction uncertainty based on global search and Bayesian inference schemes.
Socioeconomic implications of donation distributions
NASA Astrophysics Data System (ADS)
Wu, Yajing; Guo, Jinzhong; Chen, Qinghua; Wang, Yougui
2011-11-01
Individual donation depends on personal wealth and individual willingness to donate. On the basis of a donation model proposed in our previous study, a simplified version of an individual donation model is derived by relaxing the restrictions of the maximum wealth in the economy. Thus, the whole distribution is determined by only two parameters. One of them relates to the exponent of the distribution of society wealth and the other refers to the donation amount of the kindest poorest person. The parameters reflect the degree of wealth inequality and the charitable enthusiasm of society, respectively. Using actual donation data, we develop a specific parameter estimation method combining linear regression and the Kolmogorov-Smirnov (KS) statistic to get the value of two socioeconomic indicators. Applications to Chinese individual donations in response to the 2004 Indian Ocean tsunami and the 2008 Wenchuan earthquake indicate a rising inequality in social wealth distribution in China. Also, more charitable enthusiasm is observed in the response to the 2008 Wenchuan earthquake.
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.
Singh, R; Joshi, P K; Kumar, M; Dash, P P; Joshi, B D
2009-08-01
Geospatial tools supported by ancillary geo-database and extensive fieldwork regarding the distribution of tiger and its prey in Anchankmar Wildlife Sanctuary (AMWLS) were used to build a tiger habitat suitability model. This consists of a quantitative geographical information system (GIS) based approach using field parameters and spatial thematic information. The estimates of tiger sightings, its prey sighting and predicted distribution with the assistance of contextual environmental data including terrain, road network, settlement and drainage surfaces were used to develop the model. Eight variables in the dataset viz., forest cover type, forest cover density, slope, aspect, altitude, and distance from road, settlement and drainage were seen as suitable proxies and were used as independent variables in the analysis. Principal component analysis and binomial multiple logistic regression were used for statistical treatments of collected habitat parameters from field and independent variables respectively. The assessment showed a strong expert agreement between the predicted and observed suitable areas. A combination of the generated information and published literature was also used while building a habitat suitability map for the tiger. The modeling approach has taken the habitat preference parameters of the tiger and potential distribution of prey species into account. For assessing the potential distribution of prey species, independent suitability models were developed and validated with the ground truth. It is envisaged that inclusion of the prey distribution probability strengthens the model when a key species is under question. The results of the analysis indicate that tiger occur throughout the sanctuary. The results have been found to be an important input as baseline information for population modeling and natural resource management in the wildlife sanctuary. The development and application of similar models can help in better management of the protected areas of national interest.
Statistical distributions of extreme dry spell in Peninsular Malaysia
NASA Astrophysics Data System (ADS)
Zin, Wan Zawiah Wan; Jemain, Abdul Aziz
2010-11-01
Statistical distributions of annual extreme (AE) series and partial duration (PD) series for dry-spell event are analyzed for a database of daily rainfall records of 50 rain-gauge stations in Peninsular Malaysia, with recording period extending from 1975 to 2004. The three-parameter generalized extreme value (GEV) and generalized Pareto (GP) distributions are considered to model both series. In both cases, the parameters of these two distributions are fitted by means of the L-moments method, which provides a robust estimation of them. The goodness-of-fit (GOF) between empirical data and theoretical distributions are then evaluated by means of the L-moment ratio diagram and several goodness-of-fit tests for each of the 50 stations. It is found that for the majority of stations, the AE and PD series are well fitted by the GEV and GP models, respectively. Based on the models that have been identified, we can reasonably predict the risks associated with extreme dry spells for various return periods.
Variability-aware compact modeling and statistical circuit validation on SRAM test array
NASA Astrophysics Data System (ADS)
Qiao, Ying; Spanos, Costas J.
2016-03-01
Variability modeling at the compact transistor model level can enable statistically optimized designs in view of limitations imposed by the fabrication technology. In this work we propose a variability-aware compact model characterization methodology based on stepwise parameter selection. Transistor I-V measurements are obtained from bit transistor accessible SRAM test array fabricated using a collaborating foundry's 28nm FDSOI technology. Our in-house customized Monte Carlo simulation bench can incorporate these statistical compact models; and simulation results on SRAM writability performance are very close to measurements in distribution estimation. Our proposed statistical compact model parameter extraction methodology also has the potential of predicting non-Gaussian behavior in statistical circuit performances through mixtures of Gaussian distributions.
General Metropolis-Hastings jump diffusions for automatic target recognition in infrared scenes
NASA Astrophysics Data System (ADS)
Lanterman, Aaron D.; Miller, Michael I.; Snyder, Donald L.
1997-04-01
To locate and recognize ground-based targets in forward- looking IR (FLIR) images, 3D faceted models with associated pose parameters are formulated to accommodate the variability found in FLIR imagery. Taking a Bayesian approach, scenes are simulated from the emissive characteristics of the CAD models and compared with the collected data by a likelihood function based on sensor statistics. This likelihood is combined with a prior distribution defined over the set of possible scenes to form a posterior distribution. To accommodate scenes with variable numbers of targets, the posterior distribution is defined over parameter vectors of varying dimension. An inference algorithm based on Metropolis-Hastings jump- diffusion processes empirically samples from the posterior distribution, generating configurations of templates and transformations that match the collected sensor data with high probability. The jumps accommodate the addition and deletion of targets and the estimation of target identities; diffusions refine the hypotheses by drifting along the gradient of the posterior distribution with respect to the orientation and position parameters. Previous results on jumps strategies analogous to the Metropolis acceptance/rejection algorithm, with proposals drawn from the prior and accepted based on the likelihood, are extended to encompass general Metropolis-Hastings proposal densities. In particular, the algorithm proposes moves by drawing from the posterior distribution over computationally tractible subsets of the parameter space. The algorithm is illustrated by an implementation on a Silicon Graphics Onyx/Reality Engine.
NASA Astrophysics Data System (ADS)
Walker, David M.; Allingham, David; Lee, Heung Wing Joseph; Small, Michael
2010-02-01
Small world network models have been effective in capturing the variable behaviour of reported case data of the SARS coronavirus outbreak in Hong Kong during 2003. Simulations of these models have previously been realized using informed “guesses” of the proposed model parameters and tested for consistency with the reported data by surrogate analysis. In this paper we attempt to provide statistically rigorous parameter distributions using Approximate Bayesian Computation sampling methods. We find that such sampling schemes are a useful framework for fitting parameters of stochastic small world network models where simulation of the system is straightforward but expressing a likelihood is cumbersome.
Building Better Planet Populations for EXOSIMS
NASA Astrophysics Data System (ADS)
Garrett, Daniel; Savransky, Dmitry
2018-01-01
The Exoplanet Open-Source Imaging Mission Simulator (EXOSIMS) software package simulates ensembles of space-based direct imaging surveys to provide a variety of science and engineering yield distributions for proposed mission designs. These mission simulations rely heavily on assumed distributions of planetary population parameters including semi-major axis, planetary radius, eccentricity, albedo, and orbital orientation to provide heuristics for target selection and to simulate planetary systems for detection and characterization. The distributions are encoded in PlanetPopulation modules within EXOSIMS which are selected by the user in the input JSON script when a simulation is run. The earliest written PlanetPopulation modules available in EXOSIMS are based on planet population models where the planetary parameters are considered to be independent from one another. While independent parameters allow for quick computation of heuristics and sampling for simulated planetary systems, results from planet-finding surveys have shown that many parameters (e.g., semi-major axis/orbital period and planetary radius) are not independent. We present new PlanetPopulation modules for EXOSIMS which are built on models based on planet-finding survey results where semi-major axis and planetary radius are not independent and provide methods for sampling their joint distribution. These new modules enhance the ability of EXOSIMS to simulate realistic planetary systems and give more realistic science yield distributions.
NASA Astrophysics Data System (ADS)
Moorhead, Althea V.; Blaauw, Rhiannon C.; Moser, Danielle E.; Campbell-Brown, Margaret D.; Brown, Peter G.; Cooke, William J.
2017-12-01
The bulk density of a meteoroid affects its dynamics in space, its ablation in the atmosphere, and the damage it does to spacecraft and lunar or planetary surfaces. Meteoroid bulk densities are also notoriously difficult to measure, and we are typically forced to assume a density or attempt to measure it via a proxy. In this paper, we construct a density distribution for sporadic meteoroids based on existing density measurements. We considered two possible proxies for density: the KB parameter introduced by Ceplecha and Tisserand parameter, TJ. Although KB is frequently cited as a proxy for meteoroid material properties, we find that it is poorly correlated with ablation-model-derived densities. We therefore follow the example of Kikwaya et al. in associating density with the Tisserand parameter. We fit two density distributions to meteoroids originating from Halley-type comets (TJ < 2) and those originating from all other parent bodies (TJ > 2); the resulting two-population density distribution is the most detailed sporadic meteoroid density distribution justified by the available data. Finally, we discuss the implications for meteoroid environment models and spacecraft risk assessments. We find that correcting for density increases the fraction of meteoroid-induced spacecraft damage produced by the helion/antihelion source.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Poludniowski, Gavin G.; Evans, Philip M.
2013-04-15
Purpose: Monte Carlo methods based on the Boltzmann transport equation (BTE) have previously been used to model light transport in powdered-phosphor scintillator screens. Physically motivated guesses or, alternatively, the complexities of Mie theory have been used by some authors to provide the necessary inputs of transport parameters. The purpose of Part II of this work is to: (i) validate predictions of modulation transform function (MTF) using the BTE and calculated values of transport parameters, against experimental data published for two Gd{sub 2}O{sub 2}S:Tb screens; (ii) investigate the impact of size-distribution and emission spectrum on Mie predictions of transport parameters; (iii)more » suggest simpler and novel geometrical optics-based models for these parameters and compare to the predictions of Mie theory. A computer code package called phsphr is made available that allows the MTF predictions for the screens modeled to be reproduced and novel screens to be simulated. Methods: The transport parameters of interest are the scattering efficiency (Q{sub sct}), absorption efficiency (Q{sub abs}), and the scatter anisotropy (g). Calculations of these parameters are made using the analytic method of Mie theory, for spherical grains of radii 0.1-5.0 {mu}m. The sensitivity of the transport parameters to emission wavelength is investigated using an emission spectrum representative of that of Gd{sub 2}O{sub 2}S:Tb. The impact of a grain-size distribution in the screen on the parameters is investigated using a Gaussian size-distribution ({sigma}= 1%, 5%, or 10% of mean radius). Two simple and novel alternative models to Mie theory are suggested: a geometrical optics and diffraction model (GODM) and an extension of this (GODM+). Comparisons to measured MTF are made for two commercial screens: Lanex Fast Back and Lanex Fast Front (Eastman Kodak Company, Inc.). Results: The Mie theory predictions of transport parameters were shown to be highly sensitive to both grain size and emission wavelength. For a phosphor screen structure with a distribution in grain sizes and a spectrum of emission, only the average trend of Mie theory is likely to be important. This average behavior is well predicted by the more sophisticated of the geometrical optics models (GODM+) and in approximate agreement for the simplest (GODM). The root-mean-square differences obtained between predicted MTF and experimental measurements, using all three models (GODM, GODM+, Mie), were within 0.03 for both Lanex screens in all cases. This is excellent agreement in view of the uncertainties in screen composition and optical properties. Conclusions: If Mie theory is used for calculating transport parameters for light scattering and absorption in powdered-phosphor screens, care should be taken to average out the fine-structure in the parameter predictions. However, for visible emission wavelengths ({lambda} < 1.0 {mu}m) and grain radii (a > 0.5 {mu}m), geometrical optics models for transport parameters are an alternative to Mie theory. These geometrical optics models are simpler and lead to no substantial loss in accuracy.« less
Sediment Acoustics: Wideband Model, Reflection Loss and Ambient Noise Inversion
2010-01-01
DISTRIBUTION STATEMENT A. Approved for public release; distribution is unlimited. Sediment acoustics : Wideband model , reflection loss and...Physically sound models of acoustic interaction with the ocean floor including penetration, reflection and scattering in support of MCM and ASW needs...OBJECTIVES (1) Consolidation of the BIC08 model of sediment acoustics , its verification in a variety of sediment types, parameter reduction and
Overview of refinement procedures within REFMAC5: utilizing data from different sources.
Kovalevskiy, Oleg; Nicholls, Robert A; Long, Fei; Carlon, Azzurra; Murshudov, Garib N
2018-03-01
Refinement is a process that involves bringing into agreement the structural model, available prior knowledge and experimental data. To achieve this, the refinement procedure optimizes a posterior conditional probability distribution of model parameters, including atomic coordinates, atomic displacement parameters (B factors), scale factors, parameters of the solvent model and twin fractions in the case of twinned crystals, given observed data such as observed amplitudes or intensities of structure factors. A library of chemical restraints is typically used to ensure consistency between the model and the prior knowledge of stereochemistry. If the observation-to-parameter ratio is small, for example when diffraction data only extend to low resolution, the Bayesian framework implemented in REFMAC5 uses external restraints to inject additional information extracted from structures of homologous proteins, prior knowledge about secondary-structure formation and even data obtained using different experimental methods, for example NMR. The refinement procedure also generates the `best' weighted electron-density maps, which are useful for further model (re)building. Here, the refinement of macromolecular structures using REFMAC5 and related tools distributed as part of the CCP4 suite is discussed.
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.
A reduced Iwan model that includes pinning for bolted joint mechanics
Brake, M. R. W.
2016-10-28
Bolted joints are prevalent in most assembled structures; however, predictive models for their behavior do not exist. Calibrated models, such as the Iwan model, are able to predict the response of a jointed structure over a range of excitations once calibrated at a nominal load. The Iwan model, though, is not widely adopted due to the high computational expense of implementation. To address this, an analytical solution of the Iwan model is derived under the hypothesis that for an arbitrary load reversal, there is a new distribution of dry friction elements, which are now stuck, that approximately resemble a scaledmore » version of the original distribution of dry friction elements. The dry friction elements internal to the Iwan model do not have a uniform set of parameters and are described by a distribution of parameters, i.e., which internal dry friction elements are stuck or slipping at a given load, that ultimately governs the behavior of the joint as it transitions from microslip to macroslip. This hypothesis allows the model to require no information from previous loading cycles. Additionally, the model is extended to include the pinning behavior inherent in a bolted joint. Modifications of the resulting framework are discussed to highlight how the constitutive model for friction can be changed (in the case of an Iwan–Stribeck formulation) or how the distribution of dry friction elements can be changed (as is the case for the Iwan plasticity model). Finally, the reduced Iwan plus pinning model is then applied to the Brake–Reuß beam in order to discuss methods to deduce model parameters from experimental data.« less
NASA Astrophysics Data System (ADS)
Gonthier, Peter L.; Koh, Yew-Meng; Kust Harding, Alice
2016-04-01
We present preliminary results of a new population synthesis of millisecond pulsars (MSP) from the Galactic disk using Markov Chain Monte Carlo techniques to better understand the model parameter space. We include empirical radio and gamma-ray luminosity models that are dependent on the pulsar period and period derivative with freely varying exponents. The magnitudes of the model luminosities are adjusted to reproduce the number of MSPs detected by a group of thirteen radio surveys as well as the MSP birth rate in the Galaxy and the number of MSPs detected by Fermi. We explore various high-energy emission geometries like the slot gap, outer gap, two pole caustic and pair starved polar cap models. The parameters associated with the birth distributions for the mass accretion rate, magnetic field, and period distributions are well constrained. With the set of four free parameters, we employ Markov Chain Monte Carlo simulations to explore the model parameter space. We present preliminary comparisons of the simulated and detected distributions of radio and gamma-ray pulsar characteristics. We estimate the contribution of MSPs to the diffuse gamma-ray background with a special focus on the Galactic Center.We express our gratitude for the generous support of the National Science Foundation (RUI: AST-1009731), Fermi Guest Investigator Program and the NASA Astrophysics Theory and Fundamental Program (NNX09AQ71G).
DOE Office of Scientific and Technical Information (OSTI.GOV)
Matysiak, W; Yeung, D; Hsi, W
2014-06-01
Purpose: We present a study of dosimetric consequences on doses in water in modeling in-air proton fluence independently along principle axes for rotated elliptical spots. Methods: Phase-space parameters for modeling in-air fluence are the position sigma for the spatial distribution, the angle sigma for the angular distribution, and the correlation between position and angle distributions. Proton spots of the McLaren proton therapy system were measured at five locations near the isocenter for the energies of 180 MeV and 250 MeV. An elongated elliptical spot rotated with respect to the principle axes was observed for the 180 MeV, while a circular-likemore » spot was observed for the 250 MeV. In the first approach, the phase-space parameters were derived in the principle axes without rotation. In the second approach, the phase space parameters were derived in the reference frame with axes rotated to coincide with the major axes of the elliptical spot. Monte-Carlo simulations with derived phase-space parameters using both approaches to tally doses in water were performed and analyzed. Results: For the rotated elliptical 180 MeV spots, the position sigmas were 3.6 mm and 3.2 mm in principle axes, but were 4.3 mm and 2.0 mm when the reference frame was rotated. Measured spots fitted poorly the uncorrelated 2D Gaussian, but the quality of fit was significantly improved after the reference frame was rotated. As a Result, phase space parameters in the rotated frame were more appropriate for modeling in-air proton fluence of 180 MeV protons. Considerable differences were observed in Monte Carlo simulated dose distributions in water with phase-space parameters obtained with the two approaches. Conclusion: For rotated elliptical proton spots, phase-space parameters obtained in the rotated reference frame are better for modeling in-air proton fluence, and can be introduced into treatment planning systems.« less
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.
PLUME-MoM 1.0: A new integral model of volcanic plumes based on the method of moments
NASA Astrophysics Data System (ADS)
de'Michieli Vitturi, M.; Neri, A.; Barsotti, S.
2015-08-01
In this paper a new integral mathematical model for volcanic plumes, named PLUME-MoM, is presented. The model describes the steady-state dynamics of a plume in a 3-D coordinate system, accounting for continuous variability in particle size distribution of the pyroclastic mixture ejected at the vent. Volcanic plumes are composed of pyroclastic particles of many different sizes ranging from a few microns up to several centimeters and more. A proper description of such a multi-particle nature is crucial when quantifying changes in grain-size distribution along the plume and, therefore, for better characterization of source conditions of ash dispersal models. The new model is based on the method of moments, which allows for a description of the pyroclastic mixture dynamics not only in the spatial domain but also in the space of parameters of the continuous size distribution of the particles. This is achieved by formulation of fundamental transport equations for the multi-particle mixture with respect to the different moments of the grain-size distribution. Different formulations, in terms of the distribution of the particle number, as well as of the mass distribution expressed in terms of the Krumbein log scale, are also derived. Comparison between the new moments-based formulation and the classical approach, based on the discretization of the mixture in N discrete phases, shows that the new model allows for the same results to be obtained with a significantly lower computational cost (particularly when a large number of discrete phases is adopted). Application of the new model, coupled with uncertainty quantification and global sensitivity analyses, enables the investigation of the response of four key output variables (mean and standard deviation of the grain-size distribution at the top of the plume, plume height and amount of mass lost by the plume during the ascent) to changes in the main input parameters (mean and standard deviation) characterizing the pyroclastic mixture at the base of the plume. Results show that, for the range of parameters investigated and without considering interparticle processes such as aggregation or comminution, the grain-size distribution at the top of the plume is remarkably similar to that at the base and that the plume height is only weakly affected by the parameters of the grain distribution. The adopted approach can be potentially extended to the consideration of key particle-particle effects occurring in the plume including particle aggregation and fragmentation.
Study of the zinc-silver oxide battery system
NASA Technical Reports Server (NTRS)
Nanis, L.
1973-01-01
Theoretical and experimental models for the evaluation of current distribution in flooded, porous electrodes are discussed. An approximation for the local current distribution function was derived for conditions of a linear overpotential, a uniform concentration, and a very conductive matrix. By considering the porous electrode to be an analog of chemical catalyst structures, a dimensionless performance parameter was derived from the approximated current distribution function. In this manner the electrode behavior was characterized in terms of an electrochemical Thiele parameter and an effectiveness factor. It was shown that the electrochemical engineering approach makes possible the organizations of theoretical descriptions and of practical experience in the form of dimensionless parameters, such as the electrochemical Thiele parameters, and hence provides useful information for the design of new electrochemical systems.
Population Synthesis of Radio and Y-ray Millisecond Pulsars Using Markov Chain Monte Carlo
NASA Astrophysics Data System (ADS)
Gonthier, Peter L.; Billman, C.; Harding, A. K.
2013-04-01
We present preliminary results of a new population synthesis of millisecond pulsars (MSP) from the Galactic disk using Markov Chain Monte Carlo techniques to better understand the model parameter space. We include empirical radio and γ-ray luminosity models that are dependent on the pulsar period and period derivative with freely varying exponents. The magnitudes of the model luminosities are adjusted to reproduce the number of MSPs detected by a group of ten radio surveys and by Fermi, predicting the MSP birth rate in the Galaxy. We follow a similar set of assumptions that we have used in previous, more constrained Monte Carlo simulations. The parameters associated with the birth distributions such as those for the accretion rate, magnetic field and period distributions are also free to vary. With the large set of free parameters, we employ Markov Chain Monte Carlo simulations to explore the large and small worlds of the parameter space. We present preliminary comparisons of the simulated and detected distributions of radio and γ-ray pulsar characteristics. We express our gratitude for the generous support of the National Science Foundation (REU and RUI), Fermi Guest Investigator Program and the NASA Astrophysics Theory and Fundamental Program.
Flare parameters inferred from a 3D loop model data base
NASA Astrophysics Data System (ADS)
Cuambe, Valente A.; Costa, J. E. R.; Simões, P. J. A.
2018-06-01
We developed a data base of pre-calculated flare images and spectra exploring a set of parameters which describe the physical characteristics of coronal loops and accelerated electron distribution. Due to the large number of parameters involved in describing the geometry and the flaring atmosphere in the model used, we built a large data base of models (˜250 000) to facilitate the flare analysis. The geometry and characteristics of non-thermal electrons are defined on a discrete grid with spatial resolution greater than 4 arcsec. The data base was constructed based on general properties of known solar flares and convolved with instrumental resolution to replicate the observations from the Nobeyama radio polarimeter spectra and Nobeyama radioheliograph (NoRH) brightness maps. Observed spectra and brightness distribution maps are easily compared with the modelled spectra and images in the data base, indicating a possible range of solutions. The parameter search efficiency in this finite data base is discussed. 8 out of 10 parameters analysed for 1000 simulated flare searches were recovered with a relative error of less than 20 per cent on average. In addition, from the analysis of the observed correlation between NoRH flare sizes and intensities at 17 GHz, some statistical properties were derived. From these statistics, the energy spectral index was found to be δ ˜ 3, with non-thermal electron densities showing a peak distribution ⪅107 cm-3, and Bphotosphere ⪆ 2000 G. Some bias for larger loops with heights as great as ˜2.6 × 109 cm, and looptop events were noted. An excellent match of the spectrum and the brightness distribution at 17 and 34 GHz of the 2002 May 31 flare is presented as well.
A climatology of gravity wave parameters based on satellite limb soundings
NASA Astrophysics Data System (ADS)
Ern, Manfred; Trinh, Quang Thai; Preusse, Peter; Riese, Martin
2017-04-01
Gravity waves are one of the main drivers of atmospheric dynamics. The resolution of most global circulation models (GCMs) and chemistry climate models (CCMs), however, is too coarse to properly resolve the small scales of gravity waves. Horizontal scales of gravity waves are in the range of tens to a few thousand kilometers. Gravity wave source processes involve even smaller scales. Therefore GCMs/CCMs usually parametrize the effect of gravity waves on the global circulation. These parametrizations are very simplified, and comparisons with global observations of gravity waves are needed for an improvement of parametrizations and an alleviation of model biases. In our study, we present a global data set of gravity wave distributions observed in the stratosphere and the mesosphere by the infrared limb sounding satellite instruments High Resolution Dynamics Limb Sounder (HIRDLS) and Sounding of the Atmosphere using Broadband Emission Radiometry (SABER). We provide various gravity wave parameters (for example, gravity variances, potential energies and absolute momentum fluxes). This comprehensive climatological data set can serve for comparison with other instruments (ground based, airborne, or other satellite instruments), as well as for comparison with gravity wave distributions, both resolved and parametrized, in GCMs and CCMs. The purpose of providing various different parameters is to make our data set useful for a large number of potential users and to overcome limitations of other observation techniques, or of models, that may be able to provide only one of those parameters. We present a climatology of typical average global distributions and of zonal averages, as well as their natural range of variations. In addition, we discuss seasonal variations of the global distribution of gravity waves, as well as limitations of our method of deriving gravity wave parameters from satellite data.
Mixed-mode oscillations and interspike interval statistics in the stochastic FitzHugh-Nagumo model
NASA Astrophysics Data System (ADS)
Berglund, Nils; Landon, Damien
2012-08-01
We study the stochastic FitzHugh-Nagumo equations, modelling the dynamics of neuronal action potentials in parameter regimes characterized by mixed-mode oscillations. The interspike time interval is related to the random number of small-amplitude oscillations separating consecutive spikes. We prove that this number has an asymptotically geometric distribution, whose parameter is related to the principal eigenvalue of a substochastic Markov chain. We provide rigorous bounds on this eigenvalue in the small-noise regime and derive an approximation of its dependence on the system's parameters for a large range of noise intensities. This yields a precise description of the probability distribution of observed mixed-mode patterns and interspike intervals.
A six-parameter Iwan model and its application
NASA Astrophysics Data System (ADS)
Li, Yikun; Hao, Zhiming
2016-02-01
Iwan model is a practical tool to describe the constitutive behaviors of joints. In this paper, a six-parameter Iwan model based on a truncated power-law distribution with two Dirac delta functions is proposed, which gives a more comprehensive description of joints than the previous Iwan models. Its analytical expressions including backbone curve, unloading curves and energy dissipation are deduced. Parameter identification procedures and the discretization method are also provided. A model application based on Segalman et al.'s experiment works with bolted joints is carried out. Simulation effects of different numbers of Jenkins elements are discussed. The results indicate that the six-parameter Iwan model can be used to accurately reproduce the experimental phenomena of joints.
Lindley frailty model for a class of compound Poisson processes
NASA Astrophysics Data System (ADS)
Kadilar, Gamze Özel; Ata, Nihal
2013-10-01
The Lindley distribution gain importance in survival analysis for the similarity of exponential distribution and allowance for the different shapes of hazard function. Frailty models provide an alternative to proportional hazards model where misspecified or omitted covariates are described by an unobservable random variable. Despite of the distribution of the frailty is generally assumed to be continuous, it is appropriate to consider discrete frailty distributions In some circumstances. In this paper, frailty models with discrete compound Poisson process for the Lindley distributed failure time are introduced. Survival functions are derived and maximum likelihood estimation procedures for the parameters are studied. Then, the fit of the models to the earthquake data set of Turkey are examined.
Distributed parameter modelling of flexible spacecraft: Where's the beef?
NASA Technical Reports Server (NTRS)
Hyland, D. C.
1994-01-01
This presentation discusses various misgivings concerning the directions and productivity of Distributed Parameter System (DPS) theory as applied to spacecraft vibration control. We try to show the need for greater cross-fertilization between DPS theorists and spacecraft control designers. We recommend a shift in research directions toward exploration of asymptotic frequency response characteristics of critical importance to control designers.
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.
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
A family of models for spherical stellar systems
NASA Technical Reports Server (NTRS)
Tremaine, Scott; Richstone, Douglas O.; Byun, Yong-Ik; Dressler, Alan; Faber, S. M.; Grillmair, Carl; Kormendy, John; Lauer, Tod R.
1994-01-01
We describe a one-parameter family of models of stable sperical stellar systems in which the phase-space distribution function depends only on energy. The models have similar density profiles in their outer parts (rho propotional to r(exp -4)) and central power-law density cusps, rho proportional to r(exp 3-eta), 0 less than eta less than or = 3. The family contains the Jaffe (1983) and Hernquist (1990) models as special cases. We evaluate the surface brightness profile, the line-of-sight velocity dispersion profile, and the distribution function, and discuss analogs of King's core-fitting formula for determining mass-to-light ratio. We also generalize the models to a two-parameter family, in which the galaxy contains a central black hole; the second parameter is the mass of the black hole. Our models can be used to estimate the detectability of central black holes and the velocity-dispersion profiles of galaxies that contain central cusps, with or without a central black hole.
Lumped versus distributed thermoregulatory control: results from a three-dimensional dynamic model.
Werner, J; Buse, M; Foegen, A
1989-01-01
In this study we use a three-dimensional model of the human thermal system, the spatial grid of which is 0.5 ... 1.0 cm. The model is based on well-known physical heat-transfer equations, and all parameters of the passive system have definite physical values. According to the number of substantially different areas and organs, 54 spatially different values are attributed to each physical parameter. Compatibility of simulation and experiment was achieved solely on the basis of physical considerations and physiological basic data. The equations were solved using a modification of the alternating direction implicit method. On the basis of this complex description of the passive system close to reality, various lumped and distributed parameter control equations were tested for control of metabolic heat production, blood flow and sweat production. The simplest control equations delivering results on closed-loop control compatible with experimental evidence were determined. It was concluded that it is essential to take into account the spatial distribution of heat production, blood flow and sweat production, and that at least for control of shivering, distributed controller gains different from the pattern of distribution of muscle tissue are required. For sweat production this is not so obvious, so that for simulation of sweating control after homogeneous heat load a lumped parameter control may be justified. Based on these conclusions three-dimensional temperature profiles for cold and heat load and the dynamics for changes of the environmental conditions were computed. In view of the exact simulation of the passive system and the compatibility with experimentally attainable variables there is good evidence that those values extrapolated by the simulation are adequately determined. The model may be used both for further analysis of the real thermoregulatory mechanisms and for special applications in environmental and clinical health care.
Classification framework for partially observed dynamical systems
NASA Astrophysics Data System (ADS)
Shen, Yuan; Tino, Peter; Tsaneva-Atanasova, Krasimira
2017-04-01
We present a general framework for classifying partially observed dynamical systems based on the idea of learning in the model space. In contrast to the existing approaches using point estimates of model parameters to represent individual data items, we employ posterior distributions over model parameters, thus taking into account in a principled manner the uncertainty due to both the generative (observational and/or dynamic noise) and observation (sampling in time) processes. We evaluate the framework on two test beds: a biological pathway model and a stochastic double-well system. Crucially, we show that the classification performance is not impaired when the model structure used for inferring posterior distributions is much more simple than the observation-generating model structure, provided the reduced-complexity inferential model structure captures the essential characteristics needed for the given classification task.
Noise parameter estimation for poisson corrupted images using variance stabilization transforms.
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.
Engineering Inertial and Primary-Frequency Response for Distributed Energy Resources: Preprint
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dall-Anese, Emiliano; Zhao, Changhong; Guggilam, Swaroop
We propose a framework to engineer synthetic-inertia and droop-control parameters for distributed energy resources (DERs) so that the system frequency in a network composed of DERs and synchronous generators conforms to prescribed transient and steady-state performance specifications. Our approach is grounded in a second-order lumped-parameter model that captures the dynamics of synchronous generators and frequency-responsive DERs endowed with inertial and droop control. A key feature of this reduced-order model is that its parameters can be related to those of the originating higher-order dynamical model. This allows one to systematically design the DER inertial and droop-control coefficients leveraging classical frequency-domain responsemore » characteristics of second-order systems. Time-domain simulations validate the accuracy of the model-reduction method and demonstrate how DER controllers can be designed to meet steady-state-regulation and transient-performance specifications.« less
Engineering Inertial and Primary-Frequency Response for Distributed Energy Resources
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dall-Anese, Emiliano; Zhao, Changhong; Guggilam, Swaroop
We propose a framework to engineer synthetic-inertia and droop-control parameters for distributed energy resources (DERs) so that the system frequency in a network composed of DERs and synchronous generators conforms to prescribed transient and steady-state performance specifications. Our approach is grounded in a second-order lumped-parameter model that captures the dynamics of synchronous generators and frequency-responsive DERs endowed with inertial and droop control. A key feature of this reduced-order model is that its parameters can be related to those of the originating higherorder dynamical model. This allows one to systematically design the DER inertial and droop-control coefficients leveraging classical frequency-domain responsemore » characteristics of second-order systems. Time-domain simulations validate the accuracy of the model-reduction method and demonstrate how DER controllers can be designed to meet steady-state-regulation and transient-performance specifications.« less
Extensions of Rasch's Multiplicative Poisson Model.
ERIC Educational Resources Information Center
Jansen, Margo G. H.; van Duijn, Marijtje A. J.
1992-01-01
A model developed by G. Rasch that assumes scores on some attainment tests can be realizations of a Poisson process is explained and expanded by assuming a prior distribution, with fixed but unknown parameters, for the subject parameters. How additional between-subject and within-subject factors can be incorporated is discussed. (SLD)
Electrostatic analyzer measurements of ionospheric thermal ion populations
Fernandes, P. A.; Lynch, K. A.
2016-07-09
Here, we define the observational parameter regime necessary for observing low-altitude ionospheric origins of high-latitude ion upflow/outflow. We present measurement challenges and identify a new analysis technique which mitigates these impediments. To probe the initiation of auroral ion upflow, it is necessary to examine the thermal ion population at 200-350 km, where typical thermal energies are tenths of eV. Interpretation of the thermal ion distribution function measurement requires removal of payload sheath and ram effects. We use a 3-D Maxwellian model to quantify how observed ionospheric parameters such as density, temperature, and flows affect in situ measurements of the thermalmore » ion distribution function. We define the viable acceptance window of a typical top-hat electrostatic analyzer in this regime and show that the instrument's energy resolution prohibits it from directly observing the shape of the particle spectra. To extract detailed information about measured particle population, we define two intermediate parameters from the measured distribution function, then use a Maxwellian model to replicate possible measured parameters for comparison to the data. Liouville's theorem and the thin-sheath approximation allow us to couple the measured and modeled intermediate parameters such that measurements inside the sheath provide information about plasma outside the sheath. We apply this technique to sounding rocket data to show that careful windowing of the data and Maxwellian models allows for extraction of the best choice of geophysical parameters. More widespread use of this analysis technique will help our community expand its observational database of the seed regions of ionospheric outflows.« less
Crack problem in superconducting cylinder with exponential distribution of critical-current density
NASA Astrophysics Data System (ADS)
Zhao, Yufeng; Xu, Chi; Shi, Liang
2018-04-01
The general problem of a center crack in a long cylindrical superconductor with inhomogeneous critical-current distribution is studied based on the extended Bean model for zero-field cooling (ZFC) and field cooling (FC) magnetization processes, in which the inhomogeneous parameter η is introduced for characterizing the critical-current density distribution in inhomogeneous superconductor. The effect of the inhomogeneous parameter η on both the magnetic field distribution and the variations of the normalized stress intensity factors is also obtained based on the plane strain approach and J-integral theory. The numerical results indicate that the exponential distribution of critical-current density will lead a larger trapped field inside the inhomogeneous superconductor and cause the center of the cylinder to fracture more easily. In addition, it is worth pointing out that the nonlinear field distribution is unique to the Bean model by comparing the curve shapes of the magnetization loop with homogeneous and inhomogeneous critical-current distribution.
Constraints on the near-Earth asteroid obliquity distribution from the Yarkovsky effect
NASA Astrophysics Data System (ADS)
Tardioli, C.; Farnocchia, D.; Rozitis, B.; Cotto-Figueroa, D.; Chesley, S. R.; Statler, T. S.; Vasile, M.
2017-12-01
Aims: From light curve and radar data we know the spin axis of only 43 near-Earth asteroids. In this paper we attempt to constrain the spin axis obliquity distribution of near-Earth asteroids by leveraging the Yarkovsky effect and its dependence on an asteroid's obliquity. Methods: By modeling the physical parameters driving the Yarkovsky effect, we solve an inverse problem where we test different simple parametric obliquity distributions. Each distribution results in a predicted Yarkovsky effect distribution that we compare with a χ2 test to a dataset of 125 Yarkovsky estimates. Results: We find different obliquity distributions that are statistically satisfactory. In particular, among the considered models, the best-fit solution is a quadratic function, which only depends on two parameters, favors extreme obliquities consistent with the expected outcomes from the YORP effect, has a 2:1 ratio between retrograde and direct rotators, which is in agreement with theoretical predictions, and is statistically consistent with the distribution of known spin axes of near-Earth asteroids.
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.
A summary of selected early results from the ERTS-1 menhaden experiment
NASA Technical Reports Server (NTRS)
Stevenson, W. H. (Principal Investigator); Kemmerer, A. J.; Benigno, J. A.; Reese, G. B.; Minkler, F. C.
1973-01-01
The author has identified the following significant results. Imagery from ERTS-1 satellite was used in conjunction with aerial photographically-sensed menhaden distribution information, sea truth oceanographic measurements, and commercial fishing information from a 8685 square kilometer study area in the north-central portion of the Gulf of Mexico to demonstrate relationships between selected oceanographic parameters and menhaden distribution, ERTS-1 imagery and menhaden distribution, and ERTS-1 imagery and oceanographic parameters. ERTS-1, MSS band 5 imagery density levels correlated with photographically detected menhaden distribution patterns and could be explained based on sea truth Secchi disc transparency and water depth measurements. These two parameters, together with surface salinity, Forel-Ule color, and chlorophyll-a also were found to correlate significantly with menhaden distribution. Eight empirical models were developed which provided menhaden distribution predictions for the study area on combinations of Secchi disc transparency, water depth, surface salinity, and Forel-Ule color measurements.
Jiang, Yueyang; Zhuang, Qianlai; Schaphoff, Sibyll; Sitch, Stephen; Sokolov, Andrei; Kicklighter, David; Melillo, Jerry
2012-03-01
This study aims to assess how high-latitude vegetation may respond under various climate scenarios during the 21st century with a focus on analyzing model parameters induced uncertainty and how this uncertainty compares to the uncertainty induced by various climates. The analysis was based on a set of 10,000 Monte Carlo ensemble Lund-Potsdam-Jena (LPJ) simulations for the northern high latitudes (45(o)N and polewards) for the period 1900-2100. The LPJ Dynamic Global Vegetation Model (LPJ-DGVM) was run under contemporary and future climates from four Special Report Emission Scenarios (SRES), A1FI, A2, B1, and B2, based on the Hadley Centre General Circulation Model (GCM), and six climate scenarios, X901M, X902L, X903H, X904M, X905L, and X906H from the Integrated Global System Model (IGSM) at the Massachusetts Institute of Technology (MIT). In the current dynamic vegetation model, some parameters are more important than others in determining the vegetation distribution. Parameters that control plant carbon uptake and light-use efficiency have the predominant influence on the vegetation distribution of both woody and herbaceous plant functional types. The relative importance of different parameters varies temporally and spatially and is influenced by climate inputs. In addition to climate, these parameters play an important role in determining the vegetation distribution in the region. The parameter-based uncertainties contribute most to the total uncertainty. The current warming conditions lead to a complexity of vegetation responses in the region. Temperate trees will be more sensitive to climate variability, compared with boreal forest trees and C3 perennial grasses. This sensitivity would result in a unanimous northward greenness migration due to anomalous warming in the northern high latitudes. Temporally, boreal needleleaved evergreen plants are projected to decline considerably, and a large portion of C3 perennial grass is projected to disappear by the end of the 21st century. In contrast, the area of temperate trees would increase, especially under the most extreme A1FI scenario. As the warming continues, the northward greenness expansion in the Arctic region could continue.
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.
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.
Microbubble Sizing and Shell Characterization Using Flow Cytometry
Tu, Juan; Swalwell, Jarred E.; Giraud, David; Cui, Weicheng; Chen, Weizhong; Matula, Thomas J.
2015-01-01
Experiments were performed to size, count, and obtain shell parameters for individual ultrasound contrast microbubbles using a modified flow cytometer. Light scattering was modeled using Mie theory, and applied to calibration beads to calibrate the system. The size distribution and population were measured directly from the flow cytometer. The shell parameters (shear modulus and shear viscosity) were quantified at different acoustic pressures (from 95 to 333 kPa) by fitting microbubble response data to a bubble dynamics model. The size distribution of the contrast agent microbubbles is consistent with manufacturer specifications. The shell shear viscosity increases with increasing equilibrium microbubble size, and decreases with increasing shear rate. The observed trends are independent of driving pressure amplitude. The shell elasticity does not vary with microbubble size. The results suggest that a modified flow cytometer can be an effective tool to characterize the physical properties of microbubbles, including size distribution, population, and shell parameters. PMID:21622051
Towards the mechanical characterization of abdominal wall by inverse analysis.
Simón-Allué, R; Calvo, B; Oberai, A A; Barbone, P E
2017-02-01
The aim of this study is to characterize the passive mechanical behaviour of abdominal wall in vivo in an animal model using only external cameras and numerical analysis. The main objective lies in defining a methodology that provides in vivo information of a specific patient without altering mechanical properties. It is demonstrated in the mechanical study of abdomen for hernia purposes. Mechanical tests consisted on pneumoperitoneum tests performed on New Zealand rabbits, where inner pressure was varied from 0mmHg to 12mmHg. Changes in the external abdominal surface were recorded and several points were tracked. Based on their coordinates we reconstructed a 3D finite element model of the abdominal wall, considering an incompressible hyperelastic material model defined by two parameters. The spatial distributions of these parameters (shear modulus and non linear parameter) were calculated by inverse analysis, using two different types of regularization: Total Variation Diminishing (TVD) and Tikhonov (H 1 ). After solving the inverse problem, the distribution of the material parameters were obtained along the abdominal surface. Accuracy of the results was evaluated for the last level of pressure. Results revealed a higher value of the shear modulus in a wide stripe along the craneo-caudal direction, associated with the presence of linea alba in conjunction with fascias and rectus abdominis. Non linear parameter distribution was smoother and the location of higher values varied with the regularization type. Both regularizations proved to yield in an accurate predicted displacement field, but H 1 obtained a smoother material parameter distribution while TVD included some discontinuities. The methodology here presented was able to characterize in vivo the passive non linear mechanical response of the abdominal wall. Copyright © 2016 Elsevier Ltd. All rights reserved.
Poza-Lujan, Jose-Luis; Posadas-Yagüe, Juan-Luis; Simó-Ten, José-Enrique; Simarro, Raúl; Benet, Ginés
2015-02-25
This paper is part of a study of intelligent architectures for distributed control and communications systems. The study focuses on optimizing control systems by evaluating the performance of middleware through quality of service (QoS) parameters and the optimization of control using Quality of Control (QoC) parameters. The main aim of this work is to study, design, develop, and evaluate a distributed control architecture based on the Data-Distribution Service for Real-Time Systems (DDS) communication standard as proposed by the Object Management Group (OMG). As a result of the study, an architecture called Frame-Sensor-Adapter to Control (FSACtrl) has been developed. FSACtrl provides a model to implement an intelligent distributed Event-Based Control (EBC) system with support to measure QoS and QoC parameters. The novelty consists of using, simultaneously, the measured QoS and QoC parameters to make decisions about the control action with a new method called Event Based Quality Integral Cycle. To validate the architecture, the first five Braitenberg vehicles have been implemented using the FSACtrl architecture. The experimental outcomes, demonstrate the convenience of using jointly QoS and QoC parameters in distributed control systems.
Poza-Lujan, Jose-Luis; Posadas-Yagüe, Juan-Luis; Simó-Ten, José-Enrique; Simarro, Raúl; Benet, Ginés
2015-01-01
This paper is part of a study of intelligent architectures for distributed control and communications systems. The study focuses on optimizing control systems by evaluating the performance of middleware through quality of service (QoS) parameters and the optimization of control using Quality of Control (QoC) parameters. The main aim of this work is to study, design, develop, and evaluate a distributed control architecture based on the Data-Distribution Service for Real-Time Systems (DDS) communication standard as proposed by the Object Management Group (OMG). As a result of the study, an architecture called Frame-Sensor-Adapter to Control (FSACtrl) has been developed. FSACtrl provides a model to implement an intelligent distributed Event-Based Control (EBC) system with support to measure QoS and QoC parameters. The novelty consists of using, simultaneously, the measured QoS and QoC parameters to make decisions about the control action with a new method called Event Based Quality Integral Cycle. To validate the architecture, the first five Braitenberg vehicles have been implemented using the FSACtrl architecture. The experimental outcomes, demonstrate the convenience of using jointly QoS and QoC parameters in distributed control systems. PMID:25723145
Erlang circular model motivated by inverse stereographic projection
NASA Astrophysics Data System (ADS)
Pramesti, G.
2018-05-01
The Erlang distribution is a special case of the Gamma distribution with the shape parameter is an integer. This paper proposed a new circular model used inverse stereographic projection. The inverse stereographic projection which is a mapping that projects a random variable from a real line onto a circle can be used in circular statistics to construct a distribution on the circle from real domain. From the circular model, then can be derived the characteristics of the Erlang circular model such as the mean resultant length, mean direction, circular variance and trigonometric moments of the distribution.
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.
Modeling the bidirectional reflectance distribution function of mixed finite plant canopies and soil
NASA Technical Reports Server (NTRS)
Schluessel, G.; Dickinson, R. E.; Privette, J. L.; Emery, W. J.; Kokaly, R.
1994-01-01
An analytical model of the bidirectional reflectance for optically semi-infinite plant canopies has been extended to describe the reflectance of finite depth canopies contributions from the underlying soil. The model depends on 10 independent parameters describing vegetation and soil optical and structural properties. The model is inverted with a nonlinear minimization routine using directional reflectance data for lawn (leaf area index (LAI) is equal to 9.9), soybeans (LAI, 2.9) and simulated reflectance data (LAI, 1.0) from a numerical bidirectional reflectance distribution function (BRDF) model (Myneni et al., 1988). While the ten-parameter model results in relatively low rms differences for the BRDF, most of the retrieved parameters exhibit poor stability. The most stable parameter was the single-scattering albedo of the vegetation. Canopy albedo could be derived with an accuracy of less than 5% relative error in the visible and less than 1% in the near-infrared. Sensitivity were performed to determine which of the 10 parameters were most important and to assess the effects of Gaussian noise on the parameter retrievals. Out of the 10 parameters, three were identified which described most of the BRDF variability. At low LAI values the most influential parameters were the single-scattering albedos (both soil and vegetation) and LAI, while at higher LAI values (greater than 2.5) these shifted to the two scattering phase function parameters for vegetation and the single-scattering albedo of the vegetation. The three-parameter model, formed by fixing the seven least significant parameters, gave higher rms values but was less sensitive to noise in the BRDF than the full ten-parameter model. A full hemispherical reflectance data set for lawn was then interpolated to yield BRDF values corresponding to advanced very high resolution radiometer (AVHRR) scan geometries collected over a period of nine days. The resulting parameters and BRDFs are similar to those for the full sampling geometry, suggesting that the limited geometry of AVHRR measurements might be used to reliably retrieve BRDF and canopy albedo with this model.
RF model of the distribution system as a communication channel, phase 2. Volume 2: Task reports
NASA Technical Reports Server (NTRS)
Rustay, R. C.; Gajjar, J. T.; Rankin, R. W.; Wentz, R. C.; Wooding, R.
1982-01-01
Based on the established feasibility of predicting, via a model, the propagation of Power Line Frequency on radial type distribution feeders, verification studies comparing model predictions against measurements were undertaken using more complicated feeder circuits and situations. Detailed accounts of the major tasks are presented. These include: (1) verification of model; (2) extension, implementation, and verification of perturbation theory; (3) parameter sensitivity; (4) transformer modeling; and (5) compensation of power distribution systems for enhancement of power line carrier communication reliability.
Distance-weighted city growth.
Rybski, Diego; García Cantú Ros, Anselmo; Kropp, Jürgen P
2013-04-01
Urban agglomerations exhibit complex emergent features of which Zipf's law, i.e., a power-law size distribution, and fractality may be regarded as the most prominent ones. We propose a simplistic model for the generation of citylike structures which is solely based on the assumption that growth is more likely to take place close to inhabited space. The model involves one parameter which is an exponent determining how strongly the attraction decays with the distance. In addition, the model is run iteratively so that existing clusters can grow (together) and new ones can emerge. The model is capable of reproducing the size distribution and the fractality of the boundary of the largest cluster. Although the power-law distribution depends on both, the imposed exponent and the iteration, the fractality seems to be independent of the former and only depends on the latter. Analyzing land-cover data, we estimate the parameter-value γ≈2.5 for Paris and its surroundings.
Lung Cancer Pathological Image Analysis Using a Hidden Potts Model
Li, Qianyun; Yi, Faliu; Wang, Tao; Xiao, Guanghua; Liang, Faming
2017-01-01
Nowadays, many biological data are acquired via images. In this article, we study the pathological images scanned from 205 patients with lung cancer with the goal to find out the relationship between the survival time and the spatial distribution of different types of cells, including lymphocyte, stroma, and tumor cells. Toward this goal, we model the spatial distribution of different types of cells using a modified Potts model for which the parameters represent interactions between different types of cells and estimate the parameters of the Potts model using the double Metropolis-Hastings algorithm. The double Metropolis-Hastings algorithm allows us to simulate samples approximately from a distribution with an intractable normalizing constant. Our numerical results indicate that the spatial interaction between the lymphocyte and tumor cells is significantly associated with the patient’s survival time, and it can be used together with the cell count information to predict the survival of the patients. PMID:28615918
Economic design of control charts considering process shift distributions
NASA Astrophysics Data System (ADS)
Vommi, Vijayababu; Kasarapu, Rukmini V.
2014-09-01
Process shift is an important input parameter in the economic design of control charts. Earlier control chart designs considered constant shifts to occur in the mean of the process for a given assignable cause. This assumption has been criticized by many researchers since it may not be realistic to produce a constant shift whenever an assignable cause occurs. To overcome this difficulty, in the present work, a distribution for the shift parameter has been considered instead of a single value for a given assignable cause. Duncan's economic design model for chart has been extended to incorporate the distribution for the process shift parameter. It is proposed to minimize total expected loss-cost to obtain the control chart parameters. Further, three types of process shifts namely, positively skewed, uniform and negatively skewed distributions are considered and the situations where it is appropriate to use the suggested methodology are recommended.
Joint min-max distribution and Edwards-Anderson's order parameter of the circular 1/f-noise model
NASA Astrophysics Data System (ADS)
Cao, Xiangyu; Le Doussal, Pierre
2016-05-01
We calculate the joint min-max distribution and the Edwards-Anderson's order parameter for the circular model of 1/f-noise. Both quantities, as well as generalisations, are obtained exactly by combining the freezing-duality conjecture and Jack-polynomial techniques. Numerical checks come with significantly improved control of finite-size effects in the glassy phase, and the results convincingly validate the freezing-duality conjecture. Application to diffusive dynamics is discussed. We also provide a formula for the pre-factor ratio of the joint/marginal Carpentier-Le Doussal tail for minimum/maximum which applies to any logarithmic random energy model.
Soft context clustering for F0 modeling in HMM-based speech synthesis
NASA Astrophysics Data System (ADS)
Khorram, Soheil; Sameti, Hossein; King, Simon
2015-12-01
This paper proposes the use of a new binary decision tree, which we call a soft decision tree, to improve generalization performance compared to the conventional `hard' decision tree method that is used to cluster context-dependent model parameters in statistical parametric speech synthesis. We apply the method to improve the modeling of fundamental frequency, which is an important factor in synthesizing natural-sounding high-quality speech. Conventionally, hard decision tree-clustered hidden Markov models (HMMs) are used, in which each model parameter is assigned to a single leaf node. However, this `divide-and-conquer' approach leads to data sparsity, with the consequence that it suffers from poor generalization, meaning that it is unable to accurately predict parameters for models of unseen contexts: the hard decision tree is a weak function approximator. To alleviate this, we propose the soft decision tree, which is a binary decision tree with soft decisions at the internal nodes. In this soft clustering method, internal nodes select both their children with certain membership degrees; therefore, each node can be viewed as a fuzzy set with a context-dependent membership function. The soft decision tree improves model generalization and provides a superior function approximator because it is able to assign each context to several overlapped leaves. In order to use such a soft decision tree to predict the parameters of the HMM output probability distribution, we derive the smoothest (maximum entropy) distribution which captures all partial first-order moments and a global second-order moment of the training samples. Employing such a soft decision tree architecture with maximum entropy distributions, a novel speech synthesis system is trained using maximum likelihood (ML) parameter re-estimation and synthesis is achieved via maximum output probability parameter generation. In addition, a soft decision tree construction algorithm optimizing a log-likelihood measure is developed. Both subjective and objective evaluations were conducted and indicate a considerable improvement over the conventional method.
Low-energy Electrons in Gamma-Ray Burst Afterglow Models
NASA Astrophysics Data System (ADS)
Jóhannesson, Guđlaugur; Björnsson, Gunnlaugur
2018-05-01
Observations of gamma-ray burst (GRB) afterglows have long provided the most detailed information about the origin of this spectacular phenomenon. The model that is most commonly used to extract physical properties of the event from the observations is the relativistic fireball model, where ejected material moving at relativistic speeds creates a shock wave when it interacts with the surrounding medium. Electrons are accelerated in the shock wave, generating the observed synchrotron emission through interactions with the magnetic field in the downstream medium. It is usually assumed that the accelerated electrons follow a simple power-law distribution in energy between specific energy boundaries, and that no electron exists outside these boundaries. This Letter explores the consequences of adding a low-energy power-law segment to the electron distribution with energy that contributes insignificantly to the total energy budget of the distribution. The low-energy electrons have a significant impact on the radio emission, providing synchrotron absorption and emission at these long wavelengths. Shorter wavelengths are affected through the normalization of the distribution. The new model is used to analyze the light curves of GRB 990510, and the resulting parameters are compared to a model without the extra electrons. The quality of the fit and the best-fit parameters are significantly affected by the additional model component. The new component is in one case found to strongly affect the X-ray light curves, showing how changes to the model at radio frequencies can affect light curves at other frequencies through changes in best-fit model parameters.
NASA Astrophysics Data System (ADS)
Steenbakkers, Rudi J. A.; Tzoumanekas, Christos; Li, Ying; Liu, Wing Kam; Kröger, Martin; Schieber, Jay D.
2014-01-01
We present a method to map the full equilibrium distribution of the primitive-path (PP) length, obtained from multi-chain simulations of polymer melts, onto a single-chain mean-field ‘target’ model. Most previous works used the Doi-Edwards tube model as a target. However, the average number of monomers per PP segment, obtained from multi-chain PP networks, has consistently shown a discrepancy of a factor of two with respect to tube-model estimates. Part of the problem is that the tube model neglects fluctuations in the lengths of PP segments, the number of entanglements per chain and the distribution of monomers among PP segments, while all these fluctuations are observed in multi-chain simulations. Here we use a recently proposed slip-link model, which includes fluctuations in all these variables as well as in the spatial positions of the entanglements. This turns out to be essential to obtain qualitative and quantitative agreement with the equilibrium PP-length distribution obtained from multi-chain simulations. By fitting this distribution, we are able to determine two of the three parameters of the model, which govern its equilibrium properties. This mapping is executed for four different linear polymers and for different molecular weights. The two parameters are found to depend on chemistry, but not on molecular weight. The model predicts a constant plateau modulus minus a correction inversely proportional to molecular weight. The value for well-entangled chains, with the parameters determined ab initio, lies in the range of experimental data for the materials investigated.
Fienen, Michael N.; Selbig, William R.
2012-01-01
A new sample collection system was developed to improve the representation of sediment entrained in urban storm water by integrating water quality samples from the entire water column. The depth-integrated sampler arm (DISA) was able to mitigate sediment stratification bias in storm water, thereby improving the characterization of suspended-sediment concentration and particle size distribution at three independent study locations. Use of the DISA decreased variability, which improved statistical regression to predict particle size distribution using surrogate environmental parameters, such as precipitation depth and intensity. The performance of this statistical modeling technique was compared to results using traditional fixed-point sampling methods and was found to perform better. When environmental parameters can be used to predict particle size distributions, environmental managers have more options when characterizing concentrations, loads, and particle size distributions in urban runoff.
HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python.
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/
USDA-ARS?s Scientific Manuscript database
This paper assesses the impact of different likelihood functions in identifying sensitive parameters of the highly parameterized, spatially distributed Soil and Water Assessment Tool (SWAT) watershed model for multiple variables at multiple sites. The global one-factor-at-a-time (OAT) method of Morr...
Galactic chemical evolution and nucleocosmochronology - Standard model with terminated infall
NASA Technical Reports Server (NTRS)
Clayton, D. D.
1984-01-01
Some exactly soluble families of models for the chemical evolution of the Galaxy are presented. The parameters considered include gas mass, the age-metallicity relation, the star mass vs. metallicity, the age distribution, and the mean age of dwarfs. A short BASIC program for calculating these parameters is given. The calculation of metallicity gradients, nuclear cosmochronology, and extinct radioactivities is addressed. An especially simple, mathematically linear model is recommended as a standard model of galaxies with truncated infall due to its internal consistency and compact display of the physical effects of the parameters.
Modeling absolute differences in life expectancy with a censored skew-normal regression approach
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
Modeling and forecasting the distribution of Vibrio vulnificus in Chesapeake Bay
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jacobs, John M.; Rhodes, M.; Brown, C. W.
The aim is to construct statistical models to predict the presence, abundance and potential virulence of Vibrio vulnificus in surface waters. A variety of statistical techniques were used in concert to identify water quality parameters associated with V. vulnificus presence, abundance and virulence markers in the interest of developing strong predictive models for use in regional oceanographic modeling systems. A suite of models are provided to represent the best model fit and alternatives using environmental variables that allow them to be put to immediate use in current ecological forecasting efforts. Conclusions: Environmental parameters such as temperature, salinity and turbidity aremore » capable of accurately predicting abundance and distribution of V. vulnificus in Chesapeake Bay. Forcing these empirical models with output from ocean modeling systems allows for spatially explicit forecasts for up to 48 h in the future. This study uses one of the largest data sets compiled to model Vibrio in an estuary, enhances our understanding of environmental correlates with abundance, distribution and presence of potentially virulent strains and offers a method to forecast these pathogens that may be replicated in other regions.« less
Scaling of Precipitation Extremes Modelled by Generalized Pareto Distribution
NASA Astrophysics Data System (ADS)
Rajulapati, C. R.; Mujumdar, P. P.
2017-12-01
Precipitation extremes are often modelled with data from annual maximum series or peaks over threshold series. The Generalized Pareto Distribution (GPD) is commonly used to fit the peaks over threshold series. Scaling of precipitation extremes from larger time scales to smaller time scales when the extremes are modelled with the GPD is burdened with difficulties arising from varying thresholds for different durations. In this study, the scale invariance theory is used to develop a disaggregation model for precipitation extremes exceeding specified thresholds. A scaling relationship is developed for a range of thresholds obtained from a set of quantiles of non-zero precipitation of different durations. The GPD parameters and exceedance rate parameters are modelled by the Bayesian approach and the uncertainty in scaling exponent is quantified. A quantile based modification in the scaling relationship is proposed for obtaining the varying thresholds and exceedance rate parameters for shorter durations. The disaggregation model is applied to precipitation datasets of Berlin City, Germany and Bangalore City, India. From both the applications, it is observed that the uncertainty in the scaling exponent has a considerable effect on uncertainty in scaled parameters and return levels of shorter durations.
Determination of material distribution in heading process of small bimetallic bar
NASA Astrophysics Data System (ADS)
Presz, Wojciech; Cacko, Robert
2018-05-01
The electrical connectors mostly have silver contacts joined by riveting. In order to reduce costs, the core of the contact rivet can be replaced with cheaper material, e.g. copper. There is a wide range of commercially available bimetallic (silver-copper) rivets on the market for the production of contacts. Following that, new conditions in the riveting process are created because the bi-metal object is riveted. In the analyzed example, it is a small size object, which can be placed on the border of microforming. Based on the FEM modeling of the load process of bimetallic rivets with different material distributions, the desired distribution was chosen and the choice was justified. Possible material distributions were parameterized with two parameters referring to desirable distribution characteristics. The parameter: Coefficient of Mutual Interactions of Plastic Deformations and the method of its determination have been proposed. The parameter is determined based of two-parameter stress-strain curves and is a function of these parameters and the range of equivalent strains occurring in the analyzed process. The proposed method was used for the upsetting process of the bimetallic head of the electrical contact. A nomogram was established to predict the distribution of materials in the head of the rivet and the appropriate selection of a pair of materials to achieve the desired distribution.
The Extended Erlang-Truncated Exponential distribution: Properties and application to rainfall data.
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.
Zhang, Ling Yu; Liu, Zhao Gang
2017-12-01
Based on the data collected from 108 permanent plots of the forest resources survey in Maoershan Experimental Forest Farm during 2004-2016, this study investigated the spatial distribution of recruitment trees in natural secondary forest by global Poisson regression and geographically weighted Poisson regression (GWPR) with four bandwidths of 2.5, 5, 10 and 15 km. The simulation effects of the 5 regressions and the factors influencing the recruitment trees in stands were analyzed, a description was given to the spatial autocorrelation of the regression residuals on global and local levels using Moran's I. The results showed that the spatial distribution of the number of natural secondary forest recruitment was significantly influenced by stands and topographic factors, especially average DBH. The GWPR model with small scale (2.5 km) had high accuracy of model fitting, a large range of model parameter estimates was generated, and the localized spatial distribution effect of the model parameters was obtained. The GWPR model at small scale (2.5 and 5 km) had produced a small range of model residuals, and the stability of the model was improved. The global spatial auto-correlation of the GWPR model residual at the small scale (2.5 km) was the lowe-st, and the local spatial auto-correlation was significantly reduced, in which an ideal spatial distribution pattern of small clusters with different observations was formed. The local model at small scale (2.5 km) was much better than the global model in the simulation effect on the spatial distribution of recruitment tree number.
Trend analysis for daily rainfall series of Barcelona
NASA Astrophysics Data System (ADS)
Ortego, M. I.; Gibergans-Báguena, J.; Tolosana-Delgado, R.; Egozcue, J. J.; Llasat, M. C.
2009-09-01
Frequency analysis of hydrological series is a key point to acquire an in-depth understanding of the behaviour of hydrologic events. The occurrence of extreme hydrologic events in an area may imply great social and economical impacts. A good understanding of hazardous events improves the planning of human activities. A useful model for hazard assessment of extreme hydrologic events in an area is the point-over-threshold (POT) model. Time-occurrence of events is assumed to be Poisson distributed, and the magnitude X of each event is modeled as an arbitrary random variable, whose excesses over the threshold x0, Y = X - x0, given X > x0, have a Generalized Pareto Distribution (GPD), ( ? )- 1? FY (y|β,?) = 1 - 1+ βy , 0 ? y < ysup , where ysup = +? if ? 0, and ysup = -β? ? if ? < 0. The limiting distribution for ? = 0 is an exponential one. Independence between this magnitude and occurrence in time is assumed, as well as independence from event to event. In order to take account for uncertainty of the estimation of the GPD parameters, a Bayesian approach is chosen. This approach allows to include necessary conditions on the parameters of the distribution for our particular phenomena, as well as propagate adequately the uncertainty of estimations to the hazard parameters, such as return periods. A common concern is to know whether magnitudes of hazardous events have changed in the last decades. Long data series are very appreciated in order to properly study these issues. The series of daily rainfall in Barcelona (1854-2006) has been selected. This is one of the longer european daily rainfall series available. Daily rainfall is better described using a relative scale and therefore it is suitably treated in a log-scale. Accordingly, log-precipitation is identified with X. Excesses over a threshold are modeled by a GPD with a limited maximum value. An additional assumption is that the distribution of the excesses Y has limited upper tail and, therefore, ? < 0, ysup = -β?. Such a long data series provides valuable information about the phenomena on hand, and therefore a very first step is to have a look to its reliability. The first part of the work focuses on the possible existence of abrupt changes in the parameters of the GPD. These abrupt changes may be due to changes in the location of the observatories and/or technological advances introduced in the measuring instruments. The second part of the work examines the possible existence of trends. The parameters of the model are considered as a function of time. A new parameterisation of the GPD distribution is suggested, in order to parsimoniously deal with this climate variation, ? = ln(-? ?;β) and ? = ln(-? ? β) The classical scale and shape parameters of the GPD (β,?) are reformulated as a location parameter ? "linked to the upper limit of the distribution", and a shape parameter ?. In this reparameterisation, the parsimonious choice is to consider shape as a linear function of time, ?(t) = ?0 + t? while keeping location fixed, ?(t) = ?0. Then, the climate change is assessed by checking the hypothesis ? 0. Results show no significant abrupt changes in excesses distribution of the Barcelona daily rainfall series but suggest a significant change for the parameters, and therefore the existence of a trend in daily rainfall for this period.
Menzerath-Altmann Law: Statistical Mechanical Interpretation as Applied to a Linguistic Organization
NASA Astrophysics Data System (ADS)
Eroglu, Sertac
2014-10-01
The distribution behavior described by the empirical Menzerath-Altmann law is frequently encountered during the self-organization of linguistic and non-linguistic natural organizations at various structural levels. This study presents a statistical mechanical derivation of the law based on the analogy between the classical particles of a statistical mechanical organization and the distinct words of a textual organization. The derived model, a transformed (generalized) form of the Menzerath-Altmann model, was termed as the statistical mechanical Menzerath-Altmann model. The derived model allows interpreting the model parameters in terms of physical concepts. We also propose that many organizations presenting the Menzerath-Altmann law behavior, whether linguistic or not, can be methodically examined by the transformed distribution model through the properly defined structure-dependent parameter and the energy associated states.
The Threshold Bias Model: A Mathematical Model for the Nomothetic Approach of Suicide
Folly, Walter Sydney Dutra
2011-01-01
Background Comparative and predictive analyses of suicide data from different countries are difficult to perform due to varying approaches and the lack of comparative parameters. Methodology/Principal Findings A simple model (the Threshold Bias Model) was tested for comparative and predictive analyses of suicide rates by age. The model comprises of a six parameter distribution that was applied to the USA suicide rates by age for the years 2001 and 2002. Posteriorly, linear extrapolations are performed of the parameter values previously obtained for these years in order to estimate the values corresponding to the year 2003. The calculated distributions agreed reasonably well with the aggregate data. The model was also used to determine the age above which suicide rates become statistically observable in USA, Brazil and Sri Lanka. Conclusions/Significance The Threshold Bias Model has considerable potential applications in demographic studies of suicide. Moreover, since the model can be used to predict the evolution of suicide rates based on information extracted from past data, it will be of great interest to suicidologists and other researchers in the field of mental health. PMID:21909431
The threshold bias model: a mathematical model for the nomothetic approach of suicide.
Folly, Walter Sydney Dutra
2011-01-01
Comparative and predictive analyses of suicide data from different countries are difficult to perform due to varying approaches and the lack of comparative parameters. A simple model (the Threshold Bias Model) was tested for comparative and predictive analyses of suicide rates by age. The model comprises of a six parameter distribution that was applied to the USA suicide rates by age for the years 2001 and 2002. Posteriorly, linear extrapolations are performed of the parameter values previously obtained for these years in order to estimate the values corresponding to the year 2003. The calculated distributions agreed reasonably well with the aggregate data. The model was also used to determine the age above which suicide rates become statistically observable in USA, Brazil and Sri Lanka. The Threshold Bias Model has considerable potential applications in demographic studies of suicide. Moreover, since the model can be used to predict the evolution of suicide rates based on information extracted from past data, it will be of great interest to suicidologists and other researchers in the field of mental health.
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.
The effect of noise-induced variance on parameter recovery from reaction times.
Vadillo, Miguel A; Garaizar, Pablo
2016-03-31
Technical noise can compromise the precision and accuracy of the reaction times collected in psychological experiments, especially in the case of Internet-based studies. Although this noise seems to have only a small impact on traditional statistical analyses, its effects on model fit to reaction-time distributions remains unexplored. Across four simulations we study the impact of technical noise on parameter recovery from data generated from an ex-Gaussian distribution and from a Ratcliff Diffusion Model. Our results suggest that the impact of noise-induced variance tends to be limited to specific parameters and conditions. Although we encourage researchers to adopt all measures to reduce the impact of noise on reaction-time experiments, we conclude that the typical amount of noise-induced variance found in these experiments does not pose substantial problems for statistical analyses based on model fitting.
Ant Colony Optimization Analysis on Overall Stability of High Arch Dam Basis of Field Monitoring
Liu, Xiaoli; Chen, Hong-Xin; Kim, Jinxie
2014-01-01
A dam ant colony optimization (D-ACO) analysis of the overall stability of high arch dams on complicated foundations is presented in this paper. A modified ant colony optimization (ACO) model is proposed for obtaining dam concrete and rock mechanical parameters. A typical dam parameter feedback problem is proposed for nonlinear back-analysis numerical model based on field monitoring deformation and ACO. The basic principle of the proposed model is the establishment of the objective function of optimizing real concrete and rock mechanical parameter. The feedback analysis is then implemented with a modified ant colony algorithm. The algorithm performance is satisfactory, and the accuracy is verified. The m groups of feedback parameters, used to run a nonlinear FEM code, and the displacement and stress distribution are discussed. A feedback analysis of the deformation of the Lijiaxia arch dam and based on the modified ant colony optimization method is also conducted. By considering various material parameters obtained using different analysis methods, comparative analyses were conducted on dam displacements, stress distribution characteristics, and overall dam stability. The comparison results show that the proposal model can effectively solve for feedback multiple parameters of dam concrete and rock material and basically satisfy assessment requirements for geotechnical structural engineering discipline. PMID:25025089
Static and Dynamic Model Update of an Inflatable/Rigidizable Torus Structure
NASA Technical Reports Server (NTRS)
Horta, Lucas G.; Reaves, mercedes C.
2006-01-01
The present work addresses the development of an experimental and computational procedure for validating finite element models. A torus structure, part of an inflatable/rigidizable Hexapod, is used to demonstrate the approach. Because of fabrication, materials, and geometric uncertainties, a statistical approach combined with optimization is used to modify key model parameters. Static test results are used to update stiffness parameters and dynamic test results are used to update the mass distribution. Updated parameters are computed using gradient and non-gradient based optimization algorithms. Results show significant improvements in model predictions after parameters are updated. Lessons learned in the areas of test procedures, modeling approaches, and uncertainties quantification are presented.
Approximate Bayesian Computation by Subset Simulation using hierarchical state-space models
NASA Astrophysics Data System (ADS)
Vakilzadeh, Majid K.; Huang, Yong; Beck, James L.; Abrahamsson, Thomas
2017-02-01
A new multi-level Markov Chain Monte Carlo algorithm for Approximate Bayesian Computation, ABC-SubSim, has recently appeared that exploits the Subset Simulation method for efficient rare-event simulation. ABC-SubSim adaptively creates a nested decreasing sequence of data-approximating regions in the output space that correspond to increasingly closer approximations of the observed output vector in this output space. At each level, multiple samples of the model parameter vector are generated by a component-wise Metropolis algorithm so that the predicted output corresponding to each parameter value falls in the current data-approximating region. Theoretically, if continued to the limit, the sequence of data-approximating regions would converge on to the observed output vector and the approximate posterior distributions, which are conditional on the data-approximation region, would become exact, but this is not practically feasible. In this paper we study the performance of the ABC-SubSim algorithm for Bayesian updating of the parameters of dynamical systems using a general hierarchical state-space model. We note that the ABC methodology gives an approximate posterior distribution that actually corresponds to an exact posterior where a uniformly distributed combined measurement and modeling error is added. We also note that ABC algorithms have a problem with learning the uncertain error variances in a stochastic state-space model and so we treat them as nuisance parameters and analytically integrate them out of the posterior distribution. In addition, the statistical efficiency of the original ABC-SubSim algorithm is improved by developing a novel strategy to regulate the proposal variance for the component-wise Metropolis algorithm at each level. We demonstrate that Self-regulated ABC-SubSim is well suited for Bayesian system identification by first applying it successfully to model updating of a two degree-of-freedom linear structure for three cases: globally, locally and un-identifiable model classes, and then to model updating of a two degree-of-freedom nonlinear structure with Duffing nonlinearities in its interstory force-deflection relationship.
NASA Astrophysics Data System (ADS)
Caminha, G. B.; Grillo, C.; Rosati, P.; Balestra, I.; Karman, W.; Lombardi, M.; Mercurio, A.; Nonino, M.; Tozzi, P.; Zitrin, A.; Biviano, A.; Girardi, M.; Koekemoer, A. M.; Melchior, P.; Meneghetti, M.; Munari, E.; Suyu, S. H.; Umetsu, K.; Annunziatella, M.; Borgani, S.; Broadhurst, T.; Caputi, K. I.; Coe, D.; Delgado-Correal, C.; Ettori, S.; Fritz, A.; Frye, B.; Gobat, R.; Maier, C.; Monna, A.; Postman, M.; Sartoris, B.; Seitz, S.; Vanzella, E.; Ziegler, B.
2016-03-01
Aims: We perform a comprehensive study of the total mass distribution of the galaxy cluster RXC J2248.7-4431 (z = 0.348) with a set of high-precision strong lensing models, which take advantage of extensive spectroscopic information on many multiply lensed systems. In the effort to understand and quantify inherent systematics in parametric strong lensing modelling, we explore a collection of 22 models in which we use different samples of multiple image families, different parametrizations of the mass distribution and cosmological parameters. Methods: As input information for the strong lensing models, we use the Cluster Lensing And Supernova survey with Hubble (CLASH) imaging data and spectroscopic follow-up observations, with the VIsible Multi-Object Spectrograph (VIMOS) and Multi Unit Spectroscopic Explorer (MUSE) on the Very Large Telescope (VLT), to identify and characterize bona fide multiple image families and measure their redshifts down to mF814W ≃ 26. A total of 16 background sources, over the redshift range 1.0-6.1, are multiply lensed into 47 images, 24 of which are spectroscopically confirmed and belong to ten individual sources. These also include a multiply lensed Lyman-α blob at z = 3.118. The cluster total mass distribution and underlying cosmology in the models are optimized by matching the observed positions of the multiple images on the lens plane. Bayesian Markov chain Monte Carlo techniques are used to quantify errors and covariances of the best-fit parameters. Results: We show that with a careful selection of a large sample of spectroscopically confirmed multiple images, the best-fit model can reproduce their observed positions with a rms scatter of 0.̋3 in a fixed flat ΛCDM cosmology, whereas the lack of spectroscopic information or the use of inaccurate photometric redshifts can lead to biases in the values of the model parameters. We find that the best-fit parametrization for the cluster total mass distribution is composed of an elliptical pseudo-isothermal mass distribution with a significant core for the overall cluster halo and truncated pseudo-isothermal mass profiles for the cluster galaxies. We show that by adding bona fide photometric-selected multiple images to the sample of spectroscopic families, one can slightly improve constraints on the model parameters. In particular, we find that the degeneracy between the lens total mass distribution and the underlying geometry of the Universe, which is probed via angular diameter distance ratios between the lens and sources and the observer and sources, can be partially removed. Allowing cosmological parameters to vary together with the cluster parameters, we find (at 68% confidence level) Ωm = 0.25+ 0.13-0.16 and w = -1.07+ 0.16-0.42 for a flat ΛCDM model, and Ωm = 0.31+ 0.12-0.13 and ΩΛ = 0.38+ 0.38-0.27 for a Universe with w = -1 and free curvature. Finally, using toy models mimicking the overall configuration of multiple images and cluster total mass distribution, we estimate the impact of the line-of-sight mass structure on the positional rms to be 0.̋3 ± 0. We argue that the apparent sensitivity of our lensing model to cosmography is due to the combination of the regular potential shape of RXC J2248, a large number of bona fide multiple images out to z = 6.1, and a relatively modest presence of intervening large-scale structure, as revealed by our spectroscopic survey.
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.
Probabilistic calibration of the SPITFIRE fire spread model using Earth observation data
NASA Astrophysics Data System (ADS)
Gomez-Dans, Jose; Wooster, Martin; Lewis, Philip; Spessa, Allan
2010-05-01
There is a great interest in understanding how fire affects vegetation distribution and dynamics in the context of global vegetation modelling. A way to include these effects is through the development of embedded fire spread models. However, fire is a complex phenomenon, thus difficult to model. Statistical models based on fire return intervals, or fire danger indices need large amounts of data for calibration, and are often prisoner to the epoch they were calibrated to. Mechanistic models, such as SPITFIRE, try to model the complete fire phenomenon based on simple physical rules, making these models mostly independent of calibration data. However, the processes expressed in models such as SPITFIRE require many parameters. These parametrisations are often reliant on site-specific experiments, or in some other cases, paremeters might not be measured directly. Additionally, in many cases, changes in temporal and/or spatial resolution result in parameters becoming effective. To address the difficulties with parametrisation and the often-used fitting methodologies, we propose using a probabilistic framework to calibrate some areas of the SPITFIRE fire spread model. We calibrate the model against Earth Observation (EO) data, a global and ever-expanding source of relevant data. We develop a methodology that tries to incorporate the limitations of the EO data, reasonable prior values for parameters and that results in distributions of parameters, which can be used to infer uncertainty due to parameter estimates. Additionally, the covariance structure of parameters and observations is also derived, whcih can help inform data gathering efforts and model development, respectively. For this work, we focus on Southern African savannas, an important ecosystem for fire studies, and one with a good amount of EO data relevnt to fire studies. As calibration datasets, we use burned area data, estimated number of fires and vegetation moisture dynamics.
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.
NASA Astrophysics Data System (ADS)
Beucler, E.; Haugmard, M.; Mocquet, A.
2016-12-01
The most widely used inversion schemes to locate earthquakes are based on iterative linearized least-squares algorithms and using an a priori knowledge of the propagation medium. When a small amount of observations is available for moderate events for instance, these methods may lead to large trade-offs between outputs and both the velocity model and the initial set of hypocentral parameters. We present a joint structure-source determination approach using Bayesian inferences. Monte-Carlo continuous samplings, using Markov chains, generate models within a broad range of parameters, distributed according to the unknown posterior distributions. The non-linear exploration of both the seismic structure (velocity and thickness) and the source parameters relies on a fast forward problem using 1-D travel time computations. The a posteriori covariances between parameters (hypocentre depth, origin time and seismic structure among others) are computed and explicitly documented. This method manages to decrease the influence of the surrounding seismic network geometry (sparse and/or azimuthally inhomogeneous) and a too constrained velocity structure by inferring realistic distributions on hypocentral parameters. Our algorithm is successfully used to accurately locate events of the Armorican Massif (western France), which is characterized by moderate and apparently diffuse local seismicity.
Garcia, A G; Godoy, W A C
2017-06-01
Studies of the influence of biological parameters on the spatial distribution of lepidopteran insects can provide useful information for managing agricultural pests, since the larvae of many species cause serious impacts on crops. Computational models to simulate the spatial dynamics of insect populations are increasingly used, because of their efficiency in representing insect movement. In this study, we used a cellular automata model to explore different patterns of population distribution of Spodoptera frugiperda (J.E. Smith) (Lepidoptera: Noctuidae), when the values of two biological parameters that are able to influence the spatial pattern (larval viability and adult longevity) are varied. We mapped the spatial patterns observed as the parameters varied. Additionally, by using population data for S. frugiperda obtained in different hosts under laboratory conditions, we were able to describe the expected spatial patterns occurring in corn, cotton, millet, and soybean crops based on the parameters varied. The results are discussed from the perspective of insect ecology and pest management. We concluded that computational approaches can be important tools to study the relationship between the biological parameters and spatial distributions of lepidopteran insect pests.
NASA Astrophysics Data System (ADS)
Linde, N.; Vrugt, J. A.
2009-04-01
Geophysical models are increasingly used in hydrological simulations and inversions, where they are typically treated as an artificial data source with known uncorrelated "data errors". The model appraisal problem in classical deterministic linear and non-linear inversion approaches based on linearization is often addressed by calculating model resolution and model covariance matrices. These measures offer only a limited potential to assign a more appropriate "data covariance matrix" for future hydrological applications, simply because the regularization operators used to construct a stable inverse solution bear a strong imprint on such estimates and because the non-linearity of the geophysical inverse problem is not explored. We present a parallelized Markov Chain Monte Carlo (MCMC) scheme to efficiently derive the posterior spatially distributed radar slowness and water content between boreholes given first-arrival traveltimes. This method is called DiffeRential Evolution Adaptive Metropolis (DREAM_ZS) with snooker updater and sampling from past states. Our inverse scheme does not impose any smoothness on the final solution, and uses uniform prior ranges of the parameters. The posterior distribution of radar slowness is converted into spatially distributed soil moisture values using a petrophysical relationship. To benchmark the performance of DREAM_ZS, we first apply our inverse method to a synthetic two-dimensional infiltration experiment using 9421 traveltimes contaminated with Gaussian errors and 80 different model parameters, corresponding to a model discretization of 0.3 m × 0.3 m. After this, the method is applied to field data acquired in the vadose zone during snowmelt. This work demonstrates that fully non-linear stochastic inversion can be applied with few limiting assumptions to a range of common two-dimensional tomographic geophysical problems. The main advantage of DREAM_ZS is that it provides a full view of the posterior distribution of spatially distributed soil moisture, which is key to appropriately treat geophysical parameter uncertainty and infer hydrologic models.
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.
Astrophysical Model Selection in Gravitational Wave Astronomy
NASA Technical Reports Server (NTRS)
Adams, Matthew R.; Cornish, Neil J.; Littenberg, Tyson B.
2012-01-01
Theoretical studies in gravitational wave astronomy have mostly focused on the information that can be extracted from individual detections, such as the mass of a binary system and its location in space. Here we consider how the information from multiple detections can be used to constrain astrophysical population models. This seemingly simple problem is made challenging by the high dimensionality and high degree of correlation in the parameter spaces that describe the signals, and by the complexity of the astrophysical models, which can also depend on a large number of parameters, some of which might not be directly constrained by the observations. We present a method for constraining population models using a hierarchical Bayesian modeling approach which simultaneously infers the source parameters and population model and provides the joint probability distributions for both. We illustrate this approach by considering the constraints that can be placed on population models for galactic white dwarf binaries using a future space-based gravitational wave detector. We find that a mission that is able to resolve approximately 5000 of the shortest period binaries will be able to constrain the population model parameters, including the chirp mass distribution and a characteristic galaxy disk radius to within a few percent. This compares favorably to existing bounds, where electromagnetic observations of stars in the galaxy constrain disk radii to within 20%.
Scaling properties of a rice-pile model: inertia and friction effects.
Khfifi, M; Loulidi, M
2008-11-01
We present a rice-pile cellular automaton model that includes inertial and friction effects. This model is studied in one dimension, where the updating of metastable sites is done according to a stochastic dynamics governed by a probabilistic toppling parameter p that depends on the accumulated energy of moving grains. We investigate the scaling properties of the model using finite-size scaling analysis. The avalanche size, the lifetime, and the residence time distributions exhibit a power-law behavior. Their corresponding critical exponents, respectively, tau, y, and yr, are not universal. They present continuous variation versus the parameters of the system. The maximal value of the critical exponent tau that our model gives is very close to the experimental one, tau=2.02 [Frette, Nature (London) 379, 49 (1996)], and the probability distribution of the residence time is in good agreement with the experimental results. We note that the critical behavior is observed only in a certain range of parameter values of the system which correspond to low inertia and high friction.
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.
Battaglin, William A.; Kuhn, Gerhard; Parker, Randolph S.
1993-01-01
The U.S. Geological Survey Precipitation-Runoff Modeling System, a modular, distributed-parameter, watershed-modeling system, is being applied to 20 smaller watersheds within the Gunnison River basin. The model is used to derive a daily water balance for subareas in a watershed, ultimately producing simulated streamflows that can be input into routing and accounting models used to assess downstream water availability under current conditions, and to assess the sensitivity of water resources in the basin to alterations in climate. A geographic information system (GIS) is used to automate a method for extracting physically based hydrologic response unit (HRU) distributed parameter values from digital data sources, and for the placement of those estimates into GIS spatial datalayers. The HRU parameters extracted are: area, mean elevation, average land-surface slope, predominant aspect, predominant land-cover type, predominant soil type, average total soil water-holding capacity, and average water-holding capacity of the root zone.
The added value of remote sensing products in constraining hydrological models
NASA Astrophysics Data System (ADS)
Nijzink, Remko C.; Almeida, Susana; Pechlivanidis, Ilias; Capell, René; Gustafsson, David; Arheimer, Berit; Freer, Jim; Han, Dawei; Wagener, Thorsten; Sleziak, Patrik; Parajka, Juraj; Savenije, Hubert; Hrachowitz, Markus
2017-04-01
The calibration of a hydrological model still depends on the availability of streamflow data, even though more additional sources of information (i.e. remote sensed data products) have become more widely available. In this research, the model parameters of four different conceptual hydrological models (HYPE, HYMOD, TUW, FLEX) were constrained with remotely sensed products. The models were applied over 27 catchments across Europe to cover a wide range of climates, vegetation and landscapes. The fluxes and states of the models were correlated with the relevant products (e.g. MOD10A snow with modelled snow states), after which new a-posteriori parameter distributions were determined based on a weighting procedure using conditional probabilities. Briefly, each parameter was weighted with the coefficient of determination of the relevant regression between modelled states/fluxes and products. In this way, final feasible parameter sets were derived without the use of discharge time series. Initial results show that improvements in model performance, with regard to streamflow simulations, are obtained when the models are constrained with a set of remotely sensed products simultaneously. In addition, we present a more extensive analysis to assess a model's ability to reproduce a set of hydrological signatures, such as rising limb density or peak distribution. Eventually, this research will enhance our understanding and recommendations in the use of remotely sensed products for constraining conceptual hydrological modelling and improving predictive capability, especially for data sparse regions.
NASA Astrophysics Data System (ADS)
Chen, Mingjie; Izady, Azizallah; Abdalla, Osman A.; Amerjeed, Mansoor
2018-02-01
Bayesian inference using Markov Chain Monte Carlo (MCMC) provides an explicit framework for stochastic calibration of hydrogeologic models accounting for uncertainties; however, the MCMC sampling entails a large number of model calls, and could easily become computationally unwieldy if the high-fidelity hydrogeologic model simulation is time consuming. This study proposes a surrogate-based Bayesian framework to address this notorious issue, and illustrates the methodology by inverse modeling a regional MODFLOW model. The high-fidelity groundwater model is approximated by a fast statistical model using Bagging Multivariate Adaptive Regression Spline (BMARS) algorithm, and hence the MCMC sampling can be efficiently performed. In this study, the MODFLOW model is developed to simulate the groundwater flow in an arid region of Oman consisting of mountain-coast aquifers, and used to run representative simulations to generate training dataset for BMARS model construction. A BMARS-based Sobol' method is also employed to efficiently calculate input parameter sensitivities, which are used to evaluate and rank their importance for the groundwater flow model system. According to sensitivity analysis, insensitive parameters are screened out of Bayesian inversion of the MODFLOW model, further saving computing efforts. The posterior probability distribution of input parameters is efficiently inferred from the prescribed prior distribution using observed head data, demonstrating that the presented BMARS-based Bayesian framework is an efficient tool to reduce parameter uncertainties of a groundwater system.
Cooley, Richard L.
1993-01-01
A new method is developed to efficiently compute exact Scheffé-type confidence intervals for output (or other function of parameters) g(β) derived from a groundwater flow model. The method is general in that parameter uncertainty can be specified by any statistical distribution having a log probability density function (log pdf) that can be expanded in a Taylor series. However, for this study parameter uncertainty is specified by a statistical multivariate beta distribution that incorporates hydrogeologic information in the form of the investigator's best estimates of parameters and a grouping of random variables representing possible parameter values so that each group is defined by maximum and minimum bounds and an ordering according to increasing value. The new method forms the confidence intervals from maximum and minimum limits of g(β) on a contour of a linear combination of (1) the quadratic form for the parameters used by Cooley and Vecchia (1987) and (2) the log pdf for the multivariate beta distribution. Three example problems are used to compare characteristics of the confidence intervals for hydraulic head obtained using different weights for the linear combination. Different weights generally produced similar confidence intervals, whereas the method of Cooley and Vecchia (1987) often produced much larger confidence intervals.
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.
Modeling pattern in collections of parameters
Link, W.A.
1999-01-01
Wildlife management is increasingly guided by analyses of large and complex datasets. The description of such datasets often requires a large number of parameters, among which certain patterns might be discernible. For example, one may consider a long-term study producing estimates of annual survival rates; of interest is the question whether these rates have declined through time. Several statistical methods exist for examining pattern in collections of parameters. Here, I argue for the superiority of 'random effects models' in which parameters are regarded as random variables, with distributions governed by 'hyperparameters' describing the patterns of interest. Unfortunately, implementation of random effects models is sometimes difficult. Ultrastructural models, in which the postulated pattern is built into the parameter structure of the original data analysis, are approximations to random effects models. However, this approximation is not completely satisfactory: failure to account for natural variation among parameters can lead to overstatement of the evidence for pattern among parameters. I describe quasi-likelihood methods that can be used to improve the approximation of random effects models by ultrastructural models.
Improved parameter inference in catchment models: 1. Evaluating parameter uncertainty
NASA Astrophysics Data System (ADS)
Kuczera, George
1983-10-01
A Bayesian methodology is developed to evaluate parameter uncertainty in catchment models fitted to a hydrologic response such as runoff, the goal being to improve the chance of successful regionalization. The catchment model is posed as a nonlinear regression model with stochastic errors possibly being both autocorrelated and heteroscedastic. The end result of this methodology, which may use Box-Cox power transformations and ARMA error models, is the posterior distribution, which summarizes what is known about the catchment model parameters. This can be simplified to a multivariate normal provided a linearization in parameter space is acceptable; means of checking and improving this assumption are discussed. The posterior standard deviations give a direct measure of parameter uncertainty, and study of the posterior correlation matrix can indicate what kinds of data are required to improve the precision of poorly determined parameters. Finally, a case study involving a nine-parameter catchment model fitted to monthly runoff and soil moisture data is presented. It is shown that use of ordinary least squares when its underlying error assumptions are violated gives an erroneous description of parameter uncertainty.
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
Dust particle radial confinement in a dc glow discharge.
Sukhinin, G I; Fedoseev, A V; Antipov, S N; Petrov, O F; Fortov, V E
2013-01-01
A self-consistent nonlocal model of the positive column of a dc glow discharge with dust particles is presented. Radial distributions of plasma parameters and the dust component in an axially homogeneous glow discharge are considered. The model is based on the solution of a nonlocal Boltzmann equation for the electron energy distribution function, drift-diffusion equations for ions, and the Poisson equation for a self-consistent electric field. The radial distribution of dust particle density in a dust cloud was fixed as a given steplike function or was chosen according to an equilibrium Boltzmann distribution. The balance of electron and ion production in argon ionization by an electron impact and their losses on the dust particle surface and on the discharge tube walls is taken into account. The interrelation of discharge plasma and the dust cloud is studied in a self-consistent way, and the radial distributions of the discharge plasma and dust particle parameters are obtained. It is shown that the influence of the dust cloud on the discharge plasma has a nonlocal behavior, e.g., density and charge distributions in the dust cloud substantially depend on the plasma parameters outside the dust cloud. As a result of a self-consistent evolution of plasma parameters to equilibrium steady-state conditions, ionization and recombination rates become equal to each other, electron and ion radial fluxes become equal to zero, and the radial component of electric field is expelled from the dust cloud.
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.
Gerber, Daniel L.; Vossos, Vagelis; Feng, Wei; ...
2017-06-12
Direct current (DC) power distribution has recently gained traction in buildings research due to the proliferation of on-site electricity generation and battery storage, and an increasing prevalence of internal DC loads. The research discussed in this paper uses Modelica-based simulation to compare the efficiency of DC building power distribution with an equivalent alternating current (AC) distribution. The buildings are all modeled with solar generation, battery storage, and loads that are representative of the most efficient building technology. A variety of paramet ric simulations determine how and when DC distribution proves advantageous. These simulations also validate previous studies that use simplermore » approaches and arithmetic efficiency models. This work shows that using DC distribution can be considerably more efficient: a medium sized office building using DC distribution has an expected baseline of 12% savings, but may also save up to 18%. In these results, the baseline simulation parameters are for a zero net energy (ZNE) building that can island as a microgrid. DC is most advantageous in buildings with large solar capacity, large battery capacity, and high voltage distribution.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gerber, Daniel L.; Vossos, Vagelis; Feng, Wei
Direct current (DC) power distribution has recently gained traction in buildings research due to the proliferation of on-site electricity generation and battery storage, and an increasing prevalence of internal DC loads. The research discussed in this paper uses Modelica-based simulation to compare the efficiency of DC building power distribution with an equivalent alternating current (AC) distribution. The buildings are all modeled with solar generation, battery storage, and loads that are representative of the most efficient building technology. A variety of paramet ric simulations determine how and when DC distribution proves advantageous. These simulations also validate previous studies that use simplermore » approaches and arithmetic efficiency models. This work shows that using DC distribution can be considerably more efficient: a medium sized office building using DC distribution has an expected baseline of 12% savings, but may also save up to 18%. In these results, the baseline simulation parameters are for a zero net energy (ZNE) building that can island as a microgrid. DC is most advantageous in buildings with large solar capacity, large battery capacity, and high voltage distribution.« less
Compounding approach for univariate time series with nonstationary variances
NASA Astrophysics Data System (ADS)
Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich
2015-12-01
A defining feature of nonstationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent variances. To model the long-term statistical behavior, we compound the local distribution with the distribution of its parameters. Here, we consider two concrete, but diverse, examples of such nonstationary systems: the turbulent air flow of a fan and a time series of foreign exchange rates. Our main focus is to empirically determine the appropriate parameter distribution for the compounding approach. To this end, we extract the relevant time scales by decomposing the time signals into windows and determine the distribution function of the thus obtained local variances.
Compounding approach for univariate time series with nonstationary variances.
Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich
2015-12-01
A defining feature of nonstationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent variances. To model the long-term statistical behavior, we compound the local distribution with the distribution of its parameters. Here, we consider two concrete, but diverse, examples of such nonstationary systems: the turbulent air flow of a fan and a time series of foreign exchange rates. Our main focus is to empirically determine the appropriate parameter distribution for the compounding approach. To this end, we extract the relevant time scales by decomposing the time signals into windows and determine the distribution function of the thus obtained local variances.
Generalized correlation integral vectors: A distance concept for chaotic dynamical systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Haario, Heikki, E-mail: heikki.haario@lut.fi; Kalachev, Leonid, E-mail: KalachevL@mso.umt.edu; Hakkarainen, Janne
2015-06-15
Several concepts of fractal dimension have been developed to characterise properties of attractors of chaotic dynamical systems. Numerical approximations of them must be calculated by finite samples of simulated trajectories. In principle, the quantities should not depend on the choice of the trajectory, as long as it provides properly distributed samples of the underlying attractor. In practice, however, the trajectories are sensitive with respect to varying initial values, small changes of the model parameters, to the choice of a solver, numeric tolerances, etc. The purpose of this paper is to present a statistically sound approach to quantify this variability. Wemore » modify the concept of correlation integral to produce a vector that summarises the variability at all selected scales. The distribution of this stochastic vector can be estimated, and it provides a statistical distance concept between trajectories. Here, we demonstrate the use of the distance for the purpose of estimating model parameters of a chaotic dynamic model. The methodology is illustrated using computational examples for the Lorenz 63 and Lorenz 95 systems, together with a framework for Markov chain Monte Carlo sampling to produce posterior distributions of model parameters.« less
NASA Astrophysics Data System (ADS)
Mukherjee, Sudip; Rajak, Atanu; Chakrabarti, Bikas K.
2018-02-01
We explore the behavior of the order parameter distribution of the quantum Sherrington-Kirkpatrick model in the spin glass phase using Monte Carlo technique for the effective Suzuki-Trotter Hamiltonian at finite temperatures and that at zero temperature obtained using the exact diagonalization method. Our numerical results indicate the existence of a low- but finite-temperature quantum-fluctuation-dominated ergodic region along with the classical fluctuation-dominated high-temperature nonergodic region in the spin glass phase of the model. In the ergodic region, the order parameter distribution gets narrower around the most probable value of the order parameter as the system size increases. In the other region, the Parisi order distribution function has nonvanishing value everywhere in the thermodynamic limit, indicating nonergodicity. We also show that the average annealing time for convergence (to a low-energy level of the model, within a small error range) becomes system size independent for annealing down through the (quantum-fluctuation-dominated) ergodic region. It becomes strongly system size dependent for annealing through the nonergodic region. Possible finite-size scaling-type behavior for the extent of the ergodic region is also addressed.
NASA Astrophysics Data System (ADS)
Hasan, Husna; Salam, Norfatin; Kassim, Suraiya
2013-04-01
Extreme temperature of several stations in Malaysia is modeled by fitting the annual maximum to the Generalized Extreme Value (GEV) distribution. The Augmented Dickey Fuller (ADF) and Phillips Perron (PP) tests are used to detect stochastic trends among the stations. The Mann-Kendall (MK) test suggests a non-stationary model. Three models are considered for stations with trend and the Likelihood Ratio test is used to determine the best-fitting model. The results show that Subang and Bayan Lepas stations favour a model which is linear for the location parameters while Kota Kinabalu and Sibu stations are suitable with a model in the logarithm of the scale parameters. The return level is the level of events (maximum temperature) which is expected to be exceeded once, on average, in a given number of years, is obtained.
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.
iSEDfit: Bayesian spectral energy distribution modeling of galaxies
NASA Astrophysics Data System (ADS)
Moustakas, John
2017-08-01
iSEDfit uses Bayesian inference to extract the physical properties of galaxies from their observed broadband photometric spectral energy distribution (SED). In its default mode, the inputs to iSEDfit are the measured photometry (fluxes and corresponding inverse variances) and a measurement of the galaxy redshift. Alternatively, iSEDfit can be used to estimate photometric redshifts from the input photometry alone. After the priors have been specified, iSEDfit calculates the marginalized posterior probability distributions for the physical parameters of interest, including the stellar mass, star-formation rate, dust content, star formation history, and stellar metallicity. iSEDfit also optionally computes K-corrections and produces multiple "quality assurance" (QA) plots at each stage of the modeling procedure to aid in the interpretation of the prior parameter choices and subsequent fitting results. The software is distributed as part of the impro IDL suite.
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.
NASA Technical Reports Server (NTRS)
Savastano, K. J. (Principal Investigator); Pastula, E. J., Jr.; Woods, G.; Faller, K.
1974-01-01
The author has identified the following significant results. This investigation is to establish the feasibility of utilizing remotely sensed data acquired from aircraft and satellite platforms to provide information concerning the distribution and abundance of oceanic gamefish. Data from the test area in the northeastern Gulf of Mexico has made possible the identification of fisheries significant environmental parameters for white marlin. Predictive models based on catch data and surface truth information have been developed and have demonstrated potential for reducing search significantly by identifying areas which have a high probability of being productive. Three of the parameters utilized by the model, chlorophyll-a, sea surface temperature, and turbidity have been inferred from aircraft sensor data. Cloud cover and delayed receipt have inhibited the use of Skylab data. The first step toward establishing the feasibility of utilizing remotely sensed data to assess amd monitor the distribution of ocean gamefish has been taken with the successful identification of fisheries significant oceanographic parameters and the demonstration of the capability of measuring most of these parameters remotely.
A Quadriparametric Model to Describe the Diversity of Waves Applied to Hormonal Data.
Abdullah, Saman; Bouchard, Thomas; Klich, Amna; Leiva, Rene; Pyper, Cecilia; Genolini, Christophe; Subtil, Fabien; Iwaz, Jean; Ecochard, René
2018-05-01
Even in normally cycling women, hormone level shapes may widely vary between cycles and between women. Over decades, finding ways to characterize and compare cycle hormone waves was difficult and most solutions, in particular polynomials or splines, do not correspond to physiologically meaningful parameters. We present an original concept to characterize most hormone waves with only two parameters. The modelling attempt considered pregnanediol-3-alpha-glucuronide (PDG) and luteinising hormone (LH) levels in 266 cycles (with ultrasound-identified ovulation day) in 99 normally fertile women aged 18 to 45. The study searched for a convenient wave description process and carried out an extended search for the best fitting density distribution. The highly flexible beta-binomial distribution offered the best fit of most hormone waves and required only two readily available and understandable wave parameters: location and scale. In bell-shaped waves (e.g., PDG curves), early peaks may be fitted with a low location parameter and a low scale parameter; plateau shapes are obtained with higher scale parameters. I-shaped, J-shaped, and U-shaped waves (sometimes the shapes of LH curves) may be fitted with high scale parameter and, respectively, low, high, and medium location parameter. These location and scale parameters will be later correlated with feminine physiological events. Our results demonstrate that, with unimodal waves, complex methods (e.g., functional mixed effects models using smoothing splines, second-order growth mixture models, or functional principal-component- based methods) may be avoided. The use, application, and, especially, result interpretation of four-parameter analyses might be advantageous within the context of feminine physiological events. Schattauer GmbH.
Inferring the parameters of a Markov process from snapshots of the steady state
NASA Astrophysics Data System (ADS)
Dettmer, Simon L.; Berg, Johannes
2018-02-01
We seek to infer the parameters of an ergodic Markov process from samples taken independently from the steady state. Our focus is on non-equilibrium processes, where the steady state is not described by the Boltzmann measure, but is generally unknown and hard to compute, which prevents the application of established equilibrium inference methods. We propose a quantity we call propagator likelihood, which takes on the role of the likelihood in equilibrium processes. This propagator likelihood is based on fictitious transitions between those configurations of the system which occur in the samples. The propagator likelihood can be derived by minimising the relative entropy between the empirical distribution and a distribution generated by propagating the empirical distribution forward in time. Maximising the propagator likelihood leads to an efficient reconstruction of the parameters of the underlying model in different systems, both with discrete configurations and with continuous configurations. We apply the method to non-equilibrium models from statistical physics and theoretical biology, including the asymmetric simple exclusion process (ASEP), the kinetic Ising model, and replicator dynamics.
Belloir, Jean-Marc; Goiffon, Vincent; Virmontois, Cédric; Raine, Mélanie; Paillet, Philippe; Duhamel, Olivier; Gaillardin, Marc; Molina, Romain; Magnan, Pierre; Gilard, Olivier
2016-02-22
The dark current produced by neutron irradiation in CMOS Image Sensors (CIS) is investigated. Several CIS with different photodiode types and pixel pitches are irradiated with various neutron energies and fluences to study the influence of each of these optical detector and irradiation parameters on the dark current distribution. An empirical model is tested on the experimental data and validated on all the irradiated optical imagers. This model is able to describe all the presented dark current distributions with no parameter variation for neutron energies of 14 MeV or higher, regardless of the optical detector and irradiation characteristics. For energies below 1 MeV, it is shown that a single parameter has to be adjusted because of the lower mean damage energy per nuclear interaction. This model and these conclusions can be transposed to any silicon based solid-state optical imagers such as CIS or Charged Coupled Devices (CCD). This work can also be used when designing an optical imager instrument, to anticipate the dark current increase or to choose a mitigation technique.
NASA Astrophysics Data System (ADS)
Xue, Zhang-Na; Yu, Ya-Jun; Tian, Xiao-Geng
2017-07-01
Based upon the coupled thermoelasticity and Green and Lindsay theory, the new governing equations of two-temperature thermoelastic theory with thermal nonlocal parameter is formulated. To more realistically model thermal loading of a half-space surface, a linear temperature ramping function is adopted. Laplace transform techniques are used to get the general analytical solutions in Laplace domain, and the inverse Laplace transforms based on Fourier expansion techniques are numerically implemented to obtain the numerical solutions in time domain. Specific attention is paid to study the effect of thermal nonlocal parameter, ramping time, and two-temperature parameter on the distributions of temperature, displacement and stress distribution.
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.
FISHER'S GEOMETRIC MODEL WITH A MOVING OPTIMUM
Matuszewski, Sebastian; Hermisson, Joachim; Kopp, Michael
2014-01-01
Fisher's geometric model has been widely used to study the effects of pleiotropy and organismic complexity on phenotypic adaptation. Here, we study a version of Fisher's model in which a population adapts to a gradually moving optimum. Key parameters are the rate of environmental change, the dimensionality of phenotype space, and the patterns of mutational and selectional correlations. We focus on the distribution of adaptive substitutions, that is, the multivariate distribution of the phenotypic effects of fixed beneficial mutations. Our main results are based on an “adaptive-walk approximation,” which is checked against individual-based simulations. We find that (1) the distribution of adaptive substitutions is strongly affected by the ecological dynamics and largely depends on a single composite parameter γ, which scales the rate of environmental change by the “adaptive potential” of the population; (2) the distribution of adaptive substitution reflects the shape of the fitness landscape if the environment changes slowly, whereas it mirrors the distribution of new mutations if the environment changes fast; (3) in contrast to classical models of adaptation assuming a constant optimum, with a moving optimum, more complex organisms evolve via larger adaptive steps. PMID:24898080
Hedrick, P W
1972-12-01
A frequency-dependent selection model proposed by Huang, Singh and Kojima (1971) was found to be more effective at maintaining genetic variation in a finite population than the overdominant model. The fourth moment parameter of the distribution of unfixed states showed that there was a more platykurtic distribution for the frequency-dependent model. This agreed well with the expected gene frequency change found for an infinite population.
SPOTting model parameters using a ready-made Python package
NASA Astrophysics Data System (ADS)
Houska, Tobias; Kraft, Philipp; Breuer, Lutz
2015-04-01
The selection and parameterization of reliable process descriptions in ecological modelling is driven by several uncertainties. The procedure is highly dependent on various criteria, like the used algorithm, the likelihood function selected and the definition of the prior parameter distributions. A wide variety of tools have been developed in the past decades to optimize parameters. Some of the tools are closed source. Due to this, the choice for a specific parameter estimation method is sometimes more dependent on its availability than the performance. A toolbox with a large set of methods can support users in deciding about the most suitable method. Further, it enables to test and compare different methods. We developed the SPOT (Statistical Parameter Optimization Tool), an open source python package containing a comprehensive set of modules, to analyze and optimize parameters of (environmental) models. SPOT comes along with a selected set of algorithms for parameter optimization and uncertainty analyses (Monte Carlo, MC; Latin Hypercube Sampling, LHS; Maximum Likelihood, MLE; Markov Chain Monte Carlo, MCMC; Scuffled Complex Evolution, SCE-UA; Differential Evolution Markov Chain, DE-MCZ), together with several likelihood functions (Bias, (log-) Nash-Sutcliff model efficiency, Correlation Coefficient, Coefficient of Determination, Covariance, (Decomposed-, Relative-, Root-) Mean Squared Error, Mean Absolute Error, Agreement Index) and prior distributions (Binomial, Chi-Square, Dirichlet, Exponential, Laplace, (log-, multivariate-) Normal, Pareto, Poisson, Cauchy, Uniform, Weibull) to sample from. The model-independent structure makes it suitable to analyze a wide range of applications. We apply all algorithms of the SPOT package in three different case studies. Firstly, we investigate the response of the Rosenbrock function, where the MLE algorithm shows its strengths. Secondly, we study the Griewank function, which has a challenging response surface for optimization methods. Here we see simple algorithms like the MCMC struggling to find the global optimum of the function, while algorithms like SCE-UA and DE-MCZ show their strengths. Thirdly, we apply an uncertainty analysis of a one-dimensional physically based hydrological model build with the Catchment Modelling Framework (CMF). The model is driven by meteorological and groundwater data from a Free Air Carbon Enrichment (FACE) experiment in Linden (Hesse, Germany). Simulation results are evaluated with measured soil moisture data. We search for optimal parameter sets of the van Genuchten-Mualem function and find different equally optimal solutions with some of the algorithms. The case studies reveal that the implemented SPOT methods work sufficiently well. They further show the benefit of having one tool at hand that includes a number of parameter search methods, likelihood functions and a priori parameter distributions within one platform independent package.
Wagener, Thorsten; McGlynn, Brian
2015-01-01
Abstract Ungauged headwater basins are an abundant part of the river network, but dominant influences on headwater hydrologic response remain difficult to predict. To address this gap, we investigated the ability of a physically based watershed model (the Distributed Hydrology‐Soil‐Vegetation Model) to represent controls on metrics of hydrologic partitioning across five adjacent headwater subcatchments. The five study subcatchments, located in Tenderfoot Creek Experimental Forest in central Montana, have similar climate but variable topography and vegetation distribution. This facilitated a comparative hydrology approach to interpret how parameters that influence partitioning, detected via global sensitivity analysis, differ across catchments. Model parameters were constrained a priori using existing regional information and expert knowledge. Influential parameters were compared to perceptions of catchment functioning and its variability across subcatchments. Despite between‐catchment differences in topography and vegetation, hydrologic partitioning across all metrics and all subcatchments was sensitive to a similar subset of snow, vegetation, and soil parameters. Results also highlighted one subcatchment with low certainty in parameter sensitivity, indicating that the model poorly represented some complexities in this subcatchment likely because an important process is missing or poorly characterized in the mechanistic model. For use in other basins, this method can assess parameter sensitivities as a function of the specific ungauged system to which it is applied. Overall, this approach can be employed to identify dominant modeled controls on catchment response and their agreement with system understanding. PMID:27642197
The Cluster Variation Method: A Primer for Neuroscientists.
Maren, Alianna J
2016-09-30
Effective Brain-Computer Interfaces (BCIs) require that the time-varying activation patterns of 2-D neural ensembles be modelled. The cluster variation method (CVM) offers a means for the characterization of 2-D local pattern distributions. This paper provides neuroscientists and BCI researchers with a CVM tutorial that will help them to understand how the CVM statistical thermodynamics formulation can model 2-D pattern distributions expressing structural and functional dynamics in the brain. The premise is that local-in-time free energy minimization works alongside neural connectivity adaptation, supporting the development and stabilization of consistent stimulus-specific responsive activation patterns. The equilibrium distribution of local patterns, or configuration variables , is defined in terms of a single interaction enthalpy parameter ( h ) for the case of an equiprobable distribution of bistate (neural/neural ensemble) units. Thus, either one enthalpy parameter (or two, for the case of non-equiprobable distribution) yields equilibrium configuration variable values. Modeling 2-D neural activation distribution patterns with the representational layer of a computational engine, we can thus correlate variational free energy minimization with specific configuration variable distributions. The CVM triplet configuration variables also map well to the notion of a M = 3 functional motif. This paper addresses the special case of an equiprobable unit distribution, for which an analytic solution can be found.
The Cluster Variation Method: A Primer for Neuroscientists
Maren, Alianna J.
2016-01-01
Effective Brain–Computer Interfaces (BCIs) require that the time-varying activation patterns of 2-D neural ensembles be modelled. The cluster variation method (CVM) offers a means for the characterization of 2-D local pattern distributions. This paper provides neuroscientists and BCI researchers with a CVM tutorial that will help them to understand how the CVM statistical thermodynamics formulation can model 2-D pattern distributions expressing structural and functional dynamics in the brain. The premise is that local-in-time free energy minimization works alongside neural connectivity adaptation, supporting the development and stabilization of consistent stimulus-specific responsive activation patterns. The equilibrium distribution of local patterns, or configuration variables, is defined in terms of a single interaction enthalpy parameter (h) for the case of an equiprobable distribution of bistate (neural/neural ensemble) units. Thus, either one enthalpy parameter (or two, for the case of non-equiprobable distribution) yields equilibrium configuration variable values. Modeling 2-D neural activation distribution patterns with the representational layer of a computational engine, we can thus correlate variational free energy minimization with specific configuration variable distributions. The CVM triplet configuration variables also map well to the notion of a M = 3 functional motif. This paper addresses the special case of an equiprobable unit distribution, for which an analytic solution can be found. PMID:27706022
Real-time Ensemble Forecasting of Coronal Mass Ejections using the WSA-ENLIL+Cone Model
NASA Astrophysics Data System (ADS)
Mays, M. L.; Taktakishvili, A.; Pulkkinen, A. A.; MacNeice, P. J.; Rastaetter, L.; Kuznetsova, M. M.; Odstrcil, D.
2013-12-01
Ensemble forecasting of coronal mass ejections (CMEs) provides significant information in that it provides an estimation of the spread or uncertainty in CME arrival time predictions due to uncertainties in determining CME input parameters. Ensemble modeling of CME propagation in the heliosphere is performed by forecasters at the Space Weather Research Center (SWRC) using the WSA-ENLIL cone model available at the Community Coordinated Modeling Center (CCMC). SWRC is an in-house research-based operations team at the CCMC which provides interplanetary space weather forecasting for NASA's robotic missions and performs real-time model validation. A distribution of n (routinely n=48) CME input parameters are generated using the CCMC Stereo CME Analysis Tool (StereoCAT) which employs geometrical triangulation techniques. These input parameters are used to perform n different simulations yielding an ensemble of solar wind parameters at various locations of interest (satellites or planets), including a probability distribution of CME shock arrival times (for hits), and geomagnetic storm strength (for Earth-directed hits). Ensemble simulations have been performed experimentally in real-time at the CCMC since January 2013. We present the results of ensemble simulations for a total of 15 CME events, 10 of which were performed in real-time. The observed CME arrival was within the range of ensemble arrival time predictions for 5 out of the 12 ensemble runs containing hits. The average arrival time prediction was computed for each of the twelve ensembles predicting hits and using the actual arrival time an average absolute error of 8.20 hours was found for all twelve ensembles, which is comparable to current forecasting errors. Some considerations for the accuracy of ensemble CME arrival time predictions include the importance of the initial distribution of CME input parameters, particularly the mean and spread. When the observed arrivals are not within the predicted range, this still allows the ruling out of prediction errors caused by tested CME input parameters. Prediction errors can also arise from ambient model parameters such as the accuracy of the solar wind background, and other limitations. Additionally the ensemble modeling setup was used to complete a parametric event case study of the sensitivity of the CME arrival time prediction to free parameters for ambient solar wind model and CME.
NASA Astrophysics Data System (ADS)
Koskela, J. J.; Croke, B. W. F.; Koivusalo, H.; Jakeman, A. J.; Kokkonen, T.
2012-11-01
Bayesian inference is used to study the effect of precipitation and model structural uncertainty on estimates of model parameters and confidence limits of predictive variables in a conceptual rainfall-runoff model in the snow-fed Rudbäck catchment (142 ha) in southern Finland. The IHACRES model is coupled with a simple degree day model to account for snow accumulation and melt. The posterior probability distribution of the model parameters is sampled by using the Differential Evolution Adaptive Metropolis (DREAM(ZS)) algorithm and the generalized likelihood function. Precipitation uncertainty is taken into account by introducing additional latent variables that were used as multipliers for individual storm events. Results suggest that occasional snow water equivalent (SWE) observations together with daily streamflow observations do not contain enough information to simultaneously identify model parameters, precipitation uncertainty and model structural uncertainty in the Rudbäck catchment. The addition of an autoregressive component to account for model structure error and latent variables having uniform priors to account for input uncertainty lead to dubious posterior distributions of model parameters. Thus our hypothesis that informative priors for latent variables could be replaced by additional SWE data could not be confirmed. The model was found to work adequately in 1-day-ahead simulation mode, but the results were poor in the simulation batch mode. This was caused by the interaction of parameters that were used to describe different sources of uncertainty. The findings may have lessons for other cases where parameterizations are similarly high in relation to available prior information.
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.